stop loss order added right after a buy order is executued

freqtrade/freqtradebot.py

@@ -508,6 +508,37 @@ class FreqtradeBot(object):
         Trade.session.add(trade)
         Trade.session.flush()
 
+        # Check if stoploss should be added on exchange
+        # If True then here immediately after buy we should
+        # Add the stoploss order
+        if self.strategy.stoploss_on_exchange:
+            stoploss = self.edge.stoploss if self.edge else self.strategy.stoploss
+            stop_price = buy_limit * (1 + stoploss)
+
+            # limit price should be less than stop price.
+            # 0.98 is arbitrary here.
+            limit_price = stop_price * 0.98
+
+            order_id = self.exchange.stoploss_limit(pair=pair, amount=amount,
+                                        stop_price=stop_price, rate=limit_price)['id']
+
+            trade = Trade(
+                pair=pair,
+                stake_amount=stake_amount,
+                amount=amount,
+                fee_open=fee,
+                fee_close=fee,
+                stoploss=stop_price,
+                open_date=datetime.utcnow(),
+                exchange=self.exchange.id,
+                open_order_id=order_id,
+                strategy=self.strategy.get_strategy_name(),
+                ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
+            )
+
+            Trade.session.add(trade)
+            Trade.session.flush()
+
         # Updating wallets
         self.wallets.update()