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Simplify base fee handling

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This commit is contained in:
Matthias
2022-08-30 20:46:06 +02:00
parent 50e2808667
commit c9aa09ec89
2 changed files with 43 additions and 45 deletions
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32
freqtrade/freqtradebot.py
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@@ -1778,7 +1778,7 @@ class FreqtradeBot(LoggingMixin):
self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
amount: float, fee_abs: float) -> float:
amount: float, fee_abs: float) -> Optional[float]:
"""
Applies the fee to amount (either from Order or from Trades).
Can eat into dust if more than the required asset is available.
@@ -1791,35 +1791,32 @@ class FreqtradeBot(LoggingMixin):
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
logger.info(f"Applying fee on amount for {trade}, fee={fee_abs}.")
return fee_abs
return None
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order, order_obj)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order_obj.ft_fee_base = trade.amount - new_amount
fee_abs = self.get_real_amount(trade, order, order_obj)
if fee_abs is not None:
order_obj.ft_fee_base = fee_abs
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> Optional[float]:
"""
Detect and update trade fee.
Calls trade.update_fee() upon 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
:return: Absolute fee to apply for this order or None
"""
# Init variables
order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders
if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
return order_amount
return None
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
@@ -1837,12 +1834,12 @@ class FreqtradeBot(LoggingMixin):
# Apply fee to amount
return self.apply_fee_conditional(trade, trade_base_currency,
amount=order_amount, fee_abs=fee_cost)
return order_amount
return None
return self.fee_detection_from_trades(
trade, order, order_obj, order_amount, order.get('trades', []))
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
order_amount: float, trades: List) -> float:
order_amount: float, trades: List) -> Optional[float]:
"""
fee-detection fallback to Trades.
Either uses provided trades list or the result of fetch_my_trades to get correct fee.
@@ -1853,7 +1850,7 @@ class FreqtradeBot(LoggingMixin):
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
return order_amount
return None
fee_currency = None
amount = 0
fee_abs = 0.0
@@ -1897,8 +1894,7 @@ class FreqtradeBot(LoggingMixin):
if fee_abs != 0:
return self.apply_fee_conditional(trade, trade_base_currency,
amount=amount, fee_abs=fee_abs)
else:
return amount
return None
def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
"""