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Update pricing to use entry/exit pricing

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This commit is contained in:
Matthias
2022-03-28 07:03:10 +02:00
parent 9f863369bd
commit f70166270d
4 changed files with 56 additions and 32 deletions
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30
freqtrade/freqtradebot.py
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@@ -7,7 +7,7 @@ import traceback
from datetime import datetime, time, timezone
from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple
from typing import Any, Dict, List, Literal, Optional, Tuple
from schedule import Scheduler
@@ -511,7 +511,8 @@ class FreqtradeBot(LoggingMixin):
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side=trade.enter_side)
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=True)
current_profit = trade.calc_profit_ratio(current_rate)
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
@@ -589,11 +590,11 @@ class FreqtradeBot(LoggingMixin):
time_in_force = self.strategy.order_time_in_force['entry']
[side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
trade_side = 'short' if is_short else 'long'
trade_side: Literal['long', 'short'] = 'short' if is_short else 'long'
pos_adjust = trade is not None
enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
pair, price, stake_amount, side, trade_side, enter_tag, trade)
pair, price, stake_amount, trade_side, enter_tag, trade)
if not stake_amount:
return False
@@ -745,7 +746,7 @@ class FreqtradeBot(LoggingMixin):
def get_valid_enter_price_and_stake(
self, pair: str, price: Optional[float], stake_amount: float,
side: str, trade_side: str,
trade_side: Literal['long', 'short'],
entry_tag: Optional[str],
trade: Optional[Trade]
) -> Tuple[float, float, float]:
@@ -754,7 +755,8 @@ class FreqtradeBot(LoggingMixin):
enter_limit_requested = price
else:
# Calculate price
proposed_enter_rate = self.exchange.get_rate(pair, refresh=True, side=side)
proposed_enter_rate = self.exchange.get_rate(
pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_enter_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
@@ -763,7 +765,7 @@ class FreqtradeBot(LoggingMixin):
enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
if not enter_limit_requested:
raise PricingError(f'Could not determine {side} price.')
raise PricingError('Could not determine entry price.')
if trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
@@ -824,7 +826,8 @@ class FreqtradeBot(LoggingMixin):
current_rate = trade.open_rate_requested
if self.dataprovider.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
current_rate = self.exchange.get_rate(trade.pair, refresh=False, side=trade.enter_side)
current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False)
msg = {
'trade_id': trade.id,
@@ -853,7 +856,8 @@ class FreqtradeBot(LoggingMixin):
"""
Sends rpc notification when a entry order cancel occurred.
"""
current_rate = self.exchange.get_rate(trade.pair, refresh=False, side=trade.enter_side)
current_rate = self.exchange.get_rate(
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 = {
'trade_id': trade.id,
@@ -935,7 +939,8 @@ class FreqtradeBot(LoggingMixin):
)
logger.debug('checking exit')
exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side=trade.exit_side)
exit_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
if self._check_and_execute_exit(trade, exit_rate, enter, exit_, exit_tag):
return True
@@ -1433,7 +1438,7 @@ class FreqtradeBot(LoggingMixin):
profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached rates here - it was updated seconds ago.
current_rate = self.exchange.get_rate(
trade.pair, refresh=False, side=trade.exit_side) if not fill else None
trade.pair, side='exit', is_short=trade.is_short, refresh=False) if not fill else None
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
@@ -1482,7 +1487,8 @@ class FreqtradeBot(LoggingMixin):
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.exchange.get_rate(trade.pair, refresh=False, side=trade.exit_side)
current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=False)
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"