Merge branch 'develop' into pr/mkavinkumar1/6545

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 (
+        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)

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.")
 

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']))
+            )

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:
 

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:
 

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}")

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,

tests/conftest.py

@@ -78,8 +78,20 @@ 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):
+        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)

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')

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,

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