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Merge pull request #6561 from adrianceding/fix_taker_stake_amount

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Unified taker and maker's stake amount calculation logic
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Matthias 2022-03-21 19:07:00 +01:00 committed by GitHub
commit 35a4053dbe
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4 changed files with 23 additions and 18 deletions
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5
freqtrade/freqtradebot.py
View File

@ -661,16 +661,11 @@ class FreqtradeBot(LoggingMixin):
self.exchange.name, order['filled'], order['amount'],
order['remaining']
)
stake_amount = order['cost']
amount = safe_value_fallback(order, 'filled', 'amount')
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# in case of FOK the order may be filled immediately and fully
elif order_status == 'closed':
# TODO-lev: Evaluate this. Why is setting stake_amount here necessary?
# it should never change in theory - and in case of leveraged orders,
# may be the leveraged amount.
stake_amount = order['cost']
amount = safe_value_fallback(order, 'filled', 'amount')
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')

3
freqtrade/persistence/models.py
View File

@ -847,7 +847,10 @@ class LocalTrade():
def recalc_trade_from_orders(self):
# We need at least 2 entry orders for averaging amounts and rates.
# TODO: this condition could probably be removed
if len(self.select_filled_orders(self.enter_side)) < 2:
self.stake_amount = self.amount * self.open_rate / self.leverage
# Just in case, still recalc open trade value
self.recalc_open_trade_value()
return

25
tests/test_freqtradebot.py
View File

@ -294,7 +294,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
trade = Trade.query.first()
trade.is_short = is_short
assert trade is not None
assert trade.stake_amount == 60.0
assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
@ -551,7 +551,7 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
assert len(trades) == 1
trade = trades[0]
assert trade is not None
assert trade.stake_amount == default_conf_usdt['stake_amount']
assert pytest.approx(trade.stake_amount) == default_conf_usdt['stake_amount']
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
@ -842,7 +842,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
assert trade
assert trade.open_order_id is None
assert trade.open_rate == 10
assert trade.stake_amount == 100
assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
# In case of rejected or expired order and partially filled
order['status'] = 'expired'
@ -860,7 +860,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
assert trade
assert trade.open_order_id == '555'
assert trade.open_rate == 0.5
assert trade.stake_amount == 15.0
assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
# Test with custom stake
order['status'] = 'open'
@ -871,7 +871,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade = Trade.query.all()[4]
trade.is_short = is_short
assert trade
assert trade.stake_amount == 150
assert pytest.approx(trade.stake_amount) == 150
# Exception case
order['id'] = '557'
@ -880,7 +880,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade = Trade.query.all()[5]
trade.is_short = is_short
assert trade
assert trade.stake_amount == 2.0
assert pytest.approx(trade.stake_amount) == 2.0
# In case of the order is rejected and not filled at all
order['status'] = 'rejected'
@ -960,7 +960,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
trade = Trade.query.all()[9]
trade.is_short = is_short
assert trade.stake_amount == 500
assert pytest.approx(trade.stake_amount) == 500
@pytest.mark.parametrize("is_short", [False, True])
@ -1932,7 +1932,8 @@ def test_update_trade_state(
open_date=arrow.utcnow().datetime,
amount=11,
exchange="binance",
is_short=is_short
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=enter_side(is_short),
@ -2006,7 +2007,8 @@ def test_update_trade_state_withorderdict(
fee_close=fee.return_value,
open_order_id=order_id,
is_open=True,
is_short=is_short
leverage=1,
is_short=is_short,
)
trade.orders.append(
Order(
@ -2088,7 +2090,8 @@ def test_update_trade_state_sell(
open_order_id=open_order['id'],
is_open=True,
interest_rate=0.0005,
is_short=is_short
leverage=1,
is_short=is_short,
)
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order)
@ -4457,7 +4460,7 @@ def test_order_book_depth_of_market(
else:
trade.is_short = is_short
assert trade is not None
assert trade.stake_amount == 60.0
assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'

8
tests/test_persistence.py
View File

@ -520,7 +520,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
exchange='binance',
trading_mode=margin
trading_mode=margin,
leverage=1.0,
)
trade.open_order_id = 'something'
@ -649,7 +650,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
trading_mode=margin
trading_mode=margin,
leverage=1.0,
)
trade.open_order_id = 'something'
@ -2231,6 +2233,7 @@ def test_recalc_trade_from_orders(fee):
exchange='binance',
open_rate=o1_rate,
max_rate=o1_rate,
leverage=1,
)
assert fee.return_value == 0.0025
@ -2395,6 +2398,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
open_rate=o1_rate,
max_rate=o1_rate,
is_short=is_short,
leverage=1.0,
)
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side)
# Check with 1 order