Merge branch 'develop' into stoploss_market

freqtrade/freqtradebot.py

@@ -7,6 +7,7 @@ import traceback
 from datetime import datetime
 from math import isclose
 from os import getpid
+from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
@@ -27,7 +28,6 @@ from freqtrade.state import State
 from freqtrade.strategy.interface import IStrategy, SellType
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -92,6 +92,8 @@ class FreqtradeBot:
         # the initial state of the bot.
         # Keep this at the end of this initialization method.
         self.rpc: RPCManager = RPCManager(self)
+        # Protect sell-logic from forcesell and viceversa
+        self._sell_lock = Lock()
 
     def cleanup(self) -> None:
         """
@@ -132,8 +134,12 @@ class FreqtradeBot:
         self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
                                   self.strategy.informative_pairs())
 
-        # First process current opened trades (positions)
+        # Protect from collisions with forcesell.
-        self.exit_positions(trades)
+        # Without this, freqtrade my try to recreate stoploss_on_exchange orders
+        # while selling is in process, since telegram messages arrive in an different thread.
+        with self._sell_lock:
+            # First process current opened trades (positions)
+            self.exit_positions(trades)
 
         # Then looking for buy opportunities
         if self.get_free_open_trades():
@@ -744,8 +750,8 @@ class FreqtradeBot:
         Check and execute sell
         """
         should_sell = self.strategy.should_sell(
-                trade, sell_rate, datetime.utcnow(), buy, sell,
+            trade, sell_rate, datetime.utcnow(), buy, sell,
-                force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:

freqtrade/rpc/rpc.py

@@ -420,24 +420,27 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        if trade_id == 'all':
+        with self._freqtrade._sell_lock:
-            # Execute sell for all open orders
+            if trade_id == 'all':
-            for trade in Trade.get_open_trades():
+                # Execute sell for all open orders
-                _exec_forcesell(trade)
+                for trade in Trade.get_open_trades():
+                    _exec_forcesell(trade)
+                Trade.session.flush()
+                self._freqtrade.wallets.update()
+                return {'result': 'Created sell orders for all open trades.'}
+
+            # Query for trade
+            trade = Trade.get_trades(
+                trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
+            ).first()
+            if not trade:
+                logger.warning('forcesell: Invalid argument received')
+                raise RPCException('invalid argument')
+
+            _exec_forcesell(trade)
             Trade.session.flush()
-            return {'result': 'Created sell orders for all open trades.'}
+            self._freqtrade.wallets.update()
-
+            return {'result': f'Created sell order for trade {trade_id}.'}
-        # Query for trade
-        trade = Trade.get_trades(
-            trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
-        ).first()
-        if not trade:
-            logger.warning('forcesell: Invalid argument received')
-            raise RPCException('invalid argument')
-
-        _exec_forcesell(trade)
-        Trade.session.flush()
-        return {'result': f'Created sell order for trade {trade_id}.'}
 
     def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
         """

tests/test_freqtradebot.py

@@ -906,30 +906,22 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
 
 
-def test_balance_fully_ask_side(mocker, default_conf) -> None:
+@pytest.mark.parametrize("ask,last,last_ab,expected", [
-    default_conf['bid_strategy']['ask_last_balance'] = 0.0
+    (20, 10, 0.0, 20),  # Full ask side
+    (20, 10, 1.0, 10),  # Full last side
+    (20, 10, 0.5, 15),  # Between ask and last
+    (20, 10, 0.7, 13),  # Between ask and last
+    (20, 10, 0.3, 17),  # Between ask and last
+    (5, 10, 1.0, 5),  # last bigger than ask
+    (5, 10, 0.5, 5),  # last bigger than ask
+])
+def test_get_buy_rate(mocker, default_conf, ask, last, last_ab, expected) -> None:
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 20, 'last': 10}))
+                 MagicMock(return_value={'ask': ask, 'last': last}))
 
-    assert freqtrade.get_buy_rate('ETH/BTC') == 20
+    assert freqtrade.get_buy_rate('ETH/BTC') == expected
-
-
-def test_balance_fully_last_side(mocker, default_conf) -> None:
-    default_conf['bid_strategy']['ask_last_balance'] = 1.0
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 20, 'last': 10}))
-
-    assert freqtrade.get_buy_rate('ETH/BTC') == 10
-
-
-def test_balance_bigger_last_ask(mocker, default_conf) -> None:
-    default_conf['bid_strategy']['ask_last_balance'] = 1.0
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={'ask': 5, 'last': 10}))
-    assert freqtrade.get_buy_rate('ETH/BTC') == 5
 
 
 def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None: