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small refactor of check_handle_timedout

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kryofly
2018-01-10 10:29:04 +01:00
parent f8cc08e2a1
commit 0cb57bee0e
2 changed files with 100 additions and 28 deletions
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82
freqtrade/main.py
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@@ -158,6 +158,53 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
return state_changed
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(trade, order):
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
return True
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(trade, order):
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
return False
def check_handle_timedout(timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
@@ -171,35 +218,16 @@ def check_handle_timedout(timeoutvalue: int) -> None:
ordertime = arrow.get(order['opened'])
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
if handle_timedout_limit_sell(trade, order):
# BUG? if there is more trades that are
# timed out, shouldn't we collect and
# then return all of them?
# Also the function signature is return None.
# But we return True here.
return True
else:
# TODO: figure out how to handle partially complete sell orders
pass
def execute_sell(trade: Trade, limit: float) -> None: