Merge branch 'develop' into feature/fetch-public-trades

freqtrade/exchange/exchange.py

@@ -22,9 +22,11 @@ from pandas import DataFrame, concat
 from freqtrade.constants import (DEFAULT_TRADES_COLUMNS, DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
                                  BuySell, Config, EntryExit, ExchangeConfig,
                                  ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe)
+
 from freqtrade.data.converter import clean_duplicate_trades, clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list, public_trades_to_dataframe
 from freqtrade.data.converter.converter import _calculate_ohlcv_candle_start_and_end
-from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode
+from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, RunMode, TradingMode
+
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
@@ -629,7 +631,11 @@ class Exchange:
             raise OperationalException(
                 f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
-        if timeframe and timeframe_to_minutes(timeframe) < 1:
+        if (
+            timeframe
+            and self._config['runmode'] != RunMode.UTIL_EXCHANGE
+            and timeframe_to_minutes(timeframe) < 1
+        ):
             raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
 
     def validate_ordertypes(self, order_types: Dict) -> None:

freqtrade/freqtradebot.py

@@ -432,10 +432,6 @@ class FreqtradeBot(LoggingMixin):
             try:
                 fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
                                                                  order.ft_order_side == 'stoploss')
-                if order.ft_order_side == 'stoploss':
-                    if fo and fo['status'] == 'open':
-                        # Assume this as the open stoploss order
-                        trade.stoploss_order_id = order.order_id
                 if fo:
                     logger.info(f"Found {order} for trade {trade}.")
                     self.update_trade_state(trade, order.order_id, fo,
@@ -895,17 +891,15 @@ class FreqtradeBot(LoggingMixin):
 
     def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
         # First cancelling stoploss on exchange ...
-        if trade.stoploss_order_id:
+        for oslo in trade.open_sl_orders:
             try:
-                logger.info(f"Cancelling stoploss on exchange for {trade}")
+                logger.info(f"Cancelling stoploss on exchange for {trade} "
+                            f"order: {oslo.order_id}")
                 co = self.exchange.cancel_stoploss_order_with_result(
-                    trade.stoploss_order_id, trade.pair, trade.amount)
+                    oslo.order_id, trade.pair, trade.amount)
-                self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True)
+                self.update_trade_state(trade, oslo.order_id, co, stoploss_order=True)
-
-                # Reset stoploss order id.
-                trade.stoploss_order_id = None
             except InvalidOrderException:
-                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
+                logger.exception(f"Could not cancel stoploss order {oslo.order_id} "
                                  f"for pair {trade.pair}")
         return trade
 
@@ -1080,7 +1074,7 @@ class FreqtradeBot(LoggingMixin):
 
             if (
                 not trade.has_open_orders
-                and not trade.stoploss_order_id
+                and not trade.has_open_sl_orders
                 and not self.wallets.check_exit_amount(trade)
             ):
                 logger.warning(
@@ -1190,8 +1184,6 @@ class FreqtradeBot(LoggingMixin):
             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)
             return True
         except InsufficientFundsError as e:
             logger.warning(f"Unable to place stoploss order {e}.")
@@ -1199,13 +1191,11 @@ class FreqtradeBot(LoggingMixin):
             self.handle_insufficient_funds(trade)
 
         except InvalidOrderException as e:
-            trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Exiting the trade forcefully')
             self.emergency_exit(trade, stop_price)
 
         except ExchangeError:
-            trade.stoploss_order_id = None
             logger.exception('Unable to place a stoploss order on exchange.')
         return False
 
@@ -1219,27 +1209,28 @@ class FreqtradeBot(LoggingMixin):
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
-        stoploss_order = None
 
-        try:
+        stoploss_orders = []
-            # First we check if there is already a stoploss on exchange
+        for slo in trade.open_sl_orders:
-            stoploss_order = self.exchange.fetch_stoploss_order(
+            stoploss_order = None
-                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
+            try:
-        except InvalidOrderException as exception:
+                # First we check if there is already a stoploss on exchange
-            logger.warning('Unable to fetch stoploss order: %s', exception)
+                stoploss_order = self.exchange.fetch_stoploss_order(
+                    slo.order_id, trade.pair) if slo.order_id else None
+            except InvalidOrderException as exception:
+                logger.warning('Unable to fetch stoploss order: %s', exception)
 
-        if stoploss_order:
+            if stoploss_order:
-            self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
+                stoploss_orders.append(stoploss_order)
-                                    stoploss_order=True)
+                self.update_trade_state(trade, slo.order_id, stoploss_order,
+                                        stoploss_order=True)
 
-        # We check if stoploss order is fulfilled
+            # We check if stoploss order is fulfilled
-        if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
+            if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
-            trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
+                trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
-            self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
+                self._notify_exit(trade, "stoploss", True)
-                                    stoploss_order=True)
+                self.handle_protections(trade.pair, trade.trade_direction)
-            self._notify_exit(trade, "stoploss", True)
+                return True
-            self.handle_protections(trade.pair, trade.trade_direction)
-            return True
 
         if trade.has_open_orders or not trade.is_open:
             # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
@@ -1248,7 +1239,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if not stoploss_order:
+        if len(stoploss_orders) == 0:
             stop_price = trade.stoploss_or_liquidation
             if self.edge:
                 stoploss = self.edge.get_stoploss(pair=trade.pair)
@@ -1262,27 +1253,7 @@ class FreqtradeBot(LoggingMixin):
                 # in which case the trade will be closed - which we must check below.
                 return False
 
-        # If stoploss order is canceled for some reason we add it again
+        self.manage_trade_stoploss_orders(trade, stoploss_orders)
-        if (trade.is_open
-                and stoploss_order
-                and stoploss_order['status'] in ('canceled', 'cancelled')):
-            if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
-                return False
-            else:
-                logger.warning('Stoploss order was cancelled, but unable to recreate one.')
-
-        # 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 (
-            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))
-        ):
-            # if trailing stoploss is enabled we check if stoploss value has changed
-            # in which case we cancel stoploss order and put another one with new
-            # value immediately
-            self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
 
         return False
 
@@ -1318,6 +1289,42 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
+    def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: List[Dict]):
+        """
+        Perform required actions acording to existing stoploss orders of trade
+        :param trade: Corresponding Trade
+        :param stoploss_orders: Current on exchange stoploss orders
+        :return: None
+        """
+        # If all stoploss orderd are canceled for some reason we add it again
+        canceled_sl_orders = [o for o in stoploss_orders
+                              if o['status'] in ('canceled', 'cancelled')]
+        if (
+            trade.is_open and
+            len(stoploss_orders) > 0 and
+            len(stoploss_orders) == len(canceled_sl_orders)
+        ):
+            if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
+                return False
+            else:
+                logger.warning('All Stoploss orders are cancelled, but unable to recreate one.')
+
+        active_sl_orders = [o for o in stoploss_orders if o not in canceled_sl_orders]
+        if len(active_sl_orders) > 0:
+            last_active_sl_order = active_sl_orders[-1]
+            # 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 (trade.is_open and
+                    last_active_sl_order.get('status_stop') != 'triggered' and
+                    (self.config.get('trailing_stop', False) or
+                     self.config.get('use_custom_stoploss', False))):
+                # if trailing stoploss is enabled we check if stoploss value has changed
+                # in which case we cancel stoploss order and put another one with new
+                # value immediately
+                self.handle_trailing_stoploss_on_exchange(trade, last_active_sl_order)
+
+        return
+
     def manage_open_orders(self) -> None:
         """
         Management of open orders on exchange. Unfilled orders might be cancelled if timeout

freqtrade/optimize/backtesting.py

@@ -185,13 +185,14 @@ class Backtesting:
         # Load detail timeframe if specified
         self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:
-            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
-            if self.timeframe_min <= self.timeframe_detail_min:
+            self.timeframe_detail_td = timedelta(minutes=timeframe_detail_min)
+            if self.timeframe_min <= timeframe_detail_min:
                 raise OperationalException(
                     "Detail timeframe must be smaller than strategy timeframe.")
 
