Merge pull request #2206 from freqtrade/sloe_handling

Improve stoploss on exchange handling

freqtrade/tests/exchange/test_binance.py

@@ -4,7 +4,8 @@ from unittest.mock import MagicMock
 import ccxt
 import pytest
 
-from freqtrade import DependencyException, OperationalException, TemporaryError
+from freqtrade import (DependencyException, InvalidOrderException,
+                       OperationalException, TemporaryError)
 from freqtrade.tests.conftest import get_patched_exchange
 
 
@@ -49,8 +50,9 @@ def test_stoploss_limit_order(default_conf, mocker):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
-    with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+    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_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 

freqtrade/tests/test_freqtradebot.py

@@ -1152,7 +1152,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         side_effect=DependencyException()
     )
     freqtrade.handle_stoploss_on_exchange(trade)
-    assert log_has('Unable to place a stoploss order on exchange: ', caplog)
+    assert log_has('Unable to place a stoploss order on exchange.', caplog)
     assert trade.stoploss_order_id is None
 
     # Fifth case: get_order returns InvalidOrder
@@ -1200,6 +1200,50 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert trade.is_open is True
 
 
+def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
+                                             markets, limit_buy_order, limit_sell_order):
+    rpc_mock = patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        sell=sell_mock,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets),
+        get_order=MagicMock(return_value={'status': 'canceled'}),
+        stoploss_limit=MagicMock(side_effect=InvalidOrderException()),
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+
+    freqtrade.create_trades()
+    trade = Trade.query.first()
+    caplog.clear()
+    freqtrade.create_stoploss_order(trade, 200, 199)
+    assert trade.stoploss_order_id is None
+    assert trade.sell_reason == SellType.EMERGENCY_SELL.value
+    assert log_has("Unable to place a stoploss order on exchange. ", caplog)
+    assert log_has("Selling the trade forcefully", caplog)
+
+    # Should call a market sell
+    assert sell_mock.call_count == 1
+    assert sell_mock.call_args[1]['ordertype'] == 'market'
+    assert sell_mock.call_args[1]['pair'] == trade.pair
+    assert sell_mock.call_args[1]['amount'] == trade.amount
+
+    # Rpc is sending first buy, then sell
+    assert rpc_mock.call_count == 2
+    assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
+    assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
+
+
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
                                               markets, limit_buy_order, limit_sell_order) -> None:
     # When trailing stoploss is set