Move rate-calcuation for stoploss-limit order to exchange

freqtrade · Jan 19, 2020 · 8d2e0bf · 8d2e0bf
1 parent 2f82122
commit 8d2e0bf
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Showing 3 changed files with 9 additions and 7 deletions.
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
@@ -32,13 +32,17 @@ def get_order_book(self, pair: str, limit: int = 100) -> dict:
 
         return super().get_order_book(pair, limit)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
         It may work with a limited number of other exchanges, but this has not been tested yet.
-
         """
+        # Limit price threshold: As limit price should always be below stop-price
+        LIMIT_PRICE_PCT = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * LIMIT_PRICE_PCT
+
         ordertype = "stop_loss_limit"
 
         stop_price = self.price_to_precision(pair, stop_price)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
@@ -519,7 +519,8 @@ def sell(self, pair: str, ordertype: str, amount: float,
 
         return self.create_order(pair, ordertype, 'sell', amount, rate, params)
 
-    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float,
+                       order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
         Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
@@ -636,13 +636,10 @@ def create_stoploss_order(self, trade: Trade, stop_price: float, rate: float) ->
         Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
         :return: True if the order succeeded, and False in case of problems.
         """
-        # Limit price threshold: As limit price should always be below stop-price
-        LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-
         try:
             stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount,
                                                           stop_price=stop_price,
-                                                          rate=rate * LIMIT_PRICE_PCT)
+                                                          order_types=self.strategy.order_types)
             trade.stoploss_order_id = str(stoploss_order['id'])
             return True
         except InvalidOrderException as e: