bring this PR closer to reality, with better naming

config.json.example

@@ -7,13 +7,17 @@
     "ticker_interval" : "5m",
     "dry_run": false,
     "trailing_stop": false,
-    "unfilledtimeout": {
+    "unfilled_timeout": {
-        "buy": 10,
+        "buy": {
-        "sell": 30
+            "after": 10,
+            "if_buy_signal_still_valid": false
+        },
+        "sell": {
+            "after": 30
+        }
     },
     "bid_strategy": {
         "ask_last_balance": 0.0,
-        "timeout_even_if_buy_signal_valid": true,
         "use_order_book": false,
         "order_book_top": 1,
         "check_depth_of_market": {

config_binance.json.example

@@ -7,13 +7,17 @@
     "ticker_interval" : "5m",
     "dry_run": true,
     "trailing_stop": false,
-    "unfilledtimeout": {
+    "unfilled_timeout": {
-        "buy": 10,
+        "buy": {
-        "sell": 30
+            "after": 10,
+            "if_buy_signal_still_valid": false
+        },
+        "sell": {
+            "after": 30
+        }
     },
     "bid_strategy": {
         "use_order_book": false,
-        "timeout_even_if_buy_signal_valid": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {

config_full.json.example

@@ -20,13 +20,17 @@
         "0":  0.04
     },
     "stoploss": -0.10,
-    "unfilledtimeout": {
+    "unfilled_timeout": {
-        "buy": 10,
+        "buy": {
-        "sell": 30
+            "after": 10,
+            "if_buy_signal_still_valid": false
+        },
+        "sell": {
+            "after": 30
+        }
     },
     "bid_strategy": {
         "use_order_book": false,
-        "timeout_even_if_buy_signal_valid": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {

config_kraken.json.example

@@ -7,13 +7,17 @@
     "ticker_interval" : "5m",
     "dry_run": true,
     "trailing_stop": false,
-    "unfilledtimeout": {
+    "unfilled_timeout": {
-        "buy": 10,
+        "buy": {
-        "sell": 30
+            "after": 10,
+            "if_buy_signal_still_valid": false
+        },
+        "sell": {
+            "after": 30
+        }
     },
     "bid_strategy": {
         "use_order_book": false,
-        "timeout_even_if_buy_signal_valid": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {

docs/configuration.md

@@ -58,10 +58,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Float*
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> ***Datatype:*** *Float*
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> ***Datatype:*** *Boolean*
-| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
+| `unfilled_timeout.buy.after` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
-| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
+| `unfilled_timeout.buy.if_buy_signal_still_valid` | **Required.** Choose whether you would prefer unfilled buy orders to [timeout if buy signal was still valid](#timeout-even-if-buy-signal-valid). If false, your unfilled buy orders won't get timed out, so use this option wisely. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
+| `unfilled_timeout.sell.after` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
 | `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook). 
-| `bid_strategy.timeout_even_if_buy_signal_valid` | **Required.** Choose whether you would prefer buy orders to [timeout even if buy signal was still valid](#timeout-even-if-buy-signal-valid). If false, your buy orders will not timeout and will ignore your unfilledtimeout for buy orders, so use this option wisely. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
 | `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> ***Datatype:*** *Positive Integer*
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
@@ -128,7 +128,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `stake_currency`
 * `stake_amount`
-* `unfilledtimeout`
+* `unfilled_timeout`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)

freqtrade/constants.py

@@ -94,11 +94,22 @@ CONF_SCHEMA = {
         'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_only_offset_is_reached': {'type': 'boolean'},
-        'unfilledtimeout': {
+        'unfilled_timeout': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'number', 'minimum': 1},
+                'buy': {
-                'sell': {'type': 'number', 'minimum': 1}
+                    'type': 'object',
+                    'properties': {
+                        'after': {'type': 'number', 'minimum': 1},
+                        'if_buy_signal_still_valid': {'type': 'boolean'},
+                    },
+                },
+                'sell': {
+                    'type': 'object',
+                    'properties': {
+                        'after': {'type': 'number', 'minimum': 1},
+                    }
+                }
             }
         },
         'bid_strategy': {
@@ -110,7 +121,6 @@ CONF_SCHEMA = {
                     'maximum': 1,
                     'exclusiveMaximum': False,
                 },
-                'timeout_even_if_buy_signal_valid': {'type': 'boolean'},
                 'use_order_book': {'type': 'boolean'},
                 'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
                 'check_depth_of_market': {
@@ -286,7 +296,7 @@ SCHEMA_TRADE_REQUIRED = [
     'dry_run',
     'dry_run_wallet',
     'bid_strategy',
-    'unfilledtimeout',
+    'unfilled_timeout',
     'stoploss',
     'minimal_roi',
 ]

freqtrade/freqtradebot.py

@@ -785,7 +785,7 @@ class FreqtradeBot:
         """
         Check if timeout is active, and if the order is still open and timed out
         """
-        timeout = self.config.get('unfilledtimeout', {}).get(side)
+        timeout = self.config.get('unfilled_timeout', {}).get(side).get('after')
         ordertime = arrow.get(order['datetime']).datetime
         if timeout is not None:
             timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime
@@ -821,8 +821,20 @@ class FreqtradeBot:
             if ((order['side'] == 'buy' and order['status'] == 'canceled')
                     or (self._check_timed_out('buy', order))):
 
