Order timeouts - added exception catching and rpc messaging

This commit is contained in:
Stephen Dade
2018-01-16 21:55:15 +11:00
parent 5a82d99482
commit 01e10014bb
2 changed files with 23 additions and 4 deletions

View File

@@ -129,9 +129,16 @@ def check_handle_timedout(timeoutvalue: int) -> None:
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
order = exchange.get_order(trade.open_order_id)
try:
order = exchange.get_order(trade.open_order_id)
except OperationalException:
continue
ordertime = arrow.get(order['opened'])
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
@@ -140,6 +147,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
@@ -147,6 +156,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
@@ -157,6 +168,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade)
return True
else: