stable/freqtrade/freqtradebot.py

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"""
Freqtrade is the main module of this bot. It contains the class Freqtrade()
"""
import copy
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import logging
import traceback
from datetime import datetime, time, timedelta, timezone
from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple
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from schedule import Scheduler
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from freqtrade import constants
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from freqtrade.configuration import validate_config_consistency
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from freqtrade.constants import BuySell, Config, LongShort
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from freqtrade.data.converter import order_book_to_dataframe
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.edge import Edge
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from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode, SignalDirection,
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State, TradingMode)
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from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
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InvalidOrderException, PricingError)
from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, timeframe_to_next_date,
timeframe_to_seconds)
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
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from freqtrade.persistence import Order, PairLocks, Trade, init_db
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from freqtrade.plugins.pairlistmanager import PairListManager
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from freqtrade.plugins.protectionmanager import ProtectionManager
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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from freqtrade.rpc import RPCManager
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from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
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from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
RPCSellMsg)
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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from freqtrade.util import FtPrecise
from freqtrade.util.binance_mig import migrate_binance_futures_names
from freqtrade.wallets import Wallets
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logger = logging.getLogger(__name__)
class FreqtradeBot(LoggingMixin):
"""
Freqtrade is the main class of the bot.
This is from here the bot start its logic.
"""
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def __init__(self, config: Config) -> None:
"""
Init all variables and objects the bot needs to work
:param config: configuration dict, you can use Configuration.get_config()
to get the config dict.
"""
self.active_pair_whitelist: List[str] = []
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
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# Check config consistency here since strategies can set certain options
validate_config_consistency(config)
self.exchange = ExchangeResolver.load_exchange(
self.config['exchange']['name'], self.config, load_leverage_tiers=True)
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init_db(self.config['db_url'])
self.wallets = Wallets(self.config, self.exchange)
PairLocks.timeframe = self.config['timeframe']
self.pairlists = PairListManager(self.exchange, self.config)
# RPC runs in separate threads, can start handling external commands just after
# initialization, even before Freqtradebot has a chance to start its throttling,
# so anything in the Freqtradebot instance should be ready (initialized), including
# the initial state of the bot.
# Keep this at the end of this initialization method.
self.rpc: RPCManager = RPCManager(self)
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self.dataprovider = DataProvider(self.config, self.exchange, rpc=self.rpc)
self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
self.dataprovider.add_pairlisthandler(self.pairlists)
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# Attach Dataprovider to strategy instance
self.strategy.dp = self.dataprovider
# Attach Wallets to strategy instance
self.strategy.wallets = self.wallets
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# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
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self.config.get('edge', {}).get('enabled', False) else None
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# Init ExternalMessageConsumer if enabled
self.emc = ExternalMessageConsumer(self.config, self.dataprovider) if \
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self.config.get('external_message_consumer', {}).get('enabled', False) else None
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self.active_pair_whitelist = self._refresh_active_whitelist()
# Set initial bot state from config
initial_state = self.config.get('initial_state')
self.state = State[initial_state.upper()] if initial_state else State.STOPPED
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# Protect exit-logic from forcesell and vice versa
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self._exit_lock = Lock()
LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
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self.trading_mode: TradingMode = self.config.get('trading_mode', TradingMode.SPOT)
self._schedule = Scheduler()
if self.trading_mode == TradingMode.FUTURES:
def update():
self.update_funding_fees()
self.wallets.update()
# TODO: This would be more efficient if scheduled in utc time, and performed at each
# TODO: funding interval, specified by funding_fee_times on the exchange classes
for time_slot in range(0, 24):
for minutes in [0, 15, 30, 45]:
t = str(time(time_slot, minutes, 2))
self._schedule.every().day.at(t).do(update)
self.last_process: Optional[datetime] = None
self.strategy.ft_bot_start()
# Initialize protections AFTER bot start - otherwise parameters are not loaded.
self.protections = ProtectionManager(self.config, self.strategy.protections)
def notify_status(self, msg: str, msg_type=RPCMessageType.STATUS) -> None:
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"""
Public method for users of this class (worker, etc.) to send notifications
via RPC about changes in the bot status.
"""
self.rpc.send_msg({
'type': msg_type,
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'status': msg
})
def cleanup(self) -> None:
"""
Cleanup pending resources on an already stopped bot
:return: None
"""
logger.info('Cleaning up modules ...')
try:
# Wrap db activities in shutdown to avoid problems if database is gone,
# and raises further exceptions.
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
self.check_for_open_trades()
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except Exception as e:
logger.warning(f'Exception during cleanup: {e.__class__.__name__} {e}')
finally:
self.strategy.ft_bot_cleanup()
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self.rpc.cleanup()
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if self.emc:
self.emc.shutdown()
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self.exchange.close()
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try:
Trade.commit()
except Exception:
# Exeptions here will be happening if the db disappeared.
# At which point we can no longer commit anyway.
pass
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def startup(self) -> None:
"""
Called on startup and after reloading the bot - triggers notifications and
performs startup tasks
"""
migrate_binance_futures_names(self.config)
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self.rpc.startup_messages(self.config, self.pairlists, self.protections)
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# Update older trades with precision and precision mode
self.startup_backpopulate_precision()
if not self.edge:
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
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# Only update open orders on startup
# This will update the database after the initial migration
self.startup_update_open_orders()
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def process(self) -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: True if one or more trades has been created or closed, False otherwise
"""
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# Check whether markets have to be reloaded and reload them when it's needed
self.exchange.reload_markets()
self.update_trades_without_assigned_fees()
# Query trades from persistence layer
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trades: List[Trade] = Trade.get_open_trades()
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self.active_pair_whitelist = self._refresh_active_whitelist(trades)
# Refreshing candles
self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
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self.strategy.gather_informative_pairs())
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
current_time=datetime.now(timezone.utc))
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self.strategy.analyze(self.active_pair_whitelist)
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with self._exit_lock:
# Check for exchange cancelations, timeouts and user requested replace
self.manage_open_orders()
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# Protect from collisions with force_exit.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
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# while exiting is in process, since telegram messages arrive in an different thread.
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with self._exit_lock:
trades = Trade.get_open_trades()
# First process current opened trades (positions)
self.exit_positions(trades)
# Check if we need to adjust our current positions before attempting to buy new trades.
if self.strategy.position_adjustment_enable:
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with self._exit_lock:
self.process_open_trade_positions()
# Then looking for buy opportunities
if self.get_free_open_trades():
self.enter_positions()
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if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
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Trade.commit()
self.rpc.process_msg_queue(self.dataprovider._msg_queue)
self.last_process = datetime.now(timezone.utc)
def process_stopped(self) -> None:
"""
Close all orders that were left open
"""
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
def check_for_open_trades(self):
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"""
Notify the user when the bot is stopped (not reloaded)
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and there are still open trades active.
"""
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open_trades = Trade.get_open_trades()
if len(open_trades) != 0 and self.state != State.RELOAD_CONFIG:
msg = {
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'type': RPCMessageType.WARNING,
'status':
f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, "
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f"or '/start' the bot again and use '/stopentry' "
f"to handle open trades gracefully. \n"
f"{'Note: Trades are simulated (dry run).' if self.config['dry_run'] else ''}",
}
self.rpc.send_msg(msg)
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def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
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"""
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Refresh active whitelist from pairlist or edge and extend it with
pairs that have open trades.
