partial sell
This commit is contained in:
Kavinkumar
@@ -119,6 +119,7 @@ class Order(_DECL_BASE):
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ft_order_side: str = Column(String(25), nullable=False)
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ft_pair: str = Column(String(25), nullable=False)
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ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
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is_fully_realized = Column(Boolean, nullable=True, default=False)
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order_id = Column(String(255), nullable=False, index=True)
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status = Column(String(255), nullable=True)
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@@ -493,12 +494,18 @@ class LocalTrade():
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self.amount = order.safe_amount_after_fee
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if self.is_open:
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logger.info(f'{order.order_type.upper()}_BUY has been fulfilled for {self}.')
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self.open_order_id = None
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# condition to avoid reset value when updating fees
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if self.open_order_id == order.order_id:
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self.open_order_id = None
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self.recalc_trade_from_orders()
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elif order.ft_order_side == 'sell':
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if self.is_open:
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logger.info(f'{order.order_type.upper()}_SELL has been fulfilled for {self}.')
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self.close(order.safe_price)
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# condition to avoid reset value when updating fees
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if self.open_order_id == order.order_id:
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self.open_order_id = None
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self.process_sell_sub_trade(order)
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return
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elif order.ft_order_side == 'stoploss':
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self.stoploss_order_id = None
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self.close_rate_requested = self.stop_loss
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@@ -510,6 +517,68 @@ class LocalTrade():
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raise ValueError(f'Unknown order type: {order.order_type}')
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Trade.commit()
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def process_sell_sub_trade(self, order: Order, is_closed: bool = True) -> None:
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orders = (self.select_filled_orders('buy'))
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if len(orders) < 1:
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# Todo /test_freqtradebot.py::test_execute_trade_exit_market_order
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self.close(order.safe_price)
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Trade.commit()
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logger.info("*:"*500)
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return
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sell_amount = order.filled if is_closed else order.amount
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sell_rate = order.safe_price
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sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
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if is_closed:
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if sell_amount == self.amount:
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self.close(sell_rate)
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Trade.commit()
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return
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profit = 0.0
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idx = -1
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while sell_amount:
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b_order = orders[idx]
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buy_amount = b_order.filled or b_order.amount
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buy_rate = b_order.average or b_order.price
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if sell_amount < buy_amount:
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amount = sell_amount
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if is_closed:
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b_order.filled -= amount
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else:
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if is_closed:
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b_order.is_fully_realized = True
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b_order.order_update_date = datetime.now(timezone.utc)
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self.update_order(b_order)
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idx -= 1
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amount = buy_amount
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sell_amount -= amount
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profit += self.calc_profit2(buy_rate, sell_rate, amount)
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if is_closed:
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b_order2 = orders[idx]
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amount2 = b_order2.filled or b_order2.amount
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b_order2.average = (b_order2.average * amount2 - profit) / amount2
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b_order2.order_update_date = datetime.now(timezone.utc)
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self.update_order(b_order2)
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Order.query.session.commit()
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self.recalc_trade_from_orders()
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self.close_profit_abs = profit
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self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
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Trade.commit()
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def calc_profit2(self, open_rate: float, close_rate: float,
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amount: float) -> float:
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return float(Decimal(amount) *
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(Decimal(1 - self.fee_close) * Decimal(close_rate) -
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Decimal(1 + self.fee_open) * Decimal(open_rate)))
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def get_open_rate(self, profit: float, close_rate: float,
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amount: float) -> float:
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return float((Decimal(amount) *
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(Decimal(1 - self.fee_close) * Decimal(close_rate)) -
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Decimal(profit))/(Decimal(amount) * Decimal(1 + self.fee_open)))
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def close(self, rate: float, *, show_msg: bool = True) -> None:
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"""
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Sets close_rate to the given rate, calculates total profit
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@@ -636,24 +705,17 @@ class LocalTrade():
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return float(f"{profit_ratio:.8f}")
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def recalc_trade_from_orders(self):
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# We need at least 2 entry orders for averaging amounts and rates.
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if len(self.select_filled_orders('buy')) < 2:
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# Just in case, still recalc open trade value
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self.recalc_open_trade_value()
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return
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total_amount = 0.0
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total_stake = 0.0
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for o in self.orders:
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if (o.ft_is_open or
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(o.ft_order_side != 'buy') or
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o.is_fully_realized or
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(o.status not in NON_OPEN_EXCHANGE_STATES)):
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continue
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tmp_amount = o.safe_amount_after_fee
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tmp_price = o.average or o.price
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if o.filled is not None:
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tmp_amount = o.filled
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tmp_price = o.safe_price
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if tmp_amount > 0.0 and tmp_price is not None:
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total_amount += tmp_amount
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total_stake += tmp_price * tmp_amount
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@@ -685,9 +747,9 @@ class LocalTrade():
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:param is_open: Only search for open orders?
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:return: latest Order object if it exists, else None
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"""
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orders = self.orders
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orders = [o for o in self.orders if not o.is_fully_realized]
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if order_side:
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orders = [o for o in self.orders if o.ft_order_side == order_side]
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orders = [o for o in orders if o.ft_order_side == order_side]
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if is_open is not None:
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orders = [o for o in orders if o.ft_is_open == is_open]
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if len(orders) > 0:
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@@ -704,6 +766,7 @@ class LocalTrade():
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return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
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and o.ft_is_open is False and
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(o.filled or 0) > 0 and
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not o.is_fully_realized and
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o.status in NON_OPEN_EXCHANGE_STATES]
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@property
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