Compare commits

...

50 Commits

Author SHA1 Message Date
Matthias
faf552837a test: add test for stoploss cancel skips 2025-12-02 06:48:53 +01:00
Matthias
4b2d099258 fix: ensure stoploss on exchange is canceled once the trade closes. 2025-12-02 06:48:53 +01:00
Matthias
4e6ea1d2ba feat: don't cancel stoploss early if it's not necessary 2025-12-02 06:48:53 +01:00
Matthias
197623839d Merge pull request #12579 from freqtrade/dependabot/github_actions/develop/actions/checkout-6.0.0
chore(deps): bump actions/checkout from 5.0.1 to 6.0.0
2025-12-02 06:47:47 +01:00
Matthias
6d8fa76708 Merge pull request #12580 from freqtrade/update/pre-commit-hooks
Update pre-commit hooks
2025-12-02 06:40:25 +01:00
Matthias
d7eb49d5d0 chore: align usage of actions/checkout version pin 2025-12-02 06:31:32 +01:00
Freqtrade Bot
659509e085 chore: update pre-commit hooks 2025-12-02 03:26:42 +00:00
Matthias
2b729c2527 test: improve integration test to have proper return value 2025-12-01 20:11:03 +01:00
dependabot[bot]
38151423b8 chore(deps): bump actions/checkout from 5.0.1 to 6.0.0
Bumps [actions/checkout](https://github.com/actions/checkout) from 5.0.1 to 6.0.0.
- [Release notes](https://github.com/actions/checkout/releases)
- [Commits](https://github.com/actions/checkout/compare/v5.0.1...v6)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-version: 6.0.0
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 18:48:43 +00:00
Matthias
2f990b773d chore: increase dependabot cooldown to 7 days 2025-12-01 19:08:50 +01:00
Matthias
20d253dd41 Merge pull request #12574 from freqtrade/dependabot/pip/develop/pre-commit-4.5.0
chore(deps-dev): bump pre-commit from 4.4.0 to 4.5.0
2025-12-01 08:16:40 +01:00
Matthias
6e2165b5e5 Merge pull request #12572 from freqtrade/dependabot/pip/develop/fastapi-0.122.0
chore(deps): bump fastapi from 0.121.3 to 0.122.0
2025-12-01 07:25:23 +01:00
Matthias
6860904bb9 Merge pull request #12573 from freqtrade/dependabot/pip/develop/ccxt-4.5.22
chore(deps): bump ccxt from 4.5.20 to 4.5.22
2025-12-01 07:16:12 +01:00
Matthias
450dc23374 Merge pull request #12571 from freqtrade/dependabot/pip/develop/pymdown-extensions-10.17.2
chore(deps): bump pymdown-extensions from 10.17.1 to 10.17.2
2025-12-01 07:10:42 +01:00
Matthias
d781f09b46 Merge pull request #12566 from freqtrade/dependabot/pip/develop/scipy-e647f76feb
chore(deps-dev): bump scipy-stubs from 1.16.3.0 to 1.16.3.1 in the scipy group
2025-12-01 07:10:13 +01:00
dependabot[bot]
dbde8332f7 chore(deps): bump fastapi from 0.121.3 to 0.122.0
Bumps [fastapi](https://github.com/fastapi/fastapi) from 0.121.3 to 0.122.0.
- [Release notes](https://github.com/fastapi/fastapi/releases)
- [Commits](https://github.com/fastapi/fastapi/compare/0.121.3...0.122.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-version: 0.122.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 06:00:27 +00:00
Matthias
f5f1785b17 Merge pull request #12576 from freqtrade/dependabot/github_actions/develop/zizmorcore/zizmor-action-0.3.0
chore(deps): bump zizmorcore/zizmor-action from 0.2.0 to 0.3.0
2025-12-01 06:59:33 +01:00
Matthias
7d01928df0 Merge pull request #12567 from freqtrade/dependabot/pip/develop/pydantic-2.12.5
chore(deps): bump pydantic from 2.12.4 to 2.12.5
2025-12-01 06:58:53 +01:00
Matthias
31f712749b Merge pull request #12568 from freqtrade/dependabot/pip/develop/time-machine-3.1.0
chore(deps-dev): bump time-machine from 3.0.0 to 3.1.0
2025-12-01 06:58:36 +01:00
Matthias
bcdf83100f Merge pull request #12577 from freqtrade/dependabot/github_actions/develop/actions/checkout-6.0.0
chore(deps): bump actions/checkout from 5.0.0 to 6.0.0
2025-12-01 06:58:02 +01:00
dependabot[bot]
dc88ea0ed9 chore(deps-dev): bump pre-commit from 4.4.0 to 4.5.0
Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 4.4.0 to 4.5.0.
- [Release notes](https://github.com/pre-commit/pre-commit/releases)
- [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pre-commit/pre-commit/compare/v4.4.0...v4.5.0)

---
updated-dependencies:
- dependency-name: pre-commit
  dependency-version: 4.5.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 05:57:42 +00:00
Matthias
543457a1ef Merge pull request #12575 from freqtrade/dependabot/github_actions/develop/peter-evans/create-pull-request-7.0.9
chore(deps): bump peter-evans/create-pull-request from 7.0.8 to 7.0.9
2025-12-01 06:57:05 +01:00
Matthias
5d781d0114 Merge pull request #12570 from freqtrade/dependabot/pip/develop/xgboost-3.1.2
chore(deps): bump xgboost from 3.1.1 to 3.1.2
2025-12-01 06:51:39 +01:00
Matthias
45b1dabe0a chore: bump scipy-stubs in pre-commit config 2025-12-01 06:44:00 +01:00
Matthias
ffea373f86 Merge pull request #12578 from freqtrade/dependabot/github_actions/develop/astral-sh/setup-uv-7.1.4
chore(deps): bump astral-sh/setup-uv from 7.1.2 to 7.1.4
2025-12-01 06:41:44 +01:00
Matthias
ba650de562 Merge pull request #12569 from freqtrade/dependabot/pip/develop/ruff-0.14.6
chore(deps-dev): bump ruff from 0.14.5 to 0.14.6
2025-12-01 06:41:20 +01:00
dependabot[bot]
39233ff240 chore(deps): bump astral-sh/setup-uv from 7.1.2 to 7.1.4
Bumps [astral-sh/setup-uv](https://github.com/astral-sh/setup-uv) from 7.1.2 to 7.1.4.
- [Release notes](https://github.com/astral-sh/setup-uv/releases)
- [Commits](85856786d1...1e862dfacb)

---
updated-dependencies:
- dependency-name: astral-sh/setup-uv
  dependency-version: 7.1.4
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:30:36 +00:00
dependabot[bot]
8950423418 chore(deps): bump actions/checkout from 5.0.0 to 6.0.0
Bumps [actions/checkout](https://github.com/actions/checkout) from 5.0.0 to 6.0.0.
- [Release notes](https://github.com/actions/checkout/releases)
- [Commits](https://github.com/actions/checkout/compare/v5...v6)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-version: 6.0.0
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:30:21 +00:00
dependabot[bot]
760a2b9ff7 chore(deps): bump zizmorcore/zizmor-action from 0.2.0 to 0.3.0
Bumps [zizmorcore/zizmor-action](https://github.com/zizmorcore/zizmor-action) from 0.2.0 to 0.3.0.
- [Release notes](https://github.com/zizmorcore/zizmor-action/releases)
- [Commits](e673c3917a...e639db9933)

---
updated-dependencies:
- dependency-name: zizmorcore/zizmor-action
  dependency-version: 0.3.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:30:05 +00:00
dependabot[bot]
a13f488b84 chore(deps): bump peter-evans/create-pull-request from 7.0.8 to 7.0.9
Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 7.0.8 to 7.0.9.
- [Release notes](https://github.com/peter-evans/create-pull-request/releases)
- [Commits](271a8d0340...84ae59a2cd)

---
updated-dependencies:
- dependency-name: peter-evans/create-pull-request
  dependency-version: 7.0.9
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:29:53 +00:00
dependabot[bot]
09b1582704 chore(deps): bump ccxt from 4.5.20 to 4.5.22
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.20 to 4.5.22.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.20...v4.5.22)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.22
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:06:04 +00:00
dependabot[bot]
61ab49a124 chore(deps): bump pymdown-extensions from 10.17.1 to 10.17.2
Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 10.17.1 to 10.17.2.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/10.17.1...10.17.2)

