Extract "update order from ccxt" to it's onw function

This commit is contained in:
Matthias 2020-08-13 13:39:36 +02:00
parent ee7b235cdc
commit 4924d8487e
3 changed files with 39 additions and 24 deletions

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@ -527,7 +527,7 @@ class FreqtradeBot:
order = self.exchange.buy(pair=pair, ordertype=order_type, order = self.exchange.buy(pair=pair, ordertype=order_type,
amount=amount, rate=buy_limit_requested, amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force) time_in_force=time_in_force)
order_obj = Order.parse_from_ccxt_object(order, pair) order_obj = Order.parse_from_ccxt_object(order, 'buy')
order_id = order['id'] order_id = order['id']
order_status = order.get('status', None) order_status = order.get('status', None)
@ -784,7 +784,7 @@ class FreqtradeBot:
stop_price=stop_price, stop_price=stop_price,
order_types=self.strategy.order_types) order_types=self.strategy.order_types)
order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair) order_obj = Order.parse_from_ccxt_object(stoploss_order, 'stoploss')
trade.orders.append(order_obj) trade.orders.append(order_obj)
trade.stoploss_order_id = str(stoploss_order['id']) trade.stoploss_order_id = str(stoploss_order['id'])
return True return True
@ -1134,7 +1134,7 @@ class FreqtradeBot:
time_in_force=time_in_force time_in_force=time_in_force
) )
order_obj = Order.parse_from_ccxt_object(order, trade.pair) order_obj = Order.parse_from_ccxt_object(order, 'sell')
trade.orders.append(order_obj) trade.orders.append(order_obj)
trade.open_order_id = order['id'] trade.open_order_id = order['id']

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@ -101,36 +101,49 @@ class Order(_DECL_BASE):
id = Column(Integer, primary_key=True) id = Column(Integer, primary_key=True)
trade_id = Column(Integer, ForeignKey('trades.id'), index=True) trade_id = Column(Integer, ForeignKey('trades.id'), index=True)
ft_order_side = Column(String, nullable=False)
order_id = Column(String, nullable=False, index=True) order_id = Column(String, nullable=False, index=True)
status = Column(String, nullable=False) status = Column(String, nullable=True)
symbol = Column(String, nullable=False) symbol = Column(String, nullable=True)
order_type = Column(String, nullable=False) order_type = Column(String, nullable=True)
side = Column(String, nullable=False) side = Column(String, nullable=True)
price = Column(Float, nullable=False) price = Column(Float, nullable=True)
amount = Column(Float, nullable=False) amount = Column(Float, nullable=True)
filled = Column(Float, nullable=True) filled = Column(Float, nullable=True)
remaining = Column(Float, nullable=True) remaining = Column(Float, nullable=True)
cost = Column(Float, nullable=True) cost = Column(Float, nullable=True)
order_date = Column(DateTime, nullable=False, default=datetime.utcnow) order_date = Column(DateTime, nullable=False, default=datetime.utcnow)
order_filled_date = Column(DateTime, nullable=True) order_filled_date = Column(DateTime, nullable=True)
def update_from_ccxt_object(self, order):
"""
Update Order from ccxt response
Only updates if fields are available from ccxt -
"""
if self.order_id != str(order['id']):
return OperationalException("Order-id's don't match")
self.status = order.get('status', self.status)
self.symbol = order.get('symbol', self.symbol)
self.order_type = order.get('type', self.order_type)
self.side = order.get('side', self.side)
self.price = order.get('price', self.price)
self.amount = order.get('amount', self.amount)
self.filled = order.get('filled', self.filled)
self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost)
if 'timestamp' in order and order['timestamp'] is not None:
self.order_date = datetime.fromtimestamp(order['timestamp'])
@staticmethod @staticmethod
def parse_from_ccxt_object(order, pair) -> 'Order': def parse_from_ccxt_object(order: Dict[str, Any], side: str) -> 'Order':
""" """
Parse an order from a ccxt object and return a new order Object. Parse an order from a ccxt object and return a new order Object.
""" """
o = Order(order_id=str(order['id'])) o = Order(order_id=str(order['id']), ft_order_side=side)
o.status = order['status'] o.update_from_ccxt_object(order)
o.symbol = order.get('symbol', pair)
o.order_type = order['type']
o.side = order['side']
o.price = order['price']
o.amount = order['amount']
o.filled = order.get('filled')
o.remaining = order.get('remaining')
o.cost = order.get('cost')
o.order_date = datetime.fromtimestamp(order['timestamp'])
return o return o
def __repr__(self): def __repr__(self):

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@ -1313,7 +1313,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog, def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
limit_buy_order, limit_sell_order) -> None: limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
@ -1823,7 +1823,8 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
assert not trade.is_open assert not trade.is_open
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order, fee, mocker) -> None: def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order,
fee, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -1863,7 +1864,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
assert trade.close_date is not None assert trade.close_date is not None
def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(