Update ftx stoploss logic to properly detect correct trades

closes #5045
This commit is contained in:
Matthias 2021-06-13 11:06:34 +02:00
parent a05e38dbd3
commit d35b2e3b8f
3 changed files with 33 additions and 6 deletions

View File

@ -100,6 +100,17 @@ class Ftx(Exchange):
order = [order for order in orders if order['id'] == order_id] order = [order for order in orders if order['id'] == order_id]
if len(order) == 1: if len(order) == 1:
if order[0].get('status') == 'closed':
# Trigger order was triggered ...
real_order_id = order[0].get('info', {}).get('orderId')
order1 = self._api.fetch_order(real_order_id, pair)
# Fake type to stop - as this was really a stop order.
order1['id_stop'] = order1['id']
order1['id'] = order_id
order1['type'] = 'stop'
order1['status_stop'] = 'triggered'
return order1
return order[0] return order[0]
else: else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}") raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
@ -134,5 +145,5 @@ class Ftx(Exchange):
def get_order_id_conditional(self, order: Dict[str, Any]) -> str: def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
if order['type'] == 'stop': if order['type'] == 'stop':
return safe_value_fallback2(order['info'], order, 'orderId', 'id') return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id'] return order['id']

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@ -816,8 +816,13 @@ class FreqtradeBot(LoggingMixin):
logger.warning('Stoploss order was cancelled, but unable to recreate one.') logger.warning('Stoploss order was cancelled, but unable to recreate one.')
# Finally we check if stoploss on exchange should be moved up because of trailing. # Finally we check if stoploss on exchange should be moved up because of trailing.
if stoploss_order and (self.config.get('trailing_stop', False) # Triggered Orders are now real orders - so don't replace stoploss anymore
or self.config.get('use_custom_stoploss', False)): if (
stoploss_order
and stoploss_order.get('status_stop') != 'triggered'
and (self.config.get('trailing_stop', False)
or self.config.get('use_custom_stoploss', False))
):
# if trailing stoploss is enabled we check if stoploss value has changed # if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new # in which case we cancel stoploss order and put another one with new
# value immediately # value immediately

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@ -125,7 +125,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
assert not exchange.stoploss_adjust(1501, order) assert not exchange.stoploss_adjust(1501, order)
def test_fetch_stoploss_order(default_conf, mocker): def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
default_conf['dry_run'] = True default_conf['dry_run'] = True
order = MagicMock() order = MagicMock()
order.myid = 123 order.myid = 123
@ -147,6 +147,17 @@ def test_fetch_stoploss_order(default_conf, mocker):
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}])
api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp
assert api_mock.fetch_order.call_count == 1
assert resp['id_stop'] == 'mocked_limit_sell'
assert resp['id'] == 'X'
assert resp['type'] == 'stop'
assert resp['status_stop'] == 'triggered'
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
@ -165,8 +176,8 @@ def test_get_order_id(mocker, default_conf):
'type': STOPLOSS_ORDERTYPE, 'type': STOPLOSS_ORDERTYPE,
'price': 1500, 'price': 1500,
'id': '1111', 'id': '1111',
'id_stop': '1234',
'info': { 'info': {
'orderId': '1234'
} }
} }
assert exchange.get_order_id_conditional(order) == '1234' assert exchange.get_order_id_conditional(order) == '1234'
@ -175,8 +186,8 @@ def test_get_order_id(mocker, default_conf):
'type': 'limit', 'type': 'limit',
'price': 1500, 'price': 1500,
'id': '1111', 'id': '1111',
'id_stop': '1234',
'info': { 'info': {
'orderId': '1234'
} }
} }
assert exchange.get_order_id_conditional(order) == '1111' assert exchange.get_order_id_conditional(order) == '1111'