adding guard not to cancel the previous stop loss on exchange if market

is falling quickly
This commit is contained in:
misagh 2019-01-08 16:31:02 +01:00
parent f4ceeca438
commit 9e133eb32e

View File

@ -649,9 +649,19 @@ class FreqtradeBot(object):
trade.update(order)
result = True
elif self.config.get('trailing_stop', False):
# check if trailing stoploss is enabled and stoploss value has changed
# if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new
# value immediately
# This is a guard: there is a situation where market is going doing down fast
# the stoploss on exchange checked previously is not hit but
# it is too late and too risky to cancel the previous stoploss
if trade.stop_loss < self.exchange.get_ticker(trade.pair)['bid']:
logger.info('stoploss on exchange update: too risky to update stoploss as '
'current best bid price (%s) is higher than stoploss value (%s)',
self.exchange.get_ticker(trade.pair)['bid'], trade.stop_loss)
return result
if trade.stop_loss > order['info']['stopPrice']:
# we check also if the update is neccesary
update_beat = self.strategy.order_types['stoploss_on_exchange_interval']