Merge branch 'freqtrade:develop' into strategy_utils

docs/bot-basics.md

@@ -12,6 +12,9 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
 * **Limit order**: Limit orders which execute at the defined limit price or better.
 * **Market order**: Guaranteed to fill, may move price depending on the order size.
+* **Current Profit**: Currently pending (unrealized) profit for this trade. This is mainly used throughout the bot and UI.
+* **Realized Profit**: Already realized profit. Only relevant in combination with [partial exits](strategy-callbacks.md#adjust-trade-position) - which also explains the calculation logic for this.
+* **Total Profit**: Combined realized and unrealized profit. The relative number (%) is calculated against the total investment in this trade.
 
 ## Fee handling
 

freqtrade/enums/rpcmessagetype.py

@@ -4,6 +4,7 @@ from enum import Enum
 class RPCMessageType(str, Enum):
     STATUS = 'status'
     WARNING = 'warning'
+    EXCEPTION = 'exception'
     STARTUP = 'startup'
 
     ENTRY = 'entry'

freqtrade/freqtradebot.py

@@ -133,13 +133,13 @@ class FreqtradeBot(LoggingMixin):
         # Initialize protections AFTER bot start - otherwise parameters are not loaded.
         self.protections = ProtectionManager(self.config, self.strategy.protections)
 
-    def notify_status(self, msg: str) -> None:
+    def notify_status(self, msg: str, msg_type=RPCMessageType.STATUS) -> None:
         """
         Public method for users of this class (worker, etc.) to send notifications
         via RPC about changes in the bot status.
         """
         self.rpc.send_msg({
-            'type': RPCMessageType.STATUS,
+            'type': msg_type,
             'status': msg
         })
 
@@ -1460,34 +1460,32 @@ class FreqtradeBot(LoggingMixin):
                     return False
 
             try:
-                co = self.exchange.cancel_order_with_result(order['id'], trade.pair,
+                order = self.exchange.cancel_order_with_result(order['id'], trade.pair,
                                                                trade.amount)
             except InvalidOrderException:
                 logger.exception(
                     f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
                 return False
-            trade.close_rate = None
-            trade.close_rate_requested = None
-            trade.close_profit = None
-            trade.close_profit_abs = None
+
             # Set exit_reason for fill message
             exit_reason_prev = trade.exit_reason
             trade.exit_reason = trade.exit_reason + f", {reason}" if trade.exit_reason else reason
-            self.update_trade_state(trade, trade.open_order_id, co)
             # Order might be filled above in odd timing issues.
-            if co.get('status') in ('canceled', 'cancelled'):
+            if order.get('status') in ('canceled', 'cancelled'):
                 trade.exit_reason = None
-                trade.open_order_id = None
             else:
                 trade.exit_reason = exit_reason_prev
-
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
             cancelled = True
         else:
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
+            trade.exit_reason = None
+
         self.update_trade_state(trade, trade.open_order_id, order)
+
+        logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
         trade.open_order_id = None
+        trade.close_rate = None
+        trade.close_rate_requested = None
 
         self._notify_exit_cancel(
             trade,

freqtrade/misc.py

@@ -6,8 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Mapping, Optional, Union
-from typing.io import IO
+from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
 from urllib.parse import urlparse
 
 import orjson
@@ -103,7 +102,7 @@ def file_dump_joblib(filename: Path, data: Any, log: bool = True) -> None:
     logger.debug(f'done joblib dump to "{filename}"')
 
 
-def json_load(datafile: IO) -> Any:
+def json_load(datafile: Union[gzip.GzipFile, TextIO]) -> Any:
     """
     load data with rapidjson
     Use this to have a consistent experience,

freqtrade/rpc/telegram.py

@@ -414,6 +414,9 @@ class Telegram(RPCHandler):
 
         elif msg_type == RPCMessageType.WARNING:
             message = f"\N{WARNING SIGN} *Warning:* `{msg['status']}`"
+        elif msg_type == RPCMessageType.EXCEPTION:
+            # Errors will contain exceptions, which are wrapped in tripple ticks.
+            message = f"\N{WARNING SIGN} *ERROR:* \n {msg['status']}"
 
         elif msg_type == RPCMessageType.STARTUP:
             message = f"{msg['status']}"

freqtrade/rpc/webhook.py

@@ -58,6 +58,7 @@ class Webhook(RPCHandler):
             valuedict = whconfig.get('webhookexitcancel')
         elif msg['type'] in (RPCMessageType.STATUS,
                              RPCMessageType.STARTUP,
+                             RPCMessageType.EXCEPTION,
                              RPCMessageType.WARNING):
             valuedict = whconfig.get('webhookstatus')
         elif msg['type'].value in whconfig:

freqtrade/worker.py

@@ -12,7 +12,7 @@ import sdnotify
 from freqtrade import __version__
 from freqtrade.configuration import Configuration
 from freqtrade.constants import PROCESS_THROTTLE_SECS, RETRY_TIMEOUT, Config
-from freqtrade.enums import State
+from freqtrade.enums import RPCMessageType, State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.exchange import timeframe_to_next_date
 from freqtrade.freqtradebot import FreqtradeBot
@@ -185,7 +185,10 @@ class Worker:
             tb = traceback.format_exc()
             hint = 'Issue `/start` if you think it is safe to restart.'
 
-            self.freqtrade.notify_status(f'OperationalException:\n```\n{tb}```{hint}')
+            self.freqtrade.notify_status(
+                f'*OperationalException:*\n```\n{tb}```\n {hint}',
+                msg_type=RPCMessageType.EXCEPTION
+            )
 
             logger.exception('OperationalException. Stopping trader ...')
             self.freqtrade.state = State.STOPPED

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.9.4
+ccxt==2.9.12
 cryptography==39.0.2
 aiohttp==3.8.4
 SQLAlchemy==2.0.5.post1