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Handle orders cancelled on exchange 

fix #1527
This commit is contained in:
Matthias 2019-02-03 13:39:05 +01:00
parent 5243941c4d
commit e8ed8a2ea7
1 changed files with 30 additions and 18 deletions
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48
freqtrade/freqtradebot.py
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@ -738,8 +738,15 @@ class FreqtradeBot(object):
self.wallets.update()
continue
# Check if trade is still actually open
if order['status'] == 'open':
# Handle cancelled on exchange
if order['status'] == 'canceled':
if order['side'] == 'buy':
self.handle_buy_order_full_cancel(trade, "canceled on Exchange")
elif order['side'] == 'sell':
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
# Check if order is still actually open
elif order['status'] == 'open':
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
@ -747,24 +754,24 @@ class FreqtradeBot(object):
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_buy_order_full_cancel(self, trade: Trade, reason: str) -> None:
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order %s for %s.', reason, trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled buy order for {trade.pair} {reason}'
})
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
self.exchange.cancel_order(trade.open_order_id, trade.pair)
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)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled buy order for {pair_s} cancelled due to timeout'
})
self.handle_buy_order_full_cancel(trade, "cancelled due to timeout")
return True
# if trade is partially complete, edit the stake details for the trade
@ -775,11 +782,10 @@ class FreqtradeBot(object):
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Remaining buy order for {pair_s} cancelled due to timeout'
'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
})
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
@ -788,7 +794,13 @@ class FreqtradeBot(object):
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order["status"] != "canceled":
reason = "due to timeout"
self.exchange.cancel_order(trade.open_order_id, trade.pair)
logger.info('Sell order timeout for %s.', trade)
else:
reason = "on exchange"
logger.info('Sell order Cancelled on exchange for %s.', trade)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
@ -796,9 +808,9 @@ class FreqtradeBot(object):
trade.open_order_id = None
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Unfilled sell order for {pair_s} cancelled due to timeout'
'status': f'Unfilled sell order for {pair_s} cancelled {reason}'
})
logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders