Merge pull request #6588 from samgermain/contracts

Add amount_to_contracts and order_contracts_to_amount to exchange.stoploss
This commit is contained in:
Matthias 2022-03-25 19:18:01 +01:00 committed by GitHub
commit 78fe29cc2d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 73 additions and 3 deletions

View File

@ -401,7 +401,7 @@ class Exchange:
return trades return trades
def _order_contracts_to_amount(self, order: Dict) -> Dict: def _order_contracts_to_amount(self, order: Dict) -> Dict:
if 'symbol' in order: if 'symbol' in order and order['symbol'] is not None:
contract_size = self._get_contract_size(order['symbol']) contract_size = self._get_contract_size(order['symbol'])
if contract_size != 1: if contract_size != 1:
for prop in ['amount', 'cost', 'filled', 'remaining']: for prop in ['amount', 'cost', 'filled', 'remaining']:
@ -1102,14 +1102,15 @@ class Exchange:
if self.trading_mode == TradingMode.FUTURES: if self.trading_mode == TradingMode.FUTURES:
params['reduceOnly'] = True params['reduceOnly'] = True
amount = self.amount_to_precision(pair, amount) amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
self._lev_prep(pair, leverage, side) self._lev_prep(pair, leverage, side)
order = self._api.create_order(symbol=pair, type=ordertype, side=side, order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, price=rate, params=params) amount=amount, price=rate, params=params)
self._log_exchange_response('create_stoploss_order', order)
order = self._order_contracts_to_amount(order)
logger.info(f"stoploss {user_order_type} order added for {pair}. " logger.info(f"stoploss {user_order_type} order added for {pair}. "
f"stop price: {stop_price}. limit: {rate}") f"stop price: {stop_price}. limit: {rate}")
self._log_exchange_response('create_stoploss_order', order)
return order return order
except ccxt.InsufficientFunds as e: except ccxt.InsufficientFunds as e:
raise InsufficientFundsError( raise InsufficientFundsError(

View File

@ -4114,10 +4114,36 @@ def test__order_contracts_to_amount(
'trades': None, 'trades': None,
'info': {}, 'info': {},
}, },
{
# Realistic stoploss order on gateio.
'id': '123456380',
'clientOrderId': '12345638203',
'timestamp': None,
'datetime': None,
'lastTradeTimestamp': None,
'status': None,
'symbol': None,
'type': None,
'timeInForce': None,
'postOnly': None,
'side': None,
'price': None,
'stopPrice': None,
'average': None,
'amount': None,
'cost': None,
'filled': None,
'remaining': None,
'fee': None,
'fees': [],
'trades': None,
'info': {},
},
] ]
order1 = exchange._order_contracts_to_amount(orders[0]) order1 = exchange._order_contracts_to_amount(orders[0])
order2 = exchange._order_contracts_to_amount(orders[1]) order2 = exchange._order_contracts_to_amount(orders[1])
exchange._order_contracts_to_amount(orders[2])
assert order1['amount'] == 30.0 * contract_size assert order1['amount'] == 30.0 * contract_size
assert order2['amount'] == 40.0 * contract_size assert order2['amount'] == 40.0 * contract_size
@ -4790,3 +4816,46 @@ def test_get_liquidation_price(
buffer_amount = liquidation_buffer * abs(open_rate - expected_liq) buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
isclose(expected_liq, liq) isclose(expected_liq, liq)
@pytest.mark.parametrize('contract_size,order_amount', [
(10, 10),
(0.01, 10000),
])
def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amount):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
},
'amount': order_amount,
'cost': order_amount,
'filled': order_amount,
'remaining': order_amount,
'symbol': 'ETH/BTC',
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange._get_contract_size = MagicMock(return_value=contract_size)
api_mock.create_order.reset_mock()
order = exchange.stoploss(
pair='ETH/BTC',
amount=100,
stop_price=220,
order_types={},
side='buy',
leverage=1.0
)
assert api_mock.create_order.call_args_list[0][1]['amount'] == order_amount
assert order['amount'] == 100
assert order['cost'] == 100
assert order['filled'] == 100
assert order['remaining'] == 100