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This commit is contained in:
Kavinkumar 2022-03-01 18:44:18 +05:30
parent 027e11d859
commit e068787d1e
2 changed files with 31 additions and 26 deletions
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31
freqtrade/freqtradebot.py
View File

@ -487,8 +487,13 @@ class FreqtradeBot(LoggingMixin):
}
self.rpc.send_msg(msg)
return
# Starategy should return amount in base currency to avoid dust
amount = -stake_amount
if amount > trade.amount:
logger.info("Amount is higher than available.")
return
self.execute_trade_exit(trade, current_rate, sell_reason=SellCheckTuple(
sell_type=SellType.CUSTOM_SELL), sub_trade_amt=-stake_amount)
sell_type=SellType.CUSTOM_SELL), sub_trade_amt=amount)
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
"""
@ -627,7 +632,7 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets
self.wallets.update()
self._notify_enter(trade, order, order_type, sub_trade=pos_adjust)
self._notify_enter(trade, order_obj, order_type, sub_trade=pos_adjust)
if pos_adjust:
if order_status == 'closed':
@ -683,12 +688,12 @@ class FreqtradeBot(LoggingMixin):
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
return enter_limit_requested, stake_amount
def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
fill: bool = False, sub_trade: bool = False) -> None:
"""
Sends rpc notification when a buy occurred.
"""
open_rate = safe_value_fallback(order, 'average', 'price')
open_rate = order.safe_price
if open_rate is None:
open_rate = trade.open_rate
@ -709,7 +714,7 @@ class FreqtradeBot(LoggingMixin):
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.get('filled') if fill else order.get('amount'),
'amount': order.safe_amount_after_fee
'open_date': trade.open_date or datetime.utcnow(),
'current_rate': current_rate,
'sub_trade': sub_trade,
@ -1240,7 +1245,7 @@ class FreqtradeBot(LoggingMixin):
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order)
self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
@ -1249,7 +1254,7 @@ class FreqtradeBot(LoggingMixin):
return True
def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
sub_trade: bool = False, order: Dict = None) -> None:
sub_trade: bool = False, order: Order = None) -> None:
"""
Sends rpc notification when a sell occurred.
"""
@ -1258,13 +1263,11 @@ class FreqtradeBot(LoggingMixin):
trade.pair, refresh=False, side="sell") if not fill else None
if sub_trade:
assert order is not None
amount = safe_value_fallback(order, 'filled', 'amount')
profit_rate = safe_value_fallback(order, 'average', 'price')
amount = order.safe_filled
profit_rate = order.safe_price
if not fill:
order_obj = trade.select_order_by_order_id(order['id'])
assert order_obj is not None
trade.process_sell_sub_trade(order_obj, is_closed=False)
trade.process_sell_sub_trade(order, is_closed=False)
profit_ratio = trade.close_profit
profit = trade.close_profit_abs
@ -1412,10 +1415,10 @@ class FreqtradeBot(LoggingMixin):
sub_trade = order.get('filled') != trade.amount
if order.get('side', None) == 'sell':
if send_msg and not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True, sub_trade=sub_trade, order=order)
self._notify_exit(trade, '', True, sub_trade=sub_trade, order=order_obj)
elif send_msg and not trade.open_order_id:
# Buy fill
self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
self._notify_enter(trade, order_obj, fill=True, sub_trade=sub_trade)
return False

26
freqtrade/persistence/models.py
View File

@ -119,7 +119,6 @@ class Order(_DECL_BASE):
ft_order_side: str = Column(String(25), nullable=False)
ft_pair: str = Column(String(25), nullable=False)
ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
is_fully_realized = Column(Boolean, nullable=True, default=False)
order_id = Column(String(255), nullable=False, index=True)
status = Column(String(255), nullable=True)
@ -526,12 +525,15 @@ class LocalTrade():
Trade.commit()
logger.info("*:"*500)
return
logger.info('debug')
for o in orders:logger.info(o.to_json())
logger.info(order.to_json())
sell_amount = order.filled if is_closed else order.amount
sell_rate = order.safe_price
sell_stake_amount = sell_rate * sell_amount * (1 - self.fee_close)
if is_closed:
if sell_amount == self.amount:
if sell_amount >= self.amount:
# Todo tests/rpc/test_rpc.py::test_rpc_trade_statistics
self.close(sell_rate)
Trade.commit()
return
@ -543,15 +545,12 @@ class LocalTrade():
buy_rate = b_order.average or b_order.price
if sell_amount < buy_amount:
amount = sell_amount
if is_closed:
b_order.filled -= amount
else:
if is_closed:
b_order.is_fully_realized = True
b_order.order_update_date = datetime.now(timezone.utc)
self.update_order(b_order)
idx -= 1
amount = buy_amount
if is_closed:
b_order.filled -= amount
self.update_order(b_order)
sell_amount -= amount
profit += self.calc_profit2(buy_rate, sell_rate, amount)
if is_closed:
@ -705,12 +704,16 @@ class LocalTrade():
return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self):
if len(self.select_filled_orders('buy')) < 2:
# Just in case, still recalc open trade value
self.recalc_open_trade_value()
return
total_amount = 0.0
total_stake = 0.0
for o in self.orders:
if (o.ft_is_open or
(o.ft_order_side != 'buy') or
o.is_fully_realized or
not o.filled or
(o.status not in NON_OPEN_EXCHANGE_STATES)):
continue
@ -747,7 +750,7 @@ class LocalTrade():
:param is_open: Only search for open orders?
:return: latest Order object if it exists, else None
"""
orders = [o for o in self.orders if not o.is_fully_realized]
orders = [o for o in self.orders if not o.filled]
if order_side:
orders = [o for o in orders if o.ft_order_side == order_side]
if is_open is not None:
@ -766,7 +769,6 @@ class LocalTrade():
return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
and o.ft_is_open is False and
(o.filled or 0) > 0 and
not o.is_fully_realized and
o.status in NON_OPEN_EXCHANGE_STATES]
@property