From 8d2e0bfd628c13ff51e5962107b7c0fed5db78b3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 13:12:28 +0100
Subject: [PATCH 01/10] Move rate-calcuation for stoploss-limit order to
 exchange

---
 freqtrade/exchange/binance.py  | 8 ++++++--
 freqtrade/exchange/exchange.py | 3 ++-
 freqtrade/freqtradebot.py      | 5 +----
 3 files changed, 9 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 12326f083..15796bdcb 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,13 +32,17 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
         It may work with a limited number of other exchanges, but this has not been tested yet.
-
         """
+        # Limit price threshold: As limit price should always be below stop-price
+        LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * LIMIT_PRICE_PCT
+
         ordertype = "stop_loss_limit"
 
         stop_price = self.price_to_precision(pair, stop_price)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 87c189457..4c5ef823b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -519,7 +519,8 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e712892f1..1a3097c25 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -636,13 +636,10 @@ class FreqtradeBot:
         Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
         :return: True if the order succeeded, and False in case of problems.
         """
-        # Limit price threshold: As limit price should always be below stop-price
-        LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-
         try:
             stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
                                                           stop_price=stop_price,
-                                                          rate=rate * LIMIT_PRICE_PCT)
+                                                          order_types=self.strategy.order_types)
             trade.stoploss_order_id = str(stoploss_order['id'])
             return True
         except InvalidOrderException as e:

From da0af489a2cd8cc437752e308cab9e44ffc38c7a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 13:25:41 +0100
Subject: [PATCH 02/10] Adjust tests to pass in order_types instead of rate

---
 tests/exchange/test_binance.py  | 19 ++++++++++---------
 tests/exchange/test_exchange.py |  2 +-
 tests/test_freqtradebot.py      |  4 ++--
 3 files changed, 13 insertions(+), 12 deletions(-)

diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 4bc918c3d..bda4946b4 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -28,11 +28,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
+                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
@@ -41,30 +42,29 @@ def test_stoploss_limit_order(default_conf, mocker):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][4] == 200
     assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
 
     # 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, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(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, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(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, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_limit_order_dry_run(default_conf, mocker):
@@ -77,11 +77,12 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
+                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 7064d76e1..be40f2192 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1761,7 +1761,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
     with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_merge_ft_has_dict(default_conf, mocker):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5a4820f2f..2aa1548f8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1315,7 +1315,7 @@ 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)
 
 
@@ -1492,7 +1492,7 @@ 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)
 
 

From 256fc2e78cc532714b6a8f91d0783b809349bb0c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 13:30:56 +0100
Subject: [PATCH 03/10] Rename stoploss_limit to stoploss

---
 freqtrade/exchange/binance.py   |  3 +--
 freqtrade/exchange/exchange.py  |  6 +++---
 freqtrade/freqtradebot.py       |  6 +++---
 tests/exchange/test_binance.py  | 20 ++++++++++----------
 tests/exchange/test_exchange.py |  2 +-
 5 files changed, 18 insertions(+), 19 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 15796bdcb..d08726cf0 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,8 +32,7 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
-                       order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 4c5ef823b..121a8c636 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -519,10 +519,10 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
-                       order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
-        creates a stoploss limit order.
+        creates a stoploss order.
+        The precise ordertype is determined by the order_types dict or exchange default.
         Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
         exchange's subclass.
         The exception below should never raise, since we disallow
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1a3097c25..a4b0ab806 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -637,9 +637,9 @@ class FreqtradeBot:
         :return: True if the order succeeded, and False in case of problems.
         """
         try:
-            stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
-                                                          stop_price=stop_price,
-                                                          order_types=self.strategy.order_types)
+            stoploss_order = self.exchange.stoploss(pair=trade.pair, amount=trade.amount,
+                                                    stop_price=stop_price,
+                                                    order_types=self.strategy.order_types)
             trade.stoploss_order_id = str(stoploss_order['id'])
             return True
         except InvalidOrderException as e:
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index bda4946b4..fdf3d7435 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -28,12 +28,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
-                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
@@ -48,23 +48,23 @@ def test_stoploss_limit_order(default_conf, mocker):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        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("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        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, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        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, 'binance')
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_stoploss_limit_order_dry_run(default_conf, mocker):
@@ -77,12 +77,12 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190,
-                                        order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index be40f2192..7c0c72491 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1761,7 +1761,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
     with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
-        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
 def test_merge_ft_has_dict(default_conf, mocker):

From 16b34e11cad56216d7a8afde5a4ad73e98cc513b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 14:39:51 +0100
Subject: [PATCH 04/10] Complete rename of stoploss_limit to stoploss

---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py |  4 +--
 tests/test_freqtradebot.py      | 60 ++++++++++++++++-----------------
 tests/test_integration.py       |  4 +--
 4 files changed, 35 insertions(+), 35 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 121a8c636..bef92750c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -530,7 +530,7 @@ class Exchange:
         Note: Changes to this interface need to be applied to all sub-classes too.
         """
 
