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Merge branch 'develop' into fut/stop_price_type

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Matthias 2023-02-09 20:02:59 +01:00
commit eab724fe54
25 changed files with 263 additions and 131 deletions
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8
.pre-commit-config.yaml
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@ -2,7 +2,7 @@
# See https://pre-commit.com/hooks.html for more hooks
repos:
- repo: https://github.com/pycqa/flake8
rev: "4.0.1"
rev: "6.0.0"
hooks:
- id: flake8
# stages: [push]
@ -13,7 +13,7 @@ repos:
- id: mypy
exclude: build_helpers
additional_dependencies:
- types-cachetools==5.2.1
- types-cachetools==5.3.0.0
- types-filelock==3.2.7
- types-requests==2.28.11.8
- types-tabulate==0.9.0.0
@ -21,14 +21,14 @@ repos:
# stages: [push]
- repo: https://github.com/pycqa/isort
rev: "5.10.1"
rev: "5.12.0"
hooks:
- id: isort
name: isort (python)
# stages: [push]
- repo: https://github.com/pre-commit/pre-commit-hooks
rev: v2.4.0
rev: v4.4.0
hooks:
- id: end-of-file-fixer
exclude: |

4
docs/exchanges.md
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@ -243,8 +243,8 @@ OKX requires a passphrase for each api key, you will therefore need to add this
OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
!!! Warning "Futures"
OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
Freqtrade supports both modes (we recommend to use net mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
OKX Futures has the concept of "position mode" - which can be "Buy/Sell" or long/short (hedge mode).
Freqtrade supports both modes (we recommend to use Buy/Sell mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
## Gate.io

4
docs/requirements-docs.txt
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@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.2
mkdocs-material==9.0.8
mkdocs-material==9.0.11
mdx_truly_sane_lists==1.3
pymdown-extensions==9.9.1
pymdown-extensions==9.9.2
jinja2==3.1.2

9
docs/rest-api.md
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@ -163,7 +163,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
| `strategy <strategy>` | Get specific Strategy content. **Alpha**
| `available_pairs` | List available backtest data. **Alpha**
| `version` | Show version.
| `sysinfo` | Show informations about the system load.
| `sysinfo` | Show information about the system load.
| `health` | Show bot health (last bot loop).
!!! Warning "Alpha status"
@ -192,6 +192,11 @@ blacklist
:param add: List of coins to add (example: "BNB/BTC")
cancel_open_order
Cancel open order for trade.
:param trade_id: Cancels open orders for this trade.
count
Return the amount of open trades.
@ -274,7 +279,6 @@ reload_config
Reload configuration.
show_config
Returns part of the configuration, relevant for trading operations.
start
@ -320,6 +324,7 @@ version
whitelist
Show the current whitelist.
```
### Message WebSocket

14
docs/telegram-usage.md
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@ -162,26 +162,33 @@ official commands. You can ask at any moment for help with `/help`.
| Command | Description |
|----------|-------------|
| **System commands**
| `/start` | Starts the trader
| `/stop` | Stops the trader
| `/stopbuy | /stopentry` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
| `/reload_config` | Reloads the configuration file
| `/show_config` | Shows part of the current configuration with relevant settings to operation
| `/logs [limit]` | Show last log messages.
| `/help` | Show help message
| `/version` | Show version
| **Status** |
| `/status` | Lists all open trades
| `/status <trade_id>` | Lists one or more specific trade. Separate multiple <trade_id> with a blank space.
| `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
| `/trades [limit]` | List all recently closed trades in a table format.
| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `/count` | Displays number of trades used and available
| `/locks` | Show currently locked pairs.
| `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
| **Modify Trade states** |
| `/forceexit <trade_id> | /fx <tradeid>` | Instantly exits the given trade (Ignoring `minimum_roi`).
| `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`).
| `/fx` | alias for `/forceexit`
| `/forcelong <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`force_entry_enable` must be set to True)
| `/forceshort <pair> [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`force_entry_enable` must be set to True)
| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
| `/cancel_open_order <trade_id> | /coo <trade_id>` | Cancel an open order for a trade.
| **Metrics** |
| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
| `/performance` | Show performance of each finished trade grouped by pair
| `/balance` | Show account balance per currency
| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
@ -193,8 +200,7 @@ official commands. You can ask at any moment for help with `/help`.
| `/whitelist [sorted] [baseonly]` | Show the current whitelist. Optionally display in alphabetical order and/or with just the base currency of each pairing.
| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
| `/edge` | Show validated pairs by Edge if it is enabled.
| `/help` | Show help message
| `/version` | Show version
## Telegram commands in action

2
environment.yml
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@ -12,7 +12,7 @@ dependencies:
- py-find-1st
- aiohttp
- SQLAlchemy
- python-telegram-bot
- python-telegram-bot<20.0.0
- arrow
- cachetools
- requests

28
freqtrade/exchange/binance.py
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@ -32,6 +32,7 @@ class Binance(Exchange):
_ft_has_futures: Dict = {
"stoploss_order_types": {"limit": "stop", "market": "stop_market"},
"tickers_have_price": False,
"floor_leverage": True,
"stop_price_type_field": "workingType",
"stop_price_type_value_mapping": {
PriceType.LAST: "CONTRACT_PRICE",
@ -88,33 +89,6 @@ class Binance(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def _set_leverage(
self,
leverage: float,
pair: Optional[str] = None,
trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
Set's the leverage before making a trade, in order to not
have the same leverage on every trade
"""
trading_mode = trading_mode or self.trading_mode
if self._config['dry_run'] or trading_mode != TradingMode.FUTURES:
return
try:
self._api.set_leverage(symbol=pair, leverage=round(leverage))
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, candle_type: CandleType,
is_new_pair: bool = False, raise_: bool = False,

5
freqtrade/exchange/exchange.py
View File

@ -7,6 +7,7 @@ import inspect
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import floor
from threading import Lock
from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
@ -2514,7 +2515,9 @@ class Exchange:
if self._config['dry_run'] or not self.exchange_has("setLeverage"):
# Some exchanges only support one margin_mode type
return
if self._ft_has.get('floor_leverage', False) is True:
# Rounding for binance ...
leverage = floor(leverage)
try:
res = self._api.set_leverage(symbol=pair, leverage=leverage)
self._log_exchange_response('set_leverage', res)

4
freqtrade/exchange/okx.py
View File

@ -125,13 +125,15 @@ class Okx(Exchange):
if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
try:
# TODO-lev: Test me properly (check mgnMode passed)
self._api.set_leverage(
res = self._api.set_leverage(
leverage=leverage,
symbol=pair,
params={
"mgnMode": self.margin_mode.value,
"posSide": self._get_posSide(side, False),
})
self._log_exchange_response('set_leverage', res)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:

26
freqtrade/freqtradebot.py
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@ -363,7 +363,7 @@ class FreqtradeBot(LoggingMixin):
"Order is older than 5 days. Assuming order was fully cancelled.")
fo = order.to_ccxt_object()
fo['status'] = 'canceled'
self.handle_timedout_order(fo, order.trade)
self.handle_cancel_order(fo, order.trade, constants.CANCEL_REASON['TIMEOUT'])
except ExchangeError as e:
@ -1170,15 +1170,13 @@ class FreqtradeBot(LoggingMixin):
# If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
if not stoploss_order:
stoploss = (
self.edge.stoploss(pair=trade.pair)
if self.edge else
trade.stop_loss_pct / trade.leverage
)
if trade.is_short:
stop_price = trade.open_rate * (1 - stoploss)
else:
stop_price = trade.open_rate * (1 + stoploss)
stop_price = trade.stoploss_or_liquidation
if self.edge:
stoploss = self.edge.stoploss(pair=trade.pair)
stop_price = (
trade.open_rate * (1 - stoploss) if trade.is_short
else trade.open_rate * (1 + stoploss)
)
if self.create_stoploss_order(trade=trade, stop_price=stop_price):
