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Add new order columns, ft_amount and ft_price

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This commit is contained in:
Matthias 2023-01-08 13:53:08 +01:00
parent 550ab2b8e8
commit fd694f14c2
3 changed files with 26 additions and 9 deletions
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7
freqtrade/freqtradebot.py
View File

@ -720,7 +720,7 @@ class FreqtradeBot(LoggingMixin):
time_in_force=time_in_force,
leverage=leverage
)
order_obj = Order.parse_from_ccxt_object(order, pair, side)
order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested)
order_id = order['id']
order_status = order.get('status')
logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
@ -1094,7 +1094,8 @@ class FreqtradeBot(LoggingMixin):
leverage=trade.leverage
)
order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss',
trade.amount, stop_price)
trade.orders.append(order_obj)
trade.stoploss_order_id = str(stoploss_order['id'])
trade.stoploss_last_update = datetime.now(timezone.utc)
@ -1595,7 +1596,7 @@ class FreqtradeBot(LoggingMixin):
self.handle_insufficient_funds(trade)
return False
order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side)
order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
trade.orders.append(order_obj)
trade.open_order_id = order['id']

13
freqtrade/persistence/migrations.py
View File

@ -214,17 +214,22 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
average = get_column_def(cols_order, 'average', 'null')
stop_price = get_column_def(cols_order, 'stop_price', 'null')
funding_fee = get_column_def(cols_order, 'funding_fee', '0.0')
ft_amount = get_column_def(cols_order, 'ft_amount', 'coalesce(amount, 0.0)')
ft_price = get_column_def(cols_order, 'ft_price', 'coalesce(price, 0.0)')
# sqlite does not support literals for booleans
with engine.begin() as connection:
connection.execute(text(f"""
insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee)
stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee,
ft_amount, ft_price
)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
cost, {stop_price} stop_price, order_date, order_filled_date,
order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee
order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee,
{ft_amount} ft_amount, {ft_price} ft_price
from {table_back_name}
"""))
@ -311,8 +316,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'funding_fee')):
migrating = False
# if not has_column(cols_orders, 'funding_fee'):
if not has_column(cols_trades, 'max_stake_amount'):
# if not has_column(cols_trades, 'max_stake_amount'):
if not has_column(cols_orders, 'ft_price'):
migrating = True
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")

15
freqtrade/persistence/trade_model.py
View File

@ -49,6 +49,8 @@ class Order(_DECL_BASE):
ft_order_side: str = Column(String(25), nullable=False)
ft_pair: str = Column(String(25), nullable=False)
ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
ft_amount = Column(Float, nullable=False)
ft_price = Column(Float, nullable=False)
order_id: str = Column(String(255), nullable=False, index=True)
status = Column(String(255), nullable=True)
@ -227,11 +229,20 @@ class Order(_DECL_BASE):
logger.warning(f"Did not find order for {order}.")
@staticmethod
def parse_from_ccxt_object(order: Dict[str, Any], pair: str, side: str) -> 'Order':
def parse_from_ccxt_object(
order: Dict[str, Any], pair: str, side: str,
amount: Optional[float] = None, price: Optional[float] = None) -> 'Order':
"""
Parse an order from a ccxt object and return a new order Object.
Optional support for overriding amount and price is only used for test simplification.
"""
o = Order(order_id=str(order['id']), ft_order_side=side, ft_pair=pair)
o = Order(
order_id=str(order['id']),
ft_order_side=side,
ft_pair=pair,
ft_amount=amount if amount else order['amount'],
ft_price=price if price else order['price'],
)
o.update_from_ccxt_object(order)
return o