diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index cb2174e74..56d02e5bf 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -55,7 +55,7 @@ jobs: - name: Installation - *nix run: | - python -m pip install --upgrade pip wheel + python -m pip install --upgrade "pip<=24.0" wheel export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_INCLUDE_PATH=${HOME}/dependencies/include @@ -192,7 +192,7 @@ jobs: - name: Installation (python) run: | - python -m pip install --upgrade pip wheel + python -m pip install --upgrade "pip<=24.0" wheel export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_INCLUDE_PATH=${HOME}/dependencies/include @@ -422,7 +422,7 @@ jobs: - name: Installation - *nix run: | - python -m pip install --upgrade pip wheel + python -m pip install --upgrade "pip<=24.0" wheel export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export TA_LIBRARY_PATH=${HOME}/dependencies/lib export TA_INCLUDE_PATH=${HOME}/dependencies/include diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 6844925af..1b344d872 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -16,10 +16,10 @@ repos: additional_dependencies: - types-cachetools==5.3.0.7 - types-filelock==3.2.7 - - types-requests==2.32.0.20240602 + - types-requests==2.32.0.20240622 - types-tabulate==0.9.0.20240106 - types-python-dateutil==2.9.0.20240316 - - SQLAlchemy==2.0.30 + - SQLAlchemy==2.0.31 # stages: [push] - repo: https://github.com/pycqa/isort @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.4.9' + rev: 'v0.4.10' hooks: - id: ruff diff --git a/Dockerfile b/Dockerfile index c2bfbeb52..cedeafbe6 100644 --- a/Dockerfile +++ b/Dockerfile @@ -25,7 +25,7 @@ FROM base as python-deps RUN apt-get update \ && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \ && apt-get clean \ - && pip install --upgrade pip wheel + && pip install --upgrade "pip<=24.0" wheel # Install TA-lib COPY build_helpers/* /tmp/ @@ -35,7 +35,7 @@ ENV LD_LIBRARY_PATH /usr/local/lib # Install dependencies COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/ USER ftuser -RUN pip install --user --no-cache-dir numpy \ +RUN pip install --user --no-cache-dir "numpy<2.0" \ && pip install --user --no-cache-dir -r requirements-hyperopt.txt # Copy dependencies to runtime-image diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1 index 4aa070992..5f0c643ac 100644 --- a/build_helpers/install_windows.ps1 +++ b/build_helpers/install_windows.ps1 @@ -1,6 +1,6 @@ # vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040 -python -m pip install --upgrade pip wheel +python -m pip install --upgrade "pip<=24.0" wheel $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')" diff --git a/docker/Dockerfile.armhf b/docker/Dockerfile.armhf index 688254122..fbd952111 100644 --- a/docker/Dockerfile.armhf +++ b/docker/Dockerfile.armhf @@ -17,7 +17,7 @@ RUN mkdir /freqtrade \ && chown ftuser:ftuser /freqtrade \ # Allow sudoers && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \ - && pip install --upgrade pip + && pip install --upgrade "pip<=24.0" WORKDIR /freqtrade diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 0f01717ab..fbf8f4be0 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -373,7 +373,7 @@ Filters low-value coins which would not allow setting stoplosses. Namely, pairs are blacklisted if a variance of one percent or more in the stop price would be caused by precision rounding on the exchange, i.e. `rounded(stop_price) <= rounded(stop_price * 0.99)`. The idea is to avoid coins with a value VERY close to their lower trading boundary, not allowing setting of proper stoploss. -!!! Tip "PerformanceFilter is pointless for futures trading" +!!! Tip "PrecisionFilter is pointless for futures trading" The above does not apply to shorts. And for longs, in theory the trade will be liquidated first. !!! Warning "Backtesting" diff --git a/docs/plotting.md b/docs/plotting.md index 6ae0c3f11..f0a52415c 100644 --- a/docs/plotting.md +++ b/docs/plotting.md @@ -2,6 +2,14 @@ This page explains how to plot prices, indicators and profits. +!!! Warning "Deprecated" + The commands described in this page (`plot-dataframe`, `plot-profit`) should be considered deprecated and are in maintenance mode. + This is mostly for the performance problems even medium sized plots can cause, but also because "store a file and open it in a browser" isn't very intuitive from a UI perspective. + + While there are no immediate plans to remove them, they are not actively maintained - and may be removed short-term should major changes be required to keep them working. + + Please use [FreqUI](freq-ui.md) for plotting needs, which doesn't struggle with the same performance problems. + ## Installation / Setup Plotting modules use the Plotly library. You can install / upgrade this by running the following command: diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 2a14a3c84..74eef53c1 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -165,7 +165,9 @@ E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoplo During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades). The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price. -Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss. +Returning `None` will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss. +`NaN` and `inf` values are considered invalid and will be ignored (identical to `None`). + Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)). diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index d83b6eef8..01998003c 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -618,6 +618,11 @@ def download_data_main(config: Config) -> None: # Start downloading try: if config.get("download_trades"): + if not exchange.get_option("trades_has_history", True): + raise OperationalException( + f"Trade history not available for {exchange.name}. " + "You cannot use --dl-trades for this exchange." + ) pairs_not_available = refresh_backtest_trades_data( exchange, pairs=expanded_pairs, diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 07c4f9286..4c0eaf9ce 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -28,6 +28,7 @@ class Binance(Exchange): "ohlcv_candle_limit": 1000, "trades_pagination": "id", "trades_pagination_arg": "fromId", + "trades_has_history": True, "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], } _ft_has_futures: Dict = { diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index cae0a1074..be9f68d98 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -2262,13 +2262,13 @@ "tier": 7.0, "currency": "USDT", "minNotional": 6000000.0, - "maxNotional": 10000000.0, + "maxNotional": 6500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "10000000", + "notionalCap": "6500000", "notionalFloor": "6000000", "maintMarginRatio": "0.5", "cum": "1820650.0" @@ -3615,79 +3615,111 @@ "currency": "USDT", "minNotional": 5000.0, "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "10", + "initialLeverage": "25", "notionalCap": "25000", "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "50.0" + "maintMarginRatio": "0.02", + "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 8.0, + "maxNotional": 80000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "8", - "notionalCap": "100000", + "initialLeverage": "20", + "notionalCap": "80000", "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "675.0" + "maintMarginRatio": "0.025", + "cum": "150.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 80000.0, + "maxNotional": 800000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5675.0" + "initialLeverage": "10", + "notionalCap": "800000", + "notionalFloor": "80000", + "maintMarginRatio": "0.05", + "cum": "2150.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "minNotional": 800000.0, + "maxNotional": 1600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11925.0" + "initialLeverage": "5", + "notionalCap": "1600000", + "notionalFloor": "800000", + "maintMarginRatio": "0.1", + "cum": "42150.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "minNotional": 1600000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "2000000", + "notionalFloor": "1600000", + "maintMarginRatio": "0.125", + "cum": "82150.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 2000000.0, + "maxNotional": 4000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "4000000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.25", + "cum": "332150.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 4000000.0, + "maxNotional": 8000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", - "notionalFloor": "1000000", + "notionalCap": "8000000", + "notionalFloor": "4000000", "maintMarginRatio": "0.5", - "cum": "386925.0" + "cum": "1332150.0" } } ], @@ -4283,14 +4315,14 @@ "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 20.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "20", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.015", "cum": "0.0" } }, @@ -4298,80 +4330,112 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 15.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "15", - "notionalCap": "25000", + "initialLeverage": "25", + "notionalCap": "20000", "notionalFloor": "5000", - "maintMarginRatio": "0.025", + "maintMarginRatio": "0.02", "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5650.0" + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" } }, { "tier": 6.0, "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "333250.0" } } ], @@ -10790,80 +10854,112 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", + "initialLeverage": "25", + "notionalCap": "20000", "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "50.0" + "maintMarginRatio": "0.02", + "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "675.0" + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5675.0" + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11925.0" + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" } }, { "tier": 6.0, "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386925.0" + "cum": "333250.0" } } ], @@ -12530,13 +12626,13 @@ "tier": 3.0, "currency": "USDT", "minNotional": 50000.0, - "maxNotional": 100000.0, + "maxNotional": 150000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "3", "initialLeverage": "20", - "notionalCap": "100000", + "notionalCap": "150000", "notionalFloor": "50000", "maintMarginRatio": "0.025", "cum": "275.0" @@ -12545,81 +12641,81 @@ { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 1000000.0, + "minNotional": 150000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "1000000", - "notionalFloor": "100000", + "notionalCap": "1500000", + "notionalFloor": "150000", "maintMarginRatio": "0.05", - "cum": "2775.0" + "cum": "4025.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 1500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "3000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.1", - "cum": "52775.0" + "cum": "79025.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 2500000.0, + "minNotional": 3000000.0, + "maxNotional": 3750000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "2500000", - "notionalFloor": "2000000", + "notionalCap": "3750000", + "notionalFloor": "3000000", "maintMarginRatio": "0.125", - "cum": "102775.0" + "cum": "154025.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 2500000.0, - "maxNotional": 5000000.0, + "minNotional": 3750000.0, + "maxNotional": 7500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "2500000", + "notionalCap": "7500000", + "notionalFloor": "3750000", "maintMarginRatio": "0.25", - "cum": "415275.0" + "cum": "622775.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, + "minNotional": 7500000.0, + "maxNotional": 15000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalCap": "15000000", + "notionalFloor": "7500000", "maintMarginRatio": "0.5", - "cum": "1665275.0" + "cum": "2497775.0" } } ], @@ -14350,10 +14446,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 20.0, "info": { "bracket": "1", - "initialLeverage": "50", + "initialLeverage": "20", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.015", @@ -14366,10 +14462,10 @@ "minNotional": 5000.0, "maxNotional": 25000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 15.0, "info": { "bracket": "2", - "initialLeverage": "25", + "initialLeverage": "15", "notionalCap": "25000", "notionalFloor": "5000", "maintMarginRatio": "0.02", @@ -14382,10 +14478,10 @@ "minNotional": 25000.0, "maxNotional": 80000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 10.0, "info": { "bracket": "3", - "initialLeverage": "20", + "initialLeverage": "10", "notionalCap": "80000", "notionalFloor": "25000", "maintMarginRatio": "0.025", @@ -14398,10 +14494,10 @@ "minNotional": 80000.0, "maxNotional": 800000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 8.0, "info": { "bracket": "4", - "initialLeverage": "10", + "initialLeverage": "8", "notionalCap": "800000", "notionalFloor": "80000", "maintMarginRatio": "0.05", @@ -14460,13 +14556,13 @@ "tier": 8.0, "currency": "USDT", "minNotional": 4000000.0, - "maxNotional": 8000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "8000000", + "notionalCap": "5000000", "notionalFloor": "4000000", "maintMarginRatio": "0.5", "cum": "1332150.0" @@ -17850,13 +17946,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 20000.0, + "maxNotional": 50000.0, "maintenanceMarginRate": 0.02, "maxLeverage": 25.0, "info": { "bracket": "2", "initialLeverage": "25", - "notionalCap": "20000", + "notionalCap": "50000", "notionalFloor": "5000", "maintMarginRatio": "0.02", "cum": "25.0" @@ -17865,97 +17961,97 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 20000.0, - "maxNotional": 25000.0, + "minNotional": 50000.0, + "maxNotional": 100000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "3", "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "20000", + "notionalCap": "100000", + "notionalFloor": "50000", "maintMarginRatio": "0.025", - "cum": "125.0" + "cum": "275.