Merge pull request #12259 from stash86/delist

Implement delisting check on futures market
2025-12-02 01:53:05 +00:00 · 2025-09-26 07:14:01 +02:00
parent d0546e998a 4434df1999
commit 70a25f9837
14 changed files with 503 additions and 34 deletions
--- a/build_helpers/schema.json
+++ b/build_helpers/schema.json
@@ -587,6 +587,7 @@
              "RemotePairList",
              "MarketCapPairList",
              "AgeFilter",
+              "DelistFilter",
              "FullTradesFilter",
              "OffsetFilter",
              "PerformanceFilter",
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -25,10 +25,10 @@
    "trading_mode": "spot",
    "margin_mode": "",
    "minimal_roi": {
-        "40":  0.0,
-        "30":  0.01,
-        "20":  0.02,
-        "0":  0.04
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
    },
    "stoploss": -0.10,
    "unfilledtimeout": {
@@ -47,7 +47,7 @@
            "bids_to_ask_delta": 1
        }
    },
-    "exit_pricing":{
+    "exit_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1,
@@ -70,18 +70,38 @@
        "exit": "GTC"
    },
    "pairlists": [
-        {"method": "StaticPairList"},
-        {"method": "FullTradesFilter"},
+        {
+            "method": "StaticPairList"
+        },
+        {
+            "method": "DelistFilter",
+            "max_days_from_now": 0,
+        },
+        {
+            "method": "FullTradesFilter"
+        },
        {
            "method": "VolumePairList",
            "number_assets": 20,
            "sort_key": "quoteVolume",
            "refresh_period": 1800
        },
-        {"method": "AgeFilter", "min_days_listed": 10},
-        {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
-        {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+        {
+            "method": "AgeFilter",
+            "min_days_listed": 10
+        },
+        {
+            "method": "PrecisionFilter"
+        },
+        {
+            "method": "PriceFilter",
+            "low_price_ratio": 0.01,
+            "min_price": 0.00000010
+        },
+        {
+            "method": "SpreadFilter",
+            "max_spread_ratio": 0.005
+        },
        {
            "method": "RangeStabilityFilter",
            "lookback_days": 10,
@@ -166,12 +186,12 @@
    "external_message_consumer": {
        "enabled": false,
        "producers": [
-          {
-            "name": "default",
-            "host": "127.0.0.2",
-            "port": 8080,
-            "ws_token": "secret_ws_t0ken."
-          }
+            {
+                "name": "default",
+                "host": "127.0.0.2",
+                "port": 8080,
+                "ws_token": "secret_ws_t0ken."
+            }
        ],
        "wait_timeout": 300,
        "ping_timeout": 10,
@@ -195,4 +215,4 @@
    "reduce_df_footprint": false,
    "dataformat_ohlcv": "feather",
    "dataformat_trades": "feather"
-}
+}
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -4,7 +4,7 @@ Pairlist Handlers define the list of pairs (pairlist) that the bot should trade.

 In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers).

-Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+Additionally, [`AgeFilter`](#agefilter), [`DelistFilter`](#delistfilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.

 If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList`, `MarketCapPairList` or `PercentChangePairList` as the starting Pairlist Handler.

@@ -27,6 +27,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`RemotePairList`](#remotepairlist)
 * [`MarketCapPairList`](#marketcappairlist)
 * [`AgeFilter`](#agefilter)
+* [`DelistFilter`](#delistfilter)
 * [`FullTradesFilter`](#fulltradesfilter)
 * [`OffsetFilter`](#offsetfilter)
 * [`PerformanceFilter`](#performancefilter)
@@ -180,7 +181,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
 * `refresh_period`: Defines the interval (in seconds) at which the pairlist will be refreshed. The default is 1800 seconds (30 minutes).
 * `lookback_days`: Number of days to look back. When `lookback_days` is selected, the `lookback_timeframe` is defaulted to 1 day.
 * `lookback_timeframe`: Timeframe to use for the lookback period.
-* `lookback_period`: Number of periods to look back at. 
+* `lookback_period`: Number of periods to look back at.

 When PercentChangePairList is used after other Pairlist Handlers, it will operate on the outputs of those handlers. If it is the leading Pairlist Handler, it will select pairs from all available markets with the specified stake currency.

@@ -270,7 +271,6 @@ You can limit the length of the pairlist with the optional parameter `number_ass
 ],
 ```

-
 !!! Tip "Combining pairlists"
    This pairlist can be combined with all other pairlists and filters for further pairlist reduction, and can also act as an "additional" pairlist, on top of already defined pairs.
    `ProducerPairList` can also be used multiple times in sequence, combining the pairs from multiple producers.
@@ -312,7 +312,7 @@ The `pairlist_url` option specifies the URL of the remote server where the pairl
 The `save_to_file` option, when provided with a valid filename, saves the processed pairlist to that file in JSON format. This option is optional, and by default, the pairlist is not saved to a file.

 ??? Example "Multi bot with shared pairlist example"
-    
+
    `save_to_file` can be used to save the pairlist to a file with Bot1:

    ```json
@@ -407,6 +407,16 @@ be caught out buying before the pair has finished dropping in price.

 This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.

+#### DelistFilter
+
+Removes pairs that will be delisted on the exchange maximum `max_days_from_now` days from now (defaults to `0` which remove all future delisted pairs no matter how far from now). Currently this filter only supports following exchanges:
+
+!!! Note "Available exchanges"
+    Delist filter is only available on Binance, where Binance Futures will work for both dry and live modes, while Binance Spot is limited to live mode (for technical reasons).
+
+!!! Warning "Backtesting"
+    `DelistFilter` does not support backtesting mode.
+
 #### FullTradesFilter

 Shrink whitelist to consist only in-trade pairs when the trade slots are full (when `max_open_trades` isn't being set to `-1` in the config).
@@ -438,7 +448,7 @@ Example to remove the first 10 pairs from the pairlist, and takes the next 20 (t
 ```

 !!! Warning
-    When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter` 
+    When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter`
    it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
    `VolumeFilter`.

@@ -601,7 +611,7 @@ Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting m

 ### Full example of Pairlist Handlers

-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume`, then filter future delisted pairs using [`DelistFilter`](#delistfilter) and [`AgeFilter`](#agefilter) to remove pairs that are listed less than 10 days ago. After that [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter) are applied, filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) are applied and pairs are finally shuffled with the random seed set to some predefined value.

 ```json
 "exchange": {
@@ -614,6 +624,10 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
        "number_assets": 20,
        "sort_key": "quoteVolume"
    },
+    {
+        "method": "DelistFilter",
+        "max_days_from_now": 0,
+    },
    {"method": "AgeFilter", "min_days_listed": 10},
    {"method": "PrecisionFilter"},
    {"method": "PriceFilter", "low_price_ratio": 0.01},
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -84,6 +84,7 @@ Check the [configuration documentation](configuration.md) about how to set the b
 **Always use dry mode when testing as this gives you an idea of how your strategy will work in reality without risking capital.**

 ## Diving in deeper
+
 **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py)
 file as reference.**

@@ -99,9 +100,9 @@ file as reference.**
    Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.

 ??? Hint "Lookahead and recursive analysis"
-    Freqtrade includes two helpful commands to help assess common lookahead (using future data) and 
-    recursive bias (variance in indicator values) issues. Before running a strategy in dry or live more, 
-    you should always use these commands first. Please check the relevant documentation for 
+    Freqtrade includes two helpful commands to help assess common lookahead (using future data) and
+    recursive bias (variance in indicator values) issues. Before running a strategy in dry or live more,
+    you should always use these commands first. Please check the relevant documentation for
    [lookahead](lookahead-analysis.md) and [recursive](recursive-analysis.md) analysis.

 ### Dataframe
@@ -154,7 +155,7 @@ Vectorized operations perform calculations across the whole range of data and ar

 !!! Warning "Trade order assumptions"
    In backtesting, signals are generated on candle close. Trades are then initiated immeditely on next candle open.
-    
+
    In dry and live, this may be delayed due to all pair dataframes needing to be analysed first, then trade processing 
    for each of those pairs happens. This means that in dry/live you need to be mindful of having as low a computation 
    delay as possible, usually by running a low number of pairs and having a CPU with a good clock speed.
@@ -284,7 +285,7 @@ It's important to always return the dataframe without removing/modifying the col

 This method will also define a new column, `"enter_long"` (`"enter_short"` for shorts), which needs to contain `1` for entries, and `0` for "no action". `enter_long` is a mandatory column that must be set even if the strategy is shorting only.

-You can name your entry signals by using the `"enter_tag"` column, which can help debug and assess your strategy later. 
+You can name your entry signals by using the `"enter_tag"` column, which can help debug and assess your strategy later.

 Sample from `user_data/strategies/sample_strategy.py`:

@@ -555,7 +556,7 @@ A full sample can be found [in the DataProvider section](#complete-dataprovider-

 ??? Note "Alternative candle types"
    Informative_pairs can also provide a 3rd tuple element defining the candle type explicitly.
-    Availability of alternative candle-types will depend on the trading-mode and the exchange. 
+    Availability of alternative candle-types will depend on the trading-mode and the exchange.
    In general, spot pairs cannot be used in futures markets, and futures candles can't be used as informative pairs for spot bots.
    Details about this may vary, if they do, this can be found in the exchange documentation.

@@ -783,6 +784,7 @@ Please always check the mode of operation to select the correct method to get da
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
 - [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
+- [`check_delisting(pair)`](#check_delistingpair) - Return Datetime of the pair delisting schedule if any, otherwise return None
 - [`funding_rate(pair)`](#funding_ratepair) - Returns current funding rate data for the pair.
 - `runmode` - Property containing the current runmode.

@@ -906,6 +908,22 @@ if self.dp.runmode.value in ('live', 'dry_run'):
 !!! Warning "Warning about backtesting"
    This method will always return up-to-date / real-time values. As such, usage during backtesting / hyperopt without runmode checks will lead to wrong results, e.g. your whole dataframe will contain the same single value in all rows.

+### *check_delisting(pair)*
+
+```python
+def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs):
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        delisting_dt = self.dp.check_delisting(pair)
+        if delisting_dt is not None:
+            return "delist"
+```
+
+!!! Note "Availabiity of delisting information"
+    This method is only available for certain exchanges and will return `None` in cases this is not available or if the pair is not scheduled for delisting.
+
+!!! Warning "Warning about backtesting"
+    This method will always return up-to-date / real-time values. As such, usage during backtesting / hyperopt without runmode checks will lead to wrong results, e.g. your whole dataframe will contain the same single value in all rows.
+
 ### *funding_rate(pair)*

 Retrieves the current funding rate for the pair and only works for futures pairs in the format of `base/quote:settle` (e.g. `ETH/USDT:USDT`).
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -49,6 +49,7 @@ AVAILABLE_PAIRLISTS = [
    "RemotePairList",
    "MarketCapPairList",
    "AgeFilter",
+    "DelistFilter",
    "FullTradesFilter",
    "OffsetFilter",
    "PerformanceFilter",
--- a/freqtrade/data/dataprovider.py
+++ b/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
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -5,10 +5,11 @@ from datetime import UTC, datetime
 from pathlib import Path

 import ccxt
+from cachetools import TTLCache
 from pandas import DataFrame

 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
-from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
+from freqtrade.enums import TRADE_MODES, CandleType, MarginMode, PriceType, RunMode, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.binance_public_data import (
@@ -40,6 +41,7 @@ class Binance(Exchange):
        "fetch_orders_limit_minutes": None,
        "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
        "ws_enabled": True,
+        "has_delisting": True,
    }
    _ft_has_futures: FtHas = {
        "funding_fee_candle_limit": 1000,
@@ -68,6 +70,10 @@ class Binance(Exchange):
        (TradingMode.FUTURES, MarginMode.ISOLATED),
    ]

+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)
+        self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
+
    def get_proxy_coin(self) -> str:
        """
        Get the proxy coin for the given coin
@@ -432,3 +438,105 @@ 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_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"] not in TRADE_MODES:
+            return None
+
+        if self.trading_mode == TradingMode.FUTURES:
+            return self._check_delisting_futures(pair)
+        return self._get_spot_pair_delist_time(pair, refresh=False)
+
+    def _get_spot_delist_schedule(self):
+        """
+        Get the delisting schedule for spot pairs
+        Only works in live mode as it requires API keys,
+        Return sample:
+        [{
+            "delistTime": "1759114800000",
+            "symbols": [
+                "OMNIBTC",
+                "OMNIFDUSD",
+                "OMNITRY",
+                "OMNIUSDC",
+                "OMNIUSDT"
+            ]
+        }]
+        """
+        try:
+            delist_schedule = self._api.sapi_get_spot_delist_schedule()
+            return delist_schedule
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Could not get delist schedule {e.__class__.__name__}. Message: {e}"
+            ) from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def _get_spot_pair_delist_time(self, pair: str, refresh: bool = False) -> datetime | None:
+        """
+        Get the delisting time for a pair if it will be delisted
+        :param pair: Pair to get the delisting time for
+        :param refresh: true if you need fresh data
+        :return: int: delisting time None if not delisting
+        """
+
+        if not pair or not self._config["runmode"] == RunMode.LIVE:
+            # Endpoint only works in live mode as it requires API keys
+            return None
+
+        cache = self._spot_delist_schedule_cache
+
+        if not refresh:
+            if delist_time := cache.get(pair, None):
+                return delist_time
+
+        delist_schedule = self._get_spot_delist_schedule()
+
+        if delist_schedule is None:
+            return None
+
+        for schedule in delist_schedule:
+            delist_dt = dt_from_ts(int(schedule["delistTime"]))
+            for symbol in schedule["symbols"]:
+                ft_symbol = next(
+                    (
+                        pair
+                        for pair, market in self.markets.items()
+                        if market.get("id", None) == symbol
+                    ),
+                    None,
+                )
+                if ft_symbol is None:
+                    continue
+
+                cache[ft_symbol] = delist_dt
+
+        return cache.get(pair, None)
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -166,6 +166,7 @@ class Exchange:
        "proxy_coin_mapping": {},  # Mapping for proxy coins
        # Expected to be in the format {"fetchOHLCV": True} or {"fetchOHLCV": False}
        "ws_enabled": False,  # Set to true for exchanges with tested websocket support
+        "has_delisting": False,  # Set to true for exchanges that have delisting pair checks
    }
    _ft_has: FtHas = {}
    _ft_has_futures: FtHas = {}
@@ -3912,3 +3913,14 @@ class Exchange:
            # describes the min amt for a tier, and the lowest tier will always go down to 0
        else:
            raise ExchangeError(f"Cannot get maintenance ratio using {self.name}")
+
+    def check_delisting_time(self, pair: str) -> datetime | None:
+        """
+        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: Datetime if the pair gonna be delisted, None otherwise
+        """
+        return None
--- a/freqtrade/exchange/exchange_types.py
+++ b/freqtrade/exchange/exchange_types.py
@@ -63,6 +63,9 @@ class FtHas(TypedDict, total=False):
    # Websocket control
    ws_enabled: bool

+    # Delisting check
+    has_delisting: bool
+

 class Ticker(TypedDict):
    symbol: str
--- a/freqtrade/plugins/pairlist/DelistFilter.py
+++ b/freqtrade/plugins/pairlist/DelistFilter.py
@@ -0,0 +1,95 @@
+"""
+Delist pair list filter
+"""
+
+import logging
+from datetime import UTC, datetime, timedelta
+
+from freqtrade.exceptions import ConfigurationError
+from freqtrade.exchange.exchange_types import Ticker
+from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
+from freqtrade.util import format_date
+
+
+logger = logging.getLogger(__name__)
+
+
+class DelistFilter(IPairList):
+    supports_backtesting = SupportsBacktesting.NO
+
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)
+
+        self._max_days_from_now = self._pairlistconfig.get("max_days_from_now", 0)
+        if self._max_days_from_now < 0:
+            raise ConfigurationError("DelistFilter requires max_days_from_now to be >= 0")
+        if not self._exchange._ft_has["has_delisting"]:
+            raise ConfigurationError(
+                "DelistFilter doesn't support this exchange and trading mode combination.",
+            )
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty Dict is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (
+            f"{self.name} - Filtering pairs that will be delisted"
+            + (
+                f" in the next {self._max_days_from_now} days"
+                if self._max_days_from_now > 0
+                else ""
+            )
+            + "."
