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order status handled in case of IOC and FOK

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This commit is contained in:
misagh 2018-12-10 18:52:24 +01:00
parent 866b7aee8e
commit 6018f2d252
1 changed files with 26 additions and 12 deletions
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38
freqtrade/freqtradebot.py
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@ -370,12 +370,12 @@ class FreqtradeBot(object):
time_in_force = self.strategy.order_time_in_force['buy']
if price:
buy_limit = price
buy_limit_requested = price
else:
# Calculate amount
buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
buy_limit_requested = self.get_target_bid(pair, self.exchange.get_ticker(pair))
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit_requested)
if min_stake_amount is not None and min_stake_amount > stake_amount:
logger.warning(
f'Can\'t open a new trade for {pair_s}: stake amount'
@ -383,16 +383,17 @@ class FreqtradeBot(object):
)
return False
amount = stake_amount / buy_limit
amount = stake_amount / buy_limit_requested
order = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
amount=amount, rate=buy_limit,
amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force)
order_id = order['id']
order_status = order.get('status', None)
# in case of FOK or IOC orders we can check immediately
# if the order is fulfilled fully or partially
# we assume the order is executed at the price requested
buy_limit_filled_price = buy_limit_requested
if order_status == 'expired' or order_status == 'rejected':
order_type = self.strategy.order_types['buy']
order_tif = self.strategy.order_time_in_force['buy']
@ -403,20 +404,33 @@ class FreqtradeBot(object):
' zero amount is fulfilled.',
order_tif, order_type, pair_s, order_status, self.exchange.name)
return False
else: # the order is partially fulfilled
else:
# the order is partially fulfilled
# in case of IOC orders we can check immediately
# if the order is fulfilled fully or partially
logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
' %s amount fulfilled out of %s (%s remaining which is canceled).',
order_tif, order_type, pair_s, order_status, self.exchange.name,
order['filled'], order['amount'], order['remaining']
)
return False
stake_amount = order['price']
amount = order['amount']
buy_limit_filled_price = order['average']
order_id = None
# in case of FOK the order may be filled immediately and fully
elif order_status == 'filled':
stake_amount = order['price']
amount = order['amount']
buy_limit_filled_price = order['average']
order_id = None
self.rpc.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': pair_s,
'market_url': pair_url,
'limit': buy_limit,
'limit': buy_limit_requested,
'stake_amount': stake_amount,
'stake_currency': stake_currency,
'fiat_currency': fiat_currency
@ -430,8 +444,8 @@ class FreqtradeBot(object):
amount=amount,
fee_open=fee,
fee_close=fee,
open_rate=buy_limit,
open_rate_requested=buy_limit,
open_rate=buy_limit_filled_price,
open_rate_requested=buy_limit_requested,
open_date=datetime.utcnow(),
exchange=self.exchange.id,
open_order_id=order_id,