[TV] Add cancel signal

Trading/Mode/trading_view_signals_trading_mode/resources/TradingViewSignalsTradingMode.md

@@ -32,6 +32,17 @@ or a % of available holdings associated to all configured trading pairs assets (
 When not specified, orders volume and price are automatically computed based on the current 
 asset price and holdings.
 
+It also takes cancel order signal with the following format:
+``` bash
+EXCHANGE=binance
+SYMBOL=ETHBTC
+ORDER_TYPE=CANCEL
+```
+
+Additional cancel parameters are available:
+- `PARAM_SIDE` is the side of the order to cancel, it can be `buy` or `sell` to only cancel buy or sell orders.
+
+
 Additional data in the Trading View signal data will not be processed.
 
 This Trading mode is not using any strategy or evaluator and won't create stop losses.

Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py

@@ -44,6 +44,8 @@ class TradingViewSignalsTradingMode(trading_modes.AbstractTradingMode):
     SELL_SIGNAL = "sell"
     MARKET_SIGNAL = "market"
     LIMIT_SIGNAL = "limit"
+    CANCEL_SIGNAL = "cancel"
+    SIDE_PARAM_KEY = "SIDE"
 
     def __init__(self, config, exchange_manager):
         super().__init__(config, exchange_manager)
@@ -219,6 +221,8 @@ async def _parse_order_details(self, ctx, parsed_data):
             else:
                 state = trading_enums.EvaluatorStates.VERY_LONG if self.trading_mode.USE_MARKET_ORDERS \
                     else trading_enums.EvaluatorStates.LONG
+        elif side == TradingViewSignalsTradingMode.CANCEL_SIGNAL:
+            state = trading_enums.EvaluatorStates.NEUTRAL
         else:
             self.logger.error(f"Unknown signal: {parsed_data[TradingViewSignalsTradingMode.SIGNAL_KEY]}, "
                               f"full data= {parsed_data}")
@@ -280,3 +284,12 @@ async def _set_state(self, cryptocurrency: str, symbol: str, new_state, order_da
                 # send_notification
                 if not self.exchange_manager.is_backtesting:
                     await self._send_alert_notification(symbol, new_state)
+            elif self.trading_mode.consumers:
+                cancel_order_raw_side = order_data.get(
+                    TradingViewSignalsModeConsumer.ORDER_EXCHANGE_CREATION_PARAMS, {}).get(
+                        TradingViewSignalsTradingMode.SIDE_PARAM_KEY, None)
+                cancel_order_side = trading_enums.TradeOrderSide.BUY if cancel_order_raw_side == trading_enums.TradeOrderSide.BUY.value \
+                                    else trading_enums.TradeOrderSide.SELL if cancel_order_raw_side == trading_enums.TradeOrderSide.SELL.value else None
+
+                # cancel open orders
+                await self.cancel_symbol_open_orders(symbol, side=cancel_order_side)