Merge pull request #3239 from freqtrade/feat/fee_handling

Improve fee handling

docs/sql_cheatsheet.md

@@ -1,13 +1,20 @@
 # SQL Helper
+
 This page contains some help if you want to edit your sqlite db.
 
 ## Install sqlite3
-**Ubuntu/Debian installation**
+
+Sqlite3 is a terminal based sqlite application.
+Feel free to use a visual Database editor like SqliteBrowser if you feel more comfortable with that.
+
+### Ubuntu/Debian installation
+
 ```bash
 sudo apt-get install sqlite3
 ```
 
 ## Open the DB
+
 ```bash
 sqlite3
 .open <filepath>
@@ -16,45 +23,61 @@ sqlite3
 ## Table structure
 
 ### List tables
+
 ```bash
 .tables
 ```
 
 ### Display table structure
+
 ```bash
 .schema <table_name>
 ```
 
 ### Trade table structure
+
 ```sql
-CREATE TABLE trades (
+CREATE TABLE trades
     id INTEGER NOT NULL,
     exchange VARCHAR NOT NULL,
     pair VARCHAR NOT NULL,
     is_open BOOLEAN NOT NULL,
     fee_open FLOAT NOT NULL,
+    fee_open_cost FLOAT,
+    fee_open_currency VARCHAR,
     fee_close FLOAT NOT NULL,
+    fee_close_cost FLOAT,
+    fee_close_currency VARCHAR,
     open_rate FLOAT,
     open_rate_requested FLOAT,
+    open_trade_price FLOAT,
     close_rate FLOAT,
     close_rate_requested FLOAT,
     close_profit FLOAT,
+    close_profit_abs FLOAT,
     stake_amount FLOAT NOT NULL,
     amount FLOAT,
     open_date DATETIME NOT NULL,
     close_date DATETIME,
     open_order_id VARCHAR,
     stop_loss FLOAT,
+    stop_loss_pct FLOAT,
     initial_stop_loss FLOAT,
+    initial_stop_loss_pct FLOAT,
     stoploss_order_id VARCHAR,
     stoploss_last_update DATETIME,
     max_rate FLOAT,
+    min_rate FLOAT,
     sell_reason VARCHAR,
     strategy VARCHAR,
     ticker_interval INTEGER,
     PRIMARY KEY (id),
     CHECK (is_open IN (0, 1))
 );
+CREATE INDEX ix_trades_stoploss_order_id ON trades (stoploss_order_id);
+CREATE INDEX ix_trades_pair ON trades (pair);
+CREATE INDEX ix_trades_is_open ON trades (is_open);
+
 ```
 
 ## Get all trades in the table

freqtrade/exchange/exchange.py

@@ -22,7 +22,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 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
 
@@ -471,26 +471,31 @@ class Exchange:
             'pair': pair,
             'price': rate,
             'amount': _amount,
-            "cost": _amount * rate,
+            'cost': _amount * rate,
             'type': ordertype,
             'side': side,
             'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
-            "info": {}
+            'info': {}
         }
-        self._store_dry_order(dry_order)
+        self._store_dry_order(dry_order, pair)
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def _store_dry_order(self, dry_order: Dict) -> None:
+    def _store_dry_order(self, dry_order: Dict, pair: str) -> None:
         closed_order = dry_order.copy()
-        if closed_order["type"] in ["market", "limit"]:
+        if closed_order['type'] in ["market", "limit"]:
             closed_order.update({
-                "status": "closed",
+                'status': 'closed',
-                "filled": closed_order["amount"],
+                'filled': closed_order['amount'],
-                "remaining": 0
+                'remaining': 0,
+                'fee': {
+                    'currency': self.get_pair_quote_currency(pair),
+                    'cost': dry_order['cost'] * self.get_fee(pair),
+                    'rate': self.get_fee(pair)
+                }
             })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
@@ -1066,6 +1071,61 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @staticmethod
+    def order_has_fee(order: Dict) -> bool:
+        """
+        Verifies if the passed in order dict has the needed keys to extract fees,
+        and that these keys (currency, cost) are not empty.
+        :param order: Order or trade (one trade) dict
+        :return: True if the fee substructure contains currency and cost, false otherwise
+        """
+        if not isinstance(order, dict):
+            return False
+        return ('fee' in order and order['fee'] is not None
+                and (order['fee'].keys() >= {'currency', 'cost'})
+                and order['fee']['currency'] is not None
+                and order['fee']['cost'] is not None
+                )
+
+    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'] / safe_value_fallback(order, order, 'filled', '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!
