From 012fe94333d3b2187ab06fb85e912b6f0b1064a2 Mon Sep 17 00:00:00 2001
From: creslinux <creslin@gmail.com>
Date: Mon, 30 Jul 2018 16:49:58 +0000
Subject: [PATCH] Recommitted as new branch with unit tests - GIT screwd me on
 the last PR

---
 freqtrade/exchange/__init__.py            | 31 +++++++++++++++
 freqtrade/tests/exchange/test_exchange.py | 48 ++++++++++++++++++++++-
 2 files changed, 78 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 972ff49ca..0f89eb660 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -4,6 +4,7 @@ import logging
 from random import randint
 from typing import List, Dict, Any, Optional
 from datetime import datetime
+from math import floor, ceil
 
 import ccxt
 import arrow
@@ -150,6 +151,28 @@ class Exchange(object):
         """
         return endpoint in self._api.has and self._api.has[endpoint]
 
+    def symbol_amount_prec(self, pair, amount: float):
+        '''
+        Returns the amount to buy or sell to a precision the Exchange accepts
+        Rounded down
+        '''
+        if self._api.markets[pair]['precision']['amount']:
+            symbol_prec = self._api.markets[pair]['precision']['amount']
+            big_amount = amount * pow(10, symbol_prec)
+            amount = floor(big_amount) / pow(10, symbol_prec)
+        return amount
+
+    def symbol_price_prec(self, pair, price: float):
+        '''
+        Returns the price buying or selling with to the precision the Exchange accepts
+        Rounds up
+        '''
+        if self._api.markets[pair]['precision']['price']:
+            symbol_prec = self._api.markets[pair]['precision']['price']
+            big_price = price * pow(10, symbol_prec)
+            price = ceil(big_price) / pow(10, symbol_prec)
+        return price
+
     def buy(self, pair: str, rate: float, amount: float) -> Dict:
         if self._conf['dry_run']:
             order_id = f'dry_run_buy_{randint(0, 10**6)}'
@@ -167,6 +190,10 @@ class Exchange(object):
             return {'id': order_id}
 
         try:
+            # Set the precision for amount and price(rate) as accepted by the exchange
+            amount = self.symbol_amount_prec(pair, amount)
+            rate = self.symbol_price_prec(pair, rate)
+
             return self._api.create_limit_buy_order(pair, amount, rate)
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
@@ -200,6 +227,10 @@ class Exchange(object):
             return {'id': order_id}
 
         try:
+            # Set the precision for amount and price(rate) as accepted by the exchange
+            amount = self.symbol_amount_prec(pair, amount)
+            rate = self.symbol_price_prec(pair, rate)
+
             return self._api.create_limit_sell_order(pair, amount, rate)
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 814f56acc..7bfbb68ce 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -52,6 +52,52 @@ def test_init_exception(default_conf, mocker):
         Exchange(default_conf)
 
 
+def test_symbol_amount_prec(default_conf, mocker):
+    '''
+    Test rounds down to 4 Decimal places
+    '''
+    api_mock = MagicMock()
+    api_mock.load_markets = MagicMock(return_value={
+        'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
+    })
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
+
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
+    type(api_mock).markets = markets
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    exchange = Exchange(default_conf)
+
+    amount = 2.34559
+    pair = 'ETH/BTC'
+    amount = exchange.symbol_amount_prec(pair, amount)
+    assert amount == 2.3455
+
+
+def test_symbol_price_prec(default_conf, mocker):
+    '''
+    Test rounds up to 4 decimal places
+    '''
+    api_mock = MagicMock()
+    api_mock.load_markets = MagicMock(return_value={
+        'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
+    })
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
+
+    markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
+    type(api_mock).markets = markets
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    exchange = Exchange(default_conf)
+
+    price = 2.34559
+    pair = 'ETH/BTC'
+    price = exchange.symbol_price_prec(pair, price)
+    assert price == 2.3456
+
+
 def test_validate_pairs(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.load_markets = MagicMock(return_value={
@@ -173,7 +219,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
     Exchange(default_conf)
 
 
-def test_exchange_has(default_conf, mocker):
+def test_exchangehas(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
     assert not exchange.exchange_has('ASDFASDF')
     api_mock = MagicMock()