Refactor calculate_fee_rate to take separate parameters instead of an "Order"

we passed in a trade object anyway

freqtrade/exchange/exchange.py

@@ -1631,27 +1631,30 @@ class Exchange:
                 and order['fee']['cost'] is not None
                 )
 
-    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+    def calculate_fee_rate(
+            self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
         """
         Calculate fee rate if it's not given by the exchange.
-        :param order: Order or trade (one trade) dict
+        :param fee: ccxt Fee dict - must contain cost / currency / rate
+        :param symbol: Symbol of the order
+        :param cost: Total cost of the order
+        :param amount: Amount of the order
         """
-        if order['fee'].get('rate') is not None:
+        if fee.get('rate') is not None:
-            return order['fee'].get('rate')
+            return fee.get('rate')
-        fee_curr = order['fee']['currency']
+        fee_curr = fee['currency']
         # 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(symbol):
             # Base currency - divide by amount
-            return round(
+            return round(fee['cost'] / amount, 8)
-                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
+        elif fee_curr in self.get_pair_quote_currency(symbol):
-        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
             # Quote currency - divide by cost
             return round(self._contracts_to_amount(
-                order['symbol'], order['fee']['cost']) / order['cost'],
+                symbol, fee['cost']) / cost,
-                8) if order['cost'] else None
+                8) if cost else None
         else:
             # If Fee currency is a different currency
-            if not order['cost']:
+            if not cost:
                 # If cost is None or 0.0 -> falsy, return None
                 return None
             try:
@@ -1664,18 +1667,28 @@ class Exchange:
                 if not fee_to_quote_rate:
                     return None
             return round((self._contracts_to_amount(
-                order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
+                symbol, fee['cost']) * fee_to_quote_rate) / cost, 8)
 
-    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+    def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
+                               amount: float) -> Tuple[float, str, Optional[float]]:
         """
         Extract tuple of cost, currency, rate.
         Requires order_has_fee to run first!
-        :param order: Order or trade (one trade) dict
+        :param fee: ccxt Fee dict - must contain cost / currency / rate
+        :param symbol: Symbol of the order
+        :param cost: Total cost of the order
+        :param amount: Amount of the order
         :return: Tuple with cost, currency, rate of the given fee dict
         """
-        return (order['fee']['cost'],
+        return (fee['cost'],
-                order['fee']['currency'],
+                fee['currency'],
-                self.calculate_fee_rate(order))
+                self.calculate_fee_rate(
+                    fee,
+                    symbol,
+                    cost,
+                    amount
+                    )
+                )
 
     # Historic data
 

freqtrade/freqtradebot.py

@@ -1742,7 +1742,8 @@ class FreqtradeBot(LoggingMixin):
         trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         # use fee from order-dict if possible
         if self.exchange.order_has_fee(order):
-            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['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
             logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
                         f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
             if fee_rate is None or fee_rate < 0.02:
@@ -1780,7 +1781,9 @@ class FreqtradeBot(LoggingMixin):
         for exectrade in trades:
             amount += exectrade['amount']
             if self.exchange.order_has_fee(exectrade):
-                fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
+                fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
+                    exectrade['fee'], exectrade['symbol'], exectrade['cost'], exectrade['amount']
+                )
                 fee_cost += fee_cost_
                 if fee_rate_ is not None:
                     fee_rate_array.append(fee_rate_)

tests/exchange/test_exchange.py

@@ -3544,7 +3544,7 @@ def test_order_has_fee(order, expected) -> None:
 def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
     mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
     ex = get_patched_exchange(mocker, default_conf)
-    assert ex.extract_cost_curr_rate(order) == expected
+    assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
 
 
 @pytest.mark.parametrize("order,unknown_fee_rate,expected", [
@@ -3590,7 +3590,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
 
     ex = get_patched_exchange(mocker, default_conf)
 
-    assert ex.calculate_fee_rate(order) == expected
+    assert ex.calculate_fee_rate(order['fee'], order['symbol'],
+                                 cost=order['cost'], amount=order['amount']) == expected
 
 
 @pytest.mark.parametrize('retrycount,max_retries,expected', [