stable/freqtrade/freqtradebot.py

1756 lines
77 KiB
Python
Raw Normal View History

"""
Freqtrade is the main module of this bot. It contains the class Freqtrade()
"""
import copy
2018-03-25 19:37:14 +00:00
import logging
import traceback
from datetime import datetime, time, timezone
from math import isclose
from threading import Lock
from typing import Any, Dict, List, Literal, Optional, Tuple
2018-03-17 21:44:47 +00:00
from schedule import Scheduler
2018-07-31 10:47:32 +00:00
2020-10-16 05:39:12 +00:00
from freqtrade import __version__, constants
2019-10-25 17:59:04 +00:00
from freqtrade.configuration import validate_config_consistency
2018-12-12 19:16:03 +00:00
from freqtrade.data.converter import order_book_to_dataframe
2018-12-17 05:43:01 +00:00
from freqtrade.data.dataprovider import DataProvider
2018-09-21 15:41:31 +00:00
from freqtrade.edge import Edge
2022-03-25 07:36:03 +00:00
from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode, SignalDirection,
2022-03-25 05:50:18 +00:00
State, TradingMode)
2020-08-14 08:59:55 +00:00
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
2022-02-28 18:45:15 +00:00
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
2020-10-27 07:09:18 +00:00
from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
2020-12-23 16:00:02 +00:00
from freqtrade.plugins.pairlistmanager import PairListManager
2020-10-14 18:03:56 +00:00
from freqtrade.plugins.protectionmanager import ProtectionManager
2019-11-09 05:55:16 +00:00
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
2021-06-09 17:51:44 +00:00
from freqtrade.rpc import RPCManager
2022-03-25 05:50:18 +00:00
from freqtrade.strategy.interface import IStrategy
2020-02-06 19:30:17 +00:00
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
2020-09-28 17:39:41 +00:00
2018-03-25 19:37:14 +00:00
logger = logging.getLogger(__name__)
class FreqtradeBot(LoggingMixin):
"""
Freqtrade is the main class of the bot.
This is from here the bot start its logic.
"""
def __init__(self, config: Dict[str, Any]) -> 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] = []
2019-03-22 17:16:54 +00:00
logger.info('Starting freqtrade %s', __version__)
# Init bot state
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
2019-08-18 14:22:18 +00:00
# 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)
2019-02-17 03:18:56 +00:00
2020-10-16 05:39:12 +00:00
init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
self.wallets = Wallets(self.config, self.exchange)
PairLocks.timeframe = self.config['timeframe']
self.protections = ProtectionManager(self.config, self.strategy.protections)
# 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)
self.pairlists = PairListManager(self.exchange, self.config)
self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
2018-12-26 13:32:17 +00:00
2021-09-19 23:44:12 +00:00
# Attach Dataprovider to strategy instance
self.strategy.dp = self.dataprovider
# Attach Wallets to strategy instance
self.strategy.wallets = self.wallets
2018-12-26 13:32:17 +00:00
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
2018-11-07 17:12:46 +00:00
self.config.get('edge', {}).get('enabled', False) else None
2020-05-16 08:49:24 +00:00
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
2021-09-08 07:12:08 +00:00
# Protect exit-logic from forcesell and vice versa
2021-09-08 06:49:04 +00:00
self._exit_lock = Lock()
LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
2022-02-21 18:19:12 +00:00
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 = datetime(1970, 1, 1, tzinfo=timezone.utc)
2020-01-27 00:34:53 +00:00
def notify_status(self, msg: str) -> None:
"""
Public method for users of this class (worker, etc.) to send notifications
via RPC about changes in the bot status.
"""
self.rpc.send_msg({
2021-04-20 04:41:58 +00:00
'type': RPCMessageType.STATUS,
2020-01-27 00:34:53 +00:00
'status': msg
})
def cleanup(self) -> None:
"""
Cleanup pending resources on an already stopped bot
:return: None
"""
logger.info('Cleaning up modules ...')
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
2020-06-28 09:02:50 +00:00
self.check_for_open_trades()
self.rpc.cleanup()
2020-10-16 05:39:12 +00:00
cleanup_db()
2021-12-31 10:21:02 +00:00
self.exchange.close()
2019-05-19 18:06:26 +00:00
def startup(self) -> None:
"""
Called on startup and after reloading the bot - triggers notifications and
performs startup tasks
"""
2020-12-07 09:54:37 +00:00
self.rpc.startup_messages(self.config, self.pairlists, self.protections)
if not self.edge:
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
2019-05-19 18:06:26 +00:00
# Only update open orders on startup
# This will update the database after the initial migration
self.startup_update_open_orders()
2020-08-13 17:37:41 +00:00
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
"""
2020-06-09 22:39:23 +00:00
# Check whether markets have to be reloaded and reload them when it's needed
self.exchange.reload_markets()
self.update_closed_trades_without_assigned_fees()
# Query trades from persistence layer
trades = Trade.get_open_trades()
2020-05-16 08:49:24 +00:00
self.active_pair_whitelist = self._refresh_active_whitelist(trades)
# Refreshing candles
self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
2021-09-19 23:44:12 +00:00
self.strategy.gather_informative_pairs())
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
2020-06-14 05:00:55 +00:00
self.strategy.analyze(self.active_pair_whitelist)
2021-09-08 06:49:04 +00:00
with self._exit_lock:
# Check and handle any timed out open orders
self.check_handle_timedout()
2021-09-08 07:12:08 +00:00
# Protect from collisions with forceexit.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
2021-09-08 07:12:08 +00:00
# while exiting is in process, since telegram messages arrive in an different thread.
2021-09-08 06:49:04 +00:00
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:
2022-01-13 16:18:07 +00:00
with self._exit_lock:
self.process_open_trade_positions()
# Then looking for buy opportunities
if self.get_free_open_trades():
self.enter_positions()
2021-10-12 17:10:38 +00:00
if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
2021-04-15 05:57:52 +00:00
Trade.commit()
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):
2020-06-27 16:40:44 +00:00
"""
Notify the user when the bot is stopped (not reloaded)
2020-06-27 16:40:44 +00:00
and there are still open trades active.
