From 4660909e958eb8da2b79e989435c4e7426f5fbba Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 14 Jun 2020 01:07:00 +0300
Subject: [PATCH] Validate stoploss_on_exchange_limit_ratio at startup time

---
 freqtrade/exchange/exchange.py  |  7 +++++++
 tests/exchange/test_exchange.py | 26 +++++++++++++++++++++++---
 2 files changed, 30 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bd44f56f2..820526b49 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -386,6 +386,13 @@ class Exchange:
                 f'On exchange stoploss is not supported for {self.name}.'
             )
 
+        # Limit price threshold: As limit price should always be below stop-price
+        # Used for limit stoplosses on exchange
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if limit_price_pct >= 1.0 or limit_price_pct <= 0.0:
+            raise OperationalException(
+                "stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0")
+
     def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
         """
         Checks if order time in force configured in strategy/config are supported
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 48c4956cf..1aaf95379 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -689,13 +689,13 @@ def test_validate_order_types(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     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})
@@ -707,7 +707,6 @@ def test_validate_order_types(default_conf, mocker):
         'stoploss': 'market',
         'stoploss_on_exchange': False
     }
-
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         Exchange(default_conf)
@@ -718,11 +717,32 @@ def test_validate_order_types(default_conf, mocker):
         'stoploss': 'limit',
         'stoploss_on_exchange': True
     }
-
     with pytest.raises(OperationalException,
                        match=r'On exchange stoploss is not supported for .*'):
         Exchange(default_conf)
 
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+        'stoploss_on_exchange_limit_ratio': 1.05
+    }
+    with pytest.raises(OperationalException,
+                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
+        Exchange(default_conf)
+
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False,
+        'stoploss_on_exchange_limit_ratio': -0.1
+    }
+    with pytest.raises(OperationalException,
+                       match=r'stoploss_on_exchange_limit_ratio should be < 1.0 and > 0.0'):
+        Exchange(default_conf)
+
 
 def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()