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Update RPC message types to ENTRY

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This commit is contained in:
Matthias 2022-04-04 19:29:15 +02:00
parent 125dff1dad
commit eff636ba53
12 changed files with 64 additions and 71 deletions
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6
config_examples/config_full.example.json
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@ -139,8 +139,8 @@
"status": "on", "status": "on",
"warning": "on", "warning": "on",
"startup": "on", "startup": "on",
"buy": "on", "entry": "on",
"buy_fill": "on", "entry_fill": "on",
"exit": { "exit": {
"roi": "off", "roi": "off",
"emergency_exit": "off", "emergency_exit": "off",
@ -152,7 +152,7 @@
"custom_exit": "off" "custom_exit": "off"
}, },
"exit_fill": "on", "exit_fill": "on",
"buy_cancel": "on", "entry_cancel": "on",
"exit_cancel": "on", "exit_cancel": "on",
"protection_trigger": "off", "protection_trigger": "off",
"protection_trigger_global": "on" "protection_trigger_global": "on"

3
docs/strategy_migration.md
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@ -52,6 +52,9 @@ You can use the quick summary as checklist. Please refer to the detailed section
* `webhooksellfill` -> `webhookexitfill` * `webhooksellfill` -> `webhookexitfill`
* `webhooksellcancel` -> `webhookexitcancel` * `webhooksellcancel` -> `webhookexitcancel`
* Telegram notification settings * Telegram notification settings
* `buy` -> `entry`
* `buy_fill` -> `entry_fill`
* `buy_cancel` -> `entry_cancel`
* `sell` -> `exit` * `sell` -> `exit`
* `sell_fill` -> `exit_fill` * `sell_fill` -> `exit_fill`
* `sell_cancel` -> `exit_cancel` * `sell_cancel` -> `exit_cancel`

8
docs/telegram-usage.md
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@ -81,7 +81,7 @@ Example configuration showing the different settings:
"status": "silent", "status": "silent",
"warning": "on", "warning": "on",
"startup": "off", "startup": "off",
"buy": "silent", "entry": "silent",
"exit": { "exit": {
"roi": "silent", "roi": "silent",
"emergency_exit": "on", "emergency_exit": "on",
@ -92,9 +92,9 @@ Example configuration showing the different settings:
"stoploss_on_exchange": "on", "stoploss_on_exchange": "on",
"custom_exit": "silent" "custom_exit": "silent"
}, },
"buy_cancel": "silent", "entry_cancel": "silent",
"exit_cancel": "on", "exit_cancel": "on",
"buy_fill": "off", "entry_fill": "off",
"exit_fill": "off", "exit_fill": "off",
"protection_trigger": "off", "protection_trigger": "off",
"protection_trigger_global": "on" "protection_trigger_global": "on"
@ -104,7 +104,7 @@ Example configuration showing the different settings:
}, },
``` ```
`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange. `entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange. `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
`*_fill` notifications are off by default and must be explicitly enabled. `*_fill` notifications are off by default and must be explicitly enabled.
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered. `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.

6
freqtrade/configuration/deprecated_settings.py
View File

@ -90,6 +90,12 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
'notification_settings', 'exit_fill') 'notification_settings', 'exit_fill')
process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_cancel', process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_cancel',
'notification_settings', 'exit_cancel') 'notification_settings', 'exit_cancel')
process_deprecated_setting(config['telegram'], 'notification_settings', 'buy',
'notification_settings', 'entry')
process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_fill',
'notification_settings', 'entry_fill')
process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_cancel',
'notification_settings', 'entry_cancel')
if config.get('webhook'): if config.get('webhook'):
process_deprecated_setting(config, 'webhook', 'webhooksell', 'webhook', 'webhookexit') process_deprecated_setting(config, 'webhook', 'webhooksell', 'webhook', 'webhookexit')
process_deprecated_setting(config, 'webhook', 'webhooksellcancel', process_deprecated_setting(config, 'webhook', 'webhooksellcancel',

6
freqtrade/constants.py
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@ -285,9 +285,9 @@ CONF_SCHEMA = {
'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'entry': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
'buy_fill': {'type': 'string', 'entry_fill': {'type': 'string',
'enum': TELEGRAM_SETTING_OPTIONS, 'enum': TELEGRAM_SETTING_OPTIONS,
'default': 'off' 'default': 'off'
}, },

10
freqtrade/enums/rpcmessagetype.py
View File

@ -6,13 +6,9 @@ class RPCMessageType(Enum):
WARNING = 'warning' WARNING = 'warning'
STARTUP = 'startup' STARTUP = 'startup'
BUY = 'buy' ENTRY = 'entry'
BUY_FILL = 'buy_fill' ENTRY_FILL = 'entry_fill'
BUY_CANCEL = 'buy_cancel' ENTRY_CANCEL = 'entry_cancel'
SHORT = 'short'
SHORT_FILL = 'short_fill'
SHORT_CANCEL = 'short_cancel'
EXIT = 'exit' EXIT = 'exit'
EXIT_FILL = 'exit_fill' EXIT_FILL = 'exit_fill'

9
freqtrade/freqtradebot.py
View File

@ -819,10 +819,7 @@ class FreqtradeBot(LoggingMixin):
""" """
Sends rpc notification when a entry order occurred. Sends rpc notification when a entry order occurred.
""" """
if fill: msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL
else:
msg_type = RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY
open_rate = safe_value_fallback(order, 'average', 'price') open_rate = safe_value_fallback(order, 'average', 'price')
if open_rate is None: if open_rate is None:
open_rate = trade.open_rate open_rate = trade.open_rate
@ -861,10 +858,10 @@ class FreqtradeBot(LoggingMixin):
""" """
current_rate = self.exchange.get_rate( current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False) trade.pair, side='entry', is_short=trade.is_short, refresh=False)
msg_type = RPCMessageType.SHORT_CANCEL if trade.is_short else RPCMessageType.BUY_CANCEL
msg = { msg = {
'trade_id': trade.id, 'trade_id': trade.id,
'type': msg_type, 'type': RPCMessageType.ENTRY_CANCEL,
'buy_tag': trade.enter_tag, 'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag, 'enter_tag': trade.enter_tag,
'exchange': self.exchange.name.capitalize(), 'exchange': self.exchange.name.capitalize(),

17
freqtrade/rpc/telegram.py
View File

@ -230,11 +230,11 @@ class Telegram(RPCHandler):
msg['stake_amount'], msg['stake_currency'], msg['fiat_currency']) msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
else: else:
msg['stake_amount_fiat'] = 0 msg['stake_amount_fiat'] = 0
is_fill = msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL] is_fill = msg['type'] in [RPCMessageType.ENTRY_FILL]
emoji = '\N{CHECK MARK}' if is_fill else '\N{LARGE BLUE CIRCLE}' emoji = '\N{CHECK MARK}' if is_fill else '\N{LARGE BLUE CIRCLE}'
enter_side = ({'enter': 'Long', 'entered': 'Longed'} if msg['type'] enter_side = ({'enter': 'Long', 'entered': 'Longed'} if msg['type']
in [RPCMessageType.BUY_FILL, RPCMessageType.BUY] in [RPCMessageType.ENTRY_FILL, RPCMessageType.ENTRY]
else {'enter': 'Short', 'entered': 'Shorted'}) else {'enter': 'Short', 'entered': 'Shorted'})
message = ( message = (
f"{emoji} *{msg['exchange']}:*" f"{emoji} *{msg['exchange']}:*"
@ -246,9 +246,9 @@ class Telegram(RPCHandler):
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0: if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
message += f"*Leverage:* `{msg['leverage']}`\n" message += f"*Leverage:* `{msg['leverage']}`\n"
if msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL]: if msg['type'] in [RPCMessageType.ENTRY_FILL]:
