Merge branch 'freqtrade:develop' into develop

.github/workflows/ci.yml

@@ -425,7 +425,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.1
+      uses: pypa/gh-action-pypi-publish@v1.8.3
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -433,7 +433,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.1
+      uses: pypa/gh-action-pypi-publish@v1.8.3
       if: (github.event_name == 'release')
       with:
         user: __token__

.pre-commit-config.yaml

@@ -15,7 +15,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.3.0.4
           - types-filelock==3.2.7
-          - types-requests==2.28.11.15
+          - types-requests==2.28.11.16
           - types-tabulate==0.9.0.1
           - types-python-dateutil==2.8.19.10
           - SQLAlchemy==2.0.7

build_helpers/install_ta-lib.sh

@@ -8,8 +8,8 @@ if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make
   if [ $? -ne 0 ]; then

docs/bot-basics.md

@@ -60,10 +60,10 @@ This loop will be repeated again and again until the bot is stopped.
 
 * Load historic data for configured pairlist.
 * Calls `bot_start()` once.
-* Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
+  * Calls `bot_loop_start()` strategy callback.
   * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
   * Calls `adjust_entry_price()` strategy callback for open entry orders.
   * Check for trade entry signals (`enter_long` / `enter_short` columns).

docs/freqai-parameter-table.md

@@ -46,7 +46,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset. <br> **Datatype:** Float. <br> Default: `30`.
 | `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it. <br> **Datatype:** Boolean. <br> Default: `False` (no reversal).
 | `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually. <br> **Datatype:** Boolean. <br> Default: `False`.
-| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Boolean. <br> Default: `False`.
+| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Integer. <br> Default: `0`.
 
 ### Data split parameters
 

docs/freqai-reinforcement-learning.md

@@ -55,7 +55,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
         dataframe["&-action"] = 0
 ```
 
-Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
+Most of the function remains the same as for typical Regressors, however, the function below shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
 
 ```python
     def feature_engineering_standard(self, dataframe, **kwargs):

docs/freqai-running.md

@@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
 
 You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
 
+???+ danger "Continual learning enforces a constant parameter space"
+    Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
+
 ## Hyperopt
 
 You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):

docs/includes/protections.md

@@ -149,7 +149,7 @@ The below example assumes a timeframe of 1 hour:
 * Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
 * Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
 * Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
-* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs that had 2 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
 
 ``` python

docs/producer-consumer.md

@@ -42,14 +42,14 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `producers` | **Required.** List of producers <br> **Datatype:** Array.
 | `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
 | `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
-| `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
+| `producers.port` | **Required.** The port matching the above host.<br>*Defaults to `8080`.*<br> **Datatype:** Integer
 | `producers.secure` | **Optional.**  Use ssl in websockets connection. Default False.<br> **Datatype:** string
 | `producers.ws_token` | **Required.**  `ws_token` as configured on the producer.<br> **Datatype:** string
 | | **Optional settings**
 | `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
-| `wait_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `ping_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `False`.*<br> **Datatype:** Boolean.
 | `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
 
 Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.1.3
+mkdocs-material==9.1.4
 mdx_truly_sane_lists==1.3
 pymdown-extensions==9.10
 jinja2==3.1.2

docs/strategy-callbacks.md

@@ -51,7 +51,8 @@ During hyperopt, this runs only once at startup.
 
 ## Bot loop start
 
-A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
+A simple callback which is called once at the start of every bot throttling iteration in dry/live mode (roughly every 5
+seconds, unless configured differently) or once per candle in backtest/hyperopt mode.
 This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
 
 ``` python
@@ -61,11 +62,12 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
         (e.g. gather some remote resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         if self.config['runmode'].value in ('live', 'dry_run'):

freqtrade/commands/data_commands.py

@@ -204,11 +204,14 @@ def start_list_data(args: Dict[str, Any]) -> None:
             pair, timeframe, candle_type,
             *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
         ) for pair, timeframe, candle_type in paircombs]
+
         print(tabulate([
             (pair, timeframe, candle_type,
                 start.strftime(DATETIME_PRINT_FORMAT),
                 end.strftime(DATETIME_PRINT_FORMAT))
-            for pair, timeframe, candle_type, start, end in paircombs1
+            for pair, timeframe, candle_type, start, end in sorted(
+                paircombs1,
+                key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]))
             ],
             headers=("Pair", "Timeframe", "Type", 'From', 'To'),
             tablefmt='psql', stralign='right'))

freqtrade/constants.py

@@ -36,9 +36,10 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', '
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
-AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
+AVAILABLE_PROTECTIONS = ['CooldownPeriod',
-AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
+                         'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
-AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
+AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5', 'feather']
+AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['parquet']
 BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
 BACKTEST_CACHE_DEFAULT = 'day'

freqtrade/data/dataprovider.py

@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_seconds
 from freqtrade.exchange.types import OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
 from freqtrade.util import PeriodicCache
 
 
@@ -118,8 +119,7 @@ class DataProvider:
         :param new_candle: This is a new candle
         """
         if self.__rpc:
-            self.__rpc.send_msg(
+            msg: RPCAnalyzedDFMsg = {
-                {
                     'type': RPCMessageType.ANALYZED_DF,
                     'data': {
                         'key': pair_key,
@@ -127,7 +127,7 @@ class DataProvider:
                         'la': datetime.now(timezone.utc)
                     }
                 }
-            )
+            self.__rpc.send_msg(msg)
             if new_candle:
                 self.__rpc.send_msg({
                         'type': RPCMessageType.NEW_CANDLE,

freqtrade/data/history/featherdatahandler.py

@@ -4,7 +4,7 @@ from typing import Optional
 from pandas import DataFrame, read_feather, to_datetime
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 from freqtrade.enums import CandleType
 
 from .idatahandler import IDataHandler
@@ -92,12 +92,11 @@ class FeatherDataHandler(IDataHandler):
         :param data: List of Lists containing trade data,
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
+        self.create_dir_if_needed(filename)
 
-        raise NotImplementedError()
+        tradesdata = DataFrame(data, columns=DEFAULT_TRADES_COLUMNS)
-        # array = pa.array(data)
+        tradesdata.to_feather(filename, compression_level=9, compression='lz4')
-        # array
-        # feather.write_feather(data, filename)
 
     def trades_append(self, pair: str, data: TradeList):
         """
@@ -116,14 +115,13 @@ class FeatherDataHandler(IDataHandler):
         :param timerange: Timerange to load trades for - currently not implemented
         :return: List of trades
         """
-        raise NotImplementedError()
+        filename = self._pair_trades_filename(self._datadir, pair)
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        if not filename.exists():
-        # tradesdata = misc.file_load_json(filename)
+            return []
 
-        # if not tradesdata:
+        tradesdata = read_feather(filename)
-        #     return []
 
-        # return tradesdata
+        return tradesdata.values.tolist()
 
     @classmethod
     def _get_file_extension(cls):

freqtrade/exchange/binance.py

@@ -7,7 +7,6 @@ from typing import Dict, List, Optional, Tuple
 import arrow
 import ccxt
 
