adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Unfilled order timeouts - now using timestamps from exchange

Browse Source
This commit is contained in:
Stephen Dade
2018-01-05 01:39:01 +11:00
parent c60ef181dc
commit d4fcc38a57
3 changed files with 136 additions and 153 deletions
Download Patch File Download Diff File Expand all files Collapse all files

83
freqtrade/main.py
View File

@@ -5,7 +5,8 @@ import logging
import sys
import time
import traceback
from datetime import datetime, timedelta
import arrow
from datetime import datetime
from typing import Dict, Optional, List
import requests
@@ -98,9 +99,9 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
# Check if we can sell our current pair
state_changed = handle_trade(trade) or state_changed
if 'unfilledtimeout' in _CONF and trade.open_order_id:
# Check and handle any timed out trades
check_handle_timedout(trade)
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
@@ -119,48 +120,46 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
return state_changed
def check_handle_timedout(trade: Trade) -> bool:
def check_handle_timedout(timeoutvalue: int) -> None:
"""
Check if a trade is timed out and cancel if neccessary
:param trade: Trade instance
:return: True if the trade is timed out, false otherwise
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
timeoutthreashold = datetime.utcnow() - timedelta(minutes=_CONF['unfilledtimeout'])
order = exchange.get_order(trade.open_order_id)
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
if trade.open_date < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
return True
elif trade.close_date is not None and trade.close_date < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
order = exchange.get_order(trade.open_order_id)
if order['type'] == "LIMIT_BUY" and order['opened'] < timeoutthreashold:
# Buy timeout - cancel order
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
return False
else:
return False
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
else:
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
elif order['type'] == "LIMIT_SELL" and order['opened'] < timeoutthreashold:
# Sell timeout - cancel order and update trade
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
logger.info('Sell order timeout for %s.', trade)
return True
else:
# TODO: figure out how to handle partially complete sell orders
pass
def execute_sell(trade: Trade, limit: float) -> None: