diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 03546dcf9..37a3c419d 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -52,10 +52,15 @@ class Binance(Exchange): ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit' - return order['type'] == ordertype and ( - (side == "sell" and stop_loss > float(order['stopPrice'])) or - (side == "buy" and stop_loss < float(order['stopPrice'])) - ) + return ( + order.get('stopPrice', None) is None + or ( + order['type'] == ordertype + and ( + (side == "sell" and stop_loss > float(order['stopPrice'])) or + (side == "buy" and stop_loss < float(order['stopPrice'])) + ) + )) def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict: tickers = super().get_tickers(symbols=symbols, cached=cached) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7c83ea03c..be44a0e5b 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -2161,10 +2161,11 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e - @retrier - def get_market_leverage_tiers(self, symbol) -> List[Dict]: + @retrier_async + async def get_market_leverage_tiers(self, symbol: str) -> Tuple[str, List[Dict]]: try: - return self._api.fetch_market_leverage_tiers(symbol) + tier = await self._api_async.fetch_market_leverage_tiers(symbol) + return symbol, tier except ccxt.DDoSProtection as e: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: @@ -2198,8 +2199,14 @@ class Exchange: f"Initializing leverage_tiers for {len(symbols)} markets. " "This will take about a minute.") - for symbol in sorted(symbols): - tiers[symbol] = self.get_market_leverage_tiers(symbol) + coros = [self.get_market_leverage_tiers(symbol) for symbol in sorted(symbols)] + + for input_coro in chunks(coros, 100): + + results = self.loop.run_until_complete( + asyncio.gather(*input_coro, return_exceptions=True)) + for symbol, res in results: + tiers[symbol] = res logger.info(f"Done initializing {len(symbols)} markets.") diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py index fd9a2b2b3..bf50167da 100644 --- a/freqtrade/exchange/gateio.py +++ b/freqtrade/exchange/gateio.py @@ -114,5 +114,7 @@ class Gateio(Exchange): Verify stop_loss against stoploss-order value (limit or price) Returns True if adjustment is necessary. """ - return ((side == "sell" and stop_loss > float(order['stopPrice'])) or - (side == "buy" and stop_loss < float(order['stopPrice']))) + return (order.get('stopPrice', None) is None or ( + side == "sell" and stop_loss > float(order['stopPrice'])) or + (side == "buy" and stop_loss < float(order['stopPrice'])) + ) diff --git a/freqtrade/exchange/huobi.py b/freqtrade/exchange/huobi.py index 71c4d1cf6..736515dec 100644 --- a/freqtrade/exchange/huobi.py +++ b/freqtrade/exchange/huobi.py @@ -27,7 +27,13 @@ class Huobi(Exchange): Verify stop_loss against stoploss-order value (limit or price) Returns True if adjustment is necessary. """ - return order['type'] == 'stop' and stop_loss > float(order['stopPrice']) + return ( + order.get('stopPrice', None) is None + or ( + order['type'] == 'stop' + and stop_loss > float(order['stopPrice']) + ) + ) def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py index f23189b3c..21eaa4bc3 100644 --- a/freqtrade/exchange/kucoin.py +++ b/freqtrade/exchange/kucoin.py @@ -33,7 +33,10 @@ class Kucoin(Exchange): Verify stop_loss against stoploss-order value (limit or price) Returns True if adjustment is necessary. """ - return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice']) + return ( + order.get('stopPrice', None) is None + or stop_loss > float(order['stopPrice']) + ) def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index b0b8fece0..bc909b411 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -202,16 +202,18 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List): ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null') average = get_column_def(cols_order, 'average', 'null') + stop_price = get_column_def(cols_order, 'stop_price', 'null') # sqlite does not support literals for booleans with engine.begin() as connection: connection.execute(text(f""" insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, average, remaining, cost, - order_date, order_filled_date, order_update_date, ft_fee_base) + stop_price, order_date, order_filled_date, order_update_date, ft_fee_base) select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, {average} average, remaining, - cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base + cost, {stop_price} stop_price, order_date, order_filled_date, + order_update_date, {ft_fee_base} ft_fee_base from {table_back_name} """)) @@ -296,7 +298,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None: # Check if migration necessary # Migrates both trades and orders table! # if ('orders' not in previous_tables - # or not has_column(cols_orders, 'leverage')): + # or not has_column(cols_orders, 'stop_price')): if not has_column(cols_trades, 'realized_profit'): logger.info(f"Running database migration for trades - " f"backup: {table_back_name}, {order_table_bak_name}") diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index a846d9749..3f1f440e6 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -59,6 +59,7 @@ class Order(_DECL_BASE): filled = Column(Float, nullable=True) remaining = Column(Float, nullable=True) cost = Column(Float, nullable=True) + stop_price = Column(Float, nullable=True) order_date = Column(DateTime, nullable=True, default=datetime.utcnow) order_filled_date = Column(DateTime, nullable=True) order_update_date = Column(DateTime, nullable=True) @@ -109,6 +110,7 @@ class Order(_DECL_BASE): self.average = order.get('average', self.average) self.remaining = order.get('remaining', self.remaining) self.cost = order.get('cost', self.cost) + self.stop_price = order.get('stopPrice', self.stop_price) if 'timestamp' in order and order['timestamp'] is not None: self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc) @@ -132,6 +134,7 @@ class Order(_DECL_BASE): 'side': self.ft_order_side, 'filled': self.filled, 'remaining': self.remaining, + 'stopPrice': self.stop_price, 'datetime': self.order_date_utc.strftime('%Y-%m-%dT%H:%M:%S.%f'), 'timestamp': int(self.order_date_utc.timestamp() * 1000), 'status': self.status, diff --git a/tests/conftest.py b/tests/conftest.py index 51f6a4293..68e74deb2 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -78,9 +78,21 @@ def get_args(args): # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines -def get_mock_coro(return_value): +# TODO: This should be replaced with AsyncMock once support for python 3.7 is dropped. +def get_mock_coro(return_value=None, side_effect=None): async def mock_coro(*args, **kwargs): - return return_value + if side_effect: + if isinstance(side_effect, list): + effect = side_effect.pop(0) + else: + effect = side_effect + if isinstance(effect, Exception): + raise effect + if callable(effect): + return effect(*args, **kwargs) + return effect + else: + return return_value return Mock(wraps=mock_coro) diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py index 8af1e83a3..ebaf5ae81 100644 --- a/tests/exchange/test_kucoin.py +++ b/tests/exchange/test_kucoin.py @@ -123,5 +123,5 @@ def test_stoploss_adjust_kucoin(mocker, default_conf): assert exchange.stoploss_adjust(1501, order, 'sell') assert not exchange.stoploss_adjust(1499, order, 'sell') # Test with invalid order case - order['info']['stop'] = None - assert not exchange.stoploss_adjust(1501, order, 'sell') + order['stopPrice'] = None + assert exchange.stoploss_adjust(1501, order, 'sell') diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py index 19c09ad9e..91c4a3368 100644 --- a/tests/exchange/test_okx.py +++ b/tests/exchange/test_okx.py @@ -6,7 +6,7 @@ import pytest from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums.candletype import CandleType from freqtrade.exchange.exchange import timeframe_to_minutes -from tests.conftest import get_patched_exchange +from tests.conftest import get_mock_coro, get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -273,7 +273,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets): 'fetchLeverageTiers': False, 'fetchMarketLeverageTiers': True, }) - api_mock.fetch_market_leverage_tiers = MagicMock(side_effect=[ + api_mock.fetch_market_leverage_tiers = get_mock_coro(side_effect=[ [ { 'tier': 1, diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 333aef0a7..38ae626b8 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -2725,6 +2725,8 @@ def test_order_to_ccxt(limit_buy_order_open): del raw_order['fee'] del raw_order['datetime'] del raw_order['info'] + assert raw_order['stopPrice'] is None + del raw_order['stopPrice'] del limit_buy_order_open['datetime'] assert raw_order == limit_buy_order_open