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Improve order catchup

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This commit is contained in:
Matthias 2020-08-13 19:37:41 +02:00
parent 95efc0d688
commit 8458a380b8
3 changed files with 21 additions and 16 deletions
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8
freqtrade/freqtradebot.py
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@ -134,6 +134,8 @@ class FreqtradeBot:
# Adjust stoploss if it was changed # Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss) Trade.stoploss_reinitialization(self.strategy.stoploss)
self.update_open_orders()
def process(self) -> None: def process(self) -> None:
""" """
Queries the persistence layer for open trades and handles them, Queries the persistence layer for open trades and handles them,
@ -235,11 +237,13 @@ class FreqtradeBot:
logger.info(f"Updating {len(orders)} open orders.") logger.info(f"Updating {len(orders)} open orders.")
for order in orders: for order in orders:
try: try:
if order.ft_order_side == 'stoposs': if order.ft_order_side == 'stoploss':
fo = self.exchange.fetch_stoploss_order(order.order_id, order.ft_pair) fo = self.exchange.fetch_stoploss_order(order.order_id, order.ft_pair)
else: else:
fo = self.exchange.fetch_order(order.order_id, order.ft_pair) fo = self.exchange.fetch_order(order.order_id, order.ft_pair)
order.update_from_ccxt_object(fo)
self.update_trade_state(order.trade, fo, sl_order=order.ft_order_side == 'stoploss')
except ExchangeError: except ExchangeError:
logger.warning(f"Error updating {order.order_id}") logger.warning(f"Error updating {order.order_id}")

25
freqtrade/persistence/migrations.py
View File

@ -108,18 +108,18 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
def migrate_open_orders_to_trades(engine): def migrate_open_orders_to_trades(engine):
engine.execute(""" engine.execute("""
insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open) insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open)
select id ft_trade_id, pair ft_pair, open_order_id, select id ft_trade_id, pair ft_pair, open_order_id,
case when close_rate_requested is null then 'buy' case when close_rate_requested is null then 'buy'
else 'sell' end ft_order_side, true ft_is_open else 'sell' end ft_order_side, true ft_is_open
from trades from trades
where open_order_id is not null where open_order_id is not null
union all union all
select id ft_trade_id, pair ft_pair, stoploss_order_id order_id, select id ft_trade_id, pair ft_pair, stoploss_order_id order_id,
'stoploss' ft_order_side, true ft_is_open 'stoploss' ft_order_side, true ft_is_open
from trades from trades
where stoploss_order_id is not null where stoploss_order_id is not null
""") """)
def check_migrate(engine, decl_base, previous_tables) -> None: def check_migrate(engine, decl_base, previous_tables) -> None:
@ -144,7 +144,6 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
logger.info('Moving open orders to Orders table.') logger.info('Moving open orders to Orders table.')
migrate_open_orders_to_trades(engine) migrate_open_orders_to_trades(engine)
else: else:
logger.info(f'Running database migration for orders - backup: {table_back_name}')
pass pass
# Empty for now - as there is only one iteration of the orders table so far. # Empty for now - as there is only one iteration of the orders table so far.
# table_back_name = get_backup_name(tabs, 'orders_bak') # table_back_name = get_backup_name(tabs, 'orders_bak')

4
freqtrade/persistence/models.py
View File

@ -109,6 +109,8 @@ class Order(_DECL_BASE):
id = Column(Integer, primary_key=True) id = Column(Integer, primary_key=True)
ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True) ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True)
trade = relationship("Trade", back_populates="orders")
ft_order_side = Column(String, nullable=False) ft_order_side = Column(String, nullable=False)
ft_pair = Column(String, nullable=False) ft_pair = Column(String, nullable=False)
ft_is_open = Column(Boolean, nullable=False, default=True, index=True) ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
@ -179,7 +181,7 @@ class Order(_DECL_BASE):
return o return o
@staticmethod @staticmethod
def get_open_orders(): def get_open_orders() -> List['Order']:
""" """
""" """
return Order.query.filter(Order.ft_is_open.is_(True)).all() return Order.query.filter(Order.ft_is_open.is_(True)).all()