Update dry-run fill method naming

freqtrade/exchange/exchange.py

@@ -942,8 +942,8 @@ class Exchange:
 
         return rate
 
-    def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float,
+    def _dry_is_price_crossed(self, pair: str, side: str, limit: float,
-                                   orderbook: Optional[OrderBook] = None) -> bool:
+                              orderbook: Optional[OrderBook] = None) -> bool:
         if not self.exchange_has('fetchL2OrderBook'):
             return True
         if not orderbook:
@@ -951,12 +951,10 @@ class Exchange:
         try:
             if side == 'buy':
                 price = orderbook['asks'][0][0]
-                logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
                 if limit >= price:
                     return True
             else:
                 price = orderbook['bids'][0][0]
-                logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
                 if limit <= price:
                     return True
         except IndexError:
@@ -974,7 +972,7 @@ class Exchange:
                 and order['type'] in ["limit"]
                 and not order.get('ft_order_type')):
             pair = order['symbol']
-            if self._is_dry_limit_order_filled(pair, order['side'], order['price'], orderbook):
+            if self._dry_is_price_crossed(pair, order['side'], order['price'], orderbook):
                 order.update({
                     'status': 'closed',
                     'filled': order['amount'],

tests/exchange/test_exchange.py

@@ -1223,7 +1223,7 @@ def test_create_dry_run_order_fees(
         'freqtrade.exchange.Exchange.get_fee',
         side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
     )
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed',
                  return_value=price_side == 'other')
     exchange = get_patched_exchange(mocker, default_conf)
 
@@ -1241,7 +1241,7 @@ def test_create_dry_run_order_fees(
     else:
         assert order['fee'] is None
 
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed',
                  return_value=price_side != 'other')
 
     order1 = exchange.fetch_dry_run_order(order['id'])
@@ -3018,7 +3018,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 

tests/rpc/test_rpc.py

@@ -112,7 +112,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
+        _dry_is_price_crossed=MagicMock(side_effect=[False, True]),
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -226,7 +226,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
     freqtradebot.enter_positions()
 
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
@@ -237,7 +237,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '0.00' == result[0][3]
     assert isnan(fiat_profit_sum)
 
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
     freqtradebot.process()
 
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
@@ -688,7 +688,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
                 'filled': 0.0,
             }
         ),
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
         get_fee=fee,
     )
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
@@ -726,7 +726,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.state = State.RUNNING
     assert cancel_order_mock.call_count == 0
     mocker.patch(
-        'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
+        'freqtrade.exchange.Exchange._dry_is_price_crossed', MagicMock(return_value=False))
     freqtradebot.enter_positions()
     # make an limit-buy open trade
     trade = Trade.query.filter(Trade.id == '3').first()

tests/rpc/test_rpc_apiserver.py

@@ -1280,7 +1280,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
         fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets),
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
     patch_get_signal(ftbot)
 

tests/rpc/test_rpc_telegram.py

@@ -313,7 +313,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -930,7 +930,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -999,7 +999,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -1070,7 +1070,7 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
     default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
@@ -1155,7 +1155,7 @@ def test_force_exit_no_pair(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
     )
     femock = mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_exit')
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)

tests/test_freqtradebot.py

@@ -272,7 +272,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
@@ -307,7 +307,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
 
     # Save state of current whitelist
@@ -3257,7 +3257,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf_usdt)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3340,7 +3340,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf_usdt)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3409,7 +3409,7 @@ def test_execute_trade_exit_custom_exit_price(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     config = deepcopy(default_conf_usdt)
     config['custom_price_max_distance_ratio'] = 0.1
@@ -3490,7 +3490,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf_usdt)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3609,7 +3609,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
         price_to_precision=lambda s, x, y: y,
         create_stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
-        _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
+        _dry_is_price_crossed=MagicMock(side_effect=[True, False]),
     )
 
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3658,7 +3658,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
+        _dry_is_price_crossed=MagicMock(side_effect=[False, True]),
     )
 
     stoploss = MagicMock(return_value={
@@ -3753,7 +3753,7 @@ def test_execute_trade_exit_market_order(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt,
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=True),
         get_funding_fees=MagicMock(side_effect=ExchangeError()),
     )
     patch_whitelist(mocker, default_conf_usdt)
@@ -3771,7 +3771,7 @@ def test_execute_trade_exit_market_order(
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker_usdt_sell_up,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     freqtrade.config['order_types']['exit'] = 'market'
 
@@ -4283,7 +4283,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi
             {'id': 1234553383}
         ]),
         get_fee=fee,
-        _is_dry_limit_order_filled=MagicMock(return_value=False),
+        _dry_is_price_crossed=MagicMock(return_value=False),
     )
     default_conf_usdt['exit_pricing'] = {
         'ignore_roi_if_entry_signal': False

tests/test_integration.py

@@ -367,7 +367,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
     )
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
     mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
     mocker.patch("freqtrade.exchange.Exchange.get_funding_fees", return_value=0)
     mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", return_value=(0, 0))
@@ -413,7 +413,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert trade.initial_stop_loss_pct is None
 
     # Fill order
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
@@ -428,7 +428,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
 
     # 2nd order - not filling
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False)
 
     freqtrade.process()
     trade = Trade.get_trades().first()
@@ -452,7 +452,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
 
     # Fill DCA order
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
-    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True)
     freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError)
 
     freqtrade.process()