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Move rate-calcuation for stoploss-limit order to exchange

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This commit is contained in:
Matthias 2020-01-19 13:12:28 +01:00
parent 2f82122fc4
commit 8d2e0bfd62
3 changed files with 9 additions and 7 deletions
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8
freqtrade/exchange/binance.py
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@ -32,13 +32,17 @@ class Binance(Exchange):
return super().get_order_book(pair, limit) return super().get_order_book(pair, limit)
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict: def stoploss_limit(self, pair: str, amount: float, stop_price: float,
order_types: Dict) -> Dict:
""" """
creates a stoploss limit order. creates a stoploss limit order.
this stoploss-limit is binance-specific. this stoploss-limit is binance-specific.
It may work with a limited number of other exchanges, but this has not been tested yet. It may work with a limited number of other exchanges, but this has not been tested yet.
""" """
# Limit price threshold: As limit price should always be below stop-price
LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
rate = stop_price * LIMIT_PRICE_PCT
ordertype = "stop_loss_limit" ordertype = "stop_loss_limit"
stop_price = self.price_to_precision(pair, stop_price) stop_price = self.price_to_precision(pair, stop_price)

3
freqtrade/exchange/exchange.py
View File

@ -519,7 +519,8 @@ class Exchange:
return self.create_order(pair, ordertype, 'sell', amount, rate, params) return self.create_order(pair, ordertype, 'sell', amount, rate, params)
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict: def stoploss_limit(self, pair: str, amount: float, stop_price: float,
order_types: Dict) -> Dict:
""" """
creates a stoploss limit order. creates a stoploss limit order.
Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each

5
freqtrade/freqtradebot.py
View File

@ -636,13 +636,10 @@ class FreqtradeBot:
Force-sells the pair (using EmergencySell reason) in case of Problems creating the order. Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
:return: True if the order succeeded, and False in case of problems. :return: True if the order succeeded, and False in case of problems.
""" """
# Limit price threshold: As limit price should always be below stop-price
LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
try: try:
stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount, stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
stop_price=stop_price, stop_price=stop_price,
rate=rate * LIMIT_PRICE_PCT) order_types=self.strategy.order_types)
trade.stoploss_order_id = str(stoploss_order['id']) trade.stoploss_order_id = str(stoploss_order['id'])
return True return True
except InvalidOrderException as e: except InvalidOrderException as e: