Merge pull request #6492 from samgermain/feat/short

Merge develop into feat/short

.gitignore

@@ -1,6 +1,8 @@
 # Freqtrade rules
 config*.json
 *.sqlite
+*.sqlite-shm
+*.sqlite-wal
 logfile.txt
 user_data/*
 !user_data/strategy/sample_strategy.py

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
+For further (native) installation methods, please refer to the [Installation documentation page](https://www.freqtrade.io/en/stable/installation/).
-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/).
 
 ## Basic Usage
 

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/<STAKE>"` 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:
 

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 <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested

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

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.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 

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)
 
 ---

freqtrade/commands/build_config_commands.py

@@ -110,6 +110,7 @@ def ask_user_config() -> Dict[str, Any]:
                 "bittrex",
                 "ftx",
                 "gateio",
+                "huobi",
                 "kraken",
                 "kucoin",
                 "okx",

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']):
+                and config['stake_amount'] > wallet_size):
-            wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency'])
+            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}) "
+            raise OperationalException(
-                                       f"is smaller than stake_amount {stake}.")
+                f"Starting balance ({wallet}) is smaller than stake_amount {stake}. "
+                f"Wallet is calculated as `dry_run_wallet * tradable_balance_ratio`."
+                )
 
     return config
 

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 = [

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

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,
+from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
-                                  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,

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({
@@ -1002,20 +1008,121 @@ class Exchange:
         """
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
-    def stoploss(self, pair: str, amount: float, stop_price: float,
+    def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
-                 order_types: Dict, side: str, leverage: float) -> Dict:
+
+        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.
-        """
 
+        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:
         if self._config['dry_run']:
@@ -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]:

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:

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

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:

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

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' \
+        if (self.config['dry_run'] and exit_type == 'stoploss'
-           and self.strategy.order_types['stoploss_on_exchange']:
+           and self.strategy.order_types['stoploss_on_exchange']):
             limit = trade.stop_loss
 
         # set custom_exit_price if available

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 = []
+        orders = [order.to_json(self.enter_side) for order in filled_orders]
-        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())
 
         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,
+            'orders': orders,
-            'filled_exit_orders': filled_exits,
         }
 
     @staticmethod

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",

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]

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
+# 2.14: Add entry/exit orders to trade response
-API_VERSION = 2.13
+API_VERSION = 2.14
 
 # Public API, requires no auth.
 router_public = APIRouter()

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

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):

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(f"*Entry #{x+1}:*")
-                lines.append("*Entry Amount:* {} ({:.8f} {})"
+                lines.append(
-                             .format(cur_entry_amount, order["cost"], base_currency))
+                    f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
-                lines.append("*Average Entry Price:* {}".format(cur_entry_average))
+                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"])
+                price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
-                                      / filled_orders[0]["average"])
+                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} {})"
+                lines.append(
-                             .format(cur_entry_amount, order["cost"], base_currency))
+                    f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})")
-                lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)"
+                lines.append(f"*Average Entry Price:* {cur_entry_average} "
-                             .format(cur_entry_average, price_to_1st_entry))
+                             f"({price_to_1st_entry:.2%} from 1st entry rate)")
-                lines.append("*Order filled at:* {}".format(order["order_filled_date"]))
+                lines.append(f"*Order filled at:* {order['order_filled_date']}")
-                lines.append("({}d {}h {}m {}s from previous entry)"
+                lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
-                             .format(days, hours, minutes, seconds))
         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'])
+                    r['orders'], r['base_currency'], r['is_open'])
-                lines.extend((lines_detail if (len(r['filled_entry_orders']) > 1) else ""))
+                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))

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/.*"
+    ]
+}

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

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

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',

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')
 

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(
+def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
-    default_conf,
-    mocker,
-    limitratio,
-    expected,
-    side
-):
     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):

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',

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()

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')

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')

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': [{
+        'orders': [{
-            'amount': 91.07468123, 'average': 1.098e-05,
+            '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',
+            'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
-            'remaining': ANY, 'status': ANY}],
+            'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
-        'filled_exit_orders': [],
+        }],
     }
 
     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': [{
+        'orders': [{
-            'amount': 91.07468123, 'average': 1.098e-05,
+            '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',
+            'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
-            'remaining': ANY, 'status': ANY}],
+            'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
-        'filled_exit_orders': [],
+        }],
     }
 
 

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',
@@ -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)

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,

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
+    assert not freqtrade.handle_cancel_exit(trade, order, reason)
-                                        ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     # 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
+    assert (send_msg_mock.call_args_list[0][0][0]['reason']
-                                        ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
+            == 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',

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': [],
+                      'orders': [],
-                      'filled_exit_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': [],
+                      'orders': [],
-                      'filled_exit_orders': [],
                       }