-from freqtrade.constants import BuySell
 from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
@@ -49,26 +48,6 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def _get_params(
-        self,
-        side: BuySell,
-        ordertype: str,
-        leverage: float,
-        reduceOnly: bool,
-        time_in_force: str = 'GTC',
-    ) -> Dict:
-        params = super()._get_params(side, ordertype, leverage, reduceOnly, time_in_force)
-        if (
-            time_in_force == 'PO'
-            and ordertype != 'market'
-            and self.trading_mode == TradingMode.SPOT
-            # Only spot can do post only orders
-        ):
-            params.pop('timeInForce')
-            params['postOnly'] = True
-
-        return params
-
     def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:

freqtrade/exchange/exchange.py

@@ -80,6 +80,8 @@ class Exchange:
         "fee_cost_in_contracts": False,  # Fee cost needs contract conversion
         "needs_trading_fees": False,  # use fetch_trading_fees to cache fees
         "order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
+        # Override createMarketBuyOrderRequiresPrice where ccxt has it wrong
+        "marketOrderRequiresPrice": False,
     }
     _ft_has: Dict = {}
     _ft_has_futures: Dict = {}
@@ -205,6 +207,8 @@ class Exchange:
                 and self._api_async.session):
             logger.debug("Closing async ccxt session.")
             self.loop.run_until_complete(self._api_async.close())
+        if self.loop and not self.loop.is_closed():
+            self.loop.close()
 
     def validate_config(self, config):
         # Check if timeframe is available
@@ -1038,6 +1042,13 @@ class Exchange:
             params.update({'reduceOnly': True})
         return params
 
+    def _order_needs_price(self, ordertype: str) -> bool:
+        return (
+            ordertype != 'market'
+            or self._api.options.get("createMarketBuyOrderRequiresPrice", False)
+            or self._ft_has.get('marketOrderRequiresPrice', False)
+        )
+
     def create_order(
         self,
         *,
@@ -1060,8 +1071,7 @@ class Exchange:
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
-            needs_price = (ordertype != 'market'
+            needs_price = self._order_needs_price(ordertype)
-                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
             if not reduceOnly:

freqtrade/exchange/gate.py

@@ -5,7 +5,6 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, PriceType, TradingMode
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.misc import safe_value_fallback2
 
@@ -28,10 +27,12 @@ class Gate(Exchange):
         "order_time_in_force": ['GTC', 'IOC'],
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
+        "marketOrderRequiresPrice": True,
     }
 
     _ft_has_futures: Dict = {
         "needs_trading_fees": True,
+        "marketOrderRequiresPrice": False,
         "tickers_have_bid_ask": False,
         "fee_cost_in_contracts": False,  # Set explicitly to false for clarity
         "order_props_in_contracts": ['amount', 'filled', 'remaining'],
@@ -50,14 +51,6 @@ class Gate(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def validate_ordertypes(self, order_types: Dict) -> None:
-
-        if self.trading_mode != TradingMode.FUTURES:
-            if any(v == 'market' for k, v in order_types.items()):
-                raise OperationalException(
-                    f'Exchange {self.name} does not support market orders.')
-        super().validate_stop_ordertypes(order_types)
-
     def _get_params(
             self,
             side: BuySell,

freqtrade/freqai/freqai_interface.py

@@ -105,6 +105,9 @@ class IFreqaiModel(ABC):
         self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
         self.can_short = True  # overridden in start() with strategy.can_short
         self.model: Any = None
+        if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
+            self.ft_params.update({'principal_component_analysis': False})
+            logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
 
         record_params(config, self.full_path)
 
@@ -154,8 +157,7 @@ class IFreqaiModel(ABC):
                 dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
                 dataframe = dk.remove_features_from_df(dk.return_dataframe)
             else:
-                logger.info(
+                logger.info("Backtesting using historic predictions (live models)")
-                    "Backtesting using historic predictions (live models)")
                 dk = self.start_backtesting_from_historic_predictions(
                     dataframe, metadata, self.dk)
                 dataframe = dk.return_dataframe

freqtrade/freqtradebot.py

@@ -30,6 +30,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
+from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
+                                     RPCSellMsg)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import FtPrecise
@@ -212,7 +214,8 @@ class FreqtradeBot(LoggingMixin):
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.gather_informative_pairs())
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+            current_time=datetime.now(timezone.utc))
 
         self.strategy.analyze(self.active_pair_whitelist)
 
@@ -854,7 +857,8 @@ class FreqtradeBot(LoggingMixin):
                 # Reset stoploss order id.
                 trade.stoploss_order_id = None
             except InvalidOrderException:
-                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
+                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
+                                 f"for pair {trade.pair}")
         return trade
 
     def get_valid_enter_price_and_stake(
@@ -946,7 +950,6 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a entry order occurred.
         """
-        msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
         open_rate = order.safe_price
 
         if open_rate is None:
@@ -957,9 +960,9 @@ class FreqtradeBot(LoggingMixin):
             current_rate = self.exchange.get_rate(
                 trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCBuyMsg = {
             'trade_id': trade.id,
-            'type': msg_type,
+            'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
             'exchange': trade.exchange.capitalize(),
@@ -971,6 +974,7 @@ class FreqtradeBot(LoggingMixin):
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
             'open_date': trade.open_date or datetime.utcnow(),
@@ -989,7 +993,7 @@ class FreqtradeBot(LoggingMixin):
         current_rate = self.exchange.get_rate(
             trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCCancelMsg = {
             'trade_id': trade.id,
             'type': RPCMessageType.ENTRY_CANCEL,
             'buy_tag': trade.enter_tag,
@@ -1001,7 +1005,9 @@ class FreqtradeBot(LoggingMixin):
             'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
+            'open_rate': trade.open_rate,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': trade.amount,
             'open_date': trade.open_date,
@@ -1239,13 +1245,8 @@ class FreqtradeBot(LoggingMixin):
                 # cancelling the current stoploss on exchange first
                 logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
                             f"(orderid:{order['id']}) in order to add another one ...")
-                try:
+
-                    co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
+                self.cancel_stoploss_on_exchange(trade)
-                                                                         trade.amount)
-                    trade.update_order(co)
-                except InvalidOrderException:
-                    logger.exception(f"Could not cancel stoploss order {order['id']} "
-                                     f"for pair {trade.pair}")
 