message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n" message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n"
elif msg['type'] in [RPCMessageType.BUY, RPCMessageType.SHORT]: elif msg['type'] in [RPCMessageType.ENTRY]:
message += f"*Open Rate:* `{msg['limit']:.8f}`\n"\ message += f"*Open Rate:* `{msg['limit']:.8f}`\n"\
f"*Current Rate:* `{msg['current_rate']:.8f}`\n" f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
@ -308,17 +308,14 @@ class Telegram(RPCHandler):
return message return message
def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str: def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
if msg_type in [RPCMessageType.BUY, RPCMessageType.BUY_FILL, RPCMessageType.SHORT, if msg_type in [RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]:
RPCMessageType.SHORT_FILL]:
message = self._format_entry_msg(msg) message = self._format_entry_msg(msg)
elif msg_type in [RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]: elif msg_type in [RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]:
message = self._format_exit_msg(msg) message = self._format_exit_msg(msg)
elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SHORT_CANCEL, elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL):
RPCMessageType.EXIT_CANCEL): msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit'
msg['message_side'] = 'enter' if msg_type in [RPCMessageType.BUY_CANCEL,
RPCMessageType.SHORT_CANCEL] else 'exit'
message = ("\N{WARNING SIGN} *{exchange}:* " message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling {message_side} Order for {pair} (#{trade_id}). " "Cancelling {message_side} Order for {pair} (#{trade_id}). "
"Reason: {reason}.".format(**msg)) "Reason: {reason}.".format(**msg))

6
freqtrade/rpc/webhook.py
View File

@ -44,11 +44,11 @@ class Webhook(RPCHandler):
""" Send a message to telegram channel """ """ Send a message to telegram channel """
try: try:
whconfig = self._config['webhook'] whconfig = self._config['webhook']
if msg['type'] in [RPCMessageType.BUY, RPCMessageType.SHORT]: if msg['type'] in [RPCMessageType.ENTRY]:
valuedict = whconfig.get('webhookbuy', None) valuedict = whconfig.get('webhookbuy', None)
elif msg['type'] in [RPCMessageType.BUY_CANCEL, RPCMessageType.SHORT_CANCEL]: elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
valuedict = whconfig.get('webhookbuycancel', None) valuedict = whconfig.get('webhookbuycancel', None)
elif msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL]: elif msg['type'] in [RPCMessageType.ENTRY_FILL]:
valuedict = whconfig.get('webhookbuyfill', None) valuedict = whconfig.get('webhookbuyfill', None)
elif msg['type'] == RPCMessageType.EXIT: elif msg['type'] == RPCMessageType.EXIT:
valuedict = whconfig.get('webhookexit', None) valuedict = whconfig.get('webhookexit', None)

28
tests/rpc/test_rpc_telegram.py
View File

@ -1771,10 +1771,10 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
@pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [ @pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [
(RPCMessageType.BUY, 'Long', 'long_signal_01', None), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', None),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 1.0), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 5.0), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)]) (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
enter, enter_signal, leverage) -> None: enter, enter_signal, leverage) -> None:
@ -1827,8 +1827,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
@pytest.mark.parametrize('message_type,enter_signal', [ @pytest.mark.parametrize('message_type,enter_signal', [
(RPCMessageType.BUY_CANCEL, 'long_signal_01'), (RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
(RPCMessageType.SHORT_CANCEL, 'short_signal_01')]) (RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None: def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@ -1875,14 +1875,14 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
@pytest.mark.parametrize('message_type,entered,enter_signal,leverage', [ @pytest.mark.parametrize('message_type,entered,enter_signal,leverage', [
(RPCMessageType.BUY_FILL, 'Longed', 'long_signal_01', 1.0), (RPCMessageType.ENTRY_FILL, 'Longed', 'long_signal_01', 1.0),
(RPCMessageType.BUY_FILL, 'Longed', 'long_signal_02', 2.0), (RPCMessageType.ENTRY_FILL, 'Longed', 'long_signal_02', 2.0),
(RPCMessageType.SHORT_FILL, 'Shorted', 'short_signal_01', 2.0), (RPCMessageType.ENTRY_FILL, 'Shorted', 'short_signal_01', 2.0),
]) ])
def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, entered, def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, entered,
enter_signal, leverage) -> None: enter_signal, leverage) -> None:
default_conf['telegram']['notification_settings']['buy_fill'] = 'on' default_conf['telegram']['notification_settings']['entry_fill'] = 'on'
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({ telegram.send_msg({
@ -2105,9 +2105,9 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None:
@pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [ @pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [
(RPCMessageType.BUY, 'Long', 'long_signal_01', None), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', None),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 2.0), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 2.0),
(RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)]) (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification_no_fiat( def test_send_msg_buy_notification_no_fiat(
default_conf, mocker, message_type, enter, enter_signal, leverage) -> None: default_conf, mocker, message_type, enter, enter_signal, leverage) -> None:
del default_conf['fiat_display_currency'] del default_conf['fiat_display_currency']

18
tests/rpc/test_rpc_webhook.py
View File

@ -74,7 +74,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock = MagicMock() msg_mock = MagicMock()
mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock) mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
msg = { msg = {
'type': RPCMessageType.BUY, 'type': RPCMessageType.ENTRY,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 1.0, 'leverage': 1.0,
@ -101,7 +101,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock.reset_mock() msg_mock.reset_mock()
msg = { msg = {
'type': RPCMessageType.SHORT, 'type': RPCMessageType.ENTRY,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 2.0, 'leverage': 2.0,
@ -128,7 +128,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock.reset_mock() msg_mock.reset_mock()
msg = { msg = {
'type': RPCMessageType.BUY_CANCEL, 'type': RPCMessageType.ENTRY_CANCEL,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 1.0, 'leverage': 1.0,
@ -151,7 +151,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock.reset_mock() msg_mock.reset_mock()
msg = { msg = {
'type': RPCMessageType.SHORT_CANCEL, 'type': RPCMessageType.ENTRY_CANCEL,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 2.0, 'leverage': 2.0,
@ -178,7 +178,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock.reset_mock() msg_mock.reset_mock()
msg = { msg = {
'type': RPCMessageType.BUY_FILL, 'type': RPCMessageType.ENTRY_FILL,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 1.0, 'leverage': 1.0,
@ -205,7 +205,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock.reset_mock() msg_mock.reset_mock()
msg = { msg = {
'type': RPCMessageType.SHORT_FILL, 'type': RPCMessageType.ENTRY_FILL,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'leverage': 2.0, 'leverage': 2.0,
@ -330,8 +330,8 @@ def test_exception_send_msg(default_conf, mocker, caplog):
del default_conf["webhook"]["webhookbuy"] del default_conf["webhook"]["webhookbuy"]
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf) webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
webhook.send_msg({'type': RPCMessageType.BUY}) webhook.send_msg({'type': RPCMessageType.ENTRY})
assert log_has(f"Message type '{RPCMessageType.BUY}' not configured for webhooks", assert log_has(f"Message type '{RPCMessageType.ENTRY}' not configured for webhooks",
caplog) caplog)
default_conf["webhook"] = get_webhook_dict() default_conf["webhook"] = get_webhook_dict()
@ -340,7 +340,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock) mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf) webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
msg = { msg = {
'type': RPCMessageType.BUY, 'type': RPCMessageType.ENTRY,
'exchange': 'Binance', 'exchange': 'Binance',
'pair': 'ETH/BTC', 'pair': 'ETH/BTC',
'limit': 0.005, 'limit': 0.005,

10
tests/test_freqtradebot.py
View File

@ -3487,14 +3487,8 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
assert trade.is_open is False assert trade.is_open is False
assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3 assert rpc_mock.call_count == 3
if is_short: assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.ENTRY
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY_FILL
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.SHORT_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT
else:
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT