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Don't crash in case of funding fee fetch error

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This commit is contained in:
Matthias 2022-09-08 07:18:38 +02:00
parent 20bf44a856
commit 4e15611b05
2 changed files with 42 additions and 26 deletions
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11
freqtrade/exchange/exchange.py
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@ -2509,8 +2509,13 @@ class Exchange:
cache=False,
drop_incomplete=False,
)
funding_rates = candle_histories[funding_comb]
mark_rates = candle_histories[mark_comb]
try:
# we can't assume we always get histories - for example during exchange downtimes
funding_rates = candle_histories[funding_comb]
mark_rates = candle_histories[mark_comb]
except KeyError:
raise ExchangeError("Could not find funding rates") from None
funding_mark_rates = self.combine_funding_and_mark(
funding_rates=funding_rates, mark_rates=mark_rates)
@ -2590,6 +2595,8 @@ class Exchange:
:param is_short: trade direction
:param amount: Trade amount
:param open_date: Open date of the trade
:return: funding fee since open_date
:raies: ExchangeError if something goes wrong.
"""
if self.trading_mode == TradingMode.FUTURES:
if self._config['dry_run']:

57
freqtrade/freqtradebot.py
View File

@ -281,14 +281,17 @@ class FreqtradeBot(LoggingMixin):
def update_funding_fees(self):
if self.trading_mode == TradingMode.FUTURES:
trades = Trade.get_open_trades()
for trade in trades:
funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc
)
trade.funding_fees = funding_fees
try:
for trade in trades:
funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc
)
trade.funding_fees = funding_fees
except ExchangeError:
logger.warning("Could not update funding fees for open trades.")
else:
return 0.0
@ -671,14 +674,12 @@ class FreqtradeBot(LoggingMixin):
if not stake_amount:
return False
if pos_adjust:
logger.info(f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}")
else:
logger.info(
f"{name} signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
msg = (f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}" if pos_adjust
else
f"{name} signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
logger.info(msg)
amount = (stake_amount / enter_limit_requested) * leverage
order_type = ordertype or self.strategy.order_types['entry']
@ -741,8 +742,12 @@ class FreqtradeBot(LoggingMixin):
# This is a new trade
if trade is None:
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
try:
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
except ExchangeError:
logger.warning("Could not update funding fee.")
trade = Trade(
pair=pair,
base_currency=base_currency,
@ -1493,12 +1498,16 @@ class FreqtradeBot(LoggingMixin):
:param exit_check: CheckTuple with signal and reason
:return: True if it succeeds False
"""
trade.funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
)
try:
trade.funding_fees = self.exchange.get_funding_fees(
pair=trade.pair,
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
)
except ExchangeError:
logger.warning("Could not update funding fee.")
exit_type = 'exit'
exit_reason = exit_tag or exit_check.exit_reason
if exit_check.exit_type in (