"""
open_trades = Trade.get_trades([Trade.is_open.is_(True)]).all()
if len(open_trades) != 0 and self.state != State.RELOAD_CONFIG:
msg = {
2021-04-20 04:41:58 +00:00
'type': RPCMessageType.WARNING,
'status':
f"{len(open_trades)} open trades active.\n\n"
f"Handle these trades manually on {self.exchange.name}, "
f"or '/start' the bot again and use '/stopbuy' "
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)
2020-05-16 08:49:24 +00:00
def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
2019-02-20 13:12:17 +00:00
"""
2020-05-16 08:49:24 +00:00
Refresh active whitelist from pairlist or edge and extend it with
pairs that have open trades.
2019-02-20 13:12:17 +00:00
"""
# Refresh 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])
return _whitelist
2019-02-20 12:12:04 +00:00
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 = len(Trade.get_open_trades())
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()
for trade in trades:
funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
2022-03-22 18:28:13 +00:00
open_date=trade.open_date_utc
)
trade.funding_fees = funding_fees
else:
return 0.0
def startup_update_open_orders(self):
2020-08-13 15:18:56 +00:00
"""
Updates open orders based on order list kept in the database.
Mainly updates the state of orders - but may also close trades
2020-08-13 15:18:56 +00:00
"""
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
2020-08-13 15:18:56 +00:00
orders = Order.get_open_orders()
logger.info(f"Updating {len(orders)} open orders.")
for order in orders:
try:
2020-08-22 07:30:25 +00:00
fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
order.ft_order_side == 'stoploss')
2020-08-13 17:37:41 +00:00
self.update_trade_state(order.trade, order.order_id, fo)
2020-08-13 17:37:41 +00:00
2020-09-06 17:32:00 +00:00
except ExchangeError as e:
2020-09-06 17:32:00 +00:00
logger.warning(f"Error updating Order {order.order_id} due to {e}")
2020-08-13 15:18:56 +00:00
if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
def update_closed_trades_without_assigned_fees(self):
"""
Update closed trades without close fees assigned.
2021-05-16 12:50:25 +00:00
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
2021-06-20 04:19:09 +00:00
trades: List[Trade] = Trade.get_closed_trades_without_assigned_fees()
for trade in trades:
2021-09-10 17:34:57 +00:00
if not trade.is_open and not trade.fee_updated(trade.exit_side):
# Get sell fee
2021-09-10 17:34:57 +00:00
order = trade.select_order(trade.exit_side, False)
if order:
2021-09-10 17:34:57 +00:00
logger.info(
f"Updating {trade.exit_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
2020-08-22 07:30:25 +00:00
self.update_trade_state(trade, order.order_id,
stoploss_order=order.ft_order_side == 'stoploss',
send_msg=False)
2020-08-22 13:48:42 +00:00
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
for trade in trades:
2021-09-10 17:34:57 +00:00
if trade.is_open and not trade.fee_updated(trade.enter_side):
order = trade.select_order(trade.enter_side, False)
2022-01-22 16:25:21 +00:00
open_order = trade.select_order(trade.enter_side, True)
if order and open_order is None:
2021-09-10 17:34:57 +00:00
logger.info(
f"Updating {trade.enter_side}-fee on trade {trade}"
f"for order {order.order_id}."
)
self.update_trade_state(trade, order.order_id, send_msg=False)
2020-08-22 13:48:00 +00:00
def handle_insufficient_funds(self, trade: Trade):
2020-08-14 08:59:55 +00:00
"""
Try refinding a lost trade.
2021-09-08 07:12:08 +00:00
Only used when InsufficientFunds appears on exit orders (stoploss or long sell/short buy).
2020-08-14 08:59:55 +00:00
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
2020-08-24 04:50:43 +00:00
if not order.ft_is_open:
logger.debug(f"Order {order} is no longer open.")
2020-08-24 04:50:43 +00:00
continue
2020-08-14 08:59:55 +00:00
try:
2020-08-22 07:30:25 +00:00
fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
order.ft_order_side == 'stoploss')
2020-08-14 08:59:55 +00:00
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
2021-09-10 17:34:57 +00:00
elif order.ft_order_side == trade.exit_side:
2020-08-14 08:59:55 +00:00
if fo and fo['status'] == 'open':
# Assume this as the open order
trade.open_order_id = order.order_id
2022-02-23 05:27:56 +00:00
elif order.ft_order_side == trade.enter_side:
if fo and fo['status'] == 'open':
trade.open_order_id = order.order_id
2020-08-14 08:59:55 +00:00
if fo:
2021-06-08 19:04:34 +00:00
logger.info(f"Found {order} for trade {trade}.")
2020-08-22 07:30:25 +00:00
self.update_trade_state(trade, order.order_id, fo,
2020-08-22 13:48:42 +00:00
stoploss_order=order.ft_order_side == 'stoploss')
2020-08-14 08:59:55 +00:00
except ExchangeError:
2020-09-09 05:50:52 +00:00
logger.warning(f"Error updating {order.order_id}.")
2020-08-14 08:59:55 +00:00
2020-01-01 23:53:25 +00:00
#
# BUY / enter positions / open trades logic and methods
2020-01-01 23:53:25 +00:00
#
def enter_positions(self) -> int:
"""
Tries to execute entry orders for new trades (positions)
2020-01-01 23:53:25 +00:00
"""
trades_created = 0
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.info("Active pair whitelist is empty.")
2020-10-25 09:54:30 +00:00
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:
logger.info("No currency pair in active pair whitelist, "
2021-09-08 07:12:08 +00:00
"but checking to exit open trades.")