                 # Create new stoploss order
                 if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
@@ -1666,7 +1667,7 @@ class FreqtradeBot(LoggingMixin):
             amount = trade.amount
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellMsg = {
             'type': (RPCMessageType.EXIT_FILL if fill
                      else RPCMessageType.EXIT),
             'trade_id': trade.id,
@@ -1692,6 +1693,7 @@ class FreqtradeBot(LoggingMixin):
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency'),
             'sub_trade': sub_trade,
             'cumulative_profit': trade.realized_profit,
@@ -1722,7 +1724,7 @@ class FreqtradeBot(LoggingMixin):
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellCancelMsg = {
             'type': RPCMessageType.EXIT_CANCEL,
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
@@ -1744,6 +1746,7 @@ class FreqtradeBot(LoggingMixin):
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,
             'sub_trade': sub_trade,
@@ -1808,7 +1811,7 @@ class FreqtradeBot(LoggingMixin):
                     # TODO: should shorting/leverage be supported by Edge,
                     # then this will need to be fixed.
                     trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
-            if order.get('side') == trade.entry_side or trade.amount > 0:
+            if order.get('side') == trade.entry_side or (trade.amount > 0 and trade.is_open):
                 # Must also run for partial exits
                 # TODO: Margin will need to use interest_rate as well.
                 # interest_rate = self.exchange.get_interest_rate()
@@ -1851,14 +1854,20 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
         prot_trig = self.protections.stop_per_pair(pair, side=side)
         if prot_trig:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg: RPCProtectionMsg = {
-            msg.update(prot_trig.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
+                **prot_trig.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
         prot_trig_glb = self.protections.global_stop(side=side)
         if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
+            msg = {
-            msg.update(prot_trig_glb.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
+                **prot_trig_glb.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,

freqtrade/optimize/backtesting.py

@@ -203,9 +203,10 @@ class Backtesting:
         # since a "perfect" stoploss-exit is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+        # Update can_short flag
+        self._can_short = self.trading_mode != TradingMode.SPOT and strategy.can_short
 
         self.strategy.ft_bot_start()
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
@@ -740,7 +741,7 @@ class Backtesting:
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
                 side=direction, entry_tag=entry_tag,
-            ) if self._can_short else 1.0
+            ) if self.trading_mode != TradingMode.SPOT else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)
 
@@ -1030,6 +1031,9 @@ class Backtesting:
                                   requested_stake=(
                                     order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
+                # Delete trade if no successful entries happened (if placing the new order failed)
+                if trade.open_order_id is None and trade.nr_of_successful_entries == 0:
+                    return True
                 self.replaced_entry_orders += 1
             else:
                 # assumption: there can't be multiple open entry orders at any given time
@@ -1155,6 +1159,8 @@ class Backtesting:
         while current_time <= end_date:
             open_trade_count_start = LocalTrade.bt_open_open_trade_count
             self.check_abort()
+            strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+                current_time=current_time)
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 row = self.validate_row(data, pair, row_index, current_time)

freqtrade/persistence/trade_model.py

@@ -560,6 +560,9 @@ class LocalTrade():
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
             'open_order_id': self.open_order_id,
+            'amount_precision': self.amount_precision,
+            'price_precision': self.price_precision,
+            'precision_mode': self.precision_mode,
             'orders': orders,
         }
 
@@ -1660,8 +1663,10 @@ class Trade(ModelBase, LocalTrade):
             stop_loss=data["stop_loss_abs"],
             stop_loss_pct=data["stop_loss_ratio"],
             stoploss_order_id=data["stoploss_order_id"],
-            stoploss_last_update=(datetime.fromtimestamp(data["stoploss_last_update"] // 1000,
+            stoploss_last_update=(
-                                  tz=timezone.utc) if data["stoploss_last_update"] else None),
+                datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
+                                       tz=timezone.utc)
+                if data["stoploss_last_update_timestamp"] else None),
             initial_stop_loss=data["initial_stop_loss_abs"],
             initial_stop_loss_pct=data["initial_stop_loss_ratio"],
             min_rate=data["min_rate"],

freqtrade/plot/plotting.py

@@ -1,4 +1,5 @@
 import logging
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Dict, List, Optional
 
@@ -635,7 +636,7 @@ def load_and_plot_trades(config: Config):
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     IStrategy.dp = DataProvider(config, exchange)
     strategy.ft_bot_start()
-    strategy.bot_loop_start()
+    strategy.bot_loop_start(datetime.now(timezone.utc))
     plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
     timerange = plot_elements['timerange']
     trades = plot_elements['trades']

freqtrade/rpc/api_server/api_schemas.py

@@ -276,6 +276,10 @@ class TradeSchema(BaseModel):
     funding_fees: Optional[float]
     trading_mode: Optional[TradingMode]
 
+    amount_precision: Optional[float]
+    price_precision: Optional[float]
+    precision_mode: Optional[int]
+
 
 class OpenTradeSchema(TradeSchema):
     stoploss_current_dist: Optional[float]

freqtrade/rpc/api_server/webserver.py

@@ -13,6 +13,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.api_server.ws.message_stream import MessageStream
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -108,7 +109,7 @@ class ApiServer(RPCHandler):
         cls._has_rpc = False
         cls._rpc = None
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Publish the message to the message stream
         """

freqtrade/rpc/rpc.py

@@ -30,6 +30,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.rpc.rpc_types import RPCSendMsg
 from freqtrade.wallets import PositionWallet, Wallet
 
 
@@ -79,7 +80,7 @@ class RPCHandler:
         """ Cleanup pending module resources """
 
     @abstractmethod
-    def send_msg(self, msg: Dict[str, str]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Sends a message to all registered rpc modules """
 
 

freqtrade/rpc/rpc_manager.py

@@ -3,11 +3,12 @@ This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
 from collections import deque
-from typing import Any, Dict, List
+from typing import List
 
 from freqtrade.constants import Config
 from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -58,7 +59,7 @@ class RPCManager:
             mod.cleanup()
             del mod
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Send given message to all registered rpc modules.
         A message consists of one or more key value pairs of strings.
@@ -69,10 +70,6 @@ class RPCManager:
         """
         if msg.get('type') not in NO_ECHO_MESSAGES:
             logger.info('Sending rpc message: %s', msg)
-        if 'pair' in msg:
-            msg.update({
-                'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
-                })
         for mod in self.registered_modules:
             logger.debug('Forwarding message to rpc.%s', mod.name)
             try:

freqtrade/rpc/rpc_types.py

@@ -0,0 +1,128 @@
+from datetime import datetime
+from typing import Any, List, Literal, Optional, TypedDict, Union
+
+from freqtrade.constants import PairWithTimeframe
+from freqtrade.enums import RPCMessageType
+
+
+class RPCSendMsgBase(TypedDict):
+    pass
+    # ty1pe: Literal[RPCMessageType]
+
+
+class RPCStatusMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING]
+    status: str
+
+
+class RPCStrategyMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STRATEGY_MSG]
+    msg: str
+
+
+class RPCProtectionMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.PROTECTION_TRIGGER, RPCMessageType.PROTECTION_TRIGGER_GLOBAL]
+    id: int
+    pair: str
+    base_currency: Optional[str]
+    lock_time: str
+    lock_timestamp: int
+    lock_end_time: str
+    lock_end_timestamp: int
+    reason: str
+    side: str
+    active: bool
+
+
+class RPCWhitelistMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.WHITELIST]
+    data: List[str]
+
+
+class __RPCBuyMsgBase(RPCSendMsgBase):
+    trade_id: int
+    buy_tag: Optional[str]
+    enter_tag: Optional[str]
+    exchange: str
+    pair: str
+    base_currency: str
+    leverage: Optional[float]
+    direction: str
+    limit: float
+    open_rate: float
+    order_type: Optional[str]  # TODO: why optional??
+    stake_amount: float
+    stake_currency: str
+    fiat_currency: Optional[str]
+    amount: float
+    open_date: datetime
+    current_rate: Optional[float]
+    sub_trade: bool
+
+
+class RPCBuyMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]
+
+
+class RPCCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY_CANCEL]
+    reason: str
+
+
+class RPCSellMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
+    cumulative_profit: float
+    gain: str  # Literal["profit", "loss"]
+    close_rate: float
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+    # current_rate: Optional[float]
+    order_rate: Optional[float]
+
+
+class RPCSellCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT_CANCEL]
+    reason: str
+    gain: str  # Literal["profit", "loss"]
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+
+
+class _AnalyzedDFData(TypedDict):
+    key: PairWithTimeframe
+    df: Any
+    la: datetime
+
+
+class RPCAnalyzedDFMsg(RPCSendMsgBase):
+    """New Analyzed dataframe message"""
+    type: Literal[RPCMessageType.ANALYZED_DF]
+    data: _AnalyzedDFData
+
+
+class RPCNewCandleMsg(RPCSendMsgBase):
+    """New candle ping message, issued once per new candle/pair"""
+    type: Literal[RPCMessageType.NEW_CANDLE]
+    data: PairWithTimeframe
+
+
+RPCSendMsg = Union[
+    RPCStatusMsg,
+    RPCStrategyMsg,
+    RPCProtectionMsg,
+    RPCWhitelistMsg,
+    RPCBuyMsg,
+    RPCCancelMsg,
+    RPCSellMsg,
+    RPCSellCancelMsg,
+    RPCAnalyzedDFMsg,
+    RPCNewCandleMsg
+    ]

freqtrade/rpc/telegram.py

@@ -30,6 +30,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -429,14 +430,14 @@ class Telegram(RPCHandler):
             return None
         return message
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
 
         default_noti = 'on'
 
         msg_type = msg['type']
         noti = ''
-        if msg_type == RPCMessageType.EXIT:
+        if msg['type'] == RPCMessageType.EXIT:
             sell_noti = self._config['telegram'] \
                 .get('notification_settings', {}).get(str(msg_type), {})
             # For backward compatibility sell still can be string
@@ -453,7 +454,7 @@ class Telegram(RPCHandler):
             # Notification disabled
             return
 
-        message = self.compose_message(deepcopy(msg), msg_type)
+        message = self.compose_message(deepcopy(msg), msg_type)  # type: ignore
         if message:
             self._send_msg(message, disable_notification=(noti == 'silent'))
 

freqtrade/rpc/webhook.py

@@ -10,6 +10,7 @@ from requests import RequestException, post
 from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -41,7 +42,7 @@ class Webhook(RPCHandler):
         """
         pass
 
-    def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+    def _get_value_dict(self, msg: RPCSendMsg) -> Optional[Dict[str, Any]]:
         whconfig = self._config['webhook']
         # Deprecated 2022.10 - only keep generic method.
         if msg['type'] in [RPCMessageType.ENTRY]:
@@ -75,7 +76,7 @@ class Webhook(RPCHandler):
             return None
         return valuedict
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
         try:
 

freqtrade/strategy/interface.py

@@ -251,11 +251,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         pass
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
         (e.g. gather some remote resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         pass

freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2

@@ -1,5 +1,5 @@
 
-def bot_loop_start(self, **kwargs) -> None:
+def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
     """
     Called at the start of the bot iteration (one loop).
     Might be used to perform pair-independent tasks
@@ -8,6 +8,7 @@ def bot_loop_start(self, **kwargs) -> None:
     For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
     When not implemented by a strategy, this simply does nothing.
+    :param current_time: datetime object, containing the current datetime
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     """
     pass

requirements-dev.txt

@@ -7,9 +7,9 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-ruff==0.0.257
+ruff==0.0.259
 mypy==1.1.1
-pre-commit==3.2.0
+pre-commit==3.2.1
 pytest==7.2.2
 pytest-asyncio==0.21.0
 pytest-cov==4.0.0
@@ -27,6 +27,6 @@ nbconvert==7.2.10
 # mypy types
 types-cachetools==5.3.0.4
 types-filelock==3.2.7
-types-requests==2.28.11.15
+types-requests==2.28.11.16
 types-tabulate==0.9.0.1
 types-python-dateutil==2.8.19.10

requirements-freqai.txt

@@ -5,7 +5,7 @@
 # Required for freqai
 scikit-learn==1.1.3
 joblib==1.2.0
-catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11'
+catboost==1.1.1; platform_machine != 'aarch64' and 'arm' not in platform_machine and python_version < '3.11'
 lightgbm==3.3.5
 xgboost==1.7.4
 tensorboard==2.12.0

requirements-hyperopt.txt

@@ -5,5 +5,5 @@
 scipy==1.10.1
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
-filelock==3.10.0
+filelock==3.10.6
 progressbar2==4.2.0

requirements.txt

@@ -2,8 +2,8 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==3.0.23
+ccxt==3.0.37
-cryptography==39.0.2
+cryptography==40.0.1
 aiohttp==3.8.4
 SQLAlchemy==2.0.7
 python-telegram-bot==13.15
@@ -28,14 +28,14 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.10
 # Properly format api responses
-orjson==3.8.7
+orjson==3.8.8
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
 fastapi==0.95.0
-pydantic==1.10.6
+pydantic==1.10.7
 uvicorn==0.21.1
 pyjwt==2.6.0
 aiofiles==23.1.0

tests/data/test_datahandler.py

@@ -252,7 +252,7 @@ def test_datahandler__check_empty_df(testdatadir, caplog):
     assert log_has_re(expected_text, caplog)
 
 
-@pytest.mark.parametrize('datahandler', ['feather', 'parquet'])
+@pytest.mark.parametrize('datahandler', ['parquet'])
 def test_datahandler_trades_not_supported(datahandler, testdatadir, ):
     dh = get_datahandler(testdatadir, datahandler)
     with pytest.raises(NotImplementedError):
@@ -496,6 +496,58 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir):
     assert unlinkmock.call_count == 2
 
 
+def test_featherdatahandler_trades_load(testdatadir):
+    dh = get_datahandler(testdatadir, 'feather')
+    trades = dh.trades_load('XRP/ETH')
+    assert isinstance(trades, list)
+    assert trades[0][0] == 1570752011620
+    assert trades[-1][-1] == 0.1986231
+
+    trades1 = dh.trades_load('UNITTEST/NONEXIST')
+    assert trades1 == []
+
+
+def test_featherdatahandler_trades_store(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+    dh = get_datahandler(testdatadir, 'feather')
+    trades = dh.trades_load('XRP/ETH')
+
+    dh1 = get_datahandler(tmpdir1, 'feather')
+    dh1.trades_store('XRP/NEW', trades)
+    file = tmpdir1 / 'XRP_NEW-trades.feather'
+    assert file.is_file()
+    # Load trades back
+    trades_new = dh1.trades_load('XRP/NEW')
+
+    assert len(trades_new) == len(trades)
+    assert trades[0][0] == trades_new[0][0]
+    assert trades[0][1] == trades_new[0][1]
+    # assert trades[0][2] == trades_new[0][2]  # This is nan - so comparison does not make sense
+    assert trades[0][3] == trades_new[0][3]
+    assert trades[0][4] == trades_new[0][4]
+    assert trades[0][5] == trades_new[0][5]
+    assert trades[0][6] == trades_new[0][6]
+    assert trades[-1][0] == trades_new[-1][0]
+    assert trades[-1][1] == trades_new[-1][1]
+    # assert trades[-1][2] == trades_new[-1][2]  # This is nan - so comparison does not make sense
+    assert trades[-1][3] == trades_new[-1][3]
+    assert trades[-1][4] == trades_new[-1][4]
+    assert trades[-1][5] == trades_new[-1][5]
+    assert trades[-1][6] == trades_new[-1][6]
+
+
+def test_featherdatahandler_trades_purge(mocker, testdatadir):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+    unlinkmock = mocker.patch.object(Path, "unlink", MagicMock())
+    dh = get_datahandler(testdatadir, 'feather')
+    assert not dh.trades_purge('UNITTEST/NONEXIST')
+    assert unlinkmock.call_count == 0
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    assert dh.trades_purge('UNITTEST/NONEXIST')
+    assert unlinkmock.call_count == 1
+
+
 def test_gethandlerclass():
     cl = get_datahandlerclass('json')
     assert cl == JsonDataHandler

tests/exchange/test_binance.py

@@ -15,8 +15,8 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
     ('buy', 'limit', 'gtc', {'timeInForce': 'GTC'}),
     ('buy', 'limit', 'IOC', {'timeInForce': 'IOC'}),
     ('buy', 'market', 'IOC', {}),
-    ('buy', 'limit', 'PO', {'postOnly': True}),
+    ('buy', 'limit', 'PO', {'timeInForce': 'PO'}),
-    ('sell', 'limit', 'PO', {'postOnly': True}),
+    ('sell', 'limit', 'PO', {'timeInForce': 'PO'}),
     ('sell', 'market', 'PO', {}),
     ])
 def test__get_params_binance(default_conf, mocker, side, type, time_in_force, expected):

tests/exchange/test_ccxt_compat.py

@@ -37,7 +37,7 @@ EXCHANGES = {
         'stake_currency': 'USDT',
         'use_ci_proxy': True,
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': True,
@@ -66,7 +66,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': False,
         'sample_order': [{
             "symbol": "SOLUSDT",
@@ -91,7 +91,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
     },
@@ -99,7 +99,7 @@ EXCHANGES = {
         'pair': 'XRP/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
         'sample_order': [
@@ -141,7 +141,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': True,
@@ -215,7 +215,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': True,
         'futures_pair': 'BTC/USDT:USDT',
         'hasQuoteVolumeFutures': False,
@@ -226,7 +226,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'stake_currency': 'USDT',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures_pair': 'BTC/USDT:USDT',
         'futures': True,
         'leverage_tiers_public': True,
@@ -253,14 +253,14 @@ EXCHANGES = {
         'pair': 'ETH/BTC',
         'stake_currency': 'BTC',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'futures': False,
     },
     'bitvavo': {
         'pair': 'BTC/EUR',
         'stake_currency': 'EUR',
         'hasQuoteVolume': True,
-        'timeframe': '5m',
+        'timeframe': '1h',
         'leverage_tiers_public': False,
         'leverage_in_spot_market': False,
     },

tests/exchange/test_exchange.py

@@ -113,18 +113,21 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu
             exchange = get_patched_exchange(mocker, default_conf, api_mock)
             await getattr(exchange, fun)(**kwargs)
         assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+    exchange.close()
 
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
+    exchange.close()
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
+    exchange.close()
 
 
 def test_init(default_conf, mocker, caplog):
@@ -1436,6 +1439,9 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'buy'
     assert api_mock.create_order.call_args[0][3] == 1
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
         assert api_mock.create_order.call_args[0][4] is None
 
     api_mock.create_order.reset_mock()
@@ -1541,6 +1547,9 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'buy'
     assert api_mock.create_order.call_args[0][3] == 1
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
         assert api_mock.create_order.call_args[0][4] is None
     # Market orders should not send timeInForce!!
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
@@ -1585,6 +1594,9 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
         assert api_mock.create_order.call_args[0][4] is None
 
     api_mock.create_order.reset_mock()
@@ -1679,6 +1691,9 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
     assert api_mock.create_order.call_args[0][3] == 1
+    if exchange._order_needs_price(order_type):
+        assert api_mock.create_order.call_args[0][4] == 200
+    else:
         assert api_mock.create_order.call_args[0][4] is None
     # Market orders should not send timeInForce!!
     assert "timeInForce" not in api_mock.create_order.call_args[0][5]
@@ -2248,7 +2263,6 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
     assert res[pair2].at[0, 'open']
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
     ohlcv = [
@@ -2277,7 +2291,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
     assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
-
+    exchange.close()
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_get_candle_history", "fetch_ohlcv",
@@ -2292,15 +2306,17 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
                                                  (arrow.utcnow().int_timestamp - 2000) * 1000)
 
+    exchange.close()
+
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
                                                    r'historical candle \(OHLCV\) data\..*'):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m", CandleType.SPOT,
                                                  (arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
 
-@pytest.mark.asyncio
 async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
     from freqtrade.exchange.common import _reset_logging_mixin
     _reset_logging_mixin()
@@ -2341,9 +2357,9 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
         # Expect the "returned exception" message 12 times (4 retries * 3 (loop))
         assert num_log_has_re(msg, caplog) == 12
         assert num_log_has_re(msg2, caplog) == 9
+    exchange.close()
 
 
-@pytest.mark.asyncio
 async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     """ Test empty exchange result """
     ohlcv = []
@@ -2363,6 +2379,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
     assert res[2] == CandleType.SPOT
     assert res[3] == ohlcv
     assert exchange._api_async.fetch_ohlcv.call_count == 1
+    exchange.close()
 
 
 def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
@@ -2757,7 +2774,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
     assert res_ohlcv[9][5] == 2.31452783
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
                                    fetch_trades_result):
@@ -2785,8 +2801,8 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
     assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
     assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
     assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
+    exchange.close()
 
-    exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
                                "_async_fetch_trades", "fetch_trades",
                                pair='ABCD/BTC', since=None)
@@ -2796,15 +2812,16 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
     with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
                                                    r'historical trade data\..*'):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
+    exchange.close()
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, exchange_name,
                                                  fetch_trades_result):
@@ -2839,6 +2856,7 @@ async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, e
     pair = 'ETH/USDT:USDT'
     res = await exchange._async_fetch_trades(pair, since=None, params=None)
     assert res[0][5] == 300
+    exchange.close()
 
 
 @pytest.mark.asyncio
@@ -4807,7 +4825,6 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name
     )
 
 
-@pytest.mark.asyncio
 @pytest.mark.parametrize('exchange_name', EXCHANGES)
 async def test_get_market_leverage_tiers(mocker, default_conf, exchange_name):
     default_conf['exchange']['name'] = exchange_name

tests/exchange/test_gate.py

@@ -4,42 +4,9 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.enums import MarginMode, TradingMode
-from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import Gate
-from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import EXMS, get_patched_exchange
 
