Merge pull request #11627 from arenstar/ftclient_trades_order_fix

Ftclient trades order fix

freqtrade/rpc/api_server/api_v1.py

@@ -200,9 +200,12 @@ def status(rpc: RPC = Depends(get_rpc)):
 def trades(
     limit: int = Query(500, ge=1, description="Maximum number of different trades to return data"),
     offset: int = Query(0, ge=0, description="Number of trades to skip for pagination"),
+    order_by_id: bool = Query(
+        True, description="Sort trades by id (default: True). If False, sorts by latest timestamp"
+    ),
     rpc: RPC = Depends(get_rpc),
 ):
-    return rpc._rpc_trade_history(limit, offset=offset, order_by_id=True)
+    return rpc._rpc_trade_history(limit, offset=offset, order_by_id=order_by_id)
 
 
 @router.get("/trade/{tradeid}", response_model=OpenTradeSchema, tags=["info", "trading"])

ft_client/freqtrade_client/ft_rest_client.py

@@ -255,11 +255,12 @@ class FtRestClient:
         """
         return self._get("logs", params={"limit": limit} if limit else {})
 
-    def trades(self, limit=None, offset=None):
+    def trades(self, limit=None, offset=None, order_by_id=True):
-        """Return trades history, sorted by id
+        """Return trades history, sorted by id (or by latest timestamp if order_by_id=False)
 
         :param limit: Limits trades to the X last trades. Max 500 trades.
         :param offset: Offset by this amount of trades.
+        :param order_by_id: Sort trades by id (default: True). If False, sorts by latest timestamp.
         :return: json object
         """
         params = {}
@@ -267,6 +268,8 @@ class FtRestClient:
             params["limit"] = limit
         if offset:
             params["offset"] = offset
+        if order_by_id:
+            params["order_by_id"] = True
         return self._get("trades", params)
 
     def list_open_trades_custom_data(self, key=None, limit=100, offset=0):

ft_client/test_client/test_rest_client.py

@@ -85,6 +85,8 @@ def test_FtRestClient_call_invalid(caplog):
         ("trades", [], {}),
         ("trades", [5], {}),
         ("trades", [5, 5], {}),  # With offset
+        ("trades", [5, 5, True], {}),  # Explicit order_by_id=True
+        ("trades", [5, 5, False], {}),  # order_by_id=False
         ("trade", [1], {}),
         ("delete_trade", [1], {}),
         ("cancel_open_order", [1], {}),
@@ -127,6 +129,10 @@ def test_FtRestClient_call_invalid(caplog):
         ("pair_candles", ["XRP/USDT", "5m", 500], {"columns": ["close_time,close"]}),
         ("pair_history", ["XRP/USDT", "5m", "SampleStrategy"], {}),
         ("pair_history", ["XRP/USDT", "5m"], {"strategy": "SampleStrategy"}),
+        ("trades", [], {"order_by_id": True}),
+        ("trades", [], {"order_by_id": False}),
+        ("trades", [5], {"order_by_id": False}),
+        ("trades", [5, 5], {"order_by_id": True}),
         ("sysinfo", [], {}),
         ("health", [], {}),
     ],

tests/rpc/test_rpc_apiserver.py

@@ -776,12 +776,28 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
     assert rc.json()["trades_count"] == 2
     assert rc.json()["total_trades"] == 2
     assert rc.json()["trades"][0]["is_short"] == is_short
+    # Ensure the trades are sorted by trade_id (the default, see below)
+    assert rc.json()["trades"][0]["trade_id"] == 2
+    assert rc.json()["trades"][1]["trade_id"] == 3
+
     rc = client_get(client, f"{BASE_URI}/trades?limit=1")
     assert_response(rc)
     assert len(rc.json()["trades"]) == 1
     assert rc.json()["trades_count"] == 1
     assert rc.json()["total_trades"] == 2
 
+    # Test ascending order (default)
+    rc = client_get(client, f"{BASE_URI}/trades?order_by_id=true")
+    assert_response(rc)
+    assert rc.json()["trades"][0]["trade_id"] == 2
+    assert rc.json()["trades"][1]["trade_id"] == 3
+
+    # Test descending order
+    rc = client_get(client, f"{BASE_URI}/trades?order_by_id=false")
+    assert_response(rc)
+    assert rc.json()["trades"][0]["trade_id"] == 3
+    assert rc.json()["trades"][1]["trade_id"] == 2
+
 
 @pytest.mark.parametrize("is_short", [True, False])
 def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):