add get_real_amount and tests
This commit is contained in:
Matthias Voppichler
parent
1332ab397f
commit
11d8f7d522
@ -362,6 +362,53 @@ class FreqtradeBot(object):
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return self.handle_trade(trade)
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return False
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def get_real_amount(self, order: Trade) -> float:
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"""
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Get real amount for the trade
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This is needed for exchanges which charge fees in target currency (binance)
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"""
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trades = exchange.get_trades_for_order(
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order.open_order_id, order.pair, order.open_date)
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if len(trades) == 0:
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raise OperationalException("get_real_amount: no trade found")
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amount = 0
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fee = 0
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for trade in trades:
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amount += trade["amount"]
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if "fee" in trade:
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if order.pair.startswith(trade["fee"]["currency"]):
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fee += trade["fee"]["cost"]
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# TODO: create order using amount_lots would be better
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if amount != order.amount:
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self.logger.warning("amount {} does not match amount {}".format(amount, order.amount))
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raise OperationalException("Half bought? Amounts don't match")
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real_amount = amount - fee
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return real_amount
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def maybe_update_real_amount(self, trade: Trade) -> bool:
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"""
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Updates trade-amount with real amount
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:return: True if real-amount has been changed.
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"""
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if trade.is_open and trade.open_order_id is None:
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# Trade is not open anymore
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self.logger.warning("could not open trade amount - Trade is not open anymore")
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return False
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try:
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new_amount = self.get_real_amount(trade)
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except OperationalException as exception:
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self.logger.warning("could not update trade amount: %s", exception)
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return False
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# updating amount
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self.logger.info("Updating amount for Trade {} from {} to {}".format(
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trade, trade.amount, new_amount))
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trade.amount = new_amount
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Trade.session.flush()
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return True
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def handle_trade(self, trade: Trade) -> bool:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
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@ -1281,3 +1281,196 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) ->
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trade.update(limit_buy_order)
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patch_get_signal(mocker, value=(False, True))
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assert freqtrade.handle_trade(trade) is True
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def test_get_real_amount_quote(default_conf, trades_for_order, mocker):
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"""
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Test get_real_amount
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"""
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rv = [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 8.0,
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'fee': {'cost': 0.008, 'currency': 'LTC'}}]
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mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=rv)
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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trade = Trade(
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pair='LTC/ETH',
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amount=8,
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exchange='binance',
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open_order_id="123456"
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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# Amount - cost
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assert freqtrade.get_real_amount(trade) == 7.992
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def test_get_real_amount_stake(default_conf, mocker):
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"""
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Test get_real_amount
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"""
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rv = [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 8.0,
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'fee': {'cost': 0.008, 'currency': 'ETH'}}]
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mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=rv)
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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trade = Trade(
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pair='IOTA/ETH',
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amount=8,
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exchange='binance',
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open_order_id="123456"
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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# Amount - cost
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assert freqtrade.get_real_amount(trade) == 8
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def test_get_real_amount_BNB(default_conf, mocker):
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"""
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Test get_real_amount
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"""
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rv = [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 8.0,
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'fee': {'cost': 0.00094518, 'currency': 'BNB'}}]
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mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=rv)
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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trade = Trade(
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pair='IOTA/ETH',
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amount=8,
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exchange='binance',
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open_order_id="123456"
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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# Amount - cost
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assert freqtrade.get_real_amount(trade) == 8
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def test_get_real_amount_multi(default_conf, mocker):
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"""
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Test get_real_amount
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"""
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rv = [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 4.0,
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'fee': {'cost': 0.004, 'currency': 'LTC'}},
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{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 4.0,
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'fee': {'cost': 0.004, 'currency': 'LTC'}}]
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mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=rv)
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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trade = Trade(
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pair='LTC/ETH',
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amount=8,
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exchange='binance',
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open_order_id="123456"
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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# Amount - cost
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assert freqtrade.get_real_amount(trade) == 7.992
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