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Update binance stoploss to use correct stop order for futures

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This commit is contained in:
Matthias 2022-03-05 13:57:54 +01:00
parent 685820cc12
commit 2b1a8f2fbb
3 changed files with 16 additions and 9 deletions
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1
freqtrade/exchange/binance.py
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@ -22,6 +22,7 @@ class Binance(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "stop_loss_limit"}, "stoploss_order_types": {"limit": "stop_loss_limit"},
"stoploss_order_types_futures": {"limit": "stop"},
"order_time_in_force": ['gtc', 'fok', 'ioc'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce", "time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,

5
freqtrade/exchange/exchange.py
View File

@ -1011,6 +1011,11 @@ class Exchange:
def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]: def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"] available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"]
if self.trading_mode == TradingMode.FUTURES:
# Optionally use different order type for stop order
available_order_Types = self._ft_has.get('stoploss_order_types_futures',
self._ft_has["stoploss_order_types"])
if user_order_type in available_order_Types.keys(): if user_order_type in available_order_Types.keys():
ordertype = available_order_Types[user_order_type] ordertype = available_order_Types[user_order_type]
else: else:

19
tests/exchange/test_binance.py
View File

@ -11,6 +11,7 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers from tests.exchange.test_exchange import ccxt_exceptionhandlers
@pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT])
@pytest.mark.parametrize('limitratio,expected,side', [ @pytest.mark.parametrize('limitratio,expected,side', [
(None, 220 * 0.99, "sell"), (None, 220 * 0.99, "sell"),
(0.99, 220 * 0.99, "sell"), (0.99, 220 * 0.99, "sell"),
@ -19,16 +20,10 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
(0.99, 220 * 1.01, "buy"), (0.99, 220 * 1.01, "buy"),
(0.98, 220 * 1.02, "buy"), (0.98, 220 * 1.02, "buy"),
]) ])
def test_stoploss_order_binance( def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
default_conf,
mocker,
limitratio,
expected,
side
):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit' order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
api_mock.create_order = MagicMock(return_value={ api_mock.create_order = MagicMock(return_value={
'id': order_id, 'id': order_id,
@ -37,6 +32,8 @@ def test_stoploss_order_binance(
} }
}) })
default_conf['dry_run'] = False default_conf['dry_run'] = False
default_conf['margin_mode'] = MarginMode.ISOLATED
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@ -72,7 +69,11 @@ def test_stoploss_order_binance(
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
# Price should be 1% below stopprice # Price should be 1% below stopprice
assert api_mock.create_order.call_args_list[0][1]['price'] == expected assert api_mock.create_order.call_args_list[0][1]['price'] == expected
assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220} if trademode == TradingMode.SPOT:
params_dict = {'stopPrice': 220}
else:
params_dict = {'stopPrice': 220, 'reduceOnly': True}
assert api_mock.create_order.call_args_list[0][1]['params'] == params_dict
# test exception handling # test exception handling
with pytest.raises(DependencyException): with pytest.raises(DependencyException):