Merge 6b8ca7217b into 2fe67edab3

chore(deps-dev): bump types-requests from 2.32.0.20240907 to 2.32.0.20240914 in the types group

.pre-commit-config.yaml

@@ -16,7 +16,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.5.0.20240820
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20240907
+          - types-requests==2.32.0.20240914
           - types-tabulate==0.9.0.20240106
           - types-python-dateutil==2.9.0.20240906
           - SQLAlchemy==2.0.34

freqtrade/exchange/exchange.py

@@ -3594,7 +3594,7 @@ class Exchange:
             Wherein, "+" or "-" depends on whether the contract goes long or short:
             "-" for long, and "+" for short.
 
-         okex: https://www.okex.com/support/hc/en-us/articles/
+         okex: https://www.okx.com/support/hc/en-us/articles/
             360053909592-VI-Introduction-to-the-isolated-mode-of-Single-Multi-currency-Portfolio-margin
 
         :param pair: Pair to calculate liquidation price for

freqtrade/freqtradebot.py

@@ -715,8 +715,6 @@ class FreqtradeBot(LoggingMixin):
         """
         # Walk through each pair and check if it needs changes
         for trade in Trade.get_open_trades():
-            # If there is any open orders, wait for them to finish.
-            # TODO Remove to allow mul open orders
             if not trade.has_open_orders:
                 # Do a wallets update (will be ratelimited to once per hour)
                 self.wallets.update(False)
@@ -724,8 +722,7 @@ class FreqtradeBot(LoggingMixin):
                     self.check_and_call_adjust_trade_position(trade)
                 except DependencyException as exception:
                     logger.warning(
-                        f"Unable to adjust position of trade for {trade.pair}: {exception}"
+                        f"Unable to adjust position of trade for {trade.pair}: {exception}")
-                    )
 
     def check_and_call_adjust_trade_position(self, trade: Trade):
         """
@@ -1251,8 +1248,7 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             if (
-                not trade.has_open_orders
+                not trade.has_open_sl_orders
-                and not trade.has_open_sl_orders
                 and not self.wallets.check_exit_amount(trade)
             ):
                 logger.warning(
@@ -1277,7 +1273,7 @@ class FreqtradeBot(LoggingMixin):
                         f"Unable to handle stoploss on exchange for {trade.pair}: {exception}"
                     )
                 # Check if we can sell our current pair
-                if not trade.has_open_orders and trade.is_open and self.handle_trade(trade):
+                if trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
 
             except DependencyException as exception:
@@ -1421,7 +1417,7 @@ class FreqtradeBot(LoggingMixin):
                 self.handle_protections(trade.pair, trade.trade_direction)
                 return True
 
-        if trade.has_open_orders or not trade.is_open:
+        if not trade.is_open:
             # Trade has an open order, Stoploss-handling can't happen in this case
             # as the Amount on the exchange is tied up in another trade.
             # The trade can be closed already (sell-order fill confirmation came in this iteration)
@@ -1689,6 +1685,34 @@ class FreqtradeBot(LoggingMixin):
                         logger.warning(f"Unable to replace order for {trade.pair}: {exception}")
                         self.replace_order_failed(trade, f"Could not replace order for {trade}.")
 
+    def cancel_open_orders_of_trade(self, trade: Trade, reason: str, sides: List[str]) -> None:
+        """
+        Cancel trade orders of specified sides that are currently open
+        :param trade: Trade object of the trade we're analyzing
+        :param reason: The reason for that cancelation
+        :param sides: The sides where cancellation should take place
+        :return: None
+        """
+
+        for open_order in trade.open_orders:
+            try:
+                order = self.exchange.fetch_order(open_order.order_id, trade.pair)
+            except ExchangeError:
+                logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
+                continue
+
+            for side in sides:
+                if (order["side"] == side):
+                    if order["side"] == trade.entry_side:
+                        self.handle_cancel_enter(
+                            trade, order, open_order, reason
+                        )
+
+                    elif order["side"] == trade.exit_side:
+                        self.handle_cancel_exit(
+                            trade, order, open_order, reason
+                        )
+
     def cancel_all_open_orders(self) -> None:
         """
         Cancel all orders that are currently open
@@ -1696,22 +1720,11 @@ class FreqtradeBot(LoggingMixin):
         """
 
         for trade in Trade.get_open_trades():
-            for open_order in trade.open_orders:
+            self.cancel_open_orders_of_trade(
-                try:
+                trade, constants.CANCEL_REASON["ALL_CANCELLED"],
-                    order = self.exchange.fetch_order(open_order.order_id, trade.pair)
+                [trade.entry_side, trade.exit_side]
-                except ExchangeError:
+            )
-                    logger.info("Can't query order for %s due to %s", trade, traceback.format_exc())
-                    continue
 
-                if order["side"] == trade.entry_side:
-                    self.handle_cancel_enter(
-                        trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
-                    )
-
-                elif order["side"] == trade.exit_side:
-                    self.handle_cancel_exit(
-                        trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
-                    )
         Trade.commit()
 
     def handle_cancel_enter(
@@ -1957,6 +1970,14 @@ class FreqtradeBot(LoggingMixin):
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
+        if trade.has_open_orders:
+            # cancel any open order of this trade
+            self.cancel_open_orders_of_trade(
+                trade, constants.CANCEL_REASON["REPLACE"],
+                [trade.exit_side]
+            )
+            Trade.commit()
+
         # First cancelling stoploss on exchange ...
         trade = self.cancel_stoploss_on_exchange(trade)
 

freqtrade/optimize/backtesting.py

@@ -1376,8 +1376,7 @@ class Backtesting:
                 self.wallets.update()
 
             # 4. Create exit orders (if any)
-            if not trade.has_open_orders:
+            self._check_trade_exit(trade, row, current_time)  # Place exit order if necessary
-                self._check_trade_exit(trade, row, current_time)  # Place exit order if necessary
 
             # 5. Process exit orders.
             order = trade.select_order(trade.exit_side, is_open=True)

freqtrade/persistence/trade_model.py

@@ -178,6 +178,7 @@ class Order(ModelBase):
         return (
             f"Order(id={self.id}, trade={self.ft_trade_id}, order_id={self.order_id}, "
             f"side={self.side}, filled={self.safe_filled}, price={self.safe_price}, "
+            f"amount={self.amount}, "
             f"status={self.status}, date={self.order_date_utc:{DATETIME_PRINT_FORMAT}})"
         )
 
@@ -585,6 +586,67 @@ class LocalTrade:
         ]
         return len(open_orders_wo_sl) > 0
 
+    @property
+    def has_open_entry_orders(self) -> bool:
+        """
+        True if there are open entry orders for this trade
+        """
+        open_entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side and o.ft_is_open
+        ]
+        return len(open_entry_orders) > 0
+
+    @property
+    def has_open_position(self) -> bool:
+        """
+        True if there is an open position for this trade
+        """
+        entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side
+        ]
+        entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
+
+        exit_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.exit_side
+        ]
+        exit_orders_filled_qty = sum(exo.safe_filled for exo in exit_orders)
+
+        return (entry_orders_filled_qty - exit_orders_filled_qty) > 0
+
+    @property
+    def untied_assets(self) -> float:
+        entry_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.entry_side
+        ]
+        entry_orders_filled_qty = sum(eno.safe_filled for eno in entry_orders)
+
+        exit_orders = [
+            o for o in self.orders
+            if o.ft_order_side == self.exit_side
+        ]
+        exit_orders_remaining_qty = sum(exo.safe_remaining for exo in exit_orders)
+        untied_remaining = entry_orders_filled_qty - exit_orders_remaining_qty
+
+        logger.info(f"entry_orders: {entry_orders}")
+        logger.info(f"exit_orders: {exit_orders}")
+        logger.info(f"entry_orders_filled_qty: {entry_orders_filled_qty}")
+        logger.info(f"exit_orders_remaining_qty: {exit_orders_remaining_qty}")
+
+        logger.info(f"untied_remaining: {untied_remaining}")
+
+        return untied_remaining
+
+    @property
+    def has_untied_assets(self) -> bool:
+        """
+        True if there is still remaining position not yet tied up to exit order
+        """
+        return self.untied_assets > 0
+
     @property
     def open_sl_orders(self) -> List[Order]:
         """

requirements-dev.txt

@@ -7,10 +7,10 @@
 -r docs/requirements-docs.txt
 
 coveralls==4.0.1
-ruff==0.6.4
+ruff==0.6.5
 mypy==1.11.2
 pre-commit==3.8.0
-pytest==8.3.2
+pytest==8.3.3
 pytest-asyncio==0.24.0
 pytest-cov==5.0.0
 pytest-mock==3.14.0
@@ -27,6 +27,6 @@ nbconvert==7.16.4
 # mypy types
 types-cachetools==5.5.0.20240820
 types-filelock==3.2.7
-types-requests==2.32.0.20240907
+types-requests==2.32.0.20240914
 types-tabulate==0.9.0.20240106
 types-python-dateutil==2.9.0.20240906

requirements-freqai.txt

@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 
 # Required for freqai
-scikit-learn==1.5.1
+scikit-learn==1.5.2
 joblib==1.4.2
 catboost==1.2.7; 'arm' not in platform_machine
 # Pin Matplotlib - it's depended on by catboost

requirements-hyperopt.txt

@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.14.1; python_version >= "3.10"
 scipy==1.13.1; python_version < "3.10"
-scikit-learn==1.5.1
+scikit-learn==1.5.2
 ft-scikit-optimize==0.9.2
 filelock==3.16.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.24.0
+plotly==5.24.1

requirements.txt

@@ -4,7 +4,7 @@ bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
 
-ccxt==4.3.98
+ccxt==4.4.3
 cryptography==42.0.8; platform_machine == 'armv7l'
 cryptography==43.0.1; platform_machine != 'armv7l'
 aiohttp==3.10.5
@@ -15,7 +15,7 @@ httpx>=0.24.1
 humanize==4.10.0
 cachetools==5.5.0
 requests==2.32.3
-urllib3==2.2.2
+urllib3==2.2.3
 jsonschema==4.23.0
 TA-Lib==0.4.32
 technical==1.4.4
@@ -26,7 +26,7 @@ jinja2==3.1.4
 tables==3.9.1; python_version < "3.10"
 tables==3.10.1; python_version >= "3.10"
 joblib==1.4.2
-rich==13.8.0
+rich==13.8.1
 pyarrow==17.0.0; platform_machine != 'armv7l'
 
 # find first, C search in arrays
@@ -41,8 +41,8 @@ orjson==3.10.7
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.114.0
+fastapi==0.114.2
-pydantic==2.9.0
+pydantic==2.9.1
 uvicorn==0.30.6
 pyjwt==2.9.0
 aiofiles==24.1.0
@@ -53,7 +53,7 @@ questionary==2.0.1
 prompt-toolkit==3.0.36
 # Extensions to datetime library
 python-dateutil==2.9.0.post0
-pytz==2024.1
+pytz==2024.2
 
 #Futures
 schedule==1.2.2

tests/conftest.py

@@ -964,6 +964,29 @@ def get_markets():
             },
             "info": {},
         },
+        "ETC/BTC": {
+            "id": "ETCBTC",
+            "symbol": "ETC/BTC",
+            "base": "ETC",
+            "quote": "BTC",
+            "active": True,
+            "spot": True,
+            "swap": False,
+            "linear": None,
+            "type": "spot",
+            "contractSize": None,
+            "precision": {"base": 8, "quote": 8, "amount": 2, "price": 7},
+            "limits": {
+                "amount": {"min": 0.01, "max": 90000000.0},
+                "price": {"min": 1e-07, "max": 1000.0},
+                "cost": {"min": 0.0001, "max": 9000000.0},
+                "leverage": {
+                    "min": None,
+                    "max": None,
+                },
+            },
+            "info": {},
+        },
         "ETH/USDT": {
             "id": "USDT-ETH",
             "symbol": "ETH/USDT",

tests/freqtradebot/test_freqtradebot.py

@@ -1265,14 +1265,14 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
     trades = [trade]
     freqtrade.wallets.update()
     n = freqtrade.exit_positions(trades)
-    assert n == 0
+    assert n == 1
     # Test amount not modified by fee-logic
     assert not log_has_re(r"Applying fee to amount for Trade .*", caplog)
 
     gra = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.0)
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
-    assert n == 0
+    assert n == 1
     assert gra.call_count == 0
 
 
@@ -1305,6 +1305,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
             ft_price=trade.open_rate,
             order_id=order_id,
             ft_is_open=False,
+            filled=11
         )
     )
     Trade.session.add(trade)

tests/freqtradebot/test_integration.py

@@ -1,3 +1,4 @@
+import logging
 import time
 from unittest.mock import MagicMock
 
@@ -347,8 +348,8 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.nr_of_successful_exits == 1
 
 
-@pytest.mark.parametrize("leverage", [1, 2])
+@pytest.mark.parametrize("leverage", [1])
-def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
+def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker, caplog) -> None:
     default_conf_usdt["position_adjustment_enable"] = True
     default_conf_usdt["trading_mode"] = "futures"
     default_conf_usdt["margin_mode"] = "isolated"
@@ -478,10 +479,16 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert pytest.approx(trade.amount) == 91.689215 * leverage
     assert pytest.approx(trade.orders[-1].amount) == 91.689215 * leverage
     assert freqtrade.strategy.adjust_entry_price.call_count == 0
+
+    caplog.clear()
+    caplog.set_level(logging.DEBUG)
     # Process again, should not adjust entry price
     freqtrade.process()
     trade = Trade.get_trades().first()
-    assert len(trade.orders) == 5
+
+    assert trade.orders[-2].status == "canceled"
+    assert len(trade.orders) == 6
+    assert trade.orders[-1].side == trade.exit_side
     assert trade.orders[-1].status == "open"
     assert trade.orders[-1].price == 2.02
     # Adjust entry price cannot be called - this is an exit order