+        )
+
+    @staticmethod
+    def description() -> str:
+        return "Filter pairs that will be delisted on exchange."
+
+    @staticmethod
+    def available_parameters() -> dict[str, PairlistParameter]:
+        return {
+            "max_days_from_now": {
+                "type": "number",
+                "default": 0,
+                "description": "Max days from now",
+                "help": (
+                    "Remove pairs that will be delisted in the next X days. Set to 0 to remove all."
+                ),
+            },
+        }
+
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
+        """
+        Check if pair will be delisted.
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.fetch_ticker
+        :return: True if the pair can stay, false if it should be removed
+        """
+        delist_date = self._exchange.check_delisting_time(pair)
+
+        if delist_date is not None:
+            remove_pair = self._max_days_from_now == 0
+            if self._max_days_from_now > 0:
+                current_datetime = datetime.now(UTC)
+                max_delist_date = current_datetime + timedelta(days=self._max_days_from_now)
+                remove_pair = delist_date <= max_delist_date
+
+            if remove_pair:
+                self.log_once(
+                    f"Removed {pair} from whitelist, because it will be delisted on "
+                    f"{format_date(delist_date)}.",
+                    logger.info,
+                )
+                return False
+
+        return True
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -8,6 +8,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.plugins.pairlistmanager import PairListManager
+from freqtrade.util import dt_utc
 from tests.conftest import EXMS, generate_test_data, get_patched_exchange


@@ -449,6 +450,12 @@ def test_no_exchange_mode(default_conf):
    with pytest.raises(OperationalException, match=message):
        dp.available_pairs()

+    with pytest.raises(OperationalException, match=message):
+        dp.funding_rate("XRP/USDT:USDT")
+
+    with pytest.raises(OperationalException, match=message):
+        dp.check_delisting("XRP/USDT")
+

 def test_dp_send_msg(default_conf):
    default_conf["runmode"] = RunMode.DRY_RUN
@@ -612,3 +619,20 @@ def test_dp_get_required_startup(default_conf_usdt):
    assert dp.get_required_startup("5m") == 51880
    assert dp.get_required_startup("1h") == 4360
    assert dp.get_required_startup("1d") == 220
+
+
+def test_check_delisting(mocker, default_conf_usdt):
+    delist_mock = MagicMock(return_value=None)
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+    mocker.patch.object(exchange, "check_delisting_time", delist_mock)
+    dp = DataProvider(default_conf_usdt, exchange)
+    res = dp.check_delisting("ETH/USDT")
+    assert res is None
+    assert delist_mock.call_count == 1
+
+    delist_mock2 = MagicMock(return_value=dt_utc(2025, 10, 2))
+    mocker.patch.object(exchange, "check_delisting_time", delist_mock2)
+    res = dp.check_delisting("XRP/USDT")
+    assert res == dt_utc(2025, 10, 2)
+
+    assert delist_mock2.call_count == 1
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -1,3 +1,4 @@
+from copy import deepcopy
 from datetime import datetime, timedelta
 from random import randint
 from unittest.mock import MagicMock, PropertyMock
@@ -7,7 +8,7 @@ import pandas as pd
 import pytest

 from freqtrade.data.converter.trade_converter import trades_dict_to_list
-from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
 from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_seconds
 from freqtrade.persistence import Trade
@@ -1108,3 +1109,84 @@ async def test__async_get_trade_history_id_binance_fast(

    # Clean up event loop to avoid warnings
    exchange.close()
+
+
+def test_check_delisting_time_binance(default_conf_usdt, mocker):
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance")
+    exchange._config["runmode"] = RunMode.BACKTEST
+    delist_mock = MagicMock(return_value=None)
+    delist_fut_mock = MagicMock(return_value=None)
+    mocker.patch.object(exchange, "_get_spot_pair_delist_time", delist_mock)
+    mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
+
+    # Invalid run mode
+    resp = exchange.check_delisting_time("BTC/USDT")
+    assert resp is None
+    assert delist_mock.call_count == 0
+    assert delist_fut_mock.call_count == 0
+
+    # Delist spot called
+    exchange._config["runmode"] = RunMode.DRY_RUN
+    resp1 = exchange.check_delisting_time("BTC/USDT")
+    assert resp1 is None
+    assert delist_mock.call_count == 1
+    assert delist_fut_mock.call_count == 0
+    delist_mock.reset_mock()
+
+    # Delist futures called
+    exchange.trading_mode = TradingMode.FUTURES
+    resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp1 is None
+    assert delist_mock.call_count == 0
+    assert delist_fut_mock.call_count == 1
+
+
+def test__check_delisting_futures_binance(default_conf_usdt, mocker, markets):
+    markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
+    markets["BTC/USDT:USDT"]["info"]["deliveryDate"] = 4133404800000
+    markets["SOL/BUSD:BUSD"]["info"]["deliveryDate"] = 4133404800000
+    markets["ADA/USDT:USDT"]["info"]["deliveryDate"] = 1760745600000  # 2025-10-18
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance")
+    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
+
+    resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
+    # Delisting is equal to BTC
+    assert resp_sol is None
+    # Actually has a delisting date
+    resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
+    assert resp_ada == dt_utc(2025, 10, 18)
+
+
+def test__get_spot_delist_schedule_binance(default_conf_usdt, mocker):
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance")
+    ret_value = [{"delistTime": 1759114800000, "symbols": ["ETCBTC"]}]
+    schedule_mock = mocker.patch.object(exchange, "_get_spot_delist_schedule", return_value=None)
+
+    # None - mode is DRY
+    assert exchange._get_spot_pair_delist_time("ETC/BTC") is None
+    # Switch to live
+    exchange._config["runmode"] = RunMode.LIVE
+    assert exchange._get_spot_pair_delist_time("ETC/BTC") is None
+
+    mocker.patch.object(exchange, "_get_spot_delist_schedule", return_value=ret_value)
+    resp = exchange._get_spot_pair_delist_time("ETC/BTC")
+    assert resp == dt_utc(2025, 9, 29, 3, 0)
+    assert schedule_mock.call_count == 1
+    schedule_mock.reset_mock()
+
+    # Caching - don't refresh.
+    assert exchange._get_spot_pair_delist_time("ETC/BTC", refresh=False) == dt_utc(
+        2025, 9, 29, 3, 0
+    )
+    assert schedule_mock.call_count == 0
+
+    api_mock = MagicMock()
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf_usdt,
+        api_mock,
+        "binance",
+        "_get_spot_delist_schedule",
+        "sapi_get_spot_delist_schedule",
+        retries=1,
+    )
--- a/tests/exchange_online/conftest.py
+++ b/tests/exchange_online/conftest.py
@@ -28,7 +28,11 @@ EXCHANGES = {
        "leverage_tiers_public": False,
        "leverage_in_spot_market": False,
        "trades_lookback_hours": 4,
-        "private_methods": ["fapiPrivateGetPositionSideDual", "fapiPrivateGetMultiAssetsMargin"],
+        "private_methods": [
+            "fapiPrivateGetPositionSideDual",
+            "fapiPrivateGetMultiAssetsMargin",
+            "sapi_get_spot_delist_schedule",
+        ],
        "sample_order": [
            {
                "exchange_response": {
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -18,7 +18,7 @@ from freqtrade.persistence import LocalTrade, Trade
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
-from freqtrade.util.datetime_helpers import dt_now
+from freqtrade.util import dt_now, dt_utc
 from tests.conftest import (
    EXMS,
    create_mock_trades_usdt,
@@ -1833,6 +1833,17 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
            None,
            "PriceFilter requires max_value to be >= 0",
        ),  # OperationalException expected
+        (
+            {"method": "DelistFilter", "max_days_from_now": -1},
+            None,
+            "DelistFilter requires max_days_from_now to be >= 0",
+        ),  # ConfigurationError expected
+        (
+            {"method": "DelistFilter", "max_days_from_now": 1},
+            "[{'DelistFilter': 'DelistFilter - Filtering pairs that will be delisted in the "
+            "next 1 days.'}]",
+            None,
+        ),  # ConfigurationError expected
        (
            {"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
            "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate "
@@ -2601,3 +2612,63 @@ def test_backtesting_modes(

    if expected_warning:
        assert log_has_re(f"Pairlist Handlers {expected_warning}", caplog)
+
+
+def test_DelistFilter_error(whitelist_conf) -> None:
+    whitelist_conf["pairlists"] = [{"method": "StaticPairList"}, {"method": "DelistFilter"}]
+    exchange_mock = MagicMock()
+    exchange_mock._ft_has = {"has_delisting": False}
+    with pytest.raises(
+        OperationalException,
+        match=r"DelistFilter doesn't support this exchange and trading mode combination\.",
+    ):
+        PairListManager(exchange_mock, whitelist_conf, MagicMock())
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_DelistFilter(mocker, default_conf_usdt, time_machine, caplog) -> None:
+    default_conf_usdt["exchange"]["pair_whitelist"] = [
+        "ETH/USDT",
+        "XRP/USDT",
+        "BTC/USDT",
+        "NEO/USDT",
+    ]
+    default_conf_usdt["pairlists"] = [
+        {"method": "StaticPairList"},
+        {"method": "DelistFilter", "max_days_from_now": 3},
+    ]
+    default_conf_usdt["max_open_trades"] = -1
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+
+    def delist_mock(pair: str):
+        mock_delist = {
+            "XRP/USDT": dt_utc(2025, 9, 1) + timedelta(days=1),  # Delisting in 1 day
+            "NEO/USDT": dt_utc(2025, 9, 1) + timedelta(days=5, hours=2),  # Delisting in 5 days
+        }
+        return mock_delist.get(pair, None)
+
+    time_machine.move_to("2025-09-01 01:00:00 +00:00", tick=False)
+
+    mocker.patch.object(exchange, "check_delisting_time", delist_mock)
+    pm = PairListManager(exchange, default_conf_usdt)
+    pm.refresh_pairlist()
+    assert pm.whitelist == ["ETH/USDT", "BTC/USDT", "NEO/USDT"]
+    assert log_has(
+        "Removed XRP/USDT from whitelist, because it will be delisted on 2025-09-02 00:00:00.",
+        caplog,
+    )
+    # NEO is kept initially as delisting is in 5 days, but config is 3 days
+
+    time_machine.move_to("2025-09-03 01:00:00 +00:00", tick=False)
+    pm.refresh_pairlist()
+    assert pm.whitelist == ["ETH/USDT", "BTC/USDT", "NEO/USDT"]
+    # NEO not removed yet, expiry falls into the window 1 hour later
+
+    time_machine.move_to("2025-09-03 02:00:00 +00:00", tick=False)
+    pm.refresh_pairlist()
+    assert pm.whitelist == ["ETH/USDT", "BTC/USDT"]
+
+    assert log_has(
+        "Removed NEO/USDT from whitelist, because it will be delisted on 2025-09-06 02:00:00.",
+        caplog,
+    )