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Add some more logic to stoploss

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This commit is contained in:
Matthias 2022-02-02 20:40:40 +01:00
parent 1d57ce19eb
commit ea197b79ca
2 changed files with 20 additions and 10 deletions
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2
freqtrade/exchange/binance.py
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@ -14,7 +14,7 @@ class Binance(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"stoploss_order_type": "stop_loss_limit", "stoploss_order_types": {"limit": "stop_loss_limit"},
"order_time_in_force": ['gtc', 'fok', 'ioc'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce", "time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,

28
freqtrade/exchange/exchange.py
View File

@ -791,13 +791,18 @@ class Exchange:
""" """
raise OperationalException(f"stoploss is not implemented for {self.name}.") raise OperationalException(f"stoploss is not implemented for {self.name}.")
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy()
# Verify if stopPrice works for your exchange!
params.update({'stopPrice': stop_price})
return params
@retrier(retries=0) @retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
""" """
creates a stoploss order. creates a stoploss order.
creates a stoploss limit order. requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market
Should an exchange support more ordertypes, the exchange should implement this method, to the corresponding exchange type.
using `order_types.get('stoploss', 'market')` to get the correct ordertype (e.g. FTX).
The precise ordertype is determined by the order_types dict or exchange default. The precise ordertype is determined by the order_types dict or exchange default.
@ -812,12 +817,18 @@ class Exchange:
if not self._ft_has['stoploss_on_exchange']: if not self._ft_has['stoploss_on_exchange']:
raise OperationalException(f"stoploss is not implemented for {self.name}.") raise OperationalException(f"stoploss is not implemented for {self.name}.")
# Limit price threshold: As limit price should always be below stop-price user_order_type = order_types.get('stoploss', 'market')
if user_order_type in self._ft_has["stoploss_order_types"].keys():
ordertype = self._ft_has["stoploss_order_types"][user_order_type]
else:
# Otherwise pick only one available
ordertype = list(self._ft_has["stoploss_order_types"].values())[0]
# if user_order_type == 'limit':
# Limit price threshold: As limit price should always be below stop-price
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
rate = stop_price * limit_price_pct rate = stop_price * limit_price_pct
ordertype = self._ft_has["stoploss_order_type"]
stop_price = self.price_to_precision(pair, stop_price) stop_price = self.price_to_precision(pair, stop_price)
# Ensure rate is less than stop price # Ensure rate is less than stop price
@ -826,14 +837,13 @@ class Exchange:
'In stoploss limit order, stop price should be more than limit price') 'In stoploss limit order, stop price should be more than limit price')
if self._config['dry_run']: if self._config['dry_run']:
# TODO: will this work if ordertype is limit??
dry_order = self.create_dry_run_order( dry_order = self.create_dry_run_order(
pair, ordertype, "sell", amount, stop_price) pair, ordertype, "sell", amount, stop_price)
return dry_order return dry_order
try: try:
params = self._params.copy() params = self._get_stop_params(ordertype=ordertype, stop_price=stop_price)
# Verify if stopPrice works for your exchange!
params.update({'stopPrice': stop_price})
amount = self.amount_to_precision(pair, amount) amount = self.amount_to_precision(pair, amount)