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Merge pull request #3112 from freqtrade/trade_state_updates

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Trade state updates
This commit is contained in:
hroff-1902
2020-04-16 12:05:19 +03:00
committed by GitHub
parent b07d61f3d9 cfe1e4876a
commit df79011aba
8 changed files with 85 additions and 50 deletions
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freqtrade/exchange/exchange.py
+8
View File
@@ -913,6 +913,14 @@ class Exchange:
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))
def check_order_canceled_empty(self, order: Dict) -> bool:
"""
Verify if an order has been cancelled without being partially filled
:param order: Order dict as returned from get_order()
:return: True if order has been cancelled without being filled, False otherwise.
"""
return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@retrier
def cancel_order(self, order_id: str, pair: str) -> None:
if self._config['dry_run']:
freqtrade/freqtradebot.py
+37 -39
View File
@@ -143,6 +143,10 @@ class FreqtradeBot:
self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist),
self.strategy.informative_pairs())
with self._sell_lock:
# Check and handle any timed out open orders
self.check_handle_timedout()
# Protect from collisions with forcesell.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
# while selling is in process, since telegram messages arrive in an different thread.
@@ -154,8 +158,6 @@ class FreqtradeBot:
if self.get_free_open_trades():
self.enter_positions()
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]:
@@ -600,7 +602,6 @@ class FreqtradeBot:
trades_closed = 0
for trade in trades:
try:
self.update_trade_state(trade)
if (self.strategy.order_types.get('stoploss_on_exchange') and
self.handle_stoploss_on_exchange(trade)):
@@ -860,30 +861,26 @@ class FreqtradeBot:
continue
order = self.exchange.get_order(trade.open_order_id, trade.pair)
except (RequestException, DependencyException, InvalidOrderException):
logger.info(
'Cannot query order for %s due to %s',
trade,
traceback.format_exc())
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
# Check if trade is still actually open
if float(order.get('remaining', 0.0)) == 0.0:
self.wallets.update()
continue
trade_state_update = self.update_trade_state(trade, order)
if ((order['side'] == 'buy' and order['status'] == 'canceled')
or (self._check_timed_out('buy', order))):
if (order['side'] == 'buy' and (
trade_state_update
or self._check_timed_out('buy', order))):
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
order_type = self.strategy.order_types['buy']
self._notify_buy_cancel(trade, order_type)
elif ((order['side'] == 'sell' and order['status'] == 'canceled')
or (self._check_timed_out('sell', order))):
self.handle_timedout_limit_sell(trade, order)
elif (order['side'] == 'sell' and (
trade_state_update
or self._check_timed_out('sell', order))):
reason = self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
order_type = self.strategy.order_types['sell']
self._notify_sell_cancel(trade, order_type)
self._notify_sell_cancel(trade, order_type, reason)
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""
@@ -916,17 +913,7 @@ class FreqtradeBot:
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
trade.stake_amount = trade.amount * trade.open_rate
# verify if fees were taken from amount to avoid problems during selling
try:
new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
trade.amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
trade.amount = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price()
except DependencyException as e:
logger.warning("Could not update trade amount: %s", e)
self.update_trade_state(trade, corder if 'fee' in corder else order, trade.amount)
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
@@ -936,14 +923,14 @@ class FreqtradeBot:
})
return False
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> str:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
:return: Reason for cancel
"""
# if trade is not partially completed, just cancel the trade
if order['remaining'] == order['amount']:
if order["status"] != "canceled":
if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
if not self.exchange.check_order_canceled_empty(order):
reason = "cancelled due to timeout"
# if trade is not partially completed, just delete the trade
self.exchange.cancel_order(trade.open_order_id, trade.pair)
@@ -953,16 +940,17 @@ class FreqtradeBot:
logger.info('Sell order %s for %s.', reason, trade)
trade.close_rate = None
trade.close_rate_requested = None
trade.close_profit = None
trade.close_profit_abs = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
return True
return reason
# TODO: figure out how to handle partially complete sell orders
return False
return 'partially filled - keeping order open'
def _safe_sell_amount(self, pair: str, amount: float) -> float:
"""
@@ -1081,7 +1069,7 @@ class FreqtradeBot:
# Send the message
self.rpc.send_msg(msg)
def _notify_sell_cancel(self, trade: Trade, order_type: str) -> None:
def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
"""
Sends rpc notification when a sell cancel occured.
"""
@@ -1108,6 +1096,7 @@ class FreqtradeBot:
'close_date': trade.close_date,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
}
if 'fiat_display_currency' in self.config:
@@ -1122,9 +1111,12 @@ class FreqtradeBot:
# Common update trade state methods
#
def update_trade_state(self, trade: Trade, action_order: dict = None) -> None:
def update_trade_state(self, trade: Trade, action_order: dict = None,
order_amount: float = None) -> bool:
"""
Checks trades with open orders and updates the amount if necessary
Handles closing both buy and sell orders.
:return: True if order has been cancelled without being filled partially, False otherwise
"""
# Get order details for actual price per unit
if trade.open_order_id:
@@ -1134,25 +1126,31 @@ class FreqtradeBot:
order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
except InvalidOrderException as exception:
logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
return
return False
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
new_amount = self.get_real_amount(trade, order, order_amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
del order['filled']
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price()
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
if self.exchange.check_order_canceled_empty(order):
# Trade has been cancelled on exchange
# Handling of this will happen in check_handle_timeout.
return True
trade.update(order)
# Updating wallets when order is closed
if not trade.is_open:
self.wallets.update()
return False
def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
"""
Get real amount for the trade
freqtrade/persistence.py
+1 -1
View File
@@ -328,7 +328,7 @@ class Trade(_DECL_BASE):
if order_type in ('market', 'limit') and order['side'] == 'buy':
# Update open rate and actual amount
self.open_rate = Decimal(order['price'])
self.amount = Decimal(order['amount'])
self.amount = Decimal(order.get('filled', order['amount']))
self.recalc_open_trade_price()
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None
freqtrade/rpc/telegram.py
+2 -1
View File
@@ -172,7 +172,8 @@ class Telegram(RPC):
' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
elif msg['type'] == RPCMessageType.SELL_CANCEL_NOTIFICATION:
message = "*{exchange}:* Cancelling Open Sell Order for {pair}".format(**msg)
message = ("*{exchange}:* Cancelling Open Sell Order "
"for {pair}. Reason: {reason}").format(**msg)
elif msg['type'] == RPCMessageType.STATUS_NOTIFICATION:
message = '*Status:* `{status}`'.format(**msg)