adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Revert price_to_precision to rounding up

Browse Source
This commit is contained in:
Matthias 2020-01-14 20:16:20 +01:00
parent d7957bd791
commit bea4ad8eff
1 changed files with 21 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
freqtrade/exchange/exchange.py
View File

@ -7,6 +7,7 @@ import inspect
import logging
from copy import deepcopy
from datetime import datetime, timezone
from math import ceil
from random import randint
from typing import Any, Dict, List, Optional, Tuple
@ -14,7 +15,7 @@ import arrow
import ccxt
import ccxt.async_support as ccxt_async
from ccxt.base.decimal_to_precision import (ROUND, ROUND_DOWN, ROUND_UP,
TRUNCATE, decimal_to_precision)
TRUNCATE, TICK_SIZE, decimal_to_precision)
from pandas import DataFrame
from freqtrade.data.converter import parse_ticker_dataframe
@ -383,15 +384,27 @@ class Exchange:
def price_to_precision(self, pair, price: float) -> float:
'''
Returns the price buying or selling with to the precision the Exchange accepts
Reimplementation of ccxt internal methods - ensuring we can test the result is correct
based on our definitions.
Returns the price rounded up to the precision the Exchange accepts.
Partial Reimplementation of ccxt internal method decimal_to_precision(),
which does not support rounding up
TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
align with amount_to_precision().
Rounds up
'''
if self.markets[pair]['precision']['price']:
price = float(decimal_to_precision(price, rounding_mode=ROUND,
precision=self.markets[pair]['precision']['price'],
counting_mode=self.precisionMode,
))
# price = float(decimal_to_precision(price, rounding_mode=ROUND,
# precision=self.markets[pair]['precision']['price'],
# counting_mode=self.precisionMode,
# ))
if self.precisionMode == TICK_SIZE:
precision = self.markets[pair]['precision']['price']
missing = price % precision
if missing != 0:
price = price - missing + precision
else:
symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec)
price = ceil(big_price) / pow(10, symbol_prec)
return price
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,