+        :param order: Order or trade (one trade) dict
+        :return: Tuple with cost, currency, rate of the given fee dict
+        """
+        return (order['fee']['cost'],
+                order['fee']['currency'],
+                self.calculate_fee_rate(order))
+        # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))
+
 
 def is_exchange_bad(exchange_name: str) -> bool:
     return exchange_name in BAD_EXCHANGES

freqtrade/freqtradebot.py

@@ -613,7 +613,7 @@ class FreqtradeBot:
                     trades_closed += 1
                     continue
                 # Check if we can sell our current pair
-                if trade.open_order_id is None and self.handle_trade(trade):
+                if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
 
             except DependencyException as exception:
@@ -755,7 +755,7 @@ class FreqtradeBot:
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] == 'closed':
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
-            trade.update(stoploss_order)
+            self.update_trade_state(trade, stoploss_order, sl_order=True)
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair,
                                     timeframe_to_next_date(self.config['ticker_interval']))
@@ -1042,7 +1042,7 @@ class FreqtradeBot:
         trade.sell_reason = sell_reason.value
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
-            trade.update(order)
+            self.update_trade_state(trade, order)
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
@@ -1133,7 +1133,7 @@ class FreqtradeBot:
 #
 
     def update_trade_state(self, trade: Trade, action_order: dict = None,
-                           order_amount: float = None) -> bool:
+                           order_amount: float = None, sl_order: bool = False) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
         Handles closing both buy and sell orders.
@@ -1141,12 +1141,17 @@ class FreqtradeBot:
         """
         # Get order details for actual price per unit
         if trade.open_order_id:
+            order_id = trade.open_order_id
+        elif trade.stoploss_order_id and sl_order:
+            order_id = trade.stoploss_order_id
+        else:
+            return False
         # Update trade with order values
         logger.info('Found open order for %s', trade)
         try:
-                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            order = action_order or self.exchange.get_order(order_id, trade.pair)
         except InvalidOrderException as exception:
-                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
+            logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
         # Try update amount (binance-fix)
         try:
@@ -1154,8 +1159,6 @@ class FreqtradeBot:
             if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
                 order['amount'] = new_amount
                 order.pop('filled', None)
-                    # Fee was applied, so set to 0
-                    trade.fee_open = 0
                 trade.recalc_open_trade_price()
         except DependencyException as exception:
             logger.warning("Could not update trade amount: %s", exception)
@@ -1169,56 +1172,94 @@ class FreqtradeBot:
         # Updating wallets when order is closed
         if not trade.is_open:
             self.wallets.update()
-
         return False
 
+    def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
+                              amount: float, fee_abs: 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.
+        """
+        self.wallets.update()
+        if fee_abs != 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_abs} into dust.")
+        elif fee_abs != 0:
+            real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs)
+            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:
         """
-        Get real amount for the trade
+        Detect and update trade fee.
+        Calls trade.update_fee() uppon correct detection.
+        Returns modified amount if the fee was taken from the destination currency.
         Necessary for exchanges which charge fees in base currency (e.g. binance)
+        :return: identical (or new) amount for the trade
         """
+        # Init variables
         if order_amount is None:
             order_amount = order['amount']
         # Only run for closed orders
-        if trade.fee_open == 0 or order['status'] == 'open':
+        if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
             return order_amount
 
         trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
         # use fee from order-dict if possible
-        if ('fee' in order and order['fee'] is not None and
+        if self.exchange.order_has_fee(order):
-                (order['fee'].keys() >= {'currency', 'cost'})):
+            fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
-            if (order['fee']['currency'] is not None and
+            logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
-                    order['fee']['cost'] is not None and
+                        f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
-                    trade_base_currency == order['fee']['currency']):
-                new_amount = order_amount - order['fee']['cost']
-                logger.info("Applying fee on amount for %s (from %s to %s) from Order",
-                            trade, order['amount'], new_amount)
-                return new_amount
 
-        # Fallback to Trades
+            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_abs=fee_cost)
+            return order_amount
+        return self.fee_detection_from_trades(trade, order, order_amount)
+
+    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float:
+        """
+        fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
+        """
         trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
                                                     trade.open_date)
 
         if len(trades) == 0:
             logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
             return order_amount
+        fee_currency = None
         amount = 0
-        fee_abs = 0
+        fee_abs = 0.0
+        fee_cost = 0.0
+        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
+        fee_rate_array: List[float] = []
         for exectrade in trades:
             amount += exectrade['amount']
-            if ("fee" in exectrade and exectrade['fee'] is not None and
+            if self.exchange.order_has_fee(exectrade):
-                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
+                fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
+                fee_cost += fee_cost_
+                if fee_rate_ is not None:
+                    fee_rate_array.append(fee_rate_)