2020-10-25 09:54:30 +00:00
return trades_created
if PairLocks.is_global_lock():
2020-11-25 10:54:11 +00:00
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)
2020-11-25 10:54:11 +00:00
else:
self.log_once("Global pairlock active. Not creating new trades.", logger.info)
return trades_created
2020-10-25 09:54:30 +00:00
# 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)
2020-01-01 23:53:25 +00:00
if not trades_created:
2021-09-08 07:48:22 +00:00
logger.debug("Found no enter signals for whitelisted currencies. Trying again...")
2020-01-01 23:53:25 +00:00
return trades_created
2019-12-29 01:17:49 +00:00
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.
2019-04-03 17:51:46 +00:00
2019-12-29 01:17:49 +00:00
:return: True if a trade has been created.
"""
2019-12-29 01:17:49 +00:00
logger.debug(f"create_trade for pair {pair}")
2020-08-24 09:09:09 +00:00
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
2020-11-25 10:54:11 +00:00
nowtime = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
if self.strategy.is_pair_locked(pair, nowtime):
lock = PairLocks.get_pair_longest_lock(pair, nowtime)
if lock:
self.log_once(f"Pair {pair} is still locked until "
2021-04-22 17:28:39 +00:00
f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
f"due to {lock.reason}.",
2020-11-25 10:54:11 +00:00
logger.info)
else:
self.log_once(f"Pair {pair} is still locked.", logger.info)
2019-04-01 11:08:03 +00:00
return False
2020-03-20 04:48:53 +00:00
# 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
2020-03-05 20:57:01 +00:00
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
2021-09-27 05:07:49 +00:00
(signal, enter_tag) = self.strategy.get_entry_signal(
2021-07-20 16:56:03 +00:00
pair,
self.strategy.timeframe,
analyzed_df
)
2021-09-27 05:07:49 +00:00
if signal:
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
2021-07-21 13:05:35 +00:00
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
2021-10-18 06:16:49 +00:00
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)
)
2019-12-29 01:17:49 +00:00
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:
2021-12-27 17:41:33 +00:00
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.
"""
if self.strategy.max_entry_position_adjustment > -1:
2022-02-13 14:10:09 +00:00
count_of_buys = trade.nr_of_successful_entries
if count_of_buys > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
2022-01-21 00:35:22 +00:00
return
2022-01-19 12:58:24 +00:00
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=True)
current_profit = trade.calc_profit_ratio(current_rate)
2022-01-11 10:05:57 +00:00
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
current_rate,
self.strategy.stoploss)
max_stake_amount = self.exchange.get_max_pair_stake_amount(trade.pair, current_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)(
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount,
max_stake=min(max_stake_amount, stake_available))
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
2022-02-13 15:01:44 +00:00
self.execute_entry(trade.pair, stake_amount, trade=trade, is_short=trade.is_short)
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
# TODO: Selling part of the trade not implemented yet.
logger.error(f"Unable to decrease trade position / sell partially"
f" for pair {trade.pair}, feature not implemented.")
2022-03-27 15:00:45 +00:00
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
"""
2018-08-07 10:29:37 +00:00
conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
2020-02-04 00:57:24 +00:00
logger.info(f"Checking depth of market for {pair} ...")
order_book = self.exchange.fetch_l2_order_book(pair, 1000)
2018-08-05 13:08:07 +00:00
order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
2018-08-05 04:41:06 +00:00
order_book_bids = order_book_data_frame['b_size'].sum()
order_book_asks = order_book_data_frame['a_size'].sum()
2021-09-10 17:34:57 +00:00
enter_side = order_book_bids if side == SignalDirection.LONG else order_book_asks
exit_side = order_book_asks if side == SignalDirection.LONG else order_book_bids
bids_ask_delta = enter_side / exit_side
bids = f"Bids: {order_book_bids}"
asks = f"Asks: {order_book_asks}"
delta = f"Delta: {bids_ask_delta}"
2020-01-28 16:09:44 +00:00
logger.info(
2021-09-10 17:34:57 +00:00
f"{bids}, {asks}, {delta}, Direction: {side.value}"
2020-02-04 00:57:24 +00:00
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:
2020-02-04 00:57:24 +00:00
logger.info(f"Bids to asks delta for {pair} DOES satisfy condition.")
2018-08-05 04:41:06 +00:00
return True
else:
2020-02-04 00:57:24 +00:00
logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
return False
2018-07-10 13:10:56 +00:00
2021-09-10 17:34:57 +00:00
def execute_entry(
self,
pair: str,
stake_amount: float,
price: Optional[float] = None,
2021-12-01 06:11:11 +00:00
*,
2021-09-10 17:34:57 +00:00
is_short: bool = False,
2021-12-01 06:11:11 +00:00
ordertype: Optional[str] = None,
2022-01-22 16:25:21 +00:00
enter_tag: Optional[str] = None,
trade: Optional[Trade] = None,
2021-09-10 17:34:57 +00:00
) -> bool:
2018-07-10 13:10:56 +00:00
"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
2021-06-25 17:13:31 +00:00
:param stake_amount: amount of stake-currency for the pair
2021-09-10 17:34:57 +00:00
:param leverage: amount of leverage applied to this trade
2020-02-08 20:31:36 +00:00
: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']
2021-09-10 17:34:57 +00:00
[side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
trade_side: Literal['long', 'short'] = 'short' if is_short else 'long'
pos_adjust = trade is not None
2021-09-10 17:34:57 +00:00
enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, trade_side, enter_tag, trade)
if not stake_amount:
2018-06-16 23:23:12 +00:00
return False
if pos_adjust:
logger.info(f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}")
else:
2022-01-22 16:25:21 +00:00
logger.info(
f"{name} signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
2021-09-10 17:34:57 +00:00
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)(
2021-09-08 07:40:22 +00:00
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
2022-01-29 13:19:30 +00:00
entry_tag=enter_tag, side=trade_side):
logger.info(f"User requested abortion of buying {pair}")
return False
2021-09-13 05:39:08 +00:00
order = self.exchange.create_order(
pair=pair,
ordertype=order_type,
side=side,
amount=amount,
rate=enter_limit_requested,
2022-02-02 04:23:05 +00:00
reduceOnly=False,
2021-09-13 05:39:08 +00:00
time_in_force=time_in_force,
leverage=leverage
)
2021-09-10 17:34:57 +00:00
order_obj = Order.parse_from_ccxt_object(order, pair, side)
order_id = order['id']
order_status = order.get('status', None)
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
2021-09-08 07:40:22 +00:00
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
2021-09-10 17:34:57 +00:00
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')
2021-09-08 07:40:22 +00:00
enter_limit_filled_price = safe_value_fallback(order, 'average', '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')
