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Merge pull request #7093 from freqtrade/fix/gate_futures_stoposs

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gateio futures - several fixes
This commit is contained in:
Matthias
2022-07-16 15:18:32 +02:00
committed by GitHub
parent 3eb2131d0b d03dfb3934
commit 004bf31142
5 changed files with 49 additions and 8 deletions
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11
freqtrade/exchange/exchange.py
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@@ -79,6 +79,7 @@ class Exchange:
"ccxt_futures_name": "swap",
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
@@ -425,7 +426,7 @@ class Exchange:
if 'symbol' in order and order['symbol'] is not None:
contract_size = self._get_contract_size(order['symbol'])
if contract_size != 1:
for prop in ['amount', 'cost', 'filled', 'remaining']:
for prop in self._ft_has.get('order_props_in_contracts', []):
if prop in order and order[prop] is not None:
order[prop] = order[prop] * contract_size
return order
@@ -823,7 +824,7 @@ class Exchange:
'price': rate,
'average': rate,
'amount': _amount,
'cost': _amount * rate / leverage,
'cost': _amount * rate,
'type': ordertype,
'side': side,
'filled': 0,
@@ -1648,7 +1649,7 @@ class Exchange:
fee_curr = fee.get('currency')
if fee_curr is None:
return None
fee_cost = fee['cost']
fee_cost = float(fee['cost'])
if self._ft_has['fee_cost_in_contracts']:
# Convert cost via "contracts" conversion
fee_cost = self._contracts_to_amount(symbol, fee['cost'])
@@ -1656,7 +1657,7 @@ class Exchange:
# Calculate fee based on order details
if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount
return round(fee['cost'] / amount, 8)
return round(fee_cost / amount, 8)
elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost
return round(fee_cost / cost, 8) if cost else None
@@ -1687,7 +1688,7 @@ class Exchange:
:param amount: Amount of the order
:return: Tuple with cost, currency, rate of the given fee dict
"""
return (fee['cost'],
return (float(fee['cost']),
fee['currency'],
self.calculate_fee_rate(
fee,