From fea50eba98c4876f8f1d97175e436be8d9df9b1c Mon Sep 17 00:00:00 2001 From: Samuel Husso Date: Thu, 4 Jan 2018 14:01:55 +0200 Subject: [PATCH] Revert "Added order timeout handling" --- config.json.example | 1 - docs/configuration.md | 1 - freqtrade/main.py | 50 +---------- freqtrade/misc.py | 1 - freqtrade/tests/conftest.py | 1 - freqtrade/tests/test_main.py | 160 +---------------------------------- 6 files changed, 2 insertions(+), 212 deletions(-) diff --git a/config.json.example b/config.json.example index c68e854e2..e5cb2fbfa 100644 --- a/config.json.example +++ b/config.json.example @@ -11,7 +11,6 @@ "0": 0.04 }, "stoploss": -0.10, - "unfilledtimeout": 600, "bid_strategy": { "ask_last_balance": 0.0 }, diff --git a/docs/configuration.md b/docs/configuration.md index 384775765..bfd169aea 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -21,7 +21,6 @@ The table below will list all configuration parameters. | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. | `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below. | `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. -| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled. | `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below. | `exchange.name` | bittrex | Yes | Name of the exchange class to use. | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode. diff --git a/freqtrade/main.py b/freqtrade/main.py index ca77f1c93..08d42c379 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -5,7 +5,7 @@ import logging import sys import time import traceback -from datetime import datetime, timedelta +from datetime import datetime from typing import Dict, Optional, List import requests @@ -98,10 +98,6 @@ def _process(nb_assets: Optional[int] = 0) -> bool: # Check if we can sell our current pair state_changed = handle_trade(trade) or state_changed - if 'unfilledtimeout' in _CONF and trade.open_order_id: - # Check and handle any timed out trades - check_handle_timedout(trade) - Trade.session.flush() except (requests.exceptions.RequestException, json.JSONDecodeError) as error: logger.warning( @@ -119,50 +115,6 @@ def _process(nb_assets: Optional[int] = 0) -> bool: return state_changed -def check_handle_timedout(trade: Trade) -> bool: - """ - Check if a trade is timed out and cancel if neccessary - :param trade: Trade instance - :return: True if the trade is timed out, false otherwise - """ - timeoutthreashold = datetime.utcnow() - timedelta(minutes=_CONF['unfilledtimeout']) - order = exchange.get_order(trade.open_order_id) - - if trade.open_date < timeoutthreashold: - # Buy timeout - cancel order - exchange.cancel_order(trade.open_order_id) - if order['remaining'] == order['amount']: - # if trade is not partially completed, just delete the trade - Trade.session.delete(trade) - Trade.session.flush() - logger.info('Buy order timeout for %s.', trade) - else: - # if trade is partially complete, edit the stake details for the trade - # and close the order - trade.amount = order['amount'] - order['remaining'] - trade.stake_amount = trade.amount * trade.open_rate - trade.open_order_id = None - logger.info('Partial buy order timeout for %s.', trade) - return True - elif trade.close_date is not None and trade.close_date < timeoutthreashold: - # Sell timeout - cancel order and update trade - if order['remaining'] == order['amount']: - # if trade is not partially completed, just cancel the trade - exchange.cancel_order(trade.open_order_id) - trade.close_rate = None - trade.close_profit = None - trade.close_date = None - trade.is_open = True - trade.open_order_id = None - logger.info('Sell order timeout for %s.', trade) - return True - else: - # TODO: figure out how to handle partially complete sell orders - return False - else: - return False - - def execute_sell(trade: Trade, limit: float) -> None: """ Executes a limit sell for the given trade and limit diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 9f414a72f..8364863f1 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -218,7 +218,6 @@ CONF_SCHEMA = { 'minProperties': 1 }, 'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True}, - 'unfilledtimeout': {'type': 'integer', 'minimum': 0}, 'bid_strategy': { 'type': 'object', 'properties': { diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py index 0420b5074..c8ecd39c7 100644 --- a/freqtrade/tests/conftest.py +++ b/freqtrade/tests/conftest.py @@ -25,7 +25,6 @@ def default_conf(): "0": 0.04 }, "stoploss": -0.10, - "unfilledtimeout": 600, "bid_strategy": { "ask_last_balance": 0.0 }, diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 3ba62dbea..09b3460c1 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -5,14 +5,13 @@ from unittest.mock import MagicMock import pytest import requests import logging -from datetime import timedelta, datetime from sqlalchemy import create_engine from freqtrade import DependencyException, OperationalException from freqtrade.analyze import SignalType from freqtrade.exchange import Exchanges from freqtrade.main import create_trade, handle_trade, init, \ - get_target_bid, _process, execute_sell, check_handle_timedout + get_target_bid, _process, execute_sell from freqtrade.misc import get_state, State from freqtrade.persistence import Trade @@ -319,163 +318,6 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo handle_trade(trade) -def test_check_handle_timedout(default_conf, ticker, health, mocker): - mocker.patch.dict('freqtrade.main._CONF', default_conf) - cancel_order_mock = MagicMock() - mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch.multiple('freqtrade.main.exchange', - validate_pairs=MagicMock(), - get_ticker=ticker, - get_order=MagicMock(return_value={ - 'closed': None, - 'type': 'LIMIT_BUY', - 'remaining': 1.0, - 'amount': 1.0, - }), - cancel_order=cancel_order_mock) - init(default_conf, create_engine('sqlite://')) - - tradeBuy = Trade( - pair='BTC_ETH', - open_rate=1, - exchange='BITTREX', - open_order_id='123456789', - amount=1, - fee=0.0, - stake_amount=1, - open_date=datetime.utcnow(), - is_open=True - ) - - tradeSell = Trade( - pair='BTC_BCC', - open_rate=1, - exchange='BITTREX', - open_order_id='678901234', - amount=1, - fee=0.0, - stake_amount=1, - open_date=datetime.utcnow(), - close_date=datetime.utcnow(), - is_open=True - ) - - Trade.session.add(tradeBuy) - Trade.session.add(tradeSell) - - # check it doesn't cancel any buy trades under the time limit - ret = check_handle_timedout(tradeBuy) - assert ret is False - assert cancel_order_mock.call_count == 0 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() - assert len(trades) == 1 - - # change the trade open datetime to 601 minutes in the past - tradeBuy.open_date = datetime.utcnow() - timedelta(minutes=601) - - # check it does cancel buy orders over the time limit - ret = check_handle_timedout(tradeBuy) - assert ret is True - assert cancel_order_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() - assert len(trades) == 0 - - # check it doesn't cancel any sell trades under the time limit - ret = check_handle_timedout(tradeSell) - assert ret is False - assert cancel_order_mock.call_count == 1 - assert tradeSell.is_open is True - - # change the trade close datetime to 601 minutes in the past - tradeSell.close_date = datetime.utcnow() - timedelta(minutes=601) - - # check it does cancel sell orders over the time limit - ret = check_handle_timedout(tradeSell) - assert ret is True - assert cancel_order_mock.call_count == 2 - assert tradeSell.is_open is True - - -def test_check_handle_timedout_partial(default_conf, ticker, health, mocker): - mocker.patch.dict('freqtrade.main._CONF', default_conf) - cancel_order_mock = MagicMock() - mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) - mocker.patch.multiple('freqtrade.main.exchange', - validate_pairs=MagicMock(), - get_ticker=ticker, - get_order=MagicMock(return_value={ - 'closed': None, - 'type': 'LIMIT_BUY', - 'remaining': 0.5, - 'amount': 1.0, - }), - cancel_order=cancel_order_mock) - init(default_conf, create_engine('sqlite://')) - - tradeBuy = Trade( - pair='BTC_ETH', - open_rate=1, - exchange='BITTREX', - open_order_id='123456789', - amount=1, - fee=0.0, - stake_amount=1, - open_date=datetime.utcnow(), - is_open=True - ) - - tradeSell = Trade( - pair='BTC_BCC', - open_rate=1, - exchange='BITTREX', - open_order_id='678901234', - amount=1, - fee=0.0, - stake_amount=1, - open_date=datetime.utcnow(), - close_date=datetime.utcnow(), - is_open=True - ) - - Trade.session.add(tradeBuy) - Trade.session.add(tradeSell) - - # check it doesn't cancel any buy trades under the time limit - ret = check_handle_timedout(tradeBuy) - assert ret is False - assert cancel_order_mock.call_count == 0 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() - assert len(trades) == 1 - - # change the trade open datetime to 601 minutes in the past - tradeBuy.open_date = datetime.utcnow() - timedelta(minutes=601) - - # check it does cancel buy orders over the time limit - # note this is for a partially-complete buy order - ret = check_handle_timedout(tradeBuy) - assert ret is True - assert cancel_order_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() - assert len(trades) == 1 - assert trades[0].amount == 0.5 - assert trades[0].stake_amount == 0.5 - - # check it doesn't cancel any sell trades under the time limit - ret = check_handle_timedout(tradeSell) - assert ret is False - assert cancel_order_mock.call_count == 1 - assert tradeSell.is_open is True - - # change the trade close datetime to 601 minutes in the past - tradeSell.close_date = datetime.utcnow() - timedelta(minutes=601) - - # check it does not cancel partially-complete sell orders over the time limit - ret = check_handle_timedout(tradeSell) - assert ret is False - assert cancel_order_mock.call_count == 1 - assert tradeSell.open_order_id is not None - - def test_balance_fully_ask_side(mocker): mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}}) assert get_target_bid({'ask': 20, 'last': 10}) == 20