Merge pull request #133 from gcarq/feature/fix-buy-amount-calc

fix LIMIT_BUY amount calculation

freqtrade/main.py

@@ -204,10 +204,9 @@ def create_trade(stake_amount: float) -> bool:
     else:
         return False
 
-    # Calculate amount and subtract fee
-    fee = exchange.get_fee()
+    # Calculate amount
     buy_limit = get_target_bid(exchange.get_ticker(pair))
-    amount = (1 - fee) * stake_amount / buy_limit
+    amount = stake_amount / buy_limit
 
     order_id = exchange.buy(pair, buy_limit, amount)
     # Create trade entity and return
@@ -222,7 +221,7 @@ def create_trade(stake_amount: float) -> bool:
         pair=pair,
         stake_amount=stake_amount,
         amount=amount,
-        fee=fee * 2,
+        fee=exchange.get_fee() * 2,
         open_rate=buy_limit,
         open_date=datetime.utcnow(),
         exchange=exchange.get_name().upper(),

freqtrade/tests/test_main.py

@@ -41,7 +41,7 @@ def test_process_trade_creation(default_conf, ticker, health, mocker):
     assert trade.open_date is not None
     assert trade.exchange == Exchanges.BITTREX.name
     assert trade.open_rate == 0.072661
-    assert trade.amount == 0.6864067381401302
+    assert trade.amount == 0.6881270557795791
 
 
 def test_process_exchange_failures(default_conf, ticker, health, mocker):
@@ -133,6 +133,21 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
+def test_create_trade_minimal_amount(default_conf, ticker, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    buy_mock = mocker.patch('freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy'))
+    mocker.patch.multiple('freqtrade.main.exchange',
+                          validate_pairs=MagicMock(),
+                          get_ticker=ticker)
+    init(default_conf, create_engine('sqlite://'))
+    min_stake_amount = 0.0005
+    create_trade(min_stake_amount)
+    rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
+    assert rate * amount >= min_stake_amount
+
+
 def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)