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Update dry-run behaviour

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This commit is contained in:
Matthias 2022-02-25 19:10:16 +01:00
parent 0749199097
commit 6caa5f7131
5 changed files with 16 additions and 12 deletions
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19
freqtrade/exchange/exchange.py
View File

@ -600,7 +600,8 @@ class Exchange:
# Dry-run methods
def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]:
rate: float, params: Dict = {},
stop_loss: bool = False) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
_amount = self.amount_to_precision(pair, amount)
dry_order: Dict[str, Any] = {
@ -616,14 +617,17 @@ class Exchange:
'remaining': _amount,
'datetime': arrow.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%fZ'),
'timestamp': arrow.utcnow().int_timestamp * 1000,
'status': "closed" if ordertype == "market" else "open",
'status': "closed" if ordertype == "market" and not stop_loss else "open",
'fee': None,
'info': {}
}
if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
if stop_loss:
dry_order["info"] = {"stopPrice": dry_order["price"]}
dry_order["stopPrice"] = dry_order["price"]
# Workaround to avoid filling stoploss orders immediately
dry_order["ft_order_type"] = "stoploss"
if dry_order["type"] == "market":
if dry_order["type"] == "market" and not dry_order.get("ft_order_type"):
# Update market order pricing
average = self.get_dry_market_fill_price(pair, side, amount, rate)
dry_order.update({
@ -714,7 +718,9 @@ class Exchange:
"""
Check dry-run limit order fill and update fee (if it filled).
"""
if order['status'] != "closed" and order['type'] in ["limit"]:
if (order['status'] != "closed"
and order['type'] in ["limit"]
and not order.get('ft_order_type')):
pair = order['symbol']
if self._is_dry_limit_order_filled(pair, order['side'], order['price']):
order.update({
@ -839,9 +845,8 @@ class Exchange:
rate = self.price_to_precision(pair, rate)
if self._config['dry_run']:
# TODO: will this work if ordertype is limit??
dry_order = self.create_dry_run_order(
pair, ordertype, "sell", amount, stop_price_norm)
pair, ordertype, "sell", amount, stop_price_norm, stop_loss=True)
return dry_order
try:

2
freqtrade/exchange/ftx.py
View File

@ -56,7 +56,7 @@ class Ftx(Exchange):
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
pair, ordertype, "sell", amount, stop_price)
pair, ordertype, "sell", amount, stop_price, stop_loss=True)
return dry_order
try:

2
freqtrade/exchange/kraken.py
View File

@ -101,7 +101,7 @@ class Kraken(Exchange):
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
pair, ordertype, "sell", amount, stop_price)
pair, ordertype, "sell", amount, stop_price, stop_loss=True)
return dry_order
try:

1
freqtrade/exchange/kucoin.py
View File

@ -32,7 +32,6 @@ class Kucoin(Exchange):
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
# TODO: since kucoin uses Limit orders, changes to models will be required.
return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice'])
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:

4
freqtrade/freqtradebot.py
View File

@ -1170,8 +1170,8 @@ class FreqtradeBot(LoggingMixin):
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if self.config['dry_run'] and sell_type == 'stoploss' \
and self.strategy.order_types['stoploss_on_exchange']:
if (self.config['dry_run'] and sell_type == 'stoploss'
and self.strategy.order_types['stoploss_on_exchange']):
limit = trade.stop_loss
# set custom_exit_price if available