add example, make sure to raise error on unsupported exchanges and/or trading mode

docs/includes/pairlists.md

@@ -409,7 +409,9 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
 
 #### 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).
+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:
+
+* Binance (Spot and Futures)
 
 !!! Warning "Backtesting"
     `DelistFilter` does not support backtesting mode.

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.**
 
@@ -775,6 +776,7 @@ Please always check the mode of operation to select the correct method to get da
 ### Possible options for DataProvider
 
 - [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their timeframe (pair, timeframe).
+- [`check_delisting(pair)`](#check_delisting) - Return Datetime of the pair delisting schedule if any, otherwise return None
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (i.e. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
@@ -795,6 +797,15 @@ for pair, timeframe in self.dp.available_pairs:
     print(f"available {pair}, {timeframe}")
 ```
 
+### *check_delisting(pair)*
+
+```python
+def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs):
+    delisting_dt = self.dp.check_delisting(pair)
+    if delisting_dt is not None:
+        return "delist"
+```
+
 ### *current_whitelist()*
 
 Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 exchange pairs by volume.

freqtrade/exchange/binance.py

@@ -41,6 +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,

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 = {}

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

freqtrade/plugins/pairlist/DelistFilter.py

@@ -5,7 +5,7 @@ Delist pair list filter
 import logging
 from datetime import UTC, datetime, timedelta
 
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError
 from freqtrade.exchange.exchange_types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
 
@@ -21,8 +21,11 @@ class DelistFilter(IPairList):
 
         self._max_days_from_now = self._pairlistconfig.get("max_days_from_now", 0)
         if self._max_days_from_now < 0:
-            raise OperationalException("DelistFilter requires max_days_from_now to be >= 0")
-        self._enabled = 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:
@@ -49,7 +52,7 @@ class DelistFilter(IPairList):
 
     @staticmethod
     def description() -> str:
-        return "Filter pairs that will bbe delisted on exchange."
+        return "Filter pairs that will be delisted on exchange."
 
     @staticmethod
     def available_parameters() -> dict[str, PairlistParameter]: