update unfilledtimeout settings to entry/exit

freqtrade/configuration/config_validation.py

@@ -216,6 +216,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
 
     _validate_time_in_force(conf)
     _validate_order_types(conf)
+    _validate_unfilledtimeout(conf)
 
 
 def _validate_time_in_force(conf: Dict[str, Any]) -> None:
@@ -258,3 +259,23 @@ def _validate_order_types(conf: Dict[str, Any]) -> None:
             ]:
 
                 process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
+
+
+def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
+    unfilledtimeout = conf.get('unfilledtimeout', {})
+    if any(x in unfilledtimeout for x in ['buy', 'sell']):
+        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise OperationalException(
+                "Please migrate your unfilledtimeout settings to use the new wording.")
+        else:
+
+            logger.warning(
+                "DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
+                "Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
+            )
+            for o, n in [
+                ('buy', 'entry'),
+                ('sell', 'exit'),
+            ]:
+
+                process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)

freqtrade/constants.py

@@ -165,8 +165,8 @@ CONF_SCHEMA = {
         'unfilledtimeout': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'number', 'minimum': 1},
-                'sell': {'type': 'number', 'minimum': 1},
+                'entry': {'type': 'number', 'minimum': 1},
+                'exit': {'type': 'number', 'minimum': 1},
                 'exit_timeout_count': {'type': 'number', 'minimum': 0, 'default': 0},
                 'unit': {'type': 'string', 'enum': TIMEOUT_UNITS, 'default': 'minutes'}
             }

freqtrade/rpc/api_server/api_schemas.py

@@ -131,8 +131,8 @@ class Daily(BaseModel):
 
 
 class UnfilledTimeout(BaseModel):
-    buy: Optional[int]
-    sell: Optional[int]
+    entry: Optional[int]
+    exit: Optional[int]
     unit: Optional[str]
     exit_timeout_count: Optional[int]
 

freqtrade/strategy/interface.py

@@ -259,7 +259,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the (long)sell/(short)buy-order is cancelled.
         """
-        return self.check_exit_timeout(
+        return self.check_sell_timeout(
             pair=pair, trade=trade, order=order, current_time=current_time)
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
@@ -1045,14 +1045,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         FT Internal method.
         Check if timeout is active, and if the order is still open and timed out
         """
-        side = 'buy' if order.side == 'buy' else 'sell'
+        side = 'entry' if order.ft_order_side == trade.enter_side else 'exit'
+
         timeout = self.config.get('unfilledtimeout', {}).get(side)
         if timeout is not None:
             timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
             timeout_kwargs = {timeout_unit: -timeout}
             timeout_threshold = current_time + timedelta(**timeout_kwargs)
-            timedout = (order.status == 'open' and order.side == side
-                        and order.order_date_utc < timeout_threshold)
+            timedout = (order.status == 'open' and order.order_date_utc < timeout_threshold)
             if timedout:
                 return True
         time_method = (self.check_exit_timeout if order.side == trade.exit_side

freqtrade/templates/base_config.json.j2

@@ -16,8 +16,8 @@
     "trading_mode": "{{ trading_mode }}",
     "margin_mode": "{{ margin_mode }}",
     "unfilledtimeout": {
-        "buy": 10,
-        "sell": 10,
+        "entry": 10,
+        "exit": 10,
         "exit_timeout_count": 0,
         "unit": "minutes"
     },