separating unfulfilled timeouts for buy and sell

config.json.example

@@ -5,7 +5,10 @@
     "fiat_display_currency": "USD",
     "ticker_interval" : "5m",
     "dry_run": false,
-    "unfilledtimeout": 600,
+    "unfilledtimeout": {
+        "buy":10,
+        "sell":30
+    }
     "bid_strategy": {
         "ask_last_balance": 0.0
     },

config_full.json.example

@@ -12,7 +12,10 @@
         "0":  0.04
     },
     "stoploss": -0.10,
-    "unfilledtimeout": 600,
+    "unfilledtimeout": {
+        "buy":10,
+        "sell":30
+    }
     "bid_strategy": {
         "ask_last_balance": 0.0
     },

freqtrade/constants.py

@@ -61,7 +61,14 @@ CONF_SCHEMA = {
             'minProperties': 1
         },
         'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
-        'unfilledtimeout': {'type': 'integer', 'minimum': 0},
+        'unfilledtimeout': {
+            'type': 'object',
+            'properties': {
+                'use_book_order': {'type': 'boolean'},
+                'buy': {'type': 'number', 'minimum': 3},
+                'sell': {'type': 'number', 'minimum': 10}
+            }
+        },
         'bid_strategy': {
             'type': 'object',
             'properties': {

freqtrade/freqtradebot.py

@@ -160,7 +160,7 @@ class FreqtradeBot(object):
 
             if 'unfilledtimeout' in self.config:
                 # Check and handle any timed out open orders
-                self.check_handle_timedout(self.config['unfilledtimeout'])
+                self.check_handle_timedout()
                 Trade.session.flush()
 
         except TemporaryError as error:
@@ -492,13 +492,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
         logger.info('Found no sell signals for whitelisted currencies. Trying again..')
         return False
 
-    def check_handle_timedout(self, timeoutvalue: int) -> None:
+    def check_handle_timedout(self) -> None:
         """
         Check if any orders are timed out and cancel if neccessary
         :param timeoutvalue: Number of minutes until order is considered timed out
         :return: None
         """
-        timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
+        buy_timeout = self.config['unfilledtimeout']['buy']
+        sell_timeout = self.config['unfilledtimeout']['sell']
+        buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
+        sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
 
         for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
             try:
@@ -521,9 +524,11 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
             if int(order['remaining']) == 0:
                 continue
 
-            if order['side'] == 'buy' and ordertime < timeoutthreashold:
+            # Check if trade is still actually open
+            if (order['status'] == 'open'):
+                if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
                     self.handle_timedout_limit_buy(trade, order)
-            elif order['side'] == 'sell' and ordertime < timeoutthreashold:
+                elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
                     self.handle_timedout_limit_sell(trade, order)
 
     # FIX: 20180110, why is cancel.order unconditionally here, whereas

freqtrade/tests/conftest.py

@@ -100,7 +100,10 @@ def default_conf():
             "0": 0.04
         },
         "stoploss": -0.10,
-        "unfilledtimeout": 600,
+        "unfilledtimeout": {
+            "buy": 10,
+            "sell": 30
+        },
         "bid_strategy": {
             "ask_last_balance": 0.0
         },

freqtrade/tests/test_freqtradebot.py

@@ -1124,7 +1124,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
     Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1165,7 +1165,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     Trade.session.add(trade_sell)
 
     # check it does cancel sell orders over the time limit
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert trade_sell.is_open is True
@@ -1205,7 +1205,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
@@ -1256,7 +1256,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
         'recent call last):\n.*'
     )
 
-    freqtrade.check_handle_timedout(600)
+    freqtrade.check_handle_timedout()
     assert filter(regexp.match, caplog.record_tuples)