adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add documentation for Order object

Browse Source
This commit is contained in:
Matthias 2022-12-18 19:40:49 +01:00
parent a439488b74
commit eda72ef26c
1 changed files with 45 additions and 29 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

74
docs/trade-object.md
View File

@ -2,39 +2,39 @@
## Trade ## Trade
A position freqtrade enters is stored in a Trade object - which is persisted to the database. A position freqtrade enters is stored in a `Trade` object - which is persisted to the database.
It's a core concept of Freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location. It's a core concept of freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.
It will be passed to the strategy in many [strategy callbacks](strategy-callbacks.md). The object passed to the strategy cannot be modified. It will be passed to the strategy in many [strategy callbacks](strategy-callbacks.md). The object passed to the strategy cannot be modified directly. Indirect modifications may occur based on callback results.
## Available attributes ## Trade - Available attributes
The following attributes / properties are available for each individual trade - and can be used with `trade.<property>` (e.g. `trade.pair`). The following attributes / properties are available for each individual trade - and can be used with `trade.<property>` (e.g. `trade.pair`).
| Attribute | DataType | Description | | Attribute | DataType | Description |
|------------|-------------|-------------| |------------|-------------|-------------|
| `pair`| string | Pair of this trade `pair`| string | Pair of this trade
| `is_open`| boolean | Is the trade currently open, or has it been concluded `is_open`| boolean | Is the trade currently open, or has it been concluded
| `open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments) `open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
| `close_rate`| float | Close rate - only set when is_open = False `close_rate`| float | Close rate - only set when is_open = False
| `stake_amount`| float | Amount in Stake (or Quote) currency. `stake_amount`| float | Amount in Stake (or Quote) currency.
| `amount`| float | Amount in Asset / Base currency that is currently owned. `amount`| float | Amount in Asset / Base currency that is currently owned.
| `open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead** `open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
| `open_date_utc`| datetime | Timestamp when trade was opened - in UTC `open_date_utc`| datetime | Timestamp when trade was opened - in UTC
| `close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead** `close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
| `close_date_utc`| datetime | Timestamp when trade was closed - in UTC `close_date_utc`| datetime | Timestamp when trade was closed - in UTC
| `close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1% `close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
| `close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure. `close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
| `enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe `enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
| `is_short` | boolean | True for short trades, False otherwise `is_short` | boolean | True for short trades, False otherwise
| `orders` | Order[] | List of order objects attached to this trade. `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
| `date_last_filled_utc` | datetime | Time of the last filled order `date_last_filled_utc` | datetime | Time of the last filled order
| `entry_side` | "buy" / "sell" | Order Side the trade was entered `entry_side` | "buy" / "sell" | Order Side the trade was entered
| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
| `trade_direction` | "long" / "short" | Trade direction in text - long or short. `trade_direction` | "long" / "short" | Trade direction in text - long or short.
| `nr_of_successful_entries` | int | Number of successful (filled) entry orders `nr_of_successful_entries` | int | Number of successful (filled) entry orders
| `nr_of_successful_exits` | int | Number of successful (filled) exit orders `nr_of_successful_exits` | int | Number of successful (filled) exit orders
## Class methods ## Class methods
@ -123,10 +123,26 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
An `Order` object represents an order on the exchange (or a simulated order in dry-run mode). An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
An `Order` object will always be tied to it's corresponding [`Trade`](#trade-object), and only really makes sense in the context of a trade. An `Order` object will always be tied to it's corresponding [`Trade`](#trade-object), and only really makes sense in the context of a trade.
## Available information ### Order - Available attributes
TODO: write me an Order object is typically attached to a trade.
Most properties here can be None as they are dependant on the exchange response.
| Attribute | DataType | Description | | Attribute | DataType | Description |
|------------|-------------|-------------| |------------|-------------|-------------|
TODO: write me `trade` | Trade | Trade object this order is attached to
`ft_pair` | string | Pair this order is for
`ft_is_open` | boolean | is the order filled?
`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
`side` | string | Buy or Sell
`price` | float | Price the order was placed at
`average` | float | Average price the order filled at
`amount` | float | Amount in base currency
`filled` | float | Filled amount (in base currency)
`remaining` | float | Remaining amount
`cost` | float | Cost of the order - usually average * filled
`order_date` | datetime | Order creation date **use `order_date_utc` instead**
`order_date_utc` | datetime | Order creation date (in UTC)
`order_fill_date` | datetime | Order fill date **use `order_fill_utc` instead**
`order_fill_date_utc` | datetime | Order fill date