Delete trade if replacing the first order failed

part of #9128

freqtrade/constants.py

@@ -688,6 +688,7 @@ CANCEL_REASON = {
     "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
     "FORCE_EXIT": "forcesold",
     "REPLACE": "cancelled to be replaced by new limit order",
+    "REPLACE_FAILED": "failed to replace order, deleting Trade",
     "USER_CANCEL": "user requested order cancel"
 }
 

freqtrade/freqtradebot.py

@@ -1420,6 +1420,13 @@ class FreqtradeBot(LoggingMixin):
                         order_adjust=True,
                     ):
                         logger.warning(f"Could not replace order for {trade}.")
+                        if trade.nr_of_successful_entries == 0:
+                            # this is the first entry and we didn't get filled yet, delete trade
+                            logger.warning(f"Removing {trade} from database.")
+                            self._notify_enter_cancel(
+                                trade, order_type=self.strategy.order_types['entry'],
+                                reason=constants.CANCEL_REASON['REPLACE_FAILED'])
+                            trade.delete()
 
     def cancel_all_open_orders(self) -> None:
         """

tests/test_integration.py

@@ -563,7 +563,7 @@ def test_dca_order_adjust_entry_replace_fails(
 
     assert log_has_re(msg, caplog)
     assert entry_mock.call_count == 2
-    assert len(Trade.get_trades().all()) == 2
+    assert len(Trade.get_trades().all()) == 1
     assert len(Order.get_open_orders()) == 0