         else:
-            self.timeframe_detail_min = 0
+            self.timeframe_detail_td = timedelta(seconds=0)
         self.detail_data: Dict[str, DataFrame] = {}
         self.futures_data: Dict[str, DataFrame] = {}
 
@@ -1268,7 +1269,7 @@ class Backtesting:
                         open_trade_count_start = self.backtest_loop(
                             det_row, pair, current_time_det, end_date,
                             open_trade_count_start, trade_dir, is_first)
-                        current_time_det += timedelta(minutes=self.timeframe_detail_min)
+                        current_time_det += self.timeframe_detail_td
                         is_first = False
                 else:
                     self.dataprovider._set_dataframe_max_date(current_time)

freqtrade/persistence/migrations.py

@@ -1,7 +1,7 @@
 import logging
 from typing import List, Optional
 
-from sqlalchemy import inspect, select, text, tuple_, update
+from sqlalchemy import inspect, select, text, update
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence.trade_model import Order, Trade
@@ -91,8 +91,6 @@ def migrate_trades_and_orders_table(
     is_stop_loss_trailing = get_column_def(
         cols, 'is_stop_loss_trailing',
         f'coalesce({stop_loss_pct}, 0.0) <> coalesce({initial_stop_loss_pct}, 0.0)')
-    stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null')
-    stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
     max_rate = get_column_def(cols, 'max_rate', '0.0')
     min_rate = get_column_def(cols, 'min_rate', 'null')
     exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null'))
@@ -160,7 +158,7 @@ def migrate_trades_and_orders_table(
             open_rate_requested, close_rate, close_rate_requested, close_profit,
             stake_amount, amount, amount_requested, open_date, close_date,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
-            is_stop_loss_trailing, stoploss_order_id, stoploss_last_update,
+            is_stop_loss_trailing,
             max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
             timeframe, open_trade_value, close_profit_abs,
             trading_mode, leverage, liquidation_price, is_short,
@@ -180,7 +178,6 @@ def migrate_trades_and_orders_table(
             {initial_stop_loss} initial_stop_loss,
             {initial_stop_loss_pct} initial_stop_loss_pct,
             {is_stop_loss_trailing} is_stop_loss_trailing,
-            {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate,
             case when {exit_reason} = 'sell_signal' then 'exit_signal'
                  when {exit_reason} = 'custom_sell' then 'custom_exit'
@@ -279,6 +276,8 @@ def fix_old_dry_orders(engine):
     with engine.begin() as connection:
 
         # Update current dry-run Orders where
+        # - stoploss order is Open (will be replaced eventually)
+        # 2nd query:
         # - current Order is open
         # - current Trade is closed
         # - current Order trade_id not equal to current Trade.id
@@ -286,11 +285,6 @@ def fix_old_dry_orders(engine):
 
         stmt = update(Order).where(
             Order.ft_is_open.is_(True),
-            tuple_(Order.ft_trade_id, Order.order_id).not_in(
-                select(
-                    Trade.id, Trade.stoploss_order_id
-                ).where(Trade.stoploss_order_id.is_not(None))
-                  ),
             Order.ft_order_side == 'stoploss',
             Order.order_id.like('dry%'),
 

freqtrade/persistence/trade_model.py

@@ -177,6 +177,8 @@ class Order(ModelBase):
         order_date = safe_value_fallback(order, 'timestamp')
         if order_date:
             self.order_date = datetime.fromtimestamp(order_date / 1000, tz=timezone.utc)
+        elif not self.order_date:
+            self.order_date = dt_now()
 
         self.ft_is_open = True
         if self.status in NON_OPEN_EXCHANGE_STATES:
@@ -376,10 +378,6 @@ class LocalTrade:
     # percentage value of the initial stop loss
     initial_stop_loss_pct: Optional[float] = None
     is_stop_loss_trailing: bool = False
-    # stoploss order id which is on exchange
-    stoploss_order_id: Optional[str] = None
-    # last update time of the stoploss order on exchange
-    stoploss_last_update: Optional[datetime] = None
     # absolute value of the highest reached price
     max_rate: Optional[float] = None
     # Lowest price reached
@@ -469,8 +467,8 @@ class LocalTrade:
 
