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Update fee handling

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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 Get real amount for the trade
Necessary for exchanges which charge fees in base currency (e.g. binance) Necessary for exchanges which charge fees in base currency (e.g. binance)
""" """
fee_currency = None
# Init variables
if order_amount is None: if order_amount is None:
order_amount = order['amount'] order_amount = order['amount']
# Only run for closed orders # 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 return order_amount
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible # use fee from order-dict if possible
if self._order_has_fee(order): if self.exchange.order_has_fee(order):
if trade_base_currency == order['fee']['currency']: fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
new_amount = order_amount - order['fee']['cost'] logger.info(f"Fee for Trade {trade}: {fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
logger.info("Applying fee on amount for %s (from %s to %s) from Order", if trade_base_currency == fee_currency:
trade, order['amount'], new_amount) order_amount = order_amount - fee_cost
return new_amount 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 # Fallback to Trades
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, 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) logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
return order_amount return order_amount
amount = 0 amount = 0
fee_abs = 0 fee_abs = 0.0
fee_cost = 0.0
fee_rate_array: List[float] = []
for exectrade in trades: for exectrade in trades:
amount += exectrade['amount'] 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! # only applies if fee is in quote currency!
if trade_base_currency == exectrade['fee']['currency']: if trade_base_currency == fee_currency:
fee_abs += exectrade['fee']['cost'] 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): if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
logger.warning(f"Amount {amount} does not match amount {trade.amount}") logger.warning(f"Amount {amount} does not match amount {trade.amount}")