Update gateio to patch fees

freqtrade/exchange/exchange.py

@@ -75,6 +75,7 @@ class Exchange:
         "mark_ohlcv_price": "mark",
         "mark_ohlcv_timeframe": "8h",
         "ccxt_futures_name": "swap",
+        "needs_trading_fees": False,  # use fetch_trading_fees to cache fees
     }
     _ft_has: Dict = {}
     _ft_has_futures: Dict = {}
@@ -451,6 +452,9 @@ class Exchange:
             self._markets = self._api.load_markets()
             self._load_async_markets()
             self._last_markets_refresh = arrow.utcnow().int_timestamp
+            if self._ft_has['needs_trading_fees']:
+                self.trading_fees = self.fetch_trading_fees()
+
         except ccxt.BaseError:
             logger.exception('Unable to initialize markets.')
 

freqtrade/exchange/gateio.py

@@ -27,6 +27,10 @@ class Gateio(Exchange):
         "stoploss_on_exchange": True,
     }
 
+    _ft_has_futures: Dict = {
+        "needs_trading_fees": True
+    }
+
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.MARGIN, MarginMode.CROSS),
@@ -42,6 +46,26 @@ class Gateio(Exchange):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
 
+    def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
+        order = super().fetch_order(order_id, pair, params)
+
+        if self.trading_mode == TradingMode.FUTURES and order.get('fee') is None:
+            # Futures usually don't contain fees in the response.
+            # As such, futures orders on gateio will not contain a fee, which causes
+            # a repeated "update fee" cycle and wrong calculations.
+            # Therefore we patch the response with fees if it's not available.
+            # An alternative also contianing fees would be
+            # privateFuturesGetSettleAccountBook({"settle": "usdt"})
+
+            pair_fees = self.trading_fees.get(pair, {})
+            if pair_fees and pair_fees['taker'] is not None:
+                order['fee'] = {
+                    'currency': self.get_pair_quote_currency(pair),
+                    'cost': abs(order['cost']) * pair_fees['taker'],
+                    'rate': pair_fees['taker'],
+                }
+        return order
+
     def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
         return self.fetch_order(
             order_id=order_id,

freqtrade/freqtradebot.py

@@ -1564,6 +1564,7 @@ class FreqtradeBot(LoggingMixin):
         if not order_obj:
             raise DependencyException(
                 f"Order_obj not found for {order_id}. This should not have happened.")
+
         self.handle_order_fee(trade, order_obj, order)
 
         trade.update_trade(order_obj)

tests/exchange/test_exchange.py

@@ -1663,11 +1663,9 @@ def test_fetch_trading_fees(default_conf, mocker):
     api_mock.fetch_trading_fees = MagicMock(return_value=tick)
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-    # retrieve original ticker
-    tradingfees = exchange.fetch_trading_fees()
 
-    assert '1INCH/USDT:USDT' in tradingfees
-    assert 'ETH/USDT:USDT' in tradingfees
+    assert '1INCH/USDT:USDT' in exchange.trading_fees
+    assert 'ETH/USDT:USDT' in exchange.trading_fees
     assert api_mock.fetch_trading_fees.call_count == 1
 
     api_mock.fetch_trading_fees.reset_mock()