Merge pull request #6866 from freqtrade/dry_order_db

Dry orders from db

freqtrade/commands/db_commands.py

@@ -19,9 +19,9 @@ def start_convert_db(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    init_db(config['db_url'], False)
+    init_db(config['db_url'])
     session_target = Trade._session
-    init_db(config['db_url_from'], False)
+    init_db(config['db_url_from'])
     logger.info("Starting db migration.")
 
     trade_count = 0

freqtrade/commands/list_commands.py

@@ -212,7 +212,7 @@ def start_show_trades(args: Dict[str, Any]) -> None:
         raise OperationalException("--db-url is required for this command.")
 
     logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
-    init_db(config['db_url'], clean_open_orders=False)
+    init_db(config['db_url'])
     tfilter = []
 
     if config.get('trade_ids'):

freqtrade/data/btanalysis.py

@@ -353,7 +353,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
                      Can also serve as protection to load the correct result.
     :return: Dataframe containing Trades
     """
-    init_db(db_url, clean_open_orders=False)
+    init_db(db_url)
 
     filters = []
     if strategy:

freqtrade/exchange/exchange.py

@@ -953,6 +953,12 @@ class Exchange:
             order = self.check_dry_limit_order_filled(order)
             return order
         except KeyError as e:
+            from freqtrade.persistence import Order
+            order = Order.order_by_id(order_id)
+            if order:
+                ccxt_order = order.to_ccxt_object()
+                self._dry_run_open_orders[order_id] = ccxt_order
+                return ccxt_order
             # Gracefully handle errors with dry-run orders.
             raise InvalidOrderException(
                 f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e

freqtrade/freqtradebot.py

@@ -67,7 +67,7 @@ class FreqtradeBot(LoggingMixin):
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
+        init_db(self.config.get('db_url', None))
 
         self.wallets = Wallets(self.config, self.exchange)
 

freqtrade/persistence/__init__.py

@@ -1,5 +1,5 @@
 # flake8: noqa: F401
 
-from freqtrade.persistence.models import clean_dry_run_db, cleanup_db, init_db
+from freqtrade.persistence.models import cleanup_db, init_db
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

freqtrade/persistence/models.py

@@ -21,14 +21,12 @@ logger = logging.getLogger(__name__)
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
 
 
-def init_db(db_url: str, clean_open_orders: bool = False) -> None:
+def init_db(db_url: str) -> None:
     """
     Initializes this module with the given config,
     registers all known command handlers
     and starts polling for message updates
     :param db_url: Database to use
-    :param clean_open_orders: Remove open orders from the database.
-        Useful for dry-run or if all orders have been reset on the exchange.
     :return: None
     """
     kwargs = {}
@@ -64,10 +62,6 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     _DECL_BASE.metadata.create_all(engine)
     check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
 
-    # Clean dry_run DB if the db is not in-memory
-    if clean_open_orders and db_url != 'sqlite://':
-        clean_dry_run_db()
-
 
 def cleanup_db() -> None:
     """
@@ -75,15 +69,3 @@ def cleanup_db() -> None:
     :return: None
     """
     Trade.commit()
-
-
-def clean_dry_run_db() -> None:
-    """
-    Remove open_order_id from a Dry_run DB
-    :return: None
-    """
-    for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
-        # Check we are updating only a dry_run order not a prod one
-        if 'dry_run' in trade.open_order_id:
-            trade.open_order_id = None
-    Trade.commit()

freqtrade/persistence/trade_model.py

@@ -118,6 +118,25 @@ class Order(_DECL_BASE):
                 self.order_filled_date = datetime.now(timezone.utc)
         self.order_update_date = datetime.now(timezone.utc)
 
+    def to_ccxt_object(self) -> Dict[str, Any]:
+        return {
+            'id': self.order_id,
+            'symbol': self.ft_pair,
+            'price': self.price,
+            'average': self.average,
+            'amount': self.amount,
+            'cost': self.cost,
+            'type': self.order_type,
+            'side': self.ft_order_side,
+            'filled': self.filled,
+            'remaining': self.remaining,
+            'datetime': self.order_date_utc.strftime('%Y-%m-%dT%H:%M:%S.%f'),
+            'timestamp': int(self.order_date_utc.timestamp() * 1000),
+            'status': self.status,
+            'fee': None,
+            'info': {},
+        }
+
     def to_json(self, entry_side: str) -> Dict[str, Any]:
         return {
             'pair': self.ft_pair,
@@ -190,6 +209,14 @@ class Order(_DECL_BASE):
         """
         return Order.query.filter(Order.ft_is_open.is_(True)).all()
 
+    @staticmethod
+    def order_by_id(order_id: str) -> Optional['Order']:
+        """
+        Retrieve order based on order_id
+        :return: Order or None
+        """
+        return Order.query.filter(Order.order_id == order_id).first()
+
 
 class LocalTrade():
     """