Merge pull request #9221 from freqtrade/dependabot/pip/develop/ccxt-4.0.105

Bump ccxt from 4.0.88 to 4.0.105

freqtrade/exchange/bybit.py

@@ -36,6 +36,9 @@ class Bybit(Exchange):
         "funding_fee_timeframe": "8h",
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "limit", "market": "market"},
+        "stop_price_param": "stopLossPrice",
+        # bybit response parsing fails to populate stopLossPrice
+        "stop_price_prop": "stopPrice",
         "stop_price_type_field": "triggerBy",
         "stop_price_type_value_mapping": {
             PriceType.LAST: "LastPrice",

freqtrade/exchange/exchange.py

@@ -61,7 +61,8 @@ class Exchange:
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
-        "stop_price_param": "stopPrice",
+        "stop_price_param": "stopPrice",  # Used for stoploss_on_exchange request
+        "stop_price_prop": "stopPrice",  # Used for stoploss_on_exchange response parsing
         "order_time_in_force": ["GTC"],
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
@@ -855,7 +856,7 @@ class Exchange:
         }
         if stop_loss:
             dry_order["info"] = {"stopPrice": dry_order["price"]}
-            dry_order[self._ft_has['stop_price_param']] = dry_order["price"]
+            dry_order[self._ft_has['stop_price_prop']] = dry_order["price"]
             # Workaround to avoid filling stoploss orders immediately
             dry_order["ft_order_type"] = "stoploss"
         orderbook: Optional[OrderBook] = None
@@ -1007,7 +1008,7 @@ class Exchange:
             from freqtrade.persistence import Order
             order = Order.order_by_id(order_id)
             if order:
-                ccxt_order = order.to_ccxt_object(self._ft_has['stop_price_param'])
+                ccxt_order = order.to_ccxt_object(self._ft_has['stop_price_prop'])
                 self._dry_run_open_orders[order_id] = ccxt_order
                 return ccxt_order
             # Gracefully handle errors with dry-run orders.
@@ -1115,7 +1116,7 @@ class Exchange:
         """
         if not self._ft_has.get('stoploss_on_exchange'):
             raise OperationalException(f"stoploss is not implemented for {self.name}.")
-        price_param = self._ft_has['stop_price_param']
+        price_param = self._ft_has['stop_price_prop']
         return (
             order.get(price_param, None) is None
             or ((side == "sell" and stop_loss > float(order[price_param])) or

freqtrade/exchange/okx.py

@@ -30,6 +30,7 @@ class Okx(Exchange):
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
         "stop_price_param": "stopLossPrice",
+        "stop_price_prop": "stopLossPrice",
     }
     _ft_has_futures: Dict = {
         "tickers_have_quoteVolume": False,

requirements.txt

@@ -3,7 +3,7 @@ numpy==1.25.2; platform_machine == 'armv7l'
 pandas==2.0.3
 pandas-ta==0.3.14b
 
-ccxt==4.0.88
+ccxt==4.0.105
 cryptography==41.0.3
 aiohttp==3.8.5
 SQLAlchemy==2.0.21

tests/exchange_online/conftest.py

@@ -234,12 +234,12 @@ EXCHANGES = {
                 "orderId": "1274754916287346280",
                 "orderLinkId": "1666798627015730",
                 "symbol": "SOLUSDT",
-                "createTime": "1674493798550",
+                "createdTime": "1674493798550",
-                "orderPrice": "15.5",
+                "price": "15.5",
-                "orderQty": "1.1",
+                "qty": "1.1",
-                "orderType": "LIMIT",
+                "orderType": "Limit",
-                "side": "BUY",
+                "side": "Buy",
-                "status": "NEW",
+                "orderStatus": "New",
                 "timeInForce": "GTC",
                 "accountId": "5555555",
                 "execQty": "0",

tests/exchange_online/test_ccxt_compat.py

@@ -58,8 +58,10 @@ class TestCCXTExchange:
     def test_ccxt_order_parse(self, exchange: EXCHANGE_FIXTURE_TYPE):
         exch, exchange_name = exchange
         if orders := EXCHANGES[exchange_name].get('sample_order'):
+            pair = 'SOL/USDT'
             for order in orders:
-                po = exch._api.parse_order(order)
+                market = exch._api.markets[pair]
+                po = exch._api.parse_order(order, market)
                 assert isinstance(po['id'], str)
                 assert po['id'] is not None
                 if len(order.keys()) < 5:
@@ -74,7 +76,7 @@ class TestCCXTExchange:
                 if po['average'] is not None:
                     assert isinstance(po['average'], float)
                     assert po['average'] == 15.5
-                assert po['symbol'] == 'SOL/USDT'
+                assert po['symbol'] == pair
                 assert isinstance(po['amount'], float)
                 assert po['amount'] == 1.1
                 assert isinstance(po['status'], str)