Merge 6b8ca7217b into f50a633f87

docs/trade-object.md

@@ -130,20 +130,20 @@ Most properties here can be None as they are dependent on the exchange response.
 
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`trade` | Trade | Trade object this order is attached to
-`ft_pair` | string | Pair this order is for
-`ft_is_open` | boolean | is the order filled?
-`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
-`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
-`side` | string | Buy or Sell
-`price` | float | Price the order was placed at
-`average` | float | Average price the order filled at
-`amount` | float | Amount in base currency
-`filled` | float | Filled amount (in base currency)
-`remaining` | float | Remaining amount
-`cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*)
-`stake_amount` | float | Stake amount used for this order. *Added in 2023.7.*
-`order_date` | datetime | Order creation date **use `order_date_utc` instead**
-`order_date_utc` | datetime | Order creation date (in UTC)
-`order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead**
-`order_fill_date_utc` | datetime | Order fill date
+| `trade` | Trade | Trade object this order is attached to |
+| `ft_pair` | string | Pair this order is for |
+| `ft_is_open` | boolean | is the order filled? |
+| `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
+| `status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled |
+| `side` | string | Buy or Sell |
+| `price` | float | Price the order was placed at |
+| `average` | float | Average price the order filled at |
+| `amount` | float | Amount in base currency |
+| `filled` | float | Filled amount (in base currency) |
+| `remaining` | float | Remaining amount |
+| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
+| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
+| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
+| `order_date_utc` | datetime | Order creation date (in UTC) |
+| `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |
+| `order_fill_date_utc` | datetime | Order fill date |

freqtrade/freqtradebot.py

@@ -62,7 +62,7 @@ from freqtrade.rpc.rpc_types import (
 )
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.util import MeasureTime
+from freqtrade.util import FtPrecise, MeasureTime
 from freqtrade.util.migrations.binance_mig import migrate_binance_futures_names
 from freqtrade.wallets import Wallets
 
@@ -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):
         """
@@ -784,7 +781,14 @@ class FreqtradeBot(LoggingMixin):
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
             amount = self.exchange.amount_to_contract_precision(
-                trade.pair, abs(float(stake_amount * trade.amount / trade.stake_amount))
+                trade.pair,
+                abs(
+                    float(
+                        FtPrecise(stake_amount)
+                        * FtPrecise(trade.amount)
+                        / FtPrecise(trade.stake_amount)
+                    )
+                ),
             )
 
             if amount == 0.0:
@@ -1251,8 +1255,7 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             if (
-                not trade.has_open_orders
-                and not trade.has_open_sl_orders
+                not trade.has_open_sl_orders
                 and not self.wallets.check_exit_amount(trade)
             ):
                 logger.warning(
@@ -1277,7 +1280,7 @@ 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 +1424,7 @@ 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)
@@ -1689,13 +1692,15 @@ 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_all_open_orders(self) -> None:
+    def cancel_open_orders_of_trade(self, trade: Trade, reason: str, sides: List[str]) -> None:
         """
-        Cancel all orders that are currently open
+        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 trade in Trade.get_open_trades():
         for open_order in trade.open_orders:
             try:
                 order = self.exchange.fetch_order(open_order.order_id, trade.pair)
@@ -1703,15 +1708,30 @@ class FreqtradeBot(LoggingMixin):
                 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, constants.CANCEL_REASON["ALL_CANCELLED"]
+                            trade, order, open_order, reason
                         )
 
                     elif order["side"] == trade.exit_side:
                         self.handle_cancel_exit(
-                        trade, order, open_order, constants.CANCEL_REASON["ALL_CANCELLED"]
+                            trade, order, open_order, reason
                         )
+
+    def cancel_all_open_orders(self) -> None:
+        """
+        Cancel all orders that are currently open
+        :return: None
+        """
+
+        for trade in Trade.get_open_trades():
+            self.cancel_open_orders_of_trade(
+                trade, constants.CANCEL_REASON["ALL_CANCELLED"],
+                [trade.entry_side, trade.exit_side]
+            )
+
         Trade.commit()
 
     def handle_cancel_enter(
@@ -1957,6 +1977,14 @@ 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

@@ -1376,7 +1376,6 @@ 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
 
             # 5. Process exit orders.

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]:
         """

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])
-def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
+@pytest.mark.parametrize("leverage", [1])
+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