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Merge pull request #3181 from freqtrade/fix/cancel_problems

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Fix several cancel order problems
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hroff-1902 2020-04-18 11:16:59 +03:00 committed by GitHub
commit 4bbade245c
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4 changed files with 94 additions and 23 deletions
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35
freqtrade/exchange/exchange.py
View File

@ -922,9 +922,9 @@ class Exchange:
return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@retrier
def cancel_order(self, order_id: str, pair: str) -> None:
def cancel_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return
return {}
try:
return self._api.cancel_order(order_id, pair)
@ -937,6 +937,37 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def is_cancel_order_result_suitable(self, corder) -> bool:
if not isinstance(corder, dict):
return False
required = ('fee', 'status', 'amount')
return all(k in corder for k in required)
def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
"""
Cancel order returning a result.
Creates a fake result if cancel order returns a non-usable result
and get_order does not work (certain exchanges don't return cancelled orders)
:param order_id: Orderid to cancel
:param pair: Pair corresponding to order_id
:param amount: Amount to use for fake response
:return: Result from either cancel_order if usable, or fetch_order
"""
try:
corder = self.cancel_order(order_id, pair)
if self.is_cancel_order_result_suitable(corder):
return corder
except InvalidOrderException:
logger.warning(f"Could not cancel order {order_id}.")
try:
order = self.get_order(order_id, pair)
except InvalidOrderException:
logger.warning(f"Could not fetch cancelled order {order_id}.")
order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
return order
@retrier
def get_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:

17
freqtrade/freqtradebot.py
View File

@ -890,20 +890,13 @@ class FreqtradeBot:
"""
if order['status'] != 'canceled':
reason = "cancelled due to timeout"
try:
corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
# Some exchanges don't return a dict here.
if not isinstance(corder, dict):
corder = {}
logger.info('Buy order %s for %s.', reason, trade)
except InvalidOrderException:
corder = {}
logger.exception(
f"Could not cancel buy order {trade.open_order_id} for pair {trade.pair}")
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
reason = "cancelled on exchange"
logger.info('Buy order %s for %s.', reason, trade)
if safe_value_fallback(corder, order, 'remaining', 'remaining') == order['amount']:
@ -921,7 +914,7 @@ class FreqtradeBot:
trade.amount = order['amount'] - safe_value_fallback(corder, order,
'remaining', 'remaining')
trade.stake_amount = trade.amount * trade.open_rate
self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount)
self.update_trade_state(trade, corder, trade.amount)
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
@ -1140,7 +1133,7 @@ class FreqtradeBot:
new_amount = self.get_real_amount(trade, order, order_amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
del order['filled']
order.pop('filled', None)
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price()

50
tests/exchange/test_exchange.py
View File

@ -1728,7 +1728,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@ -1745,6 +1745,54 @@ def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order,
assert exchange.check_order_canceled_empty(order) == result
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.parametrize("order,result", [
({'status': 'closed', 'amount': 10, 'fee': {}}, True),
({'status': 'closed', 'amount': 0.0, 'fee': {}}, True),
({'status': 'canceled', 'amount': 0.0, 'fee': {}}, True),
({'status': 'canceled', 'amount': 10.0}, False),
({'amount': 10.0, 'fee': {}}, False),
({'result': 'testest123'}, False),
('hello_world', False),
])
def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.is_cancel_order_result_suitable(order) == result
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.parametrize("corder,call_corder,call_forder", [
({'status': 'closed', 'amount': 10, 'fee': {}}, 1, 0),
({'amount': 10, 'fee': {}}, 1, 1),
])
def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
call_corder, call_forder):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=corder)
api_mock.fetch_order = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1234)
assert isinstance(res, dict)
assert api_mock.cancel_order.call_count == call_corder
assert api_mock.fetch_order.call_count == call_forder
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog):
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541)
assert isinstance(res, dict)
assert log_has("Could not cancel order 1234.", caplog)
assert log_has("Could not fetch cancelled order 1234.", caplog)
assert res['amount'] == 1541
# Ensure that if not dry_run, we should call API
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order(default_conf, mocker, exchange_name):

13
tests/test_freqtradebot.py
View File

@ -1948,7 +1948,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
@ -2055,7 +2055,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
@ -2082,7 +2082,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
@ -2109,7 +2109,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
freqtrade = FreqtradeBot(default_conf)
@ -2146,7 +2146,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
@ -2208,7 +2208,7 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf)
@ -2226,7 +2226,6 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert log_has_re(r"Could not cancel buy order", caplog)
@pytest.mark.parametrize('cancelorder', [