From 241d5100965ab0180a3393e06f37354c040ab2cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 12 Aug 2019 16:34:55 +0200 Subject: [PATCH 1/5] Handle and update sell-orders immediately if they are closed --- freqtrade/freqtradebot.py | 15 +++++++++------ 1 file changed, 9 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 603b0631fdb..b384902b2fb 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -875,15 +875,18 @@ def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> Non logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") # Execute sell and update trade record - order_id = self.exchange.sell(pair=str(trade.pair), - ordertype=self.strategy.order_types[sell_type], - amount=trade.amount, rate=limit, - time_in_force=self.strategy.order_time_in_force['sell'] - )['id'] + order = self.exchange.sell(pair=str(trade.pair), + ordertype=self.strategy.order_types[sell_type], + amount=trade.amount, rate=limit, + time_in_force=self.strategy.order_time_in_force['sell'] + ) - trade.open_order_id = order_id + trade.open_order_id = order['id'] trade.close_rate_requested = limit trade.sell_reason = sell_reason.value + # In case of market sell orders the order can be closed immediately + if order.get('status', 'unknown') == 'closed': + trade.update(order) Trade.session.flush() self._notify_sell(trade) From bb0b1600016b87796d4949c1dae5ecd4d10c7e18 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 12 Aug 2019 16:39:21 +0200 Subject: [PATCH 2/5] Remove duplicate test --- freqtrade/tests/test_freqtradebot.py | 47 ---------------------------- 1 file changed, 47 deletions(-) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 4e649250a2f..8c241197bbb 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2374,53 +2374,6 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, assert rpc_mock.call_count == 2 -def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, - ticker_sell_up, markets, mocker) -> None: - rpc_mock = patch_RPCManager(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - _load_markets=MagicMock(return_value={}), - get_ticker=ticker, - get_fee=fee, - markets=PropertyMock(return_value=markets) - ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - - # Create some test data - freqtrade.create_trade() - - trade = Trade.query.first() - assert trade - - # Increase the price and sell it - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - get_ticker=ticker_sell_up - ) - freqtrade.config = {} - - freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) - - assert rpc_mock.call_count == 2 - last_msg = rpc_mock.call_args_list[-1][0][0] - assert { - 'type': RPCMessageType.SELL_NOTIFICATION, - 'exchange': 'Bittrex', - 'pair': 'ETH/BTC', - 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 90.99181073703367, - 'order_type': 'limit', - 'open_rate': 1.099e-05, - 'current_rate': 1.172e-05, - 'profit_amount': 6.126e-05, - 'profit_percent': 0.0611052, - 'sell_reason': SellType.ROI.value - - } == last_msg - - def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From 444ee274d727cfe280d03f115b56226556a70d64 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 12 Aug 2019 16:46:34 +0200 Subject: [PATCH 3/5] close dry-run orders in case of market orders --- freqtrade/exchange/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 657f382d850..5bde4ce98ab 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -371,7 +371,7 @@ def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, 'side': side, 'remaining': amount, 'datetime': arrow.utcnow().isoformat(), - 'status': "open", + 'status': "closed" if ordertype == "market" else "open", 'fee': None, "info": {} } From feced71a6d8fff0bf4fdd5d1a5db45b948d3182c Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 12 Aug 2019 16:47:00 +0200 Subject: [PATCH 4/5] Test closing sell-orders immediately --- freqtrade/tests/test_freqtradebot.py | 52 ++++++++++++++++++++++++++++ 1 file changed, 52 insertions(+) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 8c241197bbb..9ced5c5a1bf 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2374,6 +2374,58 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, assert rpc_mock.call_count == 2 +def test_execute_sell_market_order(default_conf, ticker, fee, + ticker_sell_up, markets, mocker) -> None: + rpc_mock = patch_RPCManager(mocker) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + _load_markets=MagicMock(return_value={}), + get_ticker=ticker, + get_fee=fee, + markets=PropertyMock(return_value=markets) + ) + freqtrade = FreqtradeBot(default_conf) + patch_get_signal(freqtrade) + + # Create some test data + freqtrade.create_trade() + + trade = Trade.query.first() + assert trade + + # Increase the price and sell it + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + get_ticker=ticker_sell_up + ) + freqtrade.config['order_types']['sell'] = 'market' + + freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) + + assert not trade.is_open + assert trade.close_profit == 0.0611052 + + assert rpc_mock.call_count == 2 + last_msg = rpc_mock.call_args_list[-1][0][0] + assert { + 'type': RPCMessageType.SELL_NOTIFICATION, + 'exchange': 'Bittrex', + 'pair': 'ETH/BTC', + 'gain': 'profit', + 'limit': 1.172e-05, + 'amount': 90.99181073703367, + 'order_type': 'market', + 'open_rate': 1.099e-05, + 'current_rate': 1.172e-05, + 'profit_amount': 6.126e-05, + 'profit_percent': 0.0611052, + 'stake_currency': 'BTC', + 'fiat_currency': 'USD', + 'sell_reason': SellType.ROI.value + + } == last_msg + + def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) From f960ea039e472e3b29d6b3bd69842f9d7e524097 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 13 Aug 2019 08:05:51 +0200 Subject: [PATCH 5/5] Remove duplicate test --- freqtrade/tests/test_freqtradebot.py | 47 ---------------------------- 1 file changed, 47 deletions(-) diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py index 9ced5c5a1bf..a1d5f691ea9 100644 --- a/freqtrade/tests/test_freqtradebot.py +++ b/freqtrade/tests/test_freqtradebot.py @@ -2426,53 +2426,6 @@ def test_execute_sell_market_order(default_conf, ticker, fee, } == last_msg -def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, - ticker_sell_down, markets, mocker) -> None: - rpc_mock = patch_RPCManager(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - _load_markets=MagicMock(return_value={}), - get_ticker=ticker, - get_fee=fee, - markets=PropertyMock(return_value=markets) - ) - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - - # Create some test data - freqtrade.create_trade() - - trade = Trade.query.first() - assert trade - - # Decrease the price and sell it - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - get_ticker=ticker_sell_down - ) - - freqtrade.config = {} - freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], - sell_reason=SellType.STOP_LOSS) - - assert rpc_mock.call_count == 2 - last_msg = rpc_mock.call_args_list[-1][0][0] - assert { - 'type': RPCMessageType.SELL_NOTIFICATION, - 'exchange': 'Bittrex', - 'pair': 'ETH/BTC', - 'gain': 'loss', - 'limit': 1.044e-05, - 'amount': 90.99181073703367, - 'order_type': 'limit', - 'open_rate': 1.099e-05, - 'current_rate': 1.044e-05, - 'profit_amount': -5.492e-05, - 'profit_percent': -0.05478342, - 'sell_reason': SellType.STOP_LOSS.value - } == last_msg - - def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker)