dry_run: keep list of open orders
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parent
264d71e29e
commit
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@ -1,5 +1,6 @@
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import enum
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import enum
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import logging
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import logging
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from random import randint
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from typing import List, Dict
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from typing import List, Dict
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import arrow
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import arrow
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@ -13,6 +14,9 @@ logger = logging.getLogger(__name__)
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_API: Exchange = None
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_API: Exchange = None
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_CONF: dict = {}
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_CONF: dict = {}
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Dict] = {}
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class Exchanges(enum.Enum):
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class Exchanges(enum.Enum):
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"""
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"""
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@ -66,14 +70,36 @@ def validate_pairs(pairs: List[str]) -> None:
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def buy(pair: str, rate: float, amount: float) -> str:
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def buy(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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if _CONF['dry_run']:
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return 'dry_run_buy'
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_buy_{}'.format(randint(0, 1e6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_BUY',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.buy(pair, rate, amount)
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return _API.buy(pair, rate, amount)
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def sell(pair: str, rate: float, amount: float) -> str:
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def sell(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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if _CONF['dry_run']:
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return 'dry_run_sell'
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_sell_{}'.format(randint(0, 1e6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_SELL',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.sell(pair, rate, amount)
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return _API.sell(pair, rate, amount)
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@ -109,16 +135,11 @@ def cancel_order(order_id: str) -> None:
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def get_order(order_id: str) -> Dict:
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def get_order(order_id: str) -> Dict:
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if _CONF['dry_run']:
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if _CONF['dry_run']:
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return {
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order = _DRY_RUN_OPEN_ORDERS.pop(order_id)
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'id': 'dry_run_sell',
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order.update({
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'type': 'LIMIT_SELL',
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'id': order_id
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'pair': 'mocked',
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})
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'opened': arrow.utcnow().datetime,
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return order
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': arrow.utcnow().datetime,
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}
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return _API.get_order(order_id)
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return _API.get_order(order_id)
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@ -201,12 +201,11 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
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return Trade(pair=pair,
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return Trade(pair=pair,
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stake_amount=stake_amount,
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stake_amount=stake_amount,
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amount=amount,
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amount=amount,
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fee=fee * 2,
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fee=fee*2,
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open_rate=buy_limit,
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open_rate=buy_limit,
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open_date=datetime.utcnow(),
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open_date=datetime.utcnow(),
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exchange=exchange.get_name().upper(),
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exchange=exchange.get_name().upper(),
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open_order_id=order_id,
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open_order_id=order_id)
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is_open=True)
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def init(config: dict, db_url: Optional[str] = None) -> None:
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def init(config: dict, db_url: Optional[str] = None) -> None:
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@ -6,6 +6,7 @@ import pytest
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from jsonschema import validate
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from jsonschema import validate
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from telegram import Bot, Update, Message, Chat
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from telegram import Bot, Update, Message, Chat
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from freqtrade import exchange
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from freqtrade.main import init, create_trade
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from freqtrade.main import init, create_trade
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from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
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from freqtrade.misc import update_state, State, get_state, CONF_SCHEMA
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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@ -74,8 +75,7 @@ def test_status_handle(conf, update, mocker):
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'bid': 0.07256061,
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'bid': 0.07256061,
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'ask': 0.072661,
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'ask': 0.072661,
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'last': 0.07256061
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'last': 0.07256061
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}),
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}))
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buy=MagicMock(return_value='mocked_order_id'))
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init(conf, 'sqlite://')
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init(conf, 'sqlite://')
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# Create some test data
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# Create some test data
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@ -84,26 +84,10 @@ def test_status_handle(conf, update, mocker):
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Trade.session.add(trade)
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Trade.session.add(trade)
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Trade.session.flush()
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Trade.session.flush()
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# Trigger status while we don't know the open_rate yet
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_status(bot=MagicBot(), update=update)
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.flush()
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# Trigger status while we have a fulfilled order for the open trade
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# Trigger status while we have a fulfilled order for the open trade
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_status(bot=MagicBot(), update=update)
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_status(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 3
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assert msg_mock.call_count == 2
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assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
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assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
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@ -121,8 +105,7 @@ def test_profit_handle(conf, update, mocker):
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'bid': 0.07256061,
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'bid': 0.07256061,
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'ask': 0.072661,
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'ask': 0.072661,
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'last': 0.07256061
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'last': 0.07256061
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}),
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}))
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buy=MagicMock(return_value='mocked_limit_buy'))
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init(conf, 'sqlite://')
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init(conf, 'sqlite://')
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# Create some test data
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# Create some test data
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@ -153,7 +136,6 @@ def test_profit_handle(conf, update, mocker):
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})
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})
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trade.close_date = datetime.utcnow()
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trade.close_date = datetime.utcnow()
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trade.open_order_id = None
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trade.is_open = False
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trade.is_open = False
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Trade.session.add(trade)
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Trade.session.add(trade)
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Trade.session.flush()
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Trade.session.flush()
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@ -178,26 +160,13 @@ def test_forcesell_handle(conf, update, mocker):
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'bid': 0.07256061,
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'bid': 0.07256061,
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'ask': 0.072661,
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'ask': 0.072661,
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'last': 0.07256061
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'last': 0.07256061
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}),
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}))
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buy=MagicMock(return_value='mocked_order_id'))
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init(conf, 'sqlite://')
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init(conf, 'sqlite://')
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# Create some test data
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# Create some test data
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trade = create_trade(15.0)
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trade = create_trade(15.0)
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assert trade
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.add(trade)
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Trade.session.add(trade)
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Trade.session.flush()
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Trade.session.flush()
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@ -206,7 +175,7 @@ def test_forcesell_handle(conf, update, mocker):
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assert msg_mock.call_count == 2
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assert msg_mock.call_count == 2
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assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
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assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
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assert '0.072561 (profit: ~-0.5%)' in msg_mock.call_args_list[-1][0][0]
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assert '0.072561 (profit: ~-0.64%)' in msg_mock.call_args_list[-1][0][0]
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def test_performance_handle(conf, update, mocker):
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def test_performance_handle(conf, update, mocker):
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@ -223,8 +192,7 @@ def test_performance_handle(conf, update, mocker):
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'bid': 0.07256061,
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'bid': 0.07256061,
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'ask': 0.072661,
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'ask': 0.072661,
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'last': 0.07256061
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'last': 0.07256061
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}),
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}))
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buy=MagicMock(return_value='mocked_order_id'))
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init(conf, 'sqlite://')
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init(conf, 'sqlite://')
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# Create some test data
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# Create some test data
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