Merge branch 'develop' into fut/stop_price_type

.pre-commit-config.yaml

@@ -2,7 +2,7 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
   - repo: https://github.com/pycqa/flake8
-    rev: "4.0.1"
+    rev: "6.0.0"
     hooks:
       - id: flake8
         # stages: [push]
@@ -13,7 +13,7 @@ repos:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.2.1
+          - types-cachetools==5.3.0.0
           - types-filelock==3.2.7
           - types-requests==2.28.11.8
           - types-tabulate==0.9.0.0
@@ -21,14 +21,14 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
-    rev: "5.10.1"
+    rev: "5.12.0"
     hooks:
       - id: isort
         name: isort (python)
         # stages: [push]
 
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v2.4.0
+    rev: v4.4.0
     hooks:
       - id: end-of-file-fixer
         exclude: |

docs/exchanges.md

@@ -243,8 +243,8 @@ OKX requires a passphrase for each api key, you will therefore need to add this
     OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
 
 !!! Warning "Futures"
-    OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
+    OKX Futures has the concept of "position mode" - which can be "Buy/Sell" or long/short (hedge mode).
-    Freqtrade supports both modes (we recommend to use net mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
+    Freqtrade supports both modes (we recommend to use Buy/Sell mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
     OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
 
 ## Gate.io

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.0.8
+mkdocs-material==9.0.11
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.9.1
+pymdown-extensions==9.9.2
 jinja2==3.1.2

docs/rest-api.md

@@ -163,7 +163,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `strategy <strategy>` | Get specific Strategy content. **Alpha**
 | `available_pairs` | List available backtest data. **Alpha**
 | `version` | Show version.
-| `sysinfo` | Show informations about the system load.
+| `sysinfo` | Show information about the system load.
 | `health` | Show bot health (last bot loop).
 
 !!! Warning "Alpha status"
@@ -192,6 +192,11 @@ blacklist
 
         :param add: List of coins to add (example: "BNB/BTC")
 
+cancel_open_order
+	Cancel open order for trade.
+
+        :param trade_id: Cancels open orders for this trade.
+
 count
 	Return the amount of open trades.
 
@@ -274,7 +279,6 @@ reload_config
 	Reload configuration.
 
 show_config
-
         Returns part of the configuration, relevant for trading operations.
 
 start
@@ -320,6 +324,7 @@ version
 whitelist
 	Show the current whitelist.
 
+
 ```
 
 ### Message WebSocket

docs/telegram-usage.md

@@ -162,26 +162,33 @@ official commands. You can ask at any moment for help with `/help`.
 
 |  Command | Description |
 |----------|-------------|
+| **System commands**
 | `/start` | Starts the trader
 | `/stop` | Stops the trader
 | `/stopbuy | /stopentry` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
 | `/reload_config` | Reloads the configuration file
 | `/show_config` | Shows part of the current configuration with relevant settings to operation
 | `/logs [limit]` | Show last log messages.
+| `/help` | Show help message
+| `/version` | Show version
+| **Status** |
 | `/status` | Lists all open trades
 | `/status <trade_id>` | Lists one or more specific trade. Separate multiple <trade_id> with a blank space.
 | `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
 | `/trades [limit]` | List all recently closed trades in a table format.
-| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
-| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
+| **Modify Trade states** |
 | `/forceexit <trade_id> | /fx <tradeid>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
 | `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`).
 | `/fx` | alias for `/forceexit`
 | `/forcelong <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`force_entry_enable` must be set to True)
 | `/forceshort <pair> [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`force_entry_enable` must be set to True)
+| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `/cancel_open_order <trade_id> | /coo <trade_id>` | Cancel an open order for a trade.
+| **Metrics** |
+| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
 | `/performance` | Show performance of each finished trade grouped by pair
 | `/balance` | Show account balance per currency
 | `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
@@ -193,8 +200,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/whitelist [sorted] [baseonly]` | Show the current whitelist. Optionally display in alphabetical order and/or with just the base currency of each pairing.
 | `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
 | `/edge` | Show validated pairs by Edge if it is enabled.
-| `/help` | Show help message
+
-| `/version` | Show version
 
 ## Telegram commands in action
 

environment.yml

@@ -12,7 +12,7 @@ dependencies:
     - py-find-1st
     - aiohttp
     - SQLAlchemy
-    - python-telegram-bot
+    - python-telegram-bot<20.0.0
     - arrow
     - cachetools
     - requests

freqtrade/exchange/binance.py

@@ -32,6 +32,7 @@ class Binance(Exchange):
     _ft_has_futures: Dict = {
         "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
         "tickers_have_price": False,
+        "floor_leverage": True,
         "stop_price_type_field": "workingType",
         "stop_price_type_value_mapping": {
             PriceType.LAST: "CONTRACT_PRICE",
@@ -88,33 +89,6 @@ class Binance(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    @retrier
-    def _set_leverage(
-        self,
-        leverage: float,
-        pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None,
-        accept_fail: bool = False,
-    ):
-        """
-        Set's the leverage before making a trade, in order to not
-        have the same leverage on every trade
-        """
-        trading_mode = trading_mode or self.trading_mode
-
-        if self._config['dry_run'] or trading_mode != TradingMode.FUTURES:
-            return
-
-        try:
-            self._api.set_leverage(symbol=pair, leverage=round(leverage))
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
                                         since_ms: int, candle_type: CandleType,
                                         is_new_pair: bool = False, raise_: bool = False,

freqtrade/exchange/exchange.py

@@ -7,6 +7,7 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
+from math import floor
 from threading import Lock
 from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
 
@@ -2514,7 +2515,9 @@ class Exchange:
         if self._config['dry_run'] or not self.exchange_has("setLeverage"):
             # Some exchanges only support one margin_mode type
             return
-
+        if self._ft_has.get('floor_leverage', False) is True:
+            # Rounding for binance ...
+            leverage = floor(leverage)
         try:
             res = self._api.set_leverage(symbol=pair, leverage=leverage)
             self._log_exchange_response('set_leverage', res)

freqtrade/exchange/okx.py

@@ -125,13 +125,15 @@ class Okx(Exchange):
         if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
             try:
                 # TODO-lev: Test me properly (check mgnMode passed)
-                self._api.set_leverage(
+                res = self._api.set_leverage(
                     leverage=leverage,
                     symbol=pair,
                     params={
                         "mgnMode": self.margin_mode.value,
                         "posSide": self._get_posSide(side, False),
                     })
+                self._log_exchange_response('set_leverage', res)
+
             except ccxt.DDoSProtection as e:
                 raise DDosProtection(e) from e
             except (ccxt.NetworkError, ccxt.ExchangeError) as e:

freqtrade/freqtradebot.py

@@ -363,7 +363,7 @@ class FreqtradeBot(LoggingMixin):
                         "Order is older than 5 days. Assuming order was fully cancelled.")
                     fo = order.to_ccxt_object()
                     fo['status'] = 'canceled'
-                    self.handle_timedout_order(fo, order.trade)
+                    self.handle_cancel_order(fo, order.trade, constants.CANCEL_REASON['TIMEOUT'])
 
             except ExchangeError as e:
 
@@ -1170,15 +1170,13 @@ class FreqtradeBot(LoggingMixin):
 
         # If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
         if not stoploss_order:
-            stoploss = (
+            stop_price = trade.stoploss_or_liquidation
-                self.edge.stoploss(pair=trade.pair)
+            if self.edge:
-                if self.edge else
+                stoploss = self.edge.stoploss(pair=trade.pair)
-                trade.stop_loss_pct / trade.leverage
+                stop_price = (
+                    trade.open_rate * (1 - stoploss) if trade.is_short
+                    else trade.open_rate * (1 + stoploss)
                 )
-            if trade.is_short:
-                stop_price = trade.open_rate * (1 - stoploss)
-            else:
-                stop_price = trade.open_rate * (1 + stoploss)
 
             if self.create_stoploss_order(trade=trade, stop_price=stop_price):
                 # The above will return False if the placement failed and the trade was force-sold.
@@ -1263,11 +1261,11 @@ class FreqtradeBot(LoggingMixin):
             if not_closed:
                 if fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
                    trade, order_obj, datetime.now(timezone.utc))):
-                    self.handle_timedout_order(order, trade)
+                    self.handle_cancel_order(order, trade, constants.CANCEL_REASON['TIMEOUT'])
                 else:
                     self.replace_order(order, order_obj, trade)
 
-    def handle_timedout_order(self, order: Dict, trade: Trade) -> None:
+    def handle_cancel_order(self, order: Dict, trade: Trade, reason: str) -> None:
         """
         Check if current analyzed order timed out and cancel if necessary.
         :param order: Order dict grabbed with exchange.fetch_order()
@@ -1275,10 +1273,10 @@ class FreqtradeBot(LoggingMixin):
         :return: None
         """
         if order['side'] == trade.entry_side:
-            self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+            self.handle_cancel_enter(trade, order, reason)
         else:
             canceled = self.handle_cancel_exit(
-                trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                trade, order, reason)
             canceled_count = trade.get_exit_order_count()
             max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
             if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:

freqtrade/persistence/pairlock.py

@@ -21,9 +21,9 @@ class PairLock(_DECL_BASE):
     side = Column(String(25), nullable=False, default="*")
     reason = Column(String(255), nullable=True)
     # Time the pair was locked (start time)
-    lock_time = Column(DateTime, nullable=False)
+    lock_time = Column(DateTime(), nullable=False)
     # Time until the pair is locked (end time)
-    lock_end_time = Column(DateTime, nullable=False, index=True)
+    lock_end_time = Column(DateTime(), nullable=False, index=True)
 
     active = Column(Boolean, nullable=False, default=True, index=True)
 

freqtrade/persistence/trade_model.py

@@ -46,31 +46,31 @@ class Order(_DECL_BASE):
     trade = relationship("Trade", back_populates="orders")
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
-    ft_order_side: str = Column(String(25), nullable=False)
+    ft_order_side = Column(String(25), nullable=False)
-    ft_pair: str = Column(String(25), nullable=False)
+    ft_pair = Column(String(25), nullable=False)
     ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
-    ft_amount = Column(Float, nullable=False)
+    ft_amount = Column(Float(), nullable=False)
-    ft_price = Column(Float, nullable=False)
+    ft_price = Column(Float(), nullable=False)
 
-    order_id: str = Column(String(255), nullable=False, index=True)
+    order_id = Column(String(255), nullable=False, index=True)
     status = Column(String(255), nullable=True)
     symbol = Column(String(25), nullable=True)
-    order_type: str = Column(String(50), nullable=True)
+    order_type = Column(String(50), nullable=True)
     side = Column(String(25), nullable=True)
-    price = Column(Float, nullable=True)
+    price = Column(Float(), nullable=True)
-    average = Column(Float, nullable=True)
+    average = Column(Float(), nullable=True)
-    amount = Column(Float, nullable=True)
+    amount = Column(Float(), nullable=True)
-    filled = Column(Float, nullable=True)
+    filled = Column(Float(), nullable=True)
-    remaining = Column(Float, nullable=True)
+    remaining = Column(Float(), nullable=True)
-    cost = Column(Float, nullable=True)
+    cost = Column(Float(), nullable=True)
-    stop_price = Column(Float, nullable=True)
+    stop_price = Column(Float(), nullable=True)
-    order_date = Column(DateTime, nullable=True, default=datetime.utcnow)
+    order_date = Column(DateTime(), nullable=True, default=datetime.utcnow)
-    order_filled_date = Column(DateTime, nullable=True)
+    order_filled_date = Column(DateTime(), nullable=True)
-    order_update_date = Column(DateTime, nullable=True)
+    order_update_date = Column(DateTime(), nullable=True)
 
-    funding_fee = Column(Float, nullable=True)
+    funding_fee = Column(Float(), nullable=True)
 
-    ft_fee_base = Column(Float, nullable=True)
+    ft_fee_base = Column(Float(), nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:
@@ -1177,44 +1177,44 @@ class Trade(_DECL_BASE, LocalTrade):
     base_currency = Column(String(25), nullable=True)
     stake_currency = Column(String(25), nullable=True)
     is_open = Column(Boolean, nullable=False, default=True, index=True)
-    fee_open = Column(Float, nullable=False, default=0.0)
+    fee_open = Column(Float(), nullable=False, default=0.0)
-    fee_open_cost = Column(Float, nullable=True)
+    fee_open_cost = Column(Float(), nullable=True)
     fee_open_currency = Column(String(25), nullable=True)
-    fee_close = Column(Float, nullable=False, default=0.0)
+    fee_close = Column(Float(), nullable=False, default=0.0)
-    fee_close_cost = Column(Float, nullable=True)
+    fee_close_cost = Column(Float(), nullable=True)
     fee_close_currency = Column(String(25), nullable=True)
-    open_rate: float = Column(Float)
+    open_rate: float = Column(Float())
-    open_rate_requested = Column(Float)
+    open_rate_requested = Column(Float())
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value = Column(Float)
+    open_trade_value = Column(Float())
-    close_rate: Optional[float] = Column(Float)
+    close_rate: Optional[float] = Column(Float())
-    close_rate_requested = Column(Float)
+    close_rate_requested = Column(Float())
-    realized_profit = Column(Float, default=0.0)
+    realized_profit = Column(Float(), default=0.0)
-    close_profit = Column(Float)
+    close_profit = Column(Float())
-    close_profit_abs = Column(Float)
+    close_profit_abs = Column(Float())
-    stake_amount = Column(Float, nullable=False)
+    stake_amount = Column(Float(), nullable=False)
-    max_stake_amount = Column(Float)
+    max_stake_amount = Column(Float())
-    amount = Column(Float)
+    amount = Column(Float())
-    amount_requested = Column(Float)
+    amount_requested = Column(Float())
-    open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
+    open_date = Column(DateTime(), nullable=False, default=datetime.utcnow)
-    close_date = Column(DateTime)
+    close_date = Column(DateTime())
     open_order_id = Column(String(255))
     # absolute value of the stop loss
-    stop_loss = Column(Float, nullable=True, default=0.0)
+    stop_loss = Column(Float(), nullable=True, default=0.0)
     # percentage value of the stop loss
-    stop_loss_pct = Column(Float, nullable=True)
+    stop_loss_pct = Column(Float(), nullable=True)
     # absolute value of the initial stop loss
-    initial_stop_loss = Column(Float, nullable=True, default=0.0)
+    initial_stop_loss = Column(Float(), nullable=True, default=0.0)
     # percentage value of the initial stop loss
-    initial_stop_loss_pct = Column(Float, nullable=True)
+    initial_stop_loss_pct = Column(Float(), nullable=True)
     # stoploss order id which is on exchange
     stoploss_order_id = Column(String(255), nullable=True, index=True)
     # last update time of the stoploss order on exchange
-    stoploss_last_update = Column(DateTime, nullable=True)
+    stoploss_last_update = Column(DateTime(), nullable=True)
     # absolute value of the highest reached price
-    max_rate = Column(Float, nullable=True, default=0.0)
+    max_rate = Column(Float(), nullable=True, default=0.0)
     # Lowest price reached
-    min_rate = Column(Float, nullable=True)
+    min_rate = Column(Float(), nullable=True)
     exit_reason = Column(String(100), nullable=True)
     exit_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