---
updated-dependencies:
- dependency-name: pymdown-extensions
  dependency-version: 10.17.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:05:36 +00:00
dependabot[bot]
1a95b04d79 chore(deps): bump xgboost from 3.1.1 to 3.1.2
Bumps [xgboost](https://github.com/dmlc/xgboost) from 3.1.1 to 3.1.2.
- [Release notes](https://github.com/dmlc/xgboost/releases)
- [Changelog](https://github.com/dmlc/xgboost/blob/master/NEWS.md)
- [Commits](https://github.com/dmlc/xgboost/compare/v3.1.1...v3.1.2)

---
updated-dependencies:
- dependency-name: xgboost
  dependency-version: 3.1.2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:05:23 +00:00
dependabot[bot]
691a6b0a72 chore(deps-dev): bump ruff from 0.14.5 to 0.14.6
Bumps [ruff](https://github.com/astral-sh/ruff) from 0.14.5 to 0.14.6.
- [Release notes](https://github.com/astral-sh/ruff/releases)
- [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md)
- [Commits](https://github.com/astral-sh/ruff/compare/0.14.5...0.14.6)

---
updated-dependencies:
- dependency-name: ruff
  dependency-version: 0.14.6
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:05:16 +00:00
dependabot[bot]
1d0a902251 chore(deps-dev): bump time-machine from 3.0.0 to 3.1.0
Bumps [time-machine](https://github.com/adamchainz/time-machine) from 3.0.0 to 3.1.0.
- [Changelog](https://github.com/adamchainz/time-machine/blob/main/docs/changelog.rst)
- [Commits](https://github.com/adamchainz/time-machine/compare/3.0.0...3.1.0)

---
updated-dependencies:
- dependency-name: time-machine
  dependency-version: 3.1.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:04:53 +00:00
dependabot[bot]
1de9f5a2fb chore(deps): bump pydantic from 2.12.4 to 2.12.5
Bumps [pydantic](https://github.com/pydantic/pydantic) from 2.12.4 to 2.12.5.
- [Release notes](https://github.com/pydantic/pydantic/releases)
- [Changelog](https://github.com/pydantic/pydantic/blob/main/HISTORY.md)
- [Commits](https://github.com/pydantic/pydantic/compare/v2.12.4...v2.12.5)

---
updated-dependencies:
- dependency-name: pydantic
  dependency-version: 2.12.5
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:04:45 +00:00
dependabot[bot]
7a5342cc93 chore(deps-dev): bump scipy-stubs in the scipy group
Bumps the scipy group with 1 update: [scipy-stubs](https://github.com/scipy/scipy-stubs).


Updates `scipy-stubs` from 1.16.3.0 to 1.16.3.1
- [Release notes](https://github.com/scipy/scipy-stubs/releases)
- [Commits](https://github.com/scipy/scipy-stubs/compare/v1.16.3.0...v1.16.3.1)

---
updated-dependencies:
- dependency-name: scipy-stubs
  dependency-version: 1.16.3.1
  dependency-type: direct:development
  update-type: version-update:semver-patch
  dependency-group: scipy
...

Signed-off-by: dependabot[bot] <support@github.com>
2025-12-01 03:04:40 +00:00
Matthias
52c73eabeb docs: add missing space in docs 2025-11-30 13:25:12 +01:00
Matthias
02de1f0a1e Merge pull request #12559 from freqtrade/feat/dry_stop
Enhance dry-run stoploss functionality
2025-11-29 13:44:45 +01:00
Matthias
3453bdf607 chore: bump version to 2025.12-dev 2025-11-29 13:10:16 +01:00
Matthias
ac2723c3a0 test: add explicit test for dry stoploss order filling 2025-11-29 12:23:15 +01:00
Matthias
1536c09df3 test: improved test naming 2025-11-29 12:07:13 +01:00
Matthias
fade66afd9 fix: ensure we always have a price when checking stops 2025-11-28 15:52:30 +01:00
Matthias
f63484d0b0 feat: add dry-limit check for stoploss orders 2025-11-28 15:52:30 +01:00
Matthias
3543e96ec5 refactor: extract dry-market order slippage from function 2025-11-28 15:52:30 +01:00
Matthias
c83ea0db4f chore: fix default behavior for crossed mode 2025-11-28 15:52:30 +01:00
Matthias
ad256367be feat: dry-is-crossed should support stoploss 2025-11-28 15:52:30 +01:00
Matthias
73b427370b test: add tests for dry crossed stoploss 2025-11-28 15:52:30 +01:00
Matthias
ca7234e33f test: fix dry-stop tests 2025-11-28 15:52:30 +01:00
Matthias
cd7b267171 feat: record dry-run stop_price price separately 2025-11-28 15:52:30 +01:00
23 changed files with 214 additions and 71 deletions

