refactor get_real_amount

freqtrade/freqtradebot.py

@@ -367,10 +367,7 @@ class FreqtradeBot(object):
             order = exchange.get_order(trade.open_order_id, trade.pair)
             # Try update amount (binance-fix)
             try:
-                # Only run for closed orders
+                new_amount = self.get_real_amount(trade, order)
-                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))
@@ -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(
+        # use fee from order-dict if possible
-            order.open_order_id, order.pair, order.open_date)
+        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:
+        for exectrade in trades:
-            amount += trade["amount"]
+            amount += exectrade['amount']
-            if "fee" in trade:
+            if "fee" in exectrade:
                 # only applies if fee is in quote currency!
-                if order.pair.startswith(trade["fee"]["currency"]):
+                if trade.pair.startswith(exectrade['fee']['currency']):
-                    fee_abs += trade["fee"]["cost"]
+                    fee_abs += exectrade['fee']['cost']
 
-        if amount != order.amount:
+        if amount != order_amount:
-            logger.warning("amount {} does not match amount {}".format(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:

freqtrade/tests/test_freqtradebot.py

@@ -585,14 +585,12 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
     trade.open_fee = 0.001
     assert not freqtrade.process_maybe_execute_sell(trade)
     # Test amount not modified by fee-logic
-    assert not log_has('Updating amount for Trade {} from 90.99181073 to 90.81'.format(trade),
+    assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
-                       caplog.record_tuples)
+                       trade), caplog.record_tuples)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
     # test amount modified by fee-logic
     assert not freqtrade.process_maybe_execute_sell(trade)
-    assert log_has('Updating amount for Trade {} from 90.99181073 to 90.81'.format(trade),
-                   caplog.record_tuples)
 
     trade.is_open = True
     trade.open_order_id = None
@@ -1319,7 +1317,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_get_real_amount_quote(default_conf, trades_for_order, mocker):
+def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
     """
     Test get_real_amount - fee in quote currency
     """
@@ -1335,14 +1333,18 @@ def test_get_real_amount_quote(default_conf, trades_for_order, mocker):
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        open_rate=0.245441,
         open_order_id="123456"
         )
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade) == amount - (amount * 0.001)
+    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',
+                   caplog.record_tuples)
 
 
-def test_get_real_amount_stake(default_conf, trades_for_order, mocker):
+def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
     """
     Test get_real_amount - fees in Stake currency
     """
@@ -1358,14 +1360,15 @@ def test_get_real_amount_stake(default_conf, trades_for_order, mocker):
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        open_rate=0.245441,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
     # Amount does not change
-    assert freqtrade.get_real_amount(trade) == amount
+    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
-def test_get_real_amount_BNB(default_conf, trades_for_order, mocker):
+def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
     """
     Test get_real_amount - Fees in BNB
     """
@@ -1383,14 +1386,15 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, mocker):
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        open_rate=0.245441,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
     # Amount does not change
-    assert freqtrade.get_real_amount(trade) == amount
+    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
-def test_get_real_amount_multi(default_conf, trades_for_order2, mocker):
+def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
     """
     Test get_real_amount with split trades (multiple trades for this order)
     """
@@ -1405,8 +1409,40 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, mocker):
         pair='LTC/ETH',
         amount=amount,
         exchange='binance',
+        open_rate=0.245441,
         open_order_id="123456"
     )
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade) == amount - (amount * 0.001)
+    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',
+                   caplog.record_tuples)
+
+
+def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
+    """
+    Test get_real_amount with split trades (multiple trades for this order)
+    """
+    limit_buy_order = deepcopy(buy_order_fee)
+    limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
+
+    patch_get_signal(mocker)
+    patch_RPCManager(mocker)
+    patch_coinmarketcap(mocker)
+    mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
+    mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
+    amount = float(sum(x['amount'] for x in trades_for_order))
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456"
+    )
+    freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
+    # 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',
+                   caplog.record_tuples)