freqtrade-delta-exchange 0.2.3

Delta Exchange (delta.exchange) broker adapter for freqtrade — installable freqtrade plugin (REST Phase-1, websockets Phase-2).

freqtrade-delta-exchange

A standalone, installable freqtrade adapter for Delta Exchange (delta.exchange) futures trading — packaged as a proper freqtrade plugin so it works with uv pip install / pip install even if the upstream pull request is never merged.

Why this exists

ccxt.delta exposes every required futures primitive (createOrder, setLeverage, setMarginMode, stop-market / trigger orders, fetchPositions, fetchFundingRate, and a testnet via set_sandbox_mode), but its has capability map under-reports them — so freqtrade's generic-Exchange validation refuses it. This adapter declares the real capabilities via _ft_has and maps the order / margin / stop plumbing freqtrade expects.

Status

• Phase 1 (current): REST polling. Fully functional for live + demo trading. No websocket streaming yet (freqtrade falls back to REST polling).
• Phase 2 (TODO): native websockets (wss://socket.delta.exchange candles / orders / positions / book), matching the official exchanges.

International vs Delta India

The adapter supports both. Delta India is a separate entity with different endpoints, markets, and currencies:

	International Delta	Delta India
Config flag	(default)	"india": true
Demo host	testnet-api.delta.exchange	cdn-ind.testnet.deltaex.org
Live host	api.delta.exchange	cdn.india.deltaex.org
BTC perp symbol	BTC/USDT:USDT	BTC/USD:USD
Settle currency	USDT	USD (stake_currency: "USD")

When "india": true:

• "sandbox": true → demo/testnet cdn-ind.testnet.deltaex.org (paper, no real money)
• "sandbox": false → live cdn.india.deltaex.org

Note: earlier assumptions that cdn.india.deltaex.org is "only a CDN" were wrong — it is a fully working trading API host (authenticates, serves markets and balances). It is the correct live host for Delta India.

Capability gaps handled the official way

ccxt.delta under-reports several futures capabilities. Each is handled via freqtrade's documented extension points — no global ccxt monkeypatch, no false has flags:

• Funding-rate history: fetchFundingRateHistory raises "not supported yet". Override _fetch_funding_rate_history to return [] (freqtrade already gates it via exchange_has("fetchFundingRateHistory") → graceful skip, no back-adjustment).
• Leverage tiers: fetchLeverageTiers unsupported. Declare it in _ft_has["exchange_has_overrides"] and override get_leverage_tiers() to return a permissive 0–100x tier (falls back to the config pair whitelist in backtest, where live markets aren't loaded).
• Margin mode: set_margin_mode is NotSupported on Delta (defaults to cross); set_margin_mode() tolerates that silently.

Dry-run smoke test

user_data/strategies/dry_run_smoke/DryRunSmoke.py is a minimal always-enter strategy (1m, enter then exit next candle) for exercising the broker plumbing without waiting on a real signal. Pair it with freqtrade-delta-exchange/examples/delta-india-demo-smoke.config.json. For a direct (no-strategy) order test, place/cancel via the adapter's ccxt client on the demo host.

2FA (TOTP)

Delta API keys with 2FA enabled must sign every request with the current TOTP in the request password. Supply the base32 secret via the gitignored secrets file (totp_secret) and the adapter computes a fresh code at client init:

{ "exchange": { "key": "...", "secret": "...", "totp_secret": "JGFRS7RYJWMJWDKV" } }

Demo vs Live (International)

Goal	Setting
Paper / demo trading	"sandbox": true → testnet-api.delta.exchange
Live trading	"sandbox": false → api.delta.exchange

Delta India note: sandbox: true routes to the India demo/testnet host cdn-ind.testnet.deltaex.org (paper, no real money). sandbox: false is live api.india.delta.exchange.

Install

# From PyPI (published)
pip install freqtrade-delta-exchange

# Or, from a local checkout (editable)
uv pip install -e ./freqtrade-delta-exchange
# or
pip install -e ./freqtrade-delta-exchange

Use

// in your freqtrade config.json
{
  "exchange": {
    "name": "delta",             // resolves to the installed Delta adapter
    "sandbox": true,             // true = Delta testnet (demo/paper), false = live
    "key": "...",                // keep keys OUT of this file — see below
    "secret": "..."
  },
  "trading_mode": "futures",
  "margin_mode": "cross"
}

Never commit API keys. Put them in a separate gitignored file and layer it:

freqtrade trade -c config.json -c delta-secrets.json

delta-secrets.json:

{ "exchange": { "key": "YOUR_KEY", "secret": "YOUR_SECRET" } }

Demo vs Live

Goal	Setting
Paper / demo trading	"sandbox": true → testnet-api.delta.exchange
Live trading	"sandbox": false → api.delta.exchange

Contributing upstream

This adapter is structured to be submitted as a freqtrade PR (drop freqtrade_delta_exchange/delta.py into freqtrade/exchange/delta.py and add Delta to freqtrade/exchange/__init__.py + SUPPORTED_EXCHANGES).