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Add handling for market orders

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fixes #1427 and #1428
This commit is contained in:
Matthias 2018-12-27 11:19:26 +01:00
parent 20cdabbe9c
commit 9af2fca718
2 changed files with 23 additions and 6 deletions
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9
freqtrade/persistence.py
View File

@ -247,16 +247,17 @@ class Trade(_DECL_BASE):
if order['status'] == 'open' or order['price'] is None:
return
logger.info('Updating trade (id=%d) ...', self.id)
logger.info('Updating trade (id=%s) ...', self.id)
if order_type == 'limit' and order['side'] == 'buy':
if order_type in ('market', 'limit') and order['side'] == 'buy':
# Update open rate and actual amount
self.open_rate = Decimal(order['price'])
self.amount = Decimal(order['amount'])
logger.info('LIMIT_BUY has been fulfilled for %s.', self)
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None
elif order_type == 'limit' and order['side'] == 'sell':
elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price'])
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type == 'stop_loss_limit':
self.stoploss_order_id = None
logger.info('STOP_LOSS_LIMIT is hit for %s.', self)

20
freqtrade/tests/test_persistence.py
View File

@ -62,7 +62,7 @@ def test_init_dryrun_db(default_conf, mocker):
@pytest.mark.usefixtures("init_persistence")
def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
"""
On this test we will buy and sell a crypto currency.
@ -91,6 +91,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
"""
trade = Trade(
id=2,
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
@ -108,18 +109,26 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
assert trade.open_rate == 0.00001099
assert trade.close_profit is None
assert trade.close_date is None
assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
caplog.record_tuples)
caplog.clear()
trade.open_order_id = 'something'
trade.update(limit_sell_order)
assert trade.open_order_id is None
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201058
assert trade.close_date is not None
assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
caplog.record_tuples)
@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order, market_sell_order, fee):
def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
trade = Trade(
id=1,
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
@ -133,13 +142,20 @@ def test_update_market_order(market_buy_order, market_sell_order, fee):
assert trade.open_rate == 0.00004099
assert trade.close_profit is None
assert trade.close_date is None
assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, "
"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
caplog.record_tuples)
caplog.clear()
trade.open_order_id = 'something'
trade.update(market_sell_order)
assert trade.open_order_id is None
assert trade.close_rate == 0.00004173
assert trade.close_profit == 0.01297561
assert trade.close_date is not None
assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, "
"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
caplog.record_tuples)
@pytest.mark.usefixtures("init_persistence")