Merge pull request #5850 from freqtrade/timeout_forcesell

multiple exit-timeouts can trigger emergencysell

freqtrade/constants.py

@@ -156,6 +156,7 @@ CONF_SCHEMA = {
             'properties': {
                 'buy': {'type': 'number', 'minimum': 1},
                 'sell': {'type': 'number', 'minimum': 1},
+                'exit_timeout_count': {'type': 'number', 'minimum': 0, 'default': 0},
                 'unit': {'type': 'string', 'enum': TIMEOUT_UNITS, 'default': 'minutes'}
             }
         },

freqtrade/freqtradebot.py

@@ -920,6 +920,13 @@ class FreqtradeBot(LoggingMixin):
                                                                  trade=trade,
                                                                  order=order))):
                 self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                canceled_count = trade.get_exit_order_count()
+                max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
+                if max_timeouts > 0 and canceled_count >= max_timeouts:
+                    logger.warning(f'Emergencyselling trade {trade}, as the sell order '
+                                   f'timed out {max_timeouts} times.')
+                    self.execute_trade_exit(trade, order.get('price'), sell_reason=SellCheckTuple(
+                        sell_type=SellType.EMERGENCY_SELL))
 
     def cancel_all_open_orders(self) -> None:
         """
@@ -1283,7 +1290,7 @@ class FreqtradeBot(LoggingMixin):
 
         if self.exchange.check_order_canceled_empty(order):
             # Trade has been cancelled on exchange
-            # Handling of this will happen in check_handle_timeout.
+            # Handling of this will happen in check_handle_timedout.
             return True
 
         # Try update amount (binance-fix)

freqtrade/persistence/models.py

@@ -491,6 +491,13 @@ class LocalTrade():
     def update_order(self, order: Dict) -> None:
         Order.update_orders(self.orders, order)
 
+    def get_exit_order_count(self) -> int:
+        """
+        Get amount of failed exiting orders
+        assumes full exits.
+        """
+        return len([o for o in self.orders if o.ft_order_side == 'sell'])
+
     def _calc_open_trade_value(self) -> float:
         """
         Calculate the open_rate including open_fee.
@@ -775,7 +782,7 @@ class Trade(_DECL_BASE, LocalTrade):
             return Trade.query
 
     @staticmethod
-    def get_open_order_trades():
+    def get_open_order_trades() -> List['Trade']:
         """
         Returns all open trades
         NOTE: Not supported in Backtesting.