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Don't accept too high fees, assuming they are erroneous

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Forces fallback to "detection from trades"
This commit is contained in:
Matthias 2020-12-12 10:52:27 +01:00
parent 6107878f4e
commit 181b88dc75
1 changed files with 10 additions and 7 deletions
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17
freqtrade/freqtradebot.py
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@ -1448,13 +1448,16 @@ class FreqtradeBot:
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade} [{order.get('side')}]: " logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', '')) # Reject all fees that report as > 2%.
if trade_base_currency == fee_currency: # These are most likely caused by a parsing bug in ccxt
# Apply fee to amount # due to multiple trades (https://github.com/ccxt/ccxt/issues/8025)
return self.apply_fee_conditional(trade, trade_base_currency, trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
amount=order_amount, fee_abs=fee_cost) if trade_base_currency == fee_currency:
return order_amount # Apply fee to amount
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee_abs=fee_cost)
return order_amount
return self.fee_detection_from_trades(trade, order, order_amount) return self.fee_detection_from_trades(trade, order, order_amount)
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float: def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float: