diff --git a/.gitignore b/.gitignore index 34c751242..97f77f779 100644 --- a/.gitignore +++ b/.gitignore @@ -1,6 +1,8 @@ # Freqtrade rules config*.json *.sqlite +*.sqlite-shm +*.sqlite-wal logfile.txt user_data/* !user_data/strategy/sample_strategy.py diff --git a/README.md b/README.md index 9b25775af..efa334a27 100644 --- a/README.md +++ b/README.md @@ -30,12 +30,13 @@ hesitate to read the source code and understand the mechanism of this bot. Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange. -- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist)) +- [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) -- [X] [FTX](https://ftx.com) +- [X] [FTX](https://ftx.com/#a=2258149) - [X] [Gate.io](https://www.gate.io/ref/6266643) +- [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) -- [X] [OKX](https://www.okx.com/) +- [X] [OKX](https://okx.com/) (Former OKEX) - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ### Community tested @@ -68,15 +69,9 @@ Please find the complete documentation on the [freqtrade website](https://www.fr ## Quick start -Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot. +Please refer to the [Docker Quickstart documentation](https://www.freqtrade.io/en/stable/docker_quickstart/) on how to get started quickly. -```bash -git clone -b develop https://github.com/freqtrade/freqtrade.git -cd freqtrade -./setup.sh --install -``` - -For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/). +For further (native) installation methods, please refer to the [Installation documentation page](https://www.freqtrade.io/en/stable/installation/). ## Basic Usage diff --git a/docs/assets/windows_install.png b/docs/assets/windows_install.png new file mode 100644 index 000000000..530c3047f Binary files /dev/null and b/docs/assets/windows_install.png differ diff --git a/docs/exchanges.md b/docs/exchanges.md index 77c21638d..e539aaf34 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -57,7 +57,7 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t Binance supports [time_in_force](configuration.md#understand-order_time_in_force). !!! Tip "Stoploss on Exchange" - Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. + Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.. ### Binance Blacklist @@ -177,12 +177,21 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force). +!!! Tip "Stoploss on Exchange" + Kucoin supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. + You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used. + ### Kucoin Blacklists For Kucoin, please add `"KCS/"` to your blacklist to avoid issues. Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore. -## OKX +## Huobi + +!!! Tip "Stoploss on Exchange" + Huobi supports `stoploss_on_exchange` and uses `stop-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange. + +## OKX (former OKEX) OKX requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows: diff --git a/docs/index.md b/docs/index.md index 9fb302a91..2aa80c240 100644 --- a/docs/index.md +++ b/docs/index.md @@ -42,12 +42,13 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange. -- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#binance-blacklist)) +- [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) -- [X] [FTX](https://ftx.com) +- [X] [FTX](https://ftx.com/#a=2258149) - [X] [Gate.io](https://www.gate.io/ref/6266643) +- [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) -- [X] [OKX](https://www.okx.com/) +- [X] [OKX](https://okx.com/) (Former OKEX) - [ ] [potentially many others through ccxt](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ### Community tested diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 3e7fa2044..839485629 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,4 +1,4 @@ mkdocs==1.2.3 -mkdocs-material==8.2.1 +mkdocs-material==8.2.3 mdx_truly_sane_lists==1.2 pymdown-extensions==9.2 diff --git a/docs/stoploss.md b/docs/stoploss.md index 4d28846f1..d0e106d8f 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -24,7 +24,7 @@ These modes can be configured with these values: ``` !!! Note - Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market, stop-loss-limit) and FTX (stop limit and stop-market) as of now. + Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now. Do not set too low/tight stoploss value if using stop loss on exchange! If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work. diff --git a/docs/windows_installation.md b/docs/windows_installation.md index 9a068e152..242c994c4 100644 --- a/docs/windows_installation.md +++ b/docs/windows_installation.md @@ -54,6 +54,8 @@ error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use. -The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building C code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker compose](docker_quickstart.md) first. +You can download the Visual C++ build tools from [here](https://visualstudio.microsoft.com/visual-cpp-build-tools/) and install "Desktop development with C++" in it's default configuration. Unfortunately, this is a heavy download / dependency so you might want to consider WSL2 or [docker compose](docker_quickstart.md) first. + +![Windows installation](assets/windows_install.png) --- diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index 58750bd90..52137d048 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -110,6 +110,7 @@ def ask_user_config() -> Dict[str, Any]: "bittrex", "ftx", "gateio", + "huobi", "kraken", "kucoin", "okx", diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py index f230b696c..1bfd384fc 100644 --- a/freqtrade/commands/optimize_commands.py +++ b/freqtrade/commands/optimize_commands.py @@ -25,12 +25,16 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[ RunMode.HYPEROPT: 'hyperoptimization', } if method in no_unlimited_runmodes.keys(): + wallet_size = config['dry_run_wallet'] * config['tradable_balance_ratio'] + # tradable_balance_ratio if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT - and config['stake_amount'] > config['dry_run_wallet']): - wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency']) + and config['stake_amount'] > wallet_size): + wallet = round_coin_value(wallet_size, config['stake_currency']) stake = round_coin_value(config['stake_amount'], config['stake_currency']) - raise OperationalException(f"Starting balance ({wallet}) " - f"is smaller than stake_amount {stake}.") + raise OperationalException( + f"Starting balance ({wallet}) is smaller than stake_amount {stake}. " + f"Wallet is calculated as `dry_run_wallet * tradable_balance_ratio`." + ) return config diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 7e3f4374c..320820b20 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -447,7 +447,6 @@ SCHEMA_TRADE_REQUIRED = [ 'dry_run_wallet', 'ask_strategy', 'bid_strategy', - 'unfilledtimeout', 'stoploss', 'minimal_roi', 'internals', @@ -463,7 +462,6 @@ SCHEMA_BACKTEST_REQUIRED = [ 'dry_run_wallet', 'dataformat_ohlcv', 'dataformat_trades', - 'unfilledtimeout', ] SCHEMA_MINIMAL_REQUIRED = [ diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 9dc2b8480..2b9ed47ea 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -18,6 +18,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges, from freqtrade.exchange.ftx import Ftx from