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, timezone
from math import isclose
from threading import Lock
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from typing import Any, Dict, List, Optional
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import arrow
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from freqtrade import __version__, constants
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from freqtrade.configuration import validate_config_consistency
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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 RPCMessageType, SellType, State
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from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
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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
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from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, 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.strategy.interface import IStrategy, SellCheckTuple
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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.
"""
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] = []
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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)
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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)
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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)
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# Attach Dataprovider to Strategy baseclass
IStrategy.dp = self.dataprovider
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
# 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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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 sell-logic from forcesell and vice versa
self._sell_lock = Lock()
LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
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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({
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'type': RPCMessageType.STATUS,
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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 ...')
if self.config['cancel_open_orders_on_exit']:
self.cancel_all_open_orders()
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self.check_for_open_trades()
self.rpc.cleanup()
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cleanup_db()
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def startup(self) -> None:
"""
Called on startup and after reloading the bot - triggers notifications and
performs startup tasks
"""
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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)
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# Only update open orders on startup
# This will update the database after the initial migration
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self.update_open_orders()
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_closed_trades_without_assigned_fees()
# Query trades from persistence layer
trades = 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),
self.strategy.informative_pairs())
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
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self.strategy.analyze(self.active_pair_whitelist)
with self._sell_lock:
# Check and handle any timed out open orders
self.check_handle_timedout()
# Protect from collisions with forcesell.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
# while selling is in process, since telegram messages arrive in an different thread.
with self._sell_lock:
trades = Trade.get_open_trades()
# First process current opened trades (positions)
self.exit_positions(trades)
# Then looking for buy opportunities
if self.get_free_open_trades():
self.enter_positions()
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Trade.commit()
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
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and there are still open trades active.
"""
open_trades = Trade.get_trades([Trade.is_open.is_(True)]).all()
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if len(open_trades) != 0:
msg = {
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'type': RPCMessageType.WARNING,
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'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"{'Trades are simulated.' 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
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
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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 = len(Trade.get_open_trades())
return max(0, self.config['max_open_trades'] - open_trades)
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def update_open_orders(self):
"""
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')
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self.update_trade_state(order.trade, order.order_id, fo)
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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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def update_closed_trades_without_assigned_fees(self):
"""
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
trades: List[Trade] = Trade.get_sold_trades_without_assigned_fees()
for trade in trades:
if not trade.is_open and not trade.fee_updated('sell'):
# Get sell fee
order = trade.select_order('sell', False)
if order:
logger.info(f"Updating sell-fee on trade {trade} for order {order.order_id}.")
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self.update_trade_state(trade, order.order_id,
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stoploss_order=order.ft_order_side == 'stoploss')
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
for trade in trades:
if trade.is_open and not trade.fee_updated('buy'):
order = trade.select_order('buy', False)
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if order:
logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id)
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def handle_insufficient_funds(self, trade: Trade):
"""
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Determine if we ever opened a sell order for this trade.
If not, try update buy fees - otherwise "refind" the open order we obviously lost.
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"""
sell_order = trade.select_order('sell', None)
if sell_order:
self.refind_lost_order(trade)
else:
self.reupdate_buy_order_fees(trade)
def reupdate_buy_order_fees(self, trade: Trade):
"""
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Get buy order from database, and try to reupdate.
Handles trades where the initial fee-update did not work.
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"""
logger.info(f"Trying to reupdate buy fees for {trade}")
order = trade.select_order('buy', False)
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if order:
logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
self.update_trade_state(trade, order.order_id)
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def refind_lost_order(self, trade):
"""
Try refinding a lost trade.
Only used when InsufficientFunds appears on sell orders (stoploss or sell).
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
if order.ft_order_side == 'buy':
# Skip buy side - this is handled by reupdate_buy_order_fees
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
elif order.ft_order_side == 'sell':
if fo and fo['status'] == 'open':
# Assume this as the open order
trade.open_order_id = order.order_id
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 buy orders for new trades (positions)
"""
trades_created = 0
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.info("Active pair whitelist is empty.")
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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:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
return trades_created
if PairLocks.is_global_lock():
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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:
logger.debug("Found no buy 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
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 "
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f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
f"due to {lock.reason}.",
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logger.info)
else:
self.log_once(f"Pair {pair} is still locked.", logger.info)
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return False
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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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(buy, sell, buy_tag) = self.strategy.get_signal(
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pair,
self.strategy.timeframe,
analyzed_df
)
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if buy and not sell:
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
bid_check_dom = self.config.get('bid_strategy', {}).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)):
if self._check_depth_of_market_buy(pair, bid_check_dom):
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return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
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else:
return False
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return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
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else:
return False
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def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
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"""
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()
bids_ask_delta = order_book_bids / order_book_asks
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logger.info(
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f"Bids: {order_book_bids}, Asks: {order_book_asks}, Delta: {bids_ask_delta}, "
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]}."
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)
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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
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def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
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forcebuy: bool = False, buy_tag: Optional[str] = None) -> 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.
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"""
time_in_force = self.strategy.order_time_in_force['buy']
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if price:
buy_limit_requested = price
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else:
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# Calculate price
proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_buy_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
proposed_rate=proposed_buy_rate)
buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
if not buy_limit_requested:
raise PricingError('Could not determine buy price.')
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
self.strategy.stoploss)
if not self.edge:
max_stake_amount = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
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default_retval=stake_amount)(
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=buy_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=max_stake_amount)
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:
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return False
logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
amount = stake_amount / buy_limit_requested
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order_type = self.strategy.order_types['buy']
if forcebuy:
# Forcebuy can define a different ordertype
order_type = self.strategy.order_types.get('forcebuy', order_type)
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
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time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force)
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order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
order_id = order['id']
order_status = order.get('status', None)
# we assume the order is executed at the price requested
buy_limit_filled_price = buy_limit_requested
amount_requested = amount
if order_status == 'expired' or order_status == 'rejected':
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order_tif = self.strategy.order_time_in_force['buy']
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# return false if the order is not filled
if float(order['filled']) == 0:
logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
' zero amount is fulfilled.',
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order_tif, order_type, pair, order_status, self.exchange.name)
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
logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
' %s amount fulfilled out of %s (%s remaining which is canceled).',
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order_tif, order_type, pair, order_status, self.exchange.name,
order['filled'], order['amount'], order['remaining']
)
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stake_amount = order['cost']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# in case of FOK the order may be filled immediately and fully
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elif order_status == 'closed':
stake_amount = order['cost']
amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# 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')
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=buy_limit_filled_price,
open_rate_requested=buy_limit_requested,
open_date=datetime.utcnow(),
exchange=self.exchange.id,
open_order_id=order_id,
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strategy=self.strategy.get_strategy_name(),
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buy_tag=buy_tag,
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timeframe=timeframe_to_minutes(self.config['timeframe'])
)
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trade.orders.append(order_obj)
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# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order_id, order)
Trade.query.session.add(trade)
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Trade.commit()
# Updating wallets
self.wallets.update()
self._notify_buy(trade, order_type)
return True
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def _notify_buy(self, trade: Trade, order_type: str) -> None:
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"""
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Sends rpc notification when a buy occurred.
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"""
msg = {
'trade_id': trade.id,
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'type': RPCMessageType.BUY,
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'buy_tag': trade.buy_tag,
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'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': trade.open_rate,
'order_type': order_type,
'stake_amount': trade.stake_amount,
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'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
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'amount': trade.amount,
'open_date': trade.open_date or datetime.utcnow(),
'current_rate': trade.open_rate_requested,
}
# Send the message
self.rpc.send_msg(msg)
def _notify_buy_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
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"""
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Sends rpc notification when a buy cancel occurred.
