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Align applying of fee when comming from orders or trades

This commit is contained in:
Matthias 2020-05-03 10:50:59 +02:00
parent 78b3d8487f
commit 38c4949360
2 changed files with 31 additions and 13 deletions
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36
freqtrade/freqtradebot.py
View File

@ -1160,6 +1160,23 @@ class FreqtradeBot:
return False
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
amount: float, fee: float) -> float:
"""
Applies the fee to amount (either from Order or from Trades).
Can eat into dust if more than the required asset is available.
"""
if fee != 0 and self.wallets.get_free(trade_base_currency) >= amount:
# Eat into dust if we own more than base currency
logger.info(f"Fee amount for {trade} was in base currency - "
f"Eating Fee {fee} into dust.")
elif fee != 0:
real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee)
logger.info(f"Applying fee on amount for {trade} "
f"(from {amount} to {real_amount}).")
return real_amount
return amount
def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
"""
Detect and update trade fee.
@ -1181,11 +1198,12 @@ class FreqtradeBot:
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
f"{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.get('side', ''))
if trade_base_currency == fee_currency:
# Apply fee to amount
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee=fee_cost)
return order_amount
return self.fee_detection_from_trades(trade, order, order_amount)
@ -1218,15 +1236,15 @@ class FreqtradeBot:
# 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.get('side', ''))
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
raise DependencyException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
if fee_abs != 0:
logger.info(f"Applying fee on amount for {trade} "
f"(from {order_amount} to {real_amount}) from Trades")
return real_amount
return self.apply_fee_conditional(trade, trade_base_currency,
amount=amount, fee=fee_abs)
else:
return amount

8
tests/test_freqtradebot.py
View File

@ -2221,7 +2221,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog)
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
@ -3301,7 +3301,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@ -3409,7 +3409,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@ -3435,7 +3435,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
caplog)