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"""
# Refresh whitelist
_prev_whitelist = self.pairlists.whitelist
self.pairlists.refresh_pairlist()
_whitelist = self.pairlists.whitelist
# Calculating Edge positioning
if self.edge:
self.edge.calculate(_whitelist)
_whitelist = self.edge.adjust(_whitelist)
if trades:
# Extend active-pair whitelist with pairs of open trades
# It ensures that candle (OHLCV) data are downloaded for open trades as well
_whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
# Called last to include the included pairs
if _prev_whitelist != _whitelist:
self.rpc.send_msg({'type': RPCMessageType.WHITELIST, 'data': _whitelist})
return _whitelist
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def get_free_open_trades(self) -> int:
"""
Return the number of free open trades slots or 0 if
max number of open trades reached
"""
open_trades = Trade.get_open_trade_count()
return max(0, self.config['max_open_trades'] - open_trades)
def update_funding_fees(self):
if self.trading_mode == TradingMode.FUTURES:
trades = Trade.get_open_trades()
try:
for trade in trades:
funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc
)
trade.funding_fees = funding_fees
except ExchangeError:
logger.warning("Could not update funding fees for open trades.")
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def startup_backpopulate_precision(self):
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trades = Trade.get_trades([Trade.contract_size.is_(None)])
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for trade in trades:
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if trade.exchange != self.exchange.id:
continue
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trade.precision_mode = self.exchange.precisionMode
trade.amount_precision = self.exchange.get_precision_amount(trade.pair)
trade.price_precision = self.exchange.get_precision_price(trade.pair)
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trade.contract_size = self.exchange.get_contract_size(trade.pair)
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Trade.commit()
def startup_update_open_orders(self):
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"""
Updates open orders based on order list kept in the database.
Mainly updates the state of orders - but may also close trades
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"""
if self.config['dry_run'] or self.config['exchange'].get('skip_open_order_update', False):
# Updating open orders in dry-run does not make sense and will fail.
return
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orders = Order.get_open_orders()
logger.info(f"Updating {len(orders)} open orders.")
for order in orders:
try:
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fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
order.ft_order_side == 'stoploss')
if not order.trade:
# This should not happen, but it does if trades were deleted manually.
# This can only incur on sqlite, which doesn't enforce foreign constraints.
logger.warning(
f"Order {order.order_id} has no trade attached. "
"This may suggest a database corruption. "
f"The expected trade ID is {order.ft_trade_id}. Ignoring this order."
)
continue
self.update_trade_state(order.trade, order.order_id, fo,
stoploss_order=(order.ft_order_side == 'stoploss'))
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except InvalidOrderException as e:
logger.warning(f"Error updating Order {order.order_id} due to {e}.")
if order.order_date_utc - timedelta(days=5) < datetime.now(timezone.utc):
logger.warning(
"Order is older than 5 days. Assuming order was fully cancelled.")
fo = order.to_ccxt_object()
fo['status'] = 'canceled'
self.handle_cancel_order(fo, order.trade, constants.CANCEL_REASON['TIMEOUT'])
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except ExchangeError as e:
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logger.warning(f"Error updating Order {order.order_id} due to {e}")
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if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
def update_trades_without_assigned_fees(self) -> None:
"""
Update closed trades without close fees assigned.
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Only acts when Orders are in the database, otherwise the last order-id is unknown.
"""
if self.config['dry_run']:
# Updating open orders in dry-run does not make sense and will fail.
return
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trades: List[Trade] = Trade.get_closed_trades_without_assigned_fees()
for trade in trades:
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if not trade.is_open and not trade.fee_updated(trade.exit_side):
# Get sell fee
order = trade.select_order(trade.exit_side, False, only_filled=True)
if not order:
order = trade.select_order('stoploss', False)
if order:
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logger.info(
f"Updating {trade.exit_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
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self.update_trade_state(trade, order.order_id,
stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
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trades = Trade.get_open_trades_without_assigned_fees()
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for trade in trades:
with self._exit_lock:
if trade.is_open and not trade.fee_updated(trade.entry_side):
order = trade.select_order(trade.entry_side, False, only_filled=True)
open_order = trade.select_order(trade.entry_side, True)
if order and open_order is None:
logger.info(
f"Updating {trade.entry_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id, send_msg=False)
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def handle_insufficient_funds(self, trade: Trade):
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"""
Try refinding a lost trade.
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Only used when InsufficientFunds appears on exit orders (stoploss or long sell/short buy).
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Tries to walk the stored orders and sell them off eventually.
"""
logger.info(f"Trying to refind lost order for {trade}")
for order in trade.orders:
logger.info(f"Trying to refind {order}")
fo = None
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if not order.ft_is_open:
logger.debug(f"Order {order} is no longer open.")
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continue
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try:
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fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
order.ft_order_side == 'stoploss')
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if order.ft_order_side == 'stoploss':
if fo and fo['status'] == 'open':
# Assume this as the open stoploss order
trade.stoploss_order_id = order.order_id
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elif order.ft_order_side == trade.exit_side:
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if fo and fo['status'] == 'open':
# Assume this as the open order
trade.open_order_id = order.order_id
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elif order.ft_order_side == trade.entry_side:
if fo and fo['status'] == 'open':
trade.open_order_id = order.order_id
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if fo:
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logger.info(f"Found {order} for trade {trade}.")
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self.update_trade_state(trade, order.order_id, fo,
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stoploss_order=order.ft_order_side == 'stoploss')
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except ExchangeError:
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logger.warning(f"Error updating {order.order_id}.")
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#
# BUY / enter positions / open trades logic and methods
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#
def enter_positions(self) -> int:
"""
Tries to execute entry orders for new trades (positions)
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"""
trades_created = 0
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
self.log_once("Active pair whitelist is empty.", logger.info)
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return trades_created
# Remove pairs for currently opened trades from the whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
self.log_once("No currency pair in active pair whitelist, "
"but checking to exit open trades.", logger.info)
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return trades_created
if PairLocks.is_global_lock(side='*'):
# This only checks for total locks (both sides).
# per-side locks will be evaluated by `is_pair_locked` within create_trade,
# once the direction for the trade is clear.
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lock = PairLocks.get_pair_longest_lock('*')
if lock:
self.log_once(f"Global pairlock active until "
f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)}. "
f"Not creating new trades, reason: {lock.reason}.", logger.info)
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else:
self.log_once("Global pairlock active. Not creating new trades.", logger.info)
return trades_created
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# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
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if not trades_created:
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logger.debug("Found no enter signals for whitelisted currencies. Trying again...")
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return trades_created
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def create_trade(self, pair: str) -> bool:
"""
Check the implemented trading strategy for buy signals.
If the pair triggers the buy signal a new trade record gets created
and the buy-order opening the trade gets issued towards the exchange.
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:return: True if a trade has been created.
