diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8980fb91c..e8f24864f 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -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) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index c8fb24da1..d073e8dfa 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -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)