View File

@@ -2,7 +2,7 @@ version: 2
updates:
- package-ecosystem: docker
cooldown:
default-days: 4
default-days: 7
directories:
- "/"
- "/docker"
@@ -16,7 +16,7 @@ updates:
- package-ecosystem: devcontainers
directory: "/"
cooldown:
default-days: 4
default-days: 7
schedule:
interval: daily
open-pull-requests-limit: 10
@@ -24,7 +24,7 @@ updates:
- package-ecosystem: pip
directory: "/"
cooldown:
default-days: 4
default-days: 7
exclude:
- ccxt
schedule:
@@ -51,7 +51,7 @@ updates:
- package-ecosystem: "github-actions"
directory: "/"
cooldown:
default-days: 4
default-days: 7
schedule:
interval: "weekly"
open-pull-requests-limit: 10

View File

@@ -15,7 +15,7 @@ jobs:
environment:
name: develop
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -34,7 +34,7 @@ jobs:
run: python build_helpers/binance_update_lev_tiers.py
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
- uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: freqtrade/exchange/binance_leverage_tiers.json

View File

@@ -28,7 +28,7 @@ jobs:
python-version: ["3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -38,7 +38,7 @@ jobs:
python-version: ${{ matrix.python-version }}
- name: Install uv
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
with:
activate-environment: true
enable-cache: true
@@ -177,7 +177,7 @@ jobs:
name: "Mypy Version Check"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -195,7 +195,7 @@ jobs:
name: "Pre-commit checks"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -208,7 +208,7 @@ jobs:
name: "Documentation build"
runs-on: ubuntu-22.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -240,7 +240,7 @@ jobs:
name: "Tests and Linting - Online tests"
runs-on: ubuntu-24.04
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -250,7 +250,7 @@ jobs:
python-version: "3.12"
- name: Install uv
uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
with:
activate-environment: true
enable-cache: true
@@ -320,7 +320,7 @@ jobs:
with:
jobs: ${{ toJSON(needs) }}
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -367,7 +367,7 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -396,7 +396,7 @@ jobs:
id-token: write
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false

View File

@@ -19,7 +19,7 @@ jobs:
name: Deploy Docs through mike
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: true

View File

@@ -24,7 +24,7 @@ jobs:
packages: write
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
- name: Login to GitHub Container Registry

View File

@@ -33,7 +33,7 @@ jobs:
if: github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -152,7 +152,7 @@ jobs:
if: github.repository == 'freqtrade/freqtrade'
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false

View File

@@ -11,7 +11,7 @@ jobs:
dockerHubDescription:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false

View File

@@ -13,7 +13,7 @@ jobs:
auto-update:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v5
- uses: actions/checkout@v6.0.0
with:
persist-credentials: false
@@ -28,7 +28,7 @@ jobs:
- name: Run auto-update
run: pre-commit autoupdate
- uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
- uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
with:
token: ${{ secrets.REPO_SCOPED_TOKEN }}
add-paths: .pre-commit-config.yaml

View File

@@ -22,9 +22,9 @@ jobs:
# actions: read # only needed for private repos
steps:
- name: Checkout repository
uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
uses: actions/checkout@v6.0.0
with:
persist-credentials: false
- name: Run zizmor 🌈
uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
uses: zizmorcore/zizmor-action@e639db99335bc9038abc0e066dfcd72e23d26fb4 # v0.3.0

View File

@@ -21,7 +21,7 @@ repos:
# stages: [push]
- repo: https://github.com/pre-commit/mirrors-mypy
rev: "v1.18.2"
rev: "v1.19.0"
hooks:
- id: mypy
exclude: build_helpers
@@ -31,7 +31,7 @@ repos:
- types-requests==2.32.4.20250913
- types-tabulate==0.9.0.20241207
- types-python-dateutil==2.9.0.20251115
- scipy-stubs==1.16.3.0
- scipy-stubs==1.16.3.1
- SQLAlchemy==2.0.44
# stages: [push]
@@ -44,7 +44,7 @@ repos:
- repo: https://github.com/charliermarsh/ruff-pre-commit
# Ruff version.
rev: 'v0.14.6'
rev: 'v0.14.7'
hooks:
- id: ruff
- id: ruff-format
@@ -83,6 +83,6 @@ repos:
# Ensure github actions remain safe
- repo: https://github.com/woodruffw/zizmor-pre-commit
rev: v1.16.3
rev: v1.18.0
hooks:
- id: zizmor

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@@ -2,6 +2,6 @@ markdown==3.10
mkdocs==1.6.1
mkdocs-material==9.7.0
mdx_truly_sane_lists==1.3
pymdown-extensions==10.17.1
pymdown-extensions==10.17.2
jinja2==3.1.6
mike==2.1.3

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@@ -634,7 +634,7 @@ class AwesomeStrategy(IStrategy):
## Custom order price rules
By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
By default, freqtrade use the orderbook to automatically set an order price ([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.

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@@ -1,6 +1,6 @@
"""Freqtrade bot"""
__version__ = "2025.11-dev"
__version__ = "2025.12-dev"
if "dev" in __version__:
from pathlib import Path

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@@ -104,6 +104,7 @@ from freqtrade.misc import (
deep_merge_dicts,
file_dump_json,
file_load_json,
safe_value_fallback,
safe_value_fallback2,
)
from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
@@ -1119,6 +1120,7 @@ class Exchange:
leverage: float,
params: dict | None = None,
stop_loss: bool = False,
stop_price: float | None = None,
) -> CcxtOrder:
now = dt_now()
order_id = f"dry_run_{side}_{pair}_{now.timestamp()}"
@@ -1145,7 +1147,7 @@ class Exchange:
}
if stop_loss:
dry_order["info"] = {"stopPrice": dry_order["price"]}
dry_order[self._ft_has["stop_price_prop"]] = dry_order["price"]
dry_order[self._ft_has["stop_price_prop"]] = stop_price or dry_order["price"]
# Workaround to avoid filling stoploss orders immediately
dry_order["ft_order_type"] = "stoploss"
orderbook: OrderBook | None = None
@@ -1163,7 +1165,11 @@ class Exchange:
if dry_order["type"] == "market" and not dry_order.get("ft_order_type"):
# Update market order pricing
average = self.get_dry_market_fill_price(pair, side, amount, rate, orderbook)
slippage = 0.05
worst_rate = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
average = self.get_dry_market_fill_price(
pair, side, amount, rate, worst_rate, orderbook
)
dry_order.update(
{
"average": average,
@@ -1203,7 +1209,13 @@ class Exchange:
return dry_order
def get_dry_market_fill_price(
self, pair: str, side: str, amount: float, rate: float, orderbook: OrderBook | None
self,
pair: str,
side: str,
amount: float,
rate: float,
worst_rate: float,
orderbook: OrderBook | None,
) -> float:
"""
Get the market order fill price based on orderbook interpolation
@@ -1212,8 +1224,6 @@ class Exchange:
if not orderbook:
orderbook = self.fetch_l2_order_book(pair, 20)
ob_type: OBLiteral = "asks" if side == "buy" else "bids"
slippage = 0.05
max_slippage_val = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
remaining_amount = amount
filled_value = 0.0
@@ -1237,11 +1247,10 @@ class Exchange:
forecast_avg_filled_price = max(filled_value, 0) / amount
# Limit max. slippage to specified value
if side == "buy":
forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
forecast_avg_filled_price = min(forecast_avg_filled_price, worst_rate)
else:
forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
forecast_avg_filled_price = max(forecast_avg_filled_price, worst_rate)
return self.price_to_precision(pair, forecast_avg_filled_price)
return rate
@@ -1253,13 +1262,15 @@ class Exchange:
limit: float,
orderbook: OrderBook | None = None,
offset: float = 0.0,
is_stop: bool = False,
) -> bool:
if not self.exchange_has("fetchL2OrderBook"):
return True
# True unless checking a stoploss order
return not is_stop
if not orderbook:
orderbook = self.fetch_l2_order_book(pair, 1)
try:
if side == "buy":
if (side == "buy" and not is_stop) or (side == "sell" and is_stop):
price = orderbook["asks"][0][0]
if limit * (1 - offset) >= price:
return True
@@ -1278,6 +1289,38 @@ class Exchange:
"""
Check dry-run limit order fill and update fee (if it filled).
"""
if order["status"] != "closed" and order.get("ft_order_type") == "stoploss":
pair = order["symbol"]
if not orderbook and self.exchange_has("fetchL2OrderBook"):
orderbook = self.fetch_l2_order_book(pair, 20)
price = safe_value_fallback(order, self._ft_has["stop_price_prop"], "price")
crossed = self._dry_is_price_crossed(
pair, order["side"], price, orderbook, is_stop=True
)
if crossed:
average = self.get_dry_market_fill_price(
pair,
order["side"],
order["amount"],
price,
worst_rate=order["price"],
orderbook=orderbook,
)
order.update(
{
"status": "closed",
"filled": order["amount"],
"remaining": 0,
"average": average,
"cost": order["amount"] * average,
}
)
self.add_dry_order_fee(
pair,
order,
"taker" if immediate else "maker",
)
return order
if (
order["status"] != "closed"
and order["type"] in ["limit"]
@@ -1517,8 +1560,9 @@ class Exchange:
ordertype,
side,
amount,
stop_price_norm,
limit_rate or stop_price_norm,
stop_loss=True,
stop_price=stop_price_norm,
leverage=leverage,
)
return dry_order

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@@ -1063,7 +1063,16 @@ class FreqtradeBot(LoggingMixin):
return True
def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
def cancel_stoploss_on_exchange(self, trade: Trade, allow_nonblocking: bool = False) -> Trade:
"""
Cancels on exchange stoploss orders for the given trade.
:param trade: Trade for which to cancel stoploss order
:param allow_nonblocking: If True, will skip cancelling stoploss on exchange
if the exchange supports blocking stoploss orders.
"""
if allow_nonblocking and not self.exchange.get_option("stoploss_blocks_assets", True):
logger.info(f"Skipping cancelling stoploss on exchange for {trade}.")
return trade
# First cancelling stoploss on exchange ...
for oslo in trade.open_sl_orders:
try:
@@ -2088,7 +2097,7 @@ class FreqtradeBot(LoggingMixin):
limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
# First cancelling stoploss on exchange ...
trade = self.cancel_stoploss_on_exchange(trade)
trade = self.cancel_stoploss_on_exchange(trade, allow_nonblocking=True)
order_type = ordertype or self.strategy.order_types[exit_type]
if exit_check.exit_type == ExitType.EMERGENCY_EXIT:
@@ -2378,6 +2387,8 @@ class FreqtradeBot(LoggingMixin):
self.strategy.ft_stoploss_adjust(
current_rate, trade, datetime.now(UTC), profit, 0, after_fill=True
)
if not trade.is_open:
self.cancel_stoploss_on_exchange(trade)
# Updating wallets when order is closed
self.wallets.update()
return trade

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@@ -1,7 +1,7 @@
from freqtrade_client.ft_rest_client import FtRestClient
__version__ = "2025.11-dev"
__version__ = "2025.12-dev"
if "dev" in __version__:
from pathlib import Path