 
-def test_validate_order_types_gate(default_conf, mocker):
-    default_conf['exchange']['name'] = 'gate'
-    mocker.patch(f'{EXMS}._init_ccxt')
-    mocker.patch(f'{EXMS}._load_markets', return_value={})
-    mocker.patch(f'{EXMS}.validate_pairs')
-    mocker.patch(f'{EXMS}.validate_timeframes')
-    mocker.patch(f'{EXMS}.validate_stakecurrency')
-    mocker.patch(f'{EXMS}.validate_pricing')
-    mocker.patch(f'{EXMS}.name', 'Gate')
-    exch = ExchangeResolver.load_exchange('gate', default_conf, True)
-    assert isinstance(exch, Gate)
-
-    default_conf['order_types'] = {
-        'entry': 'market',
-        'exit': 'limit',
-        'stoploss': 'market',
-        'stoploss_on_exchange': False
-    }
-
-    with pytest.raises(OperationalException,
-                       match=r'Exchange .* does not support market orders.'):
-        ExchangeResolver.load_exchange('gate', default_conf, True)
-
-    # market-orders supported on futures markets.
-    default_conf['trading_mode'] = 'futures'
-    default_conf['margin_mode'] = 'isolated'
-    ex = ExchangeResolver.load_exchange('gate', default_conf, True)
-    assert ex
-
-
 @pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_gate(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='gate')

tests/optimize/test_backtest_detail.py

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence.trade_model import LocalTrade
 from tests.conftest import EXMS, patch_exchange
@@ -925,12 +925,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
     mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
+    mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
     # TODO: Should we initialize this properly??
-    backtesting._can_short = True
+    backtesting.trading_mode = TradingMode.MARGIN
     backtesting._set_strategy(backtesting.strategylist[0])
+    backtesting._can_short = True
     backtesting.required_startup = 0
     backtesting.strategy.advise_entry = lambda a, m: frame
     backtesting.strategy.advise_exit = lambda a, m: frame

tests/optimize/test_backtesting.py

@@ -344,7 +344,7 @@ def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
     assert backtesting.progress.progress == 0
 
 
-def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
+def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
@@ -367,6 +367,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.bot_loop_start = MagicMock()
+    backtesting.strategy.bot_start = MagicMock()
     backtesting.start()
     # check the logs, that will contain the backtest result
     exists = [
@@ -376,7 +377,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     for line in exists:
         assert log_has(line, caplog)
     assert backtesting.strategy.dp._pairlists is not None
-    assert backtesting.strategy.bot_loop_start.call_count == 1
+    assert backtesting.strategy.bot_start.call_count == 1
+    assert backtesting.strategy.bot_loop_start.call_count == 0
     assert sbs.call_count == 1
     assert sbc.call_count == 1
 

tests/optimize/test_backtesting_adjust_position.py

@@ -10,7 +10,7 @@ from arrow import Arrow
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import EXMS, patch_exchange
 
@@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     default_conf.update({
         "stake_amount": 100.0,
         "dry_run_wallet": 1000.0,
-        "strategy": "StrategyTestV3"
+        "strategy": "StrategyTestV3",
     })
     backtesting = Backtesting(default_conf)
+    backtesting.trading_mode = TradingMode.FUTURES
     backtesting._can_short = True
     backtesting._set_strategy(backtesting.strategylist[0])
     pair = 'XRP/USDT'

tests/optimize/test_hyperopt.py

@@ -872,7 +872,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -922,7 +923,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
 
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -959,7 +961,8 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee)
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
+    assert hyperopt.backtesting.strategy.bot_started is True
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35

tests/persistence/test_persistence.py

@@ -1330,12 +1330,16 @@ def test_to_json(fee):
         open_rate=0.123,
         exchange='binance',
         enter_tag=None,
-        open_order_id='dry_run_buy_12345'
+        open_order_id='dry_run_buy_12345',
+        precision_mode=1,
+        amount_precision=8.0,
+        price_precision=7.0,
     )
     result = trade.to_json()
     assert isinstance(result, dict)
 
-    assert result == {'trade_id': None,
+    assert result == {
+        'trade_id': None,
         'pair': 'ADA/USDT',
         'base_currency': 'ADA',
         'quote_currency': 'USDT',
@@ -1393,6 +1397,9 @@ def test_to_json(fee):
         'is_short': None,
         'trading_mode': None,
         'funding_fees': None,
+        'amount_precision': 8.0,
+        'price_precision': 7.0,
+        'precision_mode': 1,
         'orders': [],
     }
 
@@ -1410,11 +1417,15 @@ def test_to_json(fee):
         close_rate=0.125,
         enter_tag='buys_signal_001',
         exchange='binance',
+        precision_mode=2,
+        amount_precision=7.0,
+        price_precision=8.0,
     )
     result = trade.to_json()
     assert isinstance(result, dict)
 
-    assert result == {'trade_id': None,
+    assert result == {
+        'trade_id': None,
         'pair': 'XRP/BTC',
         'base_currency': 'XRP',
         'quote_currency': 'BTC',
@@ -1472,6 +1483,9 @@ def test_to_json(fee):
         'is_short': None,
         'trading_mode': None,
         'funding_fees': None,
+        'amount_precision': 7.0,
+        'price_precision': 8.0,
+        'precision_mode': 2,
         'orders': [],
     }
 

tests/persistence/test_trade_fromjson.py

@@ -50,8 +50,8 @@ def test_trade_fromjson():
         "stop_loss_ratio": -0.216,
         "stop_loss_pct": -21.6,
         "stoploss_order_id": null,
-        "stoploss_last_update": null,
+        "stoploss_last_update": "2022-10-18 09:13:42",
-        "stoploss_last_update_timestamp": null,
+        "stoploss_last_update_timestamp": 1666077222000,
         "initial_stop_loss_abs": 0.1981,
         "initial_stop_loss_ratio": -0.216,
         "initial_stop_loss_pct": -21.6,

tests/rpc/test_rpc.py

@@ -88,6 +88,9 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'is_short': False,
         'funding_fees': 0.0,
         'trading_mode': TradingMode.SPOT,
+        'amount_precision': 8.0,
+        'price_precision': 8.0,
+        'precision_mode': 2,
         'orders': [{
             'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
             'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',

tests/rpc/test_rpc_apiserver.py

@@ -1,6 +1,7 @@
 """
 Unit test file for rpc/api_server.py
 """
+import asyncio
 import logging
 import time
 from datetime import datetime, timedelta, timezone
@@ -299,10 +300,6 @@ def test_api_UvicornServer(mocker):
     s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
     assert thread_mock.call_count == 0
 
-    s.install_signal_handlers()
-    # Original implementation starts a thread - make sure that's not the case
-    assert thread_mock.call_count == 0
-
     # Fake started to avoid sleeping forever
     s.started = True
     s.run_in_thread()
@@ -318,10 +315,6 @@ def test_api_UvicornServer_run(mocker):
     s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
     assert serve_mock.call_count == 0
 
-    s.install_signal_handlers()
-    # Original implementation starts a thread - make sure that's not the case
-    assert serve_mock.call_count == 0
-
     # Fake started to avoid sleeping forever
     s.started = True
     s.run()
@@ -331,13 +324,10 @@ def test_api_UvicornServer_run(mocker):
 def test_api_UvicornServer_run_no_uvloop(mocker, import_fails):
     serve_mock = mocker.patch('freqtrade.rpc.api_server.uvicorn_threaded.UvicornServer.serve',
                               get_mock_coro(None))
+    asyncio.set_event_loop(asyncio.new_event_loop())
     s = UvicornServer(uvicorn.Config(MagicMock(), port=8080, host='127.0.0.1'))
     assert serve_mock.call_count == 0
 