-        raise OperationalException(f"stoploss_limit is not implemented for {self.name}.")
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
     @retrier
     def get_balance(self, currency: str) -> float:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 7c0c72491..680e69764 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1758,9 +1758,9 @@ def test_get_fee(default_conf, mocker, exchange_name):
                            'get_fee', 'calculate_fee', symbol="ETH/BTC")
 
 
-def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker):
+def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, 'bittrex')
-    with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"):
+    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2aa1548f8..a33d47f34 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1031,8 +1031,8 @@ 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
@@ -1045,13 +1045,13 @@ 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(
@@ -1064,7 +1064,7 @@ 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)
@@ -1078,7 +1078,7 @@ 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
@@ -1102,10 +1102,10 @@ 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
@@ -1132,7 +1132,7 @@ 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)
@@ -1142,11 +1142,11 @@ 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,
@@ -1165,7 +1165,7 @@ 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)
@@ -1199,7 +1199,7 @@ 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)
@@ -1229,7 +1229,7 @@ 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',
@@ -1241,7 +1241,7 @@ 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
     )
 
     # enabling TSL
@@ -1296,7 +1296,7 @@ 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
@@ -1322,7 +1322,7 @@ 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 +1335,7 @@ 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
     )
 
     # enabling TSL
@@ -1375,12 +1375,12 @@ 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)
@@ -1390,7 +1390,7 @@ 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)
@@ -1406,7 +1406,7 @@ 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 +1459,7 @@ 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.Exchange.stoploss', stoploss_order_mock)
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -2423,7 +2423,7 @@ 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 +2437,7 @@ 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 +2482,14 @@ 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 +2507,7 @@ 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 +2525,7 @@ 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
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 9cb071bb8..c40da7e9d 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -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,

From e6f1912443fa4a1229ac53ee2f1af3f5be3804ec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 14:07:59 +0100
Subject: [PATCH 05/10] Use named arguments for stoploss create_order call

---
 freqtrade/exchange/binance.py  |  4 ++--
 tests/exchange/test_binance.py | 15 ++++++++-------
 2 files changed, 10 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index d08726cf0..8a3e28379 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -64,8 +64,8 @@ class Binance(Exchange):
 
             rate = self.price_to_precision(pair, rate)
 
-            order = self._api.create_order(pair, ordertype, 'sell',
-                                           amount, rate, params)
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index fdf3d7435..a1b24913e 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -9,7 +9,7 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 
 
-def test_stoploss_limit_order(default_conf, mocker):
+def test_stoploss_order_binance(default_conf, mocker):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -38,11 +38,12 @@ def test_stoploss_limit_order(default_conf, mocker):
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
-    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
-    assert api_mock.create_order.call_args[0][1] == order_type
-    assert api_mock.create_order.call_args[0][2] == 'sell'
-    assert api_mock.create_order.call_args[0][3] == 1
-    assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
+    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'] == {'stopPrice': 220}
 
     # test exception handling
     with pytest.raises(DependencyException):
@@ -67,7 +68,7 @@ def test_stoploss_limit_order(default_conf, mocker):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
 
-def test_stoploss_limit_order_dry_run(default_conf, mocker):
+def test_stoploss_order_dry_run_binance(default_conf, mocker):
     api_mock = MagicMock()
     order_type = 'stop_loss_limit'
     default_conf['dry_run'] = True

From f1629c907a3ea88d08c2976223d25c2ce82e56f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 14:08:47 +0100
Subject: [PATCH 06/10] Implement stoploss for kraken

---
 freqtrade/exchange/kraken.py  | 45 +++++++++++++++++-
 tests/exchange/test_kraken.py | 87 +++++++++++++++++++++++++++++++++++
 2 files changed, 131 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 9bcd9cc1f..88c414772 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -4,7 +4,8 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import OperationalException, TemporaryError
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.exchange import retrier
 
@@ -15,6 +16,7 @@ class Kraken(Exchange):
 
     _params: Dict = {"trading_agreement": "agree"}
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
     }
@@ -48,3 +50,44 @@ class Kraken(Exchange):
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+        """
+        Creates a stoploss market order.
+        Stoploss market orders is the only stoploss type supported by kraken.
+        """
+
+        ordertype = "stop-loss"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+
+            amount = self.amount_to_precision(pair, amount)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise DependencyException(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 8490ee1a2..241d15772 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -3,6 +3,11 @@
 from random import randint
 from unittest.mock import MagicMock
 
+import ccxt
+import pytest
+
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -149,3 +154,85 @@ def test_get_balances_prod(default_conf, mocker):
     assert balances['4ST']['used'] == 0.0
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
                            "get_balances", "fetch_balance")
+
+
+def test_stoploss_order_kraken(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop-loss'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    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

From 7a22aaa11144dc95cb1f855642fdac555d866537 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 14:30:09 +0100
Subject: [PATCH 07/10] UPdate documentation to reflect that
 stoploss-on-exchange is also available for kraken

---
 docs/configuration.md | 2 +-
 docs/exchanges.md     | 5 ++++-
 docs/stoploss.md      | 2 +-
 3 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index fe692eacb..f2d0fa5f2 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -278,7 +278,7 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
 The below is the default which is used if this is not configured in either strategy or configuration file.
 
 Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
-`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
+`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`).
 Calculation example: we bought the asset at 100$.
 Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
 
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 76fa81f4a..18a9f1cba 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -5,7 +5,7 @@ This page combines common gotchas and informations which are exchange-specific a
 ## Binance
 
 !!! Tip "Stoploss on Exchange"
-    Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
+    Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
 ### Blacklists
 
@@ -22,6 +22,9 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 
 ## Kraken
 
+!!! Tip "Stoploss on Exchange"
+    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/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+
 ### Historic Kraken data
 
 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.
diff --git a/docs/stoploss.md b/docs/stoploss.md
index 105488296..f6d56fd41 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
 This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
 
 !!! Note
-    Stoploss on exchange is only supported for Binance as of now.
+    Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
 
 ## Static Stop Loss
 

From cf9331919fdf658ee86a0b21642c8c717cf0d1b3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 19:54:30 +0100
Subject: [PATCH 08/10] move exchange-specific order-parsing to exchange class

Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".
---
 freqtrade/exchange/binance.py   |  7 +++++++
 freqtrade/exchange/exchange.py  | 13 ++++++++++---
 freqtrade/exchange/kraken.py    |  7 +++++++
 freqtrade/freqtradebot.py       |  3 +--
 tests/exchange/test_binance.py  | 14 ++++++++++++++
 tests/exchange/test_exchange.py |  3 +++
 tests/exchange/test_kraken.py   | 13 +++++++++++++
 7 files changed, 55 insertions(+), 5 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 8a3e28379..45102359d 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -32,6 +32,13 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bef92750c..a8df4c1bb 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -282,8 +282,8 @@ class Exchange:
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
-                    f"{stake_currency} is not available as stake on {self.name}. "
-                    f"Available currencies are: {', '.join(quote_currencies)}")
+                f"{stake_currency} is not available as stake on {self.name}. "
+                f"Available currencies are: {', '.join(quote_currencies)}")
 
     def validate_pairs(self, pairs: List[str]) -> None:
         """
@@ -460,7 +460,7 @@ class Exchange:
                 "status": "closed",
                 "filled": closed_order["amount"],
                 "remaining": 0
-                })
+            })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
         self._dry_run_open_orders[closed_order["id"]] = closed_order
@@ -519,6 +519,13 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss order.
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 88c414772..243f1a6d6 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -51,6 +51,13 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a4b0ab806..fa9a8424a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -718,8 +718,7 @@ class FreqtradeBot:
         :param order: Current on exchange stoploss order
         :return: None
         """
-
-        if trade.stop_loss > float(order['info']['stopPrice']):
+        if self.exchange.stoploss_adjust(trade.stop_loss, order):
             # we check if the update is neccesary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index a1b24913e..e4599dcd7 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -92,3 +92,17 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     assert order['type'] == order_type
     assert order['price'] == 220
     assert order['amount'] == 1
+
+
+def test_stoploss_adjust_binance(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    order = {
+        'type': 'stop_loss_limit',
+        'price': 1500,
+        'info': {'stopPrice': 1500},
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case
+    order['type'] = 'stop_loss'
+    assert not exchange.stoploss_adjust(1501, order)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 680e69764..3a664a9ec 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1763,6 +1763,9 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
+    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
+        exchange.stoploss_adjust(1, {})
+
 
 def test_merge_ft_has_dict(default_conf, mocker):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index 241d15772..d63dd66cc 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -236,3 +236,16 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     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)

From 10d9db72a851769c1996f132e170588b4f708ee2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Jan 2020 20:06:04 +0100
Subject: [PATCH 09/10] Adjust tests slightly

---
 tests/test_freqtradebot.py | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a33d47f34..48bd2deb5 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1241,7 +1241,8 @@ 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=stoploss
+        stoploss=stoploss,
+        stoploss_adjust=MagicMock(return_value=True),
     )
 
     # enabling TSL
@@ -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=stoploss
+        stoploss=stoploss,
+        stoploss_adjust=MagicMock(return_value=True),
     )
 
     # enabling TSL
@@ -1396,6 +1398,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     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=stoploss
+        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', 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={

From d64751687b50e97d3b31d1262f7aeef49fc7aab7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 Feb 2020 10:47:44 +0100
Subject: [PATCH 10/10] Fix link and lowercase variable

---
 docs/exchanges.md             | 2 +-
 freqtrade/exchange/binance.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 18a9f1cba..3c861ce44 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -23,7 +23,7 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 ## Kraken
 
 !!! Tip "Stoploss on Exchange"
-    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/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
+    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.
 
 ### Historic Kraken data
 
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 45102359d..875628af9 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -46,8 +46,8 @@ class Binance(Exchange):
         It may work with a limited number of other exchanges, but this has not been tested yet.
         """
         # Limit price threshold: As limit price should always be below stop-price
-        LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        rate = stop_price * LIMIT_PRICE_PCT
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * limit_price_pct
 
         ordertype = "stop_loss_limit"