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@@ -6,9 +6,9 @@
-r requirements-freqai-rl.txt
-r docs/requirements-docs.txt
ruff==0.14.5
ruff==0.14.6
mypy==1.18.2
pre-commit==4.4.0
pre-commit==4.5.0
pytest==9.0.1
pytest-asyncio==1.3.0
pytest-cov==7.0.0
@@ -18,13 +18,13 @@ pytest-timeout==2.4.0
pytest-xdist==3.8.0
isort==7.0.0
# For datetime mocking
time-machine==3.0.0
time-machine==3.1.0
# Convert jupyter notebooks to markdown documents
nbconvert==7.16.6
# mypy types
scipy-stubs==1.16.3.0 # keep in sync with `scipy` in `requirements-hyperopt.txt`
scipy-stubs==1.16.3.1 # keep in sync with `scipy` in `requirements-hyperopt.txt`
types-cachetools==6.2.0.20251022
types-filelock==3.2.7
types-requests==2.32.4.20250913

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@@ -7,6 +7,6 @@ scikit-learn==1.7.2
joblib==1.5.2
catboost==1.2.8; 'arm' not in platform_machine
lightgbm==4.6.0
xgboost==3.1.1
xgboost==3.1.2
tensorboard==2.20.0
datasieve==0.1.9

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@@ -7,7 +7,7 @@ ft-pandas-ta==0.3.16
ta-lib==0.6.8
technical==1.5.3
ccxt==4.5.20
ccxt==4.5.22
cryptography==46.0.3
aiohttp==3.13.2
SQLAlchemy==2.0.44
@@ -37,8 +37,8 @@ orjson==3.11.4
sdnotify==0.3.2
# API Server
fastapi==0.121.3
pydantic==2.12.4
fastapi==0.122.0
pydantic==2.12.5
uvicorn==0.38.0
pyjwt==2.10.1
aiofiles==25.1.0

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@@ -157,7 +157,8 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
assert "type" in order
assert order["type"] == order_type
assert order["price"] == 220
assert order["price"] == 217.8
assert order["stopPrice"] == 220
assert order["amount"] == 1

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@@ -1111,21 +1111,29 @@ def test_create_dry_run_order_fees(
@pytest.mark.parametrize(
"side,limit,offset,expected",
"side,limit,offset,is_stop,expected",
[
("buy", 46.0, 0.0, True),
("buy", 26.0, 0.0, True),
("buy", 25.55, 0.0, False),
("buy", 1, 0.0, False), # Very far away
("sell", 25.5, 0.0, True),
("sell", 50, 0.0, False), # Very far away
("sell", 25.58, 0.0, False),
("sell", 25.563, 0.01, False),
("sell", 5.563, 0.01, True),
("buy", 46.0, 0.0, False, True),
("buy", 46.0, 0.0, True, False),
("buy", 26.0, 0.0, False, True),
("buy", 26.0, 0.0, True, False), # Stop - didn't trigger
("buy", 25.55, 0.0, False, False),
("buy", 25.55, 0.0, True, True), # Stop - triggered
("buy", 1, 0.0, False, False), # Very far away
("buy", 1, 0.0, True, True), # Current price is above stop - triggered
("sell", 25.5, 0.0, False, True),
("sell", 50, 0.0, False, False), # Very far away
("sell", 25.58, 0.0, False, False),
("sell", 25.563, 0.01, False, False),
("sell", 25.563, 0.0, True, False), # stop order - Not triggered, best bid
("sell", 25.566, 0.0, True, True), # stop order - triggered
("sell", 26, 0.01, True, True), # stop order - triggered
("sell", 5.563, 0.01, False, True),
("sell", 5.563, 0.0, True, False), # stop order - not triggered
],
)
def test__dry_is_price_crossed_with_orderbook(
default_conf, mocker, order_book_l2_usd, side, limit, offset, expected
default_conf, mocker, order_book_l2_usd, side, limit, offset, is_stop, expected
):
# Best bid 25.563
# Best ask 25.566
@@ -1134,14 +1142,14 @@ def test__dry_is_price_crossed_with_orderbook(
exchange.fetch_l2_order_book = order_book_l2_usd
orderbook = order_book_l2_usd.return_value
result = exchange._dry_is_price_crossed(
"LTC/USDT", side, limit, orderbook=orderbook, offset=offset
"LTC/USDT", side, limit, orderbook=orderbook, offset=offset, is_stop=is_stop
)
assert result is expected
assert order_book_l2_usd.call_count == 0
# Test without passing orderbook
order_book_l2_usd.reset_mock()
result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset)
result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset, is_stop=is_stop)
assert result is expected
@@ -1165,7 +1173,10 @@ def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
exchange.fetch_l2_order_book = MagicMock()
mocker.patch(f"{EXMS}.exchange_has", return_value=False)
assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0)
assert exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0)
assert exchange.fetch_l2_order_book.call_count == 0
assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0, is_stop=True)
assert not exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0, is_stop=True)
@pytest.mark.parametrize(
@@ -1176,7 +1187,7 @@ def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
(False, False, "sell", 1.0, "open", None, 0, None),
],
)
def test_check_dry_limit_order_filled_parametrized(
def test_check_dry_limit_order_filled(
default_conf,
mocker,
crossed,
@@ -1220,6 +1231,70 @@ def test_check_dry_limit_order_filled_parametrized(
assert fee_mock.call_count == expected_calls
@pytest.mark.parametrize(
"immediate,crossed,expected_status,expected_fee_type",
[
(True, True, "closed", "taker"),
(False, True, "closed", "maker"),
(True, False, "open", None),
],
)
def test_check_dry_limit_order_filled_stoploss(
default_conf, mocker, immediate, crossed, expected_status, expected_fee_type, order_book_l2_usd
):
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
EXMS,
exchange_has=MagicMock(return_value=True),
_dry_is_price_crossed=MagicMock(return_value=crossed),
fetch_l2_order_book=order_book_l2_usd,
)
average_mock = mocker.patch(f"{EXMS}.get_dry_market_fill_price", return_value=24.25)
fee_mock = mocker.patch(
f"{EXMS}.add_dry_order_fee",
autospec=True,
side_effect=lambda self, pair, dry_order, taker_or_maker: dry_order,
)
amount = 1.75
order = {
"symbol": "LTC/USDT",
"status": "open",
"type": "limit",
"side": "sell",
"amount": amount,
"filled": 0.0,
"remaining": amount,
"price": 25.0,
"average": 0.0,
"cost": 0.0,
"fee": None,
"ft_order_type": "stoploss",
"stopLossPrice": 24.5,
}
result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
assert result["status"] == expected_status
assert order_book_l2_usd.call_count == 1
if crossed:
assert result["filled"] == amount
assert result["remaining"] == 0
assert result["average"] == 24.25
assert result["cost"] == pytest.approx(amount * 24.25)
assert average_mock.call_count == 1
assert fee_mock.call_count == 1
assert fee_mock.call_args[0][1] == "LTC/USDT"
assert fee_mock.call_args[0][3] == expected_fee_type
else:
assert result["filled"] == 0.0
assert result["remaining"] == amount
assert result["average"] == 0.0
assert average_mock.call_count == 0
assert fee_mock.call_count == 0
@pytest.mark.parametrize(
"side,price,filled,converted",
[

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@@ -123,7 +123,8 @@ def test_create_stoploss_order_dry_run_htx(default_conf, mocker):
assert "type" in order
assert order["type"] == order_type
assert order["price"] == 220
assert order["price"] == 217.8
assert order["stopPrice"] == 220
assert order["amount"] == 1

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@@ -50,7 +50,14 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
stoploss_order_mock = MagicMock(side_effect=stop_orders)
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[[], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]])
cancel_order_mock = MagicMock()
def patch_stoploss(order_id, *args, **kwargs):
slo = stoploss_order_open.copy()
slo["id"] = order_id
slo["status"] = "canceled"
return slo
cancel_order_mock = MagicMock(side_effect=patch_stoploss)
mocker.patch.multiple(
EXMS,
create_stoploss=stoploss,
@@ -793,9 +800,13 @@ def test_dca_handle_similar_open_order(
# Should Create a new exit order
freqtrade.exchange.amount_to_contract_precision = MagicMock(return_value=2)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-2)
msg = r"Skipping cancelling stoploss on exchange for.*"
mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
assert not log_has_re(msg, caplog)
freqtrade.process()
assert log_has_re(msg, caplog)
trade = Trade.get_trades().first()
assert trade.orders[-2].status == "closed"