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Update stoploss on exchange logic

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closes #7424
This commit is contained in:
Matthias 2022-09-17 17:07:47 +02:00
parent 9f266cbcb2
commit 063511826c
3 changed files with 17 additions and 8 deletions
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7
freqtrade/freqtradebot.py
View File

@ -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 ...")

7
freqtrade/persistence/trade_model.py
View File

@ -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:

11
tests/test_freqtradebot.py
View File

@ -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,
limit_order) -> None:
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, 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,