                 # only applies if fee is in quote currency!
-                if (exectrade['fee']['currency'] is not None and
+                if trade_base_currency == fee_currency:
-                        exectrade['fee']['cost'] is not None and
+                    fee_abs += fee_cost_
-                        trade_base_currency == exectrade['fee']['currency']):
+        # Ensure at least one trade was found:
-                    fee_abs += exectrade['fee']['cost']
+        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} "
+            return self.apply_fee_conditional(trade, trade_base_currency,
-                        f"(from {order_amount} to {real_amount}) from Trades")
+                                              amount=amount, fee_abs=fee_abs)
-        return real_amount
+        else:
+            return amount

freqtrade/persistence.py

@@ -86,11 +86,15 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'close_profit_abs'):
+    if not has_column(cols, 'fee_close_cost'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
+        fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null')
+        fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null')
         fee_close = get_column_def(cols, 'fee_close', 'fee')
+        fee_close_cost = get_column_def(cols, 'fee_close_cost', 'null')
+        fee_close_currency = get_column_def(cols, 'fee_close_currency', 'null')
         open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')
         close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
         stop_loss = get_column_def(cols, 'stop_loss', '0.0')
@@ -120,7 +124,9 @@ def check_migrate(engine) -> None:
 
         # Copy data back - following the correct schema
         engine.execute(f"""insert into trades
-                (id, exchange, pair, is_open, fee_open, fee_close, open_rate,
+                (id, exchange, pair, is_open,
+                fee_open, fee_open_cost, fee_open_currency,
+                fee_close, fee_close_cost, fee_open_currency, open_rate,
                 open_rate_requested, close_rate, close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
                 stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
@@ -136,7 +142,9 @@ def check_migrate(engine) -> None:
                     else pair
                     end
                 pair,
-                is_open, {fee_open} fee_open, {fee_close} fee_close,
+                is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
+                {fee_open_currency} fee_open_currency, {fee_close} fee_close,
+                {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
                 open_rate, {open_rate_requested} open_rate_requested, close_rate,
                 {close_rate_requested} close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
@@ -185,7 +193,11 @@ class Trade(_DECL_BASE):
     pair = Column(String, nullable=False, index=True)
     is_open = Column(Boolean, nullable=False, default=True, index=True)
     fee_open = Column(Float, nullable=False, default=0.0)
+    fee_open_cost = Column(Float, nullable=True)
+    fee_open_currency = Column(String, nullable=True)
     fee_close = Column(Float, nullable=False, default=0.0)
+    fee_close_cost = Column(Float, nullable=True)
+    fee_close_currency = Column(String, nullable=True)
     open_rate = Column(Float)
     open_rate_requested = Column(Float)
     # open_trade_price - calculated via _calc_open_trade_price
@@ -235,7 +247,11 @@ class Trade(_DECL_BASE):
             'pair': self.pair,
             'is_open': self.is_open,
             'fee_open': self.fee_open,
+            'fee_open_cost': self.fee_open_cost,
+            'fee_open_currency': self.fee_open_currency,
             'fee_close': self.fee_close,
+            'fee_close_cost': self.fee_close_cost,
+            'fee_close_currency': self.fee_close_currency,
             'open_date_hum': arrow.get(self.open_date).humanize(),
             'open_date': self.open_date.strftime("%Y-%m-%d %H:%M:%S"),
             'close_date_hum': (arrow.get(self.close_date).humanize()
@@ -360,6 +376,35 @@ class Trade(_DECL_BASE):
             self
         )
 
+    def update_fee(self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float],
+                   side: str) -> None:
+        """
+        Update Fee parameters. Only acts once per side
+        """
+        if side == 'buy' and self.fee_open_currency is None:
+            self.fee_open_cost = fee_cost
+            self.fee_open_currency = fee_currency
+            if fee_rate is not None:
+                self.fee_open = fee_rate
+                # Assume close-fee will fall into the same fee category and take an educated guess
+                self.fee_close = fee_rate
+        elif side == 'sell' and self.fee_close_currency is None:
+            self.fee_close_cost = fee_cost
+            self.fee_close_currency = fee_currency
+            if fee_rate is not None:
+                self.fee_close = fee_rate
+
+    def fee_updated(self, side: str) -> bool:
+        """
+        Verify if this side (buy / sell) has already been updated
+        """
+        if side == 'buy':
+            return self.fee_open_currency is not None
+        elif side == 'sell':
+            return self.fee_close_currency is not None
+        else:
+            return False
+
     def _calc_open_trade_price(self) -> float:
         """
         Calculate the open_rate including open_fee.

