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Attempt to support limit orders for position adjustment.

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This commit is contained in:
Reigo Reinmets 2021-12-11 18:25:05 +02:00
parent 7d42f42405
commit 71147d2899
2 changed files with 36 additions and 7 deletions
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35
freqtrade/freqtradebot.py
View File

@ -469,15 +469,14 @@ class FreqtradeBot(LoggingMixin):
def adjust_trade_position(self, trade: Trade):
"""
Check the implemented trading strategy for adjustment command.
If the strategy triggers the adjustment a new buy/sell-order gets issued.
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
logger.debug(f"adjust_trade_position for pair {trade.pair}")
for order in trade.orders:
if order.ft_is_open:
logger.debug(f"Order {order} is still open, skipping pair.")
return
logger.debug(f"adjust_trade_position for pair {trade.pair}")
sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
current_profit = trade.calc_profit_ratio(sell_rate)
stake_to_adjust = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
@ -491,6 +490,7 @@ class FreqtradeBot(LoggingMixin):
if stake_to_adjust != None and stake_to_adjust < 0.0:
# We should decrease our position
# TODO: Selling part of the trade not implemented yet.
logger.error(f"Unable to decrease trade position / sell partially for pair {trade.pair}, feature not implemented.")
return
return
@ -528,7 +528,7 @@ class FreqtradeBot(LoggingMixin):
logger.debug(f'Executing additional order: amount={amount}, stake={stake_amount}, price={enter_limit_requested}')
order_type = 'market'
order_type = self.strategy.order_types['buy']
order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force)
@ -573,7 +573,7 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets
self.wallets.update()
self._notify_enter(trade, order_type)
self._notify_additional_buy(trade, order_obj, order_type)
return True
@ -729,6 +729,31 @@ class FreqtradeBot(LoggingMixin):
return True
def _notify_additional_buy(self, trade: Trade, order: Order, order_type: Optional[str] = None,
fill: bool = False) -> None:
"""
Sends rpc notification when a buy occurred.
"""
msg = {
'trade_id': trade.id,
'type': RPCMessageType.BUY_FILL if fill else RPCMessageType.BUY,
'buy_tag': "adjust_trade_position",
'exchange': self.exchange.name.capitalize(),
'pair': trade.pair,
'limit': order.price, # Deprecated (?)
'open_rate': order.price,
'order_type': order_type,
'stake_amount': order.cost,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.amount,
'open_date': order.order_filled_date or datetime.utcnow(),
'current_rate': order.price,
}
# Send the message
self.rpc.send_msg(msg)
def _notify_enter(self, trade: Trade, order_type: Optional[str] = None,
fill: bool = False) -> None:
"""

8
freqtrade/persistence/models.py
View File

@ -568,8 +568,13 @@ class LocalTrade():
profit_ratio = (close_trade_value / self.open_trade_value) - 1
return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self):
# We need at least 2 orders for averaging amounts and rates.
if len(self.orders) < 2:
# Just in case, still recalc open trade value
self.recalc_open_trade_value()
return
total_amount = 0.0
total_stake = 0.0
for temp_order in self.orders:
@ -590,7 +595,6 @@ class LocalTrade():
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
"""
Finds latest order for this orderside and status