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Revert having price_rounding_mode as configuration

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Matthias
2023-03-26 10:17:01 +02:00
parent 1132fa6093
commit 01dfb1cba8
3 changed files with 6 additions and 31 deletions
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8
freqtrade/constants.py
View File

@@ -5,8 +5,6 @@ bot constants
"""
from typing import Any, Dict, List, Literal, Tuple
from ccxt import ROUND, ROUND_DOWN, ROUND_UP, TRUNCATE
from freqtrade.enums import CandleType, PriceType, RPCMessageType
@@ -52,8 +50,6 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
# it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
TRADING_MODES = ['spot', 'margin', 'futures']
PRICE_ROUND_MODES = [TRUNCATE, ROUND, ROUND_UP, ROUND_DOWN]
DEFAULT_PRICE_ROUND_MODE = ROUND_UP
MARGIN_MODES = ['cross', 'isolated', '']
LAST_BT_RESULT_FN = '.last_result.json'
@@ -480,9 +476,7 @@ CONF_SCHEMA = {
'outdated_offset': {'type': 'integer', 'minimum': 1},
'markets_refresh_interval': {'type': 'integer'},
'ccxt_config': {'type': 'object'},
'ccxt_async_config': {'type': 'object'},
'price_rounding_mode': {'type': 'integer', 'enum': PRICE_ROUND_MODES,
'default': DEFAULT_PRICE_ROUND_MODE}
'ccxt_async_config': {'type': 'object'}
},
'required': ['name']
},

11
freqtrade/exchange/exchange.py
View File

@@ -143,9 +143,7 @@ class Exchange:
if config.get('margin_mode')
else MarginMode.NONE
)
self.liquidation_buffer = config.get("liquidation_buffer", 0.05)
self._price_rounding_mode = exchange_config.get("price_rounding_mode",
DEFAULT_PRICE_ROUND_MODE)
self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
# Deep merge ft_has with default ft_has options
self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@@ -732,13 +730,14 @@ class Exchange:
"""
return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
def price_to_precision(self, pair: str, price: float) -> float:
def price_to_precision(self, pair: str, price: float, rounding_mode: int) -> float:
"""
Returns the price rounded to the precision the Exchange accepts.
The default price_rounding_mode in conf is ROUND_UP
The default price_rounding_mode in conf is ROUND.
Must use ROUND_UP / ROUND_DOWN for stoploss calculations.
"""
return price_to_precision(price, self.get_precision_price(pair),
self.precisionMode, self._price_rounding_mode)
self.precisionMode, rounding_mode)
def price_get_one_pip(self, pair: str, price: float) -> float:
"""