mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-11-29 08:33:07 +00:00
add delisting check for bybit futures
This commit is contained in:
@@ -1,15 +1,17 @@
|
|||||||
import logging
|
import logging
|
||||||
|
import time
|
||||||
from datetime import datetime, timedelta
|
from datetime import datetime, timedelta
|
||||||
|
|
||||||
import ccxt
|
import ccxt
|
||||||
|
|
||||||
from freqtrade.constants import BuySell
|
from freqtrade.constants import BuySell
|
||||||
from freqtrade.enums import MarginMode, PriceType, TradingMode
|
from freqtrade.enums import TRADE_MODES, MarginMode, PriceType, TradingMode
|
||||||
from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
|
from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
|
||||||
from freqtrade.exchange import Exchange
|
from freqtrade.exchange import Exchange
|
||||||
from freqtrade.exchange.common import retrier
|
from freqtrade.exchange.common import retrier
|
||||||
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
|
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
|
||||||
from freqtrade.misc import deep_merge_dicts
|
from freqtrade.misc import deep_merge_dicts
|
||||||
|
from freqtrade.util.datetime_helpers import dt_from_ts
|
||||||
|
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
@@ -54,6 +56,7 @@ class Bybit(Exchange):
|
|||||||
"exchange_has_overrides": {
|
"exchange_has_overrides": {
|
||||||
"fetchOrder": True,
|
"fetchOrder": True,
|
||||||
},
|
},
|
||||||
|
"has_delisting": True,
|
||||||
}
|
}
|
||||||
|
|
||||||
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
|
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
|
||||||
@@ -294,3 +297,35 @@ class Bybit(Exchange):
|
|||||||
|
|
||||||
self.cache_leverage_tiers(tiers, self._config["stake_currency"])
|
self.cache_leverage_tiers(tiers, self._config["stake_currency"])
|
||||||
return tiers
|
return tiers
|
||||||
|
|
||||||
|
def check_delisting_time(self, pair: str) -> datetime | None:
|
||||||
|
"""
|
||||||
|
Check if the pair gonna be delisted.
|
||||||
|
By default, it returns None.
|
||||||
|
:param pair: Market symbol
|
||||||
|
:return: Datetime if the pair gonna be delisted, None otherwise
|
||||||
|
"""
|
||||||
|
if self._config["runmode"] not in TRADE_MODES:
|
||||||
|
return None
|
||||||
|
|
||||||
|
if self.trading_mode == TradingMode.FUTURES:
|
||||||
|
return self._check_delisting_futures(pair)
|
||||||
|
return None
|
||||||
|
|
||||||
|
def _check_delisting_futures(self, pair: str) -> datetime | None:
|
||||||
|
delivery_time = self.markets.get(pair, {}).get("info", {}).get("deliveryTime", 0)
|
||||||
|
if delivery_time:
|
||||||
|
if isinstance(delivery_time, str) and (delivery_time != ""):
|
||||||
|
delivery_time = int(delivery_time)
|
||||||
|
|
||||||
|
if not isinstance(delivery_time, int) or delivery_time <= 0:
|
||||||
|
return None
|
||||||
|
|
||||||
|
max_delivery = int(time.time() * 1000) + (
|
||||||
|
14 * 24 * 60 * 60 * 1000
|
||||||
|
) # Assume exchange don't announce delisting more than 14 days in advance
|
||||||
|
|
||||||
|
if delivery_time < max_delivery:
|
||||||
|
return dt_from_ts(delivery_time)
|
||||||
|
|
||||||
|
return None
|
||||||
|
|||||||
Reference in New Issue
Block a user