"""
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logger.debug(f"create_trade for pair {pair}")
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
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nowtime = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
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# get_free_open_trades is checked before create_trade is called
# but it is still used here to prevent opening too many trades within one iteration
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if not self.get_free_open_trades():
logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.")
return False
# running get_signal on historical data fetched
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(signal, enter_tag) = self.strategy.get_entry_signal(
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pair,
self.strategy.timeframe,
analyzed_df
)
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if signal:
if self.strategy.is_pair_locked(pair, candle_date=nowtime, side=signal):
lock = PairLocks.get_pair_longest_lock(pair, nowtime, signal)
if lock:
self.log_once(f"Pair {pair} {lock.side} is locked until "
f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
f"due to {lock.reason}.",
logger.info)
else:
self.log_once(f"Pair {pair} is currently locked.", logger.info)
return False
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
if ((bid_check_dom.get('enabled', False)) and
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(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
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if self._check_depth_of_market(pair, bid_check_dom, side=signal):
return self.execute_entry(
pair,
stake_amount,
enter_tag=enter_tag,
is_short=(signal == SignalDirection.SHORT)
)
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else:
return False
return self.execute_entry(
pair,
stake_amount,
enter_tag=enter_tag,
is_short=(signal == SignalDirection.SHORT)
)
2019-12-29 01:17:49 +00:00
else:
return False
2018-07-10 13:10:56 +00:00
#
# BUY / increase positions / DCA logic and methods
#
def process_open_trade_positions(self):
"""
Tries to execute additional buy or sell orders for open trades (positions)
"""
# Walk through each pair and check if it needs changes
for trade in Trade.get_open_trades():
# If there is any open orders, wait for them to finish.
if trade.open_order_id is None:
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try:
self.check_and_call_adjust_trade_position(trade)
except DependencyException as exception:
logger.warning(
f"Unable to adjust position of trade for {trade.pair}: {exception}")
def check_and_call_adjust_trade_position(self, trade: Trade):
"""
Check the implemented trading strategy for adjustment command.
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
current_entry_rate, current_exit_rate = self.exchange.get_rates(
trade.pair, True, trade.is_short)
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current_entry_profit = trade.calc_profit_ratio(current_entry_rate)
current_exit_profit = trade.calc_profit_ratio(current_exit_rate)
min_entry_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
current_entry_rate,
0.0)
min_exit_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
current_exit_rate,
self.strategy.stoploss)
max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_rate)
stake_available = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None, supress_error=True)(
trade=trade,
current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
current_profit=current_entry_profit, min_stake=min_entry_stake,
max_stake=min(max_entry_stake, stake_available),
current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate,
current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit
)
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
if self.strategy.max_entry_position_adjustment > -1:
count_of_entries = trade.nr_of_successful_entries
if count_of_entries > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
self.execute_entry(trade.pair, stake_amount, price=current_entry_rate,
trade=trade, is_short=trade.is_short)
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
amount = self.exchange.amount_to_contract_precision(
trade.pair,
abs(float(FtPrecise(stake_amount * trade.leverage) / FtPrecise(current_exit_rate))))
if amount > trade.amount:
# This is currently ineffective as remaining would become < min tradable
# Fixing this would require checking for 0.0 there -
# if we decide that this callback is allowed to "fully exit"
logger.info(
f"Adjusting amount to trade.amount as it is higher. {amount} > {trade.amount}")
amount = trade.amount
if amount == 0.0:
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logger.info("Amount to exit is 0.0 due to exchange limits - not exiting.")
return
remaining = (trade.amount - amount) * current_exit_rate
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if min_exit_stake and remaining < min_exit_stake:
logger.info(f"Remaining amount of {remaining} would be smaller "
f"than the minimum of {min_exit_stake}.")
return
self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple(
exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount)
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def _check_depth_of_market(self, pair: str, conf: Dict, side: SignalDirection) -> bool:
2018-08-05 04:41:06 +00:00
"""
Checks depth of market before executing a buy
"""
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conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
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logger.info(f"Checking depth of market for {pair} ...")
order_book = self.exchange.fetch_l2_order_book(pair, 1000)
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order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
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order_book_bids = order_book_data_frame['b_size'].sum()
order_book_asks = order_book_data_frame['a_size'].sum()
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entry_side = order_book_bids if side == SignalDirection.LONG else order_book_asks
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exit_side = order_book_asks if side == SignalDirection.LONG else order_book_bids
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bids_ask_delta = entry_side / exit_side
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bids = f"Bids: {order_book_bids}"
asks = f"Asks: {order_book_asks}"
delta = f"Delta: {bids_ask_delta}"
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logger.info(
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f"{bids}, {asks}, {delta}, Direction: {side.value}"
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f"Bid Price: {order_book['bids'][0][0]}, Ask Price: {order_book['asks'][0][0]}, "
f"Immediate Bid Quantity: {order_book['bids'][0][1]}, "
f"Immediate Ask Quantity: {order_book['asks'][0][1]}."
2020-01-28 16:09:44 +00:00
)
2018-08-05 04:41:06 +00:00
if bids_ask_delta >= conf_bids_to_ask_delta:
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logger.info(f"Bids to asks delta for {pair} DOES satisfy condition.")
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return True
else:
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logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
return False
2018-07-10 13:10:56 +00:00
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def execute_entry(
self,
pair: str,
stake_amount: float,
price: Optional[float] = None,
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*,
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is_short: bool = False,
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ordertype: Optional[str] = None,
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enter_tag: Optional[str] = None,
trade: Optional[Trade] = None,
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order_adjust: bool = False,
leverage_: Optional[float] = None,
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) -> bool:
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"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
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:param stake_amount: amount of stake-currency for the pair
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:return: True if a buy order is created, false if it fails.
2018-07-10 13:10:56 +00:00
"""
time_in_force = self.strategy.order_time_in_force['entry']
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side: BuySell = 'sell' if is_short else 'buy'
name = 'Short' if is_short else 'Long'
trade_side: LongShort = 'short' if is_short else 'long'
pos_adjust = trade is not None
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enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_,
pos_adjust)
if not stake_amount:
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return False
msg = (f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}" if pos_adjust
else
f"{name} signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
logger.info(msg)
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amount = (stake_amount / enter_limit_requested) * leverage
order_type = ordertype or self.strategy.order_types['entry']
if not pos_adjust and not strategy_safe_wrapper(
self.strategy.confirm_trade_entry, default_retval=True)(
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pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
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entry_tag=enter_tag, side=trade_side):
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logger.info(f"User denied entry for {pair}.")
return False
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order = self.exchange.create_order(
pair=pair,
ordertype=order_type,
side=side,
amount=amount,
rate=enter_limit_requested,
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reduceOnly=False,
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time_in_force=time_in_force,
leverage=leverage
)
order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested)
order_id = order['id']
order_status = order.get('status')
logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
# we assume the order is executed at the price requested
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enter_limit_filled_price = enter_limit_requested
amount_requested = amount
if order_status == 'expired' or order_status == 'rejected':
2018-12-12 12:33:03 +00:00
# return false if the order is not filled
if float(order['filled']) == 0:
logger.warning(f'{name} {time_in_force} order with time in force {order_type} '
f'for {pair} is {order_status} by {self.exchange.name}.'
' zero amount is fulfilled.')
return False
else:
# the order is partially fulfilled
# in case of IOC orders we can check immediately
# if the order is fulfilled fully or partially
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logger.warning('%s %s order with time in force %s for %s is %s by %s.'
' %s amount fulfilled out of %s (%s remaining which is canceled).',
name, time_in_force, order_type, pair, order_status,
self.exchange.name, order['filled'], order['amount'],
order['remaining']
)
amount = safe_value_fallback(order, 'filled', 'amount', amount)
enter_limit_filled_price = safe_value_fallback(
order, 'average', 'price', enter_limit_filled_price)
# in case of FOK the order may be filled immediately and fully
2018-12-12 12:05:55 +00:00
elif order_status == 'closed':
amount = safe_value_fallback(order, 'filled', 'amount', amount)
enter_limit_filled_price = safe_value_fallback(
order, 'average', 'price', enter_limit_requested)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
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fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
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base_currency = self.exchange.get_pair_base_currency(pair)
open_date = datetime.now(timezone.utc)
# This is a new trade
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if trade is None:
funding_fees = 0.0
try:
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
except ExchangeError:
logger.warning("Could not find funding fee.")
trade = Trade(
pair=pair,
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base_currency=base_currency,
stake_currency=self.config['stake_currency'],
stake_amount=stake_amount,
amount=amount,
is_open=True,
amount_requested=amount_requested,
fee_open=fee,
fee_close=fee,
open_rate=enter_limit_filled_price,
open_rate_requested=enter_limit_requested,
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open_date=open_date,
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
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enter_tag=enter_tag,
timeframe=timeframe_to_minutes(self.config['timeframe']),
leverage=leverage,
is_short=is_short,
trading_mode=self.trading_mode,
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funding_fees=funding_fees,
amount_precision=self.exchange.get_precision_amount(pair),
price_precision=self.exchange.get_precision_price(pair),
precision_mode=self.exchange.precisionMode,
contract_size=self.exchange.get_contract_size(pair),
)
stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
else:
# This is additional buy, we reset fee_open_currency so timeout checking can work
trade.is_open = True
trade.fee_open_currency = None
trade.open_rate_requested = enter_limit_requested
trade.open_order_id = order_id
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trade.orders.append(order_obj)
trade.recalc_trade_from_orders()
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Trade.session.add(trade)
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Trade.commit()
# Updating wallets
self.wallets.update()
self._notify_enter(trade, order_obj, order_type, sub_trade=pos_adjust)
if pos_adjust:
if order_status == 'closed':
logger.info(f"DCA order closed, trade should be up to date: {trade}")
trade = self.cancel_stoploss_on_exchange(trade)
else:
logger.info(f"DCA order {order_status}, will wait for resolution: {trade}")
# Update fees if order is non-opened
if order_status in constants.NON_OPEN_EXCHANGE_STATES:
self.update_trade_state(trade, order_id, order)
return True
def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
# First cancelling stoploss on exchange ...
if trade.stoploss_order_id:
try:
logger.info(f"Canceling stoploss on exchange for {trade}")
co = self.exchange.cancel_stoploss_order_with_result(
trade.stoploss_order_id, trade.pair, trade.amount)
trade.update_order(co)
# Reset stoploss order id.
trade.stoploss_order_id = None
except InvalidOrderException:
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logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
f"for pair {trade.pair}")
return trade
2021-12-26 14:29:10 +00:00
def get_valid_enter_price_and_stake(
self, pair: str, price: Optional[float], stake_amount: float,
trade_side: LongShort,
entry_tag: Optional[str],
trade: Optional[Trade],
order_adjust: bool,
2022-08-02 18:15:47 +00:00
leverage_: Optional[float],
pos_adjust: bool,
) -> Tuple[float, float, float]:
"""
Validate and eventually adjust (within limits) limit, amount and leverage
:return: Tuple with (price, amount, leverage)
"""
if price:
enter_limit_requested = price
else:
# Calculate price
enter_limit_requested = self.exchange.get_rate(
pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
if not order_adjust:
# Don't call custom_entry_price in order-adjust scenario
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=enter_limit_requested)(
pair=pair, current_time=datetime.now(timezone.utc),
proposed_rate=enter_limit_requested, entry_tag=entry_tag,
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side=trade_side,
)
enter_limit_requested = self.get_valid_price(custom_entry_price, enter_limit_requested)
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if not enter_limit_requested:
raise PricingError('Could not determine entry price.')
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if self.trading_mode != TradingMode.SPOT and trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
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if leverage_:
leverage = leverage_
else:
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested,
proposed_leverage=1.0,
max_leverage=max_leverage,
side=trade_side, entry_tag=entry_tag,
)
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
# Changing leverage currently not possible
leverage = trade.leverage if trade else 1.0
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# Min-stake-amount should actually include Leverage - this way our "minimal"
# stake- amount might be higher than necessary.
# We do however also need min-stake to determine leverage, therefore this is ignored as
# edge-case for now.
min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, enter_limit_requested,
self.strategy.stoploss if not pos_adjust else 0.0,
leverage)
max_stake_amount = self.exchange.get_max_pair_stake_amount(
pair, enter_limit_requested, leverage)
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if not self.edge and trade is None:
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
leverage=leverage, entry_tag=entry_tag, side=trade_side
2022-01-22 16:25:21 +00:00
)
stake_amount = self.wallets.validate_stake_amount(
pair=pair,
stake_amount=stake_amount,
min_stake_amount=min_stake_amount,
max_stake_amount=max_stake_amount,
trade_amount=trade.stake_amount if trade else None,
)
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return enter_limit_requested, stake_amount, leverage
def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
fill: bool = False, sub_trade: bool = False) -> None:
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"""
Sends rpc notification when a entry order occurred.
2020-01-02 10:51:25 +00:00
"""
open_rate = order.safe_price
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if open_rate is None:
open_rate = trade.open_rate
current_rate = trade.open_rate_requested
if self.dataprovider.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False)
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msg: RPCBuyMsg = {
'trade_id': trade.id,
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'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
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'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
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'exchange': trade.exchange.capitalize(),
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'pair': trade.pair,
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'leverage': trade.leverage if trade.leverage else None,
'direction': 'Short' if trade.is_short else 'Long',
'limit': open_rate, # Deprecated (?)
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'open_rate': open_rate,
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'order_type': order_type,
'stake_amount': trade.stake_amount,
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'stake_currency': self.config['stake_currency'],
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'base_currency': self.exchange.get_pair_base_currency(trade.pair),
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'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
2020-02-08 20:02:52 +00:00
'open_date': trade.open_date or datetime.utcnow(),
'current_rate': current_rate,
'sub_trade': sub_trade,
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}
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# Send the message
self.rpc.send_msg(msg)
def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str,
sub_trade: bool = False) -> None:
2020-02-08 20:02:52 +00:00
"""
Sends rpc notification when a entry order cancel occurred.
2020-02-08 20:02:52 +00:00
"""
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False)
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msg: RPCCancelMsg = {
'trade_id': trade.id,
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'type': RPCMessageType.ENTRY_CANCEL,
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'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
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'exchange': trade.exchange.capitalize(),
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'pair': trade.pair,
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'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
'limit': trade.open_rate,
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'order_type': order_type,
'stake_amount': trade.stake_amount,
'open_rate': trade.open_rate,
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'stake_currency': self.config['stake_currency'],
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'base_currency': self.exchange.get_pair_base_currency(trade.pair),
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'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
'current_rate': current_rate,
'reason': reason,
'sub_trade': sub_trade,
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}
# Send the message
self.rpc.send_msg(msg)
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#
# SELL / exit positions / close trades logic and methods
2020-01-01 23:53:25 +00:00
#
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def exit_positions(self, trades: List[Trade]) -> int:
"""
Tries to execute exit orders for open trades (positions)
"""
trades_closed = 0
2019-10-02 00:27:17 +00:00
for trade in trades:
try:
try:
if (self.strategy.order_types.get('stoploss_on_exchange') and
self.handle_stoploss_on_exchange(trade)):
trades_closed += 1
Trade.commit()
continue
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except InvalidOrderException as exception:
logger.warning(
f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
# Check if we can sell our current pair
if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
trades_closed += 1
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except DependencyException as exception:
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logger.warning(f'Unable to exit trade {trade.pair}: {exception}')
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# Updating wallets if any trade occurred
if trades_closed:
self.wallets.update()
return trades_closed
def handle_trade(self, trade: Trade) -> bool:
"""
Exits the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold/exited_short, False otherwise
"""
if not trade.is_open:
raise DependencyException(f'Attempt to handle closed trade: {trade}')
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logger.debug('Handling %s ...', trade)
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(enter, exit_) = (False, False)
exit_tag = None
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exit_signal_type = "exit_short" if trade.is_short else "exit_long"
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if (self.config.get('use_exit_signal', True) or
self.config.get('ignore_roi_if_entry_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
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2021-11-06 14:24:52 +00:00
(enter, exit_, exit_tag) = self.strategy.get_exit_signal(
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trade.pair,
self.strategy.timeframe,
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analyzed_df,
is_short=trade.is_short
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)
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logger.debug('checking exit')
exit_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
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if self._check_and_execute_exit(trade, exit_rate, enter, exit_, exit_tag):
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return True
2018-08-05 04:41:06 +00:00
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logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
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return False
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def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
"""
Check and execute trade exit
"""
exits: List[ExitCheckTuple] = self.strategy.should_exit(
trade,
exit_rate,
datetime.now(timezone.utc),
enter=enter,
exit_=exit_,
force_stoploss=self.edge.get_stoploss(trade.pair) if self.edge else 0
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)
for should_exit in exits:
if should_exit.exit_flag:
exit_tag1 = exit_tag if should_exit.exit_type == ExitType.EXIT_SIGNAL else None
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
f'{f" Tag: {exit_tag1}" if exit_tag1 is not None else ""}')
exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag1)
if exited:
return True
return False
def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
"""
Abstracts creating stoploss orders from the logic.
Handles errors and updates the trade database object.
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Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
:return: True if the order succeeded, and False in case of problems.
"""
try:
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stoploss_order = self.exchange.create_stoploss(
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pair=trade.pair,
amount=trade.amount,
stop_price=stop_price,
order_types=self.strategy.order_types,
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side=trade.exit_side,
leverage=trade.leverage
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)
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order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss',
trade.amount, stop_price)
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trade.orders.append(order_obj)
trade.stoploss_order_id = str(stoploss_order['id'])
trade.stoploss_last_update = datetime.now(timezone.utc)
return True
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except InsufficientFundsError as e:
logger.warning(f"Unable to place stoploss order {e}.")
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# Try to figure out what went wrong
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self.handle_insufficient_funds(trade)
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except InvalidOrderException as e:
trade.stoploss_order_id = None
logger.error(f'Unable to place a stoploss order on exchange. {e}')
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logger.warning('Exiting the trade forcefully')
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self.emergency_exit(trade, stop_price)
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except ExchangeError:
trade.stoploss_order_id = None
logger.exception('Unable to place a stoploss order on exchange.')
return False
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def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
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"""
Check if trade is fulfilled in which case the stoploss
on exchange should be added immediately if stoploss on exchange
2018-11-24 16:10:51 +00:00
is enabled.
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# TODO: liquidation price always on exchange, even without stoploss_on_exchange
# Therefore fetching account liquidations for open pairs may make sense.
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"""
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logger.debug('Handling stoploss on exchange %s ...', trade)
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stoploss_order = None
try:
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# First we check if there is already a stoploss on exchange
stoploss_order = self.exchange.fetch_stoploss_order(
trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
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except InvalidOrderException as exception:
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logger.warning('Unable to fetch stoploss order: %s', exception)
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if stoploss_order:
trade.update_order(stoploss_order)
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# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
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trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
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self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
self._notify_exit(trade, "stoploss", True)
self.handle_protections(trade.pair, trade.trade_direction)
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return True
if trade.open_order_id or not trade.is_open:
# Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
# as the Amount on the exchange is tied up in another trade.
# The trade can be closed already (sell-order fill confirmation came in this iteration)
return False
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# If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
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if not stoploss_order:
stop_price = trade.stoploss_or_liquidation
if self.edge:
stoploss = self.edge.get_stoploss(pair=trade.pair)
stop_price = (
trade.open_rate * (1 - stoploss) if trade.is_short
else trade.open_rate * (1 + stoploss)
)
if self.create_stoploss_order(trade=trade, stop_price=stop_price):
# The above will return False if the placement failed and the trade was force-sold.
# in which case the trade will be closed - which we must check below.
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return False
# If stoploss order is canceled for some reason we add it again
if (trade.is_open
and stoploss_order
and stoploss_order['status'] in ('canceled', 'cancelled')):
if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
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return False
else:
logger.warning('Stoploss order was cancelled, but unable to recreate one.')
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# Finally we check if stoploss on exchange should be moved up because of trailing.
# Triggered Orders are now real orders - so don't replace stoploss anymore
if (
trade.is_open and stoploss_order
and stoploss_order.get('status_stop') != 'triggered'
and (self.config.get('trailing_stop', False)
or self.config.get('use_custom_stoploss', False))
):
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# if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new
# value immediately
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self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
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return False
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def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: Dict) -> None:
"""
Check to see if stoploss on exchange should be updated
in case of trailing stoploss on exchange
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:param trade: Corresponding Trade
:param order: Current on exchange stoploss order
:return: None
"""
stoploss_norm = self.exchange.price_to_precision(
trade.pair, trade.stoploss_or_liquidation,
rounding_mode=ROUND_DOWN if trade.is_short else ROUND_UP)
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if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
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# we check if the update is necessary
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update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
upd_req = datetime.now(timezone.utc) - timedelta(seconds=update_beat)
if trade.stoploss_last_update_utc and upd_req >= trade.stoploss_last_update_utc:
# cancelling the current stoploss on exchange first
logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
f"(orderid:{order['id']}) in order to add another one ...")
