adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #392 from stephendade/timeoutfix3

Browse Source 
Order timeouts - added exception catching and rpc messaging
This commit is contained in:
Janne Sinivirta 2018-01-18 10:18:48 +02:00 committed by GitHub
commit 6cafa9120c
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 24 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
freqtrade/main.py
View File

@ -129,9 +129,17 @@ def check_handle_timedout(timeoutvalue: int) -> None:
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
order = exchange.get_order(trade.open_order_id)
try:
order = exchange.get_order(trade.open_order_id)
except requests.exceptions.RequestException:
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
ordertime = arrow.get(order['opened'])
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
@ -140,6 +148,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
@ -147,6 +157,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
@ -157,6 +169,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade)
return True
else:

12
freqtrade/tests/test_main.py
View File

@ -355,7 +355,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@ -380,6 +381,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
# check it does cancel buy orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 0
@ -387,7 +389,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@ -413,6 +416,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
# check it does cancel sell orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
@ -420,7 +424,8 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@ -446,6 +451,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
# note this is for a partially-complete buy order
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0