2021-09-08 07:40:22 +00:00
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
2022-02-28 18:23:14 +00:00
# TODO: this might be unnecessary, as we're calling it in update_trade_state.
2022-02-28 18:45:15 +00:00
isolated_liq = self.exchange.get_liquidation_price(
leverage=leverage,
pair=pair,
amount=amount,
open_rate=enter_limit_filled_price,
is_short=is_short
)
2022-02-28 18:45:15 +00:00
interest_rate = self.exchange.get_interest_rate()
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
2018-06-17 10:41:33 +00:00
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
open_date = datetime.now(timezone.utc)
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
# This is a new trade
2021-12-18 09:15:59 +00:00
if trade is None:
trade = Trade(
pair=pair,
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,
2022-01-22 16:25:21 +00:00
open_date=open_date,
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
2022-01-22 16:25:21 +00:00
enter_tag=enter_tag,
timeframe=timeframe_to_minutes(self.config['timeframe']),
leverage=leverage,
is_short=is_short,
interest_rate=interest_rate,
2022-03-06 18:05:20 +00:00
liquidation_price=isolated_liq,
2022-01-22 16:25:21 +00:00
trading_mode=self.trading_mode,
funding_fees=funding_fees
)
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
2020-08-13 07:34:53 +00:00
trade.orders.append(order_obj)
trade.recalc_trade_from_orders()
Trade.query.session.add(trade)
2021-04-15 05:57:52 +00:00
Trade.commit()
# Updating wallets
self.wallets.update()
self._notify_enter(trade, order, order_type)
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 closed
if order_status == 'closed':
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 self.strategy.order_types.get('stoploss_on_exchange') and 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)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
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: Literal['long', 'short'],
entry_tag: Optional[str],
trade: Optional[Trade]
) -> Tuple[float, float, float]:
if price:
enter_limit_requested = price
else:
# Calculate price
proposed_enter_rate = self.exchange.get_rate(
pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_enter_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
2022-01-23 18:32:38 +00:00
proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
2022-01-22 16:25:21 +00:00
if not enter_limit_requested:
raise PricingError('Could not determine entry price.')
2022-01-22 16:25:21 +00:00
if trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
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,
) if self.trading_mode != TradingMode.SPOT else 1.0
# 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
2022-01-22 16:25:21 +00:00
# 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, leverage)
max_stake_amount = self.exchange.get_max_pair_stake_amount(
pair, enter_limit_requested, leverage)
2022-01-22 16:25:21 +00:00
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),
2022-01-29 13:19:30 +00:00
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,
)
2022-01-22 16:25:21 +00:00
return enter_limit_requested, stake_amount, leverage
def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
fill: bool = False) -> None:
2020-01-02 10:51:25 +00:00
"""
Sends rpc notification when a entry order occurred.
2020-01-02 10:51:25 +00:00
"""
2021-12-02 05:53:15 +00:00
if fill:
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
else:
msg_type = RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY
2021-12-13 00:46:37 +00:00
open_rate = safe_value_fallback(order, 'average', 'price')
2021-12-13 09:17:24 +00:00
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)
2021-12-02 05:53:15 +00:00
2020-01-02 10:51:25 +00:00
msg = {
'trade_id': trade.id,
2021-12-02 05:53:15 +00:00
'type': msg_type,
2021-11-21 08:51:16 +00:00
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
2020-01-02 10:51:25 +00:00
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
2021-12-29 13:24:12 +00:00
'leverage': trade.leverage if trade.leverage else None,
'direction': 'Short' if trade.is_short else 'Long',
'limit': open_rate, # Deprecated (?)
2021-12-13 09:17:24 +00:00
'open_rate': open_rate,
2020-01-02 10:51:25 +00:00
'order_type': order_type,
'stake_amount': trade.stake_amount,
2020-01-02 11:38:25 +00:00
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': safe_value_fallback(order, 'filled', 'amount') or trade.amount,
2020-02-08 20:02:52 +00:00
'open_date': trade.open_date or datetime.utcnow(),
'current_rate': current_rate,
2020-02-08 20:02:52 +00:00
}
# Send the message
self.rpc.send_msg(msg)
def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> 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)
2021-09-10 17:34:57 +00:00
msg_type = RPCMessageType.SHORT_CANCEL if trade.is_short else RPCMessageType.BUY_CANCEL
2020-02-08 20:02:52 +00:00
msg = {
'trade_id': trade.id,
2021-09-10 17:34:57 +00:00
'type': msg_type,
2021-11-21 08:51:16 +00:00
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
2020-02-08 20:02:52 +00:00
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
2021-12-29 13:24:12 +00:00
'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
'limit': trade.open_rate,
2020-02-08 20:02:52 +00:00
'order_type': order_type,
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount,
'open_date': trade.open_date,
'current_rate': current_rate,
'reason': reason,
2020-01-02 10:51:25 +00:00
}
# Send the message
self.rpc.send_msg(msg)
2020-01-01 23:53:25 +00:00
#
# SELL / exit positions / close trades logic and methods
2020-01-01 23:53:25 +00:00
#
def exit_positions(self, trades: List[Any]) -> 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:
if (self.strategy.order_types.get('stoploss_on_exchange') and
self.handle_stoploss_on_exchange(trade)):
trades_closed += 1
2021-04-15 05:57:52 +00:00
Trade.commit()
continue
# 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
2019-10-02 00:27:17 +00:00
except DependencyException as exception:
2022-01-01 18:16:24 +00:00
logger.warning(f'Unable to exit trade {trade.pair}: {exception}')
2021-05-16 11:16:17 +00:00
# Updating wallets if any trade occurred
if trades_closed:
self.wallets.update()
return trades_closed
def handle_trade(self, trade: Trade) -> bool:
"""
2021-09-08 07:12:08 +00:00
Sells/exits_short the current pair if the threshold is reached and updates the trade record.
