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[Feature] fetch public trades #9066

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[Feature] fetch public trades #9066

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Commits on Feb 6, 2024

  1. Fix unnecessary deep intend

    @TheJoeSchr
    TheJoeSchr committed Feb 6, 2024
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  2. Fix merge regression regarding _pairs_last_refresh_time

    @TheJoeSchr
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  3. Fix isort imports

    @TheJoeSchr
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Commits on Feb 7, 2024

  1. Fix isort after ruff changes

    @TheJoeSchr
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  2. Fix immediate rename of argument

    @TheJoeSchr
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  3. Fix superfluous changes

    @TheJoeSchr
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  4. Ruff changes for clean_duplicate_trades, populate_dataframe_with_trad… 

    …es, public_trades_to_dataframe
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  5. Ruff --fix

    @TheJoeSchr
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  6. Fix untrue ruff error by adding line ignore

    @TheJoeSchr
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  7. Fix ruff

    @TheJoeSchr
    TheJoeSchr committed Feb 7, 2024
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  8. Adds TRADESResponse

    @TheJoeSchr
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  9. Ruff fixes

    @TheJoeSchr
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  10. Ruff fixes

    @TheJoeSchr
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  11. Ruff fixes

    @TheJoeSchr
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  12. Flake8 fix

    @TheJoeSchr
    TheJoeSchr committed Feb 7, 2024
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  13. Fix regression BaseException

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Commits on Feb 8, 2024

  1. Fix error if until is undefined

    @TheJoeSchr
    TheJoeSchr committed Feb 8, 2024
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  2. Removes unused code path

    @TheJoeSchr
    TheJoeSchr committed Feb 8, 2024
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  3. mypy fixes

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  4. Ruff fix

    @TheJoeSchr
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  5. Ruff and flake fixes

    @TheJoeSchr
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  6. Ruff fix: E303 too many blank lines

    @TheJoeSchr
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  7. Ruff fix

    @TheJoeSchr
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Commits on Feb 9, 2024

  1. Fix superfluous formatting

    @TheJoeSchr
    TheJoeSchr committed Feb 9, 2024
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Commits on Feb 10, 2024

  1. Changes scale from type int to float

    @TheJoeSchr
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  2. Ensure docs are rendered in the navigation pane

    @xmatthias
    xmatthias committed Feb 10, 2024
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  3. update imports

    @xmatthias
    xmatthias committed Feb 10, 2024
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  4. Formatting ...

    @xmatthias
    xmatthias committed Feb 10, 2024
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  5. Fix overly long lines

    @xmatthias
    xmatthias committed Feb 10, 2024
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  6. Reduce unnecessary newlines

    @xmatthias
    xmatthias committed Feb 10, 2024
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  7. improve tests slighly

    @xmatthias
    xmatthias committed Feb 10, 2024
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Commits on Feb 11, 2024

  1. Remove since/until superfluous arguments

    @TheJoeSchr
    TheJoeSchr committed Feb 11, 2024
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  2. Remove if since

    @TheJoeSchr
    TheJoeSchr committed Feb 11, 2024
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  3. Removes do_plot and old comments

    @TheJoeSchr
    TheJoeSchr committed Feb 11, 2024
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Commits on Feb 12, 2024

  1. Resolve using trades directly from trades_load when backtesting

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  2. Removes nonsensical if gate

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  3. Pass on missed argument stop_on_from_id

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  4. Removes unused import

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  5. Use _max_trades_candle_limit directly

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  6. Use get_historic_trades directly

    @TheJoeSchr
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  7. Extract _if_enabled_populate_trades

    @TheJoeSchr
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  8. Removes clean_duplicate_trades

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  9. Removes unrequired drop_incomplete

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  10. Replaces public_trades_to_dataframe with trades_list_to_df

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  11. Resolve various issues and comments

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  12. Remove formatting changes

    @TheJoeSchr
    TheJoeSchr committed Feb 12, 2024
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  13. Moves orderflow logic to it's own file

    @TheJoeSchr
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Commits on Feb 13, 2024

  1. Fix markdown

    @TheJoeSchr
    TheJoeSchr committed Feb 13, 2024
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  2. Adds more infos to docs

