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Support partially cancelled orders for fee calculation

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This commit is contained in:
Matthias 2020-05-01 20:17:22 +02:00
parent 737fc6d198
commit 021e2b58ca
5 changed files with 7 additions and 7 deletions
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3
freqtrade/exchange/exchange.py
View File

@ -1095,7 +1095,8 @@ class Exchange:
# Calculate fee based on order details # Calculate fee based on order details
if fee_curr in self.get_pair_base_currency(order['symbol']): if fee_curr in self.get_pair_base_currency(order['symbol']):
# Base currency - divide by amount # Base currency - divide by amount
return round(order['fee']['cost'] / order['amount'], 8) return round(
order['fee']['cost'] / safe_value_fallback(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']): elif fee_curr in self.get_pair_quote_currency(order['symbol']):
# Quote currency - divide by cost # Quote currency - divide by cost
return round(order['fee']['cost'] / order['cost'], 8) return round(order['fee']['cost'] / order['cost'], 8)

2
freqtrade/freqtradebot.py
View File

@ -1144,8 +1144,6 @@ class FreqtradeBot:
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount order['amount'] = new_amount
order.pop('filled', None) order.pop('filled', None)
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price() trade.recalc_open_trade_price()
except DependencyException as exception: except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception) logger.warning("Could not update trade amount: %s", exception)

2
freqtrade/persistence.py
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@ -377,7 +377,7 @@ class Trade(_DECL_BASE):
) )
def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float],
side: str) -> None: side) -> None:
""" """
Update Fee parameters. Only acts once per side Update Fee parameters. Only acts once per side
""" """

2
tests/conftest.py
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@ -873,7 +873,7 @@ def limit_buy_order_old_partial():
def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial): def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
res = deepcopy(limit_buy_order_old_partial) res = deepcopy(limit_buy_order_old_partial)
res['status'] = 'canceled' res['status'] = 'canceled'
res['fee'] = {'cost': 0.0001, 'currency': 'ETH'} res['fee'] = {'cost': 0.023, 'currency': 'ETH'}
return res return res

5
tests/test_freqtradebot.py
View File

@ -2229,9 +2229,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
assert len(trades) == 1 assert len(trades) == 1
# Verify that trade has been updated # Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] - assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.0001 limit_buy_order_old_partial['remaining']) - 0.023
assert trades[0].open_order_id is None assert trades[0].open_order_id is None
assert trades[0].fee_open == 0 assert trades[0].fee_updated('buy')
assert pytest.approx(trades[0].fee_open) == 0.001
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,