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self.cancel_stoploss_on_exchange(trade)
# Create new stoploss order
if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
def manage_open_orders(self) -> None:
"""
Management of open orders on exchange. Unfilled orders might be cancelled if timeout
was met or replaced if there's a new candle and user has requested it.
Timeout setting takes priority over limit order adjustment request.
:return: None
"""
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for trade in Trade.get_open_order_trades():
try:
if not trade.open_order_id:
continue
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
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except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
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not_closed = order['status'] == 'open' or fully_cancelled
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order_obj = trade.select_order_by_order_id(trade.open_order_id)
if not_closed:
if fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
trade, order_obj, datetime.now(timezone.utc))):
self.handle_cancel_order(order, trade, constants.CANCEL_REASON['TIMEOUT'])
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else:
self.replace_order(order, order_obj, trade)
def handle_cancel_order(self, order: Dict, trade: Trade, reason: str) -> None:
"""
Check if current analyzed order timed out and cancel if necessary.
:param order: Order dict grabbed with exchange.fetch_order()
:param trade: Trade object.
:return: None
"""
if order['side'] == trade.entry_side:
self.handle_cancel_enter(trade, order, reason)
else:
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canceled = self.handle_cancel_exit(trade, order, reason)
canceled_count = trade.get_exit_order_count()
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
logger.warning(f'Emergency exiting trade {trade}, as the exit order '
f'timed out {max_timeouts} times.')
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self.emergency_exit(trade, order['price'])
def emergency_exit(self, trade: Trade, price: float) -> None:
try:
self.execute_trade_exit(
trade, price,
exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
except DependencyException as exception:
logger.warning(
f'Unable to emergency exit trade {trade.pair}: {exception}')
def replace_order(self, order: Dict, order_obj: Optional[Order], trade: Trade) -> None:
"""
Check if current analyzed entry order should be replaced or simply cancelled.
To simply cancel the existing order(no replacement) adjust_entry_price() should return None
To maintain existing order adjust_entry_price() should return order_obj.price
To replace existing order adjust_entry_price() should return desired price for limit order
:param order: Order dict grabbed with exchange.fetch_order()
:param order_obj: Order object.
:param trade: Trade object.
:return: None
"""
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
latest_candle_open_date = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
latest_candle_close_date = timeframe_to_next_date(self.strategy.timeframe,
latest_candle_open_date)
# Check if new candle
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if order_obj and latest_candle_close_date > order_obj.order_date_utc:
# New candle
proposed_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=True)
adjusted_entry_price = strategy_safe_wrapper(self.strategy.adjust_entry_price,
default_retval=order_obj.price)(
trade=trade, order=order_obj, pair=trade.pair,
current_time=datetime.now(timezone.utc), proposed_rate=proposed_rate,
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current_order_rate=order_obj.safe_price, entry_tag=trade.enter_tag,
side=trade.entry_side)
replacing = True
cancel_reason = constants.CANCEL_REASON['REPLACE']
if not adjusted_entry_price:
replacing = False
cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
if order_obj.price != adjusted_entry_price:
# cancel existing order if new price is supplied or None
self.handle_cancel_enter(trade, order, cancel_reason,
replacing=replacing)
if adjusted_entry_price:
# place new order only if new price is supplied
self.execute_entry(
pair=trade.pair,
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stake_amount=(
order_obj.safe_remaining * order_obj.safe_price / trade.leverage),
price=adjusted_entry_price,
trade=trade,
is_short=trade.is_short,
order_adjust=True,
)
def cancel_all_open_orders(self) -> None:
"""
Cancel all orders that are currently open
:return: None
"""
for trade in Trade.get_open_order_trades():
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if not trade.open_order_id:
continue
try:
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
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except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
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if order['side'] == trade.entry_side:
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
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elif order['side'] == trade.exit_side:
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
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Trade.commit()
def handle_cancel_enter(
self, trade: Trade, order: Dict, reason: str,
replacing: Optional[bool] = False
) -> bool:
"""
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entry cancel - cancel order
:param replacing: Replacing order - prevent trade deletion.
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:return: True if trade was fully cancelled
"""
was_trade_fully_canceled = False
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side = trade.entry_side.capitalize()
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if not trade.open_order_id:
logger.warning(f"No open order for {trade}.")
return False
# Cancelled orders may have the status of 'canceled' or 'closed'
if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
filled_val: float = order.get('filled', 0.0) or 0.0
filled_stake = filled_val * trade.open_rate
minstake = self.exchange.get_min_pair_stake_amount(
trade.pair, trade.open_rate, self.strategy.stoploss)
if filled_val > 0 and minstake and filled_stake < minstake:
logger.warning(
f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
2021-09-10 17:34:57 +00:00
f"as the filled amount of {filled_val} would result in an unexitable trade.")
return False
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
2020-08-01 13:59:50 +00:00
# Avoid race condition where the order could not be cancelled coz its already filled.
# Simply bailing here is the only safe way - as this order will then be
# handled in the next iteration.
if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
2020-08-01 13:59:50 +00:00
logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
return False
2019-10-18 05:01:05 +00:00
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
2019-10-18 05:01:05 +00:00
2021-09-10 17:34:57 +00:00
logger.info('%s order %s for %s.', side, reason, trade)
2019-10-18 05:01:05 +00:00
# Using filled to determine the filled amount
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filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
# if trade is not partially completed and it's the only order, just delete the trade
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open_order_count = len([order for order in trade.orders if order.status == 'open'])
if open_order_count <= 1 and trade.nr_of_successful_entries == 0 and not replacing:
logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
trade.delete()
was_trade_fully_canceled = True
reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
else:
self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None
logger.info(f'{side} Order timeout for {trade}.')
else:
# update_trade_state (and subsequently recalc_trade_from_orders) will handle updates
# to the trade object
self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None
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logger.info(f'Partial {trade.entry_side} order timeout for {trade}.')
reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
self.wallets.update()
self._notify_enter_cancel(trade, order_type=self.strategy.order_types['entry'],
reason=reason)
return was_trade_fully_canceled
def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool:
"""
exit order cancel - cancel order and update trade
:return: True if exit order was cancelled, false otherwise
"""
cancelled = False
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# Cancelled orders may have the status of 'canceled' or 'closed'
if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
filled_val: float = order.get('filled', 0.0) or 0.0
filled_rem_stake = trade.stake_amount - filled_val * trade.open_rate
minstake = self.exchange.get_min_pair_stake_amount(
trade.pair, trade.open_rate, self.strategy.stoploss)
# Double-check remaining amount
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if filled_val > 0:
reason = constants.CANCEL_REASON['PARTIALLY_FILLED']
if minstake and filled_rem_stake < minstake:
logger.warning(
f"Order {trade.open_order_id} for {trade.pair} not cancelled, as "
f"the filled amount of {filled_val} would result in an unexitable trade.")