    @TheJoeSchr
    TheJoeSchr committed Feb 13, 2024
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  3. EOF fix

    @TheJoeSchr
    TheJoeSchr committed Feb 13, 2024
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  4. Direct import to avoid circular import error

    @TheJoeSchr
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Commits on Feb 20, 2024

  1. Improve docs

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Commits on Feb 26, 2024

  1. fix tests: use testdatadir

    @TheJoeSchr
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  2. fix tests: move orderflow tests into own dir

    @TheJoeSchr
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  3. tests: use orderflow row that actually has stacked imbalances

    @TheJoeSchr
    TheJoeSchr committed Feb 26, 2024
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  4. fix tests: add comments

    @TheJoeSchr
    TheJoeSchr committed Feb 26, 2024
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  5. chore: remove unused parameter pairs from `populate_dataframe_with_… 

    …trades`
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  6. enable sub-minute backtest detail timeframes 

    closes freqtrade#9635
    @xmatthias @TheJoeSchr
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  7. Improve formatting of leverage 

    closes freqtrade#9759
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  8. Update cached binance leverage tiers

    @xmatthias @TheJoeSchr
    xmatthias authored and TheJoeSchr committed Feb 26, 2024
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  9. Update Tests data to work with new cached levtiers

    @xmatthias @TheJoeSchr
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  10. Bump uvicorn from 0.27.0 to 0.27.0.post1 

    Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.27.0 to 0.27.0.post1.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](encode/uvicorn@0.27.0...0.27.0.post1)

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  11. Bump urllib3 from 2.1.0 to 2.2.0 

    Bumps [urllib3](https://github.com/urllib3/urllib3) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst)
- [Commits](urllib3/urllib3@2.1.0...2.2.0)

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  12. Bump ccxt from 4.2.25 to 4.2.35 

    Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.2.25 to 4.2.35.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](ccxt/ccxt@4.2.25...4.2.35)

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  13. Bump aiohttp from 3.9.2 to 3.9.3 

    Bumps [aiohttp](https://github.com/aio-libs/aiohttp) from 3.9.2 to 3.9.3.
- [Release notes](https://github.com/aio-libs/aiohttp/releases)
- [Changelog](https://github.com/aio-libs/aiohttp/blob/master/CHANGES.rst)
- [Commits](aio-libs/aiohttp@v3.9.2...v3.9.3)

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  14. Bump mkdocs-material from 9.5.6 to 9.5.7 

    Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 9.5.6 to 9.5.7.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](squidfunk/mkdocs-material@9.5.6...9.5.7)

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  15. Bump peter-evans/create-pull-request from 5 to 6 

    Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 5 to 6.
- [Release notes](https://github.com/peter-evans/create-pull-request/releases)
- [Commits](peter-evans/create-pull-request@v5...v6)

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- dependency-name: peter-evans/create-pull-request
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  16. Bump cryptography from 42.0.1 to 42.0.2 

    Bumps [cryptography](https://github.com/pyca/cryptography) from 42.0.1 to 42.0.2.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](pyca/cryptography@42.0.1...42.0.2)

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  17. Bump fastapi from 0.109.0 to 0.109.2 

    Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.109.0 to 0.109.2.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](tiangolo/fastapi@0.109.0...0.109.2)

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  18. Bump orjson from 3.9.12 to 3.9.13 

    Bumps [orjson](https://github.com/ijl/orjson) from 3.9.12 to 3.9.13.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](ijl/orjson@3.9.12...3.9.13)

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  19. Bump pydantic from 2.5.3 to 2.6.1 

    Bumps [pydantic](https://github.com/pydantic/pydantic) from 2.5.3 to 2.6.1.
- [Release notes](https://github.com/pydantic/pydantic/releases)
- [Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md)
- [Commits](pydantic/pydantic@v2.5.3...v2.6.1)

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  20. Bump ruff from 0.1.15 to 0.2.0 

    Bumps [ruff](https://github.com/astral-sh/ruff) from 0.1.15 to 0.2.0.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](astral-sh/ruff@v0.1.15...v0.2.0)

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- dependency-name: ruff
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  21. Remove unused argument

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  22. update tool.ruff configuration to match 2.0 version

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  23. chore: update pre-commit hooks

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  24. Bump technical to 1.4.3

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  25. chore: Update ordering of requirements in setup.py

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  26. fix: logical error 

    Fix logical error in the conditional checks for model classes. The `elif` statement that looks for "lightgbm.sklearn" or "xgb" in the model class string is now broken into two separate conditions because the old condition would always evaluate to `True` due to the non-empty string "xgb".
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  27. Fix wording fully.

