Merge pull request #7991 from freqtrade/order_amount_price

Separately store Order amount price

freqtrade/freqtradebot.py

@@ -720,7 +720,7 @@ class FreqtradeBot(LoggingMixin):
             time_in_force=time_in_force,
             leverage=leverage
         )
-        order_obj = Order.parse_from_ccxt_object(order, pair, side)
+        order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested)
         order_id = order['id']
         order_status = order.get('status')
         logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
@@ -1094,7 +1094,8 @@ class FreqtradeBot(LoggingMixin):
                 leverage=trade.leverage
             )
 
-            order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
+            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)
@@ -1595,7 +1596,7 @@ class FreqtradeBot(LoggingMixin):
             self.handle_insufficient_funds(trade)
             return False
 
-        order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side)
+        order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit)
         trade.orders.append(order_obj)
 
         trade.open_order_id = order['id']

freqtrade/persistence/migrations.py

@@ -214,17 +214,22 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
     average = get_column_def(cols_order, 'average', 'null')
     stop_price = get_column_def(cols_order, 'stop_price', 'null')
     funding_fee = get_column_def(cols_order, 'funding_fee', '0.0')
+    ft_amount = get_column_def(cols_order, 'ft_amount', 'coalesce(amount, 0.0)')
+    ft_price = get_column_def(cols_order, 'ft_price', 'coalesce(price, 0.0)')
 
     # sqlite does not support literals for booleans
     with engine.begin() as connection:
         connection.execute(text(f"""
             insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
-            stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee)
+            stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee,
+            ft_amount, ft_price
+            )
             select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
             cost, {stop_price} stop_price, order_date, order_filled_date,
-            order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee
+            order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee,
+            {ft_amount} ft_amount, {ft_price} ft_price
             from {table_back_name}
             """))
 
@@ -311,8 +316,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     # if ('orders' not in previous_tables
     # or not has_column(cols_orders, 'funding_fee')):
     migrating = False
-    # if not has_column(cols_orders, 'funding_fee'):
+    # if not has_column(cols_trades, 'max_stake_amount'):
-    if not has_column(cols_trades, 'max_stake_amount'):
+    if not has_column(cols_orders, 'ft_price'):
         migrating = True
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")

freqtrade/persistence/trade_model.py

@@ -49,6 +49,8 @@ class Order(_DECL_BASE):
     ft_order_side: str = Column(String(25), nullable=False)
     ft_pair: str = Column(String(25), nullable=False)
     ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
+    ft_amount = Column(Float, nullable=False)
+    ft_price = Column(Float, nullable=False)
 
     order_id: str = Column(String(255), nullable=False, index=True)
     status = Column(String(255), nullable=True)
@@ -82,9 +84,13 @@ class Order(_DECL_BASE):
             self.order_filled_date.replace(tzinfo=timezone.utc) if self.order_filled_date else None
         )
 
+    @property
+    def safe_amount(self) -> float:
+        return self.amount or self.ft_amount
+
     @property
     def safe_price(self) -> float:
-        return self.average or self.price or self.stop_price
+        return self.average or self.price or self.stop_price or self.ft_price
 
     @property
     def safe_filled(self) -> float:
@@ -94,7 +100,7 @@ class Order(_DECL_BASE):
     def safe_remaining(self) -> float:
         return (
             self.remaining if self.remaining is not None else
-            self.amount - (self.filled or 0.0)
+            self.safe_amount - (self.filled or 0.0)
         )
 
     @property
@@ -227,11 +233,20 @@ class Order(_DECL_BASE):
             logger.warning(f"Did not find order for {order}.")
 
     @staticmethod
-    def parse_from_ccxt_object(order: Dict[str, Any], pair: str, side: str) -> 'Order':
+    def parse_from_ccxt_object(
+            order: Dict[str, Any], pair: str, side: str,
+            amount: Optional[float] = None, price: Optional[float] = None) -> 'Order':
         """
         Parse an order from a ccxt object and return a new order Object.
+        Optional support for overriding amount and price is only used for test simplification.
         """
-        o = Order(order_id=str(order['id']), ft_order_side=side, ft_pair=pair)
+        o = Order(
+            order_id=str(order['id']),
+            ft_order_side=side,
+            ft_pair=pair,
+            ft_amount=amount if amount else order['amount'],
+            ft_price=price if price else order['price'],
+            )
 
         o.update_from_ccxt_object(order)
         return o

tests/conftest.py

@@ -2606,6 +2606,8 @@ def open_trade():
             ft_order_side='buy',
             ft_pair=trade.pair,
             ft_is_open=False,
+            ft_amount=trade.amount,
+            ft_price=trade.open_rate,
             order_id='123456789',
             status="closed",
             symbol=trade.pair,
@@ -2642,6 +2644,8 @@ def open_trade_usdt():
             ft_order_side='buy',
             ft_pair=trade.pair,
             ft_is_open=False,
+            ft_amount=trade.amount,
+            ft_price=trade.open_rate,
             order_id='123456789',
             status="closed",
             symbol=trade.pair,
@@ -2659,6 +2663,8 @@ def open_trade_usdt():
             ft_order_side='exit',
             ft_pair=trade.pair,
             ft_is_open=True,
+            ft_amount=trade.amount,
+            ft_price=trade.open_rate,
             order_id='123456789_exit',
             status="open",
             symbol=trade.pair,

tests/persistence/test_persistence.py

@@ -1870,11 +1870,13 @@ def test_get_exit_order_count(fee, is_short):
 @pytest.mark.usefixtures("init_persistence")
 def test_update_order_from_ccxt(caplog):
     # Most basic order return (only has orderid)
-    o = Order.parse_from_ccxt_object({'id': '1234'}, 'ADA/USDT', 'buy')
+    o = Order.parse_from_ccxt_object({'id': '1234'}, 'ADA/USDT', 'buy', 20.01, 1234.6)
     assert isinstance(o, Order)
     assert o.ft_pair == 'ADA/USDT'
     assert o.ft_order_side == 'buy'
     assert o.order_id == '1234'
+    assert o.ft_price == 1234.6
+    assert o.ft_amount == 20.01
     assert o.ft_is_open
     ccxt_order = {
         'id': '1234',
@@ -1888,13 +1890,15 @@ def test_update_order_from_ccxt(caplog):
         'status': 'open',
         'timestamp': 1599394315123
     }
-    o = Order.parse_from_ccxt_object(ccxt_order, 'ADA/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(ccxt_order, 'ADA/USDT', 'buy', 20.01, 1234.6)
     assert isinstance(o, Order)
     assert o.ft_pair == 'ADA/USDT'
     assert o.ft_order_side == 'buy'
     assert o.order_id == '1234'
     assert o.order_type == 'limit'
     assert o.price == 1234.5
+    assert o.ft_price == 1234.6
+    assert o.ft_amount == 20.01
     assert o.filled == 9
     assert o.remaining == 11
     assert o.order_date is not None
@@ -2539,6 +2543,8 @@ def test_recalc_trade_from_orders_dca(data) -> None:
             ft_pair=trade.pair,
             order_id=f"order_{order[0]}_{idx}",
             ft_is_open=False,
+            ft_amount=amount,
+            ft_price=price,
             status="closed",
             symbol=trade.pair,
             order_type="market",

tests/plugins/test_protections.py

@@ -39,6 +39,8 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
         order_id=f'{pair}-{trade.entry_side}-{trade.open_date}',
         ft_is_open=False,
         ft_pair=pair,
+        ft_amount=trade.amount,
+        ft_price=trade.open_rate,
         amount=trade.amount,
         filled=trade.amount,
         remaining=0,
@@ -49,16 +51,19 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
         side=trade.entry_side,
     ))
     if not is_open:
+        close_price = open_rate * (2 - profit_rate if is_short else profit_rate)
         trade.orders.append(Order(
             ft_order_side=trade.exit_side,
             order_id=f'{pair}-{trade.exit_side}-{trade.close_date}',
             ft_is_open=False,
             ft_pair=pair,
+            ft_amount=trade.amount,
+            ft_price=trade.open_rate,
             amount=trade.amount,
             filled=trade.amount,
             remaining=0,
-            price=open_rate * (2 - profit_rate if is_short else profit_rate),
+            price=close_price,
-            average=open_rate * (2 - profit_rate if is_short else profit_rate),
+            average=close_price,
             status="closed",
             order_type="market",
             side=trade.exit_side,
@@ -66,7 +71,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
 
     trade.recalc_open_trade_value()
     if not is_open:
-        trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
+        trade.close(close_price)
         trade.exit_reason = exit_reason
 
     Trade.query.session.add(trade)

tests/rpc/test_rpc_telegram.py

@@ -253,6 +253,8 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
         ft_order_side='buy',
         ft_pair=trade.pair,
         ft_is_open=False,
+        ft_amount=trade.amount,
+        ft_price=trade.open_rate,
         status="closed",
         symbol=trade.pair,
         order_type="market",

tests/test_freqtradebot.py

@@ -1168,6 +1168,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
         order_id='100',
         ft_pair=trade.pair,
         ft_is_open=True,
+        ft_amount=trade.amount,
+        ft_price=0.0,
     ))
     assert trade
 
@@ -4615,6 +4617,7 @@ def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
         'amount': amount,
         'status': 'open',
         'side': 'buy',
+        'price': 0.245441,
     }
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')