tests/conftest.py

@@ -780,7 +780,7 @@ def limit_buy_order():
         'id': 'mocked_limit_buy',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -796,7 +796,7 @@ def market_buy_order():
         'id': 'mocked_market_buy',
         'type': 'market',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00004099,
         'amount': 91.99181073,
@@ -812,7 +812,7 @@ def market_sell_order():
         'id': 'mocked_limit_sell',
         'type': 'market',
         'side': 'sell',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00004173,
         'amount': 91.99181073,
@@ -828,7 +828,7 @@ def limit_buy_order_old():
         'id': 'mocked_limit_buy_old',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -844,7 +844,7 @@ def limit_sell_order_old():
         'id': 'mocked_limit_sell_old',
         'type': 'limit',
         'side': 'sell',
-        'pair': 'ETH/BTC',
+        'symbol': 'ETH/BTC',
         'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -860,7 +860,7 @@ def limit_buy_order_old_partial():
         'id': 'mocked_limit_buy_old_partial',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'ETH/BTC',
+        'symbol': 'ETH/BTC',
         'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
@@ -874,7 +874,7 @@ def limit_buy_order_old_partial():
 def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
     res = deepcopy(limit_buy_order_old_partial)
     res['status'] = 'canceled'
-    res['fee'] = {'cost': 0.0001, 'currency': 'ETH'}
+    res['fee'] = {'cost': 0.023, 'currency': 'ETH'}
     return res
 
 
@@ -1585,7 +1585,7 @@ def buy_order_fee():
         'id': 'mocked_limit_buy_old',
         'type': 'limit',
         'side': 'buy',
-        'pair': 'mocked',
+        'symbol': 'mocked',
         'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
         'price': 0.245441,
         'amount': 8.0,

tests/exchange/test_exchange.py

@@ -2145,3 +2145,58 @@ def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_r
 ])
 def test_market_is_active(market, expected_result) -> None:
     assert market_is_active(market) == expected_result
+
+
+@pytest.mark.parametrize("order,expected", [
+    ([{'fee'}], False),
+    ({'fee': None}, False),
+    ({'fee': {'currency': 'ETH/BTC'}}, False),
+    ({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False),
+    ({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True),
+])
+def test_order_has_fee(order, expected) -> None:
+    assert Exchange.order_has_fee(order) == expected
+
+
+@pytest.mark.parametrize("order,expected", [
+    ({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}},
+        (0.43, 'ETH', 0.01)),
+    ({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}},
+        (0.01, 'USDT', 0.01)),
+    ({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}},
+        (0.34, 'USDT', 0.01)),
+])
+def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.extract_cost_curr_rate(order) == expected
+
+
+@pytest.mark.parametrize("order,expected", [
+    # Using base-currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1),
+    ({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
+        'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08),
+    # Using quote currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04),
+    # Using foreign currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
+    ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
+        'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
+    # TODO: More tests here!
+    # Rate included in return - return as is
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
+])
+def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
+
+    ex = get_patched_exchange(mocker, default_conf)
+    assert ex.calculate_fee_rate(order) == expected

tests/rpc/test_rpc.py

@@ -51,7 +51,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_date_hum': ANY,
         'is_open': ANY,
         'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
         'fee_close': ANY,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
         'open_rate_requested': ANY,
         'open_trade_price': ANY,
         'close_rate_requested': ANY,
@@ -90,7 +94,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'open_date_hum': ANY,
         'is_open': ANY,
         'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
         'fee_close': ANY,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
         'open_rate_requested': ANY,
         'open_trade_price': ANY,
         'close_rate_requested': ANY,

tests/rpc/test_rpc_apiserver.py

@@ -506,7 +506,11 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
                         'close_rate_requested': None,
                         'current_rate': 1.099e-05,
                         'fee_close': 0.0025,
+                        'fee_close_cost': None,
+                        'fee_close_currency': None,
                         'fee_open': 0.0025,
+                        'fee_open_cost': None,
+                        'fee_open_currency': None,
                         'open_date': ANY,
                         'is_open': True,
                         'max_rate': 0.0,
@@ -609,7 +613,11 @@ def test_api_forcebuy(botclient, mocker, fee):
                        'close_profit': None,
                        'close_rate_requested': None,
                        'fee_close': 0.0025,
+                       'fee_close_cost': None,
+                       'fee_close_currency': None,
                        'fee_open': 0.0025,
+                       'fee_open_cost': None,
+                       'fee_open_currency': None,
                        'is_open': False,
                        'max_rate': None,
                        'min_rate': None,

tests/test_freqtradebot.py

@@ -1140,7 +1140,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'status': 'closed',
         'type': 'stop_loss_limit',
         'price': 3,
-        'average': 2
+        'average': 2,
+        'amount': limit_buy_order['amount'],
     })
     mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
@@ -2202,6 +2203,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
                                            limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
+    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2221,7 +2223,7 @@ 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
@@ -2229,9 +2231,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert len(trades) == 1
     # Verify that trade has been updated
     assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
-                                limit_buy_order_old_partial['remaining']) - 0.0001
+                                limit_buy_order_old_partial['remaining']) - 0.023
     assert trades[0].open_order_id is None
-    assert trades[0].fee_open == 0
+    assert trades[0].fee_updated('buy')
+    assert pytest.approx(trades[0].fee_open) == 0.001
 
 
 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -3324,8 +3327,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
 
 def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
         pair='LTC/ETH',
@@ -3336,21 +3337,43 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # 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)
 
 
+def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
+                                    caplog, mocker):
+    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
+    walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
+    mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
+    amount = sum(x['amount'] for x in trades_for_order)
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_order_id="123456"
+    )
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    walletmock.reset_mock()
+    # Amount is kept as is
+    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
+    assert walletmock.call_count == 1
+    assert log_has_re(r'Fee amount for Trade.* was in base currency '
+                      '- Eating Fee 0.008 into dust', caplog)
+
+
 def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     amount = buy_order_fee['amount']
     trade = Trade(
         pair='LTC/ETH',
@@ -3361,8 +3384,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3374,8 +3396,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     trades_for_order[0]['fee']['currency'] = 'ETH'
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3387,8 +3407,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3401,8 +3420,6 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
     limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
     trades_for_order[0]['fee']['currency'] = None
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3414,8 +3431,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3425,8 +3441,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
     trades_for_order[0]['fee']['currency'] = 'BNB'
     trades_for_order[0]['fee']['cost'] = 0.00094518
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3438,16 +3452,13 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
 def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
     amount = float(sum(x['amount'] for x in trades_for_order2))
     trade = Trade(
@@ -3459,13 +3470,12 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # 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)
 
 
@@ -3474,8 +3484,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
                  return_value=[trades_for_order])
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3488,13 +3496,12 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # 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)
 
 
@@ -3502,8 +3509,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004}
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     amount = float(sum(x['amount'] for x in trades_for_order))
     trade = Trade(
@@ -3515,8 +3520,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3526,8 +3530,6 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
     trade = Trade(
@@ -3539,8 +3541,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
@@ -3553,8 +3554,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
     limit_buy_order = deepcopy(buy_order_fee)
     trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
     trade = Trade(
@@ -3566,8 +3565,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
 
     # Amount changes by fee amount.
     assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
@@ -3578,8 +3576,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
     # Remove "Currency" from fee dict
     trades_for_order[0]['fee'] = {'cost': 0.008}
 
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3592,15 +3588,12 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
 
         open_order_id="123456"
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
     # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
 def test_get_real_amount_open_trade(default_conf, fee, mocker):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
     amount = 12345
     trade = Trade(
         pair='LTC/ETH',
@@ -3615,12 +3608,41 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
         'id': 'mocked_order',
         'amount': amount,
         'status': 'open',
+        'side': 'buy',
     }
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
     assert freqtrade.get_real_amount(trade, order) == amount
 
 
+@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
+    (8.0, 0.0, 10, 8),
+    (8.0, 0.0, 0, 8),
+    (8.0, 0.1, 0, 7.9),
+    (8.0, 0.1, 10, 8),
+    (8.0, 0.1, 8.0, 8.0),
+    (8.0, 0.1, 7.9, 7.9),
+])
+def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
+                               amount, fee_abs, wallet, amount_exp):
+    walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
+    mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_order_id="123456"
+    )
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    walletmock.reset_mock()
+    # Amount is kept as is
+    assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
+    assert walletmock.call_count == 1
+
+
 def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, mocker,
                                     order_book_l2):
     default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True

tests/test_integration.py

@@ -44,6 +44,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     }
     stoploss_order_closed = stoploss_order_open.copy()
     stoploss_order_closed['status'] = 'closed'
+    stoploss_order_closed['filled'] = stoploss_order_closed['amount']
+
     # Sell first trade based on stoploss, keep 2nd and 3rd trade open
     stoploss_order_mock = MagicMock(
         side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
@@ -67,7 +69,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        update_trade_state=MagicMock(),
         _notify_sell=MagicMock(),
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
@@ -97,8 +98,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
 
     # Only order for 3rd trade needs to be cancelled
     assert cancel_order_mock.call_count == 1
-    # Wallets must be updated between stoploss cancellation and selling.
+    # Wallets must be updated between stoploss cancellation and selling, and will be updated again
-    assert wallets_mock.call_count == 2
+    # during update_trade_state
+    assert wallets_mock.call_count == 4
 
     trade = trades[0]
     assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
@@ -144,7 +146,6 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        update_trade_state=MagicMock(),
         _notify_sell=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[

tests/test_persistence.py

@@ -465,6 +465,10 @@ def test_migrate_old(mocker, default_conf, fee):
     assert trade.initial_stop_loss == 0.0
     assert trade.open_trade_price == trade._calc_open_trade_price()
     assert trade.close_profit_abs is None
+    assert trade.fee_open_cost is None
+    assert trade.fee_open_currency is None
+    assert trade.fee_close_cost is None
+    assert trade.fee_close_currency is None
 
     trade = Trade.query.filter(Trade.id == 2).first()
     assert trade.close_rate is not None
@@ -741,7 +745,11 @@ def test_to_json(default_conf, fee):
                       'open_rate_requested': None,
                       'open_trade_price': 15.1668225,
                       'fee_close': 0.0025,
+                      'fee_close_cost': None,
+                      'fee_close_currency': None,
                       'fee_open': 0.0025,
+                      'fee_open_cost': None,
+                      'fee_open_currency': None,
                       'close_rate': None,
                       'close_rate_requested': None,
                       'amount': 123.0,
@@ -790,7 +798,11 @@ def test_to_json(default_conf, fee):
                       'close_profit': None,
                       'close_rate_requested': None,
                       'fee_close': 0.0025,
+                      'fee_close_cost': None,
+                      'fee_close_currency': None,
                       'fee_open': 0.0025,
+                      'fee_open_cost': None,
+                      'fee_open_currency': None,
                       'is_open': None,
                       'max_rate': None,
                       'min_rate': None,
@@ -862,6 +874,75 @@ def test_stoploss_reinitialization(default_conf, fee):
     assert trade_adj.initial_stop_loss_pct == -0.04
 
 
+def test_update_fee(fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        amount=10,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+        max_rate=1,
+    )
+    fee_cost = 0.15
+    fee_currency = 'BTC'
+    fee_rate = 0.0075
+    assert trade.fee_open_currency is None
+    assert not trade.fee_updated('buy')
+    assert not trade.fee_updated('sell')
+
+    trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
+    assert trade.fee_updated('buy')
+    assert not trade.fee_updated('sell')
+    assert trade.fee_open_currency == fee_currency
+    assert trade.fee_open_cost == fee_cost
+    assert trade.fee_open == fee_rate
+    # Setting buy rate should "guess" close rate
+    assert trade.fee_close == fee_rate
+    assert trade.fee_close_currency is None
+    assert trade.fee_close_cost is None
+
+    fee_rate = 0.0076
+    trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
+    assert trade.fee_updated('buy')
+    assert trade.fee_updated('sell')
+    assert trade.fee_close == 0.0076
+    assert trade.fee_close_cost == fee_cost
+    assert trade.fee_close == fee_rate
+
+
+def test_fee_updated(fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        amount=10,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+        max_rate=1,
+    )
+
+    assert trade.fee_open_currency is None
+    assert not trade.fee_updated('buy')
+    assert not trade.fee_updated('sell')
+    assert not trade.fee_updated('asdf')
+
+    trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
+    assert trade.fee_updated('buy')
+    assert not trade.fee_updated('sell')
+    assert trade.fee_open_currency is not None
+    assert trade.fee_close_currency is None
+
+    trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
+    assert trade.fee_updated('buy')
+    assert trade.fee_updated('sell')
+    assert not trade.fee_updated('asfd')
+
+
 @pytest.mark.usefixtures("init_persistence")
 def test_total_open_trades_stakes(fee):