Merge pull request #1942 from freqtrade/fix/rpc_market_buy

RPC: don't use limit for rates that could be market orders

docs/webhook-config.md

@@ -43,6 +43,7 @@ Possible parameters are:
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
+* `order_type`
 
 ### Webhooksell
 
@@ -61,6 +62,7 @@ Possible parameters are:
 * `stake_currency`
 * `fiat_currency`
 * `sell_reason`
+* `order_type`
 
 ### Webhookstatus
 

freqtrade/freqtradebot.py

@@ -345,8 +345,8 @@ class FreqtradeBot(object):
             return False
 
         amount = stake_amount / buy_limit_requested
-
-        order = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
+        order_type = self.strategy.order_types['buy']
+        order = self.exchange.buy(pair=pair, ordertype=order_type,
                                   amount=amount, rate=buy_limit_requested,
                                   time_in_force=time_in_force)
         order_id = order['id']
@@ -356,7 +356,6 @@ class FreqtradeBot(object):
         buy_limit_filled_price = buy_limit_requested
 
         if order_status == 'expired' or order_status == 'rejected':
-            order_type = self.strategy.order_types['buy']
             order_tif = self.strategy.order_time_in_force['buy']
 
             # return false if the order is not filled
@@ -390,6 +389,7 @@ class FreqtradeBot(object):
             'exchange': self.exchange.name.capitalize(),
             'pair': pair_s,
             'limit': buy_limit_filled_price,
+            'order_type': order_type,
             'stake_amount': stake_amount,
             'stake_currency': stake_currency,
             'fiat_currency': fiat_currency
@@ -875,6 +875,7 @@ class FreqtradeBot(object):
             'pair': trade.pair,
             'gain': gain,
             'limit': trade.close_rate_requested,
+            'order_type': self.strategy.order_types['sell'],
             'amount': trade.amount,
             'open_rate': trade.open_rate,
             'current_rate': current_rate,

freqtrade/rpc/telegram.py

@@ -132,7 +132,7 @@ class Telegram(RPC):
                 msg['stake_amount_fiat'] = 0
 
             message = ("*{exchange}:* Buying {pair}\n"
-                       "with limit `{limit:.8f}\n"
+                       "at rate `{limit:.8f}\n"
                        "({stake_amount:.6f} {stake_currency}").format(**msg)
 
             if msg.get('fiat_currency', None):
@@ -144,7 +144,7 @@ class Telegram(RPC):
             msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
 
             message = ("*{exchange}:* Selling {pair}\n"
-                       "*Limit:* `{limit:.8f}`\n"
+                       "*Rate:* `{limit:.8f}`\n"
                        "*Amount:* `{amount:.8f}`\n"
                        "*Open Rate:* `{open_rate:.8f}`\n"
                        "*Current Rate:* `{current_rate:.8f}`\n"

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -756,6 +756,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
@@ -810,6 +811,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'gain': 'loss',
         'limit': 1.044e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
@@ -855,6 +857,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
         'gain': 'loss',
         'limit': 1.098e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.098e-05,
         'profit_amount': -5.91e-06,
@@ -1188,6 +1191,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
+        'order_type': 'limit',
         'stake_amount': 0.001,
         'stake_amount_fiat': 0.0,
         'stake_currency': 'BTC',
@@ -1195,7 +1199,7 @@ def test_send_msg_buy_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == '*Bittrex:* Buying ETH/BTC\n' \
-           'with limit `0.00001099\n' \
+           'at rate `0.00001099\n' \
            '(0.001000 BTC,0.000 USD)`'
 
 
@@ -1217,6 +1221,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'gain': 'loss',
         'limit': 3.201e-05,
         'amount': 1333.3333333333335,
+        'order_type': 'market',
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
@@ -1227,7 +1232,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
-            '*Limit:* `0.00003201`\n'
+            '*Rate:* `0.00003201`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
@@ -1242,6 +1247,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'gain': 'loss',
         'limit': 3.201e-05,
         'amount': 1333.3333333333335,
+        'order_type': 'market',
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
@@ -1251,7 +1257,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == ('*Binance:* Selling KEY/ETH\n'
-            '*Limit:* `0.00003201`\n'
+            '*Rate:* `0.00003201`\n'
             '*Amount:* `1333.33333333`\n'
             '*Open Rate:* `0.00007500`\n'
             '*Current Rate:* `0.00003201`\n'
@@ -1339,6 +1345,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
+        'order_type': 'limit',
         'stake_amount': 0.001,
         'stake_amount_fiat': 0.0,
         'stake_currency': 'BTC',
@@ -1346,7 +1353,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == '*Bittrex:* Buying ETH/BTC\n' \
-           'with limit `0.00001099\n' \
+           'at rate `0.00001099\n' \
            '(0.001000 BTC)`'
 
 
@@ -1367,6 +1374,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'gain': 'loss',
         'limit': 3.201e-05,
         'amount': 1333.3333333333335,
+        'order_type': 'limit',
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
@@ -1377,7 +1385,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
     })
     assert msg_mock.call_args[0][0] \
         == '*Binance:* Selling KEY/ETH\n' \
-           '*Limit:* `0.00003201`\n' \
+           '*Rate:* `0.00003201`\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00007500`\n' \
            '*Current Rate:* `0.00003201`\n' \

freqtrade/tests/rpc/test_rpc_webhook.py

@@ -74,6 +74,7 @@ def test_send_msg(default_conf, mocker):
         'gain': "profit",
         'limit': 0.005,
         'amount': 0.8,
+        'order_type': 'limit',
         'open_rate': 0.004,
         'current_rate': 0.005,
         'profit_amount': 0.001,
@@ -126,6 +127,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
         'exchange': 'Bittrex',
         'pair': 'ETH/BTC',
         'limit': 0.005,
+        'order_type': 'limit',
         'stake_amount': 0.8,
         'stake_amount_fiat': 500,
         'stake_currency': 'BTC',

freqtrade/tests/test_freqtradebot.py

@@ -1994,6 +1994,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
@@ -2040,6 +2041,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
         'gain': 'loss',
         'limit': 1.044e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
@@ -2094,6 +2096,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'gain': 'loss',
         'limit': 1.08801e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -1.498e-05,
@@ -2265,6 +2268,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
@@ -2312,6 +2316,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
         'gain': 'loss',
         'limit': 1.044e-05,
         'amount': 90.99181073703367,
+        'order_type': 'limit',
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,