Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
This commit is contained in:
hroff-1902
GitHub
commit
6594679e52
@ -278,7 +278,7 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
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The below is the default which is used if this is not configured in either strategy or configuration file.
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Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
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`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
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`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
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Calculation example: we bought the asset at 100$.
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Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
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@ -5,7 +5,7 @@ This page combines common gotchas and informations which are exchange-specific a
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## Binance
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!!! Tip "Stoploss on Exchange"
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Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
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Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
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### Blacklists
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@ -22,6 +22,9 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
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## Kraken
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!!! Tip "Stoploss on Exchange"
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Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
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### Historic Kraken data
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The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
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@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
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This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
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!!! Note
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Stoploss on exchange is only supported for Binance as of now.
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Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
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## Static Stop Loss
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@ -32,13 +32,23 @@ class Binance(Exchange):
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return super().get_order_book(pair, limit)
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def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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creates a stoploss limit order.
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this stoploss-limit is binance-specific.
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It may work with a limited number of other exchanges, but this has not been tested yet.
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"""
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# Limit price threshold: As limit price should always be below stop-price
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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rate = stop_price * limit_price_pct
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ordertype = "stop_loss_limit"
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stop_price = self.price_to_precision(pair, stop_price)
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@ -61,8 +71,8 @@ class Binance(Exchange):
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rate = self.price_to_precision(pair, rate)
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order = self._api.create_order(pair, ordertype, 'sell',
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amount, rate, params)
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order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
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amount=amount, price=stop_price, params=params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s', pair, stop_price, rate)
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return order
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@ -282,8 +282,8 @@ class Exchange:
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quote_currencies = self.get_quote_currencies()
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if stake_currency not in quote_currencies:
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raise OperationalException(
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f"{stake_currency} is not available as stake on {self.name}. "
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f"Available currencies are: {', '.join(quote_currencies)}")
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f"{stake_currency} is not available as stake on {self.name}. "
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f"Available currencies are: {', '.join(quote_currencies)}")
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def validate_pairs(self, pairs: List[str]) -> None:
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"""
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@ -460,7 +460,7 @@ class Exchange:
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"status": "closed",
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"filled": closed_order["amount"],
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"remaining": 0
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})
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})
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if closed_order["type"] in ["stop_loss_limit"]:
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closed_order["info"].update({"stopPrice": closed_order["price"]})
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self._dry_run_open_orders[closed_order["id"]] = closed_order
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@ -519,9 +519,17 @@ class Exchange:
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return self.create_order(pair, ordertype, 'sell', amount, rate, params)
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def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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creates a stoploss limit order.
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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raise OperationalException(f"stoploss is not implemented for {self.name}.")
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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creates a stoploss order.
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The precise ordertype is determined by the order_types dict or exchange default.
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Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
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exchange's subclass.
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The exception below should never raise, since we disallow
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@ -529,7 +537,7 @@ class Exchange:
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Note: Changes to this interface need to be applied to all sub-classes too.
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"""
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raise OperationalException(f"stoploss_limit is not implemented for {self.name}.")
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raise OperationalException(f"stoploss is not implemented for {self.name}.")
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@retrier
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def get_balance(self, currency: str) -> float:
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@ -4,7 +4,8 @@ from typing import Dict
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import ccxt
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from freqtrade.exceptions import OperationalException, TemporaryError
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.exchange import retrier
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@ -15,6 +16,7 @@ class Kraken(Exchange):
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_params: Dict = {"trading_agreement": "agree"}
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"trades_pagination": "id",
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"trades_pagination_arg": "since",
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}
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@ -48,3 +50,51 @@ class Kraken(Exchange):
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f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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Creates a stoploss market order.
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Stoploss market orders is the only stoploss type supported by kraken.
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"""
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ordertype = "stop-loss"
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stop_price = self.price_to_precision(pair, stop_price)
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if self._config['dry_run']:
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dry_order = self.dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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return dry_order
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try:
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params = self._params.copy()
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amount = self.amount_to_precision(pair, amount)
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order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
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amount=amount, price=stop_price, params=params)
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logger.info('stoploss order added for %s. '
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'stop price: %s.', pair, stop_price)
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return order
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create {ordertype} sell order on market {pair}.'
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not create {ordertype} sell order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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@ -658,13 +658,10 @@ class FreqtradeBot:
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Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
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:return: True if the order succeeded, and False in case of problems.
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"""
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# Limit price threshold: As limit price should always be below stop-price
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LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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try:
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stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
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stop_price=stop_price,
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rate=rate * LIMIT_PRICE_PCT)
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stoploss_order = self.exchange.stoploss(pair=trade.pair, amount=trade.amount,
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stop_price=stop_price,
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order_types=self.strategy.order_types)
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trade.stoploss_order_id = str(stoploss_order['id'])
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return True
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except InvalidOrderException as e:
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@ -743,8 +740,7 @@ class FreqtradeBot:
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:param order: Current on exchange stoploss order
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:return: None
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"""
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if trade.stop_loss > float(order['info']['stopPrice']):
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if self.exchange.stoploss_adjust(trade.stop_loss, order):
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# we check if the update is neccesary
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update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
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if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
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@ -9,7 +9,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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from tests.conftest import get_patched_exchange
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def test_stoploss_limit_order(default_conf, mocker):
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def test_stoploss_order_binance(default_conf, mocker):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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order_type = 'stop_loss_limit'
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@ -28,46 +28,47 @@ def test_stoploss_limit_order(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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with pytest.raises(OperationalException):
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order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
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api_mock.create_order.reset_mock()
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order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
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assert api_mock.create_order.call_args[0][1] == order_type
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assert api_mock.create_order.call_args[0][2] == 'sell'
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assert api_mock.create_order.call_args[0][3] == 1
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assert api_mock.create_order.call_args[0][4] == 200
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assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
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assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert api_mock.create_order.call_args_list[0][1]['price'] == 220
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assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_limit_order_dry_run(default_conf, mocker):
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def test_stoploss_order_dry_run_binance(default_conf, mocker):
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api_mock = MagicMock()
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order_type = 'stop_loss_limit'
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default_conf['dry_run'] = True
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@ -77,11 +78,12 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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with pytest.raises(OperationalException):
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order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
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api_mock.create_order.reset_mock()
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order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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assert 'id' in order
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assert 'info' in order
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@ -90,3 +92,17 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
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assert order['type'] == order_type
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assert order['price'] == 220
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assert order['amount'] == 1
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def test_stoploss_adjust_binance(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf, id='binance')
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order = {
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'type': 'stop_loss_limit',
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'price': 1500,
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'info': {'stopPrice': 1500},
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}
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assert exchange.stoploss_adjust(1501, order)
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assert not exchange.stoploss_adjust(1499, order)
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# Test with invalid order case
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order['type'] = 'stop_loss'
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assert not exchange.stoploss_adjust(1501, order)
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@ -1758,10 +1758,13 @@ def test_get_fee(default_conf, mocker, exchange_name):
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'get_fee', 'calculate_fee', symbol="ETH/BTC")
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def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
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def test_stoploss_order_unsupported_exchange(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
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with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
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exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
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with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
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exchange.stoploss_adjust(1, {})
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def test_merge_ft_has_dict(default_conf, mocker):
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@ -3,6 +3,11 @@
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from random import randint
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from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@ -149,3 +154,98 @@ def test_get_balances_prod(default_conf, mocker):
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assert balances['4ST']['used'] == 0.0
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
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"get_balances", "fetch_balance")
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def test_stoploss_order_kraken(default_conf, mocker):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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order_type = 'stop-loss'
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
|
||||
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
|
||||
# stoploss_on_exchange_limit_ratio is irrelevant for kraken market orders
|
||||
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
|
||||
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
|
||||
assert api_mock.create_order.call_count == 1
|
||||
|
||||
api_mock.create_order.reset_mock()
|
||||
|
||||
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
assert 'id' in order
|
||||
assert 'info' in order
|
||||
assert order['id'] == order_id
|
||||
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
|
||||
assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
|
||||
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
|
||||
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
|
||||
assert api_mock.create_order.call_args_list[0][1]['price'] == 220
|
||||
assert api_mock.create_order.call_args_list[0][1]['params'] == {'trading_agreement': 'agree'}
|
||||
|
||||
# test exception handling
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(InvalidOrderException):
|
||||
api_mock.create_order = MagicMock(
|
||||
side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
|
||||
def test_stoploss_order_dry_run_kraken(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
order_type = 'stop-loss'
|
||||
default_conf['dry_run'] = True
|
||||
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
|
||||
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
|
||||
api_mock.create_order.reset_mock()
|
||||
|
||||
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
assert 'id' in order
|
||||
assert 'info' in order
|
||||
assert 'type' in order
|
||||
|
||||
assert order['type'] == order_type
|
||||
assert order['price'] == 220
|
||||
assert order['amount'] == 1
|
||||
|
||||
|
||||
def test_stoploss_adjust_kraken(mocker, default_conf):
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='kraken')
|
||||
order = {
|
||||
'type': 'stop-loss',
|
||||
'price': 1500,
|
||||
}
|
||||
assert exchange.stoploss_adjust(1501, order)
|
||||
assert not exchange.stoploss_adjust(1499, order)
|
||||
# Test with invalid order case ...
|
||||
order['type'] = 'stop_loss_limit'
|
||||
assert not exchange.stoploss_adjust(1501, order)
|
||||
|
||||
@ -1023,8 +1023,8 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
||||
return_value=limit_buy_order['amount'])
|
||||
|
||||
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
|
||||
stoploss = MagicMock(return_value={'id': 13434334})
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
||||
@ -1037,13 +1037,13 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
|
||||
|
||||
freqtrade.exit_positions(trades)
|
||||
assert trade.stoploss_order_id == '13434334'
|
||||
assert stoploss_limit.call_count == 1
|
||||
assert stoploss.call_count == 1
|
||||
assert trade.is_open is True
|
||||
|
||||
|
||||
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
limit_buy_order, limit_sell_order) -> None:
|
||||
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
||||
stoploss = MagicMock(return_value={'id': 13434334})
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
@ -1056,7 +1056,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
stoploss_limit=stoploss_limit
|
||||
stoploss=stoploss
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
@ -1070,7 +1070,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
trade.stoploss_order_id = None
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert stoploss_limit.call_count == 1
|
||||
assert stoploss.call_count == 1
|
||||
assert trade.stoploss_order_id == "13434334"
|
||||
|
||||
# Second case: when stoploss is set but it is not yet hit
|
||||
@ -1094,10 +1094,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
|
||||
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', canceled_stoploss_order)
|
||||
stoploss_limit.reset_mock()
|
||||
stoploss.reset_mock()
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert stoploss_limit.call_count == 1
|
||||
assert stoploss.call_count == 1
|
||||
assert trade.stoploss_order_id == "13434334"
|
||||
|
||||
# Fourth case: when stoploss is set and it is hit
|
||||
@ -1124,7 +1124,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
assert trade.is_open is False
|
||||
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.stoploss_limit',
|
||||
'freqtrade.exchange.Exchange.stoploss',
|
||||
side_effect=DependencyException()
|
||||
)
|
||||
freqtrade.handle_stoploss_on_exchange(trade)
|
||||
@ -1134,11 +1134,11 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
# Fifth case: get_order returns InvalidOrder
|
||||
# It should try to add stoploss order
|
||||
trade.stoploss_order_id = 100
|
||||
stoploss_limit.reset_mock()
|
||||
stoploss.reset_mock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', side_effect=InvalidOrderException())
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
|
||||
freqtrade.handle_stoploss_on_exchange(trade)
|
||||
assert stoploss_limit.call_count == 1
|
||||
assert stoploss.call_count == 1
|
||||
|
||||
|
||||
def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
|
||||
@ -1157,7 +1157,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
get_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
stoploss_limit=MagicMock(side_effect=DependencyException()),
|
||||
stoploss=MagicMock(side_effect=DependencyException()),
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
@ -1191,7 +1191,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
|
||||
sell=sell_mock,
|
||||
get_fee=fee,
|
||||
get_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
stoploss_limit=MagicMock(side_effect=InvalidOrderException()),
|
||||
stoploss=MagicMock(side_effect=InvalidOrderException()),
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
@ -1221,7 +1221,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
|
||||
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
limit_buy_order, limit_sell_order) -> None:
|
||||
# When trailing stoploss is set
|
||||
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
||||
stoploss = MagicMock(return_value={'id': 13434334})
|
||||
patch_RPCManager(mocker)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
@ -1233,7 +1233,8 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
stoploss_limit=stoploss_limit
|
||||
stoploss=stoploss,
|
||||
stoploss_adjust=MagicMock(return_value=True),
|
||||
)
|
||||
|
||||
# enabling TSL
|
||||
@ -1288,7 +1289,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
cancel_order_mock = MagicMock()
|
||||
stoploss_order_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
|
||||
|
||||
# stoploss should not be updated as the interval is 60 seconds
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
@ -1307,7 +1308,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
|
||||
stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
|
||||
pair='ETH/BTC',
|
||||
rate=0.00002344 * 0.95 * 0.99,
|
||||
order_types=freqtrade.strategy.order_types,
|
||||
stop_price=0.00002344 * 0.95)
|
||||
|
||||
# price fell below stoploss, so dry-run sells trade.
|
||||
@ -1322,7 +1323,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
|
||||
limit_buy_order, limit_sell_order) -> None:
|
||||
# When trailing stoploss is set
|
||||
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
||||
stoploss = MagicMock(return_value={'id': 13434334})
|
||||
patch_exchange(mocker)
|
||||
|
||||
mocker.patch.multiple(
|
||||
@ -1335,7 +1336,8 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
stoploss_limit=stoploss_limit
|
||||
stoploss=stoploss,
|
||||
stoploss_adjust=MagicMock(return_value=True),
|
||||
)
|
||||
|
||||
# enabling TSL
|
||||
@ -1375,12 +1377,12 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
|
||||
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
|
||||
|
||||
# Still try to create order
|
||||
assert stoploss_limit.call_count == 1
|
||||
assert stoploss.call_count == 1
|
||||
|
||||
# Fail creating stoploss order
|
||||
caplog.clear()
|
||||
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
|
||||
mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
|
||||
mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
|
||||
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
|
||||
assert cancel_mock.call_count == 1
|
||||
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
|
||||
@ -1390,12 +1392,13 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
limit_buy_order, limit_sell_order) -> None:
|
||||
|
||||
# When trailing stoploss is set
|
||||
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
||||
stoploss = MagicMock(return_value={'id': 13434334})
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
patch_edge(mocker)
|
||||
edge_conf['max_open_trades'] = float('inf')
|
||||
edge_conf['dry_run_wallet'] = 999.9
|
||||
edge_conf['exchange']['name'] = 'binance'
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=MagicMock(return_value={
|
||||
@ -1406,7 +1409,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
stoploss_limit=stoploss_limit
|
||||
stoploss=stoploss,
|
||||
)
|
||||
|
||||
# enabling TSL
|
||||
@ -1459,7 +1462,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
cancel_order_mock = MagicMock()
|
||||
stoploss_order_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
|
||||
|
||||
# price goes down 5%
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
||||
@ -1492,7 +1495,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
|
||||
stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
|
||||
pair='NEO/BTC',
|
||||
rate=0.00002344 * 0.99 * 0.99,
|
||||
order_types=freqtrade.strategy.order_types,
|
||||
stop_price=0.00002344 * 0.99)
|
||||
|
||||
|
||||
@ -2423,7 +2426,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
stoploss_limit = MagicMock(return_value={
|
||||
stoploss = MagicMock(return_value={
|
||||
'id': 123,
|
||||
'info': {
|
||||
'foo': 'bar'
|
||||
@ -2437,7 +2440,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
|
||||
get_fee=fee,
|
||||
amount_to_precision=lambda s, x, y: y,
|
||||
price_to_precision=lambda s, x, y: y,
|
||||
stoploss_limit=stoploss_limit,
|
||||
stoploss=stoploss,
|
||||
cancel_order=cancel_order,
|
||||
)
|
||||
|
||||
@ -2482,14 +2485,14 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
|
||||
price_to_precision=lambda s, x, y: y,
|
||||
)
|
||||
|
||||
stoploss_limit = MagicMock(return_value={
|
||||
stoploss = MagicMock(return_value={
|
||||
'id': 123,
|
||||
'info': {
|
||||
'foo': 'bar'
|
||||
}
|
||||
})
|
||||
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
||||
@ -2507,7 +2510,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
|
||||
# Assuming stoploss on exchnage is hit
|
||||
# stoploss_order_id should become None
|
||||
# and trade should be sold at the price of stoploss
|
||||
stoploss_limit_executed = MagicMock(return_value={
|
||||
stoploss_executed = MagicMock(return_value={
|
||||
"id": "123",
|
||||
"timestamp": 1542707426845,
|
||||
"datetime": "2018-11-20T09:50:26.845Z",
|
||||
@ -2525,7 +2528,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
|
||||
"fee": None,
|
||||
"trades": None
|
||||
})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_executed)
|
||||
|
||||
freqtrade.exit_positions(trades)
|
||||
assert trade.stoploss_order_id is None
|
||||
|
||||
@ -20,7 +20,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
|
||||
default_conf['max_open_trades'] = 3
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
|
||||
stoploss_limit = {
|
||||
stoploss = {
|
||||
'id': 123,
|
||||
'info': {}
|
||||
}
|
||||
@ -53,7 +53,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
|
||||
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
|
||||
)
|
||||
cancel_order_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
|
||||
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
|
||||
Loading…
Reference in New Issue
Block a user