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Merge branch 'develop' into feat/short

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Matthias
2021-08-24 06:25:06 +02:00
parent d03444e5f8 9691563066
commit 957551ea97
57 changed files with 1074 additions and 809 deletions
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48
freqtrade/freqtradebot.py
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@@ -479,7 +479,13 @@ class FreqtradeBot(LoggingMixin):
buy_limit_requested = price
else:
# Calculate price
buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_buy_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
proposed_rate=proposed_buy_rate)
buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
if not buy_limit_requested:
raise PricingError('Could not determine buy price.')
@@ -977,7 +983,7 @@ class FreqtradeBot(LoggingMixin):
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
# to the order dict aquired before cancelling.
# to the order dict acquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = filled_amount
trade.stake_amount = trade.amount * trade.open_rate
@@ -1076,6 +1082,17 @@ class FreqtradeBot(LoggingMixin):
and self.strategy.order_types['stoploss_on_exchange']:
limit = trade.stop_loss
# set custom_exit_price if available
proposed_limit_rate = limit
current_profit = trade.calc_profit_ratio(limit)
custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=proposed_limit_rate)(
pair=trade.pair, trade=trade,
current_time=datetime.now(timezone.utc),
proposed_rate=proposed_limit_rate, current_profit=current_profit)
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
try:
@@ -1364,7 +1381,9 @@ class FreqtradeBot(LoggingMixin):
if fee_currency:
# fee_rate should use mean
fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
if fee_rate is not None and fee_rate < 0.02:
# Only update if fee-rate is < 2%
trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
@@ -1375,3 +1394,26 @@ class FreqtradeBot(LoggingMixin):
amount=amount, fee_abs=fee_abs)
else:
return amount
def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
"""
Return the valid price.
Check if the custom price is of the good type if not return proposed_price
:return: valid price for the order
"""
if custom_price:
try:
valid_custom_price = float(custom_price)
except ValueError:
valid_custom_price = proposed_price
else:
valid_custom_price = proposed_price
cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
# Bracket between min_custom_price_allowed and max_custom_price_allowed
return max(
min(valid_custom_price, max_custom_price_allowed),
min_custom_price_allowed)