freqtrade.exchange.gateio import Gateio from freqtrade.exchange.hitbtc import Hitbtc +from freqtrade.exchange.huobi import Huobi from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kucoin import Kucoin from freqtrade.exchange.okx import Okx diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index ecd56bebf..6607c15b7 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -9,8 +9,7 @@ import arrow import ccxt from freqtrade.enums import CandleType, MarginMode, TradingMode -from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier @@ -22,6 +21,8 @@ class Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "stop_loss_limit"}, + "stoploss_order_types_futures": {"limit": "stop"}, "order_time_in_force": ['gtc', 'fok', 'ioc'], "time_in_force_parameter": "timeInForce", "ohlcv_candle_limit": 1000, @@ -52,82 +53,6 @@ class Binance(Exchange): (side == "buy" and stop_loss < float(order['info']['stopPrice'])) ) - @retrier(retries=0) - def stoploss(self, pair: str, amount: float, stop_price: float, - order_types: Dict, side: str, leverage: float) -> Dict: - """ - creates a stoploss limit order. - this stoploss-limit is binance-specific. - It may work with a limited number of other exchanges, but this has not been tested yet. - :param side: "buy" or "sell" - """ - # Limit price threshold: As limit price should always be below stop-price - limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) - if side == "sell": - # TODO: Name limit_rate in other exchange subclasses - rate = stop_price * limit_price_pct - else: - rate = stop_price * (2 - limit_price_pct) - - ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit' - - stop_price = self.price_to_precision(pair, stop_price) - - bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate) - - # Ensure rate is less than stop price - if bad_stop_price: - raise OperationalException( - 'In stoploss limit order, stop price should be better than limit price') - - if self._config['dry_run']: - dry_order = self.create_dry_run_order( - pair, ordertype, side, amount, stop_price, leverage) - return dry_order - - try: - params = self._params.copy() - params.update({'stopPrice': stop_price}) - if self.trading_mode == TradingMode.FUTURES: - params.update({'reduceOnly': True}) - - amount = self.amount_to_precision(pair, amount) - - rate = self.price_to_precision(pair, rate) - - self._lev_prep(pair, leverage, side) - order = self._api.create_order( - symbol=pair, - type=ordertype, - side=side, - amount=amount, - price=rate, - params=params - ) - logger.info('stoploss limit order added for %s. ' - 'stop price: %s. limit: %s', pair, stop_price, rate) - self._log_exchange_response('create_stoploss_order', order) - return order - except ccxt.InsufficientFunds as e: - raise InsufficientFundsError( - f'Insufficient funds to create {ordertype} {side} order on market {pair}. ' - f'Tried to {side} amount {amount} at rate {rate}. ' - f'Message: {e}') from e - except ccxt.InvalidOrder as e: - # Errors: - # `binance Order would trigger immediately.` - raise InvalidOrderException( - f'Could not create {ordertype} {side} order on market {pair}. ' - f'Tried to {side} amount {amount} at rate {rate}. ' - f'Message: {e}') from e - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - @retrier def _set_leverage( self, diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 0f693036e..cf0ef62c0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -769,7 +769,8 @@ class Exchange: # Dry-run methods def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, - rate: float, leverage: float, params: Dict = {}) -> Dict[str, Any]: + rate: float, leverage: float, params: Dict = {}, + stop_loss: bool = False) -> Dict[str, Any]: order_id = f'dry_run_{side}_{datetime.now().timestamp()}' _amount = self.amount_to_precision(pair, amount) dry_order: Dict[str, Any] = { @@ -785,15 +786,18 @@ class Exchange: 'remaining': _amount, 'datetime': arrow.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%fZ'), 'timestamp': arrow.utcnow().int_timestamp * 1000, - 'status': "closed" if ordertype == "market" else "open", + 'status': "closed" if ordertype == "market" and not stop_loss else "open", 'fee': None, 'info': {}, 'leverage': leverage } - if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]: + if stop_loss: dry_order["info"] = {"stopPrice": dry_order["price"]} + dry_order["stopPrice"] = dry_order["price"] + # Workaround to avoid filling stoploss orders immediately + dry_order["ft_order_type"] = "stoploss" - if dry_order["type"] == "market": + if dry_order["type"] == "market" and not dry_order.get("ft_order_type"): # Update market order pricing average = self.get_dry_market_fill_price(pair, side, amount, rate) dry_order.update({ @@ -884,7 +888,9 @@ class Exchange: """ Check dry-run limit order fill and update fee (if it filled). """ - if order['status'] != "closed" and order['type'] in ["limit"]: + if (order['status'] != "closed" + and order['type'] in ["limit"] + and not order.get('ft_order_type')): pair = order['symbol'] if self._is_dry_limit_order_filled(pair, order['side'], order['price']): order.update({ @@ -1002,19 +1008,120 @@ class Exchange: """ raise OperationalException(f"stoploss is not implemented for {self.name}.") - def stoploss(self, pair: str, amount: float, stop_price: float, - order_types: Dict, side: str, leverage: float) -> Dict: + def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]: + + available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"] + if self.trading_mode == TradingMode.FUTURES: + # Optionally use different order type for stop order + available_order_Types = self._ft_has.get('stoploss_order_types_futures', + self._ft_has["stoploss_order_types"]) + + if user_order_type in available_order_Types.keys(): + ordertype = available_order_Types[user_order_type] + else: + # Otherwise pick only one available + ordertype = list(available_order_Types.values())[0] + user_order_type = list(available_order_Types.keys())[0] + return ordertype, user_order_type + + def _get_stop_limit_rate(self, stop_price: float, order_types: Dict, side: str) -> float: + # Limit price threshold: As limit price should always be below stop-price + limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) + if side == "sell": + # TODO: Name limit_rate in other exchange subclasses + rate = stop_price * limit_price_pct + else: + rate = stop_price * (2 - limit_price_pct) + + bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate) + # Ensure rate is less than stop price + if bad_stop_price: + raise OperationalException( + 'In stoploss limit order, stop price should be more than limit price') + return rate + + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + params = self._params.copy() + # Verify if stopPrice works for your exchange! + params.update({'stopPrice': stop_price}) + return params + + @retrier(retries=0) + def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict, + side: str, leverage: float) -> Dict: """ creates a stoploss order. + requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market + to the corresponding exchange type. + The precise ordertype is determined by the order_types dict or exchange default. - Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each - exchange's subclass. + The exception below should never raise, since we disallow starting the bot in validate_ordertypes() - Note: Changes to this interface need to be applied to all sub-classes too. - """ - raise OperationalException(f"stoploss is not implemented for {self.name}.") + This may work with a limited number of other exchanges, but correct working + needs to be tested individually. + WARNING: setting `stoploss_on_exchange` to True will NOT auto-enable stoploss on exchange. + `stoploss_adjust` must still be implemented for this to work. + """ + if not self._ft_has['stoploss_on_exchange']: + raise OperationalException(f"stoploss is not implemented for {self.name}.") + + user_order_type = order_types.get('stoploss', 'market') + ordertype, user_order_type = self._get_stop_order_type(user_order_type) + + stop_price_norm = self.price_to_precision(pair, stop_price) + rate = None + if user_order_type == 'limit': + rate = self._get_stop_limit_rate(stop_price, order_types, side) + rate = self.price_to_precision(pair, rate) + + if self._config['dry_run']: + dry_order = self.create_dry_run_order( + pair, + ordertype, + side, + amount, + stop_price_norm, + stop_loss=True, + leverage=leverage, + ) + return dry_order + + try: + params = self._get_stop_params(ordertype=ordertype, stop_price=stop_price_norm) + if self.trading_mode == TradingMode.FUTURES: + params['reduceOnly'] = True + + amount = self.amount_to_precision(pair, amount) + + self._lev_prep(pair, leverage, side) + order = self._api.create_order(symbol=pair, type=ordertype, side=side, + amount=amount, price=rate, params=params) + logger.info(f"stoploss {user_order_type} order added for {pair}. " + f"stop price: {stop_price}. limit: {rate}") + self._log_exchange_response('create_stoploss_order', order) + return order + except ccxt.InsufficientFunds as e: + raise InsufficientFundsError( + f'Insufficient funds to create {ordertype} sell order on market {pair}. ' + f'Tried to sell amount {amount} at rate {rate}. ' + f'Message: {e}') from e + except ccxt.InvalidOrder as e: + # Errors: + # `Order would trigger immediately.` + raise InvalidOrderException( + f'Could not create {ordertype} sell order on market {pair}. ' + f'Tried to sell amount {amount} at rate {rate}. ' + f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f"Could not place stoploss order due to {e.__class__.__name__}. " + f"Message: {e}") from e + except ccxt.BaseError as e: + raise OperationalException(e) from e @retrier(retries=API_FETCH_ORDER_RETRY_COUNT) def fetch_order(self, order_id: str, pair: str) -> Dict: @@ -2384,7 +2491,7 @@ def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = Non def is_exchange_officially_supported(exchange_name: str) -> bool: - return exchange_name in ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx'] + return exchange_name in ['binance', 'bittrex', 'ftx', 'gateio', 'huobi', 'kraken', 'okx'] def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]: diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 4da88d7a9..f20aab138 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -62,7 +62,7 @@ class Ftx(Exchange): if self._config['dry_run']: dry_order = self.create_dry_run_order( - pair, ordertype, side, amount, stop_price, leverage) + pair, ordertype, side, amount, stop_price, leverage, stop_loss=True) return dry_order try: diff --git a/freqtrade/exchange/huobi.py b/freqtrade/exchange/huobi.py new file mode 100644 index 000000000..71c4d1cf6 --- /dev/null +++ b/freqtrade/exchange/huobi.py @@ -0,0 +1,39 @@ +""" Huobi exchange subclass """ +import logging +from typing import Dict + +from freqtrade.exchange import Exchange + + +logger = logging.getLogger(__name__) + + +class Huobi(Exchange): + """ + Huobi exchange class. Contains adjustments needed for Freqtrade to work + with this exchange. + """ + + _ft_has: Dict = { + "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "stop-limit"}, + "ohlcv_candle_limit": 1000, + "l2_limit_range": [5, 10, 20], + "l2_limit_range_required": False, + } + + def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool: + """ + Verify stop_loss against stoploss-order value (limit or price) + Returns True if adjustment is necessary. + """ + return order['type'] == 'stop' and stop_loss > float(order['stopPrice']) + + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + + params = self._params.copy() + params.update({ + "stopPrice": stop_price, + "operator": "lte", + }) + return params diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 0c3fe4e7b..0ad7b396e 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -99,6 +99,8 @@ class Kraken(Exchange): """ Creates a stoploss market order. Stoploss market orders is the only stoploss type supported by kraken. + TODO: investigate if this can be combined with generic implementation + (careful, prices are reversed) """ params = self._params.copy() if self.trading_mode == TradingMode.FUTURES: @@ -119,7 +121,7 @@ class Kraken(Exchange): if self._config['dry_run']: dry_order = self.create_dry_run_order( - pair, ordertype, side, amount, stop_price, leverage) + pair, ordertype, side, amount, stop_price, leverage, stop_loss=True) return dry_order try: diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py index 2884669a6..59ddc435c 100644 --- a/freqtrade/exchange/kucoin.py +++ b/freqtrade/exchange/kucoin.py @@ -19,8 +19,26 @@ class Kucoin(Exchange): """ _ft_has: Dict = { + "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "limit", "market": "market"}, "l2_limit_range": [20, 100], "l2_limit_range_required": False, "order_time_in_force": ['gtc', 'fok', 'ioc'], "time_in_force_parameter": "timeInForce", } + + def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool: + """ + Verify stop_loss against stoploss-order value (limit or price) + Returns True if adjustment is necessary. + """ + return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice']) + + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + + params = self._params.copy() + params.update({ + 'stopPrice': stop_price, + 'stop': 'loss' + }) + return params diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0410b436d..85d16d183 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -639,7 +639,6 @@ class FreqtradeBot(LoggingMixin): entry_tag=enter_tag, side=trade_side): logger.info(f"User requested abortion of buying {pair}") return False - amount = self.exchange.amount_to_precision(pair, amount) order = self.exchange.create_order( pair=pair, ordertype=order_type, @@ -1070,7 +1069,7 @@ class FreqtradeBot(LoggingMixin): return False - def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None: + def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: Dict) -> None: """ Check to see if stoploss on exchange should be updated in case of trailing stoploss on exchange @@ -1142,15 +1141,19 @@ class FreqtradeBot(LoggingMixin): max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0) order_obj = trade.select_order_by_order_id(trade.open_order_id) + if not_closed and (fully_cancelled or (order_obj and self.strategy.ft_check_timed_out( time_method, trade, order_obj, datetime.now(timezone.utc))) ): if is_entering: self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT']) else: - self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT']) + canceled = self.handle_cancel_exit( + trade, order, constants.CANCEL_REASON['TIMEOUT']) canceled_count = trade.get_exit_order_count() - if max_timeouts > 0 and canceled_count >= max_timeouts: + max_timeouts = self.config.get( + 'unfilledtimeout', {}).get('exit_timeout_count', 0) + if canceled and max_timeouts > 0 and canceled_count >= max_timeouts: logger.warning(f'Emergencyselling trade {trade}, as the sell order ' f'timed out {max_timeouts} times.') try: @@ -1252,11 +1255,12 @@ class FreqtradeBot(LoggingMixin): reason=reason) return was_trade_fully_canceled - def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str: + def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool: """ exit order cancel - cancel order and update trade - :return: Reason for cancel + :return: True if exit order was cancelled, false otherwise """ + cancelled = False # if trade is not partially completed, just cancel the order if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): @@ -1268,7 +1272,7 @@ class FreqtradeBot(LoggingMixin): except InvalidOrderException: logger.exception( f"Could not cancel {trade.exit_side} order {trade.open_order_id}") - return 'error cancelling order' + return False logger.info('%s order %s for %s.', trade.exit_side.capitalize(), reason, trade) else: reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] @@ -1282,9 +1286,12 @@ class FreqtradeBot(LoggingMixin): trade.close_date = None trade.is_open = True trade.open_order_id = None + trade.sell_reason = None + cancelled = True else: # TODO: figure out how to handle partially complete sell orders reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + cancelled = False self.wallets.update() self._notify_exit_cancel( @@ -1292,7 +1299,7 @@ class FreqtradeBot(LoggingMixin): order_type=self.strategy.order_types[trade.exit_side], reason=reason ) - return reason + return cancelled def _safe_exit_amount(self, pair: str, amount: float) -> float: """ @@ -1351,8 +1358,8 @@ class FreqtradeBot(LoggingMixin): # if stoploss is on exchange and we are on dry_run mode, # we consider the sell price stop price - if self.config['dry_run'] and exit_type == 'stoploss' \ - and self.strategy.order_types['stoploss_on_exchange']: + if (self.config['dry_run'] and exit_type == 'stoploss' + and self.strategy.order_types['stoploss_on_exchange']): limit = trade.stop_loss # set custom_exit_price if available diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index b6ae496fb..36340033c 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -121,7 +121,7 @@ class Order(_DECL_BASE): ft_pair: str = Column(String(25), nullable=False) ft_is_open = Column(Boolean, nullable=False, default=True, index=True) - order_id = Column(String(255), nullable=False, index=True) + order_id: str = Column(String(255), nullable=False, index=True) status = Column(String(255), nullable=True) symbol = Column(String(25), nullable=True) order_type: str = Column(String(50), nullable=True) @@ -197,10 +197,14 @@ class Order(_DECL_BASE): self.order_filled_date = datetime.now(timezone.utc) self.order_update_date = datetime.now(timezone.utc) - def to_json(self) -> Dict[str, Any]: + def to_json(self, entry_side: str) -> Dict[str, Any]: return { + 'pair': self.ft_pair, + 'order_id': self.order_id, + 'status': self.status, 'amount': self.amount, 'average': round(self.average, 8) if self.average else 0, + 'safe_price': self.safe_price, 'cost': self.cost if self.cost else 0, 'filled': self.filled, 'ft_order_side': self.ft_order_side, @@ -214,10 +218,9 @@ class Order(_DECL_BASE): 'order_filled_timestamp': int(self.order_filled_date.replace( tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None, 'order_type': self.order_type, - 'pair': self.ft_pair, 'price': self.price, + 'ft_is_entry': self.ft_order_side == entry_side, 'remaining': self.remaining, - 'status': self.status, } def close_bt_order(self, close_date: datetime): @@ -456,14 +459,7 @@ class LocalTrade(): def to_json(self) -> Dict[str, Any]: filled_orders = self.select_filled_orders() - filled_entries = [] - filled_exits = [] - if len(filled_orders) > 0: - for order in filled_orders: - if order.ft_order_side == 'buy': - filled_entries.append(order.to_json()) - if order.ft_order_side == 'sell': - filled_exits.append(order.to_json()) + orders = [order.to_json(self.enter_side) for order in filled_orders] return { 'trade_id': self.id, @@ -535,8 +531,7 @@ class LocalTrade(): 'trading_mode': self.trading_mode, 'funding_fees': self.funding_fees, 'open_order_id': self.open_order_id, - 'filled_entry_orders': filled_entries, - 'filled_exit_orders': filled_exits, + 'orders': orders, } @staticmethod diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index 8b86b8005..757ed8aac 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -8,7 +8,7 @@ from freqtrade.configuration.config_validation import validate_config_consistenc from freqtrade.enums import BacktestState from freqtrade.exceptions import DependencyException from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse -from freqtrade.rpc.api_server.deps import get_config +from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode from freqtrade.rpc.api_server.webserver import ApiServer from freqtrade.rpc.rpc import RPCException @@ -22,7 +22,7 @@ router = APIRouter() @router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) # flake8: noqa: C901 async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks, - config=Depends(get_config)): + config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): """Start backtesting if not done so already""" if ApiServer._bgtask_running: raise RPCException('Bot Background task already running') @@ -121,7 +121,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac @router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_get_backtest(): +def api_get_backtest(ws_mode=Depends(is_webserver_mode)): """ Get backtesting result. Returns Result after backtesting has been ran. @@ -157,7 +157,7 @@ def api_get_backtest(): @router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_delete_backtest(): +def api_delete_backtest(ws_mode=Depends(is_webserver_mode)): """Reset backtesting""" if ApiServer._bgtask_running: return { @@ -183,7 +183,7 @@ def api_delete_backtest(): @router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_backtest_abort(): +def api_backtest_abort(ws_mode=Depends(is_webserver_mode)): if not ApiServer._bgtask_running: return { "status": "not_running", diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 54491c68e..548362bf5 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -184,6 +184,22 @@ class ShowConfig(BaseModel): max_entry_position_adjustment: int +class OrderSchema(BaseModel): + pair: str + order_id: str + status: str + remaining: float + amount: float + safe_price: float + cost: float + filled: float + ft_order_side: str + order_type: str + is_open: bool + order_timestamp: Optional[int] + order_filled_timestamp: Optional[int] + + class TradeSchema(BaseModel): trade_id: int pair: str @@ -233,6 +249,7 @@ class TradeSchema(BaseModel): min_rate: Optional[float] max_rate: Optional[float] open_order_id: Optional[str] + orders: List[OrderSchema] leverage: Optional[float] interest_rate: Optional[float] diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index adcdd313a..8089d1c24 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -34,8 +34,8 @@ logger = logging.getLogger(__name__) # 1.12: add blacklist delete endpoint # 1.13: forcebuy supports stake_amount # versions 2.xx -> futures/short branch -# 2.13: addition of Forceenter -API_VERSION = 2.13 +# 2.14: Add entry/exit orders to trade response +API_VERSION = 2.14 # Public API, requires no auth. router_public = APIRouter() diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py index b428d9c6d..f5e61602e 100644 --- a/freqtrade/rpc/api_server/deps.py +++ b/freqtrade/rpc/api_server/deps.py @@ -2,6 +2,7 @@ from typing import Any, Dict, Iterator, Optional from fastapi import Depends +from freqtrade.enums import RunMode from freqtrade.persistence import Trade from freqtrade.rpc.rpc import RPC, RPCException @@ -38,3 +39,9 @@ def get_exchange(config=Depends(get_config)): ApiServer._exchange = ExchangeResolver.load_exchange( config['exchange']['name'], config) return ApiServer._exchange + + +def is_webserver_mode(config=Depends(get_config)): + if config['runmode'] != RunMode.WEBSERVER: + raise RPCException('Bot is not in the correct state') + return None diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 0badfd458..a77f6f69c 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -171,7 +171,7 @@ class RPC: # calculate profit and send message to user if trade.is_open: try: - closing_side = "buy" if trade.is_short else "sell" + closing_side = trade.exit_side current_rate = self._freqtrade.exchange.get_rate( trade.pair, refresh=False, side=closing_side) except (ExchangeError, PricingError): diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 0a568e5d5..90a602ef8 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -389,46 +389,52 @@ class Telegram(RPCHandler): else: return "\N{CROSS MARK}" - def _prepare_entry_details(self, filled_orders, base_currency, is_open): + def _prepare_entry_details(self, filled_orders: List, base_currency: str, is_open: bool): """ Prepare details of trade with entry adjustment enabled """ - lines = [] + lines: List[str] = [] + if len(filled_orders) > 0: + first_avg = filled_orders[0]["safe_price"] + for x, order in enumerate(filled_orders): + if not order['ft_is_entry']: + continue cur_entry_datetime = arrow.get(order["order_filled_date"]) cur_entry_amount = order["amount"] - cur_entry_average = order["average"] + cur_entry_average = order["safe_price"] lines.append(" ") if x == 0: - lines.append("*Entry #{}:*".format(x+1)) - lines.append("*Entry Amount:* {} ({:.8f} {})" - .format(cur_entry_amount, order["cost"], base_currency)) - lines.append("*Average Entry Price:* {}".format(cur_entry_average)) + lines.append(f"*Entry #{x+1}:*") + lines.append( + f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})") + lines.append(f"*Average Entry Price:* {cur_entry_average}") else: sumA = 0 sumB = 0 for y in range(x): - sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"]) + sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"]) sumB += filled_orders[y]["amount"] - prev_avg_price = sumA/sumB - price_to_1st_entry = ((cur_entry_average - filled_orders[0]["average"]) - / filled_orders[0]["average"]) - minus_on_entry = (cur_entry_average - prev_avg_price)/prev_avg_price + prev_avg_price = sumA / sumB + price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg) + minus_on_entry = 0 + if prev_avg_price: + minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price + dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"]) days = dur_entry.days hours, remainder = divmod(dur_entry.seconds, 3600) minutes, seconds = divmod(remainder, 60) - lines.append("*Entry #{}:* at {:.2%} avg profit".format(x+1, minus_on_entry)) + lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit") if is_open: lines.append("({})".format(cur_entry_datetime .humanize(granularity=["day", "hour", "minute"]))) - lines.append("*Entry Amount:* {} ({:.8f} {})" - .format(cur_entry_amount, order["cost"], base_currency)) - lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)" - .format(cur_entry_average, price_to_1st_entry)) - lines.append("*Order filled at:* {}".format(order["order_filled_date"])) - lines.append("({}d {}h {}m {}s from previous entry)" - .format(days, hours, minutes, seconds)) + lines.append( + f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})") + lines.append(f"*Average Entry Price:* {cur_entry_average} " + f"({price_to_1st_entry:.2%} from 1st entry rate)") + lines.append(f"*Order filled at:* {order['order_filled_date']}") + lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)") return lines @authorized_only @@ -459,7 +465,7 @@ class Telegram(RPCHandler): messages = [] for r in results: r['open_date_hum'] = arrow.get(r['open_date']).humanize() - r['num_entries'] = len(r['filled_entry_orders']) + r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']]) r['sell_reason'] = r.get('sell_reason', "") lines = [ "*Trade ID:* `{trade_id}`" + @@ -505,8 +511,8 @@ class Telegram(RPCHandler): lines.append("*Open Order:* `{open_order}`") lines_detail = self._prepare_entry_details( - r['filled_entry_orders'], r['base_currency'], r['is_open']) - lines.extend((lines_detail if (len(r['filled_entry_orders']) > 1) else "")) + r['orders'], r['base_currency'], r['is_open']) + lines.extend(lines_detail if lines_detail else "") # Filter empty lines using list-comprehension messages.append("\n".join([line for line in lines if line]).format(**r)) diff --git a/freqtrade/templates/subtemplates/exchange_huobi.j2 b/freqtrade/templates/subtemplates/exchange_huobi.j2 new file mode 100644 index 000000000..3cb521785 --- /dev/null +++ b/freqtrade/templates/subtemplates/exchange_huobi.j2 @@ -0,0 +1,12 @@ +"exchange": { + "name": "{{ exchange_name | lower }}", + "key": "{{ exchange_key }}", + "secret": "{{ exchange_secret }}", + "ccxt_config": {}, + "ccxt_async_config": {}, + "pair_whitelist": [ + ], + "pair_blacklist": [ + "HT/.*" + ] +} diff --git a/requirements-dev.txt b/requirements-dev.txt index c52032a60..9fc8a18ad 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -22,7 +22,7 @@ nbconvert==6.4.2 # mypy types types-cachetools==4.2.9 types-filelock==3.2.5 -types-requests==2.27.10 +types-requests==2.27.11 types-tabulate==0.8.5 # Extensions to datetime library diff --git a/requirements.txt b/requirements.txt index 2392a05ae..802741e34 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,7 +2,7 @@ numpy==1.22.2 pandas==1.4.1 pandas-ta==0.3.14b -ccxt==1.74.22 +ccxt==1.74.63 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.1 aiohttp==3.8.1 @@ -31,7 +31,7 @@ python-rapidjson==1.6 sdnotify==0.3.2 # API Server -fastapi==0.74.0 +fastapi==0.74.1 uvicorn==0.17.5 pyjwt==2.3.0 aiofiles==0.8.0 diff --git a/setup.py b/setup.py index 6cad4d804..d14139cda 100644 --- a/setup.py +++ b/setup.py @@ -42,7 +42,7 @@ setup( ], install_requires=[ # from requirements.txt - 'ccxt>=1.73.1', + 'ccxt>=1.74.17', 'SQLAlchemy', 'python-telegram-bot>=13.4', 'arrow>=0.17.0', diff --git a/setup.sh b/setup.sh index e1c9b1cba..ebfabaca5 100755 --- a/setup.sh +++ b/setup.sh @@ -132,6 +132,9 @@ function install_macos() { echo_block "Installing Brew" /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" fi + + brew install gettext + #Gets number after decimal in python version version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g') diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index f6016a2fc..c3950e459 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -11,6 +11,7 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re from tests.exchange.test_exchange import ccxt_exceptionhandlers +@pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT]) @pytest.mark.parametrize('limitratio,expected,side', [ (None, 220 * 0.99, "sell"), (0.99, 220 * 0.99, "sell"), @@ -19,16 +20,10 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers (0.99, 220 * 1.01, "buy"), (0.98, 220 * 1.02, "buy"), ]) -def test_stoploss_order_binance( - default_conf, - mocker, - limitratio, - expected, - side -): +def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) - order_type = 'stop_loss_limit' + order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop' api_mock.create_order = MagicMock(return_value={ 'id': order_id, @@ -37,6 +32,8 @@ def test_stoploss_order_binance( } }) default_conf['dry_run'] = False + default_conf['margin_mode'] = MarginMode.ISOLATED + default_conf['trading_mode'] = trademode mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) @@ -72,7 +69,11 @@ def test_stoploss_order_binance( assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 # Price should be 1% below stopprice assert api_mock.create_order.call_args_list[0][1]['price'] == expected - assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220} + if trademode == TradingMode.SPOT: + params_dict = {'stopPrice': 220} + else: + params_dict = {'stopPrice': 220, 'reduceOnly': True} + assert api_mock.create_order.call_args_list[0][1]['params'] == params_dict # test exception handling with pytest.raises(DependencyException): diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index 52f39a274..a9b399461 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -82,6 +82,13 @@ EXCHANGES = { 'leverage_tiers_public': True, 'leverage_in_spot_market': True, }, + 'huobi': { + 'pair': 'BTC/USDT', + 'stake_currency': 'USDT', + 'hasQuoteVolume': True, + 'timeframe': '5m', + 'futures': False, + }, 'bitvavo': { 'pair': 'BTC/EUR', 'stake_currency': 'EUR', @@ -198,7 +205,10 @@ class TestCCXTExchange(): else: next_limit = exchange.get_next_limit_in_list( val, l2_limit_range, l2_limit_range_required) - if next_limit is None or next_limit > 200: + if next_limit is None: + assert len(l2['asks']) > 100 + assert len(l2['asks']) > 100 + elif next_limit > 200: # Large orderbook sizes can be a problem for some exchanges (bitrex ...) assert len(l2['asks']) > 200 assert len(l2['asks']) > 200 @@ -313,7 +323,7 @@ class TestCCXTExchange(): def test_ccxt_get_max_leverage_spot(self, exchange): spot, spot_name = exchange if spot: - leverage_in_market_spot = EXCHANGES[spot_name]['leverage_in_spot_market'] + leverage_in_market_spot = EXCHANGES[spot_name].get('leverage_in_spot_market') if leverage_in_market_spot: spot_pair = EXCHANGES[spot_name].get('pair', EXCHANGES[spot_name]['pair']) spot_leverage = spot.get_max_leverage(spot_pair, 20) @@ -323,7 +333,7 @@ class TestCCXTExchange(): def test_ccxt_get_max_leverage_futures(self, exchange_futures): futures, futures_name = exchange_futures if futures: - leverage_tiers_public = EXCHANGES[futures_name]['leverage_tiers_public'] + leverage_tiers_public = EXCHANGES[futures_name].get('leverage_tiers_public') if leverage_tiers_public: futures_pair = EXCHANGES[futures_name].get( 'futures_pair', @@ -346,7 +356,7 @@ class TestCCXTExchange(): def test_ccxt_load_leverage_tiers(self, exchange_futures): futures, futures_name = exchange_futures - if futures and EXCHANGES[futures_name]['leverage_tiers_public']: + if futures and EXCHANGES[futures_name].get('leverage_tiers_public'): leverage_tiers = futures.load_leverage_tiers() futures_pair = EXCHANGES[futures_name].get( 'futures_pair', @@ -379,7 +389,7 @@ class TestCCXTExchange(): def test_ccxt_dry_run_liquidation_price(self, exchange_futures): futures, futures_name = exchange_futures - if futures and EXCHANGES[futures_name]['leverage_tiers_public']: + if futures and EXCHANGES[futures_name].get('leverage_tiers_public'): futures_pair = EXCHANGES[futures_name].get( 'futures_pair', diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index fadcacc53..6b2dd4334 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -168,7 +168,7 @@ def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - exchange = ExchangeResolver.load_exchange('huobi', default_conf) + exchange = ExchangeResolver.load_exchange('zaif', default_conf) assert isinstance(exchange, Exchange) assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) caplog.clear() diff --git a/tests/exchange/test_huobi.py b/tests/exchange/test_huobi.py new file mode 100644 index 000000000..fc7c7cefb --- /dev/null +++ b/tests/exchange/test_huobi.py @@ -0,0 +1,117 @@ +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException +from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers + + +@pytest.mark.parametrize('limitratio,expected,side', [ + (None, 220 * 0.99, "sell"), + (0.99, 220 * 0.99, "sell"), + (0.98, 220 * 0.98, "sell"), +]) +def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side): + api_mock = MagicMock() + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + order_type = 'stop-limit' + + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss_on_exchange_limit_ratio': 1.05}, + side=side, + leverage=1.0) + + api_mock.create_order.reset_mock() + order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio} + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types, + side=side, leverage=1.0) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == order_type + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + # Price should be 1% below stopprice + assert api_mock.create_order.call_args_list[0][1]['price'] == expected + assert api_mock.create_order.call_args_list[0][1]['params'] == {"stopPrice": 220, + "operator": "lte", + } + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side=side, leverage=1.0) + + with pytest.raises(InvalidOrderException): + api_mock.create_order = MagicMock( + side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side=side, leverage=1.0) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}, + side=side, leverage=1.0) + + +def test_stoploss_order_dry_run_huobi(default_conf, mocker): + api_mock = MagicMock() + order_type = 'stop-limit' + default_conf['dry_run'] = True + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss_on_exchange_limit_ratio': 1.05}, + side='sell', leverage=1.0) + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side='sell', leverage=1.0) + + assert 'id' in order + assert 'info' in order + assert 'type' in order + + assert order['type'] == order_type + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_huobi(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='huobi') + order = { + 'type': 'stop', + 'price': 1500, + 'stopPrice': '1500', + } + assert exchange.stoploss_adjust(1501, order, 'sell') + assert not exchange.stoploss_adjust(1499, order, 'sell') + # Test with invalid order case + order['type'] = 'stop_loss' + assert not exchange.stoploss_adjust(1501, order, 'sell') diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py new file mode 100644 index 000000000..8af1e83a3 --- /dev/null +++ b/tests/exchange/test_kucoin.py @@ -0,0 +1,127 @@ +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException +from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers + + +@pytest.mark.parametrize('order_type', ['market', 'limit']) +@pytest.mark.parametrize('limitratio,expected,side', [ + (None, 220 * 0.99, "sell"), + (0.99, 220 * 0.99, "sell"), + (0.98, 220 * 0.98, "sell"), +]) +def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side, order_type): + api_mock = MagicMock() + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + if order_type == 'limit': + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={ + 'stoploss': order_type, + 'stoploss_on_exchange_limit_ratio': 1.05}, + side=side, leverage=1.0) + + api_mock.create_order.reset_mock() + order_types = {'stoploss': order_type} + if limitratio is not None: + order_types.update({'stoploss_on_exchange_limit_ratio': limitratio}) + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types=order_types, side=side, leverage=1.0) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == order_type + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + # Price should be 1% below stopprice + if order_type == 'limit': + assert api_mock.create_order.call_args_list[0][1]['price'] == expected + else: + assert api_mock.create_order.call_args_list[0][1]['price'] is None + + assert api_mock.create_order.call_args_list[0][1]['params'] == { + 'stopPrice': 220, + 'stop': 'loss' + } + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side=side, leverage=1.0) + + with pytest.raises(InvalidOrderException): + api_mock.create_order = MagicMock( + side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side=side, leverage=1.0) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}, + side=side, leverage=1.0) + + +def test_stoploss_order_dry_run_kucoin(default_conf, mocker): + api_mock = MagicMock() + order_type = 'market' + default_conf['dry_run'] = True + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss': 'limit', + 'stoploss_on_exchange_limit_ratio': 1.05}, + side='sell', leverage=1.0) + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, + order_types={}, side='sell', leverage=1.0) + + assert 'id' in order + assert 'info' in order + assert 'type' in order + + assert order['type'] == order_type + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_kucoin(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='kucoin') + order = { + 'type': 'limit', + 'price': 1500, + 'stopPrice': 1500, + 'info': {'stopPrice': 1500, 'stop': "limit"}, + } + assert exchange.stoploss_adjust(1501, order, 'sell') + assert not exchange.stoploss_adjust(1499, order, 'sell') + # Test with invalid order case + order['info']['stop'] = None + assert not exchange.stoploss_adjust(1501, order, 'sell') diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index ae2294522..ce881bcf1 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -80,7 +80,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': 1.099e-05, 'amount': 91.07468123, - 'amount_requested': 91.07468123, + 'amount_requested': 91.07468124, 'stake_amount': 0.001, 'trade_duration': None, 'trade_duration_s': None, @@ -116,14 +116,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'is_short': False, 'funding_fees': 0.0, 'trading_mode': TradingMode.SPOT, - 'filled_entry_orders': [{ - 'amount': 91.07468123, 'average': 1.098e-05, + 'orders': [{ + 'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05, 'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy', 'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY, 'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05, - 'is_open': False, 'pair': 'ETH/BTC', - 'remaining': ANY, 'status': ANY}], - 'filled_exit_orders': [], + 'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY, + 'remaining': ANY, 'status': ANY, 'ft_is_entry': True, + }], } mocker.patch('freqtrade.exchange.Exchange.get_rate', @@ -162,7 +162,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': ANY, 'amount': 91.07468123, - 'amount_requested': 91.07468123, + 'amount_requested': 91.07468124, 'trade_duration': ANY, 'trade_duration_s': ANY, 'stake_amount': 0.001, @@ -198,14 +198,14 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'is_short': False, 'funding_fees': 0.0, 'trading_mode': TradingMode.SPOT, - 'filled_entry_orders': [{ - 'amount': 91.07468123, 'average': 1.098e-05, + 'orders': [{ + 'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05, 'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy', 'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY, 'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05, - 'is_open': False, 'pair': 'ETH/BTC', - 'remaining': ANY, 'status': ANY}], - 'filled_exit_orders': [], + 'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY, + 'remaining': ANY, 'status': ANY, 'ft_is_entry': True, + }], } diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index ca4f40d74..b634ec2f7 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -971,6 +971,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'interest_rate': 0.0, 'funding_fees': None, 'trading_mode': ANY, + 'orders': [ANY], } mocker.patch('freqtrade.exchange.Exchange.get_rate', @@ -1044,8 +1045,8 @@ def test_api_blacklist(botclient, mocker): "NOTHING/BTC": { "error_msg": "Pair NOTHING/BTC is not in the current blacklist." } - }, - } + }, + } rc = client_delete( client, f"{BASE_URI}/blacklist?pairs_to_delete=HOT/BTC&pairs_to_delete=ETH/BTC") @@ -1170,6 +1171,7 @@ def test_api_forceentry(botclient, mocker, fee, endpoint): 'interest_rate': None, 'funding_fees': None, 'trading_mode': 'spot', + 'orders': [], } @@ -1452,6 +1454,11 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir): ftbot, client = botclient mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + rc = client_get(client, f"{BASE_URI}/backtest") + # Backtest prevented in default mode + assert_response(rc, 502) + + ftbot.config['runmode'] = RunMode.WEBSERVER # Backtesting not started yet rc = client_get(client, f"{BASE_URI}/backtest") assert_response(rc) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index c5c48bb6e..70651e5cc 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -208,6 +208,7 @@ def test_telegram_status(default_conf, update, mocker) -> None: 'is_open': True, 'is_short': False, 'filled_entry_orders': [], + 'orders': [] }]), ) @@ -240,6 +241,8 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: create_mock_trades(fee) trades = Trade.get_open_trades() trade = trades[0] + # Average may be empty on some exchanges + trade.orders[0].average = 0 trade.orders.append(Order( order_id='5412vbb', ft_order_side='buy', @@ -250,7 +253,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: order_type="market", side="buy", price=trade.open_rate * 0.95, - average=trade.open_rate * 0.95, + average=0, filled=trade.amount, remaining=0, cost=trade.amount, @@ -626,7 +629,7 @@ def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None: context.args = ["this week"] telegram._weekly(update=update, context=context) assert str('Weekly Profit over the last 8 weeks (starting from Monday):') \ - in msg_mock.call_args_list[0][0][0] + in msg_mock.call_args_list[0][0][0] def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee, @@ -1872,7 +1875,7 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> (RPCMessageType.BUY_FILL, 'Longed', 'long_signal_01', 1.0), (RPCMessageType.BUY_FILL, 'Longed', 'long_signal_02', 2.0), (RPCMessageType.SHORT_FILL, 'Shorted', 'short_signal_01', 2.0), - ]) +]) def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, entered, enter_signal, leverage) -> None: @@ -1902,7 +1905,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, ente f"{leverage_text}" '*Open Rate:* `0.00001099`\n' '*Total:* `(0.01465333 BTC, 180.895 USD)`' - ) + ) def test_send_msg_sell_notification(default_conf, mocker) -> None: @@ -1944,7 +1947,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' '*Close Rate:* `0.00003201`' - ) + ) msg_mock.reset_mock() telegram.send_msg({ @@ -1978,7 +1981,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' '*Close Rate:* `0.00003201`' - ) + ) # Reset singleton function to avoid random breaks telegram._rpc._fiat_converter.convert_amount = old_convamount @@ -2142,7 +2145,7 @@ def test_send_msg_buy_notification_no_fiat( ('Long', 'long_signal_01', 1.0), ('Long', 'long_signal_01', 5.0), ('Short', 'short_signal_01', 2.0), - ]) +]) def test_send_msg_sell_notification_no_fiat( default_conf, mocker, direction, enter_signal, leverage) -> None: del default_conf['fiat_display_currency'] @@ -2184,7 +2187,7 @@ def test_send_msg_sell_notification_no_fiat( '*Open Rate:* `0.00007500`\n' '*Current Rate:* `0.00003201`\n' '*Close Rate:* `0.00003201`' - ) + ) @pytest.mark.parametrize('msg,expected', [ diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index cc844963d..eb6eacb62 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -6,7 +6,7 @@ import time from copy import deepcopy from math import isclose from typing import List -from unittest.mock import ANY, MagicMock, PropertyMock +from unittest.mock import ANY, MagicMock, PropertyMock, patch import arrow import pytest @@ -1407,7 +1407,7 @@ def test_handle_stoploss_on_exchange_trailing( cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=amt, + amount=pytest.approx(amt), pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=stop_price[1], @@ -1611,7 +1611,7 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') # Long uses modified ask - offset, short modified bid + offset stoploss_order_mock.assert_called_once_with( - amount=trade.amount, + amount=pytest.approx(trade.amount), pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 if not is_short else 0.95 * 1.04, @@ -1741,7 +1741,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, assert trade.stop_loss == 4.4 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with( - amount=11.41438356, + amount=pytest.approx(11.41438356), pair='NEO/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.99, @@ -2534,9 +2534,14 @@ def test_check_handle_timedout_sell_usercustom( et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit') caplog.clear() - # 2nd canceled trade ... open_trade_usdt.open_order_id = limit_sell_order_old['id'] + + # If cancelling fails - no emergency sell! + with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False): + freqtrade.check_handle_timedout() + assert et_mock.call_count == 0 + freqtrade.check_handle_timedout() assert log_has_re('Emergencyselling trade.*', caplog) assert et_mock.call_count == 1 @@ -2896,9 +2901,12 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: exchange='binance', open_rate=0.245441, open_order_id="123456", - open_date=arrow.utcnow().datetime, + open_date=arrow.utcnow().shift(days=-2).datetime, fee_open=fee.return_value, fee_close=fee.return_value, + close_rate=0.555, + close_date=arrow.utcnow().datetime, + sell_reason="sell_reason_whatever", ) order = {'remaining': 1, 'amount': 1, @@ -2907,17 +2915,23 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 + assert trade.close_rate is None + assert trade.sell_reason is None send_msg_mock.reset_mock() order['amount'] = 2 - assert freqtrade.handle_cancel_exit(trade, order, reason - ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + assert not freqtrade.handle_cancel_exit(trade, order, reason) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 - assert freqtrade.handle_cancel_exit(trade, order, reason - ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + assert (send_msg_mock.call_args_list[0][0][0]['reason'] + == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']) + + assert not freqtrade.handle_cancel_exit(trade, order, reason) + + send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + # Message should not be iterated again assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] assert send_msg_mock.call_count == 1 @@ -2936,7 +2950,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: order = {'remaining': 1, 'amount': 1, 'status': "open"} - assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' + assert not freqtrade.handle_cancel_exit(trade, order, reason) @pytest.mark.parametrize("is_short, open_rate, amt", [ @@ -3001,7 +3015,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.0 if is_short else 2.2, - 'amount': amt, + 'amount': pytest.approx(amt), 'order_type': 'limit', 'buy_tag': None, 'direction': 'Short' if trade.is_short else 'Long', @@ -3062,7 +3076,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd 'leverage': 1.0, 'gain': 'loss', 'limit': 2.2 if is_short else 2.01, - 'amount': 29.70297029 if is_short else 30.0, + 'amount': pytest.approx(29.70297029) if is_short else 30.0, 'order_type': 'limit', 'buy_tag': None, 'enter_tag': None, @@ -3142,13 +3156,13 @@ def test_execute_trade_exit_custom_exit_price( 'leverage': 1.0, 'gain': profit_or_loss, 'limit': limit, - 'amount': amount, + 'amount': pytest.approx(amount), 'order_type': 'limit', 'buy_tag': None, 'enter_tag': None, 'open_rate': open_rate, 'current_rate': current_rate, - 'profit_amount': profit_amount, + 'profit_amount': pytest.approx(profit_amount), 'profit_ratio': profit_ratio, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -3209,7 +3223,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( 'leverage': 1.0, 'gain': 'loss', 'limit': 2.02 if is_short else 1.98, - 'amount': 29.70297029 if is_short else 30.0, + 'amount': pytest.approx(29.70297029 if is_short else 30.0), 'order_type': 'limit', 'buy_tag': None, 'enter_tag': None, @@ -3472,13 +3486,13 @@ def test_execute_trade_exit_market_order( 'leverage': 1.0, 'gain': profit_or_loss, 'limit': limit, - 'amount': round(amount, 9), + 'amount': pytest.approx(amount), 'order_type': 'market', 'buy_tag': None, 'enter_tag': None, 'open_rate': open_rate, 'current_rate': current_rate, - 'profit_amount': profit_amount, + 'profit_amount': pytest.approx(profit_amount), 'profit_ratio': profit_ratio, 'stake_currency': 'USDT', 'fiat_currency': 'USD', diff --git a/tests/test_persistence.py b/tests/test_persistence.py index c287bf4fd..1b8567d6e 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1608,8 +1608,7 @@ def test_to_json(default_conf, fee): 'is_short': None, 'trading_mode': None, 'funding_fees': None, - 'filled_entry_orders': [], - 'filled_exit_orders': [], + 'orders': [], } # Simulate dry_run entries @@ -1684,8 +1683,7 @@ def test_to_json(default_conf, fee): 'is_short': None, 'trading_mode': None, 'funding_fees': None, - 'filled_entry_orders': [], - 'filled_exit_orders': [], + 'orders': [], }