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Merge branch 'freqtrade:develop' into pos_adjust

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This commit is contained in:
Stefano Ariestasia
2022-01-25 10:30:18 +09:00
committed by GitHub
parent 45a2298929 ac71d79364
commit 0fa7986369
18 changed files with 222 additions and 93 deletions
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42
freqtrade/freqtradebot.py
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@@ -9,8 +9,6 @@ from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple
import arrow
from freqtrade import __version__, constants
from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe
@@ -540,7 +538,7 @@ class FreqtradeBot(LoggingMixin):
pos_adjust = trade is not None
enter_limit_requested, stake_amount = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, trade)
pair, price, stake_amount, buy_tag, trade)
if not stake_amount:
return False
@@ -559,7 +557,8 @@ class FreqtradeBot(LoggingMixin):
if not pos_adjust and not strategy_safe_wrapper(
self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
entry_tag=buy_tag):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
@@ -669,6 +668,7 @@ class FreqtradeBot(LoggingMixin):
def get_valid_enter_price_and_stake(
self, pair: str, price: Optional[float], stake_amount: float,
entry_tag: Optional[str],
trade: Optional[Trade]) -> Tuple[float, float]:
if price:
enter_limit_requested = price
@@ -678,7 +678,7 @@ class FreqtradeBot(LoggingMixin):
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_enter_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
proposed_rate=proposed_enter_rate)
proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
if not enter_limit_requested:
@@ -691,7 +691,7 @@ class FreqtradeBot(LoggingMixin):
default_retval=stake_amount)(
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=max_stake_amount)
min_stake=min_stake_amount, max_stake=max_stake_amount, entry_tag=entry_tag)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
return enter_limit_requested, stake_amount
@@ -966,20 +966,6 @@ class FreqtradeBot(LoggingMixin):
return True
return False
def _check_timed_out(self, side: str, order: dict) -> bool:
"""
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
if timeout is not None:
timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
timeout_kwargs = {timeout_unit: -timeout}
timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
return (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
return False
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if necessary
@@ -1000,20 +986,16 @@ class FreqtradeBot(LoggingMixin):
if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('buy', order)
or strategy_safe_wrapper(self.strategy.check_buy_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
order=order))):
or self.strategy.ft_check_timed_out(
'buy', trade, order, datetime.now(timezone.utc))
)):
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('sell', order)
or strategy_safe_wrapper(self.strategy.check_sell_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
order=order))):
or self.strategy.ft_check_timed_out(
'sell', trade, order, datetime.now(timezone.utc)))
):
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled_count = trade.get_exit_order_count()
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)