Allow custom fee to be used during dry-run

closes #3696

docs/configuration.md

@@ -58,6 +58,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
+| `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).

freqtrade/commands/arguments.py

@@ -14,7 +14,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
 
 ARGS_STRATEGY = ["strategy", "strategy_path"]
 
-ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", ]
+ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 
 ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee"]

freqtrade/exchange/exchange.py

@@ -1232,6 +1232,8 @@ class Exchange:
     def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
                 price: float = 1, taker_or_maker: str = 'maker') -> float:
         try:
+            if self._config['dry_run'] and self._config.get('fee', None) is not None:
+                return self._config['fee']
             # validate that markets are loaded before trying to get fee
             if self._api.markets is None or len(self._api.markets) == 0:
                 self._api.load_markets()

tests/exchange/test_exchange.py

@@ -2268,12 +2268,20 @@ def test_get_fee(default_conf, mocker, exchange_name):
         'cost': 0.05
     })
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange._config.pop('fee', None)
 
     assert exchange.get_fee('ETH/BTC') == 0.025
+    assert api_mock.calculate_fee.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'get_fee', 'calculate_fee', symbol="ETH/BTC")
 
+    api_mock.calculate_fee.reset_mock()
+    exchange._config['fee'] = 0.001
+
+    assert exchange.get_fee('ETH/BTC') == 0.001
+    assert api_mock.calculate_fee.call_count == 0
+
 
 def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='bittrex')