updated logic

freqtrade/freqtradebot.py

@@ -478,7 +478,7 @@ class FreqtradeBot(LoggingMixin):
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
-            proposed_exit_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
             self.execute_trade_exit(trade, proposed_exit_rate, sell_reason=SellCheckTuple(
                 sell_type=SellType.CUSTOM_SELL), sub_trade_amt=stake_amount)
 
@@ -710,7 +710,8 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str, sub_trade: bool = False) -> None:
+    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str,
+                             sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a buy cancel occurred.
         """
@@ -1231,12 +1232,14 @@ class FreqtradeBot(LoggingMixin):
         self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt))
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') in ('closed', 'expired'):
-            self.update_trade_state(trade, trade.open_order_id, order, sub_trade=bool(sub_trade_amt))
+            self.update_trade_state(trade, trade.open_order_id, order,
+                                    sub_trade=bool(sub_trade_amt))
         Trade.commit()
 
         return True
 
-    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False, sub_trade: bool = False) -> None:
+    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
+                     sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a sell occurred.
         """
@@ -1271,8 +1274,7 @@ class FreqtradeBot(LoggingMixin):
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'sub_trade': sub_trade,
-            'stake_amount': trade.stake_amount,
+                   }
-        }
 
         if 'fiat_display_currency' in self.config:
             msg.update({
@@ -1282,7 +1284,8 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str, sub_trade: bool = False) -> None:
+    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
+                            sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a sell cancel occurred.
         """
@@ -1334,7 +1337,8 @@ class FreqtradeBot(LoggingMixin):
 #
 
     def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
-                           stoploss_order: bool = False, send_msg: bool = True, sub_trade : bool = False) -> bool:
+                           stoploss_order: bool = False, send_msg: bool = True,
+                           sub_trade: bool = False) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
         Handles closing both buy and sell orders.
@@ -1367,7 +1371,7 @@ class FreqtradeBot(LoggingMixin):
 
         order = self.handle_order_fee(trade, order)
 
-        trade.update(order,sub_trade=sub_trade)
+        trade.update(order, sub_trade=sub_trade)
         trade.recalc_trade_from_orders()
         Trade.commit()
 

freqtrade/persistence/models.py

@@ -116,7 +116,7 @@ class Order(_DECL_BASE):
     ft_order_side = Column(String(25), nullable=False)
     ft_pair = Column(String(25), nullable=False)
     ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
-    is_processed = Column(Boolean, nullable=True, default=False)
+    is_realized = Column(Boolean, nullable=True, default=False)
 
     order_id = Column(String(255), nullable=False, index=True)
     status = Column(String(255), nullable=True)
@@ -453,7 +453,7 @@ class LocalTrade():
             f"Trailing stoploss saved us: "
             f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f}.")
 
-    def update(self, order: Dict, sub_trade:bool=False) -> None:
+    def update(self, order: Dict, sub_trade: bool = False) -> None:
         """
         Updates this entity with amount and actual open/close rates.
         :param order: order retrieved by exchange.fetch_order()
@@ -479,22 +479,8 @@ class LocalTrade():
                 logger.info(f'{order_type.upper()}_SELL has been fulfilled for {self}.')
             self.open_order_id = None
             if sub_trade:
-                orders=(self.select_filled_orders('buy'))
+                self.process_sell_sub_trade(order)
-                lbuy=orders[-2]
+                return
-                lamount = (lbuy.filled or lbuy.amount)
-                o_rate = float(safe_value_fallback(order, 'average', 'price'))
-                o_amount = float(safe_value_fallback(order, 'filled', 'amount'))
-                o1_rate = orders[-1].average or orders[-1].price
-                lbuy.average=(lbuy.average * lamount - self.calc_profit2(o1_rate, o_rate, o_amount))/lamount
-                orders[-1].is_processed=True
-                self.update_order(orders[-1])
-                
-              
-                # self.orders.remove(orders[-1])
-                self.update_order(lbuy)
-                Order.query.session.commit()
-                self.recalc_trade_from_orders()
-                Trade.commit()
             else:
                 self.close(safe_value_fallback(order, 'average', 'price'))
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
@@ -508,10 +494,44 @@ class LocalTrade():
             raise ValueError(f'Unknown order type: {order_type}')
         Trade.commit()
 
-    def calc_profit2(self, open_rate: float, close_rate: float, amount: float) ->float:
+    def process_sell_sub_trade(self, order: Dict) -> None:
-        return float (Decimal(amount) * \
+        orders = (self.select_filled_orders('buy'))
-            ( Decimal(1-self.fee_close)* Decimal(close_rate) - \
+        sell_rate = float(safe_value_fallback(order, 'average', 'price'))
-            Decimal(1+self.fee_open)* Decimal(open_rate) ))
+        sell_amount = float(safe_value_fallback(order, 'filled', 'amount'))
+        profit = 0
+        idx = -1
+        while sell_amount:
+            border = orders[idx]
+            buy_amount = border.filled or border.amount
+            buy_rate = border.average or border.price
+            if sell_amount < buy_amount:
+                amount = sell_amount
+            else:
+                if len(orders) == 1 and sell_amount == buy_amount:
+                    self.close(safe_value_fallback(order, 'average', 'price'))
+                    Trade.commit()
+                    return
+                border.is_realized = True
+                self.update_order(border)
+                idx -= 1
+                amount = buy_amount
+            sell_amount -= amount
+            profit += self.calc_profit2(buy_rate, sell_rate, amount)
+        border2 = orders[idx]
+        if not border.is_realized:
+            border2.filled -= amount
+        amount2 = border2.filled or border2.amount
+        border2.average = (border2.average * amount2 - profit) / amount2
+        self.update_order(border2)
+        Order.query.session.commit()
+        self.recalc_trade_from_orders()
+        Trade.commit()
+
+    def calc_profit2(self, open_rate: float, close_rate: float,
+                     amount: float) -> float:
+        return float(Decimal(amount) *
+                     (Decimal(1 - self.fee_close) * Decimal(close_rate) -
+                      Decimal(1 + self.fee_open) * Decimal(open_rate)))
 
     def close(self, rate: float, *, show_msg: bool = True) -> None:
         """
@@ -650,7 +670,7 @@ class LocalTrade():
         for o in self.orders:
             if (o.ft_is_open or
                     (o.ft_order_side != 'buy') or
-                    o.is_processed==True or
+                    o.is_realized or
                     (o.status not in NON_OPEN_EXCHANGE_STATES)):
                 continue
 
@@ -708,7 +728,7 @@ class LocalTrade():
         return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
                 and o.ft_is_open is False and
                 (o.filled or 0) > 0 and
-                o.is_processed!=True and
+                not o.is_realized and
                 o.status in NON_OPEN_EXCHANGE_STATES]
 
     @property

freqtrade/rpc/telegram.py

@@ -253,7 +253,8 @@ class Telegram(RPCHandler):
 
         message += ")`"
         if msg.get('sub_trade'):
-            message += f"\n*Balance:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
+            bal = round_coin_value(msg['stake_amount'], msg['stake_currency'])
+            message += f"\n*Balance:* `({bal}"
 
             if msg.get('fiat_currency', None):
                 message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
@@ -306,7 +307,8 @@ class Telegram(RPCHandler):
                     msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
             else:
                 msg['stake_amount_fiat'] = 0
-            message += f"\n*Balance:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
+            bal = round_coin_value(msg['stake_amount'], msg['stake_currency'])
+            message += f"\n*Balance:* `({bal}"
 
             if msg.get('fiat_currency', None):
                 message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"

tests/test_freqtradebot.py

@@ -2621,8 +2621,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'close_rate': ANY,
         'sub_trade': False,
         'stake_amount': 60.0,
-
+            } == last_msg
-    } == last_msg
 
 
 def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
@@ -2678,7 +2677,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'close_rate': ANY,
         'sub_trade': False,
         'stake_amount': 60.0,
-    } == last_msg
+            } == last_msg
 
 
 def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee,
@@ -2748,7 +2747,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'close_rate': ANY,
         'sub_trade': False,
         'stake_amount': 60.0,
-    } == last_msg
+            } == last_msg
 
 
 def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
@@ -4553,11 +4552,11 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
                  MagicMock(return_value=closed_sell_dca_order_1))
     assert freqtrade.execute_trade_exit(trade=trade, limit=8,
-                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),sub_trade_amt=15)
+                                        sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
+                                        sub_trade_amt=15)
 
     # Assert trade is as expected (averaged dca)
     trade = Trade.query.first()
-    print(trade.open_rate,trade.amount,trade.stake_amount,'DEBUG')
     assert trade
     assert trade.open_order_id is None
     assert trade.amount == 22
@@ -4572,6 +4571,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     order = trade.select_order('sell', False)
     assert order.order_id == '653'
 
+
 def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
     default_conf_usdt.update({
         "position_adjustment_enable": True,