: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}')
2018-03-25 19:37:14 +00:00
logger.debug('Handling %s ...', trade)
2021-08-24 18:40:35 +00:00
(enter, exit_) = (False, False)
exit_tag = None
2021-09-10 17:34:57 +00:00
exit_signal_type = "exit_short" if trade.is_short else "exit_long"
if (self.config.get('use_sell_signal', True) or
self.config.get('ignore_roi_if_buy_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
2020-06-18 06:01:09 +00:00
2021-11-06 14:24:52 +00:00
(enter, exit_, exit_tag) = self.strategy.get_exit_signal(
2021-07-20 16:56:03 +00:00
trade.pair,
self.strategy.timeframe,
2021-09-10 17:34:57 +00:00
analyzed_df,
is_short=trade.is_short
2021-07-20 16:56:03 +00:00
)
2021-09-10 17:34:57 +00:00
logger.debug('checking exit')
exit_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
2021-11-06 14:24:52 +00:00
if self._check_and_execute_exit(trade, exit_rate, enter, exit_, exit_tag):
2021-06-25 18:36:39 +00:00
return True
2018-08-05 04:41:06 +00:00
2021-09-10 17:34:57 +00:00
logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
2018-08-05 04:41:06 +00:00
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.
2019-09-01 08:25:05 +00:00
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:
2021-07-26 06:01:57 +00:00
stoploss_order = self.exchange.stoploss(
pair=trade.pair,
amount=trade.amount,
stop_price=stop_price,
order_types=self.strategy.order_types,
2021-09-19 23:44:12 +00:00
side=trade.exit_side,
leverage=trade.leverage
2021-07-26 06:01:57 +00:00
)
2020-08-13 07:34:53 +00:00
2020-08-13 14:14:28 +00:00
order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
2020-08-13 07:34:53 +00:00
trade.orders.append(order_obj)
trade.stoploss_order_id = str(stoploss_order['id'])
return True
2020-08-14 08:59:55 +00:00
except InsufficientFundsError as e:
logger.warning(f"Unable to place stoploss order {e}.")
2020-08-22 13:48:00 +00:00
# Try to figure out what went wrong
2020-09-14 15:34:13 +00:00
self.handle_insufficient_funds(trade)
2020-08-14 08:59:55 +00:00
except InvalidOrderException as e:
trade.stoploss_order_id = None
logger.error(f'Unable to place a stoploss order on exchange. {e}')
2021-09-08 07:40:22 +00:00
logger.warning('Exiting the trade forcefully')
2022-03-25 05:46:29 +00:00
self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple(
2022-03-25 05:55:37 +00:00
exit_type=ExitType.EMERGENCY_SELL))
2020-06-28 14:01:40 +00:00
except ExchangeError:
trade.stoploss_order_id = None
logger.exception('Unable to place a stoploss order on exchange.')
return False
2018-11-24 16:08:12 +00:00
def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
2018-11-24 16:10:51 +00:00
"""
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.
2022-03-25 14:17:46 +00:00
# TODO: liquidation price always on exchange, even without stoploss_on_exchange
# Therefore fetching account liquidations for open pairs may make sense.
2018-11-24 16:10:51 +00:00
"""
2019-04-04 15:13:54 +00:00
logger.debug('Handling stoploss on exchange %s ...', trade)
2019-04-05 18:20:16 +00:00
stoploss_order = None
try:
2019-04-04 15:13:54 +00:00
# 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
2019-04-05 18:20:16 +00:00
except InvalidOrderException as exception:
2019-04-04 15:13:54 +00:00
logger.warning('Unable to fetch stoploss order: %s', exception)
2020-08-13 13:39:29 +00:00
if stoploss_order:
trade.update_order(stoploss_order)
2020-01-23 18:40:31 +00:00
# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
2022-03-24 19:33:47 +00:00
trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
2020-08-22 07:30:25 +00:00
self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
2020-01-23 18:40:31 +00:00
# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
2020-10-20 17:39:38 +00:00
reason='Auto lock')
self._notify_exit(trade, "stoploss")
2020-01-23 18:40:31 +00:00
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
2021-09-08 07:12:08 +00:00
# If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
2020-06-13 22:42:45 +00:00
if not stoploss_order:
stoploss = (
self.edge.stoploss(pair=trade.pair)
if self.edge else
self.strategy.stoploss / trade.leverage
)
2021-09-10 17:34:57 +00:00
if trade.is_short:
stop_price = trade.open_rate * (1 - stoploss)
else:
stop_price = 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.
trade.stoploss_last_update = datetime.utcnow()
2019-04-04 15:13:54 +00:00
return False
2019-04-04 15:13:54 +00:00
# If stoploss order is canceled for some reason we add it
if (trade.is_open
and stoploss_order
and stoploss_order['status'] in ('canceled', 'cancelled')):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
2019-04-04 15:13:54 +00:00
return False
else:
trade.stoploss_order_id = None
logger.warning('Stoploss order was cancelled, but unable to recreate one.')
2019-04-04 15:13:54 +00:00
# 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))
):
2019-04-04 15:13:54 +00:00
# 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
2021-10-02 09:58:02 +00:00
self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
2019-04-04 15:13:54 +00:00
return False
2022-02-03 05:55:58 +00:00
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
2021-06-25 17:13:31 +00:00
:param trade: Corresponding Trade
:param order: Current on exchange stoploss order
:return: None
"""
stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stop_loss)
2022-03-10 05:54:20 +00:00
if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
2021-05-16 11:16:17 +00:00
# we check if the update is necessary
2019-01-18 11:02:29 +00:00
update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
2019-10-18 17:36:04 +00:00
if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
# 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 ...")
try:
2021-05-16 12:15:24 +00:00
co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
trade.amount)
2020-08-14 09:25:20 +00:00
trade.update_order(co)
except InvalidOrderException:
logger.exception(f"Could not cancel stoploss order {order['id']} "
f"for pair {trade.pair}")
# Create new stoploss order
if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
2021-09-08 07:40:22 +00:00
def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
2021-11-06 14:24:52 +00:00
enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
2019-06-27 19:29:17 +00:00
"""
2021-08-24 18:40:35 +00:00
Check and execute trade exit
2019-06-27 19:29:17 +00:00
"""
2022-03-25 05:46:29 +00:00
should_exit: ExitCheckTuple = self.strategy.should_exit(
2021-10-03 23:41:01 +00:00
trade,
exit_rate,
datetime.now(timezone.utc),
enter=enter,
exit_=exit_,
force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
2019-06-27 19:29:17 +00:00
)
2018-09-21 15:41:31 +00:00
2022-03-25 05:46:29 +00:00
if should_exit.exit_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
2021-11-06 14:24:52 +00:00
f'Tag: {exit_tag if exit_tag is not None else "None"}')
2021-12-01 06:11:11 +00:00
self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
return True
return False
def check_handle_timedout(self) -> None:
"""
2021-05-16 11:16:17 +00:00
Check if any orders are timed out and cancel if necessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
2019-10-29 12:32:07 +00:00
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)
2020-08-12 12:25:50 +00:00
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)
2021-10-18 06:45:48 +00:00
is_entering = order['side'] == trade.enter_side
not_closed = order['status'] == 'open' or fully_cancelled
2021-11-18 19:20:01 +00:00
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
2021-10-18 06:45:48 +00:00
2022-01-30 16:47:37 +00:00
order_obj = trade.select_order_by_order_id(trade.open_order_id)
2022-02-11 16:02:04 +00:00
if not_closed and (fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
trade, order_obj, datetime.now(timezone.utc)))
):
2021-10-18 06:45:48 +00:00
if is_entering:
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
else:
2022-03-03 19:51:52 +00:00
canceled = self.handle_cancel_exit(
trade, order, constants.CANCEL_REASON['TIMEOUT'])
2021-11-18 19:20:01 +00:00
canceled_count = trade.get_exit_order_count()
2022-03-03 19:51:52 +00:00
max_timeouts = self.config.get(
'unfilledtimeout', {}).get('exit_timeout_count', 0)
if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
2022-03-09 06:39:32 +00:00
logger.warning(f'Emergency exiting trade {trade}, as the exit order '
2021-11-18 19:20:01 +00:00
f'timed out {max_timeouts} times.')
2022-01-01 18:16:24 +00:00
try:
self.execute_trade_exit(
trade, order.get('price'),
2022-03-25 05:55:37 +00:00
exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_SELL))
2022-01-01 18:16:24 +00:00
except DependencyException as exception:
logger.warning(
f'Unable to emergency sell trade {trade.pair}: {exception}')
def cancel_all_open_orders(self) -> None:
"""
Cancel all orders that are currently open
:return: None
"""
for trade in Trade.get_open_order_trades():
try:
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
2020-08-12 12:25:50 +00:00
except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
2021-09-10 17:34:57 +00:00
if order['side'] == trade.enter_side:
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
2021-09-10 17:34:57 +00:00
elif order['side'] == trade.exit_side:
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
2021-04-15 05:57:52 +00:00
Trade.commit()
def handle_cancel_enter(self, trade: Trade, order: Dict, reason: str) -> bool:
"""
Buy cancel - cancel order
:return: True if order was fully cancelled
"""
was_trade_fully_canceled = 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
side = trade.enter_side.capitalize()
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
2020-07-15 17:49:51 +00:00
filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
2022-01-22 16:25:21 +00:00
logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
# if trade is not partially completed and it's the only order, just delete the trade
if len(trade.orders) <= 1:
trade.delete()
was_trade_fully_canceled = True
reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
else:
# FIXME TODO: This could possibly reworked to not duplicate the code 15 lines below.
self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None
2022-01-22 16:25:21 +00:00
logger.info(f'Partial {side} order timeout for {trade}.')
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
2021-08-16 12:16:24 +00:00
# to the order dict acquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = filled_amount
# * Check edge cases, we don't want to make leverage > 1.0 if we don't have to
# * (for leverage modes which aren't isolated futures)
2021-09-08 07:12:08 +00:00
trade.stake_amount = trade.amount * trade.open_rate / trade.leverage
self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None
logger.info(f'Partial {trade.enter_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
# if trade is not partially completed, just cancel the order
2020-03-24 16:20:16 +00:00
if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
if not self.exchange.check_order_canceled_empty(order):
2020-05-10 15:44:45 +00:00
try:
# if trade is not partially completed, just delete the order
co = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
trade.update_order(co)
2020-05-10 15:44:45 +00:00
except InvalidOrderException:
2021-09-10 17:34:57 +00:00
logger.exception(
f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
return False
2021-09-10 17:34:57 +00:00
logger.info('%s order %s for %s.', trade.exit_side.capitalize(), reason, trade)
else:
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
2021-09-10 17:34:57 +00:00
logger.info('%s order %s for %s.', trade.exit_side.capitalize(), reason, trade)
trade.update_order(order)
2020-02-08 20:02:52 +00:00
trade.close_rate = None
trade.close_rate_requested = None
trade.close_profit = None
2020-03-22 10:16:09 +00:00
trade.close_profit_abs = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
2022-03-24 19:33:47 +00:00
trade.exit_reason = None
cancelled = True
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
cancelled = False
self.wallets.update()
self._notify_exit_cancel(
trade,
order_type=self.strategy.order_types['exit'],
reason=reason
)
return cancelled
2021-09-08 07:20:52 +00:00
def _safe_exit_amount(self, 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.
