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Evaluate average before price in order returns

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This commit is contained in:
Matthias 2020-07-20 19:39:12 +02:00
parent de46744aa9
commit 4774896169
3 changed files with 6 additions and 5 deletions
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1
freqtrade/exchange/exchange.py
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@ -475,6 +475,7 @@ class Exchange:
"id": order_id, "id": order_id,
'pair': pair, 'pair': pair,
'price': rate, 'price': rate,
'average': rate,
'amount': _amount, 'amount': _amount,
'cost': _amount * rate, 'cost': _amount * rate,
'type': ordertype, 'type': ordertype,

4
freqtrade/freqtradebot.py
View File

@ -554,14 +554,14 @@ class FreqtradeBot:
) )
stake_amount = order['cost'] stake_amount = order['cost']
amount = order['filled'] amount = order['filled']
buy_limit_filled_price = order['price'] buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
order_id = None order_id = None
# in case of FOK the order may be filled immediately and fully # in case of FOK the order may be filled immediately and fully
elif order_status == 'closed': elif order_status == 'closed':
stake_amount = order['cost'] stake_amount = order['cost']
amount = safe_value_fallback(order, 'filled', 'amount') amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = order['price'] buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')

6
freqtrade/persistence.py
View File

@ -369,20 +369,20 @@ class Trade(_DECL_BASE):
""" """
order_type = order['type'] order_type = order['type']
# Ignore open and cancelled orders # Ignore open and cancelled orders
if order['status'] == 'open' or order['price'] is None: if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
return return
logger.info('Updating trade (id=%s) ...', self.id) logger.info('Updating trade (id=%s) ...', self.id)
if order_type in ('market', 'limit') and order['side'] == 'buy': if order_type in ('market', 'limit') and order['side'] == 'buy':
# Update open rate and actual amount # Update open rate and actual amount
self.open_rate = Decimal(order['price']) self.open_rate = Decimal(safe_value_fallback(order, 'average', 'price'))
self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount')) self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount'))
self.recalc_open_trade_price() self.recalc_open_trade_price()
logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self) logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
self.open_order_id = None self.open_order_id = None
elif order_type in ('market', 'limit') and order['side'] == 'sell': elif order_type in ('market', 'limit') and order['side'] == 'sell':
self.close(order['price']) self.close(safe_value_fallback(order, 'average', 'price'))
logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self) logger.info('%s_SELL has been fulfilled for %s.', order_type.upper(), self)
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop'):
self.stoploss_order_id = None self.stoploss_order_id = None