stoploss on exchange added as a parameter to order_types

freqtrade/constants.py

@@ -109,7 +109,8 @@ CONF_SCHEMA = {
             'properties': {
                 'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
-                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}
+                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
+                'stoploss_on_exchange': {'type': 'boolean'}
             },
             'required': ['buy', 'sell', 'stoploss']
         },

freqtrade/exchange/__init__.py

@@ -227,6 +227,12 @@ class Exchange(object):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
 
+        if order_types.get('stoploss_on_exchange', False):
+            if self.name is not 'Binance':
+                raise OperationalException(
+                    'On exchange stoploss is not supported for %s.' % self.name
+                )
+
     def exchange_has(self, endpoint: str) -> bool:
         """
         Checks if exchange implements a specific API endpoint.

freqtrade/freqtradebot.py

@@ -54,7 +54,6 @@ class FreqtradeBot(object):
         # Init objects
         self.config = config
         self.strategy: IStrategy = StrategyResolver(self.config).strategy
-        self.check_strategy_config_consistency(config, self.strategy)
 
         self.rpc: RPCManager = RPCManager(self)
         self.persistence = None
@@ -68,16 +67,6 @@ class FreqtradeBot(object):
         self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
         self._init_modules()
 
-    def check_strategy_config_consistency(self, config, strategy: IStrategy) -> None:
-        """
-        checks if config is compatible with the given strategy
-        """
-        # Stoploss on exchange is only implemented for binance
-        if strategy.stoploss_on_exchange and config.get('exchange') is not 'binance':
-            raise OperationalException(
-                'On exchange stoploss is not supported for %s.' % config['exchange']['name']
-            )
-
     def _init_modules(self) -> None:
         """
         Initializes all modules and updates the config
@@ -567,7 +556,7 @@ class FreqtradeBot(object):
 
                 trade.update(order)
 
-            if self.strategy.stoploss_on_exchange:
+            if self.strategy.order_types.get('stoploss_on_exchange'):
                 result = self.handle_stoploss_on_exchange(trade)
                 if result:
                     self.wallets.update()
@@ -844,7 +833,7 @@ class FreqtradeBot(object):
             sell_type = 'stoploss'
 
         # First cancelling stoploss on exchange ...
-        if self.strategy.stoploss_on_exchange and trade.stoploss_order_id:
+        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
 
         # Execute sell and update trade record

freqtrade/strategy/default_strategy.py

@@ -32,7 +32,8 @@ class DefaultStrategy(IStrategy):
     order_types = {
         'buy': 'limit',
         'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
     }
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

freqtrade/strategy/interface.py

@@ -68,11 +68,6 @@ class IStrategy(ABC):
     # associated stoploss
     stoploss: float
 
-    # if the stoploss should be on exchange.
-    # if this is True then a stoploss order will be placed
-    # immediately after a successful buy order.
-    stoploss_on_exchange: bool = False
-
     # associated ticker interval
     ticker_interval: str
 
@@ -80,7 +75,8 @@ class IStrategy(ABC):
     order_types: Dict = {
         'buy': 'limit',
         'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
     }
 
     # run "populate_indicators" only for new candle
@@ -228,7 +224,7 @@ class IStrategy(ABC):
         current_rate = low or rate
         current_profit = trade.calc_profit_percent(current_rate)
 
-        if self.stoploss_on_exchange:
+        if self.order_types.get('stoploss_on_exchange'):
             stoplossflag = SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
         else:
             stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,

freqtrade/tests/exchange/test_exchange.py

@@ -362,7 +362,14 @@ def test_validate_order_types(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
+    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
     Exchange(default_conf)
 
     type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
@@ -374,6 +381,17 @@ def test_validate_order_types(default_conf, mocker):
                        match=r'Exchange .* does not support market orders.'):
         Exchange(default_conf)
 
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True
+    }
+
+    with pytest.raises(OperationalException,
+                       match=r'On exchange stoploss is not supported for .*'):
+        Exchange(default_conf)
+
 
 def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()

freqtrade/tests/test_freqtradebot.py

@@ -893,7 +893,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
     mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade.strategy.stoploss_on_exchange = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
     trade = MagicMock()
     trade.open_order_id = None
@@ -1595,7 +1595,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
     mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade.strategy.stoploss_on_exchange = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -1647,7 +1647,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
     mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade.strategy.stoploss_on_exchange = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2516,9 +2516,3 @@ def test_startup_messages(default_conf, mocker):
     default_conf['dynamic_whitelist'] = 20
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     assert freqtrade.state is State.RUNNING
-
-
-def test_check_consistency(default_conf, mocker, caplog):
-    mocker.patch('freqtrade.freqtradebot.IStrategy.stoploss_on_exchange', True)
-    with pytest.raises(OperationalException):
-        FreqtradeBot(default_conf)