Update stoploss on exchange logic

closes #7424

freqtrade/freqtradebot.py

@@ -1072,6 +1072,7 @@ class FreqtradeBot(LoggingMixin):
             order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
             trade.orders.append(order_obj)
             trade.stoploss_order_id = str(stoploss_order['id'])
+            trade.stoploss_last_update = datetime.now(timezone.utc)
             return True
         except InsufficientFundsError as e:
             logger.warning(f"Unable to place stoploss order {e}.")
@@ -1145,10 +1146,9 @@ class FreqtradeBot(LoggingMixin):
             if self.create_stoploss_order(trade=trade, stop_price=stop_price):
                 # The above will return False if the placement failed and the trade was force-sold.
                 # in which case the trade will be closed - which we must check below.
-                trade.stoploss_last_update = datetime.utcnow()
                 return False
 
-        # If stoploss order is canceled for some reason we add it
+        # If stoploss order is canceled for some reason we add it again
         if (trade.is_open
                 and stoploss_order
                 and stoploss_order['status'] in ('canceled', 'cancelled')):
@@ -1186,7 +1186,8 @@ class FreqtradeBot(LoggingMixin):
         if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
-            if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
+            upd_req = datetime.now(timezone.utc) - timedelta(seconds=update_beat)
+            if trade.stoploss_last_update_utc and upd_req >= trade.stoploss_last_update_utc:
                 # 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 ...")

freqtrade/persistence/trade_model.py

@@ -376,6 +376,12 @@ class LocalTrade():
     def open_date_utc(self):
         return self.open_date.replace(tzinfo=timezone.utc)
 
+    @property
+    def stoploss_last_update_utc(self):
+        if self.stoploss_last_update:
+            return self.stoploss_last_update.replace(tzinfo=timezone.utc)
+        return None
+
     @property
     def close_date_utc(self):
         return self.close_date.replace(tzinfo=timezone.utc)
@@ -560,7 +566,6 @@ class LocalTrade():
         self.stop_loss = stop_loss_norm
 
         self.stop_loss_pct = -1 * abs(percent)
-        self.stoploss_last_update = datetime.utcnow()
 
     def adjust_stop_loss(self, current_price: float, stoploss: float,
                          initial: bool = False, refresh: bool = False) -> None:

tests/test_freqtradebot.py

@@ -1427,6 +1427,7 @@ def test_handle_stoploss_on_exchange_trailing(
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = 100
+    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
 
     stoploss_order_hanging = MagicMock(return_value={
         'id': 100,
@@ -1456,7 +1457,7 @@ def test_handle_stoploss_on_exchange_trailing(
     )
 
     cancel_order_mock = MagicMock()
-    stoploss_order_mock = MagicMock(return_value={'id': 13434334})
+    stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
     mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
@@ -1569,6 +1570,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     assert stoploss.call_count == 1
 
     # Fail creating stoploss order
+    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
     mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
@@ -1657,6 +1659,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = 100
+    trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
 
     stoploss_order_hanging = MagicMock(return_value={
         'id': 100,
@@ -1685,7 +1688,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     )
 
     cancel_order_mock = MagicMock()
-    stoploss_order_mock = MagicMock(return_value={'id': 13434334})
+    stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
     mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
 
@@ -1727,8 +1730,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
+def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None:
-                                              limit_order) -> None:
 
     enter_order = limit_order['buy']
     exit_order = limit_order['sell']
@@ -1784,6 +1786,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     trade.is_open = True
     trade.open_order_id = None
     trade.stoploss_order_id = 100
+    trade.stoploss_last_update = arrow.utcnow()
 
     stoploss_order_hanging = MagicMock(return_value={
         'id': 100,