separating unfulfilled timeouts for buy and sell

This commit is contained in:
Nullart 2018-06-14 09:32:52 +08:00
parent 60ade25449
commit 5ed7008933
4 changed files with 26 additions and 10 deletions

View File

@ -5,7 +5,10 @@
"fiat_display_currency": "USD",
"ticker_interval" : "5m",
"dry_run": false,
"unfilledtimeout": 600,
"unfilledtimeout": {
"buy":10,
"sell":30
}
"bid_strategy": {
"ask_last_balance": 0.0,
"use_book_order": true,

View File

@ -12,7 +12,10 @@
"0": 0.04
},
"stoploss": -0.10,
"unfilledtimeout": 600,
"unfilledtimeout": {
"buy":10,
"sell":30
}
"bid_strategy": {
"ask_last_balance": 0.0,
"use_book_order": true,

View File

@ -55,7 +55,14 @@ CONF_SCHEMA = {
'minProperties': 1
},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
'unfilledtimeout': {'type': 'integer', 'minimum': 0},
'unfilledtimeout': {
'type': 'object',
'properties': {
'use_book_order': {'type': 'boolean'},
'buy': {'type': 'number', 'minimum':3},
'sell': {'type': 'number', 'minimum':10}
}
},
'bid_strategy': {
'type': 'object',
'properties': {
@ -76,7 +83,7 @@ CONF_SCHEMA = {
'use_book_order': {'type': 'boolean'},
'book_order_min': {'type': 'number', 'minimum':1},
'book_order_max': {'type': 'number', 'minimum':1}
},
}
},
'exchange': {'$ref': '#/definitions/exchange'},
'experimental': {

View File

@ -164,7 +164,7 @@ class FreqtradeBot(object):
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout(self.config['unfilledtimeout'])
self.check_handle_timedout()
Trade.session.flush()
except TemporaryError as error:
@ -461,13 +461,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> None:
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
buy_timeout = self.config['unfilledtimeout']['buy']
sell_timeout = self.config['unfilledtimeout']['sell']
buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
@ -488,9 +491,9 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
# Check if trade is still actually open
if (int(order['filled']) == 0) and (order['status']=='open'):
if order['side'] == 'buy' and ordertime < timeoutthreashold:
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order['side'] == 'sell' and ordertime < timeoutthreashold:
elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
# FIX: 20180110, why is cancel.order unconditionally here, whereas