Add support for different order types

freqtrade/exchange/__init__.py

@@ -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}.'

freqtrade/freqtradebot.py

@@ -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

freqtrade/strategy/default_strategy.py

@@ -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

freqtrade/strategy/interface.py

@@ -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
 

freqtrade/tests/exchange/test_exchange.py

@@ -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)