     @property
     def stoploss_last_update_utc(self):
-        if self.stoploss_last_update:
+        if self.has_open_sl_orders:
-            return self.stoploss_last_update.replace(tzinfo=timezone.utc)
+            return max(o.order_date_utc for o in self.open_sl_orders)
         return None
 
     @property
@@ -526,7 +524,7 @@ class LocalTrade:
         return [o for o in self.orders if o.ft_is_open and o.ft_order_side != 'stoploss']
 
     @property
-    def has_open_orders(self) -> int:
+    def has_open_orders(self) -> bool:
         """
         True if there are open orders for this trade excluding stoploss orders
         """
@@ -536,6 +534,37 @@ class LocalTrade:
         ]
         return len(open_orders_wo_sl) > 0
 
+    @property
+    def open_sl_orders(self) -> List[Order]:
+        """
+        All open stoploss orders for this trade
+        """
+        return [
+            o for o in self.orders
+            if o.ft_order_side in ['stoploss'] and o.ft_is_open
+        ]
+
+    @property
+    def has_open_sl_orders(self) -> bool:
+        """
+        True if there are open stoploss orders for this trade
+        """
+        open_sl_orders = [
+            o for o in self.orders
+            if o.ft_order_side in ['stoploss'] and o.ft_is_open
+        ]
+        return len(open_sl_orders) > 0
+
+    @property
+    def sl_orders(self) -> List[Order]:
+        """
+        All stoploss orders for this trade
+        """
+        return [
+            o for o in self.orders
+            if o.ft_order_side in ['stoploss']
+        ]
+
     @property
     def open_orders_ids(self) -> List[str]:
         open_orders_ids_wo_sl = [
@@ -628,11 +657,10 @@ class LocalTrade:
             'stop_loss_abs': self.stop_loss,
             'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
             'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None,
-            'stoploss_order_id': self.stoploss_order_id,
+            'stoploss_last_update': (self.stoploss_last_update_utc.strftime(DATETIME_PRINT_FORMAT)
-            'stoploss_last_update': (self.stoploss_last_update.strftime(DATETIME_PRINT_FORMAT)
+                                     if self.stoploss_last_update_utc else None),
-                                     if self.stoploss_last_update else None),
+            'stoploss_last_update_timestamp': int(self.stoploss_last_update_utc.timestamp() * 1000
-            'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace(
+                                                  ) if self.stoploss_last_update_utc else None,
-                tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None,
             'initial_stop_loss_abs': self.initial_stop_loss,
             'initial_stop_loss_ratio': (self.initial_stop_loss_pct
                                         if self.initial_stop_loss_pct else None),
@@ -793,7 +821,6 @@ class LocalTrade:
                 logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
 
         elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
-            self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
             self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
             if self.is_open and order.safe_filled > 0:
@@ -1370,11 +1397,6 @@ class LocalTrade:
             exit_order_status=data["exit_order_status"],
             stop_loss=data["stop_loss_abs"],
             stop_loss_pct=data["stop_loss_ratio"],
-            stoploss_order_id=data["stoploss_order_id"],
-            stoploss_last_update=(
-                datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
-                                       tz=timezone.utc)
-                if data["stoploss_last_update_timestamp"] else None),
             initial_stop_loss=data["initial_stop_loss_abs"],
             initial_stop_loss_pct=data["initial_stop_loss_ratio"],
             min_rate=data["min_rate"],
@@ -1481,11 +1503,6 @@ class Trade(ModelBase, LocalTrade):
         Float(), nullable=True)  # type: ignore
     is_stop_loss_trailing: Mapped[bool] = mapped_column(
         nullable=False, default=False)  # type: ignore
-    # stoploss order id which is on exchange
-    stoploss_order_id: Mapped[Optional[str]] = mapped_column(
-        String(255), nullable=True, index=True)  # type: ignore
-    # last update time of the stoploss order on exchange
-    stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)  # type: ignore
     # absolute value of the highest reached price
     max_rate: Mapped[Optional[float]] = mapped_column(
         Float(), nullable=True, default=0.0)  # type: ignore

