From 2b1a8f2fbbcb309af0c5028ea6a641c2ef37ddd1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 5 Mar 2022 13:57:54 +0100
Subject: [PATCH] Update binance stoploss to use correct stop order for futures

---
 freqtrade/exchange/binance.py  |  1 +
 freqtrade/exchange/exchange.py |  5 +++++
 tests/exchange/test_binance.py | 19 ++++++++++---------
 3 files changed, 16 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 8cd5ab9ed..6607c15b7 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -22,6 +22,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "stop_loss_limit"},
+        "stoploss_order_types_futures": {"limit": "stop"},
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fca555abd..cf0ef62c0 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1011,6 +1011,11 @@ class Exchange:
     def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
 
         available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"]
+        if self.trading_mode == TradingMode.FUTURES:
+            # Optionally use different order type for stop order
+            available_order_Types = self._ft_has.get('stoploss_order_types_futures',
+                                                     self._ft_has["stoploss_order_types"])
+
         if user_order_type in available_order_Types.keys():
             ordertype = available_order_Types[user_order_type]
         else:
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index f6016a2fc..c3950e459 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -11,6 +11,7 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
+@pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT])
 @pytest.mark.parametrize('limitratio,expected,side', [
     (None, 220 * 0.99, "sell"),
     (0.99, 220 * 0.99, "sell"),
@@ -19,16 +20,10 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
     (0.99, 220 * 1.01, "buy"),
     (0.98, 220 * 1.02, "buy"),
 ])
-def test_stoploss_order_binance(
-    default_conf,
-    mocker,
-    limitratio,
-    expected,
-    side
-):
+def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-    order_type = 'stop_loss_limit'
+    order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
 
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
@@ -37,6 +32,8 @@ def test_stoploss_order_binance(
         }
     })
     default_conf['dry_run'] = False
+    default_conf['margin_mode'] = MarginMode.ISOLATED
+    default_conf['trading_mode'] = trademode
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
 
@@ -72,7 +69,11 @@ def test_stoploss_order_binance(
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     # Price should be 1% below stopprice
     assert api_mock.create_order.call_args_list[0][1]['price'] == expected
-    assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
+    if trademode == TradingMode.SPOT:
+        params_dict = {'stopPrice': 220}
+    else:
+        params_dict = {'stopPrice': 220, 'reduceOnly': True}
+    assert api_mock.create_order.call_args_list[0][1]['params'] == params_dict
 
     # test exception handling
     with pytest.raises(DependencyException):