adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Change rel_tol to abs_tol to avoid surprises with high priced pairs

Browse Source
This commit is contained in:
Matthias 2019-09-28 10:30:12 +02:00
parent 8d92f8b362
commit 43f2ef226c
2 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/freqtradebot.py
View File

@ -511,7 +511,7 @@ class FreqtradeBot:
trade.pair.startswith(exectrade['fee']['currency'])): trade.pair.startswith(exectrade['fee']['currency'])):
fee_abs += exectrade['fee']['cost'] fee_abs += exectrade['fee']['cost']
if not isclose(amount, order_amount, rel_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}")
raise OperationalException("Half bought? Amounts don't match") raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs real_amount = amount - fee_abs
@ -536,7 +536,7 @@ class FreqtradeBot:
# Try update amount (binance-fix) # Try update amount (binance-fix)
try: try:
new_amount = self.get_real_amount(trade, order) new_amount = self.get_real_amount(trade, order)
if not isclose(order['amount'], new_amount, rel_tol=constants.MATH_CLOSE_PREC): if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount order['amount'] = new_amount
# Fee was applied, so set to 0 # Fee was applied, so set to 0
trade.fee_open = 0 trade.fee_open = 0

2
tests/test_freqtradebot.py
View File

@ -3277,7 +3277,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
# Amount changes by fee amount. # Amount changes by fee amount.
assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
rel_tol=MATH_CLOSE_PREC,) abs_tol=MATH_CLOSE_PREC,)
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker):