Merge branch 'develop' into feat/short

This commit is contained in:
Sam Germain
2022-03-03 13:51:52 -06:00
39 changed files with 604 additions and 210 deletions

View File

@@ -1070,7 +1070,7 @@ class FreqtradeBot(LoggingMixin):
return False
def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: Dict) -> None:
"""
Check to see if stoploss on exchange should be updated
in case of trailing stoploss on exchange
@@ -1142,15 +1142,19 @@ class FreqtradeBot(LoggingMixin):
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
order_obj = trade.select_order_by_order_id(trade.open_order_id)
if not_closed and (fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
time_method, trade, order_obj, datetime.now(timezone.utc)))
):
if is_entering:
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
else:
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled = self.handle_cancel_exit(
trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled_count = trade.get_exit_order_count()
if max_timeouts > 0 and canceled_count >= max_timeouts:
max_timeouts = self.config.get(
'unfilledtimeout', {}).get('exit_timeout_count', 0)
if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
logger.warning(f'Emergencyselling trade {trade}, as the sell order '
f'timed out {max_timeouts} times.')
try:
@@ -1252,11 +1256,12 @@ class FreqtradeBot(LoggingMixin):
reason=reason)
return was_trade_fully_canceled
def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool:
"""
exit order cancel - cancel order and update trade
:return: Reason for cancel
:return: True if exit order was cancelled, false otherwise
"""
cancelled = False
# if trade is not partially completed, just cancel the order
if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
if not self.exchange.check_order_canceled_empty(order):
@@ -1268,7 +1273,7 @@ class FreqtradeBot(LoggingMixin):
except InvalidOrderException:
logger.exception(
f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
return 'error cancelling order'
return False
logger.info('%s order %s for %s.', trade.exit_side.capitalize(), reason, trade)
else:
reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
@@ -1282,9 +1287,12 @@ class FreqtradeBot(LoggingMixin):
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
trade.sell_reason = None
cancelled = True
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
cancelled = False
self.wallets.update()
self._notify_exit_cancel(
@@ -1292,7 +1300,7 @@ class FreqtradeBot(LoggingMixin):
order_type=self.strategy.order_types[trade.exit_side],
reason=reason
)
return reason
return cancelled
def _safe_exit_amount(self, pair: str, amount: float) -> float:
"""
@@ -1351,8 +1359,8 @@ class FreqtradeBot(LoggingMixin):
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if self.config['dry_run'] and exit_type == 'stoploss' \
and self.strategy.order_types['stoploss_on_exchange']:
if (self.config['dry_run'] and exit_type == 'stoploss'
and self.strategy.order_types['stoploss_on_exchange']):
limit = trade.stop_loss
# set custom_exit_price if available