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chore: use CcxtOrder in more places

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This commit is contained in:
Matthias
2024-11-04 19:23:17 +01:00
parent e020bafc38
commit dad921bf5b
6 changed files with 39 additions and 29 deletions
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24
freqtrade/exchange/exchange.py
View File

@@ -588,7 +588,7 @@ class Exchange:
trade["amount"] = trade["amount"] * contract_size
return trades
def _order_contracts_to_amount(self, order: dict) -> dict:
def _order_contracts_to_amount(self, order: CcxtOrder) -> CcxtOrder:
if "symbol" in order and order["symbol"] is not None:
contract_size = self.get_contract_size(order["symbol"])
if contract_size != 1:
@@ -998,7 +998,7 @@ class Exchange:
self,
pair: str,
ordertype: str,
side: str,
side: BuySell,
amount: float,
rate: float,
leverage: float,
@@ -1249,7 +1249,7 @@ class Exchange:
leverage: float,
reduceOnly: bool = False,
time_in_force: str = "GTC",
) -> dict:
) -> CcxtOrder:
if self._config["dry_run"]:
dry_order = self.create_dry_run_order(
pair, ordertype, side, amount, self.price_to_precision(pair, rate), leverage
@@ -1307,7 +1307,7 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def stoploss_adjust(self, stop_loss: float, order: dict, side: str) -> bool:
def stoploss_adjust(self, stop_loss: float, order: CcxtOrder, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
@@ -1368,7 +1368,7 @@ class Exchange:
order_types: dict,
side: BuySell,
leverage: float,
) -> dict:
) -> CcxtOrder:
"""
creates a stoploss order.
requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market
@@ -1543,7 +1543,7 @@ class Exchange:
return self.fetch_stoploss_order(order_id, pair)
return self.fetch_order(order_id, pair)
def check_order_canceled_empty(self, order: dict) -> bool:
def check_order_canceled_empty(self, order: CcxtOrder) -> bool:
"""
Verify if an order has been cancelled without being partially filled
:param order: Order dict as returned from fetch_order()
@@ -1623,7 +1623,9 @@ class Exchange:
return order
def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> dict:
def cancel_stoploss_order_with_result(
self, order_id: str, pair: str, amount: float
) -> CcxtOrder:
"""
Cancel stoploss order returning a result.
Creates a fake result if cancel order returns a non-usable result
@@ -1717,7 +1719,9 @@ class Exchange:
if not params:
params = {}
try:
orders: list[dict] = self._api.fetch_orders(pair, since=since_ms, params=params)
orders: list[CcxtOrder] = self._api.fetch_orders(
pair, since=since_ms, params=params
)
except ccxt.NotSupported:
# Some exchanges don't support fetchOrders
# attempt to fetch open and closed orders separately
@@ -2095,7 +2099,7 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def get_order_id_conditional(self, order: dict[str, Any]) -> str:
def get_order_id_conditional(self, order: CcxtOrder) -> str:
return order["id"]
@retrier
@@ -2144,7 +2148,7 @@ class Exchange:
raise OperationalException(e) from e
@staticmethod
def order_has_fee(order: dict) -> bool:
def order_has_fee(order: CcxtOrder) -> bool:
"""
Verifies if the passed in order dict has the needed keys to extract fees,
and that these keys (currency, cost) are not empty.

2
freqtrade/exchange/gate.py
View File

@@ -99,7 +99,7 @@ class Gate(Exchange):
}
return trades
def get_order_id_conditional(self, order: dict[str, Any]) -> str:
def get_order_id_conditional(self, order: CcxtOrder) -> str:
return safe_value_fallback2(order, order, "id_stop", "id")
def fetch_stoploss_order(

4
freqtrade/exchange/kucoin.py
View File

@@ -4,7 +4,7 @@ import logging
from freqtrade.constants import BuySell
from freqtrade.exchange import Exchange
from freqtrade.exchange.exchange_types import FtHas
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
logger = logging.getLogger(__name__)
@@ -47,7 +47,7 @@ class Kucoin(Exchange):
leverage: float,
reduceOnly: bool = False,
time_in_force: str = "GTC",
) -> dict:
) -> CcxtOrder:
res = super().create_order(
pair=pair,
ordertype=ordertype,

6
freqtrade/exchange/okx.py
View File

@@ -191,7 +191,7 @@ class Okx(Exchange):
params["posSide"] = self._get_posSide(side, True)
return params
def _convert_stop_order(self, pair: str, order_id: str, order: dict) -> dict:
def _convert_stop_order(self, pair: str, order_id: str, order: CcxtOrder) -> CcxtOrder:
if (
order.get("status", "open") == "closed"
and (real_order_id := order.get("info", {}).get("ordId")) is not None
@@ -258,14 +258,14 @@ class Okx(Exchange):
raise OperationalException(e) from e
raise RetryableOrderError(f"StoplossOrder not found (pair: {pair} id: {order_id}).")
def get_order_id_conditional(self, order: dict[str, Any]) -> str:
def get_order_id_conditional(self, order: CcxtOrder) -> str:
if order.get("type", "") == "stop":
return safe_value_fallback2(order, order, "id_stop", "id")
return order["id"]
def cancel_stoploss_order(
self, order_id: str, pair: str, params: Optional[dict] = None
) -> CcxtOrder:
) -> dict:
params1 = {"stop": True}
# 'ordType': 'conditional'
#

