Order {trade.open_order_id} for {trade.pair} not cancelled, as the filled amount of {filled_val} would result in an unexitable trade.

[huytrvan]

Describe your environment

• Operating system: Ubuntu 22.04.1 LTS (in VPS)
• Python Version: Python 3.10.6
• CCXT version: ccxt==2.7.66
• Freqtrade Version: freqtrade 2023.2.dev-8d156b277 (installed using setup.sh)

Describe the problem:

• Freqtrade refuses to exit trade and warns user with error: freqtrade.freqtradebot - WARNING - Order {trade.open_order_id} for {trade.pair} not cancelled, as the filled amount of {filled_val} would result in an unexitable trade. (I copied this error from freqtradebot.py, for sample message, view below).
• The error happens to all crypto pairs using the strategies I mentioned below.

Steps to reproduce:

1. Load any one of the strategies I am using:
   • strategy-A
   • strategy-B
2. Load the config I am using

Observed Results:

What happened?

• Strategy-A would enter trades but wouldn't exit any, while producing the error below.
• Strategy-B works but as soon as you turn on trailing stoploss, same error appears.

What did you expect to happen?

1. I expected there was problem with my config (as mentioned). However, using the same config in dry-run: strategy-A will produce error but strategy-B (with trailing stoploss turn off) will work as expected.
2. So I suspected the problem to be strategy-A itself. However, when I turned on trailing stoploss for strategy-B (which normally works), the error happened again.

Relevant code exceptions or logs

Sample of the logs I got:

2023-02-26 09:44:09,749 - freqtrade.freqtradebot - INFO - Found open order for Trade(id=2, pair=YFDAI/USDT, amount=0.59450000, is_short=False, leverage=1.0, open_rate=102.08684272, open_since=2023-02-26 06:30:59)
2023-02-26 09:44:09,771 - freqtrade.freqtradebot - WARNING - Order dry_run_sell_1677404478.863213 for YFDAI/USDT not cancelled, as the filled amount of 0.5945 would result in an unexitable trade.
2023-02-26 09:44:09,927 - freqtrade.strategy.interface - WARNING - Outdated history for pair ASTRA/USDT. Last tick is 74 minutes old

Additional Info:

• I have only tested these strategies in dry-run using kucoin proxy
• Strategy-B has DCA in it but works fine if you turn off trailing stoploss.
• Problem only happened in strategy-A (either with or without DCA), and strategy-B if trailing stoploss was turned on.
• I ran both strategies in parallel and with different settings and some worked, other didn't, so I highly doubt if the proxy or config was the culprit.

The problem seemed to be with minstake (as seen in freqtradebot.py). I have tried to fix with different settings and looked at Freqtrade source code but no clue. Thanks if you have any input.

[xmatthias]

depending on the selected pricing - orders may fill, or may fill partially, or may not fill. A quick fix is usually to use "pricing=other" - which will place the order at a spot that's more likely to be filled. Especially on low volume markets - that's usually a good idea to prevent unfilled orders.

seems like you're experiencing partial fills - which, in combination of timeout settings, will produce this message. it simply means "your order was filled for X% - would this order be canceled, then the remaining amount is too small to be placed as new order".

This is not a problem - but a protection. trying to circumvent this will result in "stuck" trades, which will fail with "order amount is too small".

[xmatthias]

Just noticed it's dry-run on kucoin - which (due to some "oddity" in the kucoin API) - has a fix forcing create-order to return "status=open". Now on dry-run - that's not necessarily correct behavior - and (for market orders) will cause wrong behavior.

will be fixed in a few minutes on develop.

[huytrvan]

Thanks alot @xmatthias. Yes, I was thought it was a bug because I tried your suggestion but didn't work. Glad you found the bug!