Added order timeout handling

freqtrade/main.py

@@ -5,7 +5,7 @@ import logging
 import sys
 import time
 import traceback
-from datetime import datetime
+from datetime import datetime, timedelta
 from typing import Dict, Optional, List
 
 import requests
@@ -98,6 +98,10 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
                 # Check if we can sell our current pair
                 state_changed = handle_trade(trade) or state_changed
 
+            if 'opentradetimeout' in _CONF and trade.open_order_id:
+                # Check and handle any timed out trades
+                check_handle_timedout(trade)
+
             Trade.session.flush()
     except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
         logger.warning(
@@ -115,6 +119,50 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
     return state_changed
 
 
+def check_handle_timedout(trade: Trade) -> bool:
+    """
+    Check if a trade is timed out and cancel if neccessary
+    :param trade: Trade instance
+    :return: True if the trade is timed out, false otherwise
+    """
+    timeoutthreashold = datetime.utcnow() - timedelta(minutes=_CONF['opentradetimeout'])
+    order = exchange.get_order(trade.open_order_id)
+
+    if trade.open_date < timeoutthreashold:
+        # Buy timeout - cancel order
+        exchange.cancel_order(trade.open_order_id)
+        if order['remaining'] == order['amount']:
+            # if trade is not partially completed, just delete the trade
+            Trade.session.delete(trade)
+            Trade.session.flush()
+            logger.info('Buy order timeout for %s.', trade)
+        else:
+            # if trade is partially complete, edit the stake details for the trade
+            # and close the order
+            trade.amount = order['amount'] - order['remaining']
+            trade.stake_amount = trade.amount * trade.open_rate
+            trade.open_order_id = None
+            logger.info('Partial buy order timeout for %s.', trade)
+        return True
+    elif trade.close_date is not None and trade.close_date < timeoutthreashold:
+        # Sell timeout - cancel order and update trade
+        if order['remaining'] == order['amount']:
+            # if trade is not partially completed, just cancel the trade
+            exchange.cancel_order(trade.open_order_id)
+            trade.close_rate = None
+            trade.close_profit = None
+            trade.close_date = None
+            trade.is_open = True
+            trade.open_order_id = None
+            logger.info('Sell order timeout for %s.', trade)
+            return True
+        else:
+            # TODO: figure out how to handle partially complete sell orders
+            return False
+    else:
+        return False
+
+
 def execute_sell(trade: Trade, limit: float) -> None:
     """
     Executes a limit sell for the given trade and limit