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 200000.0, + "minNotional": 100000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "200000", - "notionalFloor": "25000", + "notionalCap": "1000000", + "notionalFloor": "100000", "maintMarginRatio": "0.05", - "cum": "750.0" + "cum": "2775.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 200000.0, - "maxNotional": 400000.0, + "minNotional": 1000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "400000", - "notionalFloor": "200000", + "notionalCap": "2000000", + "notionalFloor": "1000000", "maintMarginRatio": "0.1", - "cum": "10750.0" + "cum": "52775.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 400000.0, - "maxNotional": 500000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "500000", - "notionalFloor": "400000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.125", - "cum": "20750.0" + "cum": "102775.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, + "minNotional": 2500000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "500000", + "notionalCap": "5000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.25", - "cum": "83250.0" + "cum": "415275.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 5000000.0, + "maxNotional": 10000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "10000000", + "notionalFloor": "5000000", "maintMarginRatio": "0.5", - "cum": "333250.0" + "cum": "1665275.0" } } ], @@ -18177,14 +18273,14 @@ "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "20", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.01", + "maintMarginRatio": "0.015", "cum": "0.0" } }, @@ -18192,80 +18288,112 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "10", - "notionalCap": "25000", + "initialLeverage": "25", + "notionalCap": "20000", "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" + "maintMarginRatio": "0.02", + "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 8.0, + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "8", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" } }, { "tier": 6.0, "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386950.0" + "cum": "333250.0" } } ], @@ -18893,14 +19021,14 @@ "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "25", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.01", + "maintMarginRatio": "0.015", "cum": "0.0" } }, @@ -18908,96 +19036,112 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 10000.0, + "maxNotional": 20000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 20.0, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "20", - "notionalCap": "10000", + "initialLeverage": "25", + "notionalCap": "20000", "notionalFloor": "5000", "maintMarginRatio": "0.02", - "cum": "50.0" + "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 10000.0, + "minNotional": 20000.0, "maxNotional": 25000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "10", + "initialLeverage": "20", "notionalCap": "25000", - "notionalFloor": "10000", + "notionalFloor": "20000", "maintMarginRatio": "0.025", - "cum": "100.0" + "cum": "125.0" } }, { "tier": 4.0, "currency": "USDT", "minNotional": 25000.0, - "maxNotional": 100000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 8.0, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "8", - "notionalCap": "100000", + "initialLeverage": "10", + "notionalCap": "200000", "notionalFloor": "25000", "maintMarginRatio": "0.05", - "cum": "725.0" + "cum": "750.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, + "minNotional": 200000.0, + "maxNotional": 400000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", + "notionalCap": "400000", + "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "5725.0" + "cum": "10750.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 3000000.0, + "minNotional": 400000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "250000", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", "maintMarginRatio": "0.125", - "cum": "11975.0" + "cum": "20750.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 8000000.0, + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "7", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "8000000", - "notionalFloor": "3000000", + "notionalCap": "2000000", + "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "1136975.0" + "cum": "333250.0" } } ], @@ -19348,80 +19492,112 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", + "initialLeverage": "25", + "notionalCap": "20000", "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "50.0" + "maintMarginRatio": "0.02", + "cum": "25.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "675.0" + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5675.0" + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11925.0" + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" } }, { "tier": 6.0, "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386925.0" + "cum": "333250.0" } } ], @@ -20107,6 +20283,136 @@ } } ], + "LISTA/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "2", + "initialLeverage": "25", + "notionalCap": "20000", + "notionalFloor": "5000", + "maintMarginRatio": "0.02", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "3", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "333250.0" + } + } + ], "LIT/USDT:USDT": [ { "tier": 1.0, @@ -22515,6 +22821,136 @@ } } ], + "MEW/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "2", + "initialLeverage": "25", + "notionalCap": "20000", + "notionalFloor": "5000", + "maintMarginRatio": "0.02", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "3", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "333250.0" + } + } + ], "MINA/USDT:USDT": [ { "tier": 1.0, @@ -24292,13 +24728,13 @@ "tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 5000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "5000000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", "cum": "398150.0" @@ -34528,13 +34964,13 @@ "tier": 3.0, "currency": "USDT", "minNotional": 25000.0, - "maxNotional": 50000.0, + "maxNotional": 80000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "3", "initialLeverage": "20", - "notionalCap": "50000", + "notionalCap": "80000", "notionalFloor": "25000", "maintMarginRatio": "0.025", "cum": "150.0" @@ -34543,81 +34979,81 @@ { "tier": 4.0, "currency": "USDT", - "minNotional": 50000.0, - "maxNotional": 500000.0, + "minNotional": 80000.0, + "maxNotional": 800000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "500000", - "notionalFloor": "50000", + "notionalCap": "800000", + "notionalFloor": "80000", "maintMarginRatio": "0.05", - "cum": "1400.0" + "cum": "2150.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, + "minNotional": 800000.0, + "maxNotional": 1600000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "500000", + "notionalCap": "1600000", + "notionalFloor": "800000", "maintMarginRatio": "0.1", - "cum": "26400.0" + "cum": "42150.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 1250000.0, + "minNotional": 1600000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "1250000", - "notionalFloor": "1000000", + "notionalCap": "2000000", + "notionalFloor": "1600000", "maintMarginRatio": "0.125", - "cum": "51400.0" + "cum": "82150.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 1250000.0, - "maxNotional": 2500000.0, + "minNotional": 2000000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "2500000", - "notionalFloor": "1250000", + "notionalCap": "4000000", + "notionalFloor": "2000000", "maintMarginRatio": "0.25", - "cum": "207650.0" + "cum": "332150.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 2500000.0, - "maxNotional": 5000000.0, + "minNotional": 4000000.0, + "maxNotional": 8000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "5000000", - "notionalFloor": "2500000", + "notionalCap": "8000000", + "notionalFloor": "4000000", "maintMarginRatio": "0.5", - "cum": "832650.0" + "cum": "1332150.0" } } ], @@ -37385,6 +37821,266 @@ } } ], + "ZK/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "2", + "initialLeverage": "25", + "notionalCap": "20000", + "notionalFloor": "5000", + "maintMarginRatio": "0.02", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "3", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "333250.0" + } + } + ], + "ZRO/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "2", + "initialLeverage": "25", + "notionalCap": "20000", + "notionalFloor": "5000", + "maintMarginRatio": "0.02", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 20000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "3", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "750.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "400000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10750.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.125", + "cum": "20750.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "83250.