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Merge pull request #1535 from freqtrade/fix/cancelled_on_exchange

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Fix/cancelled on exchange
This commit is contained in:
Misagh 2019-02-04 22:47:58 +01:00 committed by GitHub
commit 21ffdbb3a2
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3 changed files with 120 additions and 21 deletions
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49
freqtrade/freqtradebot.py
View File

@ -738,8 +738,15 @@ class FreqtradeBot(object):
self.wallets.update()
continue
# Check if trade is still actually open
if order['status'] == 'open':
# Handle cancelled on exchange
if order['status'] == 'canceled':
if order['side'] == 'buy':
self.handle_buy_order_full_cancel(trade, "canceled on Exchange")
elif order['side'] == 'sell':
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
# Check if order is still actually open
elif order['status'] == 'open':
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
@ -747,24 +754,24 @@ class FreqtradeBot(object):
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_buy_order_full_cancel(self, trade: Trade, reason: str) -> None:
"""Close trade in database and send message"""
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order %s for %s.', reason, trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled buy order for {trade.pair} {reason}'
})
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled buy order for {pair_s} cancelled due to timeout'
})
self.handle_buy_order_full_cancel(trade, "cancelled due to timeout")
return True
# if trade is partially complete, edit the stake details for the trade
@ -775,20 +782,24 @@ class FreqtradeBot(object):
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Remaining buy order for {pair_s} cancelled due to timeout'
'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
})
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order["status"] != "canceled":
reason = "due to timeout"
self.exchange.cancel_order(trade.open_order_id, trade.pair)
logger.info('Sell order timeout for %s.', trade)
else:
reason = "on exchange"
logger.info('Sell order canceled on exchange for %s.', trade)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
@ -796,9 +807,9 @@ class FreqtradeBot(object):
trade.open_order_id = None
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled sell order for {pair_s} cancelled due to timeout'
'status': f'Unfilled sell order for {trade.pair} cancelled {reason}'
})
logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders

7
freqtrade/tests/conftest.py
View File

@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring
import json
import logging
import re
from datetime import datetime
from functools import reduce
from typing import Dict, Optional
@ -27,6 +28,12 @@ def log_has(line, logs):
False)
def log_has_re(line, logs):
return reduce(lambda a, b: a or b,
filter(lambda x: re.match(line, x[2]), logs),
False)
def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())

85
freqtrade/tests/test_freqtradebot.py
View File

@ -18,7 +18,7 @@ from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType
from freqtrade.state import State
from freqtrade.strategy.interface import SellType, SellCheckTuple
from freqtrade.tests.conftest import log_has, patch_exchange, patch_edge, patch_wallet
from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange, patch_edge, patch_wallet
# Functions for recurrent object patching
@ -1554,6 +1554,47 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
assert nb_trades == 0
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
fee, mocker, caplog) -> None:
""" Handle Buy order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
limit_buy_order_old.update({"status": "canceled"})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog.record_tuples)
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
@ -1628,6 +1669,45 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
assert trade_sell.is_open is True
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
mocker, caplog) -> None:
""" Handle sell order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
limit_sell_order_old.update({"status": "canceled"})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
trade_sell = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
)
Trade.session.add(trade_sell)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
assert log_has_re("Sell order canceled on exchange for Trade.*", caplog.record_tuples)
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
@ -1744,7 +1824,8 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
'amount': 1,
'status': "open"}
assert freqtrade.handle_timedout_limit_sell(trade, order)
assert cancel_order_mock.call_count == 1
order['amount'] = 2