diff --git a/docs/trade-object.md b/docs/trade-object.md index 9843d8524..b21c447ec 100644 --- a/docs/trade-object.md +++ b/docs/trade-object.md @@ -14,11 +14,20 @@ The following attributes / properties are available for each individual trade - | Attribute | DataType | Description | |------------|-------------|-------------| | `pair` | string | Pair of this trade. | +| `safe_base_currency` | string | Compatibility layer for base currency . | +| `safe_quote_currency` | string | Compatibility layer for quote currency. | | `is_open` | boolean | Is the trade currently open, or has it been concluded. | +| `exchange` | string | Exchange where this trade was executed. | | `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). | +| `open_rate_requested` | float | The rate that was requested when the trade was opened. | +| `open_trade_value` | float | Value of the open trade including fees. | | `close_rate` | float | Close rate - only set when is_open = False. | +| `close_rate_requested` | float | The close rate that was requested. | +| `safe_close_rate` | float | Close rate or `close_rate_requested` or 0.0 if neither is available. Only makes sense once the trade is closed. | | `stake_amount` | float | Amount in Stake (or Quote) currency. | +| `max_stake_amount` | float | Maximum stake amount that was used in this trade (sum of all filled Entry orders). | | `amount` | float | Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills. | +| `amount_requested` | float | Amount that was originally requested for this trade as part of the first entry order. | | `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** | | `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. | | `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** | @@ -28,15 +37,47 @@ The following attributes / properties are available for each individual trade - | `realized_profit` | float | Absolute already realized profit (in stake currency) while the trade is still open. | | `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. | | `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. | +| `exit_reason` | string | Reason why the trade was exited. | +| `exit_order_status` | string | Status of the exit order. | +| `strategy` | string | Strategy name that was used for this trade. | +| `timeframe` | int | Timeframe used for this trade. | | `is_short` | boolean | True for short trades, False otherwise. | | `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). | | `date_last_filled_utc` | datetime | Time of the last filled order. | +| `date_entry_fill_utc` | datetime | Date of the first filled entry order. | | `entry_side` | "buy" / "sell" | Order Side the trade was entered. | | `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. | | `trade_direction` | "long" / "short" | Trade direction in text - long or short. | +| `max_rate` | float | Highest price reached during this trade. Not 100% accurate. | +| `min_rate` | float | Lowest price reached during this trade. Not 100% accurate. | | `nr_of_successful_entries` | int | Number of successful (filled) entry orders. | | `nr_of_successful_exits` | int | Number of successful (filled) exit orders. | +| `has_open_position` | boolean | True if there is an open position (amount > 0) for this trade. Only false while the initial entry order is unfilled. | | `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). | +| `has_open_sl_orders` | boolean | True if there are open stoploss orders for this trade. | +| `open_orders` | Order[] | All open orders for this trade excluding stoploss orders. | +| `open_sl_orders` | Order[] | All open stoploss orders for this trade. | +| `fully_canceled_entry_order_count` | int | Number of fully canceled entry orders. | +| `canceled_exit_order_count` | int | Number of canceled exit orders. | + +### Stop Loss related attributes + +| Attribute | DataType | Description | +|------------|-------------|-------------| +| `stop_loss` | float | Absolute value of the stop loss. | +| `stop_loss_pct` | float | Relative value of the stop loss. | +| `initial_stop_loss` | float | Absolute value of the initial stop loss. | +| `initial_stop_loss_pct` | float | Relative value of the initial stop loss. | +| `stoploss_last_update_utc` | datetime | Timestamp of the last stoploss on exchange order update. | +| `stoploss_or_liquidation` | float | Returns the more restrictive of stoploss or liquidation price and corresponds to the price a stoploss would trigger at. | + +### Futures/Margin trading attributes + +| Attribute | DataType | Description | +|------------|-------------|-------------| +| `liquidation_price` | float | Liquidation price for leveraged trades. | +| `interest_rate` | float | Interest rate for margin trades. | +| `funding_fees` | float | Total funding fees for futures trades. | ## Class methods @@ -102,6 +143,10 @@ from freqtrade.persistence import Trade profit = Trade.total_open_trades_stakes() ``` +## Class methods not supported in backtesting/hyperopt + +The following class methods are not supported in backtesting/hyperopt mode. + ### get_overall_performance Retrieve the overall performance - similar to the `/performance` telegram command. @@ -120,6 +165,17 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of {"pair": "ETH/BTC", "profit": 0.015, "count": 5} ``` +### get_trading_volume + +Get total trading volume based on orders. + +``` python +from freqtrade.persistence import Trade + +# ... +volume = Trade.get_trading_volume() +``` + ## Order Object An `Order` object represents an order on the exchange (or a simulated order in dry-run mode). @@ -135,6 +191,10 @@ Most properties here can be None as they are dependent on the exchange response. | `trade` | Trade | Trade object this order is attached to | | `ft_pair` | string | Pair this order is for | | `ft_is_open` | boolean | is the order still open? | +| `ft_order_side` | string | Order side ('buy', 'sell', or 'stoploss') | +| `ft_cancel_reason` | string | Reason why the order was canceled | +| `ft_order_tag` | string | Custom order tag | +| `order_id` | string | Exchange order ID | | `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss | | `status` | string | Status as defined by [ccxt's order structure](https://docs.ccxt.com/#/README?id=order-structure). Usually open, closed, expired, canceled or rejected | | `side` | string | buy or sell | @@ -143,12 +203,20 @@ Most properties here can be None as they are dependent on the exchange response. | `amount` | float | Amount in base currency | | `filled` | float | Filled amount (in base currency) (use `safe_filled` instead) | | `safe_filled` | float | Filled amount (in base currency) - guaranteed to not be None | +| `safe_amount` | float | Amount - falls back to ft_amount if None | +| `safe_price` | float | Price - falls back through average, price, stop_price, ft_price | +| `safe_placement_price` | float | Price at which the order was placed | | `remaining` | float | Remaining amount (use `safe_remaining` instead) | | `safe_remaining` | float | Remaining amount - either taken from the exchange or calculated. | -| `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.* | -| `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* | +| `safe_cost` | float | Cost of the order - guaranteed to not be None | +| `safe_fee_base` | float | Fee in base currency - guaranteed to not be None | +| `safe_amount_after_fee` | float | Amount after deducting fees | +| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures trading, may contain the cost with or without leverage and may be in contracts.*) | +| `stop_price` | float | Stop price for stop orders. Empty for non-stoploss orders. | +| `stake_amount` | float | Stake amount used for this order. | +| `stake_amount_filled` | float | Filled Stake amount used for this order. | | `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 | +| `order_filled_date` | datetime | Order fill date **use `order_filled_utc` instead** | +| `order_filled_utc` | datetime | Order fill date | +| `order_update_date` | datetime | Last order update date |