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Add support for different order types

This commit is contained in:
Matthias 2018-11-15 06:58:24 +01:00
parent 23958ba96a
commit 6a71f80a9e
5 changed files with 35 additions and 16 deletions
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8
freqtrade/exchange/__init__.py
View File

@ -249,7 +249,7 @@ class Exchange(object):
price = ceil(big_price) / pow(10, symbol_prec)
return price
def buy(self, pair: str, rate: float, amount: float) -> Dict:
def buy(self, pair: str, rate: float, amount: float, ordertype: str = 'limt') -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
@ -270,7 +270,7 @@ class Exchange(object):
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
return self._api.create_limit_buy_order(pair, amount, rate)
return self._api.create_order(pair, ordertype, 'buy', amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
@ -287,7 +287,7 @@ class Exchange(object):
except ccxt.BaseError as e:
raise OperationalException(e)
def sell(self, pair: str, rate: float, amount: float) -> Dict:
def sell(self, pair: str, rate: float, amount: float, ordertype: str = 'limt') -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_sell_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
@ -307,7 +307,7 @@ class Exchange(object):
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
return self._api.create_limit_sell_order(pair, amount, rate)
return self._api.create_order(pair, ordertype, 'sell', amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'

9
freqtrade/freqtradebot.py
View File

@ -475,7 +475,8 @@ class FreqtradeBot(object):
amount = stake_amount / buy_limit
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
order_id = self.exchange.buy(pair=pair, rate=buy_limit, amount=amount,
ordertype=self.strategy.order_types['buy'])['id']
self.rpc.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
@ -762,8 +763,12 @@ class FreqtradeBot(object):
:param sellreason: Reason the sell was triggered
:return: None
"""
sell_type = 'sell'
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
sell_type = 'stoploss'
# Execute sell and update trade record
order_id = self.exchange.sell(str(trade.pair), limit, trade.amount)['id']
order_id = self.exchange.sell(pair=str(trade.pair), rate=limit, amount=trade.amount,
ordertype=self.strategy.order_types[sell_type])['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
trade.sell_reason = sell_reason.value

7
freqtrade/strategy/default_strategy.py
View File

@ -28,6 +28,13 @@ class DefaultStrategy(IStrategy):
# Optimal ticker interval for the strategy
ticker_interval = '5m'
# Optional order types
order_types = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market'
}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame

7
freqtrade/strategy/interface.py
View File

@ -70,6 +70,13 @@ class IStrategy(ABC):
# associated ticker interval
ticker_interval: str
# Optional order types
order_types: Dict = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market'
}
# run "populate_indicators" only for new candle
process_only_new_candles: bool = False

20
freqtrade/tests/exchange/test_exchange.py
View File

@ -381,7 +381,7 @@ def test_buy_dry_run(default_conf, mocker):
def test_buy_prod(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_limit_buy_order = MagicMock(return_value={
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
@ -397,22 +397,22 @@ def test_buy_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(TemporaryError):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(OperationalException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
@ -429,7 +429,7 @@ def test_sell_dry_run(default_conf, mocker):
def test_sell_prod(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
api_mock.create_limit_sell_order = MagicMock(return_value={
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
@ -446,22 +446,22 @@ def test_sell_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(TemporaryError):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(OperationalException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)