Cancel orders which can no longer be found after several days

freqtrade/freqtradebot.py

@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, time, timezone
+from datetime import datetime, time, timedelta, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
@@ -302,6 +302,15 @@ class FreqtradeBot(LoggingMixin):
                 self.update_trade_state(order.trade, order.order_id, fo,
                                         stoploss_order=(order.ft_order_side == 'stoploss'))
 
+            except InvalidOrderException as e:
+                logger.warning(f"Error updating Order {order.order_id} due to {e}.")
+                if order.order_date_utc - timedelta(days=5) < datetime.now(timezone.utc):
+                    logger.warning(
+                        "Order is older than 5 days. Assuming order was fully cancelled.")
+                    fo = order.to_ccxt_object()
+                    fo['status'] = 'canceled'
+                    self.handle_timedout_order(fo, order.trade)
+
             except ExchangeError as e:
 
                 logger.warning(f"Error updating Order {order.order_id} due to {e}")

tests/test_freqtradebot.py

@@ -4802,10 +4802,19 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
     assert len(Order.get_open_orders()) == 2
 
     caplog.clear()
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=ExchangeError)
     freqtrade.startup_update_open_orders()
     assert log_has_re(r"Error updating Order .*", caplog)
 
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
+    hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_timedout_order')
+    # Orders which are no longer found after X days should be assumed as canceled.
+    freqtrade.startup_update_open_orders()
+    assert log_has_re(r"Order is older than \d days.*", caplog)
+    assert hto_mock.call_count == 2
+    assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
+    assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("is_short", [False, True])