freqtrade/rpc/api_server/api_schemas.py

@@ -315,7 +315,6 @@ class TradeSchema(BaseModel):
     stop_loss_abs: Optional[float] = None
     stop_loss_ratio: Optional[float] = None
     stop_loss_pct: Optional[float] = None
-    stoploss_order_id: Optional[str] = None
     stoploss_last_update: Optional[str] = None
     stoploss_last_update_timestamp: Optional[int] = None
     initial_stop_loss_abs: Optional[float] = None

freqtrade/rpc/rpc.py

@@ -979,15 +979,16 @@ class RPC:
                 except (ExchangeError):
                     pass
 
-            # cancel stoploss on exchange ...
+            # cancel stoploss on exchange orders ...
             if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange')
-                    and trade.stoploss_order_id):
+                    and trade.has_open_sl_orders):
-                try:
+
-                    self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id,
+                for oslo in trade.open_sl_orders:
-                                                                   trade.pair)
+                    try:
-                    c_count += 1
+                        self._freqtrade.exchange.cancel_stoploss_order(oslo.order_id, trade.pair)
-                except (ExchangeError):
+                        c_count += 1
-                    pass
+                    except (ExchangeError):
+                        pass
 
             trade.delete()
             self._freqtrade.wallets.update()

tests/conftest_trades.py

@@ -266,7 +266,6 @@ def mock_trade_5(fee, is_short: bool):
         exchange='binance',
         strategy='SampleStrategy',
         enter_tag='TEST1',
-        stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
         timeframe=5,
         is_short=is_short,
         stop_loss_pct=0.10,

tests/conftest_trades_usdt.py

@@ -282,7 +282,6 @@ def mock_trade_usdt_5(fee, is_short: bool):
         open_rate=2.0,
         exchange='binance',
         strategy='SampleStrategy',
-        stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}',
         timeframe=5,
         is_short=is_short,
     )

tests/exchange/test_exchange.py

@@ -9,7 +9,7 @@ import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
                                   InsufficientFundsError, InvalidOrderException,
                                   OperationalException, PricingError, TemporaryError)
@@ -796,7 +796,9 @@ def test_validate_timeframes_failed(default_conf, mocker):
 
     mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={}))
-    mocker.patch(f'{EXMS}.validate_pairs', MagicMock())
+    mocker.patch(f'{EXMS}.validate_pairs')
+    mocker.patch(f'{EXMS}.validate_stakecurrency')
+    mocker.patch(f'{EXMS}.validate_pricing')
     with pytest.raises(OperationalException,
                        match=r"Invalid timeframe '3m'. This exchange supports.*"):
         Exchange(default_conf)
@@ -806,6 +808,10 @@ def test_validate_timeframes_failed(default_conf, mocker):
                        match=r"Timeframes < 1m are currently not supported by Freqtrade."):
         Exchange(default_conf)
 
+    # Will not raise an exception in util mode.
+    default_conf['runmode'] = RunMode.UTIL_EXCHANGE
+    Exchange(default_conf)
+
 
 def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
     default_conf["timeframe"] = "3m"

tests/freqtradebot/test_integration.py

@@ -49,7 +49,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     stoploss_order_closed['filled'] = stoploss_order_closed['amount']
 
     # Sell first trade based on stoploss, keep 2nd and 3rd trade open
-    stop_orders = [stoploss_order_closed, stoploss_order_open, stoploss_order_open]
+    stop_orders = [stoploss_order_closed, stoploss_order_open.copy(), stoploss_order_open.copy()]
     stoploss_order_mock = MagicMock(
         side_effect=stop_orders)
     # Sell 3rd trade (not called for the first trade)
@@ -100,9 +100,10 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         stop_order = stop_orders[idx]
         stop_order['id'] = f"stop{idx}"
         oobj = Order.parse_from_ccxt_object(stop_order, trade.pair, 'stoploss')
+        oobj.ft_is_open = True
 
         trade.orders.append(oobj)
-        trade.stoploss_order_id = f"stop{idx}"
+        assert len(trade.open_sl_orders) == 1
 
     n = freqtrade.exit_positions(trades)
     assert n == 2
@@ -113,6 +114,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
 
