Merge pull request #1942 from freqtrade/fix/rpc_market_buy

RPC: don't use limit for rates that could be market orders
2019-06-17 14:55:31 +02:00 · 2019-06-17 14:55:31 +02:00 · 0d360167f3
commit 0d360167f3
parent b0c5286e8a 7cd36239a4
6 changed files with 28 additions and 10 deletions
--- a/docs/webhook-config.md
+++ b/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

--- a/freqtrade/freqtradebot.py
+++ b/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,
--- a/freqtrade/rpc/telegram.py
+++ b/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"
--- a/freqtrade/tests/rpc/test_rpc_telegram.py
+++ b/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' \
--- a/freqtrade/tests/rpc/test_rpc_webhook.py
+++ b/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',
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/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,