move exchange-specific order-parsing to exchange class

Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".

freqtrade/exchange/binance.py

@@ -32,6 +32,13 @@ class Binance(Exchange):
 
         return super().get_order_book(pair, limit)
 
+    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_loss_limit' and stop_loss > float(order['info']['stopPrice'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.

freqtrade/exchange/exchange.py

@@ -282,8 +282,8 @@ class Exchange:
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
-                    f"{stake_currency} is not available as stake on {self.name}. "
+                f"{stake_currency} is not available as stake on {self.name}. "
-                    f"Available currencies are: {', '.join(quote_currencies)}")
+                f"Available currencies are: {', '.join(quote_currencies)}")
 
     def validate_pairs(self, pairs: List[str]) -> None:
         """
@@ -460,7 +460,7 @@ class Exchange:
                 "status": "closed",
                 "filled": closed_order["amount"],
                 "remaining": 0
-                })
+            })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
         self._dry_run_open_orders[closed_order["id"]] = closed_order
@@ -519,6 +519,13 @@ class Exchange:
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
+    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.
+        """
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss order.

freqtrade/exchange/kraken.py

@@ -51,6 +51,13 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    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-loss' and stop_loss > float(order['price'])
+
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.

freqtrade/freqtradebot.py

@@ -718,8 +718,7 @@ class FreqtradeBot:
         :param order: Current on exchange stoploss order
         :return: None
         """
-
+        if self.exchange.stoploss_adjust(trade.stop_loss, order):
-        if trade.stop_loss > float(order['info']['stopPrice']):
             # we check if the update is neccesary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:

tests/exchange/test_binance.py

@@ -92,3 +92,17 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     assert order['type'] == order_type
     assert order['price'] == 220
     assert order['amount'] == 1
+
+
+def test_stoploss_adjust_binance(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    order = {
+        'type': 'stop_loss_limit',
+        'price': 1500,
+        'info': {'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)

tests/exchange/test_exchange.py

@@ -1763,6 +1763,9 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
 
+    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
+        exchange.stoploss_adjust(1, {})
+
 
 def test_merge_ft_has_dict(default_conf, mocker):
     mocker.patch.multiple('freqtrade.exchange.Exchange',

tests/exchange/test_kraken.py

@@ -236,3 +236,16 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     assert order['type'] == order_type
     assert order['price'] == 220
     assert order['amount'] == 1
+
+
+def test_stoploss_adjust_kraken(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='kraken')
+    order = {
+        'type': 'stop-loss',
+        'price': 1500,
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case ...
+    order['type'] = 'stop_loss_limit'
+    assert not exchange.stoploss_adjust(1501, order)