comment updates, formatting, TODOs
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Sam Germain
parent
88a5a30a50
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3656625747
@ -66,6 +66,7 @@ class FreqtradeBot(LoggingMixin):
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init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
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# TODO-lev: Do anything with this?
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self.wallets = Wallets(self.config, self.exchange)
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PairLocks.timeframe = self.config['timeframe']
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@ -77,6 +78,7 @@ class FreqtradeBot(LoggingMixin):
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# so anything in the Freqtradebot instance should be ready (initialized), including
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# the initial state of the bot.
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# Keep this at the end of this initialization method.
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# TODO-lev: Do I need to consider the rpc, pairlists or dataprovider?
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self.rpc: RPCManager = RPCManager(self)
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self.pairlists = PairListManager(self.exchange, self.config)
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@ -98,7 +100,7 @@ class FreqtradeBot(LoggingMixin):
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initial_state = self.config.get('initial_state')
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self.state = State[initial_state.upper()] if initial_state else State.STOPPED
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# Protect sell-logic from forcesell and vice versa
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# Protect exit-logic from forcesell and vice versa
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self._exit_lock = Lock()
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LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
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@ -170,9 +172,9 @@ class FreqtradeBot(LoggingMixin):
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# Check and handle any timed out open orders
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self.check_handle_timedout()
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# Protect from collisions with forcesell.
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# Protect from collisions with forceexit.
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# Without this, freqtrade my try to recreate stoploss_on_exchange orders
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# while selling is in process, since telegram messages arrive in an different thread.
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# while exiting is in process, since telegram messages arrive in an different thread.
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with self._exit_lock:
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trades = Trade.get_open_trades()
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# First process current opened trades (positions)
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@ -289,8 +291,8 @@ class FreqtradeBot(LoggingMixin):
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def handle_insufficient_funds(self, trade: Trade):
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"""
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Determine if we ever opened a sell order for this trade.
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If not, try update buy fees - otherwise "refind" the open order we obviously lost.
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Determine if we ever opened a exiting order for this trade.
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If not, try update entering fees - otherwise "refind" the open order we obviously lost.
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"""
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sell_order = trade.select_order('sell', None)
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if sell_order:
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@ -312,7 +314,7 @@ class FreqtradeBot(LoggingMixin):
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def refind_lost_order(self, trade):
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"""
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Try refinding a lost trade.
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Only used when InsufficientFunds appears on sell orders (stoploss or sell).
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Only used when InsufficientFunds appears on exit orders (stoploss or long sell/short buy).
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Tries to walk the stored orders and sell them off eventually.
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"""
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logger.info(f"Trying to refind lost order for {trade}")
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@ -323,7 +325,7 @@ class FreqtradeBot(LoggingMixin):
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logger.debug(f"Order {order} is no longer open.")
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continue
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if order.ft_order_side == 'buy':
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# Skip buy side - this is handled by reupdate_buy_order_fees
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# Skip buy side - this is handled by reupdate_enter_order_fees
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continue
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try:
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fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
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@ -350,7 +352,7 @@ class FreqtradeBot(LoggingMixin):
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def enter_positions(self) -> int:
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"""
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Tries to execute buy orders for new trades (positions)
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Tries to execute long buy/short sell orders for new trades (positions)
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"""
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trades_created = 0
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@ -366,7 +368,7 @@ class FreqtradeBot(LoggingMixin):
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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"but checking to exit open trades.")
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return trades_created
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if PairLocks.is_global_lock():
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lock = PairLocks.get_pair_longest_lock('*')
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@ -621,7 +623,7 @@ class FreqtradeBot(LoggingMixin):
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def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
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"""
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Sends rpc notification when a buy cancel occurred.
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Sends rpc notification when a buy/short cancel occurred.
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"""
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current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
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@ -667,7 +669,7 @@ class FreqtradeBot(LoggingMixin):
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def exit_positions(self, trades: List[Any]) -> int:
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"""
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Tries to execute sell orders for open trades (positions)
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Tries to execute sell/exit_short orders for open trades (positions)
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"""
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trades_closed = 0
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for trade in trades:
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@ -693,8 +695,8 @@ class FreqtradeBot(LoggingMixin):
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def handle_trade(self, trade: Trade) -> bool:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold, False otherwise
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Sells/exits_short the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold/exited_short, False otherwise
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"""
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if not trade.is_open:
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raise DependencyException(f'Attempt to handle closed trade: {trade}')
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@ -702,7 +704,7 @@ class FreqtradeBot(LoggingMixin):
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logger.debug('Handling %s ...', trade)
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(enter, exit_) = (False, False)
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# TODO-lev: change to use_exit_signal, ignore_roi_if_enter_signal
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if (self.config.get('use_sell_signal', True) or
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self.config.get('ignore_roi_if_buy_signal', False)):
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
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@ -764,6 +766,8 @@ class FreqtradeBot(LoggingMixin):
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Check if trade is fulfilled in which case the stoploss
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on exchange should be added immediately if stoploss on exchange
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is enabled.
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# TODO-mg: liquidation price will always be on exchange, even though
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# TODO-mg: stoploss_on_exchange might not be enabled
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"""
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logger.debug('Handling stoploss on exchange %s ...', trade)
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@ -782,6 +786,7 @@ class FreqtradeBot(LoggingMixin):
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# We check if stoploss order is fulfilled
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if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
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# TODO-lev: Update to exit reason
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trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
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stoploss_order=True)
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@ -797,7 +802,7 @@ class FreqtradeBot(LoggingMixin):
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# The trade can be closed already (sell-order fill confirmation came in this iteration)
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return False
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# If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
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# If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
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if not stoploss_order:
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stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
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stop_price = trade.open_rate * (1 + stoploss)
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@ -948,6 +953,7 @@ class FreqtradeBot(LoggingMixin):
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Buy cancel - cancel order
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:return: True if order was fully cancelled
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"""
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# TODO-lev: Pay back borrowed/interest and transfer back on margin trades
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was_trade_fully_canceled = False
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# Cancelled orders may have the status of 'canceled' or 'closed'
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@ -992,6 +998,8 @@ class FreqtradeBot(LoggingMixin):
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# to the order dict acquired before cancelling.
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# we need to fall back to the values from order if corder does not contain these keys.
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trade.amount = filled_amount
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# TODO-lev: Check edge cases, we don't want to make leverage > 1.0 if we don't have to
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trade.stake_amount = trade.amount * trade.open_rate
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self.update_trade_state(trade, trade.open_order_id, corder)
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@ -1000,13 +1008,15 @@ class FreqtradeBot(LoggingMixin):
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reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
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self.wallets.update()
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# TODO-lev: Should short and exit_short be an order type?
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self._notify_enter_cancel(trade, order_type=self.strategy.order_types['buy'],
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reason=reason)
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return was_trade_fully_canceled
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def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
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"""
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Sell cancel - cancel order and update trade
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Sell/exit_short cancel - cancel order and update trade
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:return: Reason for cancel
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"""
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# if trade is not partially completed, just cancel the order
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@ -1056,6 +1066,7 @@ class FreqtradeBot(LoggingMixin):
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:return: amount to sell
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:raise: DependencyException: if available balance is not within 2% of the available amount.
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"""
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# TODO-lev Maybe update?
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# Update wallets to ensure amounts tied up in a stoploss is now free!
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self.wallets.update()
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trade_base_currency = self.exchange.get_pair_base_currency(pair)
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@ -1078,7 +1089,7 @@ class FreqtradeBot(LoggingMixin):
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:param sell_reason: Reason the sell was triggered
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:return: True if it succeeds (supported) False (not supported)
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"""
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sell_type = 'sell'
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sell_type = 'sell' # TODO-lev: Update to exit
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if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
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sell_type = 'stoploss'
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@ -1118,20 +1129,23 @@ class FreqtradeBot(LoggingMixin):
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order_type = self.strategy.order_types.get("forcesell", order_type)
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amount = self._safe_sell_amount(trade.pair, trade.amount)
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time_in_force = self.strategy.order_time_in_force['sell']
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time_in_force = self.strategy.order_time_in_force['sell'] # TODO-lev update to exit
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if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
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pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
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time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
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current_time=datetime.now(timezone.utc)):
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logger.info(f"User requested abortion of selling {trade.pair}")
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current_time=datetime.now(timezone.utc)): # TODO-lev: Update to exit
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logger.info(f"User requested abortion of exiting {trade.pair}")
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return False
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try:
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# Execute sell and update trade record
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order = self.exchange.create_order(pair=trade.pair,
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ordertype=order_type, side="sell",
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amount=amount, rate=limit,
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order = self.exchange.create_order(
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pair=trade.pair,
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ordertype=order_type,
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side="sell",
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amount=amount,
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rate=limit,
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time_in_force=time_in_force
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)
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except InsufficientFundsError as e:
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@ -1144,15 +1158,15 @@ class FreqtradeBot(LoggingMixin):
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trade.orders.append(order_obj)
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trade.open_order_id = order['id']
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trade.sell_order_status = ''
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trade.sell_order_status = '' # TODO-lev: Update to exit_order_status
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trade.close_rate_requested = limit
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trade.sell_reason = sell_reason.sell_reason
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trade.sell_reason = sell_reason.sell_reason # TODO-lev: Update to exit_reason
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# In case of market sell orders the order can be closed immediately
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if order.get('status', 'unknown') in ('closed', 'expired'):
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self.update_trade_state(trade, trade.open_order_id, order)
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Trade.commit()
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# Lock pair for one candle to prevent immediate re-buys
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# Lock pair for one candle to prevent immediate re-trading
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self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
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reason='Auto lock')
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@ -1187,7 +1201,7 @@ class FreqtradeBot(LoggingMixin):
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'current_rate': current_rate,
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'profit_amount': profit_trade,
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'profit_ratio': profit_ratio,
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'sell_reason': trade.sell_reason,
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'sell_reason': trade.sell_reason, # TODO-lev: change to exit_reason
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'open_date': trade.open_date,
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'close_date': trade.close_date or datetime.utcnow(),
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'stake_currency': self.config['stake_currency'],
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@ -1206,10 +1220,10 @@ class FreqtradeBot(LoggingMixin):
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"""
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Sends rpc notification when a sell cancel occurred.
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"""
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if trade.sell_order_status == reason:
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if trade.sell_order_status == reason: # TODO-lev: Update to exit_order_status
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return
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else:
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trade.sell_order_status = reason
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trade.sell_order_status = reason # TODO-lev: Update to exit_order_status
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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profit_trade = trade.calc_profit(rate=profit_rate)
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@ -1230,7 +1244,7 @@ class FreqtradeBot(LoggingMixin):
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'current_rate': current_rate,
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'profit_amount': profit_trade,
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'profit_ratio': profit_ratio,
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'sell_reason': trade.sell_reason,
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'sell_reason': trade.sell_reason, # TODO-lev: trade to exit_reason
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'open_date': trade.open_date,
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'close_date': trade.close_date,
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'stake_currency': self.config['stake_currency'],
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@ -1316,6 +1330,7 @@ class FreqtradeBot(LoggingMixin):
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self.wallets.update()
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if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount:
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# Eat into dust if we own more than base currency
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# TODO-lev: won't be in "base"(quote) currency for shorts
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logger.info(f"Fee amount for {trade} was in base currency - "
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f"Eating Fee {fee_abs} into dust.")
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elif fee_abs != 0:
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@ -1392,6 +1407,7 @@ class FreqtradeBot(LoggingMixin):
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trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
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if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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# TODO-lev: leverage?
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logger.warning(f"Amount {amount} does not match amount {trade.amount}")
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raise DependencyException("Half bought? Amounts don't match")
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