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reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
self._notify_exit_cancel(
trade,
order_type=self.strategy.order_types['exit'],
reason=reason, order_id=order['id'],
sub_trade=trade.amount != order['amount']
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)
return False
2020-02-08 20:02:52 +00:00
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try:
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order = self.exchange.cancel_order_with_result(order['id'], trade.pair,
trade.amount)
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except InvalidOrderException:
logger.exception(
f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
return False
2023-03-11 14:12:32 +00:00
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# Set exit_reason for fill message
exit_reason_prev = trade.exit_reason
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trade.exit_reason = trade.exit_reason + f", {reason}" if trade.exit_reason else reason
# Order might be filled above in odd timing issues.
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if order.get('status') in ('canceled', 'cancelled'):
trade.exit_reason = None
else:
trade.exit_reason = exit_reason_prev
cancelled = True
else:
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reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
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trade.exit_reason = None
self.update_trade_state(trade, trade.open_order_id, order)
logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
trade.open_order_id = None
trade.close_rate = None
trade.close_rate_requested = None
self._notify_exit_cancel(
trade,
order_type=self.strategy.order_types['exit'],
reason=reason, order_id=order['id'], sub_trade=trade.amount != order['amount']
)
return cancelled
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def _safe_exit_amount(self, trade: Trade, pair: str, amount: float) -> float:
"""
Get sellable amount.
Should be trade.amount - but will fall back to the available amount if necessary.
This should cover cases where get_real_amount() was not able to update the amount
for whatever reason.
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:param trade: Trade we're working with
2019-12-18 19:16:53 +00:00
:param pair: Pair we're trying to sell
:param amount: amount we expect to be available
:return: amount to sell
:raise: DependencyException: if available balance is not within 2% of the available amount.
"""
2020-01-15 20:52:10 +00:00
# Update wallets to ensure amounts tied up in a stoploss is now free!
self.wallets.update()
if self.trading_mode == TradingMode.FUTURES:
return amount
2020-02-26 06:08:09 +00:00
trade_base_currency = self.exchange.get_pair_base_currency(pair)
wallet_amount = self.wallets.get_free(trade_base_currency)
2020-01-15 20:52:10 +00:00
logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
if wallet_amount >= amount:
# A safe exit amount isn't needed for futures, you can just exit/close the position
return amount
elif wallet_amount > amount * 0.98:
logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.")
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trade.amount = wallet_amount
return wallet_amount
else:
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raise DependencyException(
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f"Not enough amount to exit trade. Trade-amount: {amount}, Wallet: {wallet_amount}")
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def execute_trade_exit(
self,
trade: Trade,
limit: float,
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exit_check: ExitCheckTuple,
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*,
exit_tag: Optional[str] = None,
ordertype: Optional[str] = None,
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sub_trade_amt: Optional[float] = None,
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) -> bool:
"""
Executes a trade exit for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
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:param exit_check: CheckTuple with signal and reason
:return: True if it succeeds False
"""
try:
trade.funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
)
except ExchangeError:
logger.warning("Could not update funding fee.")
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exit_type = 'exit'
exit_reason = exit_tag or exit_check.exit_reason
if exit_check.exit_type in (
ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS, ExitType.LIQUIDATION):
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exit_type = 'stoploss'
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# set custom_exit_price if available
proposed_limit_rate = limit
current_profit = trade.calc_profit_ratio(limit)
custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=proposed_limit_rate)(
pair=trade.pair, trade=trade,
current_time=datetime.now(timezone.utc),
proposed_rate=proposed_limit_rate, current_profit=current_profit,
exit_tag=exit_reason)
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
trade = self.cancel_stoploss_on_exchange(trade)
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order_type = ordertype or self.strategy.order_types[exit_type]
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if exit_check.exit_type == ExitType.EMERGENCY_EXIT:
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# Emergency sells (default to market!)
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order_type = self.strategy.order_types.get("emergency_exit", "market")
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amount = self._safe_exit_amount(trade, trade.pair, sub_trade_amt or trade.amount)
time_in_force = self.strategy.order_time_in_force['exit']
if (exit_check.exit_type != ExitType.LIQUIDATION
and not sub_trade_amt
and not strategy_safe_wrapper(
self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
time_in_force=time_in_force, exit_reason=exit_reason,
sell_reason=exit_reason, # sellreason -> compatibility
current_time=datetime.now(timezone.utc))):
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logger.info(f"User denied exit for {trade.pair}.")
return False
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try:
# Execute sell and update trade record
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order = self.exchange.create_order(
pair=trade.pair,
ordertype=order_type,
side=trade.exit_side,
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amount=amount,
rate=limit,
leverage=trade.leverage,
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reduceOnly=self.trading_mode == TradingMode.FUTURES,
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time_in_force=time_in_force
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)
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except InsufficientFundsError as e:
logger.warning(f"Unable to place order {e}.")
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# Try to figure out what went wrong
self.handle_insufficient_funds(trade)
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return False
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order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
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trade.orders.append(order_obj)
trade.open_order_id = order['id']
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trade.exit_order_status = ''
trade.close_rate_requested = limit
trade.exit_reason = exit_reason
self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
Trade.commit()
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return True
def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
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sub_trade: bool = False, order: Optional[Order] = None) -> None:
"""
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Sends rpc notification when a sell occurred.
"""
# Use cached rates here - it was updated seconds ago.
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current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=False) if not fill else None
# second condition is for mypy only; order will always be passed during sub trade
if sub_trade and order is not None:
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amount = order.safe_filled if fill else order.safe_amount
order_rate: float = order.safe_price
profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate)
profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate)
else:
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order_rate = trade.safe_close_rate
profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit)
profit_ratio = trade.calc_profit_ratio(order_rate)
amount = trade.amount
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gain = "profit" if profit_ratio > 0 else "loss"
msg: RPCSellMsg = {
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'type': (RPCMessageType.EXIT_FILL if fill
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else RPCMessageType.EXIT),
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
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'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
'gain': gain,
'limit': order_rate, # Deprecated
'order_rate': order_rate,
'order_type': order_type,
'amount': amount,
'open_rate': trade.open_rate,
'close_rate': order_rate,
'current_rate': current_rate,
'profit_amount': profit,
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'profit_ratio': profit_ratio,
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'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
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'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
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'close_date': trade.close_date or datetime.utcnow(),
'stake_amount': trade.stake_amount,
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'stake_currency': self.config['stake_currency'],
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'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency'),
'sub_trade': sub_trade,
'cumulative_profit': trade.realized_profit,
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}
# Send the message
self.rpc.send_msg(msg)
def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
order_id: str, sub_trade: bool = False) -> None:
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"""
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Sends rpc notification when a sell cancel occurred.
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"""
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if trade.exit_order_status == reason:
return
else:
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trade.exit_order_status = reason
order = trade.select_order_by_order_id(order_id)
if not order:
raise DependencyException(
f"Order_obj not found for {order_id}. This should not have happened.")