25
freqtrade/freqtradebot.py
View File

@@ -43,6 +43,7 @@ from freqtrade.exchange import (
timeframe_to_next_date,
timeframe_to_seconds,
)
from freqtrade.exchange.exchange_types import CcxtOrder
from freqtrade.leverage.liquidation_price import update_liquidation_prices
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
@@ -1466,7 +1467,7 @@ class FreqtradeBot(LoggingMixin):
return False
def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: CcxtOrder) -> None:
"""
Check to see if stoploss on exchange should be updated
in case of trailing stoploss on exchange
@@ -1504,7 +1505,7 @@ class FreqtradeBot(LoggingMixin):
f"Could not create trailing stoploss order for pair {trade.pair}."
)
def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: list[dict]):
def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: list[CcxtOrder]):
"""
Perform required actions according to existing stoploss orders of trade
:param trade: Corresponding Trade
@@ -1580,7 +1581,9 @@ class FreqtradeBot(LoggingMixin):
else:
self.replace_order(order, open_order, trade)
def handle_cancel_order(self, order: dict, order_obj: Order, trade: Trade, reason: str) -> None:
def handle_cancel_order(
self, order: CcxtOrder, order_obj: Order, trade: Trade, reason: str
) -> None:
"""
Check if current analyzed order timed out and cancel if necessary.
:param order: Order dict grabbed with exchange.fetch_order()
@@ -1632,7 +1635,7 @@ class FreqtradeBot(LoggingMixin):
)
trade.delete()
def replace_order(self, order: dict, order_obj: Optional[Order], trade: Trade) -> None:
def replace_order(self, order: CcxtOrder, order_obj: Optional[Order], trade: Trade) -> None:
"""
Check if current analyzed entry order should be replaced or simply cancelled.
To simply cancel the existing order(no replacement) adjust_entry_price() should return None
@@ -1736,7 +1739,7 @@ class FreqtradeBot(LoggingMixin):
def handle_cancel_enter(
self,
trade: Trade,
order: dict,
order: CcxtOrder,
order_obj: Order,
reason: str,
replacing: Optional[bool] = False,
@@ -1820,7 +1823,9 @@ class FreqtradeBot(LoggingMixin):
)
return was_trade_fully_canceled
def handle_cancel_exit(self, trade: Trade, order: dict, order_obj: Order, reason: str) -> bool:
def handle_cancel_exit(
self, trade: Trade, order: CcxtOrder, order_obj: Order, reason: str
) -> bool:
"""
exit order cancel - cancel order and update trade
:return: True if exit order was cancelled, false otherwise
@@ -2173,7 +2178,7 @@ class FreqtradeBot(LoggingMixin):
self,
trade: Trade,
order_id: Optional[str],
action_order: Optional[dict[str, Any]] = None,
action_order: Optional[CcxtOrder] = None,
*,
stoploss_order: bool = False,
send_msg: bool = True,
@@ -2338,7 +2343,7 @@ class FreqtradeBot(LoggingMixin):
return fee_abs
return None
def handle_order_fee(self, trade: Trade, order_obj: Order, order: dict[str, Any]) -> None:
def handle_order_fee(self, trade: Trade, order_obj: Order, order: CcxtOrder) -> None:
# Try update amount (binance-fix)
try:
fee_abs = self.get_real_amount(trade, order, order_obj)
@@ -2347,7 +2352,7 @@ class FreqtradeBot(LoggingMixin):
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: dict, order_obj: Order) -> Optional[float]:
def get_real_amount(self, trade: Trade, order: CcxtOrder, order_obj: Order) -> Optional[float]:
"""
Detect and update trade fee.
Calls trade.update_fee() upon correct detection.
@@ -2407,7 +2412,7 @@ class FreqtradeBot(LoggingMixin):
return True
def fee_detection_from_trades(
self, trade: Trade, order: dict, order_obj: Order, order_amount: float, trades: list
self, trade: Trade, order: CcxtOrder, order_obj: Order, order_amount: float, trades: list
) -> Optional[float]:
"""
fee-detection fallback to Trades.

7
freqtrade/persistence/trade_model.py
View File

@@ -43,6 +43,7 @@ from freqtrade.exchange import (
amount_to_contract_precision,
price_to_precision,
)
from freqtrade.exchange.exchange_types import CcxtOrder
from freqtrade.leverage import interest
from freqtrade.misc import safe_value_fallback
from freqtrade.persistence.base import ModelBase, SessionType
@@ -309,7 +310,7 @@ class Order(ModelBase):
trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct)
@staticmethod
def update_orders(orders: list["Order"], order: dict[str, Any]):
def update_orders(orders: list["Order"], order: CcxtOrder):
"""
Get all non-closed orders - useful when trying to batch-update orders
"""
@@ -328,7 +329,7 @@ class Order(ModelBase):
@classmethod
def parse_from_ccxt_object(
cls,
order: dict[str, Any],
order: CcxtOrder,
pair: str,
side: str,
amount: Optional[float] = None,
@@ -959,7 +960,7 @@ class LocalTrade:
else:
return False
def update_order(self, order: dict) -> None:
def update_order(self, order: CcxtOrder) -> None:
Order.update_orders(self.orders, order)
@property