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Merge pull request #6434 from freqtrade/fix/ftx_stoploss

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Update FTX stoploss code to avoid exception for stoploss-market orders
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Matthias 2022-02-19 10:50:53 +01:00 committed by GitHub
commit 42bb33811c
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2 changed files with 30 additions and 10 deletions
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5
freqtrade/exchange/ftx.py
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@ -106,7 +106,9 @@ class Ftx(Exchange):
if order[0].get('status') == 'closed': if order[0].get('status') == 'closed':
# Trigger order was triggered ... # Trigger order was triggered ...
real_order_id = order[0].get('info', {}).get('orderId') real_order_id = order[0].get('info', {}).get('orderId')
# OrderId may be None for stoploss-market orders
# But contains "average" in these cases.
if real_order_id:
order1 = self._api.fetch_order(real_order_id, pair) order1 = self._api.fetch_order(real_order_id, pair)
self._log_exchange_response('fetch_stoploss_order1', order1) self._log_exchange_response('fetch_stoploss_order1', order1)
# Fake type to stop - as this was really a stop order. # Fake type to stop - as this was really a stop order.
@ -115,6 +117,7 @@ class Ftx(Exchange):
order1['type'] = 'stop' order1['type'] = 'stop'
order1['status_stop'] = 'triggered' order1['status_stop'] = 'triggered'
return order1 return order1
return order[0] return order[0]
else: else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}") raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")

21
tests/exchange/test_ftx.py
View File

@ -125,7 +125,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
assert not exchange.stoploss_adjust(1501, order) assert not exchange.stoploss_adjust(1501, order)
def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order): def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order):
default_conf['dry_run'] = True default_conf['dry_run'] = True
order = MagicMock() order = MagicMock()
order.myid = 123 order.myid = 123
@ -147,9 +147,15 @@ def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}]) # stoploss Limit order
api_mock.fetch_orders = MagicMock(return_value=[
{'id': 'X', 'status': 'closed',
'info': {
'orderId': 'mocked_limit_sell',
}}])
api_mock.fetch_order = MagicMock(return_value=limit_sell_order) api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
# No orderId field - no call to fetch_order
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp assert resp
assert api_mock.fetch_order.call_count == 1 assert api_mock.fetch_order.call_count == 1
@ -158,6 +164,17 @@ def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
assert resp['type'] == 'stop' assert resp['type'] == 'stop'
assert resp['status_stop'] == 'triggered' assert resp['status_stop'] == 'triggered'
# Stoploss market order
# Contains no new Order, but "average" instead
order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254}
api_mock.fetch_orders = MagicMock(return_value=[order])
api_mock.fetch_order.reset_mock()
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp
# fetch_order not called (no regular order ID)
assert api_mock.fetch_order.call_count == 0
assert order == order
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')