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Merge pull request #2177 from freqtrade/fix/stoplosshandling
[minor]improvements to stoploss-on-exchange handling
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commit
95920f3b6b
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@ -662,6 +662,7 @@ class FreqtradeBot(object):
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return False
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return False
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except DependencyException as exception:
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except DependencyException as exception:
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trade.stoploss_order_id = None
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logger.warning('Unable to place a stoploss order on exchange: %s', exception)
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logger.warning('Unable to place a stoploss order on exchange: %s', exception)
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# If stoploss order is canceled for some reason we add it
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# If stoploss order is canceled for some reason we add it
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@ -674,6 +675,7 @@ class FreqtradeBot(object):
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trade.stoploss_order_id = str(stoploss_order_id)
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trade.stoploss_order_id = str(stoploss_order_id)
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return False
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return False
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except DependencyException as exception:
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except DependencyException as exception:
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trade.stoploss_order_id = None
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logger.warning('Stoploss order was cancelled, '
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logger.warning('Stoploss order was cancelled, '
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'but unable to recreate one: %s', exception)
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'but unable to recreate one: %s', exception)
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@ -726,7 +728,8 @@ class FreqtradeBot(object):
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)['id']
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)['id']
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trade.stoploss_order_id = str(stoploss_order_id)
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trade.stoploss_order_id = str(stoploss_order_id)
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except DependencyException:
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except DependencyException:
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logger.exception(f"Could create trailing stoploss order "
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trade.stoploss_order_id = None
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logger.exception(f"Could not create trailing stoploss order "
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f"for pair {trade.pair}.")
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f"for pair {trade.pair}.")
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def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
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def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
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@ -1112,6 +1112,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
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# Third case: when stoploss was set but it was canceled for some reason
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# Third case: when stoploss was set but it was canceled for some reason
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# should set a stoploss immediately and return False
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# should set a stoploss immediately and return False
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caplog.clear()
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trade.is_open = True
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trade.is_open = True
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trade.open_order_id = None
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trade.open_order_id = None
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trade.stoploss_order_id = 100
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trade.stoploss_order_id = 100
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@ -1127,6 +1128,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
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# Fourth case: when stoploss is set and it is hit
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# Fourth case: when stoploss is set and it is hit
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# should unset stoploss_order_id and return true
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# should unset stoploss_order_id and return true
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# as a trade actually happened
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# as a trade actually happened
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caplog.clear()
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freqtrade.create_trades()
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freqtrade.create_trades()
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trade = Trade.query.first()
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trade = Trade.query.first()
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trade.is_open = True
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trade.is_open = True
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@ -1152,6 +1154,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
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)
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)
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freqtrade.handle_stoploss_on_exchange(trade)
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freqtrade.handle_stoploss_on_exchange(trade)
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assert log_has('Unable to place a stoploss order on exchange: ', caplog)
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assert log_has('Unable to place a stoploss order on exchange: ', caplog)
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assert trade.stoploss_order_id is None
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# Fifth case: get_order returns InvalidOrder
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# Fifth case: get_order returns InvalidOrder
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# It should try to add stoploss order
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# It should try to add stoploss order
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@ -1163,6 +1166,41 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
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assert stoploss_limit.call_count == 1
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assert stoploss_limit.call_count == 1
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def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
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markets, limit_buy_order, limit_sell_order) -> None:
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# Sixth case: stoploss order was cancelled but couldn't create new one
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_ticker=MagicMock(return_value={
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'bid': 0.00001172,
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'ask': 0.00001173,
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'last': 0.00001172
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}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
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sell=MagicMock(return_value={'id': limit_sell_order['id']}),
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get_fee=fee,
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markets=PropertyMock(return_value=markets),
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get_order=MagicMock(return_value={'status': 'canceled'}),
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stoploss_limit=MagicMock(side_effect=DependencyException()),
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.create_trades()
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trade = Trade.query.first()
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trade.is_open = True
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trade.open_order_id = '12345'
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trade.stoploss_order_id = 100
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assert trade
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
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assert trade.stoploss_order_id is None
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assert trade.is_open is True
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def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
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def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
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markets, limit_buy_order, limit_sell_order) -> None:
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markets, limit_buy_order, limit_sell_order) -> None:
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# When trailing stoploss is set
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# When trailing stoploss is set
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@ -1324,7 +1362,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
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mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
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mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
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freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
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freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
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assert cancel_mock.call_count == 1
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assert cancel_mock.call_count == 1
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assert log_has_re(r"Could create trailing stoploss order for pair ETH/BTC\..*", caplog)
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assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
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def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
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def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
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