Merge pull request #12531 from stash86/bybit-delist

add delisting check for bybit futures

freqtrade/exchange/bybit.py

@@ -4,12 +4,13 @@ from datetime import datetime, timedelta
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, PriceType, TradingMode
+from freqtrade.enums import OPTIMIZE_MODES, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.misc import deep_merge_dicts
+from freqtrade.util import dt_from_ts, dt_ts
 
 
 logger = logging.getLogger(__name__)
@@ -54,6 +55,7 @@ class Bybit(Exchange):
         "exchange_has_overrides": {
             "fetchOrder": True,
         },
+        "has_delisting": True,
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -294,3 +296,35 @@ class Bybit(Exchange):
 
         self.cache_leverage_tiers(tiers, self._config["stake_currency"])
         return tiers
+
+    def check_delisting_time(self, pair: str) -> datetime | None:
+        """
+        Check if the pair gonna be delisted.
+        By default, it returns None.
+        :param pair: Market symbol
+        :return: Datetime if the pair gonna be delisted, None otherwise
+        """
+        if self._config["runmode"] in OPTIMIZE_MODES:
+            return None
+
+        if self.trading_mode == TradingMode.FUTURES:
+            return self._check_delisting_futures(pair)
+        return None
+
+    def _check_delisting_futures(self, pair: str) -> datetime | None:
+        delivery_time = self.markets.get(pair, {}).get("info", {}).get("deliveryTime", 0)
+        if delivery_time:
+            if isinstance(delivery_time, str) and (delivery_time != ""):
+                delivery_time = int(delivery_time)
+
+            if not isinstance(delivery_time, int) or delivery_time <= 0:
+                return None
+
+            max_delivery = dt_ts() + (
+                14 * 24 * 60 * 60 * 1000
+            )  # Assume exchange don't announce delisting more than 14 days in advance
+
+            if delivery_time < max_delivery:
+                return dt_from_ts(delivery_time)
+
+        return None