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "333250.0" + } + } + ], "ZRX/USDT:USDT": [ { "tier": 1.0, diff --git a/freqtrade/exchange/bingx.py b/freqtrade/exchange/bingx.py index 2d81643a1..4dcff8a21 100644 --- a/freqtrade/exchange/bingx.py +++ b/freqtrade/exchange/bingx.py @@ -20,4 +20,5 @@ class Bingx(Exchange): "stoploss_on_exchange": True, "stoploss_order_types": {"limit": "limit", "market": "market"}, "order_time_in_force": ["GTC", "IOC", "PO"], + "trades_has_history": False, # Endpoint doesn't seem to support pagination } diff --git a/freqtrade/exchange/bitmart.py b/freqtrade/exchange/bitmart.py index ffc8ac67a..ab509c786 100644 --- a/freqtrade/exchange/bitmart.py +++ b/freqtrade/exchange/bitmart.py @@ -18,4 +18,5 @@ class Bitmart(Exchange): _ft_has: Dict = { "stoploss_on_exchange": False, # Bitmart API does not support stoploss orders "ohlcv_candle_limit": 200, + "trades_has_history": False, # Endpoint doesn't seem to support pagination } diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py index c8b05d1de..252f0a29b 100644 --- a/freqtrade/exchange/bybit.py +++ b/freqtrade/exchange/bybit.py @@ -33,6 +33,7 @@ class Bybit(Exchange): "ohlcv_candle_limit": 1000, "ohlcv_has_history": True, "order_time_in_force": ["GTC", "FOK", "IOC", "PO"], + "trades_has_history": False, # Endpoint doesn't support pagination } _ft_has_futures: Dict = { "ohlcv_has_history": True, diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index de9050724..a05022248 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -125,6 +125,7 @@ class Exchange: "trades_limit": 1000, # Limit for 1 call to fetch_trades "trades_pagination": "time", # Possible are "time" or "id" "trades_pagination_arg": "since", + "trades_has_history": False, "l2_limit_range": None, "l2_limit_range_required": True, # Allow Empty L2 limit (kucoin) "mark_ohlcv_price": "mark", diff --git a/freqtrade/exchange/gate.py b/freqtrade/exchange/gate.py index 2408e306e..9ed5a7366 100644 --- a/freqtrade/exchange/gate.py +++ b/freqtrade/exchange/gate.py @@ -31,6 +31,7 @@ class Gate(Exchange): "stop_price_param": "stopPrice", "stop_price_prop": "stopPrice", "marketOrderRequiresPrice": True, + "trades_has_history": False, # Endpoint would support this - but ccxt doesn't. } _ft_has_futures: Dict = { diff --git a/freqtrade/exchange/htx.py b/freqtrade/exchange/htx.py index f939534e9..fa26a5ffd 100644 --- a/freqtrade/exchange/htx.py +++ b/freqtrade/exchange/htx.py @@ -28,6 +28,7 @@ class Htx(Exchange): "1w": 500, "1M": 500, }, + "trades_has_history": False, # Endpoint doesn't have a "since" parameter } def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict: diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 4fbbe113c..f0562ecaf 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -31,6 +31,7 @@ class Kraken(Exchange): "trades_pagination": "id", "trades_pagination_arg": "since", "trades_pagination_overlap": False, + "trades_has_history": True, "mark_ohlcv_timeframe": "4h", } diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py index 1704117e6..94a81b452 100644 --- a/freqtrade/exchange/okx.py +++ b/freqtrade/exchange/okx.py @@ -33,6 +33,7 @@ class Okx(Exchange): "funding_fee_timeframe": "8h", "stoploss_order_types": {"limit": "limit"}, "stoploss_on_exchange": True, + "trades_has_history": False, # Endpoint doesn't have a "since" parameter } _ft_has_futures: Dict = { "tickers_have_quoteVolume": False, diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 528a3647e..c3c970c25 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -6,6 +6,7 @@ This module defines the interface to apply for strategies import logging from abc import ABC, abstractmethod from datetime import datetime, timedelta, timezone +from math import isinf, isnan from typing import Dict, List, Optional, Tuple, Union from pandas import DataFrame @@ -1425,7 +1426,9 @@ class IStrategy(ABC, HyperStrategyMixin): after_fill=after_fill, ) # Sanity check - error cases will return None - if stop_loss_value_custom: + if stop_loss_value_custom and not ( + isnan(stop_loss_value_custom) or isinf(stop_loss_value_custom) + ): stop_loss_value = stop_loss_value_custom trade.adjust_stop_loss( bound or current_rate, stop_loss_value, allow_refresh=after_fill diff --git a/requirements-dev.txt b/requirements-dev.txt index b7c7cfd07..f06316438 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ -r docs/requirements-docs.txt coveralls==4.0.1 -ruff==0.4.9 +ruff==0.4.10 mypy==1.10.0 pre-commit==3.7.1 pytest==8.2.2 @@ -26,6 +26,6 @@ nbconvert==7.16.4 # mypy types types-cachetools==5.3.0.7 types-filelock==3.2.7 -types-requests==2.32.0.20240602 +types-requests==2.32.0.20240622 types-tabulate==0.9.0.20240106 