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Extract timeout handling from freqtradebot class

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This commit is contained in:
Matthias 2022-01-22 15:59:10 +01:00
parent a35b0b519a
commit 7bef9a9b3e
2 changed files with 28 additions and 26 deletions
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32
freqtrade/freqtradebot.py
View File

@ -9,8 +9,6 @@ from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple
import arrow
from freqtrade import __version__, constants
from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe
@ -959,20 +957,6 @@ class FreqtradeBot(LoggingMixin):
return True
return False
def _check_timed_out(self, side: str, order: dict) -> bool:
"""
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
if timeout is not None:
timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
timeout_kwargs = {timeout_unit: -timeout}
timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
return (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
return False
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if necessary
@ -993,20 +977,16 @@ class FreqtradeBot(LoggingMixin):
if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('buy', order)
or strategy_safe_wrapper(self.strategy.check_buy_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
order=order))):
or self.strategy.ft_check_timed_out(
'buy', trade, order, datetime.now(timezone.utc))
)):
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
fully_cancelled
or self._check_timed_out('sell', order)
or strategy_safe_wrapper(self.strategy.check_sell_timeout,
default_retval=False)(pair=trade.pair,
trade=trade,
order=order))):
or self.strategy.ft_check_timed_out(
'sell', trade, order, datetime.now(timezone.utc)))
):
self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
canceled_count = trade.get_exit_order_count()
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)

22
freqtrade/strategy/interface.py
View File

@ -852,6 +852,28 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return current_profit > roi
def ft_check_timed_out(self, side: str, trade: Trade, order: Dict,
current_time: datetime) -> bool:
"""
FT Internal method.
Check if timeout is active, and if the order is still open and timed out
"""
timeout = self.config.get('unfilledtimeout', {}).get(side)
ordertime = arrow.get(order['datetime']).datetime
if timeout is not None:
timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
timeout_kwargs = {timeout_unit: -timeout}
timeout_threshold = current_time + timedelta(**timeout_kwargs)
timedout = (order['status'] == 'open' and order['side'] == side
and ordertime < timeout_threshold)
if timedout:
return True
time_method = 'check_sell_timeout' if order['side'] == 'sell' else 'check_buy_timeout'
return strategy_safe_wrapper(getattr(self, time_method),
default_retval=False)(
pair=trade.pair, trade=trade, order=order)
def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Populates indicators for given candle (OHLCV) data (for multiple pairs)