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Update order structure to ccxt generic structure instead of bittrex specific

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This commit is contained in:
enenn 2018-03-25 22:25:26 +02:00
parent 4810d87044
commit 0ae5b75f33
5 changed files with 33 additions and 26 deletions
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10
freqtrade/freqtradebot.py
View File

@ -388,22 +388,22 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try: try:
order = exchange.get_order(trade.open_order_id) order = exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException: except requests.exceptions.RequestException:
self.logger.info( self.logger.info(
'Cannot query order for %s due to %s', 'Cannot query order for %s due to %s',
trade, trade,
traceback.format_exc()) traceback.format_exc())
continue continue
ordertime = arrow.get(order['opened']) ordertime = arrow.get(order['datetime']).datetime
# Check if trade is still actually open # Check if trade is still actually open
if int(order['remaining']) == 0: if int(order['remaining']) == 0:
continue continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold: if order['side'] == 'buy' and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order) self.handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold: elif order['side'] == 'sell' and ordertime < timeoutthreashold:
self.handle_timedout_limit_sell(trade, order) self.handle_timedout_limit_sell(trade, order)
# FIX: 20180110, why is cancel.order unconditionally here, whereas # FIX: 20180110, why is cancel.order unconditionally here, whereas
@ -465,7 +465,7 @@ class FreqtradeBot(object):
:return: None :return: None
""" """
# Execute sell and update trade record # Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount) order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id trade.open_order_id = order_id
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)

10
freqtrade/persistence.py
View File

@ -111,20 +111,20 @@ class Trade(_DECL_BASE):
:return: None :return: None
""" """
# Ignore open and cancelled orders # Ignore open and cancelled orders
if not order['closed'] or order['rate'] is None: if order['status'] == 'open' or order['price'] is None:
return return
logger.info('Updating trade (id=%d) ...', self.id) logger.info('Updating trade (id=%d) ...', self.id)
getcontext().prec = 8 # Bittrex do not go above 8 decimal getcontext().prec = 8 # Bittrex do not go above 8 decimal
if order['type'] == 'LIMIT_BUY': if order['type'] == 'limit' and order['side'] == 'buy':
# Update open rate and actual amount # Update open rate and actual amount
self.open_rate = Decimal(order['rate']) self.open_rate = Decimal(order['price'])
self.amount = Decimal(order['amount']) self.amount = Decimal(order['amount'])
logger.info('LIMIT_BUY has been fulfilled for %s.', self) logger.info('LIMIT_BUY has been fulfilled for %s.', self)
self.open_order_id = None self.open_order_id = None
elif order['type'] == 'LIMIT_SELL': elif order['type'] == 'limit' and order['side'] == 'sell':
self.close(order['rate']) self.close(order['price'])
else: else:
raise ValueError('Unknown order type: {}'.format(order['type'])) raise ValueError('Unknown order type: {}'.format(order['type']))
cleanup() cleanup()

20
freqtrade/rpc/rpc.py
View File

@ -50,7 +50,7 @@ class RPC(object):
for trade in trades: for trade in trades:
order = None order = None
if trade.open_order_id: if trade.open_order_id:
order = exchange.get_order(trade.open_order_id) order = exchange.get_order(trade.open_order_id, trade.pair)
# calculate profit and send message to user # calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_percent(current_rate)
@ -78,8 +78,8 @@ class RPC(object):
amount=round(trade.amount, 8), amount=round(trade.amount, 8),
close_profit=fmt_close_profit, close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2), current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format( open_order='({} {} rem={:.8f})'.format(
order['type'], order['remaining'] order['type'], order['side'], order['remaining']
) if order else None, ) if order else None,
) )
result.append(message) result.append(message)
@ -311,17 +311,21 @@ class RPC(object):
def _exec_forcesell(trade: Trade) -> None: def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order # Check if there is there is an open order
if trade.open_order_id: if trade.open_order_id:
order = exchange.get_order(trade.open_order_id) order = exchange.get_order(trade.open_order_id, trade.pair)
# Cancel open LIMIT_BUY orders and close trade # Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY': if order and order['status'] == 'open' \
exchange.cancel_order(trade.open_order_id) and order['type'] == 'limit' \
trade.close(order.get('rate') or trade.open_rate) and order['side'] == 'buy':
exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close(order.get('price') or trade.open_rate)
# TODO: sell amount which has been bought already # TODO: sell amount which has been bought already
return return
# Ignore trades with an attached LIMIT_SELL order # Ignore trades with an attached LIMIT_SELL order
if order and not order['closed'] and order['type'] == 'LIMIT_SELL': if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'sell':
return return
# Get current rate and execute sell # Get current rate and execute sell

17
freqtrade/tests/rpc/test_rpc.py
View File

@ -67,7 +67,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
'*Current Rate:* `0.00001098`\n' '*Current Rate:* `0.00001098`\n'
'*Close Profit:* `None`\n' '*Close Profit:* `None`\n'
'*Current Profit:* `-0.59%`\n' '*Current Profit:* `-0.59%`\n'
'*Open Order:* `(LIMIT_BUY rem=0.00000000)`' '*Open Order:* `(limit buy rem=0.00000000)`'
] ]
assert result == result_message assert result == result_message
assert trade.find('[ETH/BTC]') >= 0 assert trade.find('[ETH/BTC]') >= 0
@ -401,8 +401,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
cancel_order=cancel_order_mock, cancel_order=cancel_order_mock,
get_order=MagicMock( get_order=MagicMock(
return_value={ return_value={
'closed': True, 'status': 'closed',
'type': 'LIMIT_BUY', 'type': 'limit',
'side': 'buy'
} }
) )
) )
@ -448,8 +449,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
mocker.patch( mocker.patch(
'freqtrade.freqtradebot.exchange.get_order', 'freqtrade.freqtradebot.exchange.get_order',
return_value={ return_value={
'closed': None, 'status': 'open',
'type': 'LIMIT_BUY' 'type': 'limit',
'side': 'buy'
} }
) )
# check that the trade is called, which is done # check that the trade is called, which is done
@ -464,8 +466,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
mocker.patch( mocker.patch(
'freqtrade.freqtradebot.exchange.get_order', 'freqtrade.freqtradebot.exchange.get_order',
return_value={ return_value={
'closed': None, 'status': 'open',
'type': 'LIMIT_SELL' 'type': 'limit',
'side': 'sell'
} }
) )
(error, res) = rpc.rpc_forcesell('2') (error, res) = rpc.rpc_forcesell('2')

2
freqtrade/tests/test_persistence.py
View File

@ -191,7 +191,7 @@ def test_update_open_order(limit_buy_order):
assert trade.close_profit is None assert trade.close_profit is None
assert trade.close_date is None assert trade.close_date is None
limit_buy_order['closed'] = False limit_buy_order['status'] = 'open'
trade.update(limit_buy_order) trade.update(limit_buy_order)
assert trade.open_order_id is None assert trade.open_order_id is None