adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #3724 from freqtrade/fix/3084

Browse Source 
Forcesell should use the available methods for handling a trade correctly
This commit is contained in:
Matthias 2020-09-01 15:11:05 +02:00 committed by GitHub
commit 43035a3f76
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
9 changed files with 82 additions and 48 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
freqtrade/constants.py
View File

@ -338,9 +338,12 @@ SCHEMA_MINIMAL_REQUIRED = [
CANCEL_REASON = {
"TIMEOUT": "cancelled due to timeout",
"PARTIALLY_FILLED": "partially filled - keeping order open",
"PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
"PARTIALLY_FILLED": "partially filled",
"FULLY_CANCELLED": "fully cancelled",
"ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
"CANCELLED_ON_EXCHANGE": "cancelled on exchange",
"FORCE_SELL": "forcesold",
}
# List of pairs with their timeframes

7
freqtrade/exchange/exchange.py
View File

@ -973,7 +973,12 @@ class Exchange:
@retrier
def cancel_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return {}
order = self._dry_run_open_orders.get(order_id)
if order:
order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
return order
else:
return {}
try:
return self._api.cancel_order(order_id, pair)

16
freqtrade/freqtradebot.py
View File

@ -618,7 +618,7 @@ class FreqtradeBot:
# Send the message
self.rpc.send_msg(msg)
def _notify_buy_cancel(self, trade: Trade, order_type: str) -> None:
def _notify_buy_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
"""
Sends rpc notification when a buy cancel occured.
"""
@ -637,6 +637,7 @@ class FreqtradeBot:
'amount': trade.amount,
'open_date': trade.open_date,
'current_rate': current_rate,
'reason': reason,
}
# Send the message
@ -974,7 +975,6 @@ class FreqtradeBot:
# Cancelled orders may have the status of 'canceled' or 'closed'
if order['status'] not in ('canceled', 'closed'):
reason = constants.CANCEL_REASON['TIMEOUT']
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
# Avoid race condition where the order could not be cancelled coz its already filled.
@ -992,13 +992,13 @@ class FreqtradeBot:
# Using filled to determine the filled amount
filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
logger.info('Buy order fully cancelled. Removing %s from database.', trade)
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
was_trade_fully_canceled = True
reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
@ -1011,13 +1011,11 @@ class FreqtradeBot:
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
})
reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
self.wallets.update()
self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'])
self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'],
reason=reason)
return was_trade_fully_canceled
def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
@ -1048,7 +1046,7 @@ class FreqtradeBot:
trade.open_order_id = None
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED']
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
self.wallets.update()
self._notify_sell_cancel(

30
freqtrade/rpc/rpc.py
View File

@ -11,6 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
from numpy import NAN, mean
from freqtrade.constants import CANCEL_REASON
from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler
@ -453,29 +454,22 @@ class RPC:
"""
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
fully_canceled = False
if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
# Cancel open LIMIT_BUY orders and close trade
if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'buy':
self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close(order.get('price') or trade.open_rate)
# Do the best effort, if we don't know 'filled' amount, don't try selling
if order['filled'] is None:
return
trade.amount = order['filled']
if order['side'] == 'buy':
fully_canceled = self._freqtrade.handle_cancel_buy(
trade, order, CANCEL_REASON['FORCE_SELL'])
# Ignore trades with an attached LIMIT_SELL order
if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'sell':
return
if order['side'] == 'sell':
# Cancel order - so it is placed anew with a fresh price.
self._freqtrade.handle_cancel_sell(trade, order, CANCEL_REASON['FORCE_SELL'])
# Get current rate and execute sell
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL)
if not fully_canceled:
# Get current rate and execute sell
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL)
# ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING:

2
freqtrade/rpc/telegram.py
View File

@ -151,7 +151,7 @@ class Telegram(RPC):
elif msg['type'] == RPCMessageType.BUY_CANCEL_NOTIFICATION:
message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling Open Buy Order for {pair}".format(**msg))
"Cancelling open buy Order for {pair}. Reason: {reason}.".format(**msg))
elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
msg['amount'] = round(msg['amount'], 8)

