switch to use dataprovider to give flexibility to users

freqtrade/data/dataprovider.py

@@ -604,3 +604,19 @@ class DataProvider:
         if always_send or message not in self.__msg_cache:
             self._msg_queue.append(message)
         self.__msg_cache[message] = True
+
+    def check_delisting(self, pair: str) -> datetime | None:
+        """
+        Check if a pair gonna be delisted on the exchange.
+        Will only return datetime if the pair is gonna be delisted.
+        :param pair: Pair to check
+        :return: Datetime of the pair's delisting, None otherwise
+        """
+        if self._exchange is None:
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
+
+        try:
+            return self._exchange.check_delisting_time(pair)
+        except ExchangeError:
+            logger.warning(f"Could not fetch market data for {pair}. Assuming no delisting.")
+            return None

freqtrade/exchange/binance.py

@@ -59,7 +59,6 @@ class Binance(Exchange):
             "BNFCR": "USDC",
             "BFUSD": "USDT",
         },
-        "delivery_column": "deliveryDate",
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -433,3 +432,31 @@ class Binance(Exchange):
         return await super()._async_get_trade_history_id(
             pair, until=until, since=since, from_id=from_id
         )
+
+    def check_delisting_futures(self, pair: str) -> datetime | None:
+        delivery_time = self.markets.get(pair, {}).get("info", {}).get("deliveryDate", None)
+        if delivery_time:
+            if isinstance(delivery_time, str) and (delivery_time != ""):
+                delivery_time = int(delivery_time)
+
+            # Binance set a very high delivery time for all perpetuals.
+            # We compare with delivery time of BTC/USDT:USDT which assumed to never be delisted
+            btc_delivery_time = (
+                self.markets.get("BTC/USDT:USDT", {}).get("info", {}).get("deliveryDate", None)
+            )
+
+            if delivery_time == btc_delivery_time:
+                return None
+
+            delivery_time = dt_from_ts(delivery_time)
+
+        return delivery_time
+
+    def check_delisting_spot(self, pair: str) -> datetime | None:
+        return None
+
+    def check_delisting_time(self, pair: str) -> datetime | None:
+        if self.trading_mode == TradingMode.SPOT:
+            return self.check_delisting_spot(pair)
+
+        return self.check_delisting_futures(pair)

freqtrade/exchange/bybit.py

@@ -59,7 +59,6 @@ class Bybit(Exchange):
         "exchange_has_overrides": {
             "fetchOrder": True,
         },
-        "delivery_column": "deliveryTime",
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/exchange.py

@@ -3912,31 +3912,13 @@ class Exchange:
         else:
             raise ExchangeError(f"Cannot get maintenance ratio using {self.name}")
 
-    def check_delivery_time(self, pair: str) -> int:
+    def check_delisting_time(self, pair: str) -> datetime | None:
         """
-        Check if the futures contract is a delivery contract
+        Check if the pair gonna be delisted.
+        This function should be overridden by the exchange class if the exchange
+        provides such information.
+        By default, it returns None.
         :param pair: Market symbol
-        :return: True if the contract is a delivery contract, False otherwise
+        :return: Datetime if the pair gonna be delisted, None otherwise
         """
-        if self.trading_mode != TradingMode.FUTURES:
-            return 0
-
-        column_to_check = self._ft_has.get("delivery_column", "")
-
-        delivery_time = self.markets.get(pair, {}).get("info", {}).get(column_to_check, None)
-        if delivery_time:
-            if isinstance(delivery_time, str) and (delivery_time != ""):
-                delivery_time = int(delivery_time)
-
-            if self.name == "Binance":
-                # Binance set a very high delivery time for all perpetuals.
-                # We compare with delivery time of BTC/USDT:USDT which assumed to never be delisted
-                btc_delivery_time = (
-                    self.markets.get("BTC/USDT:USDT", {}).get("info", {}).get(column_to_check, None)
-                )
-
-                if delivery_time == btc_delivery_time:
-                    return 0
-
-            return delivery_time
-        return 0
+        return None

freqtrade/exchange/exchange_types.py

@@ -63,9 +63,6 @@ class FtHas(TypedDict, total=False):
     # Websocket control
     ws_enabled: bool
 
-    # Delisting checks
-    delivery_column: str
-
 
 class Ticker(TypedDict):
     symbol: str

freqtrade/exchange/okx.py

@@ -46,7 +46,6 @@ class Okx(Exchange):
         },
         "stoploss_blocks_assets": False,
         "ws_enabled": True,
-        "delivery_column": "expTime",
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

freqtrade/freqtradebot.py

@@ -661,19 +661,6 @@ class FreqtradeBot(LoggingMixin):
         """
         logger.debug(f"create_trade for pair {pair}")
 
-        delivery_time = self.exchange.check_delivery_time(pair)
-        if delivery_time:
-            delivery_date = dt_from_ts(delivery_time)
-            logger.info(
-                f"Pair {pair} has a delivery time of "
-                f"{delivery_date.strftime(constants.DATETIME_PRINT_FORMAT)}."
-            )
-
-            if pair not in self.pairlists.blacklist:
-                self.pairlists.blacklist.append(pair)
-
-            return False
-
         analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
         nowtime = analyzed_df.iloc[-1]["date"] if len(analyzed_df) > 0 else None