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"""
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current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
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msg = {
'trade_id': trade.id,
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'type': RPCMessageType.BUY_CANCEL,
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'buy_tag': trade.buy_tag,
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'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': trade.open_rate,
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'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,
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}
# Send the message
self.rpc.send_msg(msg)
def _notify_buy_fill(self, trade: Trade) -> None:
msg = {
'trade_id': trade.id,
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'type': RPCMessageType.BUY_FILL,
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'buy_tag': trade.buy_tag,
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'open_rate': trade.open_rate,
'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,
}
self.rpc.send_msg(msg)
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#
# SELL / exit positions / close trades logic and methods
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#
def exit_positions(self, trades: List[Any]) -> int:
"""
Tries to execute sell orders for open trades (positions)
"""
trades_closed = 0
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for trade in trades:
try:
if (self.strategy.order_types.get('stoploss_on_exchange') and
self.handle_stoploss_on_exchange(trade)):
trades_closed += 1
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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
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except DependencyException as exception:
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logger.warning('Unable to sell trade %s: %s', 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:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, 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)
(buy, sell) = (False, False)
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)
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(buy, sell, _) = self.strategy.get_signal(
trade.pair,
self.strategy.timeframe,
analyzed_df
)
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logger.debug('checking sell')
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sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
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if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
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logger.debug('Found no sell signal for %s.', trade)
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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.stoploss(pair=trade.pair, amount=trade.amount,
stop_price=stop_price,
order_types=self.strategy.order_types)
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order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
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trade.orders.append(order_obj)
trade.stoploss_order_id = str(stoploss_order['id'])
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}')
logger.warning('Selling the trade forcefully')
self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
sell_type=SellType.EMERGENCY_SELL))
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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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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.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
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# Lock pair for one candle to prevent immediate rebuys
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
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reason='Auto lock')
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self._notify_sell(trade, "stoploss")
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 buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
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if not stoploss_order:
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stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
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stop_price = trade.open_rate * (1 + stoploss)
if self.create_stoploss_order(trade=trade, stop_price=stop_price):
trade.stoploss_last_update = datetime.utcnow()
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return False
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# If stoploss order is canceled for some reason we add it
if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
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return False
else:
trade.stoploss_order_id = None
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 (
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
self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
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
"""
if self.exchange.stoploss_adjust(trade.stop_loss, order):
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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)
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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:
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co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
trade.amount)
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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}.")
def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
2019-06-27 19:29:17 +00:00
buy: bool, sell: bool) -> bool:
"""
Check and execute sell
"""
should_sell = self.strategy.should_sell(
trade, sell_rate, datetime.now(timezone.utc), buy, sell,
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
2018-07-12 20:21:52 +00:00
if should_sell.sell_flag:
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logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
self.execute_sell(trade, sell_rate, should_sell)
return True
return False
2019-11-12 14:43:10 +00:00
def _check_timed_out(self, side: str, order: dict) -> bool:
"""
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
2019-11-13 18:38:38 +00:00
if timeout is not None:
timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
timeout_kwargs = {timeout_unit: -timeout}
timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
2019-11-12 14:43:10 +00:00
return (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
return False
def check_handle_timedout(self) -> None:
"""
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Check if any orders are timed out and cancel if necessary
:param timeoutvalue: Number of minutes until order is considered timed out
: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)
if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
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or self._check_timed_out('buy', order)
or strategy_safe_wrapper(self.strategy.check_buy_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
2020-02-25 18:55:23 +00:00
order=order))):
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
2019-10-18 05:01:05 +00:00
elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('sell', order)
2020-02-21 19:27:13 +00:00
or strategy_safe_wrapper(self.strategy.check_sell_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
2020-02-25 18:55:23 +00:00
order=order))):
self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
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
if order['side'] == 'buy':
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
elif order['side'] == 'sell':
self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
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Trade.commit()
def handle_cancel_buy(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 ('cancelled', 'canceled', 'closed'):
filled_val = 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 filled_stake < minstake:
logger.warning(
f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
f"as the filled amount of {filled_val} would result in an unsellable 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 ('cancelled', 'canceled', 'closed'):
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
logger.info('Buy order %s for %s.', 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):
2020-04-16 18:19:34 +00:00
logger.info('Buy order fully cancelled. Removing %s from database.', trade)
# if trade is not partially completed, just delete the trade
2020-09-06 12:27:36 +00:00
trade.delete()
was_trade_fully_canceled = True
reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
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
trade.stake_amount = trade.amount * trade.open_rate
self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
self.wallets.update()
self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'],
reason=reason)
return was_trade_fully_canceled
def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
"""
Sell cancel - cancel order and update trade
:return: Reason for cancel
"""
# 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):
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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)
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except InvalidOrderException:
logger.exception(f"Could not cancel sell order {trade.open_order_id}")
return 'error cancelling order'
2020-02-08 20:02:52 +00:00
logger.info('Sell order %s for %s.', reason, trade)
else:
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
2020-02-08 20:02:52 +00:00
logger.info('Sell order %s for %s.', reason, trade)
trade.update_order(order)
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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
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
self.wallets.update()
self._notify_sell_cancel(
trade,
order_type=self.strategy.order_types['sell'],
reason=reason
)
return reason
def _safe_sell_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.
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: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.
"""
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# Update wallets to ensure amounts tied up in a stoploss is now free!
self.wallets.update()
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trade_base_currency = self.exchange.get_pair_base_currency(pair)
wallet_amount = self.wallets.get_free(trade_base_currency)
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logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
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if wallet_amount >= amount:
return amount
elif wallet_amount > amount * 0.98:
logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.")
return wallet_amount
else:
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raise DependencyException(
f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:param sell_reason: Reason the sell was triggered
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:return: True if it succeeds (supported) False (not supported)
"""
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sell_type = 'sell'
if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
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sell_type = 'stoploss'
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# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if self.config['dry_run'] and sell_type == 'stoploss' \
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and self.strategy.order_types['stoploss_on_exchange']:
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limit = trade.stop_loss
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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)
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try:
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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}")
order_type = self.strategy.order_types[sell_type]
if sell_reason.sell_type == SellType.EMERGENCY_SELL:
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# Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergencysell", "market")
if sell_reason.sell_type == SellType.FORCE_SELL:
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# Force sells (default to the sell_type defined in the strategy,
# but we allow this value to be changed)
order_type = self.strategy.order_types.get("forcesell", order_type)
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amount = self._safe_sell_amount(trade.pair, trade.amount)
time_in_force = self.strategy.order_time_in_force['sell']
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,
time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
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current_time=datetime.now(timezone.utc)):
logger.info(f"User requested abortion of selling {trade.pair}")
return False
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try:
# Execute sell and update trade record
order = self.exchange.create_order(pair=trade.pair,
ordertype=order_type, side="sell",
amount=amount, rate=limit,
time_in_force=time_in_force
)
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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, 'sell')
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trade.orders.append(order_obj)
trade.open_order_id = order['id']
trade.sell_order_status = ''
trade.close_rate_requested = limit
trade.sell_reason = sell_reason.sell_reason
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') == 'closed':
self.update_trade_state(trade, trade.open_order_id, order)
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Trade.commit()
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# Lock pair for one candle to prevent immediate re-buys
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
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reason='Auto lock')
self._notify_sell(trade, order_type)
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return True
def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
"""
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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.
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current_rate = self.exchange.get_rate(
trade.pair, refresh=False, side="sell") if not fill else None
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profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
msg = {
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'type': (RPCMessageType.SELL_FILL if fill
else RPCMessageType.SELL),
'trade_id': trade.id,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
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'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,
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'profit_ratio': profit_ratio,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
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'close_date': trade.close_date or datetime.utcnow(),
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'stake_currency': self.config['stake_currency'],
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'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_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
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"""
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Sends rpc notification when a sell cancel occurred.
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"""
if trade.sell_order_status == reason:
return
else:
trade.sell_order_status = reason
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
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current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="sell")
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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 = {
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'type': RPCMessageType.SELL_CANCEL,
'trade_id': trade.id,
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'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
'limit': profit_rate,
'order_type': order_type,
'amount': trade.amount,
'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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'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
}
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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) -> 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
: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('Found open order for %s', 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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# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
order.pop('filled', None)
trade.recalc_open_trade_value()
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
if self.exchange.check_order_canceled_empty(order):
# Trade has been cancelled on exchange
# Handling of this will happen in check_handle_timeout.
return True
trade.update(order)
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Trade.commit()
# Updating wallets when order is closed
if not trade.is_open:
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if not stoploss_order and not trade.open_order_id:
self._notify_sell(trade, '', True)
self.protections.stop_per_pair(trade.pair)
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self.protections.global_stop()
self.wallets.update()
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elif not trade.open_order_id:
# Buy fill
self._notify_buy_fill(trade)
return False
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
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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.
"""
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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 - "
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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
def get_real_amount(self, trade: Trade, order: Dict) -> 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)
:return: identical (or new) amount for the trade
"""
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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':
return order_amount
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)
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logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
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_amount)
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float:
"""
fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
"""
trades = self.exchange.get_trades_for_order(self.exchange.get_order_id_conditional(order),
trade.pair, trade.open_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
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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):
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!
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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', ''))
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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,
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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)