     # Only order for 3rd trade needs to be cancelled
     assert cancel_order_mock.call_count == 1
+    assert stoploss_order_mock.call_count == 3
     # Wallets must be updated between stoploss cancellation and selling, and will be updated again
     # during update_trade_state
     assert wallets_mock.call_count == 4

tests/persistence/test_migrations.py

@@ -74,7 +74,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
     assert Path(filename).is_file()
 
 
-def test_migrate_new(mocker, default_conf, fee, caplog):
+def test_migrate(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)
     """
@@ -277,8 +277,6 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.exit_reason is None
     assert trade.strategy is None
     assert trade.timeframe == '5m'
-    assert trade.stoploss_order_id == 'dry_stop_order_id222'
-    assert trade.stoploss_last_update is None
     assert log_has("trying trades_bak1", caplog)
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
@@ -294,9 +292,10 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert orders[0].order_id == 'dry_buy_order'
     assert orders[0].ft_order_side == 'buy'
 
+    # All dry-run stoploss orders will be closed
     assert orders[-1].order_id == 'dry_stop_order_id222'
     assert orders[-1].ft_order_side == 'stoploss'
-    assert orders[-1].ft_is_open is True
+    assert orders[-1].ft_is_open is False
 
     assert orders[1].order_id == 'dry_buy_order22'
     assert orders[1].ft_order_side == 'buy'

tests/persistence/test_persistence.py

@@ -1432,7 +1432,6 @@ def test_to_json(fee):
         'stop_loss_abs': None,
         'stop_loss_ratio': None,
         'stop_loss_pct': None,
-        'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss_abs': None,
@@ -1500,7 +1499,6 @@ def test_to_json(fee):
         'stop_loss_abs': None,
         'stop_loss_pct': None,
         'stop_loss_ratio': None,
-        'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss_abs': None,

tests/persistence/test_trade_fromjson.py

@@ -54,7 +54,6 @@ def test_trade_fromjson():
         "stop_loss_abs": 0.1981,
         "stop_loss_ratio": -0.216,
         "stop_loss_pct": -21.6,
-        "stoploss_order_id": null,
         "stoploss_last_update": "2022-10-18 09:13:42",
         "stoploss_last_update_timestamp": 1666077222000,
         "initial_stop_loss_abs": 0.1981,

tests/rpc/test_rpc.py

@@ -63,7 +63,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stop_loss_abs': 9.89e-06,
         'stop_loss_pct': -10.0,
         'stop_loss_ratio': -0.1,
-        'stoploss_order_id': None,
         'stoploss_last_update': ANY,
         'stoploss_last_update_timestamp': ANY,
         'initial_stop_loss_abs': 9.89e-06,
@@ -355,7 +354,6 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
         rpc._rpc_delete('200')
 
     trades = Trade.session.scalars(select(Trade)).all()
-    trades[2].stoploss_order_id = '102'
     trades[2].orders.append(
         Order(
             ft_order_side='stoploss',

tests/rpc/test_rpc_apiserver.py

@@ -1174,7 +1174,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'stop_loss_abs': ANY,
         'stop_loss_pct': ANY,
         'stop_loss_ratio': ANY,
-        'stoploss_order_id': None,
         'stoploss_last_update': ANY,
         'stoploss_last_update_timestamp': ANY,
         'initial_stop_loss_abs': 0.0,
@@ -1378,7 +1377,6 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'stop_loss_abs': None,
         'stop_loss_pct': None,
         'stop_loss_ratio': None,
-        'stoploss_order_id': None,
         'stoploss_last_update': None,
         'stoploss_last_update_timestamp': None,
         'initial_stop_loss_abs': None,