types-python-dateutil==2.9.0.20240316 diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 3d367211b..ffde73b84 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -5,4 +5,4 @@ scipy==1.13.1 scikit-learn==1.5.0 ft-scikit-optimize==0.9.2 -filelock==3.15.1 +filelock==3.15.4 diff --git a/requirements.txt b/requirements.txt index 39728b8c2..5dec7bb5d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,13 +1,13 @@ numpy==1.26.4 pandas==2.2.2 -bottleneck==1.3.8 -numexpr==2.10.0 +bottleneck==1.4.0 +numexpr==2.10.1 pandas-ta==0.3.14b -ccxt==4.3.46 +ccxt==4.3.50 cryptography==42.0.8 aiohttp==3.9.5 -SQLAlchemy==2.0.30 +SQLAlchemy==2.0.31 python-telegram-bot==21.3 # can't be hard-pinned due to telegram-bot pinning httpx with ~ httpx>=0.24.1 @@ -43,7 +43,7 @@ pydantic==2.7.4 uvicorn==0.30.1 pyjwt==2.8.0 aiofiles==23.2.1 -psutil==5.9.8 +psutil==6.0.0 # Support for colorized terminal output colorama==0.4.6 diff --git a/setup.sh b/setup.sh index 18f7682d8..f1317c02c 100755 --- a/setup.sh +++ b/setup.sh @@ -49,7 +49,7 @@ function updateenv() { source .venv/bin/activate SYS_ARCH=$(uname -m) echo "pip install in-progress. Please wait..." - ${PYTHON} -m pip install --upgrade pip wheel setuptools + ${PYTHON} -m pip install --upgrade "pip<=24.0" wheel setuptools REQUIREMENTS_HYPEROPT="" REQUIREMENTS_PLOT="" REQUIREMENTS_FREQAI="" diff --git a/tests/data/test_download_data.py b/tests/data/test_download_data.py index 4922a213f..08d56458f 100644 --- a/tests/data/test_download_data.py +++ b/tests/data/test_download_data.py @@ -83,6 +83,12 @@ def test_download_data_main_trades(mocker): assert dl_mock.call_count == 1 assert convert_mock.call_count == 1 + # Exchange that doesn't support historic downloads + config["exchange"]["name"] = "bybit" + with pytest.raises(OperationalException, match=r"Trade history not available for .*"): + config + download_data_main(config) + def test_download_data_main_data_invalid(mocker): patch_exchange(mocker, id="kraken") diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 531d05c0c..ab87e110e 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring, C0103 import logging +import math from datetime import datetime, timedelta, timezone from pathlib import Path from unittest.mock import MagicMock @@ -458,55 +459,66 @@ def test_min_roi_reached3(default_conf, fee) -> None: ExitType.TRAILING_STOP_LOSS, None, ), - (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None), - (0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None), + (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 0.998, ExitType.NONE, None), + ( + 0.05, + 0.998, + ExitType.NONE, + None, + True, + False, + -0.01, + 0.998, + ExitType.TRAILING_STOP_LOSS, + None, + ), # Default custom case - trails with 10% - (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None), + (0.05, 0.945, ExitType.NONE, None, False, True, -0.02, 0.945, ExitType.NONE, None), ( 0.05, - 0.95, + 0.945, ExitType.NONE, None, False, True, -0.06, - 0.95, + 0.945, ExitType.TRAILING_STOP_LOSS, None, ), ( 0.05, - 1, + 0.998, ExitType.NONE, None, False, True, -0.06, - 1, + 0.998, ExitType.TRAILING_STOP_LOSS, lambda **kwargs: -0.05, ), ( 0.05, - 1, + 0.998, ExitType.NONE, None, False, True, 0.09, - 1.04, + 1.036, ExitType.NONE, lambda **kwargs: -0.05, ), ( 0.05, - 0.95, + 0.945, ExitType.NONE, None, False, True, 0.09, - 0.98, + 0.981, ExitType.NONE, lambda current_profit, **kwargs: ( -0.1 if current_profit < 0.6 else -(current_profit * 2) @@ -525,6 +537,19 @@ def test_min_roi_reached3(default_conf, fee) -> None: ExitType.NONE, lambda **kwargs: None, ), + # Error case - Returning inf. + ( + 0.05, + 0.9, + ExitType.NONE, + None, + False, + True, + 0.09, + 0.9, + ExitType.NONE, + lambda **kwargs: math.inf, + ), ], ) def test_ft_stoploss_reached( @@ -552,6 +577,8 @@ def test_ft_stoploss_reached( exchange="binance", open_rate=1, liquidation_price=liq, + price_precision=4, + precision_mode=2, ) trade.adjust_min_max_rates(trade.open_rate, trade.open_rate) strategy.trailing_stop = trailing @@ -577,7 +604,7 @@ def test_ft_stoploss_reached( assert sl_flag.exit_flag is False else: assert sl_flag.exit_flag is True - assert round(trade.stop_loss, 2) == adjusted + assert round(trade.stop_loss, 3) == adjusted current_rate2 = trade.open_rate * (1 + profit2) sl_flag = strategy.ft_stoploss_reached( @@ -593,7 +620,7 @@ def test_ft_stoploss_reached( assert sl_flag.exit_flag is False else: assert sl_flag.exit_flag is True - assert round(trade.stop_loss, 2) == adjusted2 + assert round(trade.stop_loss, 3) == adjusted2 strategy.custom_stoploss = original_stopvalue