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https://github.com/freqtrade/freqtrade.git
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Improve execute_entry interface
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4ba3363bc6
commit
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@ -711,3 +711,6 @@ Config = Dict[str, Any]
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# Exchange part of the configuration.
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ExchangeConfig = Dict[str, Any]
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IntOrInf = float
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EntryExecuteMode = Literal['initial', 'pos_adjust', 'replace']
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@ -13,7 +13,7 @@ from schedule import Scheduler
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from freqtrade import constants
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from freqtrade.configuration import validate_config_consistency
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from freqtrade.constants import BuySell, Config, ExchangeConfig, LongShort
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from freqtrade.constants import BuySell, Config, EntryExecuteMode, ExchangeConfig, LongShort
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from freqtrade.data.converter import order_book_to_dataframe
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.edge import Edge
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@ -670,7 +670,7 @@ class FreqtradeBot(LoggingMixin):
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else:
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logger.debug("Max adjustment entries is set to unlimited.")
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self.execute_entry(trade.pair, stake_amount, price=current_entry_rate,
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trade=trade, is_short=trade.is_short)
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trade=trade, is_short=trade.is_short, mode='pos_adjust')
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if stake_amount is not None and stake_amount < 0.0:
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# We should decrease our position
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@ -740,7 +740,7 @@ class FreqtradeBot(LoggingMixin):
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ordertype: Optional[str] = None,
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enter_tag: Optional[str] = None,
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trade: Optional[Trade] = None,
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order_adjust: bool = False,
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mode: EntryExecuteMode = 'initial',
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leverage_: Optional[float] = None,
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) -> bool:
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"""
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@ -757,13 +757,12 @@ class FreqtradeBot(LoggingMixin):
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pos_adjust = trade is not None
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enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
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pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_,
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pos_adjust)
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pair, price, stake_amount, trade_side, enter_tag, trade, mode, leverage_)
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if not stake_amount:
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return False
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msg = (f"Position adjust: about to create a new order for {pair} with stake: "
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msg = (f"Position adjust: about to create a new order for {pair} with stake_amount: "
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f"{stake_amount} for {trade}" if pos_adjust
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else
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f"{name} signal found: about create a new trade for {pair} with stake_amount: "
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@ -919,9 +918,8 @@ class FreqtradeBot(LoggingMixin):
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trade_side: LongShort,
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entry_tag: Optional[str],
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trade: Optional[Trade],
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order_adjust: bool,
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mode: EntryExecuteMode,
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leverage_: Optional[float],
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pos_adjust: bool,
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) -> Tuple[float, float, float]:
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"""
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Validate and eventually adjust (within limits) limit, amount and leverage
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@ -934,7 +932,7 @@ class FreqtradeBot(LoggingMixin):
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# Calculate price
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enter_limit_requested = self.exchange.get_rate(
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pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
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if not order_adjust:
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if mode != 'replace':
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# Don't call custom_entry_price in order-adjust scenario
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custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
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default_retval=enter_limit_requested)(
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@ -974,7 +972,7 @@ class FreqtradeBot(LoggingMixin):
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# edge-case for now.
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min_stake_amount = self.exchange.get_min_pair_stake_amount(
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pair, enter_limit_requested,
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self.strategy.stoploss if not pos_adjust else 0.0,
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self.strategy.stoploss if not mode != 'pos_adjust' else 0.0,
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leverage)
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max_stake_amount = self.exchange.get_max_pair_stake_amount(
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pair, enter_limit_requested, leverage)
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@ -1432,7 +1430,7 @@ class FreqtradeBot(LoggingMixin):
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price=adjusted_entry_price,
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trade=trade,
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is_short=trade.is_short,
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order_adjust=True,
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mode='replace',
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):
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logger.warning(f"Could not replace order for {trade}.")
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if trade.nr_of_successful_entries == 0:
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