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Merge pull request #1720 from freqtrade/fix/fee_not_adjusted

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Fix/fee not adjusted
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Misagh 2019-04-02 12:23:08 +02:00 committed by GitHub
commit 27917c2d89
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2 changed files with 139 additions and 64 deletions
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113
freqtrade/freqtradebot.py
View File

@ -472,7 +472,6 @@ class FreqtradeBot(object):
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
order_id = None
self.rpc.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
@ -501,6 +500,10 @@ class FreqtradeBot(object):
ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
)
# Update fees if order is closed
if order_status == 'closed':
self.update_trade_state(trade, order)
Trade.session.add(trade)
Trade.session.flush()
@ -531,24 +534,7 @@ class FreqtradeBot(object):
:return: True if executed
"""
try:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Found open order for %s', trade)
order = self.exchange.get_order(trade.open_order_id, trade.pair)
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
if order['amount'] != new_amount:
order['amount'] = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
except OperationalException as exception:
logger.warning("Could not update trade amount: %s", exception)
# This handles both buy and sell orders!
trade.update(order)
self.update_trade_state(trade)
if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open:
result = self.handle_stoploss_on_exchange(trade)
@ -613,6 +599,28 @@ class FreqtradeBot(object):
f"(from {order_amount} to {real_amount}) from Trades")
return real_amount
def update_trade_state(self, trade, action_order: dict = None):
"""
Checks trades with open orders and updates the amount if necessary
"""
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Found open order for %s', trade)
order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
if order['amount'] != new_amount:
order['amount'] = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
except OperationalException as exception:
logger.warning("Could not update trade amount: %s", exception)
trade.update(order)
def get_sell_rate(self, pair: str, refresh: bool) -> float:
"""
Get sell rate - either using get-ticker bid or first bid based on orderbook
@ -683,43 +691,44 @@ class FreqtradeBot(object):
"""
result = False
try:
# If trade is open and the buy order is fulfilled but there is no stoploss,
# then we add a stoploss on exchange
if not trade.open_order_id and not trade.stoploss_order_id:
if self.edge:
stoploss = self.edge.stoploss(pair=trade.pair)
else:
stoploss = self.strategy.stoploss
# If trade is open and the buy order is fulfilled but there is no stoploss,
# then we add a stoploss on exchange
if not trade.open_order_id and not trade.stoploss_order_id:
if self.edge:
stoploss = self.edge.stoploss(pair=trade.pair)
else:
stoploss = self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
stop_price = trade.open_rate * (1 + stoploss)
# limit price should be less than stop price.
# 0.99 is arbitrary here.
limit_price = stop_price * 0.99
# limit price should be less than stop price.
# 0.99 is arbitrary here.
limit_price = stop_price * 0.99
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
)['id']
trade.stoploss_order_id = str(stoploss_order_id)
trade.stoploss_last_update = datetime.now()
# Or the trade open and there is already a stoploss on exchange.
# so we check if it is hit ...
elif trade.stoploss_order_id:
logger.debug('Handling stoploss on exchange %s ...', trade)
order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
if order['status'] == 'closed':
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
trade.update(order)
self.notify_sell(trade)
result = True
elif self.config.get('trailing_stop', False):
# if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new
# value immediately
self.handle_trailing_stoploss_on_exchange(trade, order)
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
)['id']
trade.stoploss_order_id = str(stoploss_order_id)
trade.stoploss_last_update = datetime.now()
# Or the trade open and there is already a stoploss on exchange.
# so we check if it is hit ...
elif trade.stoploss_order_id:
logger.debug('Handling stoploss on exchange %s ...', trade)
order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
if order['status'] == 'closed':
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
trade.update(order)
self.notify_sell(trade)
result = True
elif self.config.get('trailing_stop', False):
# if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new
# value immediately
self.handle_trailing_stoploss_on_exchange(trade, order)
except DependencyException as exception:
logger.warning('Unable to create stoploss order: %s', exception)
return result
def handle_trailing_stoploss_on_exchange(self, trade: Trade, order):

90
freqtrade/tests/test_freqtradebot.py
View File

@ -1031,6 +1031,13 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
assert trade.stoploss_order_id is None
assert trade.is_open is False
mocker.patch(
'freqtrade.exchange.Exchange.stoploss_limit',
side_effect=DependencyException()
)
freqtrade.handle_stoploss_on_exchange(trade)
assert log_has('Unable to create stoploss order: ', caplog.record_tuples)
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
@ -1281,17 +1288,84 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = Trade()
# Mock session away
Trade.session = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
freqtrade.update_trade_state(trade)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog.record_tuples)
assert trade.open_order_id is None
assert trade.amount == limit_buy_order['amount']
trade.open_order_id = '123'
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade)
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade)
freqtrade.update_trade_state(trade)
regexp = re.compile('Found open order for.*')
assert filter(regexp.match, caplog.record_tuples)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# get_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker)
Trade.session = MagicMock()
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade.update_trade_state(trade, limit_buy_order)
assert trade.amount != amount
assert trade.amount == limit_buy_order['amount']
def test_update_trade_state_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
@ -1304,17 +1378,9 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
)
freqtrade.process_maybe_execute_sell(trade)
freqtrade.update_trade_state(trade)
assert log_has('Could not update trade amount: ', caplog.record_tuples)
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None: