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Update fee handling

This commit is contained in:
Matthias 2020-05-01 16:01:33 +02:00
parent a2ff632647
commit 371100a97c
1 changed files with 28 additions and 11 deletions
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39
freqtrade/freqtradebot.py
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@ -1167,20 +1167,25 @@ class FreqtradeBot:
Get real amount for the trade
Necessary for exchanges which charge fees in base currency (e.g. binance)
"""
fee_currency = None
# Init variables
if order_amount is None:
order_amount = order['amount']
# Only run for closed orders
if trade.fee_open == 0 or order['status'] == 'open':
if trade.fee_open_currency is not None or order['status'] == 'open':
return order_amount
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
if self._order_has_fee(order):
if trade_base_currency == order['fee']['currency']:
new_amount = order_amount - order['fee']['cost']
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
trade, order['amount'], new_amount)
return new_amount
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if trade_base_currency == fee_currency:
order_amount = order_amount - fee_cost
logger.info(f"Applying fee on amount for {trade} (from {order['amount']} "
f"to {order_amount}) from Order")
trade.update_fee(fee_cost, fee_currency, fee_rate, order['side'])
return order_amount
# Fallback to Trades
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
@ -1190,13 +1195,25 @@ class FreqtradeBot:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
return order_amount
amount = 0
fee_abs = 0
fee_abs = 0.0
fee_cost = 0.0
fee_rate_array: List[float] = []
for exectrade in trades:
amount += exectrade['amount']
if self._order_has_fee(exectrade):
if self.exchange.order_has_fee(exectrade):
fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)
# only applies if fee is in quote currency!
if trade_base_currency == exectrade['fee']['currency']:
fee_abs += exectrade['fee']['cost']
if trade_base_currency == fee_currency:
fee_abs += fee_cost_
# Ensure at least one trade was found:
if fee_currency:
# fee_rate should use mean
fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
trade.update_fee(fee_cost, fee_currency, fee_rate, order['side'])
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
logger.warning(f"Amount {amount} does not match amount {trade.amount}")