-    s.install_signal_handlers()
-    # Original implementation starts a thread - make sure that's not the case
-    assert serve_mock.call_count == 0
-
     # Fake started to avoid sleeping forever
     s.started = True
     s.run()
@@ -1066,6 +1056,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'liquidation_price': None,
         'funding_fees': None,
         'trading_mode': ANY,
+        'amount_precision': None,
+        'price_precision': None,
+        'precision_mode': None,
         'orders': [ANY],
     }
 
@@ -1271,6 +1264,9 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'liquidation_price': None,
         'funding_fees': None,
         'trading_mode': 'spot',
+        'amount_precision': None,
+        'price_precision': None,
+        'precision_mode': None,
         'orders': [],
     }
 

tests/strategy/strats/hyperoptable_strategy.py

@@ -50,6 +50,7 @@ class HyperoptableStrategy(StrategyTestV3):
         return prot
 
     bot_loop_started = False
+    bot_started = False
 
     def bot_loop_start(self):
         self.bot_loop_started = True
@@ -58,6 +59,7 @@ class HyperoptableStrategy(StrategyTestV3):
         """
         Parameters can also be defined here ...
         """
+        self.bot_started = True
         self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
 
     def informative_pairs(self):

tests/test_freqtradebot.py

@@ -1060,9 +1060,19 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order,
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None:
+def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
+    mocker.patch.multiple(
+        EXMS,
+        fetch_ticker=MagicMock(return_value={
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
+        }),
+        create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
+        get_fee=fee,
+    )
     order = limit_order[entry_side(is_short)]
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
     mocker.patch(f'{EXMS}.fetch_order', return_value=order)
@@ -1074,8 +1084,10 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
-    # TODO: should not be magicmock
+    patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
-    trade = MagicMock()
+
+    freqtrade.enter_positions()
+    trade = Trade.session.scalars(select(Trade)).first()
     trade.is_short = is_short
     trade.open_order_id = None
     trade.stoploss_order_id = None
@@ -1091,7 +1103,8 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
 @pytest.mark.parametrize("is_short", [False, True])
 def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short,
                                      limit_order) -> None:
-    stoploss = MagicMock(return_value={'id': 13434334})
+    stop_order_dict = {'id': "13434334"}
+    stoploss = MagicMock(return_value=stop_order_dict)
     enter_order = limit_order[entry_side(is_short)]
     exit_order = limit_order[exit_side(is_short)]
     patch_RPCManager(mocker)
@@ -1116,8 +1129,9 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     # First case: when stoploss is not yet set but the order is open
     # should get the stoploss order id immediately
     # and should return false as no trade actually happened
-    # TODO: should not be magicmock
+
-    trade = MagicMock()
+    freqtrade.enter_positions()
+    trade = Trade.session.scalars(select(Trade)).first()
     trade.is_short = is_short
     trade.is_open = True
     trade.open_order_id = None
@@ -1129,44 +1143,62 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
 
     # Second case: when stoploss is set but it is not yet hit
     # should do nothing and return false
+    stop_order_dict.update({'id': "102"})
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = "100"
+    trade.stoploss_order_id = "102"
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='102',
+            status='open',
+        )
+    )
 
     hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
     mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order)
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stoploss_order_id == "100"
+    assert trade.stoploss_order_id == "102"
 
     # Third case: when stoploss was set but it was canceled for some reason
     # should set a stoploss immediately and return False
     caplog.clear()
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = "100"
+    trade.stoploss_order_id = "102"
 
-    canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
+    canceled_stoploss_order = MagicMock(return_value={'id': '103_1', 'status': 'canceled'})
     mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order)
     stoploss.reset_mock()
+    amount_before = trade.amount
+
+    stop_order_dict.update({'id': "103_1"})
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 1
-    assert trade.stoploss_order_id == "13434334"
+    assert trade.stoploss_order_id == "103_1"
+    assert trade.amount == amount_before
 
     # Fourth case: when stoploss is set and it is hit
     # should unset stoploss_order_id and return true
     # as a trade actually happened
     caplog.clear()
     freqtrade.enter_positions()
+    stop_order_dict.update({'id': "104"})
+
     trade = Trade.session.scalars(select(Trade)).first()
     trade.is_short = is_short
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = "100"
+    trade.stoploss_order_id = "104"
     trade.orders.append(Order(
         ft_order_side='stoploss',
-        order_id='100',
+        order_id='104',
         ft_pair=trade.pair,
         ft_is_open=True,
         ft_amount=trade.amount,
@@ -1175,7 +1207,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     assert trade
 
     stoploss_order_hit = MagicMock(return_value={
-        'id': "100",
+        'id': "104",
         'status': 'closed',
         'type': 'stop_loss_limit',
         'price': 3,
@@ -1197,7 +1229,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
 
     # Fifth case: fetch_order returns InvalidOrder
     # It should try to add stoploss order
-    trade.stoploss_order_id = 100
+    stop_order_dict.update({'id': "105"})
+    trade.stoploss_order_id = "105"
     stoploss.reset_mock()
     mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=InvalidOrderException())
     mocker.patch(f'{EXMS}.create_stoploss', stoploss)
@@ -1217,21 +1250,36 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     # Seventh case: emergency exit triggered
     # Trailing stop should not act anymore
     stoploss_order_cancelled = MagicMock(side_effect=[{
-        'id': "100",
+        'id': "107",
         'status': 'canceled',
         'type': 'stop_loss_limit',
         'price': 3,
         'average': 2,
         'amount': enter_order['amount'],
+        'filled': 0,
+        'remaining': enter_order['amount'],
         'info': {'stopPrice': 22},
     }])
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = "107"
     trade.is_open = True
     trade.stoploss_last_update = arrow.utcnow().shift(hours=-1).datetime
     trade.stop_loss = 24
+    trade.exit_reason = None
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='107',
+            status='open',
+        )
+    )
     freqtrade.config['trailing_stop'] = True
     stoploss = MagicMock(side_effect=InvalidOrderException())
 
+    Trade.commit()
     mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result',
                  side_effect=InvalidOrderException())
     mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_cancelled)
@@ -1273,10 +1321,21 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
 
     freqtrade.enter_positions()
     trade = Trade.session.scalars(select(Trade)).first()
-    trade.is_short = is_short
+    assert trade.is_short == is_short
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = "100"
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='100',
+            status='open',
+        )
+    )
     assert trade
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1395,7 +1454,7 @@ def test_handle_stoploss_on_exchange_trailing(
     # When trailing stoploss is set
     enter_order = limit_order[entry_side(is_short)]
     exit_order = limit_order[exit_side(is_short)]
-    stoploss = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334, 'status': 'open'})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         EXMS,
@@ -1440,11 +1499,21 @@ def test_handle_stoploss_on_exchange_trailing(
     trade.is_short = is_short
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = '100'
     trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='100',
+        )
+    )
 
     stoploss_order_hanging = MagicMock(return_value={
-        'id': 100,
+        'id': '100',
         'status': 'open',
         'type': 'stop_loss_limit',
         'price': hang_price,
@@ -1471,7 +1540,7 @@ def test_handle_stoploss_on_exchange_trailing(
     )
 
     cancel_order_mock = MagicMock()
-    stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
+    stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'})
     mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
     mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
 