# The above will return False if the placement failed and the trade was force-sold.
@ -1263,11 +1261,11 @@ class FreqtradeBot(LoggingMixin):
if not_closed:
if fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
trade, order_obj, datetime.now(timezone.utc))):
self.handle_timedout_order(order, trade)
self.handle_cancel_order(order, trade, constants.CANCEL_REASON['TIMEOUT'])
else:
self.replace_order(order, order_obj, trade)
def handle_timedout_order(self, order: Dict, trade: Trade) -> None:
def handle_cancel_order(self, order: Dict, trade: Trade, reason: str) -> None:
"""
Check if current analyzed order timed out and cancel if necessary.
:param order: Order dict grabbed with exchange.fetch_order()
@ -1275,10 +1273,10 @@ class FreqtradeBot(LoggingMixin):
:return: None
"""
if order['side'] == trade.entry_side:
self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
self.handle_cancel_enter(trade, order, reason)
else:
canceled = self.handle_cancel_exit(
trade, order, constants.CANCEL_REASON['TIMEOUT'])
trade, order, reason)
canceled_count = trade.get_exit_order_count()
max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:

4
freqtrade/persistence/pairlock.py
View File

@ -21,9 +21,9 @@ class PairLock(_DECL_BASE):
side = Column(String(25), nullable=False, default="*")
reason = Column(String(255), nullable=True)
# Time the pair was locked (start time)
lock_time = Column(DateTime, nullable=False)
lock_time = Column(DateTime(), nullable=False)
# Time until the pair is locked (end time)
lock_end_time = Column(DateTime, nullable=False, index=True)
lock_end_time = Column(DateTime(), nullable=False, index=True)
active = Column(Boolean, nullable=False, default=True, index=True)

100
freqtrade/persistence/trade_model.py
View File

@ -46,31 +46,31 @@ class Order(_DECL_BASE):
trade = relationship("Trade", back_populates="orders")
# order_side can only be 'buy', 'sell' or 'stoploss'
ft_order_side: str = Column(String(25), nullable=False)
ft_pair: str = Column(String(25), nullable=False)
ft_order_side = Column(String(25), nullable=False)
ft_pair = 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)
ft_amount = Column(Float(), nullable=False)
ft_price = Column(Float(), nullable=False)
order_id: str = Column(String(255), nullable=False, index=True)
order_id = Column(String(255), nullable=False, index=True)
status = Column(String(255), nullable=True)
symbol = Column(String(25), nullable=True)
order_type: str = Column(String(50), nullable=True)
order_type = Column(String(50), nullable=True)
side = Column(String(25), nullable=True)
price = Column(Float, nullable=True)
average = Column(Float, nullable=True)
amount = Column(Float, nullable=True)
filled = Column(Float, nullable=True)
remaining = Column(Float, nullable=True)
cost = Column(Float, nullable=True)
stop_price = Column(Float, nullable=True)
order_date = Column(DateTime, nullable=True, default=datetime.utcnow)
order_filled_date = Column(DateTime, nullable=True)
order_update_date = Column(DateTime, nullable=True)
price = Column(Float(), nullable=True)
average = Column(Float(), nullable=True)
amount = Column(Float(), nullable=True)
filled = Column(Float(), nullable=True)
remaining = Column(Float(), nullable=True)
cost = Column(Float(), nullable=True)
stop_price = Column(Float(), nullable=True)
order_date = Column(DateTime(), nullable=True, default=datetime.utcnow)
order_filled_date = Column(DateTime(), nullable=True)
order_update_date = Column(DateTime(), nullable=True)
funding_fee = Column(Float, nullable=True)
funding_fee = Column(Float(), nullable=True)
ft_fee_base = Column(Float, nullable=True)
ft_fee_base = Column(Float(), nullable=True)
@property
def order_date_utc(self) -> datetime:
@ -1177,44 +1177,44 @@ class Trade(_DECL_BASE, LocalTrade):
base_currency = Column(String(25), nullable=True)
stake_currency = Column(String(25), nullable=True)
is_open = Column(Boolean, nullable=False, default=True, index=True)
fee_open = Column(Float, nullable=False, default=0.0)
fee_open_cost = Column(Float, nullable=True)
fee_open = Column(Float(), nullable=False, default=0.0)
fee_open_cost = Column(Float(), nullable=True)
fee_open_currency = Column(String(25), nullable=True)
fee_close = Column(Float, nullable=False, default=0.0)
fee_close_cost = Column(Float, nullable=True)
fee_close = Column(Float(), nullable=False, default=0.0)
fee_close_cost = Column(Float(), nullable=True)
fee_close_currency = Column(String(25), nullable=True)
open_rate: float = Column(Float)
open_rate_requested = Column(Float)
open_rate: float = Column(Float())
open_rate_requested = Column(Float())
# open_trade_value - calculated via _calc_open_trade_value
open_trade_value = Column(Float)
close_rate: Optional[float] = Column(Float)
close_rate_requested = Column(Float)
realized_profit = Column(Float, default=0.0)
close_profit = Column(Float)
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
max_stake_amount = Column(Float)
amount = Column(Float)
amount_requested = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_trade_value = Column(Float())
close_rate: Optional[float] = Column(Float())
close_rate_requested = Column(Float())
realized_profit = Column(Float(), default=0.0)
close_profit = Column(Float())
close_profit_abs = Column(Float())
stake_amount = Column(Float(), nullable=False)
max_stake_amount = Column(Float())
amount = Column(Float())
amount_requested = Column(Float())
open_date = Column(DateTime(), nullable=False, default=datetime.utcnow)
close_date = Column(DateTime())
open_order_id = Column(String(255))
# absolute value of the stop loss
stop_loss = Column(Float, nullable=True, default=0.0)
stop_loss = Column(Float(), nullable=True, default=0.0)
# percentage value of the stop loss
stop_loss_pct = Column(Float, nullable=True)
stop_loss_pct = Column(Float(), nullable=True)
# absolute value of the initial stop loss
initial_stop_loss = Column(Float, nullable=True, default=0.0)
initial_stop_loss = Column(Float(), nullable=True, default=0.0)
# percentage value of the initial stop loss
initial_stop_loss_pct = Column(Float, nullable=True)
initial_stop_loss_pct = Column(Float(), nullable=True)
# stoploss order id which is on exchange
stoploss_order_id = Column(String(255), nullable=True, index=True)
# last update time of the stoploss order on exchange
stoploss_last_update = Column(DateTime, nullable=True)
stoploss_last_update = Column(DateTime(), nullable=True)
# absolute value of the highest reached price
max_rate = Column(Float, nullable=True, default=0.0)
max_rate = Column(Float(), nullable=True, default=0.0)
# Lowest price reached
min_rate = Column(Float, nullable=True)
min_rate = Column(Float(), nullable=True)
exit_reason = Column(String(100), nullable=True)
exit_order_status = Column(String(100), nullable=True)
strategy = Column(String(100), nullable=True)
@ -1222,21 +1222,21 @@ class Trade(_DECL_BASE, LocalTrade):
timeframe = Column(Integer, nullable=True)
trading_mode = Column(Enum(TradingMode), nullable=True)
amount_precision = Column(Float, nullable=True)
price_precision = Column(Float, nullable=True)
amount_precision = Column(Float(), nullable=True)
price_precision = Column(Float(), nullable=True)
precision_mode = Column(Integer, nullable=True)
contract_size = Column(Float, nullable=True)
contract_size = Column(Float(), nullable=True)
# Leverage trading properties
leverage = Column(Float, nullable=True, default=1.0)
leverage = Column(Float(), nullable=True, default=1.0)
is_short = Column(Boolean, nullable=False, default=False)
liquidation_price = Column(Float, nullable=True)
liquidation_price = Column(Float(), nullable=True)
# Margin Trading Properties
interest_rate = Column(Float, nullable=False, default=0.0)
interest_rate = Column(Float(), nullable=False, default=0.0)
# Futures properties
funding_fees = Column(Float, nullable=True, default=None)
funding_fees = Column(Float(), nullable=True, default=None)
def __init__(self, **kwargs):
super().__init__(**kwargs)

1
freqtrade/rpc/api_server/api_schemas.py
View File

@ -168,6 +168,7 @@ class ShowConfig(BaseModel):
max_open_trades: IntOrInf
minimal_roi: Dict[str, Any]
stoploss: Optional[float]
stoploss_on_exchange: bool
trailing_stop: Optional[bool]
trailing_stop_positive: Optional[float]
trailing_stop_positive_offset: Optional[float]

9
freqtrade/rpc/api_server/api_v1.py
View File

@ -41,7 +41,8 @@ logger = logging.getLogger(__name__)
# 2.21: Add new_candle messagetype
# 2.22: Add FreqAI to backtesting
# 2.23: Allow plot config request in webserver mode
API_VERSION = 2.23
# 2.24: Add cancel_open_order endpoint
API_VERSION = 2.24
# Public API, requires no auth.
router_public = APIRouter()
@ -123,6 +124,12 @@ def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
return rpc._rpc_delete(tradeid)
@router.delete('/trades/{tradeid}/open-order', response_model=OpenTradeSchema, tags=['trading'])
def cancel_open_order(tradeid: int, rpc: RPC = Depends(get_rpc)):
rpc._rpc_cancel_open_order(tradeid)
return rpc._rpc_trade_status([tradeid])[0]
# TODO: Missing response model
@router.get('/edge', tags=['info'])
def edge(rpc: RPC = Depends(get_rpc)):

24
freqtrade/rpc/rpc.py
View File

@ -122,6 +122,7 @@ class RPC:
if config['max_open_trades'] != float('inf') else -1),
'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
'stoploss': config.get('stoploss'),
'stoploss_on_exchange': config.get('stoploss_on_exchange', False),
'trailing_stop': config.get('trailing_stop'),
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
@ -812,6 +813,29 @@ class RPC:
else:
raise RPCException(f'Failed to enter position for {pair}.')
def _rpc_cancel_open_order(self, trade_id: int):
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
with self._freqtrade._exit_lock:
# Query for trade
trade = Trade.get_trades(
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
).first()
if not trade:
logger.warning('cancel_open_order: Invalid trade_id received.')
raise RPCException('Invalid trade_id.')
if not trade.open_order_id:
logger.warning('cancel_open_order: No open order for trade_id.')
raise RPCException('No open order for trade_id.')
try:
order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
except ExchangeError as e:
logger.info(f"Cannot query order for {trade} due to {e}.", exc_info=True)
raise RPCException("Order not found.")
self._freqtrade.handle_cancel_order(order, trade, CANCEL_REASON['USER_CANCEL'])
Trade.commit()
def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
"""
Handler for delete <id>.

24
freqtrade/rpc/telegram.py
View File

@ -174,6 +174,7 @@ class Telegram(RPCHandler):
self._force_enter, order_side=SignalDirection.SHORT)),
CommandHandler('trades', self._trades),
CommandHandler('delete', self._delete_trade),
CommandHandler(['coo', 'cancel_open_order'], self._cancel_open_order),
CommandHandler('performance', self._performance),
CommandHandler(['buys', 'entries'], self._enter_tag_performance),
CommandHandler(['sells', 'exits'], self._exit_reason_performance),
@ -1144,10 +1145,25 @@ class Telegram(RPCHandler):
raise RPCException("Trade-id not set.")
trade_id = int(context.args[0])
msg = self._rpc._rpc_delete(trade_id)
self._send_msg((
self._send_msg(
f"`{msg['result_msg']}`\n"
'Please make sure to take care of this asset on the exchange manually.'
))
)
@authorized_only
def _cancel_open_order(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /cancel_open_order <id>.
Cancel open order for tradeid
:param bot: telegram bot
:param update: message update
:return: None
"""
if not context.args or len(context.args) == 0:
raise RPCException("Trade-id not set.")
trade_id = int(context.args[0])
self._rpc._rpc_cancel_open_order(trade_id)
self._send_msg('Open order canceled.')
@authorized_only
def _performance(self, update: Update, context: CallbackContext) -> None:
@ -1456,6 +1472,10 @@ class Telegram(RPCHandler):
"*/fx <trade_id>|all:* `Alias to /forceexit`\n"
f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}"
"*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
"*/cancel_open_order <trade_id>:* `Cancels open orders for trade. "
"Only valid when the trade has open orders.`\n"
"*/coo <trade_id>|all:* `Alias to /cancel_open_order`\n"
"*/whitelist [sorted] [baseonly]:* `Show current whitelist. Optionally in "
"order and/or only displaying the base currency of each pairing.`\n"
"*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs "

8
requirements-dev.txt
View File

@ -10,23 +10,23 @@ coveralls==3.3.1
flake8==6.0.0
flake8-tidy-imports==4.8.0
mypy==0.991
pre-commit==2.21.0
pre-commit==3.0.4
pytest==7.2.1
pytest-asyncio==0.20.3
pytest-cov==4.0.0
pytest-mock==3.10.0
pytest-random-order==1.1.0
isort==5.11.4
isort==5.12.0
# For datetime mocking
time-machine==2.9.0
# fastapi testing
httpx==0.23.3
# Convert jupyter notebooks to markdown documents
nbconvert==7.2.8
nbconvert==7.2.9
# mypy types
types-cachetools==5.2.1
types-cachetools==5.3.0.0
types-filelock==3.2.7
types-requests==2.28.11.8
types-tabulate==0.9.0.0

2
requirements-plot.txt
View File

@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
plotly==5.11.0
plotly==5.13.0

8
requirements.txt
View File

@ -1,11 +1,11 @@
numpy==1.24.1
numpy==1.24.2
pandas==1.5.3
pandas-ta==0.3.14b
ccxt==2.7.12
ccxt==2.7.66
# Pin cryptography for now due to rust build errors with piwheels
cryptography==38.0.1; platform_machine == 'armv7l'
cryptography==39.0.0; platform_machine != 'armv7l'
cryptography==39.0.1; platform_machine != 'armv7l'
aiohttp==3.8.3
SQLAlchemy==1.4.46
python-telegram-bot==13.15
@ -15,7 +15,7 @@ requests==2.28.2
urllib3==1.26.14
jsonschema==4.17.3
TA-Lib==0.4.25
technical==1.3.0
technical==1.4.0
tabulate==0.9.0
pycoingecko==3.1.0
jinja2==3.1.2

11
scripts/rest_client.py
View File

@ -177,8 +177,7 @@ class FtRestClient():
return self._get("version")
def show_config(self):
"""
Returns part of the configuration, relevant for trading operations.
""" Returns part of the configuration, relevant for trading operations.
:return: json object containing the version
"""
return self._get("show_config")
@ -232,6 +231,14 @@ class FtRestClient():
"""
return self._delete(f"trades/{trade_id}")
def cancel_open_order(self, trade_id):
"""Cancel open order for trade.
:param trade_id: Cancels open orders for this trade.
:return: json object
"""
return self._delete(f"trades/{trade_id}/open-order")
def whitelist(self):
"""Show the current whitelist.

11
tests/exchange/test_binance.py
View File

@ -522,8 +522,15 @@ def test__set_leverage_binance(mocker, default_conf):
api_mock.set_leverage = MagicMock()
type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange._set_leverage(3.2, 'BTC/USDT:USDT')
assert api_mock.set_leverage.call_count == 1
# Leverage is rounded to 3.
assert api_mock.set_leverage.call_args_list[0][1]['leverage'] == 3
assert api_mock.set_leverage.call_args_list[0][1]['symbol'] == 'BTC/USDT:USDT'
ccxt_exceptionhandlers(
mocker,

10
tests/exchange/test_ccxt_compat.py
View File

@ -468,9 +468,13 @@ class TestCCXTExchange():
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
exc, exchangename = exchange
# For some weired reason, this test returns random lengths for bittrex.
if not exc._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
return
if exchangename in ('binanceus', 'bittrex'):
# TODO: reenable binanceus test once downtime "ages out" (2023-02-06)
# For some weired reason, this test returns random lengths for bittrex.
pytest.skip("Exchange doesn't provide stable ohlcv history")
if not exc._ft_has['ohlcv_has_history']:
pytest.skip("Exchange does not support candle history")
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
self.ccxt__async_get_candle_history(

40
tests/rpc/test_rpc_apiserver.py
View File

@ -706,6 +706,46 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
assert_response(rc, 502)
@pytest.mark.parametrize('is_short', [True, False])
def test_api_delete_open_order(botclient, mocker, fee, markets, ticker, is_short):
ftbot, client = botclient
patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
fetch_ticker=ticker,
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
rc = client_delete(client, f"{BASE_URI}/trades/10/open-order")
assert_response(rc, 502)
assert 'Invalid trade_id.' in rc.json()['error']
create_mock_trades(fee, is_short=is_short)
Trade.commit()
rc = client_delete(client, f"{BASE_URI}/trades/5/open-order")
assert_response(rc, 502)
assert 'No open order for trade_id' in rc.json()['error']
trade = Trade.get_trades([Trade.id == 6]).first()
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
side_effect=ExchangeError)
rc = client_delete(client, f"{BASE_URI}/trades/6/open-order")
assert_response(rc, 502)
assert 'Order not found.' in rc.json()['error']
trade = Trade.get_trades([Trade.id == 6]).first()
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
return_value=trade.orders[-1].to_ccxt_object())
rc = client_delete(client, f"{BASE_URI}/trades/6/open-order")
assert_response(rc)
assert cancel_mock.call_count == 1
def test_api_logs(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/logs")

36
tests/rpc/test_rpc_telegram.py
View File

@ -99,7 +99,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], "
"['forcesell', 'forceexit', 'fx'], ['forcebuy', 'forcelong'], ['forceshort'], "
"['trades'], ['delete'], ['performance'], "
"['trades'], ['delete'], ['coo', 'cancel_open_order'], ['performance'], "
"['buys', 'entries'], ['sells', 'exits'], ['mix_tags'], "
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
@ -1678,6 +1678,40 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short):
assert "Please make sure to take care of this asset" in msg_mock.call_args_list[0][0][0]
@pytest.mark.parametrize('is_short', [True, False])
def test_telegram_delete_open_order(mocker, update, default_conf, fee, is_short, ticker):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
context = MagicMock()
context.args = []
telegram._cancel_open_order(update=update, context=context)
assert "Trade-id not set." in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee, is_short=is_short)
context = MagicMock()
context.args = [5]
telegram._cancel_open_order(update=update, context=context)
assert "No open order for trade_id" in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
trade = Trade.get_trades([Trade.id == 6]).first()
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
return_value=trade.orders[-1].to_ccxt_object())
context = MagicMock()
context.args = [6]
telegram._cancel_open_order(update=update, context=context)
assert msg_mock.call_count == 1
assert "Open order canceled." in msg_mock.call_args_list[0][0][0]
def test_help_handle(default_conf, update, mocker) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)

2
tests/test_freqtradebot.py
View File

@ -5028,7 +5028,7 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
assert log_has_re(r"Error updating Order .*", caplog)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_timedout_order')
hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order')
# Orders which are no longer found after X days should be assumed as canceled.
freqtrade.startup_update_open_orders()
assert log_has_re(r"Order is older than \d days.*", caplog)