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Merge pull request #7647 from freqtrade/combine_stop

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Combine stop logic
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Matthias 2022-10-28 19:38:40 +02:00 committed by GitHub
commit 54c7122cc3
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7 changed files with 16 additions and 61 deletions
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18
freqtrade/exchange/binance.py
View File

@ -42,24 +42,6 @@ class Binance(Exchange):
(TradingMode.FUTURES, MarginMode.ISOLATED)
]
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
:param side: "buy" or "sell"
"""
order_types = ('stop_loss_limit', 'stop', 'stop_market')
return (
order.get('stopPrice', None) is None
or (
order['type'] in order_types
and (
(side == "sell" and stop_loss > float(order['stopPrice'])) or
(side == "buy" and stop_loss < float(order['stopPrice']))
)
))
def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
tickers = super().get_tickers(symbols=symbols, cached=cached)
if self.trading_mode == TradingMode.FUTURES:

12
freqtrade/exchange/exchange.py
View File

@ -1076,8 +1076,15 @@ class Exchange:
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
if not self._ft_has.get('stoploss_on_exchange'):
raise OperationalException(f"stoploss is not implemented for {self.name}.")
return (
order.get('stopPrice', None) is None
or ((side == "sell" and stop_loss > float(order['stopPrice'])) or
(side == "buy" and stop_loss < float(order['stopPrice'])))
)
def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"]
@ -1106,7 +1113,7 @@ class Exchange:
'In stoploss limit order, stop price should be more than limit price')
return limit_rate
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy()
# Verify if stopPrice works for your exchange!
params.update({'stopPrice': stop_price})
@ -1155,7 +1162,8 @@ class Exchange:
return dry_order
try:
params = self._get_stop_params(ordertype=ordertype, stop_price=stop_price_norm)
params = self._get_stop_params(side=side, ordertype=ordertype,
stop_price=stop_price_norm)
if self.trading_mode == TradingMode.FUTURES:
params['reduceOnly'] = True

10
freqtrade/exchange/gateio.py
View File

@ -126,13 +126,3 @@ class Gateio(Exchange):
pair=pair,
params={'stop': True}
)
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return (order.get('stopPrice', None) is None or (
side == "sell" and stop_loss > float(order['stopPrice'])) or
(side == "buy" and stop_loss < float(order['stopPrice']))
)

16
freqtrade/exchange/huobi.py
View File

@ -2,6 +2,7 @@
import logging
from typing import Dict
from freqtrade.constants import BuySell
from freqtrade.exchange import Exchange
@ -22,20 +23,7 @@ class Huobi(Exchange):
"l2_limit_range_required": False,
}
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return (
order.get('stopPrice', None) is None
or (
order['type'] == 'stop'
and stop_loss > float(order['stopPrice'])
)
)
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy()
params.update({

13
freqtrade/exchange/kucoin.py
View File

@ -2,6 +2,7 @@
import logging
from typing import Dict
from freqtrade.constants import BuySell
from freqtrade.exchange import Exchange
@ -27,17 +28,7 @@ class Kucoin(Exchange):
"ohlcv_candle_limit": 1500,
}
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return (
order.get('stopPrice', None) is None
or stop_loss > float(order['stopPrice'])
)
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy()
params.update({

3
tests/exchange/test_binance.py
View File

@ -162,9 +162,6 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
}
assert exchange.stoploss_adjust(sl1, order, side=side)
assert not exchange.stoploss_adjust(sl2, order, side=side)
# Test with invalid order case
order['type'] = 'stop_loss'
assert not exchange.stoploss_adjust(sl3, order, side=side)
def test_fill_leverage_tiers_binance(default_conf, mocker):

3
tests/exchange/test_huobi.py
View File

@ -113,5 +113,4 @@ def test_stoploss_adjust_huobi(mocker, default_conf):
assert exchange.stoploss_adjust(1501, order, 'sell')
assert not exchange.stoploss_adjust(1499, order, 'sell')
# Test with invalid order case
order['type'] = 'stop_loss'
assert not exchange.stoploss_adjust(1501, order, 'sell')
assert exchange.stoploss_adjust(1501, order, 'sell')