-                self.handle_timedout_limit_buy(trade, order)
+                # running get_signal on historical data fetched
-                self.wallets.update()
+                (buy, sell) = self.strategy.get_signal(
+                    trade.pair, self.strategy.ticker_interval,
+                    self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
+
+                # proceed to cancel buy order by timeout if configuration
+                # unfilled_timeout.if_buy_signal_still_valid is true (original behaviour) -OR-
+                # cancel buy order only if buying condition is no longer valid OR if there's
+                # a sell signal present
+                config_buy_signal_still_valid = self.config.get('unfilled_timeout', {}) \
+                    .get('buy').get('if_buy_signal_still_valid')
+                if (config_buy_signal_still_valid) or (not buy or sell):
+                    self.handle_timedout_limit_buy(trade, order)
+                    self.wallets.update()
 
             elif ((order['side'] == 'sell' and order['status'] == 'canceled')
                   or (self._check_timed_out('sell', order))):
@@ -846,59 +858,44 @@ class FreqtradeBot:
         """
         reason = "cancelled due to timeout"
 
-        # running get_signal on historical data fetched
+        if order['status'] != 'canceled':
-        (buy, sell) = self.strategy.get_signal(
+            corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
-            trade.pair, self.strategy.ticker_interval,
-            self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
-
-        # get config for bid strategy
-        config_bid_strategy = self.config.get('bid_strategy', {})
-
-        # proceed to cancel buy order by timeout if timeout_even_if_buy_signal_valid
-        # is true (original behaviour) -OR-
-        # cancel buy order only if buying condition is no longer valid OR if there's
-        # a sell signal present
-        if config_bid_strategy.get('timeout_even_if_buy_signal_valid', True) or (not buy or sell):
-            if order['status'] != 'canceled':
-                corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
-            else:
-                # Order was cancelled already, so we can reuse the existing dict
-                corder = order
-                reason = "canceled on exchange"
-
-            if corder.get('remaining', order['remaining']) == order['amount']:
-                # if trade is not partially completed, just delete the trade
-                self.handle_buy_order_full_cancel(trade, reason)
-                return True
-
-            # if trade is partially complete, edit the stake details for the trade
-            # and close the order
-            # cancel_order may not contain the full order dict, so we need to fallback
-            # to the order dict aquired before cancelling.
-            # we need to fall back to the values from order if corder does not contain these keys.
-            trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
-            trade.stake_amount = trade.amount * trade.open_rate
-            # verify if fees were taken from amount to avoid problems during selling
-            try:
-                new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
-                                                  trade.amount)
-                if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
-                    trade.amount = new_amount
-                    # Fee was applied, so set to 0
-                    trade.fee_open = 0
-                    trade.recalc_open_trade_price()
-            except DependencyException as e:
-                logger.warning("Could not update trade amount: %s", e)
-
-            trade.open_order_id = None
-            logger.info(f"Partial buy order timeout for {trade.pair}")
-            self.rpc.send_msg({
-                'type': RPCMessageType.STATUS_NOTIFICATION,
-                'status': f"Remaining buy order for {trade.pair} cancelled due to timeout"
-            })
-            return False
         else:
-            return False
+            # Order was cancelled already, so we can reuse the existing dict
+            corder = order
+            reason = "canceled on exchange"
+
+        if corder.get('remaining', order['remaining']) == order['amount']:
+            # if trade is not partially completed, just delete the trade
+            self.handle_buy_order_full_cancel(trade, reason)
+            return True
+
+        # if trade is partially complete, edit the stake details for the trade
+        # and close the order
+        # cancel_order may not contain the full order dict, so we need to fallback
+        # to the order dict aquired before cancelling.
+        # we need to fall back to the values from order if corder does not contain these keys.
+        trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
+        trade.stake_amount = trade.amount * trade.open_rate
+        # verify if fees were taken from amount to avoid problems during selling
+        try:
+            new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
+                                              trade.amount)
+            if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+                trade.amount = new_amount
+                # Fee was applied, so set to 0
+                trade.fee_open = 0
+                trade.recalc_open_trade_price()
+        except DependencyException as e:
+            logger.warning("Could not update trade amount: %s", e)
+
+        trade.open_order_id = None
+        logger.info(f"Partial buy order timeout for {trade.pair}")
+        self.rpc.send_msg({
+            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'status': f"Remaining buy order for {trade.pair} cancelled due to timeout"
+        })
+        return False
 
     def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
         """

freqtrade/resolvers/strategy_resolver.py

@@ -66,7 +66,7 @@ class StrategyResolver(IResolver):
                       ("stake_currency",                  None,        False),
                       ("stake_amount",                    None,        False),
                       ("startup_candle_count",            None,        False),
-                      ("unfilledtimeout",                 None,        False),
+                      ("unfilled_timeout",                None,        False),
                       ("use_sell_signal",                 True,        True),
                       ("sell_profit_only",                False,       True),
                       ("ignore_roi_if_buy_signal",        False,       True),

tests/conftest.py

@@ -210,13 +210,17 @@ def default_conf(testdatadir):
             "0": 0.04
         },
         "stoploss": -0.10,
-        "unfilledtimeout": {
+        "unfilled_timeout": {
-            "buy": 10,
+            "buy": {
-            "sell": 30
+                "after": 10,
+                "if_buy_signal_still_valid": False
+            },
+            "sell": {
+                "after": 30
+            }
         },
         "bid_strategy": {
             "ask_last_balance": 0.0,
-            "timeout_even_if_buy_signal_valid": True,
             "use_order_book": False,
             "order_book_top": 1,
             "check_depth_of_market": {