Add new order columns, ft_amount and ft_price

freqtrade/freqtradebot.py

@@ -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']

freqtrade/persistence/migrations.py

@@ -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}")

freqtrade/persistence/trade_model.py

@@ -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