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FTX: Use conditionalOrders endpoint to get proper stop-market order id

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closes #7165
This commit is contained in:
Matthias 2022-08-09 20:09:35 +02:00
parent 8a18609be4
commit b5c5a95b64
2 changed files with 26 additions and 6 deletions
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14
freqtrade/exchange/ftx.py
View File

@ -1,6 +1,6 @@
""" FTX exchange subclass """ """ FTX exchange subclass """
import logging import logging
from typing import Any, Dict, List, Tuple from typing import Any, Dict, List, Optional, Tuple
import ccxt import ccxt
@ -116,9 +116,17 @@ class Ftx(Exchange):
if len(order) == 1: if len(order) == 1:
if order[0].get('status') == 'closed': if order[0].get('status') == 'closed':
# Trigger order was triggered ... # Trigger order was triggered ...
real_order_id = order[0].get('info', {}).get('orderId') real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
# OrderId may be None for stoploss-market orders # OrderId may be None for stoploss-market orders
# But contains "average" in these cases. # So we need to get it through the endpoint
# /conditional_orders/{conditional_order_id}/triggers
if not real_order_id:
res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers(
params={'conditional_order_id': order_id})
self._log_exchange_response('fetch_stoploss_order2', res)
real_order_id = res['result'][0]['orderId'] if res.get(
'result', []) else None
if real_order_id: if real_order_id:
order1 = self._api.fetch_order(real_order_id, pair) order1 = self._api.fetch_order(real_order_id, pair)
self._log_exchange_response('fetch_stoploss_order1', order1) self._log_exchange_response('fetch_stoploss_order1', order1)

18
tests/exchange/test_ftx.py
View File

@ -203,7 +203,7 @@ def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_
'info': { 'info': {
'orderId': 'mocked_limit_sell', 'orderId': 'mocked_limit_sell',
}}]) }}])
api_mock.fetch_order = MagicMock(return_value=limit_sell_order) api_mock.fetch_order = MagicMock(return_value=limit_sell_order.copy())
# No orderId field - no call to fetch_order # No orderId field - no call to fetch_order
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
@ -219,11 +219,23 @@ def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_
order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254} order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254}
api_mock.fetch_orders = MagicMock(return_value=[order]) api_mock.fetch_orders = MagicMock(return_value=[order])
api_mock.fetch_order.reset_mock() api_mock.fetch_order.reset_mock()
api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers = MagicMock(
return_value={'result': [
{'orderId': 'mocked_market_sell', 'type': 'market', 'side': 'sell', 'price': 0.254}
]})
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp assert resp
# fetch_order not called (no regular order ID) # fetch_order not called (no regular order ID)
assert api_mock.fetch_order.call_count == 0 assert api_mock.fetch_order.call_count == 1
assert order == order api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers.call_count == 1
expected_resp = limit_sell_order.copy()
expected_resp.update({
'id_stop': 'X',
'id': 'X',
'type': 'stop',
'status_stop': 'triggered',
})
assert expected_resp == resp
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))