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Merge pull request #7194 from freqtrade/rpc/partial_forceexit

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Partial forceExit
This commit is contained in:
Matthias
2022-08-10 07:12:40 +02:00
committed by GitHub
parent 736884c5a9 ce2c9bf26d
commit 53251e7140
8 changed files with 106 additions and 54 deletions
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27
freqtrade/freqtradebot.py
View File

@@ -624,7 +624,8 @@ class FreqtradeBot(LoggingMixin):
ordertype: Optional[str] = None,
enter_tag: Optional[str] = None,
trade: Optional[Trade] = None,
order_adjust: bool = False
order_adjust: bool = False,
leverage_: Optional[float] = None,
) -> bool:
"""
Executes a limit buy for the given pair
@@ -640,7 +641,7 @@ class FreqtradeBot(LoggingMixin):
pos_adjust = trade is not None
enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust)
pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_)
if not stake_amount:
return False
@@ -787,6 +788,7 @@ class FreqtradeBot(LoggingMixin):
entry_tag: Optional[str],
trade: Optional[Trade],
order_adjust: bool,
leverage_: Optional[float],
) -> Tuple[float, float, float]:
if price:
@@ -809,16 +811,19 @@ class FreqtradeBot(LoggingMixin):
if not enter_limit_requested:
raise PricingError('Could not determine entry price.')
if trade is None:
if self.trading_mode != TradingMode.SPOT and trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested,
proposed_leverage=1.0,
max_leverage=max_leverage,
side=trade_side, entry_tag=entry_tag,
) if self.trading_mode != TradingMode.SPOT else 1.0
if leverage_:
leverage = leverage_
else:
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested,
proposed_leverage=1.0,
max_leverage=max_leverage,
side=trade_side, entry_tag=entry_tag,
)
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:

2
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -325,11 +325,13 @@ class ForceEnterPayload(BaseModel):
ordertype: Optional[OrderTypeValues]
stakeamount: Optional[float]
entry_tag: Optional[str]
leverage: Optional[float]
class ForceExitPayload(BaseModel):
tradeid: str
ordertype: Optional[OrderTypeValues]
amount: Optional[float]
class BlacklistPayload(BaseModel):

12
freqtrade/rpc/api_server/api_v1.py
View File

@@ -37,7 +37,8 @@ logger = logging.getLogger(__name__)
# 2.14: Add entry/exit orders to trade response
# 2.15: Add backtest history endpoints
# 2.16: Additional daily metrics
API_VERSION = 2.16
# 2.17: Forceentry - leverage, partial force_exit
API_VERSION = 2.17
# Public API, requires no auth.
router_public = APIRouter()
@@ -142,12 +143,11 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
@router.post('/forcebuy', response_model=ForceEnterResponse, tags=['trading'])
def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
stake_amount = payload.stakeamount if payload.stakeamount else None
entry_tag = payload.entry_tag if payload.entry_tag else 'force_entry'
trade = rpc._rpc_force_entry(payload.pair, payload.price, order_side=payload.side,
order_type=ordertype, stake_amount=stake_amount,
enter_tag=entry_tag)
order_type=ordertype, stake_amount=payload.stakeamount,
enter_tag=payload.entry_tag or 'force_entry',
leverage=payload.leverage)
if trade:
return ForceEnterResponse.parse_obj(trade.to_json())
@@ -161,7 +161,7 @@ def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
@router.post('/forcesell', response_model=ResultMsg, tags=['trading'])
def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
return rpc._rpc_force_exit(payload.tradeid, ordertype)
return rpc._rpc_force_exit(payload.tradeid, ordertype, amount=payload.amount)
@router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])

72
freqtrade/rpc/rpc.py
View File

@@ -660,36 +660,48 @@ class RPC:
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None) -> Dict[str, str]:
def __exec_force_exit(self, trade: Trade, ordertype: Optional[str],
amount: Optional[float] = None) -> None:
# Check if there is there is an open order
fully_canceled = False
if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
if order['side'] == trade.entry_side:
fully_canceled = self._freqtrade.handle_cancel_enter(
trade, order, CANCEL_REASON['FORCE_EXIT'])
if order['side'] == trade.exit_side:
# Cancel order - so it is placed anew with a fresh price.
self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
if not fully_canceled:
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
order_type = ordertype or self._freqtrade.strategy.order_types.get(
"force_exit", self._freqtrade.strategy.order_types["exit"])
sub_amount: Optional[float] = None
if amount and amount < trade.amount:
# Partial exit ...
min_exit_stake = self._freqtrade.exchange.get_min_pair_stake_amount(
trade.pair, current_rate, trade.stop_loss_pct)
remaining = (trade.amount - amount) * current_rate
if remaining < min_exit_stake:
raise RPCException(f'Remaining amount of {remaining} would be too small.')
sub_amount = amount
self._freqtrade.execute_trade_exit(
trade, current_rate, exit_check, ordertype=order_type,
sub_trade_amt=sub_amount)
def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None, *,
amount: Optional[float] = None) -> Dict[str, str]:
"""
Handler for forceexit <id>.
Sells the given trade at current price
"""
def _exec_force_exit(trade: Trade) -> None:
# Check if there is there is an open order
fully_canceled = False
if trade.open_order_id:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
if order['side'] == trade.entry_side:
fully_canceled = self._freqtrade.handle_cancel_enter(
trade, order, CANCEL_REASON['FORCE_EXIT'])
if order['side'] == trade.exit_side:
# Cancel order - so it is placed anew with a fresh price.
self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
if not fully_canceled:
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
order_type = ordertype or self._freqtrade.strategy.order_types.get(
"force_exit", self._freqtrade.strategy.order_types["exit"])
self._freqtrade.execute_trade_exit(
trade, current_rate, exit_check, ordertype=order_type)
# ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
@@ -698,7 +710,7 @@ class RPC:
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.get_open_trades():
_exec_force_exit(trade)
self.__exec_force_exit(trade, ordertype)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': 'Created sell orders for all open trades.'}
@@ -711,7 +723,7 @@ class RPC:
logger.warning('force_exit: Invalid argument received')
raise RPCException('invalid argument')
_exec_force_exit(trade)
self.__exec_force_exit(trade, ordertype, amount)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
@@ -720,7 +732,8 @@ class RPC:
order_type: Optional[str] = None,
order_side: SignalDirection = SignalDirection.LONG,
stake_amount: Optional[float] = None,
enter_tag: Optional[str] = 'force_entry') -> Optional[Trade]:
enter_tag: Optional[str] = 'force_entry',
leverage: Optional[float] = None) -> Optional[Trade]:
"""
Handler for forcebuy <asset> <price>
Buys a pair trade at the given or current price
@@ -762,6 +775,7 @@ class RPC:
ordertype=order_type, trade=trade,
is_short=is_short,
enter_tag=enter_tag,
leverage_=leverage,
):
Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()