    @xmatthias @TheJoeSchr
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  28. fix strategy-updater docs

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  29. Allow int as trade-id parameter 

    closes freqtrade#9780
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  30. chore: add dependency groups for regular updates, 

    reschedule to run at 3am UTC (hope this works now ...)
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  31. Bump pre-commit/action from 3.0.0 to 3.0.1 

    Bumps [pre-commit/action](https://github.com/pre-commit/action) from 3.0.0 to 3.0.1.
- [Release notes](https://github.com/pre-commit/action/releases)
- [Commits](pre-commit/action@v3.0.0...v3.0.1)

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  32. Bump ccxt from 4.2.35 to 4.2.39 

    Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.2.35 to 4.2.39.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](ccxt/ccxt@4.2.35...4.2.39)

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  33. Bump numpy from 1.26.3 to 1.26.4 

    Bumps [numpy](https://github.com/numpy/numpy) from 1.26.3 to 1.26.4.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/RELEASE_WALKTHROUGH.rst)
- [Commits](numpy/numpy@v1.26.3...v1.26.4)

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  34. Bump ruff from 0.2.0 to 0.2.1 

    Bumps [ruff](https://github.com/astral-sh/ruff) from 0.2.0 to 0.2.1.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](astral-sh/ruff@v0.2.0...v0.2.1)

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  35. Bump mkdocs-material from 9.5.7 to 9.5.8 

    Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 9.5.7 to 9.5.8.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](squidfunk/mkdocs-material@9.5.7...9.5.8)

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  36. Bump nbconvert from 7.14.2 to 7.16.0 

    Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 7.14.2 to 7.16.0.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Changelog](https://github.com/jupyter/nbconvert/blob/main/CHANGELOG.md)
- [Commits](jupyter/nbconvert@v7.14.2...v7.16.0)

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  37. Align new-config documentation examples 

    closes freqtrade#9790
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  38. Allow limiting kraken pairs to --pairs selection

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  39. Allow wildcards for pairs filter

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  40. Slightly improve memory-usage of kraken-convert

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  41. Bump uvicorn from 0.27.0.post1 to 0.27.1 

    Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.27.0.post1 to 0.27.1.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](encode/uvicorn@0.27.0.post1...0.27.1)

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  42. Bump pre-commit from 3.6.0 to 3.6.1 

    Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 3.6.0 to 3.6.1.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](pre-commit/pre-commit@v3.6.0...v3.6.1)

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  43. Bump ccxt from 4.2.39 to 4.2.42 

    Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.2.39 to 4.2.42.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](ccxt/ccxt@4.2.39...4.2.42)

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  44. Bump tqdm from 4.66.1 to 4.66.2 

    Bumps [tqdm](https://github.com/tqdm/tqdm) from 4.66.1 to 4.66.2.
- [Release notes](https://github.com/tqdm/tqdm/releases)
- [Commits](tqdm/tqdm@v4.66.1...v4.66.2)

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  45. Bump sqlalchemy from 2.0.25 to 2.0.26 

    Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.25 to 2.0.26.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

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  46. Update sqlalchemy pre-commit

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  47. Bump mkdocs-material from 9.5.8 to 9.5.9 

    Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 9.5.8 to 9.5.9.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](squidfunk/mkdocs-material@9.5.8...9.5.9)

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  48. Bump python-telegram-bot from 20.7 to 20.8 

    Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 20.7 to 20.8.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](python-telegram-bot/python-telegram-bot@v20.7...v20.8)

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  49. use query.edit_message_text to simplify telegram class

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  50. telegram: ensure msg update test uses the correct edit_message_text call