8
tests/exchange/test_exchange.py
View File

@ -1761,6 +1761,14 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
order = exchange.buy('ETH/BTC', 'limit', 5, 0.55, 'gtc')
cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
assert order['id'] == cancel_order['id']
assert order['amount'] == cancel_order['amount']
assert order['pair'] == cancel_order['pair']
assert cancel_order['status'] == 'canceled'
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.parametrize("order,result", [

33
tests/rpc/test_rpc.py
View File

@ -669,7 +669,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
return_value={
'status': 'closed',
'type': 'limit',
'side': 'buy'
'side': 'buy',
'filled': 0.0,
}
),
get_fee=fee,
@ -695,6 +696,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
msg = rpc._rpc_forcesell('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
freqtradebot.enter_positions()
msg = rpc._rpc_forcesell('1')
assert msg == {'result': 'Created sell order for trade 1.'}
@ -707,17 +709,24 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0
freqtradebot.enter_positions()
# make an limit-buy open trade
trade = Trade.query.filter(Trade.id == '1').first()
filled_amount = trade.amount / 2
# Fetch order - it's open first, and closed after cancel_order is called.
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
return_value={
side_effect=[{
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
}
}, {
'status': 'closed',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
}]
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
# and trade amount is updated
@ -725,6 +734,16 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
})
freqtradebot.config['max_open_trades'] = 3
freqtradebot.enter_positions()
trade = Trade.query.filter(Trade.id == '2').first()
amount = trade.amount
@ -744,20 +763,22 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
freqtradebot.enter_positions()
# make an limit-sell open trade
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
return_value={
'status': 'open',
'type': 'limit',
'side': 'sell'
'side': 'sell',
'amount': amount,
'remaining': amount,
'filled': 0.0
}
)
msg = rpc._rpc_forcesell('3')
assert msg == {'result': 'Created sell order for trade 3.'}
# status quo, no exchange calls
assert cancel_order_mock.call_count == 2
assert cancel_order_mock.call_count == 3
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,

15
tests/rpc/test_rpc_telegram.py
View File

@ -14,6 +14,7 @@ from telegram import Chat, Message, Update
from telegram.error import NetworkError
from freqtrade import __version__
from freqtrade.constants import CANCEL_REASON
from freqtrade.edge import PairInfo
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.loggers import setup_logging
@ -725,7 +726,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
context.args = ["1"]
telegram._forcesell(update=update, context=context)
assert rpc_mock.call_count == 2
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
@ -784,7 +785,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
context.args = ["1"]
telegram._forcesell(update=update, context=context)
assert rpc_mock.call_count == 2
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
@ -834,8 +835,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
context.args = ["all"]
telegram._forcesell(update=update, context=context)
assert rpc_mock.call_count == 4
msg = rpc_mock.call_args_list[0][0][0]
# Called for each trade 3 times
assert rpc_mock.call_count == 8
msg = rpc_mock.call_args_list[1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'trade_id': 1,
@ -1343,9 +1345,10 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
'type': RPCMessageType.BUY_CANCEL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'reason': CANCEL_REASON['TIMEOUT']
})
assert msg_mock.call_args[0][0] \
== ('\N{WARNING SIGN} *Bittrex:* Cancelling Open Buy Order for ETH/BTC')
assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Bittrex:* '
'Cancelling open buy Order for ETH/BTC. Reason: cancelled due to timeout.')
def test_send_msg_sell_notification(default_conf, mocker) -> None:

14
tests/test_freqtradebot.py
View File

@ -2289,7 +2289,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
# note this is for a partially-complete buy order
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
@ -2324,7 +2324,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that trade has been updated
@ -2364,7 +2364,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
assert log_has_re(r"Could not update trade amount: .*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that trade has been updated
@ -2527,13 +2527,15 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
send_msg_mock.reset_mock()
order['amount'] = 2
assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
assert freqtrade.handle_cancel_sell(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED']
assert freqtrade.handle_cancel_sell(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Message should not be iterated again
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED']
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1