Merge pull request freqtrade#12531 from stash86/bybit-delist

add delisting check for bybit futures

Author: xmatthias

freqtrade/exchange/bybit.py

@@ -4,12 +4,13 @@
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, PriceType, TradingMode
+from freqtrade.enums import OPTIMIZE_MODES, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.misc import deep_merge_dicts
+from freqtrade.util import dt_from_ts, dt_ts
 
 
 logger = logging.getLogger(__name__)
@@ -54,6 +55,7 @@ class Bybit(Exchange):
         "exchange_has_overrides": {
             "fetchOrder": True,
         },
+        "has_delisting": True,
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
@@ -294,3 +296,35 @@ def get_leverage_tiers(self) -> dict[str, list[dict]]:
 
         self.cache_leverage_tiers(tiers, self._config["stake_currency"])
         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"] in OPTIMIZE_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 = dt_ts() + (
+                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

tests/exchange/test_bybit.py

@@ -1,10 +1,11 @@
+from copy import deepcopy
 from datetime import UTC, datetime, timedelta
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.enums.marginmode import MarginMode
-from freqtrade.enums.tradingmode import TradingMode
+from freqtrade.enums import MarginMode, RunMode, TradingMode
+from freqtrade.util import dt_utc
 from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -214,3 +215,43 @@ def test_bybit__order_needs_price(
     exchange.unified_account = uta
 
     assert exchange._order_needs_price(side, order_type) == expected
+
+
+def test_check_delisting_time_bybit(default_conf_usdt, mocker):
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
+    exchange._config["runmode"] = RunMode.BACKTEST
+    delist_fut_mock = MagicMock(return_value=None)
+    mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
+
+    # Invalid run mode
+    resp = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist spot called
+    exchange._config["runmode"] = RunMode.DRY_RUN
+    resp1 = exchange.check_delisting_time("BTC/USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist futures called
+    exchange.trading_mode = TradingMode.FUTURES
+    resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 1
+
+
+def test__check_delisting_futures_bybit(default_conf_usdt, mocker, markets):
+    markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
+    markets["BTC/USDT:USDT"]["info"]["deliveryTime"] = "0"
+    markets["SOL/BUSD:BUSD"]["info"]["deliveryTime"] = "0"
+    markets["ADA/USDT:USDT"]["info"]["deliveryTime"] = "1760745600000"  # 2025-10-18
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
+    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
+
+    resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
+    # SOL has no delisting date
+    assert resp_sol is None
+    # Actually has a delisting date
+    resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
+    assert resp_ada == dt_utc(2025, 10, 18)