diff --git a/.gitignore b/.gitignore index 34c751242..97f77f779 100644 --- a/.gitignore +++ b/.gitignore @@ -1,6 +1,8 @@ # Freqtrade rules config*.json *.sqlite +*.sqlite-shm +*.sqlite-wal logfile.txt user_data/* !user_data/strategy/sample_strategy.py diff --git a/README.md b/README.md index 9b25775af..166e4833a 100644 --- a/README.md +++ b/README.md @@ -30,12 +30,13 @@ hesitate to read the source code and understand the mechanism of this bot. Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange. -- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist)) +- [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) - [X] [FTX](https://ftx.com) - [X] [Gate.io](https://www.gate.io/ref/6266643) +- [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) -- [X] [OKX](https://www.okx.com/) +- [X] [OKX](https://okx.com/) (Former OKEX) - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ### Community tested @@ -68,15 +69,9 @@ Please find the complete documentation on the [freqtrade website](https://www.fr ## Quick start -Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot. +Please refer to the [Docker Quickstart documentation](https://www.freqtrade.io/en/stable/docker_quickstart/) on how to get started quickly. -```bash -git clone -b develop https://github.com/freqtrade/freqtrade.git -cd freqtrade -./setup.sh --install -``` - -For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/). +For further (native) installation methods, please refer to the [Installation documentation page](https://www.freqtrade.io/en/stable/installation/). ## Basic Usage diff --git a/docs/assets/windows_install.png b/docs/assets/windows_install.png new file mode 100644 index 000000000..530c3047f Binary files /dev/null and b/docs/assets/windows_install.png differ diff --git a/docs/exchanges.md b/docs/exchanges.md index e79abf220..8adf19081 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -57,7 +57,7 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t Binance supports [time_in_force](configuration.md#understand-order_time_in_force). !!! Tip "Stoploss on Exchange" - Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. + Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.. ### Binance Blacklist @@ -177,12 +177,21 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force). +!!! Tip "Stoploss on Exchange" + Kucoin supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. + You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used. + ### Kucoin Blacklists For Kucoin, please add `"KCS/"` to your blacklist to avoid issues. Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore. -## OKX +## Huobi + +!!! Tip "Stoploss on Exchange" + Huobi supports `stoploss_on_exchange` and uses `stop-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange. + +## OKX (former OKEX) OKX requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows: diff --git a/docs/index.md b/docs/index.md index 9fb302a91..32b19bd94 100644 --- a/docs/index.md +++ b/docs/index.md @@ -42,12 +42,13 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange. -- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#binance-blacklist)) +- [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) - [X] [FTX](https://ftx.com) - [X] [Gate.io](https://www.gate.io/ref/6266643) +- [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) -- [X] [OKX](https://www.okx.com/) +- [X] [OKX](https://okx.com/) (Former OKEX) - [ ] [potentially many others through ccxt](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_ ### Community tested diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 3e7fa2044..839485629 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,4 +1,4 @@ mkdocs==1.2.3 -mkdocs-material==8.2.1 +mkdocs-material==8.2.3 mdx_truly_sane_lists==1.2 pymdown-extensions==9.2 diff --git a/docs/stoploss.md b/docs/stoploss.md index 4d28846f1..d0e106d8f 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -24,7 +24,7 @@ These modes can be configured with these values: ``` !!! Note - Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market, stop-loss-limit) and FTX (stop limit and stop-market) as of now. + Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now. Do not set too low/tight stoploss value if using stop loss on exchange! If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work. diff --git a/docs/windows_installation.md b/docs/windows_installation.md index 9a068e152..242c994c4 100644 --- a/docs/windows_installation.md +++ b/docs/windows_installation.md @@ -54,6 +54,8 @@ error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use. -The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building C code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker compose](docker_quickstart.md) first. +You can download the Visual C++ build tools from [here](https://visualstudio.microsoft.com/visual-cpp-build-tools/) and install "Desktop development with C++" in it's default configuration. Unfortunately, this is a heavy download / dependency so you might want to consider WSL2 or [docker compose](docker_quickstart.md) first. + +![Windows installation](assets/windows_install.png) --- diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index 4c722c810..ca55dbbc4 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -108,10 +108,11 @@ def ask_user_config() -> Dict[str, Any]: "binance", "binanceus", "bittrex", - "kraken", "ftx", - "kucoin", "gateio", + "huobi", + "kraken", + "kucoin", "okx", Separator(), "other", diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 9dc2b8480..2b9ed47ea 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -18,6 +18,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges, from freqtrade.exchange.ftx import Ftx from freqtrade.exchange.gateio import Gateio from freqtrade.exchange.hitbtc import Hitbtc +from freqtrade.exchange.huobi import Huobi from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kucoin import Kucoin from freqtrade.exchange.okx import Okx diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 4ba30b626..37ead6dd8 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -3,12 +3,8 @@ import logging from typing import Dict, List, Tuple import arrow -import ccxt -from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, - OperationalException, TemporaryError) from freqtrade.exchange import Exchange -from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) @@ -18,6 +14,7 @@ class Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "stop_loss_limit"}, "order_time_in_force": ['gtc', 'fok', 'ioc'], "time_in_force_parameter": "timeInForce", "ohlcv_candle_limit": 1000, @@ -33,65 +30,6 @@ class Binance(Exchange): """ return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice']) - @retrier(retries=0) - def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: - """ - creates a stoploss limit order. - this stoploss-limit is binance-specific. - It may work with a limited number of other exchanges, but this has not been tested yet. - """ - # Limit price threshold: As limit price should always be below stop-price - limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) - rate = stop_price * limit_price_pct - - ordertype = "stop_loss_limit" - - stop_price = self.price_to_precision(pair, stop_price) - - # Ensure rate is less than stop price - if stop_price <= rate: - raise OperationalException( - 'In stoploss limit order, stop price should be more than limit price') - - if self._config['dry_run']: - dry_order = self.create_dry_run_order( - pair, ordertype, "sell", amount, stop_price) - return dry_order - - try: - params = self._params.copy() - params.update({'stopPrice': stop_price}) - - amount = self.amount_to_precision(pair, amount) - - rate = self.price_to_precision(pair, rate) - - order = self._api.create_order(symbol=pair, type=ordertype, side='sell', - amount=amount, price=rate, params=params) - logger.info('stoploss limit order added for %s. ' - 'stop price: %s. limit: %s', pair, stop_price, rate) - self._log_exchange_response('create_stoploss_order', order) - return order - except ccxt.InsufficientFunds as e: - raise InsufficientFundsError( - f'Insufficient funds to create {ordertype} sell order on market {pair}. ' - f'Tried to sell amount {amount} at rate {rate}. ' - f'Message: {e}') from e - except ccxt.InvalidOrder as e: - # Errors: - # `binance Order would trigger immediately.` - raise InvalidOrderException( - f'Could not create {ordertype} sell order on market {pair}. ' - f'Tried to sell amount {amount} at rate {rate}. ' - f'Message: {e}') from e - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - async def _async_get_historic_ohlcv(self, pair: str, timeframe: str, since_ms: int, is_new_pair: bool = False, raise_: bool = False diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index a2217a02e..da89a7c8a 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -600,7 +600,8 @@ class Exchange: # Dry-run methods def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, - rate: float, params: Dict = {}) -> Dict[str, Any]: + rate: float, params: Dict = {}, + stop_loss: bool = False) -> Dict[str, Any]: order_id = f'dry_run_{side}_{datetime.now().timestamp()}' _amount = self.amount_to_precision(pair, amount) dry_order: Dict[str, Any] = { @@ -616,14 +617,17 @@ class Exchange: 'remaining': _amount, 'datetime': arrow.utcnow().strftime('%Y-%m-%dT%H:%M:%S.%fZ'), 'timestamp': arrow.utcnow().int_timestamp * 1000, - 'status': "closed" if ordertype == "market" else "open", + 'status': "closed" if ordertype == "market" and not stop_loss else "open", 'fee': None, 'info': {} } - if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]: + if stop_loss: dry_order["info"] = {"stopPrice": dry_order["price"]} + dry_order["stopPrice"] = dry_order["price"] + # Workaround to avoid filling stoploss orders immediately + dry_order["ft_order_type"] = "stoploss" - if dry_order["type"] == "market": + if dry_order["type"] == "market" and not dry_order.get("ft_order_type"): # Update market order pricing average = self.get_dry_market_fill_price(pair, side, amount, rate) dry_order.update({ @@ -714,7 +718,9 @@ class Exchange: """ Check dry-run limit order fill and update fee (if it filled). """ - if order['status'] != "closed" and order['type'] in ["limit"]: + if (order['status'] != "closed" + and order['type'] in ["limit"] + and not order.get('ft_order_type')): pair = order['symbol'] if self._is_dry_limit_order_filled(pair, order['side'], order['price']): order.update({ @@ -791,18 +797,89 @@ class Exchange: """ raise OperationalException(f"stoploss is not implemented for {self.name}.") + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + params = self._params.copy() + # Verify if stopPrice works for your exchange! + params.update({'stopPrice': stop_price}) + return params + + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ creates a stoploss order. + requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market + to the corresponding exchange type. + The precise ordertype is determined by the order_types dict or exchange default. - Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each - exchange's subclass. + The exception below should never raise, since we disallow starting the bot in validate_ordertypes() - Note: Changes to this interface need to be applied to all sub-classes too. - """ - raise OperationalException(f"stoploss is not implemented for {self.name}.") + This may work with a limited number of other exchanges, but correct working + needs to be tested individually. + WARNING: setting `stoploss_on_exchange` to True will NOT auto-enable stoploss on exchange. + `stoploss_adjust` must still be implemented for this to work. + """ + if not self._ft_has['stoploss_on_exchange']: + raise OperationalException(f"stoploss is not implemented for {self.name}.") + + user_order_type = order_types.get('stoploss', 'market') + if user_order_type in self._ft_has["stoploss_order_types"].keys(): + ordertype = self._ft_has["stoploss_order_types"][user_order_type] + else: + # Otherwise pick only one available + ordertype = list(self._ft_has["stoploss_order_types"].values())[0] + user_order_type = list(self._ft_has["stoploss_order_types"].keys())[0] + + stop_price_norm = self.price_to_precision(pair, stop_price) + rate = None + if user_order_type == 'limit': + # Limit price threshold: As limit price should always be below stop-price + limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) + rate = stop_price * limit_price_pct + + # Ensure rate is less than stop price + if stop_price_norm <= rate: + raise OperationalException( + 'In stoploss limit order, stop price should be more than limit price') + rate = self.price_to_precision(pair, rate) + + if self._config['dry_run']: + dry_order = self.create_dry_run_order( + pair, ordertype, "sell", amount, stop_price_norm, stop_loss=True) + return dry_order + + try: + params = self._get_stop_params(ordertype=ordertype, stop_price=stop_price_norm) + + amount = self.amount_to_precision(pair, amount) + + order = self._api.create_order(symbol=pair, type=ordertype, side='sell', + amount=amount, price=rate, params=params) + logger.info(f"stoploss {user_order_type} order added for {pair}. " + f"stop price: {stop_price}. limit: {rate}") + self._log_exchange_response('create_stoploss_order', order) + return order + except ccxt.InsufficientFunds as e: + raise InsufficientFundsError( + f'Insufficient funds to create {ordertype} sell order on market {pair}. ' + f'Tried to sell amount {amount} at rate {rate}. ' + f'Message: {e}') from e + except ccxt.InvalidOrder as e: + # Errors: + # `Order would trigger immediately.` + raise InvalidOrderException( + f'Could not create {ordertype} sell order on market {pair}. ' + f'Tried to sell amount {amount} at rate {rate}. ' + f'Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f"Could not place stoploss order due to {e.__class__.__name__}. " + f"Message: {e}") from e + except ccxt.BaseError as e: + raise OperationalException(e) from e @retrier(retries=API_FETCH_ORDER_RETRY_COUNT) def fetch_order(self, order_id: str, pair: str) -> Dict: @@ -1587,7 +1664,7 @@ def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = Non def is_exchange_officially_supported(exchange_name: str) -> bool: - return exchange_name in ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx'] + return exchange_name in ['binance', 'bittrex', 'ftx', 'gateio', 'huobi', 'kraken', 'okx'] def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]: diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index a8bf9abac..a346216b3 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -56,7 +56,7 @@ class Ftx(Exchange): if self._config['dry_run']: dry_order = self.create_dry_run_order( - pair, ordertype, "sell", amount, stop_price) + pair, ordertype, "sell", amount, stop_price, stop_loss=True) return dry_order try: diff --git a/freqtrade/exchange/huobi.py b/freqtrade/exchange/huobi.py new file mode 100644 index 000000000..d07e13497 --- /dev/null +++ b/freqtrade/exchange/huobi.py @@ -0,0 +1,39 @@ +""" Huobi exchange subclass """ +import logging +from typing import Dict + +from freqtrade.exchange import Exchange + + +logger = logging.getLogger(__name__) + + +class Huobi(Exchange): + """ + Huobi exchange class. Contains adjustments needed for Freqtrade to work + with this exchange. + """ + + _ft_has: Dict = { + "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "stop-limit"}, + "ohlcv_candle_limit": 1000, + "l2_limit_range": [5, 10, 20], + "l2_limit_range_required": False, + } + + def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool: + """ + Verify stop_loss against stoploss-order value (limit or price) + Returns True if adjustment is necessary. + """ + return order['type'] == 'stop' and stop_loss > float(order['stopPrice']) + + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + + params = self._params.copy() + params.update({ + "stopPrice": stop_price, + "operator": "lte", + }) + return params diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index f4c8ca275..8cec2500e 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -86,6 +86,8 @@ class Kraken(Exchange): """ Creates a stoploss market order. Stoploss market orders is the only stoploss type supported by kraken. + TODO: investigate if this can be combined with generic implementation + (careful, prices are reversed) """ params = self._params.copy() @@ -101,7 +103,7 @@ class Kraken(Exchange): if self._config['dry_run']: dry_order = self.create_dry_run_order( - pair, ordertype, "sell", amount, stop_price) + pair, ordertype, "sell", amount, stop_price, stop_loss=True) return dry_order try: diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py index 2884669a6..e55f49cce 100644 --- a/freqtrade/exchange/kucoin.py +++ b/freqtrade/exchange/kucoin.py @@ -19,8 +19,26 @@ class Kucoin(Exchange): """ _ft_has: Dict = { + "stoploss_on_exchange": True, + "stoploss_order_types": {"limit": "limit", "market": "market"}, "l2_limit_range": [20, 100], "l2_limit_range_required": False, "order_time_in_force": ['gtc', 'fok', 'ioc'], "time_in_force_parameter": "timeInForce", } + + def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool: + """ + Verify stop_loss against stoploss-order value (limit or price) + Returns True if adjustment is necessary. + """ + return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice']) + + def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: + + params = self._params.copy() + params.update({ + 'stopPrice': stop_price, + 'stop': 'loss' + }) + return params diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8e26c4c3a..207bfbc12 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -542,7 +542,6 @@ class FreqtradeBot(LoggingMixin): entry_tag=buy_tag): logger.info(f"User requested abortion of buying {pair}") return False - amount = self.exchange.amount_to_precision(pair, amount) order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy", amount=amount, rate=enter_limit_requested, time_in_force=time_in_force) @@ -900,7 +899,7 @@ class FreqtradeBot(LoggingMixin): return False - def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None: + def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: Dict) -> None: """ Check to see if stoploss on exchange should be updated in case of trailing stoploss on exchange @@ -979,10 +978,10 @@ class FreqtradeBot(LoggingMixin): or (order_obj and self.strategy.ft_check_timed_out( 'sell', trade, order_obj, datetime.now(timezone.utc)) ))): - self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT']) + canceled = self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT']) canceled_count = trade.get_exit_order_count() max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0) - if max_timeouts > 0 and canceled_count >= max_timeouts: + if canceled and max_timeouts > 0 and canceled_count >= max_timeouts: logger.warning(f'Emergencyselling trade {trade}, as the sell order ' f'timed out {max_timeouts} times.') try: @@ -1079,11 +1078,12 @@ class FreqtradeBot(LoggingMixin): reason=reason) return was_trade_fully_canceled - def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str: + def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> bool: """ Sell cancel - cancel order and update trade - :return: Reason for cancel + :return: True if exit order was cancelled, false otherwise """ + cancelled = False # if trade is not partially completed, just cancel the order if order['remaining'] == order['amount'] or order.get('filled') == 0.0: if not self.exchange.check_order_canceled_empty(order): @@ -1094,7 +1094,7 @@ class FreqtradeBot(LoggingMixin): trade.update_order(co) except InvalidOrderException: logger.exception(f"Could not cancel sell order {trade.open_order_id}") - return 'error cancelling order' + return False logger.info('Sell order %s for %s.', reason, trade) else: reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] @@ -1109,9 +1109,11 @@ class FreqtradeBot(LoggingMixin): trade.is_open = True trade.open_order_id = None trade.sell_reason = None + cancelled = True else: # TODO: figure out how to handle partially complete sell orders reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + cancelled = False self.wallets.update() self._notify_exit_cancel( @@ -1119,7 +1121,7 @@ class FreqtradeBot(LoggingMixin): order_type=self.strategy.order_types['sell'], reason=reason ) - return reason + return cancelled def _safe_exit_amount(self, pair: str, amount: float) -> float: """ @@ -1168,8 +1170,8 @@ class FreqtradeBot(LoggingMixin): # if stoploss is on exchange and we are on dry_run mode, # we consider the sell price stop price - if self.config['dry_run'] and sell_type == 'stoploss' \ - and self.strategy.order_types['stoploss_on_exchange']: + if (self.config['dry_run'] and sell_type == 'stoploss' + and self.strategy.order_types['stoploss_on_exchange']): limit = trade.stop_loss # set custom_exit_price if available diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index e674890d3..559c7e94a 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -195,6 +195,7 @@ class Order(_DECL_BASE): return { 'amount': self.amount, 'average': round(self.average, 8) if self.average else 0, + 'safe_price': self.safe_price, 'cost': self.cost if self.cost else 0, 'filled': self.filled, 'ft_order_side': self.ft_order_side, diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index 8b86b8005..757ed8aac 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -8,7 +8,7 @@ from freqtrade.configuration.config_validation import validate_config_consistenc from freqtrade.enums import BacktestState from freqtrade.exceptions import DependencyException from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse -from freqtrade.rpc.api_server.deps import get_config +from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode from freqtrade.rpc.api_server.webserver import ApiServer from freqtrade.rpc.rpc import RPCException @@ -22,7 +22,7 @@ router = APIRouter() @router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) # flake8: noqa: C901 async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks, - config=Depends(get_config)): + config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): """Start backtesting if not done so already""" if ApiServer._bgtask_running: raise RPCException('Bot Background task already running') @@ -121,7 +121,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac @router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_get_backtest(): +def api_get_backtest(ws_mode=Depends(is_webserver_mode)): """ Get backtesting result. Returns Result after backtesting has been ran. @@ -157,7 +157,7 @@ def api_get_backtest(): @router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_delete_backtest(): +def api_delete_backtest(ws_mode=Depends(is_webserver_mode)): """Reset backtesting""" if ApiServer._bgtask_running: return { @@ -183,7 +183,7 @@ def api_delete_backtest(): @router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_backtest_abort(): +def api_backtest_abort(ws_mode=Depends(is_webserver_mode)): if not ApiServer._bgtask_running: return { "status": "not_running", diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py index b428d9c6d..f5e61602e 100644 --- a/freqtrade/rpc/api_server/deps.py +++ b/freqtrade/rpc/api_server/deps.py @@ -2,6 +2,7 @@ from typing import Any, Dict, Iterator, Optional from fastapi import Depends +from freqtrade.enums import RunMode from freqtrade.persistence import Trade from freqtrade.rpc.rpc import RPC, RPCException @@ -38,3 +39,9 @@ def get_exchange(config=Depends(get_config)): ApiServer._exchange = ExchangeResolver.load_exchange( config['exchange']['name'], config) return ApiServer._exchange + + +def is_webserver_mode(config=Depends(get_config)): + if config['runmode'] != RunMode.WEBSERVER: + raise RPCException('Bot is not in the correct state') + return None diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e71b5a9b9..a4310e3a0 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -370,46 +370,50 @@ class Telegram(RPCHandler): else: return "\N{CROSS MARK}" - def _prepare_entry_details(self, filled_orders, base_currency, is_open): + def _prepare_entry_details(self, filled_orders: List, base_currency: str, is_open: bool): """ Prepare details of trade with entry adjustment enabled """ - lines = [] + lines: List[str] = [] + if len(filled_orders) > 0: + first_avg = filled_orders[0]["safe_price"] + for x, order in enumerate(filled_orders): cur_entry_datetime = arrow.get(order["order_filled_date"]) cur_entry_amount = order["amount"] - cur_entry_average = order["average"] + cur_entry_average = order["safe_price"] lines.append(" ") if x == 0: - lines.append("*Entry #{}:*".format(x+1)) - lines.append("*Entry Amount:* {} ({:.8f} {})" - .format(cur_entry_amount, order["cost"], base_currency)) - lines.append("*Average Entry Price:* {}".format(cur_entry_average)) + lines.append(f"*Entry #{x+1}:*") + lines.append( + f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})") + lines.append(f"*Average Entry Price:* {cur_entry_average}") else: sumA = 0 sumB = 0 for y in range(x): - sumA += (filled_orders[y]["amount"] * filled_orders[y]["average"]) + sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"]) sumB += filled_orders[y]["amount"] - prev_avg_price = sumA/sumB - price_to_1st_entry = ((cur_entry_average - filled_orders[0]["average"]) - / filled_orders[0]["average"]) - minus_on_entry = (cur_entry_average - prev_avg_price)/prev_avg_price + prev_avg_price = sumA / sumB + price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg) + minus_on_entry = 0 + if prev_avg_price: + minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price + dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"]) days = dur_entry.days hours, remainder = divmod(dur_entry.seconds, 3600) minutes, seconds = divmod(remainder, 60) - lines.append("*Entry #{}:* at {:.2%} avg profit".format(x+1, minus_on_entry)) + lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit") if is_open: lines.append("({})".format(cur_entry_datetime .humanize(granularity=["day", "hour", "minute"]))) - lines.append("*Entry Amount:* {} ({:.8f} {})" - .format(cur_entry_amount, order["cost"], base_currency)) - lines.append("*Average Entry Price:* {} ({:.2%} from 1st entry rate)" - .format(cur_entry_average, price_to_1st_entry)) - lines.append("*Order filled at:* {}".format(order["order_filled_date"])) - lines.append("({}d {}h {}m {}s from previous entry)" - .format(days, hours, minutes, seconds)) + lines.append( + f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {base_currency})") + lines.append(f"*Average Entry Price:* {cur_entry_average} " + f"({price_to_1st_entry:.2%} from 1st entry rate)") + lines.append(f"*Order filled at:* {order['order_filled_date']}") + lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)") return lines @authorized_only diff --git a/freqtrade/templates/subtemplates/exchange_huobi.j2 b/freqtrade/templates/subtemplates/exchange_huobi.j2 new file mode 100644 index 000000000..3cb521785 --- /dev/null +++ b/freqtrade/templates/subtemplates/exchange_huobi.j2 @@ -0,0 +1,12 @@ +"exchange": { + "name": "{{ exchange_name | lower }}", + "key": "{{ exchange_key }}", + "secret": "{{ exchange_secret }}", + "ccxt_config": {}, + "ccxt_async_config": {}, + "pair_whitelist": [ + ], + "pair_blacklist": [ + "HT/.*" + ] +} diff --git a/requirements-dev.txt b/requirements-dev.txt index c52032a60..9fc8a18ad 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -22,7 +22,7 @@ nbconvert==6.4.2 # mypy types types-cachetools==4.2.9 types-filelock==3.2.5 -types-requests==2.27.10 +types-requests==2.27.11 types-tabulate==0.8.5 # Extensions to datetime library diff --git a/requirements.txt b/requirements.txt index c50f14666..c524eb49d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,7 +2,7 @@ numpy==1.22.2 pandas==1.4.1 pandas-ta==0.3.14b -ccxt==1.73.70 +ccxt==1.74.43 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.1 aiohttp==3.8.1 @@ -31,7 +31,7 @@ python-rapidjson==1.6 sdnotify==0.3.2 # API Server -fastapi==0.74.0 +fastapi==0.74.1 uvicorn==0.17.5 pyjwt==2.3.0 aiofiles==0.8.0 diff --git a/setup.py b/setup.py index b46396385..ec41228c1 100644 --- a/setup.py +++ b/setup.py @@ -42,7 +42,7 @@ setup( ], install_requires=[ # from requirements.txt - 'ccxt>=1.66.32', + 'ccxt>=1.74.17', 'SQLAlchemy', 'python-telegram-bot>=13.4', 'arrow>=0.17.0', diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index 09523bd59..877d53fe7 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -59,6 +59,12 @@ EXCHANGES = { 'hasQuoteVolume': True, 'timeframe': '5m', }, + 'huobi': { + 'pair': 'BTC/USDT', + 'stake_currency': 'USDT', + 'hasQuoteVolume': True, + 'timeframe': '5m', + }, 'bitvavo': { 'pair': 'BTC/EUR', 'stake_currency': 'EUR', @@ -140,7 +146,10 @@ class TestCCXTExchange(): else: next_limit = exchange.get_next_limit_in_list( val, l2_limit_range, l2_limit_range_required) - if next_limit is None or next_limit > 200: + if next_limit is None: + assert len(l2['asks']) > 100 + assert len(l2['asks']) > 100 + elif next_limit > 200: # Large orderbook sizes can be a problem for some exchanges (bitrex ...) assert len(l2['asks']) > 200 assert len(l2['asks']) > 200 diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 33f34ba3c..527e8050b 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -166,7 +166,7 @@ def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - exchange = ExchangeResolver.load_exchange('huobi', default_conf) + exchange = ExchangeResolver.load_exchange('zaif', default_conf) assert isinstance(exchange, Exchange) assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) caplog.clear() diff --git a/tests/exchange/test_huobi.py b/tests/exchange/test_huobi.py new file mode 100644 index 000000000..b39b5ab30 --- /dev/null +++ b/tests/exchange/test_huobi.py @@ -0,0 +1,109 @@ +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException +from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers + + +@pytest.mark.parametrize('limitratio,expected', [ + (None, 220 * 0.99), + (0.99, 220 * 0.99), + (0.98, 220 * 0.98), +]) +def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected): + api_mock = MagicMock() + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + order_type = 'stop-limit' + + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss_on_exchange_limit_ratio': 1.05}) + + api_mock.create_order.reset_mock() + order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio} + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == order_type + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + # Price should be 1% below stopprice + assert api_mock.create_order.call_args_list[0][1]['price'] == expected + assert api_mock.create_order.call_args_list[0][1]['params'] == {"stopPrice": 220, + "operator": "lte", + } + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + with pytest.raises(InvalidOrderException): + api_mock.create_order = MagicMock( + side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + +def test_stoploss_order_dry_run_huobi(default_conf, mocker): + api_mock = MagicMock() + order_type = 'stop-limit' + default_conf['dry_run'] = True + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss_on_exchange_limit_ratio': 1.05}) + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + assert 'id' in order + assert 'info' in order + assert 'type' in order + + assert order['type'] == order_type + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_huobi(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='huobi') + order = { + 'type': 'stop', + 'price': 1500, + 'stopPrice': '1500', + } + assert exchange.stoploss_adjust(1501, order) + assert not exchange.stoploss_adjust(1499, order) + # Test with invalid order case + order['type'] = 'stop_loss' + assert not exchange.stoploss_adjust(1501, order) diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py new file mode 100644 index 000000000..87f9ae8d9 --- /dev/null +++ b/tests/exchange/test_kucoin.py @@ -0,0 +1,120 @@ +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException +from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers + + +@pytest.mark.parametrize('order_type', ['market', 'limit']) +@pytest.mark.parametrize('limitratio,expected', [ + (None, 220 * 0.99), + (0.99, 220 * 0.99), + (0.98, 220 * 0.98), +]) +def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order_type): + api_mock = MagicMock() + order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) + + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + if order_type == 'limit': + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={ + 'stoploss': order_type, + 'stoploss_on_exchange_limit_ratio': 1.05}) + + api_mock.create_order.reset_mock() + order_types = {'stoploss': order_type} + if limitratio is not None: + order_types.update({'stoploss_on_exchange_limit_ratio': limitratio}) + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' + assert api_mock.create_order.call_args_list[0][1]['type'] == order_type + assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' + assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 + # Price should be 1% below stopprice + if order_type == 'limit': + assert api_mock.create_order.call_args_list[0][1]['price'] == expected + else: + assert api_mock.create_order.call_args_list[0][1]['price'] is None + + assert api_mock.create_order.call_args_list[0][1]['params'] == { + 'stopPrice': 220, + 'stop': 'loss' + } + + # test exception handling + with pytest.raises(DependencyException): + api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + with pytest.raises(InvalidOrderException): + api_mock.create_order = MagicMock( + side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + +def test_stoploss_order_dry_run_kucoin(default_conf, mocker): + api_mock = MagicMock() + order_type = 'market' + default_conf['dry_run'] = True + mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss': 'limit', + 'stoploss_on_exchange_limit_ratio': 1.05}) + + api_mock.create_order.reset_mock() + + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + assert 'id' in order + assert 'info' in order + assert 'type' in order + + assert order['type'] == order_type + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_kucoin(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='kucoin') + order = { + 'type': 'limit', + 'price': 1500, + 'stopPrice': 1500, + 'info': {'stopPrice': 1500, 'stop': "limit"}, + } + assert exchange.stoploss_adjust(1501, order) + assert not exchange.stoploss_adjust(1499, order) + # Test with invalid order case + order['info']['stop'] = None + assert not exchange.stoploss_adjust(1501, order) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index e7b09ab74..7d0704d2f 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -79,7 +79,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': 1.099e-05, 'amount': 91.07468123, - 'amount_requested': 91.07468123, + 'amount_requested': 91.07468124, 'stake_amount': 0.001, 'trade_duration': None, 'trade_duration_s': None, @@ -110,7 +110,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_order': None, 'exchange': 'binance', 'filled_entry_orders': [{ - 'amount': 91.07468123, 'average': 1.098e-05, + 'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05, 'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy', 'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY, 'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05, @@ -154,7 +154,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_rate': None, 'current_rate': ANY, 'amount': 91.07468123, - 'amount_requested': 91.07468123, + 'amount_requested': 91.07468124, 'trade_duration': ANY, 'trade_duration_s': ANY, 'stake_amount': 0.001, @@ -185,7 +185,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_order': None, 'exchange': 'binance', 'filled_entry_orders': [{ - 'amount': 91.07468123, 'average': 1.098e-05, + 'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05, 'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy', 'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY, 'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05, diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 544321860..de7dca47b 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -1350,6 +1350,11 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir): ftbot, client = botclient mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + rc = client_get(client, f"{BASE_URI}/backtest") + # Backtest prevented in default mode + assert_response(rc, 502) + + ftbot.config['runmode'] = RunMode.WEBSERVER # Backtesting not started yet rc = client_get(client, f"{BASE_URI}/backtest") assert_response(rc) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 5894b9a0f..ccf61f91b 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -236,6 +236,8 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: create_mock_trades(fee) trades = Trade.get_open_trades() trade = trades[0] + # Average may be empty on some exchanges + trade.orders[0].average = 0 trade.orders.append(Order( order_id='5412vbb', ft_order_side='buy', @@ -246,7 +248,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: order_type="market", side="buy", price=trade.open_rate * 0.95, - average=trade.open_rate * 0.95, + average=0, filled=trade.amount, remaining=0, cost=trade.amount, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 997ec5159..7ed1a68f8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -6,7 +6,7 @@ import time from copy import deepcopy from math import isclose from typing import List -from unittest.mock import ANY, MagicMock, PropertyMock +from unittest.mock import ANY, MagicMock, PropertyMock, patch import arrow import pytest @@ -727,7 +727,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, call_args = buy_mm.call_args_list[0][1] assert call_args['pair'] == pair assert call_args['rate'] == bid - assert call_args['amount'] == round(stake_amount / bid, 8) + assert call_args['amount'] == stake_amount / bid buy_rate_mock.reset_mock() # Should create an open trade with an open order id @@ -748,7 +748,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, call_args = buy_mm.call_args_list[1][1] assert call_args['pair'] == pair assert call_args['rate'] == fix_price - assert call_args['amount'] == round(stake_amount / fix_price, 8) + assert call_args['amount'] == stake_amount / fix_price # In case of closed order limit_buy_order_usdt['status'] = 'closed' @@ -1266,7 +1266,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=27.39726027, + amount=pytest.approx(27.39726027), pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95 @@ -1458,7 +1458,7 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=31.57894736, + amount=pytest.approx(31.57894736), pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 @@ -1583,7 +1583,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, assert trade.stop_loss == 4.4 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with( - amount=11.41438356, + amount=pytest.approx(11.41438356), pair='NEO/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.99 @@ -2220,9 +2220,14 @@ def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, l et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit') caplog.clear() - # 2nd canceled trade ... open_trade.open_order_id = limit_sell_order_old['id'] + + # If cancelling fails - no emergency sell! + with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False): + freqtrade.check_handle_timedout() + assert et_mock.call_count == 0 + freqtrade.check_handle_timedout() assert log_has_re('Emergencyselling trade.*', caplog) assert et_mock.call_count == 1 @@ -2563,19 +2568,23 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 - assert trade.close_rate == None + assert trade.close_rate is None assert trade.sell_reason is None send_msg_mock.reset_mock() order['amount'] = 2 - assert freqtrade.handle_cancel_exit(trade, order, reason - ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + assert not freqtrade.handle_cancel_exit(trade, order, reason) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 - assert freqtrade.handle_cancel_exit(trade, order, reason - ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + assert (send_msg_mock.call_args_list[0][0][0]['reason'] + == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']) + + assert not freqtrade.handle_cancel_exit(trade, order, reason) + + send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + # Message should not be iterated again assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] assert send_msg_mock.call_count == 1 @@ -2594,7 +2603,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: order = {'remaining': 1, 'amount': 1, 'status': "open"} - assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' + assert not freqtrade.handle_cancel_exit(trade, order, reason) def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker