mirror of
https://github.com/freqtrade/freqtrade.git
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Add retrier to stoploss calls (but without retrying)
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parent
2c45114a64
commit
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@ -8,6 +8,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException,
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InvalidOrderException, OperationalException,
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TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import retrier
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logger = logging.getLogger(__name__)
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@ -40,6 +41,7 @@ class Binance(Exchange):
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"""
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return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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creates a stoploss limit order.
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@ -1,6 +1,7 @@
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import asyncio
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import logging
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import time
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from functools import wraps
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from freqtrade.exceptions import DDosProtection, TemporaryError
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@ -110,21 +111,28 @@ def retrier_async(f):
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return wrapper
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def retrier(f):
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def wrapper(*args, **kwargs):
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count = kwargs.pop('count', API_RETRY_COUNT)
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try:
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return f(*args, **kwargs)
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except TemporaryError as ex:
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logger.warning('%s() returned exception: "%s"', f.__name__, ex)
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if count > 0:
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count -= 1
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kwargs.update({'count': count})
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logger.warning('retrying %s() still for %s times', f.__name__, count)
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if isinstance(ex, DDosProtection):
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time.sleep(1)
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return wrapper(*args, **kwargs)
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else:
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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def retrier(_func=None, retries=API_RETRY_COUNT):
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def decorator(f):
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@wraps(f)
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def wrapper(*args, **kwargs):
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count = kwargs.pop('count', retries)
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try:
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return f(*args, **kwargs)
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except TemporaryError as ex:
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logger.warning('%s() returned exception: "%s"', f.__name__, ex)
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if count > 0:
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count -= 1
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kwargs.update({'count': count})
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logger.warning('retrying %s() still for %s times', f.__name__, count)
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if isinstance(ex, DDosProtection):
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time.sleep(1)
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return wrapper(*args, **kwargs)
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else:
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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# Support both @retrier and @retrier() syntax
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if _func is None:
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return decorator
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else:
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return decorator(_func)
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@ -27,6 +27,7 @@ class Ftx(Exchange):
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"""
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return order['type'] == 'stop' and stop_loss > float(order['price'])
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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Creates a stoploss order.
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@ -60,6 +60,7 @@ class Kraken(Exchange):
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"""
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return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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Creates a stoploss market order.
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@ -5,8 +5,9 @@ import ccxt
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import pytest
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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OperationalException)
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from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('limitratio,expected', [
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@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_binance(default_conf, mocker):
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@ -37,20 +37,20 @@ def get_mock_coro(return_value):
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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fun, mock_ccxt_fun, **kwargs):
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fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
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with patch('freqtrade.exchange.common.time.sleep'):
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with pytest.raises(DDosProtection):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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@ -59,19 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
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async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
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retries=API_RETRY_COUNT + 1, **kwargs):
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with patch('freqtrade.exchange.common.asyncio.sleep'):
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with pytest.raises(DDosProtection):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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@ -1142,9 +1144,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
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exchange.get_balance(currency='BTC')
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def test_get_balances_dry_run(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_balances_dry_run(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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assert exchange.get_balances() == {}
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@ -2126,6 +2129,13 @@ def test_get_markets(default_conf, mocker, markets,
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assert sorted(pairs.keys()) == sorted(expected_keys)
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def test_get_markets_error(default_conf, mocker):
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ex = get_patched_exchange(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
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with pytest.raises(OperationalException, match="Markets were not loaded."):
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ex.get_markets('LTC', 'USDT', True, False)
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def test_timeframe_to_minutes():
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assert timeframe_to_minutes("5m") == 5
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assert timeframe_to_minutes("10m") == 10
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@ -6,9 +6,9 @@ from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exceptions import DependencyException, InvalidOrderException
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from tests.conftest import get_patched_exchange
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from .test_exchange import ccxt_exceptionhandlers
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STOPLOSS_ORDERTYPE = 'stop'
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@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_ftx(default_conf, mocker):
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@ -6,8 +6,7 @@ from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exceptions import DependencyException, InvalidOrderException
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from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_kraken(default_conf, mocker):
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