@@ -1483,13 +1552,14 @@ def test_handle_stoploss_on_exchange_trailing(
 
     assert freqtrade.handle_trade(trade) is False
     assert trade.stop_loss == stop_price[1]
+    trade.stoploss_order_id = '100'
 
     # setting stoploss_on_exchange_interval to 0 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
+    cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
         amount=pytest.approx(amt),
         pair='ETH/USDT',
@@ -1519,7 +1589,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     enter_order = limit_order[entry_side(is_short)]
     exit_order = limit_order[exit_side(is_short)]
     # When trailing stoploss is set
-    stoploss = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'})
     patch_exchange(mocker)
 
     mocker.patch.multiple(
@@ -1628,7 +1698,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     enter_order = limit_order[entry_side(is_short)]
     exit_order = limit_order[exit_side(is_short)]
     # When trailing stoploss is set
-    stoploss = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': 13434334, 'status': 'open'})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         EXMS,
@@ -1673,11 +1743,21 @@ def test_handle_stoploss_on_exchange_custom_stop(
     trade.is_short = is_short
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = '100'
     trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='100',
+        )
+    )
 
     stoploss_order_hanging = MagicMock(return_value={
-        'id': 100,
+        'id': '100',
         'status': 'open',
         'type': 'stop_loss_limit',
         'price': 3,
@@ -1703,9 +1783,10 @@ def test_handle_stoploss_on_exchange_custom_stop(
     )
 
     cancel_order_mock = MagicMock()
-    stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
+    stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'})
     mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
     mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
+    trade.stoploss_order_id = '100'
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1722,7 +1803,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
+    cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
     # Long uses modified ask - offset, short modified bid + offset
     stoploss_order_mock.assert_called_once_with(
         amount=pytest.approx(trade.amount),
@@ -1751,7 +1832,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
     exit_order = limit_order['sell']
 
     # When trailing stoploss is set
-    stoploss = MagicMock(return_value={'id': 13434334})
+    stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'})
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
@@ -1800,11 +1881,21 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
     trade = Trade.session.scalars(select(Trade)).first()
     trade.is_open = True
     trade.open_order_id = None
-    trade.stoploss_order_id = 100
+    trade.stoploss_order_id = '100'
-    trade.stoploss_last_update = arrow.utcnow()
+    trade.stoploss_last_update = arrow.utcnow().datetime
+    trade.orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trade.pair,
+            ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.stop_loss,
+            order_id='100',
+        )
+    )
 
     stoploss_order_hanging = MagicMock(return_value={
-        'id': 100,
+        'id': '100',
         'status': 'open',
         'type': 'stop_loss_limit',
         'price': 3,
@@ -1851,7 +1942,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
 
     # stoploss should be set to 1% as trailing is on
     assert trade.stop_loss == 4.4 * 0.99
-    cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
+    cancel_order_mock.assert_called_once_with('100', 'NEO/BTC')
     stoploss_order_mock.assert_called_once_with(
         amount=pytest.approx(11.41438356),
         pair='NEO/BTC',
@@ -3326,6 +3417,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'profit_ratio': 0.00493809 if is_short else 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
+        'base_currency': 'ETH',
         'sell_reason': ExitType.ROI.value,
         'exit_reason': ExitType.ROI.value,
         'open_date': ANY,
@@ -3389,6 +3481,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'profit_amount': -5.65990099 if is_short else -0.00075,
         'profit_ratio': -0.0945681 if is_short else -1.247e-05,
         'stake_currency': 'USDT',
+        'base_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.STOP_LOSS.value,
         'exit_reason': ExitType.STOP_LOSS.value,
@@ -3474,6 +3567,7 @@ def test_execute_trade_exit_custom_exit_price(
         'profit_amount': pytest.approx(profit_amount),
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
+        'base_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': 'foo',
         'exit_reason': 'foo',
@@ -3547,6 +3641,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'profit_ratio': -0.00501253 if is_short else -0.01493766,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
+        'base_currency': 'ETH',
         'sell_reason': ExitType.STOP_LOSS.value,
         'exit_reason': ExitType.STOP_LOSS.value,
         'open_date': ANY,
@@ -3588,7 +3683,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
     freqtrade.execute_trade_exit(trade=trade, limit=1234,
                                  exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
     assert create_order_mock.call_count == 2
-    assert log_has('Could not cancel stoploss order abcd', caplog)
+    assert log_has('Could not cancel stoploss order abcd for pair ETH/USDT', caplog)
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -3600,10 +3695,12 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
     patch_exchange(mocker)
     stoploss = MagicMock(return_value={
         'id': 123,
+        'status': 'open',
         'info': {
             'foo': 'bar'
         }
     })
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee')
 
     cancel_order = MagicMock(return_value=True)
     mocker.patch.multiple(
@@ -3701,12 +3798,12 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
         "lastTradeTimestamp": None,
         "symbol": "BTC/USDT",
         "type": "stop_loss_limit",
-        "side": "sell",
+        "side": "buy" if is_short else "sell",
         "price": 1.08801,
-        "amount": 90.99181074,
+        "amount": trade.amount,
-        "cost": 99.0000000032274,
+        "cost": 1.08801 * trade.amount,
         "average": 1.08801,
-        "filled": 90.99181074,
+        "filled": trade.amount,
         "remaining": 0.0,
         "status": "closed",
         "fee": None,
@@ -3811,6 +3908,7 @@ def test_execute_trade_exit_market_order(
         'profit_amount': pytest.approx(profit_amount),
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
+        'base_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': ExitType.ROI.value,
         'exit_reason': ExitType.ROI.value,

tests/test_integration.py

@@ -35,7 +35,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         "type": "stop_loss_limit",
         "side": "sell",
         "price": 1.08801,
-        "amount": 90.99181074,
+        "amount": 91.07468123,
         "cost": 0.0,
         "average": 0.0,
         "filled": 0.0,
@@ -49,8 +49,9 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     stoploss_order_closed['filled'] = stoploss_order_closed['amount']
 
     # Sell first trade based on stoploss, keep 2nd and 3rd trade open
+    stop_orders = [stoploss_order_closed, stoploss_order_open, stoploss_order_open]
     stoploss_order_mock = MagicMock(
-        side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
+        side_effect=stop_orders)
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[
         [],
@@ -93,13 +94,14 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     wallets_mock.reset_mock()
 
     trades = Trade.session.scalars(select(Trade)).all()
-    # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
+    # Make sure stoploss-order is open and trade is bought
-    for trade in trades:
+    for idx, trade in enumerate(trades):
-        stoploss_order_closed['id'] = '3'
+        stop_order = stop_orders[idx]
-        oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
+        stop_order['id'] = f"stop{idx}"
+        oobj = Order.parse_from_ccxt_object(stop_order, trade.pair, 'stoploss')
 
         trade.orders.append(oobj)
-        trade.stoploss_order_id = '3'
+        trade.stoploss_order_id = f"stop{idx}"
         trade.open_order_id = None
 
     n = freqtrade.exit_positions(trades)