Improve "order refind" mechanics

This commit is contained in:
Matthias
2023-09-11 20:18:42 +02:00
parent f0819d9df1
commit ee9d2c637a
2 changed files with 32 additions and 20 deletions
+30 -19
View File
@@ -457,30 +457,41 @@ class FreqtradeBot(LoggingMixin):
""" """
try: try:
orders = self.exchange.fetch_orders(trade.pair, trade.open_date_utc) orders = self.exchange.fetch_orders(trade.pair, trade.open_date_utc)
prev_exit_reason = trade.exit_reason
prev_trade_state = trade.is_open
for order in orders: for order in orders:
trade_order = [o for o in trade.orders if o.order_id == order['id']] trade_order = [o for o in trade.orders if o.order_id == order['id']]
if trade_order:
continue
logger.info(f"Found previously unknown order {order['id']} for {trade.pair}.")
order_obj = Order.parse_from_ccxt_object(order, trade.pair, order['side']) if trade_order:
order_obj.order_filled_date = datetime.fromtimestamp( # We knew this order, but didn't have it updated properly
safe_value_fallback(order, 'lastTradeTimestamp', 'timestamp') // 1000, order_obj = trade_order[0]
tz=timezone.utc) else:
trade.orders.append(order_obj) logger.info(f"Found previously unknown order {order['id']} for {trade.pair}.")
prev_exit_reason = trade.exit_reason
trade.exit_reason = ExitType.SOLD_ON_EXCHANGE.value order_obj = Order.parse_from_ccxt_object(order, trade.pair, order['side'])
self.update_trade_state(trade, order['id'], order) order_obj.order_filled_date = datetime.fromtimestamp(
safe_value_fallback(order, 'lastTradeTimestamp', 'timestamp') // 1000,
tz=timezone.utc)
trade.orders.append(order_obj)
Trade.commit()
trade.exit_reason = ExitType.SOLD_ON_EXCHANGE.value
self.update_trade_state(trade, order['id'], order, send_msg=False)
logger.info(f"handled order {order['id']}") logger.info(f"handled order {order['id']}")
if not trade.is_open:
# Trade was just closed # Refresh trade from database
trade.close_date = order_obj.order_filled_date Trade.session.refresh(trade)
Trade.commit() if not trade.is_open:
break # Trade was just closed
else: trade.close_date = max([o.order_filled_date for o in trade.orders
trade.exit_reason = prev_exit_reason if o.order_filled_date])
Trade.commit() self.order_close_notify(trade, order_obj,
order_obj.ft_order_side == 'stoploss',
send_msg=prev_trade_state != trade.is_open)
else:
trade.exit_reason = prev_exit_reason
Trade.commit()
except ExchangeError: except ExchangeError:
logger.warning("Error finding onexchange order.") logger.warning("Error finding onexchange order.")
+2 -1
View File
@@ -5687,7 +5687,8 @@ def test_handle_onexchange_order(mocker, default_conf_usdt, limit_order, is_shor
Trade.session.add(trade) Trade.session.add(trade)
freqtrade.handle_onexchange_order(trade) freqtrade.handle_onexchange_order(trade)
assert log_has_re(r"Found previously unknown order .*", caplog) assert log_has_re(r"Found previously unknown order .*", caplog)
assert mock_uts.call_count == 1 # Update trade state is called twice, once for the known and once for the unknown order.
assert mock_uts.call_count == 2
assert mock_fo.call_count == 1 assert mock_fo.call_count == 1
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()