Implement fee rate calculation

freqtrade/exchange/exchange.py

@@ -22,7 +22,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.exceptions import (DependencyException, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
-from freqtrade.misc import deep_merge_dicts
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback
 
 
 CcxtModuleType = Any
@@ -1084,8 +1084,33 @@ class Exchange:
                 and order['fee']['cost'] is not None
                 )
 
-    @staticmethod
-    def extract_cost_curr_rate(order: Dict) -> Tuple[float, str, Optional[float]]:
+    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+        """
+        Calculate fee rate if it's not given by the exchange.
+        :param order: Order or trade (one trade) dict
+        """
+        if order['fee'].get('rate') is not None:
+            return order['fee'].get('rate')
+        fee_curr = order['fee']['currency']
+        # Calculate fee based on order details
+        if fee_curr in self.get_pair_base_currency(order['symbol']):
+            # Base currency - divide by amount
+            return round(order['fee']['cost'] / order['amount'], 8)
+        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+            # Quote currency - divide by cost
+            return round(order['fee']['cost'] / order['cost'], 8)
+        else:
+            # If Fee currency is a different currency
+            try:
+                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
+                tick = self.fetch_ticker(comb)
+
+                fee_to_quote_rate = safe_value_fallback(tick, tick, 'last', 'ask')
+                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            except DependencyException:
+                return None
+
+    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
         """
         Extract tuple of cost, currency, rate.
         Requires order_has_fee to run first!
@@ -1094,7 +1119,7 @@ class Exchange:
         """
         return (order['fee']['cost'],
                 order['fee']['currency'],
-                order['fee'].get('rate', None))
+                self.calculate_fee_rate(order))
         # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))