diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 99551b054..104eaa221 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1135,7 +1135,11 @@ class Exchange:
                           "sell" else (stop_price >= limit_rate))
         # Ensure rate is less than stop price
         if bad_stop_price:
-            raise OperationalException(
+            # This can for example happen if the stop / liquidation price is set to 0
+            # Which is possible if a market-order closes right away.
+            # The InvalidOrderException will bubble up to exit_positions, where it will be
+            # handled gracefully.
+            raise InvalidOrderException(
                 "In stoploss limit order, stop price should be more than limit price. "
                 f"Stop price: {stop_price}, Limit price: {limit_rate}, "
                 f"Limit Price pct: {limit_price_pct}"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 06c8831f5..00bfc1ee2 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1021,12 +1021,16 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             try:
+                try:
+                    if (self.strategy.order_types.get('stoploss_on_exchange') and
+                            self.handle_stoploss_on_exchange(trade)):
+                        trades_closed += 1
+                        Trade.commit()
+                        continue
 
-                if (self.strategy.order_types.get('stoploss_on_exchange') and
-                        self.handle_stoploss_on_exchange(trade)):
-                    trades_closed += 1
-                    Trade.commit()
-                    continue
+                except InvalidOrderException as exception:
+                    logger.warning(
+                        f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 8ada089bd..273860e15 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -52,7 +52,7 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
@@ -131,7 +131,7 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
diff --git a/tests/exchange/test_huobi.py b/tests/exchange/test_huobi.py
index 5e4fd7316..85d2ced9d 100644
--- a/tests/exchange/test_huobi.py
+++ b/tests/exchange/test_huobi.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -31,7 +31,7 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected,
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side=side,
@@ -84,7 +84,7 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side='sell', leverage=1.0)
diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py
index e0bb32b7c..07f3fb6a3 100644
--- a/tests/exchange/test_kucoin.py
+++ b/tests/exchange/test_kucoin.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.exceptions import DependencyException, InvalidOrderException
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -31,7 +31,7 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
     if order_type == 'limit':
-        with pytest.raises(OperationalException):
+        with pytest.raises(InvalidOrderException):
             order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                              order_types={
                                                  'stoploss': order_type,
@@ -92,7 +92,7 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
 
-    with pytest.raises(OperationalException):
+    with pytest.raises(InvalidOrderException):
         order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss': 'limit',
                                                       'stoploss_on_exchange_limit_ratio': 1.05},