@@ -1222,21 +1222,21 @@ class Trade(_DECL_BASE, LocalTrade):
     timeframe = Column(Integer, nullable=True)
 
     trading_mode = Column(Enum(TradingMode), nullable=True)
-    amount_precision = Column(Float, nullable=True)
+    amount_precision = Column(Float(), nullable=True)
-    price_precision = Column(Float, nullable=True)
+    price_precision = Column(Float(), nullable=True)
     precision_mode = Column(Integer, nullable=True)
-    contract_size = Column(Float, nullable=True)
+    contract_size = Column(Float(), nullable=True)
 
     # Leverage trading properties
-    leverage = Column(Float, nullable=True, default=1.0)
+    leverage = Column(Float(), nullable=True, default=1.0)
     is_short = Column(Boolean, nullable=False, default=False)
-    liquidation_price = Column(Float, nullable=True)
+    liquidation_price = Column(Float(), nullable=True)
 
     # Margin Trading Properties
-    interest_rate = Column(Float, nullable=False, default=0.0)
+    interest_rate = Column(Float(), nullable=False, default=0.0)
 
     # Futures properties
-    funding_fees = Column(Float, nullable=True, default=None)
+    funding_fees = Column(Float(), nullable=True, default=None)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

freqtrade/rpc/api_server/api_schemas.py

@@ -168,6 +168,7 @@ class ShowConfig(BaseModel):
     max_open_trades: IntOrInf
     minimal_roi: Dict[str, Any]
     stoploss: Optional[float]
+    stoploss_on_exchange: bool
     trailing_stop: Optional[bool]
     trailing_stop_positive: Optional[float]
     trailing_stop_positive_offset: Optional[float]

freqtrade/rpc/api_server/api_v1.py

@@ -41,7 +41,8 @@ logger = logging.getLogger(__name__)
 # 2.21: Add new_candle messagetype
 # 2.22: Add FreqAI to backtesting
 # 2.23: Allow plot config request in webserver mode
-API_VERSION = 2.23
+# 2.24: Add cancel_open_order endpoint
+API_VERSION = 2.24
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -123,6 +124,12 @@ def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_delete(tradeid)
 
 
+@router.delete('/trades/{tradeid}/open-order', response_model=OpenTradeSchema,  tags=['trading'])
+def cancel_open_order(tradeid: int, rpc: RPC = Depends(get_rpc)):
+    rpc._rpc_cancel_open_order(tradeid)
+    return rpc._rpc_trade_status([tradeid])[0]
+
+
 # TODO: Missing response model
 @router.get('/edge', tags=['info'])
 def edge(rpc: RPC = Depends(get_rpc)):

freqtrade/rpc/rpc.py

@@ -122,6 +122,7 @@ class RPC:
                                 if config['max_open_trades'] != float('inf') else -1),
             'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
             'stoploss': config.get('stoploss'),
+            'stoploss_on_exchange': config.get('stoploss_on_exchange', False),
             'trailing_stop': config.get('trailing_stop'),
             'trailing_stop_positive': config.get('trailing_stop_positive'),
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
@@ -812,6 +813,29 @@ class RPC:
             else:
                 raise RPCException(f'Failed to enter position for {pair}.')
 
+    def _rpc_cancel_open_order(self, trade_id: int):
+        if self._freqtrade.state != State.RUNNING:
+            raise RPCException('trader is not running')
+        with self._freqtrade._exit_lock:
+            # Query for trade
+            trade = Trade.get_trades(
+                trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
+            ).first()
+            if not trade:
+                logger.warning('cancel_open_order: Invalid trade_id received.')
+                raise RPCException('Invalid trade_id.')
+            if not trade.open_order_id:
+                logger.warning('cancel_open_order: No open order for trade_id.')
+                raise RPCException('No open order for trade_id.')
+
+            try:
+                order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
+            except ExchangeError as e:
+                logger.info(f"Cannot query order for {trade} due to {e}.", exc_info=True)
+                raise RPCException("Order not found.")
+            self._freqtrade.handle_cancel_order(order, trade, CANCEL_REASON['USER_CANCEL'])
+            Trade.commit()
+
     def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
         """
         Handler for delete <id>.

freqtrade/rpc/telegram.py

@@ -174,6 +174,7 @@ class Telegram(RPCHandler):
                 self._force_enter, order_side=SignalDirection.SHORT)),
             CommandHandler('trades', self._trades),
             CommandHandler('delete', self._delete_trade),
+            CommandHandler(['coo', 'cancel_open_order'], self._cancel_open_order),
             CommandHandler('performance', self._performance),
             CommandHandler(['buys', 'entries'], self._enter_tag_performance),
             CommandHandler(['sells', 'exits'], self._exit_reason_performance),
@@ -1144,10 +1145,25 @@ class Telegram(RPCHandler):
             raise RPCException("Trade-id not set.")
         trade_id = int(context.args[0])
         msg = self._rpc._rpc_delete(trade_id)
-        self._send_msg((
+        self._send_msg(
             f"`{msg['result_msg']}`\n"
             'Please make sure to take care of this asset on the exchange manually.'
-        ))
+        )
+
+    @authorized_only
+    def _cancel_open_order(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /cancel_open_order <id>.
+        Cancel open order for tradeid
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        if not context.args or len(context.args) == 0:
+            raise RPCException("Trade-id not set.")
+        trade_id = int(context.args[0])
+        self._rpc._rpc_cancel_open_order(trade_id)
+        self._send_msg('Open order canceled.')
 
     @authorized_only
     def _performance(self, update: Update, context: CallbackContext) -> None:
@@ -1456,6 +1472,10 @@ class Telegram(RPCHandler):
             "*/fx <trade_id>|all:* `Alias to /forceexit`\n"
             f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}"
             "*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
+            "*/cancel_open_order <trade_id>:* `Cancels open orders for trade. "
+            "Only valid when the trade has open orders.`\n"
+            "*/coo <trade_id>|all:* `Alias to /cancel_open_order`\n"
+
             "*/whitelist [sorted] [baseonly]:* `Show current whitelist. Optionally in "
             "order and/or only displaying the base currency of each pairing.`\n"
             "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "

requirements-dev.txt

@@ -10,23 +10,23 @@ coveralls==3.3.1
 flake8==6.0.0
 flake8-tidy-imports==4.8.0
 mypy==0.991
-pre-commit==2.21.0
+pre-commit==3.0.4
 pytest==7.2.1
 pytest-asyncio==0.20.3
 pytest-cov==4.0.0
 pytest-mock==3.10.0
 pytest-random-order==1.1.0
-isort==5.11.4
+isort==5.12.0
 # For datetime mocking
 time-machine==2.9.0
 # fastapi testing
 httpx==0.23.3
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.2.8
+nbconvert==7.2.9
 
 # mypy types
-types-cachetools==5.2.1
+types-cachetools==5.3.0.0
 types-filelock==3.2.7
 types-requests==2.28.11.8
 types-tabulate==0.9.0.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.11.0
+plotly==5.13.0

requirements.txt

@@ -1,11 +1,11 @@
-numpy==1.24.1
+numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.7.12
+ccxt==2.7.66
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==38.0.1; platform_machine == 'armv7l'
-cryptography==39.0.0; platform_machine != 'armv7l'
+cryptography==39.0.1; platform_machine != 'armv7l'
 aiohttp==3.8.3
 SQLAlchemy==1.4.46
 python-telegram-bot==13.15
@@ -15,7 +15,7 @@ requests==2.28.2
 urllib3==1.26.14
 jsonschema==4.17.3
 TA-Lib==0.4.25
-technical==1.3.0
+technical==1.4.0
 tabulate==0.9.0
 pycoingecko==3.1.0
 jinja2==3.1.2

scripts/rest_client.py

@@ -177,8 +177,7 @@ class FtRestClient():
         return self._get("version")
 
     def show_config(self):
-        """
+        """ Returns part of the configuration, relevant for trading operations.
-        Returns part of the configuration, relevant for trading operations.
         :return: json object containing the version
         """
         return self._get("show_config")
@@ -232,6 +231,14 @@ class FtRestClient():
         """
         return self._delete(f"trades/{trade_id}")
 
+    def cancel_open_order(self, trade_id):
+        """Cancel open order for trade.
+
+        :param trade_id: Cancels open orders for this trade.
+        :return: json object
+        """
+        return self._delete(f"trades/{trade_id}/open-order")
+
     def whitelist(self):
         """Show the current whitelist.
 

tests/exchange/test_binance.py

@@ -522,8 +522,15 @@ def test__set_leverage_binance(mocker, default_conf):
     api_mock.set_leverage = MagicMock()
     type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
     default_conf['dry_run'] = False
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    default_conf['trading_mode'] = TradingMode.FUTURES
-    exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
+    default_conf['margin_mode'] = MarginMode.ISOLATED
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange._set_leverage(3.2, 'BTC/USDT:USDT')
+    assert api_mock.set_leverage.call_count == 1
+    # Leverage is rounded to 3.
+    assert api_mock.set_leverage.call_args_list[0][1]['leverage'] == 3
+    assert api_mock.set_leverage.call_args_list[0][1]['symbol'] == 'BTC/USDT:USDT'
 
     ccxt_exceptionhandlers(
         mocker,

tests/exchange/test_ccxt_compat.py

@@ -468,9 +468,13 @@ class TestCCXTExchange():
 
     def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
         exc, exchangename = exchange
+        if exchangename in ('binanceus', 'bittrex'):
+            # TODO: reenable binanceus test once downtime "ages out" (2023-02-06)
             # For some weired reason, this test returns random lengths for bittrex.
-        if not exc._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
+            pytest.skip("Exchange doesn't provide stable ohlcv history")
-            return
+
+        if not exc._ft_has['ohlcv_has_history']:
+            pytest.skip("Exchange does not support candle history")
         pair = EXCHANGES[exchangename]['pair']
         timeframe = EXCHANGES[exchangename]['timeframe']
         self.ccxt__async_get_candle_history(

tests/rpc/test_rpc_apiserver.py

@@ -706,6 +706,46 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
     assert_response(rc, 502)
 
 
+@pytest.mark.parametrize('is_short', [True, False])
+def test_api_delete_open_order(botclient, mocker, fee, markets, ticker, is_short):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
+    stoploss_mock = MagicMock()
+    cancel_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets),
+        fetch_ticker=ticker,
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
+    )
+
+    rc = client_delete(client, f"{BASE_URI}/trades/10/open-order")
+    assert_response(rc, 502)
+    assert 'Invalid trade_id.' in rc.json()['error']
+
+    create_mock_trades(fee, is_short=is_short)
+    Trade.commit()
+
+    rc = client_delete(client, f"{BASE_URI}/trades/5/open-order")
+    assert_response(rc, 502)
+    assert 'No open order for trade_id' in rc.json()['error']
+    trade = Trade.get_trades([Trade.id == 6]).first()
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 side_effect=ExchangeError)
+    rc = client_delete(client, f"{BASE_URI}/trades/6/open-order")
+    assert_response(rc, 502)
+    assert 'Order not found.' in rc.json()['error']
+
+    trade = Trade.get_trades([Trade.id == 6]).first()
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 return_value=trade.orders[-1].to_ccxt_object())
+
+    rc = client_delete(client, f"{BASE_URI}/trades/6/open-order")
+    assert_response(rc)
+    assert cancel_mock.call_count == 1
+
+
 def test_api_logs(botclient):
     ftbot, client = botclient
     rc = client_get(client, f"{BASE_URI}/logs")

tests/rpc/test_rpc_telegram.py

@@ -99,7 +99,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
     message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
                    "['balance'], ['start'], ['stop'], "
                    "['forcesell', 'forceexit', 'fx'], ['forcebuy', 'forcelong'], ['forceshort'], "
-                   "['trades'], ['delete'], ['performance'], "
+                   "['trades'], ['delete'], ['coo', 'cancel_open_order'], ['performance'], "
                    "['buys', 'entries'], ['sells', 'exits'], ['mix_tags'], "
                    "['stats'], ['daily'], ['weekly'], ['monthly'], "
                    "['count'], ['locks'], ['unlock', 'delete_locks'], "
@@ -1678,6 +1678,40 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short):
     assert "Please make sure to take care of this asset" in msg_mock.call_args_list[0][0][0]
 
 
+@pytest.mark.parametrize('is_short', [True, False])
+def test_telegram_delete_open_order(mocker, update, default_conf, fee, is_short, ticker):
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+    )
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    context = MagicMock()
+    context.args = []
+
+    telegram._cancel_open_order(update=update, context=context)
+    assert "Trade-id not set." in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+    create_mock_trades(fee, is_short=is_short)
+
+    context = MagicMock()
+    context.args = [5]
+    telegram._cancel_open_order(update=update, context=context)
+    assert "No open order for trade_id" in msg_mock.call_args_list[0][0][0]
+
+    msg_mock.reset_mock()
+
+    trade = Trade.get_trades([Trade.id == 6]).first()
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+                 return_value=trade.orders[-1].to_ccxt_object())
+    context = MagicMock()
+    context.args = [6]
+    telegram._cancel_open_order(update=update, context=context)
+    assert msg_mock.call_count == 1
+    assert "Open order canceled." in msg_mock.call_args_list[0][0][0]
+
+
 def test_help_handle(default_conf, update, mocker) -> None:
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 

tests/test_freqtradebot.py

@@ -5028,7 +5028,7 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
     assert log_has_re(r"Error updating Order .*", caplog)
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
-    hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_timedout_order')
+    hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order')
     # Orders which are no longer found after X days should be assumed as canceled.
     freqtrade.startup_update_open_orders()
     assert log_has_re(r"Order is older than \d days.*", caplog)