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Maintain existing order. Update functionality and documentation

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This commit is contained in:
eSeR1805
2022-04-29 00:10:17 +03:00
parent eb23170c43
commit 17650d7e60
4 changed files with 53 additions and 37 deletions
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20
docs/strategy-callbacks.md
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@@ -698,6 +698,9 @@ Be aware that `custom_entry_price()` is still the one dictating initial entry li
!!! Note "Simple Order Cancelation"
This also allows simple cancelation without an replacement order. This behavior occurs when `None` is returned.
!!! Note "Maintaining Order"
Maintaining existing order on exchange is facilitated. This behavior occurs when `order.price` is returned.
!!! Warning
Entry `unfilledtimeout` mechanism takes precedence over this. Be sure to update timeout values to match your expectancy.
@@ -709,19 +712,24 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def adjust_entry_price(self, trade: Trade, order: Order, pair: str,
current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str,
current_time: datetime, proposed_rate: float, current_order_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
"""
Entry price re-adjustment logic, returning the user desired limit price.
This only executes when a order was already placed, still open(unfilled fully or partially)
and not timed out on subsequent candles after entry trigger.
When not implemented by a strategy, returns current_order_rate as default.
If current_order_rate is returned then the existing order is maintained.
If None is returned then order gets canceled but not replaced by a new one.
:param pair: Pair that's currently analyzed
:param trade: Trade object.
:param order: Order object
:param current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
:param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
:param current_order_rate: Rate of the existing order in place.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
@@ -736,8 +744,10 @@ class AwesomeStrategy(IStrategy):
else:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
# desired price
return current_candle['sma_200']
return proposed_rate
# default: maintain existing order
return current_order_rate
```
## Leverage Callback