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refactor get_real_amount

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This commit is contained in:
Matthias Voppichler
2018-04-25 08:52:08 +02:00
parent f6ecd8e514
commit 9c2115c917
2 changed files with 83 additions and 34 deletions
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57
freqtrade/freqtradebot.py
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@@ -367,16 +367,13 @@ class FreqtradeBot(object):
order = exchange.get_order(trade.open_order_id, trade.pair)
# Try update amount (binance-fix)
try:
# Only run for closed orders
if trade.fee_open != 0 and not (order['status'] == 'open'):
new_amount = self.get_real_amount(trade)
# This may break if a exchange applies no fee (which appears highly unlikely)
if order['amount'] != new_amount:
logger.info("Applying fee to amount for Trade {} from {} to {} ".format(
trade, order['amount'], new_amount))
order['amount'] = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
new_amount = self.get_real_amount(trade, order)
if order['amount'] != new_amount:
logger.info("Applying fee to amount for Trade {} from {} to {} ".format(
trade, order['amount'], new_amount))
order['amount'] = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
except OperationalException as exception:
logger.warning("could not update trade amount: %s", exception)
@@ -388,30 +385,46 @@ class FreqtradeBot(object):
return self.handle_trade(trade)
return False
def get_real_amount(self, order: Trade) -> float:
def get_real_amount(self, trade: Trade, order: Dict) -> float:
"""
Get real amount for the trade
This is needed for exchanges which charge fees in target currency (e.g. binance)
Necessary for exchanges which charge fees in base currency (e.g. binance)
"""
order_amount = order['amount']
# Only run for closed orders
if trade.fee_open == 0 or not order['status'] == 'open':
return order_amount
trades = exchange.get_trades_for_order(
order.open_order_id, order.pair, order.open_date)
# use fee from order-dict if possible
if order['fee']:
if trade.pair.startswith(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
trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date)
if len(trades) == 0:
raise OperationalException("get_real_amount: no trade found")
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
return order_amount
amount = 0
fee_abs = 0
for trade in trades:
amount += trade["amount"]
if "fee" in trade:
for exectrade in trades:
amount += exectrade['amount']
if "fee" in exectrade:
# only applies if fee is in quote currency!
if order.pair.startswith(trade["fee"]["currency"]):
fee_abs += trade["fee"]["cost"]
if trade.pair.startswith(exectrade['fee']['currency']):
fee_abs += exectrade['fee']['cost']
if amount != order.amount:
logger.warning("amount {} does not match amount {}".format(amount, order.amount))
if amount != order_amount:
logger.warning("amount {} does not match amount {}".format(amount, trade.amount))
raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
if fee_abs != 0:
logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format(
trade, order['amount'], real_amount))
return real_amount
def handle_trade(self, trade: Trade) -> bool: