From c0e12d632f269b3043ccdc08c4355733de4daa6e Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 3 Mar 2022 19:19:10 +0100 Subject: [PATCH 01/16] Add FTX ref links --- README.md | 2 +- docs/index.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 166e4833a..efa334a27 100644 --- a/README.md +++ b/README.md @@ -32,7 +32,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even - [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) -- [X] [FTX](https://ftx.com) +- [X] [FTX](https://ftx.com/#a=2258149) - [X] [Gate.io](https://www.gate.io/ref/6266643) - [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) diff --git a/docs/index.md b/docs/index.md index 32b19bd94..2aa80c240 100644 --- a/docs/index.md +++ b/docs/index.md @@ -44,7 +44,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual, - [X] [Binance](https://www.binance.com/) - [X] [Bittrex](https://bittrex.com/) -- [X] [FTX](https://ftx.com) +- [X] [FTX](https://ftx.com/#a=2258149) - [X] [Gate.io](https://www.gate.io/ref/6266643) - [X] [Huobi](http://huobi.com/) - [X] [Kraken](https://kraken.com/) From be4bc4955c2ffb4e72e603bb92fb62123a8767e2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Mar 2022 14:11:21 +0100 Subject: [PATCH 02/16] Explicitly check for None to determine if initial stoploss was set closes #6460 --- freqtrade/constants.py | 2 +- freqtrade/persistence/models.py | 6 ++++-- 2 files changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 066a07c62..200917d43 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -140,7 +140,7 @@ CONF_SCHEMA = { 'minProperties': 1 }, 'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5}, - 'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True}, + 'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1}, 'trailing_stop': {'type': 'boolean'}, 'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1}, diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index af093a1eb..92d1def30 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -304,7 +304,7 @@ class LocalTrade(): # absolute value of the initial stop loss initial_stop_loss: float = 0.0 # percentage value of the initial stop loss - initial_stop_loss_pct: float = 0.0 + initial_stop_loss_pct: Optional[float] = None # stoploss order id which is on exchange stoploss_order_id: Optional[str] = None # last update time of the stoploss order on exchange @@ -446,7 +446,8 @@ class LocalTrade(): new_loss = float(current_price * (1 - abs(stoploss))) # no stop loss assigned yet - if not self.stop_loss: + # if not self.stop_loss: + if self.initial_stop_loss_pct is None: logger.debug(f"{self.pair} - Assigning new stoploss...") self._set_new_stoploss(new_loss, stoploss) self.initial_stop_loss = new_loss @@ -786,6 +787,7 @@ class LocalTrade(): logger.info(f"Stoploss for {trade} needs adjustment...") # Force reset of stoploss trade.stop_loss = None + trade.initial_stop_loss_pct = None trade.adjust_stop_loss(trade.open_rate, desired_stoploss) logger.info(f"New stoploss: {trade.stop_loss}.") From d74e3091de415cf7ee7722b7afe14968feab1cec Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:09 +0000 Subject: [PATCH 03/16] Bump fastapi from 0.74.1 to 0.75.0 Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.74.1 to 0.75.0. - [Release notes](https://github.com/tiangolo/fastapi/releases) - [Commits](https://github.com/tiangolo/fastapi/compare/0.74.1...0.75.0) --- updated-dependencies: - dependency-name: fastapi dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index bcdcb02a9..2be9bfe21 100644 --- a/requirements.txt +++ b/requirements.txt @@ -31,7 +31,7 @@ python-rapidjson==1.6 sdnotify==0.3.2 # API Server -fastapi==0.74.1 +fastapi==0.75.0 uvicorn==0.17.5 pyjwt==2.3.0 aiofiles==0.8.0 From 708def3d96289c33b297c1b083b2aead3dbc4e37 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:15 +0000 Subject: [PATCH 04/16] Bump sqlalchemy from 1.4.31 to 1.4.32 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.31 to 1.4.32. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) --- updated-dependencies: - dependency-name: sqlalchemy dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index bcdcb02a9..875a3e885 100644 --- a/requirements.txt +++ b/requirements.txt @@ -6,7 +6,7 @@ ccxt==1.74.63 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.1 aiohttp==3.8.1 -SQLAlchemy==1.4.31 +SQLAlchemy==1.4.32 python-telegram-bot==13.11 arrow==1.2.2 cachetools==4.2.2 From 67a8b8b6317eea1512dda812134736f5e9bfdfc5 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:19 +0000 Subject: [PATCH 05/16] Bump pytest-asyncio from 0.18.1 to 0.18.2 Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.18.1 to 0.18.2. - [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases) - [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.18.1...v0.18.2) --- updated-dependencies: - dependency-name: pytest-asyncio dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 9fc8a18ad..f81844d26 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,7 +8,7 @@ flake8==4.0.1 flake8-tidy-imports==4.6.0 mypy==0.931 pytest==7.0.1 -pytest-asyncio==0.18.1 +pytest-asyncio==0.18.2 pytest-cov==3.0.0 pytest-mock==3.7.0 pytest-random-order==1.0.4 From 1d63bb66a98332a006af255dfe2a2c51d59d9fe2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:23 +0000 Subject: [PATCH 06/16] Bump mkdocs-material from 8.2.3 to 8.2.5 Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 8.2.3 to 8.2.5. - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/8.2.3...8.2.5) --- updated-dependencies: - dependency-name: mkdocs-material dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 839485629..0ca0e4b63 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,4 +1,4 @@ mkdocs==1.2.3 -mkdocs-material==8.2.3 +mkdocs-material==8.2.5 mdx_truly_sane_lists==1.2 pymdown-extensions==9.2 From f1d2cb9ce42f2ae8c1b8d62c7092ffbffa4c832e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:25 +0000 Subject: [PATCH 07/16] Bump types-cachetools from 4.2.9 to 4.2.10 Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.9 to 4.2.10. - [Release notes](https://github.com/python/typeshed/releases) - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-cachetools dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 9fc8a18ad..1e50be196 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -20,7 +20,7 @@ time-machine==2.6.0 nbconvert==6.4.2 # mypy types -types-cachetools==4.2.9 +types-cachetools==4.2.10 types-filelock==3.2.5 types-requests==2.27.11 types-tabulate==0.8.5 From 0c8dd7e50233110b414dc5afac8e6ca87d16a15f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:01:33 +0000 Subject: [PATCH 08/16] Bump ccxt from 1.74.63 to 1.75.12 Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.74.63 to 1.75.12. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg) - [Commits](https://github.com/ccxt/ccxt/compare/1.74.63...1.75.12) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index bcdcb02a9..769b0de4a 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,7 +2,7 @@ numpy==1.22.2 pandas==1.4.1 pandas-ta==0.3.14b -ccxt==1.74.63 +ccxt==1.75.12 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.1 aiohttp==3.8.1 From 25964f70d8dd560852905c04e406e1c45455f86a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 03:12:15 +0000 Subject: [PATCH 09/16] Bump actions/checkout from 2 to 3 Bumps [actions/checkout](https://github.com/actions/checkout) from 2 to 3. - [Release notes](https://github.com/actions/checkout/releases) - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md) - [Commits](https://github.com/actions/checkout/compare/v2...v3) --- updated-dependencies: - dependency-name: actions/checkout dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] --- .github/workflows/ci.yml | 12 ++++++------ .github/workflows/docker_update_readme.yml | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 407894bd2..6b576bd5d 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -23,7 +23,7 @@ jobs: python-version: ["3.8", "3.9", "3.10"] steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Set up Python uses: actions/setup-python@v2 @@ -118,7 +118,7 @@ jobs: python-version: ["3.8", "3.9", "3.10"] steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Set up Python uses: actions/setup-python@v2 @@ -210,7 +210,7 @@ jobs: python-version: ["3.8", "3.9", "3.10"] steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Set up Python uses: actions/setup-python@v2 @@ -262,7 +262,7 @@ jobs: docs_check: runs-on: ubuntu-20.04 steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Documentation syntax run: | @@ -325,7 +325,7 @@ jobs: if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade' steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Set up Python uses: actions/setup-python@v2 @@ -405,7 +405,7 @@ jobs: if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade' steps: - - uses: actions/checkout@v2 + - uses: actions/checkout@v3 - name: Extract branch name shell: bash diff --git a/.github/workflows/docker_update_readme.yml b/.github/workflows/docker_update_readme.yml index 95a6e82e2..ebb773ad7 100644 --- a/.github/workflows/docker_update_readme.yml +++ b/.github/workflows/docker_update_readme.yml @@ -8,7 +8,7 @@ jobs: dockerHubDescription: runs-on: ubuntu-latest steps: - - uses: actions/checkout@v1 + - uses: actions/checkout@v3 - name: Docker Hub Description uses: peter-evans/dockerhub-description@v2.4.3 env: From 3c83d8c74a8078dc0779614318454f63597e4fe9 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 7 Mar 2022 05:24:08 +0000 Subject: [PATCH 10/16] Bump actions/setup-python from 2 to 3 Bumps [actions/setup-python](https://github.com/actions/setup-python) from 2 to 3. - [Release notes](https://github.com/actions/setup-python/releases) - [Commits](https://github.com/actions/setup-python/compare/v2...v3) --- updated-dependencies: - dependency-name: actions/setup-python dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] --- .github/workflows/ci.yml | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 6b576bd5d..216a53bc1 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -26,7 +26,7 @@ jobs: - uses: actions/checkout@v3 - name: Set up Python - uses: actions/setup-python@v2 + uses: actions/setup-python@v3 with: python-version: ${{ matrix.python-version }} @@ -121,7 +121,7 @@ jobs: - uses: actions/checkout@v3 - name: Set up Python - uses: actions/setup-python@v2 + uses: actions/setup-python@v3 with: python-version: ${{ matrix.python-version }} @@ -213,7 +213,7 @@ jobs: - uses: actions/checkout@v3 - name: Set up Python - uses: actions/setup-python@v2 + uses: actions/setup-python@v3 with: python-version: ${{ matrix.python-version }} @@ -269,7 +269,7 @@ jobs: ./tests/test_docs.sh - name: Set up Python - uses: actions/setup-python@v2 + uses: actions/setup-python@v3 with: python-version: 3.8 @@ -328,7 +328,7 @@ jobs: - uses: actions/checkout@v3 - name: Set up Python - uses: actions/setup-python@v2 + uses: actions/setup-python@v3 with: python-version: 3.8 From 17041b78fc1ba574fcd9de865e25e5658c23e298 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 7 Mar 2022 19:39:15 +0100 Subject: [PATCH 11/16] Add stoploss-limit-ratio to full config sample --- config_examples/config_full.example.json | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index d675fb1a9..7931476b4 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -56,7 +56,8 @@ "forcebuy": "market", "stoploss": "market", "stoploss_on_exchange": false, - "stoploss_on_exchange_interval": 60 + "stoploss_on_exchange_interval": 60, + "stoploss_on_exchange_limit_ratio": 0.99 }, "order_time_in_force": { "buy": "gtc", From f2ed6165e936fc2b44c4fb5d24bc0b62ae774ea3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 8 Mar 2022 19:35:30 +0100 Subject: [PATCH 12/16] convert price to precision price before verifying stoploss adjustment closes #6504 --- freqtrade/freqtradebot.py | 4 +++- tests/test_freqtradebot.py | 26 ++++++++++++++++++++++++++ 2 files changed, 29 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 207bfbc12..ac6ad65de 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -907,7 +907,9 @@ class FreqtradeBot(LoggingMixin): :param order: Current on exchange stoploss order :return: None """ - if self.exchange.stoploss_adjust(trade.stop_loss, order): + stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stop_loss) + + if self.exchange.stoploss_adjust(stoploss_norm, order): # we check if the update is necessary update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60) if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat: diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7ed1a68f8..e5f8d3694 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1360,6 +1360,32 @@ def test_handle_stoploss_on_exchange_trailing_error( assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) +def test_stoploss_on_exchange_price_rounding( + mocker, default_conf_usdt, fee, open_trade_usdt) -> None: + patch_RPCManager(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_fee=fee, + ) + price_mock = MagicMock(side_effect=lambda p, s: int(s)) + stoploss_mock = MagicMock(return_value={'id': '13434334'}) + adjust_mock = MagicMock(return_value=False) + mocker.patch.multiple( + 'freqtrade.exchange.Binance', + stoploss=stoploss_mock, + stoploss_adjust=adjust_mock, + price_to_precision=price_mock, + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + open_trade_usdt.stoploss_order_id = '13434334' + open_trade_usdt.stop_loss = 222.55 + + freqtrade.handle_trailing_stoploss_on_exchange(open_trade_usdt, {}) + assert price_mock.call_count == 1 + assert adjust_mock.call_count == 1 + assert adjust_mock.call_args_list[0][0][0] == 222 + + @pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_custom_stop( mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: From 6e10439f908a11a41501b3dad216f1ad8e90b80a Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 9 Mar 2022 17:35:41 +0100 Subject: [PATCH 13/16] Map usdt fiat to correct coingecko fiat --- freqtrade/rpc/fiat_convert.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py index 82a6a4778..70f3647b6 100644 --- a/freqtrade/rpc/fiat_convert.py +++ b/freqtrade/rpc/fiat_convert.py @@ -23,6 +23,7 @@ coingecko_mapping = { 'eth': 'ethereum', 'bnb': 'binancecoin', 'sol': 'solana', + 'usdt': 'tether', } From 9ff52c0a93666daeaf00b46c64a82bc8a953f38d Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 11 Mar 2022 08:00:18 +0100 Subject: [PATCH 14/16] Add test for emergencysell behaviour --- tests/test_freqtradebot.py | 47 +++++++++++++++++++++++++++++--------- 1 file changed, 36 insertions(+), 11 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index e5f8d3694..1aeb56cdd 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -926,12 +926,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, }), create_order=MagicMock(side_effect=[ {'id': limit_buy_order_usdt['id']}, - {'id': limit_sell_order_usdt['id']}, + limit_sell_order_usdt, + # {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, - ) - mocker.patch.multiple( - 'freqtrade.exchange.Binance', stoploss=stoploss ) freqtrade = FreqtradeBot(default_conf_usdt) @@ -956,7 +954,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, trade.stoploss_order_id = 100 hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', hanging_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == 100 @@ -969,7 +967,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, trade.stoploss_order_id = 100 canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', canceled_stoploss_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False @@ -1001,7 +999,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, 'average': 2, 'amount': limit_buy_order_usdt['amount'], }) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) assert trade.stoploss_order_id is None @@ -1009,7 +1007,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, caplog.clear() mocker.patch( - 'freqtrade.exchange.Binance.stoploss', + 'freqtrade.exchange.Exchange.stoploss', side_effect=ExchangeError() ) trade.is_open = True @@ -1021,9 +1019,9 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) + mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) assert stoploss.call_count == 1 @@ -1033,10 +1031,37 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, trade.is_open = False stoploss.reset_mock() mocker.patch('freqtrade.exchange.Exchange.fetch_order') - mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) + mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 0 + # Seventh case: emergency exit triggered + # Trailing stop should not act anymore + stoploss_order_cancelled = MagicMock(side_effect=[{ + 'id': "100", + 'status': 'canceled', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'amount': limit_buy_order_usdt['amount'], + 'info': {'stopPrice': 22}, + }]) + trade.stoploss_order_id = 100 + trade.is_open = True + trade.stoploss_last_update = arrow.utcnow().shift(hours=-1).datetime + trade.stop_loss = 24 + freqtrade.config['trailing_stop'] = True + stoploss = MagicMock(side_effect=InvalidOrderException()) + + mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order_with_result', + side_effect=InvalidOrderException()) + mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_cancelled) + mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert trade.stoploss_order_id is None + assert trade.is_open is False + assert trade.sell_reason == str(SellType.EMERGENCY_SELL) + def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt) -> None: From 24f480b4ced4a9e0ea9ec09c93bf38911d57feef Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 11 Mar 2022 08:27:42 +0100 Subject: [PATCH 15/16] Double-check stoploss behaviour closes #6508 --- freqtrade/freqtradebot.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ac6ad65de..16864f814 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -873,11 +873,15 @@ class FreqtradeBot(LoggingMixin): stop_price = trade.open_rate * (1 + stoploss) if self.create_stoploss_order(trade=trade, stop_price=stop_price): + # The above will return False if the placement failed and the trade was force-sold. + # in which case the trade will be closed - which we must check below. trade.stoploss_last_update = datetime.utcnow() return False # If stoploss order is canceled for some reason we add it - if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'): + if (trade.is_open + and stoploss_order + and stoploss_order['status'] in ('canceled', 'cancelled')): if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss): return False else: @@ -887,7 +891,7 @@ class FreqtradeBot(LoggingMixin): # Finally we check if stoploss on exchange should be moved up because of trailing. # Triggered Orders are now real orders - so don't replace stoploss anymore if ( - stoploss_order + trade.is_open and stoploss_order and stoploss_order.get('status_stop') != 'triggered' and (self.config.get('trailing_stop', False) or self.config.get('use_custom_stoploss', False)) From 11c76c3c89ed2b9090997161a764080f6d27ff1f Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 11 Mar 2022 17:59:57 +0100 Subject: [PATCH 16/16] Check if timeframe is available before calling exchange closes #6517 --- freqtrade/exchange/exchange.py | 39 ++++++++++++++++++++------------- tests/conftest.py | 2 ++ tests/exchange/test_exchange.py | 7 ++++++ 3 files changed, 33 insertions(+), 15 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index da89a7c8a..cfd12622b 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -9,7 +9,7 @@ import logging from copy import deepcopy from datetime import datetime, timedelta, timezone from math import ceil -from typing import Any, Dict, List, Optional, Tuple +from typing import Any, Coroutine, Dict, List, Optional, Tuple import arrow import ccxt @@ -1371,6 +1371,22 @@ class Exchange: data = sorted(data, key=lambda x: x[0]) return pair, timeframe, data + def _build_coroutine(self, pair: str, timeframe: str, since_ms: Optional[int]) -> Coroutine: + if not since_ms and self.required_candle_call_count > 1: + # Multiple calls for one pair - to get more history + one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe) + move_to = one_call * self.required_candle_call_count + now = timeframe_to_next_date(timeframe) + since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000) + + if since_ms: + return self._async_get_historic_ohlcv( + pair, timeframe, since_ms=since_ms, raise_=True) + else: + # One call ... "regular" refresh + return self._async_get_candle_history( + pair, timeframe, since_ms=since_ms) + def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *, since_ms: Optional[int] = None, cache: bool = True ) -> Dict[Tuple[str, str], DataFrame]: @@ -1389,22 +1405,15 @@ class Exchange: cached_pairs = [] # Gather coroutines to run for pair, timeframe in set(pair_list): + if timeframe not in self.timeframes: + logger.warning( + f"Cannot download ({pair}, {timeframe}) combination as this timeframe is " + f"not available on {self.name}. Available timeframes are " + f"{', '.join(self.timeframes)}.") + continue if ((pair, timeframe) not in self._klines or not cache or self._now_is_time_to_refresh(pair, timeframe)): - if not since_ms and self.required_candle_call_count > 1: - # Multiple calls for one pair - to get more history - one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe) - move_to = one_call * self.required_candle_call_count - now = timeframe_to_next_date(timeframe) - since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000) - - if since_ms: - input_coroutines.append(self._async_get_historic_ohlcv( - pair, timeframe, since_ms=since_ms, raise_=True)) - else: - # One call ... "regular" refresh - input_coroutines.append(self._async_get_candle_history( - pair, timeframe, since_ms=since_ms)) + input_coroutines.append(self._build_coroutine(pair, timeframe, since_ms)) else: logger.debug( "Using cached candle (OHLCV) data for pair %s, timeframe %s ...", diff --git a/tests/conftest.py b/tests/conftest.py index ae35b0326..57122c01c 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -107,6 +107,8 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) else: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock( + return_value=['5m', '15m', '1h', '1d'])) def get_patched_exchange(mocker, config, api_mock=None, id='binance', diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 527e8050b..2bd84942d 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1692,6 +1692,13 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: cache=False) assert len(res) == 3 assert exchange._api_async.fetch_ohlcv.call_count == 3 + exchange._api_async.fetch_ohlcv.reset_mock() + caplog.clear() + # Call with invalid timeframe + res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m')],cache=False) + assert not res + assert len(res) == 0 + assert log_has_re(r'Cannot download \(IOTA\/ETH, 3m\).*', caplog) @pytest.mark.asyncio