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

Merge pull request #4992 from freqtrade/buy_partial_fill

Browse Source 
Don't cancel low partial filled buy
This commit is contained in:
Matthias 2021-05-22 09:17:04 +01:00 committed by GitHub
commit df0928c8b5
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 22 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/freqtradebot.py
View File

@ -1045,6 +1045,16 @@ class FreqtradeBot(LoggingMixin):
# Cancelled orders may have the status of 'canceled' or 'closed'
if order['status'] not in ('cancelled', 'canceled', 'closed'):
filled_val = order.get('filled', 0.0) or 0.0
filled_stake = filled_val * trade.open_rate
minstake = self.exchange.get_min_pair_stake_amount(
trade.pair, trade.open_rate, self.strategy.stoploss)
if filled_val > 0 and filled_stake < minstake:
logger.warning(
f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
f"as the filled amount of {filled_val} would result in an unsellable trade.")
return False
corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
trade.amount)
# Avoid race condition where the order could not be cancelled coz its already filled.

14
tests/test_freqtradebot.py
View File

@ -2431,13 +2431,22 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
freqtrade._notify_buy_cancel = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
trade.pair = 'LTC/USDT'
trade.open_rate = 200
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
caplog.clear()
limit_buy_order['filled'] = 0.01
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
caplog.clear()
cancel_order_mock.reset_mock()
limit_buy_order['filled'] = 2
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
@ -2492,7 +2501,8 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
freqtrade._notify_buy_cancel = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
trade.pair = 'LTC/USDT'
trade.open_rate = 200
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']