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Update Typing for fees

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This commit is contained in:
Matthias 2022-07-16 15:42:17 +02:00
parent 8d2e22f009
commit 8b2535a8da
2 changed files with 7 additions and 5 deletions
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1
freqtrade/constants.py
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@ -542,3 +542,4 @@ TradeList = List[List]
LongShort = Literal['long', 'short'] LongShort = Literal['long', 'short']
EntryExit = Literal['entry', 'exit'] EntryExit = Literal['entry', 'exit']
BuySell = Literal['buy', 'sell'] BuySell = Literal['buy', 'sell']
MakerTaker = Literal['maker', 'taker']

11
freqtrade/exchange/exchange.py
View File

@ -20,7 +20,7 @@ from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell, from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
EntryExit, ListPairsWithTimeframes, PairWithTimeframe) EntryExit, ListPairsWithTimeframes, MakerTaker, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@ -870,7 +870,8 @@ class Exchange:
'filled': _amount, 'filled': _amount,
'cost': (dry_order['amount'] * average) / leverage 'cost': (dry_order['amount'] * average) / leverage
}) })
dry_order = self.add_dry_order_fee(pair, dry_order, self.taker_or_maker('entry')) # market orders will always incurr taker fees
dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
dry_order = self.check_dry_limit_order_filled(dry_order) dry_order = self.check_dry_limit_order_filled(dry_order)
@ -882,7 +883,7 @@ class Exchange:
self, self,
pair: str, pair: str,
dry_order: Dict[str, Any], dry_order: Dict[str, Any],
taker_or_maker: Literal['taker', 'maker'], taker_or_maker: MakerTaker,
) -> Dict[str, Any]: ) -> Dict[str, Any]:
dry_order.update({ dry_order.update({
'fee': { 'fee': {
@ -970,7 +971,7 @@ class Exchange:
}) })
enter_long = not order['is_short'] and order['side'] == 'buy' enter_long = not order['is_short'] and order['side'] == 'buy'
enter_short = order['is_short'] and order['side'] == 'sell' enter_short = order['is_short'] and order['side'] == 'sell'
entry_or_exit: Literal['entry', 'exit'] = ( entry_or_exit: EntryExit = (
'entry' if (enter_short or enter_long) else 'exit' 'entry' if (enter_short or enter_long) else 'exit'
) )
self.add_dry_order_fee( self.add_dry_order_fee(
@ -1635,7 +1636,7 @@ class Exchange:
@retrier @retrier
def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1, def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
price: float = 1, taker_or_maker: str = 'maker') -> float: price: float = 1, taker_or_maker: MakerTaker = 'maker') -> float:
try: try:
if self._config['dry_run'] and self._config.get('fee', None) is not None: if self._config['dry_run'] and self._config.get('fee', None) is not None:
return self._config['fee'] return self._config['fee']