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profit_rate: float = trade.safe_close_rate
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profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=False)
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profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
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msg: RPCSellCancelMsg = {
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'type': RPCMessageType.EXIT_CANCEL,
'trade_id': trade.id,
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'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
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'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
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'gain': gain,
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'limit': profit_rate or 0,
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'order_type': order_type,
'amount': order.safe_amount_after_fee,
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'open_rate': trade.open_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
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'profit_ratio': profit_ratio,
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'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
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'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
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'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
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'stake_currency': self.config['stake_currency'],
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'base_currency': self.exchange.get_pair_base_currency(trade.pair),
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'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
'sub_trade': sub_trade,
'stake_amount': trade.stake_amount,
}
# Send the message
self.rpc.send_msg(msg)
#
# Common update trade state methods
#
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def update_trade_state(
self, trade: Trade, order_id: Optional[str],
action_order: Optional[Dict[str, Any]] = None,
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stoploss_order: bool = False, send_msg: bool = True) -> bool:
"""
Checks trades with open orders and updates the amount if necessary
Handles closing both buy and sell orders.
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:param trade: Trade object of the trade we're analyzing
:param order_id: Order-id of the order we're analyzing
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:param action_order: Already acquired order object
:param send_msg: Send notification - should always be True except in "recovery" methods
:return: True if order has been cancelled without being filled partially, False otherwise
"""
if not order_id:
logger.warning(f'Orderid for trade {trade} is empty.')
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return False
# Update trade with order values
logger.info(f'Found open order for {trade}')
try:
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order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id,
trade.pair,
stoploss_order)
except InvalidOrderException as exception:
logger.warning('Unable to fetch order %s: %s', order_id, exception)
return False
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trade.update_order(order)
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if self.exchange.check_order_canceled_empty(order):
# Trade has been cancelled on exchange
# Handling of this will happen in check_handle_timedout.
return True
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order_obj = trade.select_order_by_order_id(order_id)
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if not order_obj:
raise DependencyException(
f"Order_obj not found for {order_id}. This should not have happened.")
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self.handle_order_fee(trade, order_obj, order)
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trade.update_trade(order_obj)
if order.get('status') in constants.NON_OPEN_EXCHANGE_STATES:
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# If a entry order was closed, force update on stoploss on exchange
if order.get('side') == trade.entry_side:
trade = self.cancel_stoploss_on_exchange(trade)
if not self.edge:
# TODO: should shorting/leverage be supported by Edge,
# then this will need to be fixed.
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
if order.get('side') == trade.entry_side or (trade.amount > 0 and trade.is_open):
# Must also run for partial exits
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
trade.set_liquidation_price(self.exchange.get_liquidation_price(
pair=trade.pair,
open_rate=trade.open_rate,
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
))
# Updating wallets when order is closed
self.wallets.update()
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Trade.commit()
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self.order_close_notify(trade, order_obj, stoploss_order, send_msg)
return False
def order_close_notify(
self, trade: Trade, order: Order, stoploss_order: bool, send_msg: bool):
"""send "fill" notifications"""
sub_trade = not isclose(order.safe_amount_after_fee,
trade.amount, abs_tol=constants.MATH_CLOSE_PREC)
if order.ft_order_side == trade.exit_side:
# Exit notification
if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', fill=True, sub_trade=sub_trade, order=order)
if not trade.is_open:
self.handle_protections(trade.pair, trade.trade_direction)
elif send_msg and not trade.open_order_id and not stoploss_order:
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# Enter fill
self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
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def handle_protections(self, pair: str, side: LongShort) -> None:
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
prot_trig = self.protections.stop_per_pair(pair, side=side)
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if prot_trig:
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msg: RPCProtectionMsg = {
'type': RPCMessageType.PROTECTION_TRIGGER,
'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
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**prot_trig.to_json() # type: ignore
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}
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self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop(side=side)
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if prot_trig_glb:
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msg = {
'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
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**prot_trig_glb.to_json() # type: ignore
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}
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self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
amount: float, fee_abs: float, order_obj: Order) -> Optional[float]:
"""
Applies the fee to amount (either from Order or from Trades).
Can eat into dust if more than the required asset is available.
Can't happen in Futures mode - where Fees are always in settlement currency,
never in base currency.
"""
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self.wallets.update()
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amount_ = trade.amount
if order_obj.ft_order_side == trade.exit_side or order_obj.ft_order_side == 'stoploss':
# check against remaining amount!
amount_ = trade.amount - amount
if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount_:
# Eat into dust if we own more than base currency
logger.info(f"Fee amount for {trade} was in base currency - "
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f"Eating Fee {fee_abs} into dust.")
elif fee_abs != 0:
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logger.info(f"Applying fee on amount for {trade}, fee={fee_abs}.")
return fee_abs
return None
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def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
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fee_abs = self.get_real_amount(trade, order, order_obj)
if fee_abs is not None:
order_obj.ft_fee_base = fee_abs
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
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def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> Optional[float]:
"""
Detect and update trade fee.
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Calls trade.update_fee() upon correct detection.
Returns modified amount if the fee was taken from the destination currency.
Necessary for exchanges which charge fees in base currency (e.g. binance)
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:return: Absolute fee to apply for this order or None
"""
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# Init variables
order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders
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if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
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return None
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
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if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
order['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
2020-05-01 18:03:06 +00:00
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
# Reject all fees that report as > 2%.
# These are most likely caused by a parsing bug in ccxt
# due to multiple trades (https://github.com/ccxt/ccxt/issues/8025)
trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
if trade_base_currency == fee_currency:
# Apply fee to amount
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee_abs=fee_cost,
order_obj=order_obj)
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return None
return self.fee_detection_from_trades(
trade, order, order_obj, order_amount, order.get('trades', []))
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
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order_amount: float, trades: List) -> Optional[float]:
"""
fee-detection fallback to Trades.
Either uses provided trades list or the result of fetch_my_trades to get correct fee.
"""
if not trades:
trades = self.exchange.get_trades_for_order(
self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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return None
fee_currency = None
amount = 0
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fee_abs = 0.0
fee_cost = 0.0
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
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fee_rate_array: List[float] = []
for exectrade in trades:
amount += exectrade['amount']
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if self.exchange.order_has_fee(exectrade):
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# Prefer singular fee
fees = [exectrade['fee']]
else:
fees = exectrade.get('fees', [])
for fee in fees:
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
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fee, exectrade['symbol'], exectrade['cost'], exectrade['amount']
)
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fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)
# only applies if fee is in quote currency!
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if trade_base_currency == fee_currency:
fee_abs += fee_cost_
# Ensure at least one trade was found:
if fee_currency:
# fee_rate should use mean
fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
if fee_rate is not None and fee_rate < 0.02:
# Only update if fee-rate is < 2%
trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
else:
logger.warning(
f"Not updating {order.get('side', '')}-fee - rate: {fee_rate}, {fee_currency}.")
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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# * Leverage could be a cause for this warning
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
raise DependencyException("Half bought? Amounts don't match")
if fee_abs != 0:
return self.apply_fee_conditional(
trade, trade_base_currency, amount=amount, fee_abs=fee_abs, order_obj=order_obj)
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return None
def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
"""
Return the valid price.
Check if the custom price is of the good type if not return proposed_price
:return: valid price for the order
"""
if custom_price:
try:
valid_custom_price = float(custom_price)
except ValueError:
valid_custom_price = proposed_price
else:
valid_custom_price = proposed_price
cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
# Bracket between min_custom_price_allowed and max_custom_price_allowed
return max(
min(valid_custom_price, max_custom_price_allowed),
min_custom_price_allowed)