From d3fb2e4516e245ac8feff0b959470449e58f0eaa Mon Sep 17 00:00:00 2001 From: Matthias Voppichler Date: Wed, 25 Apr 2018 20:16:36 +0200 Subject: [PATCH] Add open_rate_requested and close_rate_requested for slippage detection --- freqtrade/freqtradebot.py | 2 ++ freqtrade/persistence.py | 2 ++ 2 files changed, 4 insertions(+) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0a332b952..56ace2ae2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -330,6 +330,7 @@ class FreqtradeBot(object): fee_open=fee, fee_close=fee, open_rate=buy_limit, + open_rate_requested=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_id(), open_order_id=order_id @@ -538,6 +539,7 @@ class FreqtradeBot(object): # Execute sell and update trade record order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id'] trade.open_order_id = order_id + trade.close_rate_requested = limit fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2) profit_trade = trade.calc_profit(rate=limit) diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ed81ad2ec..1da551c7d 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -88,7 +88,9 @@ class Trade(_DECL_BASE): fee_open = Column(Float, nullable=False, default=0.0) fee_close = Column(Float, nullable=False, default=0.0) open_rate = Column(Float) + open_rate_requested = Column(Float) close_rate = Column(Float) + close_rate_requested = Column(Float) close_profit = Column(Float) stake_amount = Column(Float, nullable=False) amount = Column(Float)