Hello,
Thank you for this fantastic job, and for the very detailed documentation :-)
I had a problem with an missed stop loss.
I think the price went down too quickly, so the stop loss order was above the price, so maybe that explains this error:
2021-05-19 06:19:38,685[ERROR][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: APIError(code=-2010): Stop price would trigger immediately.
But after that I expected a market order, but instead I get an order with a target price.
2021-05-19 06:19:37,118[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: canceling all orders...
2021-05-19 06:19:38,009[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: Order 35968633 canceled
2021-05-19 06:19:38,234[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: Order 35968636 canceled
2021-05-19 06:19:38,685[ERROR][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: APIError(code=-2010): Stop price would trigger immediately.
2021-05-19 06:19:38,686[INFO][PlaceOrderStrategy(FIOUSDT)|Binance WebSocket Thread]: Orders to be posted: [{'price': 0.3253, 'volume': 50.84, 'side': 'SELL', 'target': <Bot.Target.ExitTarget object at 0x7f1179084dd0>}, {'price': 0.349, 'volume': 38.13, 'side': 'SELL', 'target': <Bot.Target.ExitTarget object at 0x7f1179242f90>}]
2021-05-19 06:19:39,135[INFO][ConsoleLauncher|Binance WebSocket Thread]: File "/usr/src/trades/FIOUSDT_2CA16E6D-F0DC-0F8F-E523-10CB195480EF.json" updated by trade handler. Its mod time: 1621397979.132154
2021-05-19 06:19:39,135[INFO][PlaceOrderStrategy(FIOUSDT)|Binance WebSocket Thread]: All Orders are Placed
2021-05-19 06:19:39,668[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: canceling all orders...
2021-05-19 06:19:42,571[ERROR][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: APIError(code=-2011): Unknown order sent.
2021-05-19 06:19:56,340[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: canceling all orders...
2021-05-19 06:20:02,947[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: Order 36072113 canceled
2021-05-19 06:20:05,042[INFO][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: Order 36072114 canceled
2021-05-19 06:20:10,007[ERROR][StopLossStrategy(FIOUSDT)|Binance WebSocket Thread]: APIError(code=-2010): Stop price would trigger immediately.
FIOUSDT_2CA16E6D-F0DC-0F8F-E523-10CB195480EF.txt
FIOUSDT.txt