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Add price side validation for market orders

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This commit is contained in:
Matthias
2021-03-20 11:48:39 +01:00
parent 066dd72210
commit fe7f3d9c37
2 changed files with 46 additions and 0 deletions
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14
freqtrade/configuration/config_validation.py
View File

@@ -74,6 +74,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
# validating trailing stoploss # validating trailing stoploss
_validate_trailing_stoploss(conf) _validate_trailing_stoploss(conf)
_validate_price_config(conf)
_validate_edge(conf) _validate_edge(conf)
_validate_whitelist(conf) _validate_whitelist(conf)
_validate_protections(conf) _validate_protections(conf)
@@ -95,6 +96,19 @@ def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.") raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
def _validate_price_config(conf: Dict[str, Any]) -> None:
"""
When using market orders, price sides must be using the "other" side of the price
"""
if (conf['order_types'].get('buy') == 'market'
and conf['bid_strategy'].get('price_side') != 'ask'):
raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
if (conf['order_types'].get('sell') == 'market'
and conf['ask_strategy'].get('price_side') != 'bid'):
raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None: def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
if conf.get('stoploss') == 0.0: if conf.get('stoploss') == 0.0:

32
tests/test_configuration.py
View File

@@ -790,6 +790,38 @@ def test_validate_max_open_trades(default_conf):
validate_config_consistency(default_conf) validate_config_consistency(default_conf)
def test_validate_price_side(default_conf):
default_conf['order_types'] = {
"buy": "limit",
"sell": "limit",
"stoploss": "limit",
"stoploss_on_exchange": False,
}
# Default should pass
validate_config_consistency(default_conf)
conf = deepcopy(default_conf)
conf['order_types']['buy'] = 'market'
with pytest.raises(OperationalException,
match='Market buy orders require bid_strategy.price_side = "ask".'):
validate_config_consistency(conf)
conf = deepcopy(default_conf)
conf['order_types']['sell'] = 'market'
with pytest.raises(OperationalException,
match='Market sell orders require ask_strategy.price_side = "bid".'):
validate_config_consistency(conf)
# Validate inversed case
conf = deepcopy(default_conf)
conf['order_types']['sell'] = 'market'
conf['order_types']['buy'] = 'market'
conf['ask_strategy']['price_side'] = 'bid'
conf['bid_strategy']['price_side'] = 'ask'
validate_config_consistency(conf)
def test_validate_tsl(default_conf): def test_validate_tsl(default_conf):
default_conf['stoploss'] = 0.0 default_conf['stoploss'] = 0.0
with pytest.raises(OperationalException, match='The config stoploss needs to be different ' with pytest.raises(OperationalException, match='The config stoploss needs to be different '