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  51. Bump tensorboard from 2.15.1 to 2.15.2 

    Bumps [tensorboard](https://github.com/tensorflow/tensorboard) from 2.15.1 to 2.15.2.
- [Release notes](https://github.com/tensorflow/tensorboard/releases)
- [Changelog](https://github.com/tensorflow/tensorboard/blob/2.15.2/RELEASE.md)
- [Commits](tensorflow/tensorboard@2.15.1...2.15.2)

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  52. Bump the pytest group with 2 updates 

    Bumps the pytest group with 2 updates: [pytest](https://github.com/pytest-dev/pytest) and [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio).


Updates `pytest` from 7.4.4 to 8.0.0
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](pytest-dev/pytest@7.4.4...8.0.0)

Updates `pytest-asyncio` from 0.23.4 to 0.23.5
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](pytest-dev/pytest-asyncio@v0.23.4...v0.23.5)

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  dependency-type: direct:development
  update-type: version-update:semver-major
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  53. Add debug output showing the pair to be converted 

    part of freqtrade#9811
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  54. Don't load empty dataframes - skip these 

    closes freqtrade#9811
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  55. Clarify processing_mode for RemotePairlist 

    No default value is specified in the docs for the processing_mode, making it unclear that the default behaviour is to filter out pairs, rather than append.
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  56. Simplify some pairlist conditions

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  57. Improve log message

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  58. Adjust for ccxt exception hierarchy change 

    caused by ccxt/ccxt#21035
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  59. Add dt_ts_none helper

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  60. Simplify trade_model serializations

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  61. Add open_fill_date stuff to json schema

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  62. Adjust tests for new fields

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  63. Fix duplicate parentheses

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  64. Double newlines between functions ...

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  65. Fix edge-case when calculating cagr 

    edge-case with leveraged trades - yielding a negative final balance.
closes freqtrade#9820
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  66. Added escaping to enter and exit tags on telegram performance messages.

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  67. Change enter_tag, exit_reason, mix_tag performance messages from HTML… 

    … to Markdown to fix some string encoding issues.
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  68. Use Markdown V1 - update tests

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  69. Don't tick on ttl cache

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  70. docs: Update sql_cheatsheet.md

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  71. Improve validate_exchange 

    returns now both required and optional dependencies
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  72. enhance volumpairlist range test

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  73. Add additional test case for VolumePairlist in range mode

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  74. Enable caching for "filter only" Volumepairlist

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  75. Update pairlist cache behavior in VolumePairList

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  76. Refactor ohlcv caching to exchange class

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  77. Add explicit test for ohlcv_with_cache

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  78. Use "ohlcv_with_cache" for further pairlists

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  79. Remove unused import

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  80. Add log message for Bybit accout type

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  81. Fail if unified account is detected.

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  82. Update telegram help with new wording

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  83. Fix bybit spot live tests

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  84. Bump the pytest group with 1 update 

    Bumps the pytest group with 1 update: [pytest](https://github.com/pytest-dev/pytest).


Updates `pytest` from 8.0.0 to 8.0.1
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](pytest-dev/pytest@8.0.0...8.0.1)

---
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  85. Bump urllib3 from 2.2.0 to 2.2.1 

    Bumps [urllib3](https://github.com/urllib3/urllib3) from 2.2.0 to 2.2.1.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/main/CHANGES.rst)
- [Commits](urllib3/urllib3@2.2.0...2.2.1)

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  86. Bump cryptography from 42.0.2 to 42.0.3 

    Bumps [cryptography](https://github.com/pyca/cryptography) from 42.0.2 to 42.0.3.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](pyca/cryptography@42.0.2...42.0.3)

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  87. Bump plotly from 5.18.0 to 5.19.0 

    Bumps [plotly](https://github.com/plotly/plotly.py) from 5.18.0 to 5.19.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](plotly/plotly.py@v5.18.0...v5.19.0)

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  88. Further increase test coverate of max_drawdown

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  89. Improve formatting in drawdown calc

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  90. Bump orjson from 3.9.13 to 3.9.14 

    Bumps [orjson](https://github.com/ijl/orjson) from 3.9.13 to 3.9.14.
- [Release notes](https://github.com/ijl/orjson/releases)
- [Changelog](https://github.com/ijl/orjson/blob/master/CHANGELOG.md)
- [Commits](ijl/orjson@3.9.13...3.9.14)

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  91. Bump scikit-learn from 1.4.0 to 1.4.1.post1 

    Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 1.4.0 to 1.4.1.post1.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](scikit-learn/scikit-learn@1.4.0...1.4.1.post1)

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  92. Bump pre-commit from 3.6.1 to 3.6.2 

    Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 3.6.1 to 3.6.2.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](pre-commit/pre-commit@v3.6.1...v3.6.2)

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  93. Bump sqlalchemy from 2.0.26 to 2.0.27 

    Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.26 to 2.0.27.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

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  94. Update sqlalchemy in pre-commit

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  95. Bump ruff from 0.2.1 to 0.2.2 

    Bumps [ruff](https://github.com/astral-sh/ruff) from 0.2.1 to 0.2.2.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](astral-sh/ruff@v0.2.1...v0.2.2)

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  96. Bump the types group with 1 update 

    Bumps the types group with 1 update: [types-requests](https://github.com/python/typeshed).


Updates `types-requests` from 2.31.0.20240125 to 2.31.0.20240218
- [Commits](https://github.com/python/typeshed/commits)

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  97. bump types-requests pre-commit

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  98. Fix / improve styling in test class

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  99. chore: update pre-commit hooks

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  100. Bump tensorboard from 2.15.2 to 2.16.2 

    Bumps [tensorboard](https://github.com/tensorflow/tensorboard) from 2.15.2 to 2.16.2.
- [Release notes](https://github.com/tensorflow/tensorboard/releases)
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  101. Add fetch_order_emulated to support exchanges without proper fetch_or… 

    …der method
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  102. Add test for fetch_order_emulated

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  103. Update "exchange_has" validation with new fallbacks

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  104. Fix some tests due to new method

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  105. Bump ccxt to 4.2.47

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  106. Add type-hint to exchange_has dict

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  107. Bump cryptography from 42.0.3 to 42.0.4 

    Bumps [cryptography](https://github.com/pyca/cryptography) from 42.0.3 to 42.0.4.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](pyca/cryptography@42.0.3...42.0.4)

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  108. Use set to reduce iterations

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  109. Fix range-stability filter downloading too little data

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  110. Improve ohlcv pair cache with since_ms 

    avoids some rare bugs in more complex configurations.
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  111. Update typehint for candle_cache

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  112. Remove duplicate pairlistmanager init

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  113. chore: Remove wrong typehint

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  114. Remove pointless comment

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  115. Add check to verify that "since" is properly respected.

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  116. Improve some type safety

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  117. Ensure pytz is updated regularily by pinning it

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  118. Enhance funding-fee call test to account for different timezones

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  119. Update comment around funding fees

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  120. Clearer wallets variable/parameter wording

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  121. Bump Docker Python version from 3.11.7 to 3.11.8

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  122. Bump the pytest group with 1 update 

    Bumps the pytest group with 1 update: [pytest](https://github.com/pytest-dev/pytest).


Updates `pytest` from 8.0.1 to 8.0.2
- [Release notes](https://github.com/pytest-dev/pytest/releases)
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  123. Bump mkdocs-material from 9.5.9 to 9.5.11 

    Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 9.5.9 to 9.5.11.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
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  124. Bump orjson from 3.9.14 to 3.9.15 

    Bumps [orjson](https://github.com/ijl/orjson) from 3.9.14 to 3.9.15.
- [Release notes](https://github.com/ijl/orjson/releases)
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  125. Bump pydantic from 2.6.1 to 2.6.2 

    Bumps [pydantic](https://github.com/pydantic/pydantic) from 2.6.1 to 2.6.2.
- [Release notes](https://github.com/pydantic/pydantic/releases)
- [Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md)
- [Commits](pydantic/pydantic@v2.6.1...v2.6.2)

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  126. Bump nbconvert from 7.16.0 to 7.16.1 

    Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 7.16.0 to 7.16.1.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Changelog](https://github.com/jupyter/nbconvert/blob/main/CHANGELOG.md)
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  127. Add warning about excessive use of position_adjustment

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  128. Bump cryptography from 42.0.4 to 42.0.5 

    Bumps [cryptography](https://github.com/pyca/cryptography) from 42.0.4 to 42.0.5.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](pyca/cryptography@42.0.4...42.0.5)

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  129. Bump fastapi from 0.109.2 to 0.110.0 

    Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.109.2 to 0.110.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](tiangolo/fastapi@0.109.2...0.110.0)

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Commits on Feb 27, 2024

  1. Merge branch 'develop' into feature/fetch-public-trades

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Commits on Mar 1, 2024

  1. Fix import error in one test case

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Commits on Mar 5, 2024

  1. Merge remote-tracking branch 'upstream/develop' into feature/fetch-pu… 

    …blic-trades
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Commits on Mar 11, 2024

  1. work through open TODOs

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  2. formatting changes

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  3. raise error if populate_dataframe_with_trades fails

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  4. Merge remote-tracking branch 'upstream/develop' into feature/fetch-pu… 

    …blic-trades
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Commits on Mar 16, 2024

  1. Simplify formatting

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  2. Avoid duplicate pandas imports

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  3. Merge branch 'develop' into feature/fetch-public-trades

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  4. Fix imports after dev merge

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  5. Improved naming on max_trades

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  6. Group things logically in exchange class

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  7. Fix bug caused by any typing

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  8. Fix comments in config sample

    @xmatthias
    xmatthias committed Mar 16, 2024
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Commits on Mar 17, 2024

  1. Add simple verification that orderflow is configured correctly

    @xmatthias
    xmatthias committed Mar 17, 2024
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  2. Add basic config validation

    @xmatthias
    xmatthias committed Mar 17, 2024
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Commits on Mar 28, 2024

  1. fix: remove unused stop_on_from_id

    @TheJoeSchr
    TheJoeSchr committed Mar 28, 2024
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  2. fix: make until non-optional

    @TheJoeSchr
    TheJoeSchr committed Mar 28, 2024
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Commits on Apr 5, 2024

  1. Merge branch 'develop' into feature/fetch-public-trades

    @xmatthias
    xmatthias committed Apr 5, 2024
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  2. Update config test exception due to changes on dev

    @xmatthias
    xmatthias committed Apr 5, 2024
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  3. Don't use noqa.

    @xmatthias
    xmatthias committed Apr 5, 2024
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  4. Avoid some unnecessary linebreaks

    @xmatthias
    xmatthias committed Apr 5, 2024
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  5. Attempt to reduce diff as much as possible

    @xmatthias
    xmatthias committed Apr 5, 2024
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  6. Enhance test for dataprovider

    @xmatthias
    xmatthias committed Apr 5, 2024
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  7. Exchange assert is only relevant for live mode.

    @xmatthias
    xmatthias committed Apr 5, 2024
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  8. Dataprovider test

    @xmatthias
    xmatthias committed Apr 5, 2024
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Commits on May 8, 2024

  1. fix _now_is_time_to_refresh_trades so it checks for latest fetched … 

    …trades
    @TheJoeSchr
    TheJoeSchr committed May 8, 2024
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  2. use timeframe_to_next_date and date to calculate candle_start/`… 

    …candle_end`
    @TheJoeSchr
    TheJoeSchr committed May 8, 2024
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Commits on May 14, 2024

  1. cleanup ruff and isort errors

    @TheJoeSchr
    TheJoeSchr committed May 14, 2024
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  2. add test_refresh_latest_trades to test_exchange

    @TheJoeSchr
    TheJoeSchr committed May 14, 2024
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Commits on May 15, 2024

  1. Merge remote-tracking branch 'upstream/develop' into feature/fetch-pu… 

    …blic-trades
    @TheJoeSchr
    TheJoeSchr committed May 15, 2024
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  2. Enables use_public_trades only in test_refresh_latest_trades

    @TheJoeSchr
    TheJoeSchr committed May 15, 2024
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  3. test_refresh_latest_trades: mock datadir with tmp_path

    @TheJoeSchr
    TheJoeSchr committed May 15, 2024
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  4. ruff format: orderflow / public trades

    @TheJoeSchr
    TheJoeSchr committed May 15, 2024
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Commits on May 16, 2024

  1. test_refresh_latest_trades: removes TODO

    @TheJoeSchr
    TheJoeSchr committed May 16, 2024
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  2. refresh_latest_trades: remove "-cached" from trades pair files

    @TheJoeSchr
    TheJoeSchr committed May 16, 2024
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  3. refresh_latest_trades: removes TODO

    @TheJoeSchr
    TheJoeSchr committed May 16, 2024
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  4. ruff format: exchange/trades_load

    @TheJoeSchr
    TheJoeSchr committed May 16, 2024
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Commits on May 17, 2024

  1. imbalance_ratio: use ratio instead of percentage

    @TheJoeSchr
    TheJoeSchr committed May 17, 2024
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  2. trades(): add lookahead warning to docstring

    @TheJoeSchr
    TheJoeSchr committed May 17, 2024
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  3. constants: add ranges for orderflow config properties

    @TheJoeSchr
    TheJoeSchr committed May 17, 2024
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Commits on May 18, 2024

  1. Small type fixes

    @xmatthias
    xmatthias committed May 18, 2024
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  2. Remove unused function

    @xmatthias
    xmatthias committed May 18, 2024
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Commits on May 29, 2024

  1. Revert "refresh_latest_trades: remove "-cached" from trades pair fi… 

    …les"

This reverts commit 839827c.
    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  2. Use .exception instead of .error for trace logging

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  3. Fixing merge error

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  4. orderflow: raise DependencyException instead of raising generic excep… 

    …tion
    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  5. orderflow: add comment with insight about imbalances

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  6. orderflow: remove unused function orderflow_to_volume_profile

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  7. exchange: replace OperationalException with logger.error message

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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  8. orderflow: removes unnecessary code

    @TheJoeSchr
    TheJoeSchr committed May 29, 2024
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Commits on May 31, 2024

  1. orderflow: fix ask/bid & buy/sell mixup

    @TheJoeSchr
    TheJoeSchr committed May 31, 2024
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Commits on Jun 2, 2024

  1. use np.where instead of apply

    @xmatthias
    xmatthias committed Jun 2, 2024
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Commits on Jun 4, 2024

  1. constants: make "orderflow" fields required

    @TheJoeSchr
    TheJoeSchr committed Jun 4, 2024
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  2. Merge branch 'develop' into feature/fetch-public-trades

    @xmatthias
    xmatthias committed Jun 4, 2024
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Commits on Jun 6, 2024

  1. Slightly update docs with warnings

    @xmatthias
    xmatthias committed Jun 6, 2024
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  2. Don't fail trades loop if one pair fails

    @xmatthias
    xmatthias committed Jun 6, 2024
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  3. Remove duplicate log message

    @xmatthias
    xmatthias committed Jun 6, 2024
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Commits on Jun 19, 2024

  1. feat: adds max_candles to orderflow config

    @TheJoeSchr
    TheJoeSchr committed Jun 19, 2024
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  2. Merge remote-tracking branch 'upstream/develop' into feature/fetch-pu… 

    …blic-trades
    @TheJoeSchr
    TheJoeSchr committed Jun 19, 2024
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Commits on Jun 21, 2024

  1. feat: add caching to populate_dataframe_with_trades

    @TheJoeSchr
    TheJoeSchr committed Jun 21, 2024
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  2. orderflow: clean up populate_dataframe_with_trades code

    @TheJoeSchr
    TheJoeSchr committed Jun 21, 2024
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Commits on Jun 24, 2024

  1. fix: copying orderflow dataframe from cache doesn't work

    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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  2. orderflow: ruff format

    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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  3. orderflow: adds cache_size to config

    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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  4. orderflow tests: reset orderflow cache between tests

    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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  5. Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-… 

    …public-trades
    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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  6. orderflow: clean code

    @TheJoeSchr
    TheJoeSchr committed Jun 24, 2024
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