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}.")
return wallet_amount
else:
2020-01-15 20:52:10 +00:00
raise DependencyException(
2021-09-08 07:48:22 +00:00
f"Not enough amount to exit trade. Trade-amount: {amount}, Wallet: {wallet_amount}")
2021-09-10 09:25:54 +00:00
def execute_trade_exit(
self,
trade: Trade,
limit: float,
2022-03-25 05:46:29 +00:00
exit_check: ExitCheckTuple,
2021-11-27 08:10:18 +00:00
*,
exit_tag: Optional[str] = None,
ordertype: Optional[str] = None,
2022-01-01 16:34:33 +00:00
) -> bool:
"""
Executes a trade exit for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
2022-03-25 05:38:58 +00:00
:param exit_check: CheckTuple with signal and reason
2020-02-08 20:31:36 +00:00
:return: True if it succeeds (supported) False (not supported)
"""
trade.funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
2022-03-22 18:28:13 +00:00
open_date=trade.open_date_utc,
)
2022-03-09 06:04:59 +00:00
exit_type = 'exit'
2022-03-25 05:55:37 +00:00
if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
2021-09-10 09:25:54 +00:00
exit_type = 'stoploss'
2018-11-25 18:48:46 +00:00
2018-12-01 09:50:41 +00:00
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
2022-03-03 19:51:52 +00:00
if (self.config['dry_run'] and exit_type == 'stoploss'
and self.strategy.order_types['stoploss_on_exchange']):
2019-01-31 05:51:03 +00:00
limit = trade.stop_loss
2018-11-25 18:48:46 +00:00
# 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)
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
trade = self.cancel_stoploss_on_exchange(trade)
2021-12-01 06:11:11 +00:00
order_type = ordertype or self.strategy.order_types[exit_type]
2022-03-25 05:55:37 +00:00
if exit_check.exit_type == ExitType.EMERGENCY_SELL:
2020-02-08 20:02:52 +00:00
# Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergencyexit", "market")
2019-09-01 07:09:07 +00:00
2021-09-08 07:20:52 +00:00
amount = self._safe_exit_amount(trade.pair, trade.amount)
time_in_force = self.strategy.order_time_in_force['exit']
if 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,
2022-03-25 05:46:29 +00:00
time_in_force=time_in_force, exit_reason=exit_check.exit_reason,
sell_reason=exit_check.exit_reason, # sellreason -> compatibility
2022-01-08 09:09:47 +00:00
current_time=datetime.now(timezone.utc)):
2021-09-08 07:12:08 +00:00
logger.info(f"User requested abortion of exiting {trade.pair}")
return False
2020-08-14 08:59:55 +00:00
try:
# Execute sell and update trade record
2021-09-08 07:12:08 +00:00
order = self.exchange.create_order(
pair=trade.pair,
ordertype=order_type,
side=trade.exit_side,
2021-09-08 07:12:08 +00:00
amount=amount,
rate=limit,
leverage=trade.leverage,
2022-02-02 04:23:05 +00:00
reduceOnly=self.trading_mode == TradingMode.FUTURES,
2021-09-08 07:53:42 +00:00
time_in_force=time_in_force
2021-09-08 07:12:08 +00:00
)
2020-08-14 08:59:55 +00:00
except InsufficientFundsError as e:
logger.warning(f"Unable to place order {e}.")
2020-08-22 13:48:00 +00:00
# Try to figure out what went wrong
self.handle_insufficient_funds(trade)
2020-08-14 08:59:55 +00:00
return False
2018-11-25 21:02:59 +00:00
2021-09-10 09:25:54 +00:00
order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side)
2020-08-13 07:34:53 +00:00
trade.orders.append(order_obj)
trade.open_order_id = order['id']
2022-04-03 09:17:01 +00:00
trade.exit_order_status = ''
trade.close_rate_requested = limit
2022-03-24 19:53:22 +00:00
trade.exit_reason = exit_tag or exit_check.exit_reason
2021-09-08 07:12:08 +00:00
# Lock pair for one candle to prevent immediate re-trading
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
2020-10-20 17:39:38 +00:00
reason='Auto lock')
self._notify_exit(trade, order_type)
# 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()
2020-02-08 20:02:52 +00:00
return True
def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
"""
2021-05-16 11:16:17 +00:00
Sends rpc notification when a sell occurred.
"""
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached rates here - it was updated seconds ago.
2021-07-18 03:58:54 +00:00
current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=False) if not fill else None
2020-02-28 09:36:39 +00:00
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
msg = {
2021-04-20 04:41:58 +00:00
'type': (RPCMessageType.SELL_FILL if fill
else RPCMessageType.SELL),
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
2021-12-29 13:24:12 +00:00
'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
'gain': gain,
2020-02-08 20:02:52 +00:00
'limit': profit_rate,
'order_type': order_type,
'amount': trade.amount,
'open_rate': trade.open_rate,
'close_rate': trade.close_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
2020-02-28 09:36:39 +00:00
'profit_ratio': profit_ratio,
2021-11-21 08:51:16 +00:00
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
2022-03-24 19:33:47 +00:00
'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
2020-01-02 10:51:25 +00:00
'close_date': trade.close_date or datetime.utcnow(),
2020-01-02 11:38:25 +00:00
'stake_currency': self.config['stake_currency'],
2020-02-08 20:02:52 +00:00
'fiat_currency': self.config.get('fiat_display_currency', None),
}
if 'fiat_display_currency' in self.config:
msg.update({
'fiat_currency': self.config['fiat_display_currency'],
})
# Send the message
self.rpc.send_msg(msg)
def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
2020-02-08 20:02:52 +00:00
"""
2021-05-16 11:16:17 +00:00
Sends rpc notification when a sell cancel occurred.
2020-02-08 20:02:52 +00:00
"""
2022-04-03 09:17:01 +00:00
if trade.exit_order_status == reason:
return
else:
2022-04-03 09:17:01 +00:00
trade.exit_order_status = reason
2020-02-08 20:02:52 +00:00
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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)
2020-02-28 09:36:39 +00:00
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
2020-02-08 20:02:52 +00:00
msg = {
2021-04-20 04:41:58 +00:00
'type': RPCMessageType.SELL_CANCEL,
'trade_id': trade.id,
2020-02-08 20:02:52 +00:00
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
2021-12-29 13:24:12 +00:00
'leverage': trade.leverage,
'direction': 'Short' if trade.is_short else 'Long',
2020-02-08 20:02:52 +00:00
'gain': gain,
2021-09-21 21:20:40 +00:00
'limit': profit_rate or 0,
2020-02-08 20:02:52 +00:00
'order_type': order_type,
'amount': trade.amount,
'open_rate': trade.open_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
2020-02-28 09:36:39 +00:00
'profit_ratio': profit_ratio,
2021-11-21 08:51:16 +00:00
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
2022-03-24 19:33:47 +00:00
'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
2020-02-08 20:02:52 +00:00
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
2020-02-08 20:02:52 +00:00
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
}
2020-01-02 11:38:25 +00:00
if 'fiat_display_currency' in self.config:
msg.update({
'fiat_currency': self.config['fiat_display_currency'],
})
# Send the message
self.rpc.send_msg(msg)
#
# Common update trade state methods
#
def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
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.
2020-08-21 05:31:22 +00:00
:param trade: Trade object of the trade we're analyzing
:param order_id: Order-id of the order we're analyzing
2021-05-16 12:50:25 +00:00
: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.')
2020-09-06 13:05:47 +00:00
return False
# Update trade with order values
logger.info(f'Found open order for {trade}')
try:
2020-08-22 07:30:25 +00:00
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
2020-08-13 14:18:03 +00:00
2020-08-13 13:39:29 +00:00
trade.update_order(order)
2020-08-13 14:18:03 +00:00
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
2022-02-11 06:43:45 +00:00
order_obj = trade.select_order_by_order_id(order_id)
2022-02-20 15:34:35 +00:00
if not order_obj:
raise DependencyException(
f"Order_obj not found for {order_id}. This should not have happened.")
2022-03-26 13:57:42 +00:00
2022-02-20 14:36:25 +00:00
self.handle_order_fee(trade, order_obj, order)
2022-02-10 18:18:19 +00:00
trade.update_trade(order_obj)
# TODO: is the below necessary? it's already done in update_trade for filled buys
trade.recalc_trade_from_orders()
2021-04-15 05:57:52 +00:00
Trade.commit()
if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
2022-02-27 16:15:33 +00:00
# If a entry order was closed, force update on stoploss on exchange
if order.get('side', None) == trade.enter_side:
trade = self.cancel_stoploss_on_exchange(trade)
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
trade.set_isolated_liq(self.exchange.get_liquidation_price(
leverage=trade.leverage,
pair=trade.pair,
amount=trade.amount,
open_rate=trade.open_rate,
is_short=trade.is_short
))
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)
# Updating wallets when order is closed
self.wallets.update()
2021-12-22 09:43:48 +00:00
if not trade.is_open:
if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True)
2021-09-20 17:12:59 +00:00
self.handle_protections(trade.pair)
elif send_msg and not trade.open_order_id:
2022-02-27 16:15:33 +00:00
# Enter fill
self._notify_enter(trade, order, fill=True)
return False
2021-09-20 17:12:59 +00:00
def handle_protections(self, pair: str) -> None:
prot_trig = self.protections.stop_per_pair(pair)
if prot_trig:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
msg.update(prot_trig.to_json())
self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop()
if prot_trig_glb:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
2021-09-20 17:12:59 +00:00
msg.update(prot_trig_glb.to_json())
self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
2020-05-03 09:13:59 +00:00
amount: float, fee_abs: float) -> 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.
"""
2020-05-03 09:13:59 +00:00
self.wallets.update()
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 - "
2020-05-03 09:13:59 +00:00
f"Eating Fee {fee_abs} into dust.")
elif fee_abs != 0:
real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs)
logger.info(f"Applying fee on amount for {trade} "
f"(from {amount} to {real_amount}).")
return real_amount
return amount
2022-02-20 14:36:25 +00:00
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order, order_obj)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order_obj.ft_fee_base = trade.amount - new_amount
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
"""
Detect and update trade fee.
2021-05-16 12:50:25 +00:00
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)
:return: identical (or new) amount for the trade
"""
2020-05-01 14:01:33 +00:00
# Init variables
order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders
2020-05-01 18:34:58 +00:00
if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
return order_amount
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
2020-05-01 14:01:33 +00:00
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
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)
return order_amount
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,
order_amount: float, trades: List) -> 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)
return order_amount
fee_currency = None
amount = 0
2020-05-01 14:01:33 +00:00
fee_abs = 0.0
fee_cost = 0.0
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
2020-05-01 14:01:33 +00:00
fee_rate_array: List[float] = []
for exectrade in trades:
amount += exectrade['amount']
2020-05-01 14:01:33 +00:00
if self.exchange.order_has_fee(exectrade):
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)
# only applies if fee is in quote currency!
2020-05-01 14:01:33 +00:00
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', ''))
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
2022-03-30 17:38:25 +00:00
# * 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,
2020-05-03 09:13:59 +00:00
amount=amount, fee_abs=fee_abs)
else:
return amount
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)