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Implement price_to_precision logic for stoploss

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Matthias
2023-03-26 10:37:18 +02:00
parent 02078456fc
commit d0d0cbe1d1
6 changed files with 43 additions and 34 deletions
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31
freqtrade/exchange/exchange.py
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@@ -19,9 +19,9 @@ from ccxt import TICK_SIZE
from dateutil import parser
from pandas import DataFrame, concat
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, DEFAULT_PRICE_ROUND_MODE,
NON_OPEN_EXCHANGE_STATES, BidAsk, BuySell, Config, EntryExit,
ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe)
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
BuySell, Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
OBLiteral, PairWithTimeframe)
from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.enums.pricetype import PriceType
@@ -30,13 +30,14 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
RetryableOrderError, TemporaryError)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
retrier_async)
from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
amount_to_contracts, amount_to_precision,
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, market_is_active,
price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.exchange.exchange_utils import (ROUND, ROUND_DOWN, ROUND_UP, CcxtModuleType,
amount_to_contract_precision, amount_to_contracts,
amount_to_precision, contracts_to_amount,
date_minus_candles, is_exchange_known_ccxt,
market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds)
from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
safe_value_fallback2)
@@ -730,11 +731,11 @@ class Exchange:
"""
return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
def price_to_precision(self, pair: str, price: float, rounding_mode: int) -> float:
def price_to_precision(self, pair: str, price: float, rounding_mode: int = ROUND) -> float:
"""
Returns the price rounded to the precision the Exchange accepts.
The default price_rounding_mode in conf is ROUND.
Must use ROUND_UP / ROUND_DOWN for stoploss calculations.
For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
"""
return price_to_precision(price, self.get_precision_price(pair),
self.precisionMode, rounding_mode)
@@ -1177,12 +1178,12 @@ class Exchange:
user_order_type = order_types.get('stoploss', 'market')
ordertype, user_order_type = self._get_stop_order_type(user_order_type)
stop_price_norm = self.price_to_precision(pair, stop_price)
round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
stop_price_norm = self.price_to_precision(pair, stop_price, round_mode)
limit_rate = None
if user_order_type == 'limit':
limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
limit_rate = self.price_to_precision(pair, limit_rate)
limit_rate = self.price_to_precision(pair, limit_rate, round_mode)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(