Orders should also store fee if in receiving currency

This commit is contained in:
Matthias 2022-02-20 14:21:22 +01:00
parent e9f451406c
commit db540dc990
3 changed files with 27 additions and 9 deletions

View File

@ -1357,8 +1357,8 @@ class FreqtradeBot(LoggingMixin):
# Handling of this will happen in check_handle_timedout.
return True
order = self.handle_order_fee(trade, order)
order_obj = trade.select_order_by_order_id(order_id)
order = self.handle_order_fee(trade, order_obj, order)
if not order_obj:
# TODO: this can't happen!
raise OperationalException(f"order-obj for {order_id} not found!")
@ -1415,14 +1415,16 @@ class FreqtradeBot(LoggingMixin):
return real_amount
return amount
def handle_order_fee(self, trade: Trade, order: Dict[str, Any]) -> Dict[str, Any]:
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> Dict[str, Any]:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order['amount'] = new_amount
order.pop('filled', None)
# TODO: ??
# order['amount'] = new_amount
order_obj.ft_fee_base = trade.amount - new_amount
# order.pop('filled', None)
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
return order

View File

@ -132,6 +132,8 @@ class Order(_DECL_BASE):
order_filled_date = Column(DateTime, nullable=True)
order_update_date = Column(DateTime, nullable=True)
ft_fee_base = Column(Float, nullable=True)
@property
def order_date_utc(self) -> datetime:
""" Order-date with UTC timezoneinfo"""
@ -143,7 +145,15 @@ class Order(_DECL_BASE):
@property
def safe_filled(self) -> float:
return self.filled or self.amount
return self.filled or self.amount or 0.0
@property
def safe_fee_base(self) -> float:
return self.ft_fee_base or 0.0
@property
def safe_amount_after_fee(self) -> float:
return self.safe_filled - self.safe_fee_base
def __repr__(self):
@ -477,7 +487,7 @@ class LocalTrade():
if order.ft_order_side == 'buy':
# Update open rate and actual amount
self.open_rate = order.safe_price
self.amount = order.safe_filled
self.amount = order.safe_amount_after_fee
if self.is_open:
logger.info(f'{order.order_type.upper()}_BUY has been fulfilled for {self}.')
self.open_order_id = None
@ -637,7 +647,7 @@ class LocalTrade():
(o.status not in NON_OPEN_EXCHANGE_STATES)):
continue
tmp_amount = o.amount
tmp_amount = o.safe_amount_after_fee
tmp_price = o.average or o.price
if o.filled is not None:
tmp_amount = o.filled

View File

@ -1729,9 +1729,14 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l
)
freqtrade.update_trade_state(trade, order_id, limit_buy_order_usdt)
assert trade.amount != amount
assert trade.amount == limit_buy_order_usdt['amount']
log_text = r'Applying fee on amount for .*'
if has_rounding_fee:
assert log_has_re(r'Applying fee on amount for .*', caplog)
assert pytest.approx(trade.amount) == 29.992
assert log_has_re(log_text, caplog)
else:
assert pytest.approx(trade.amount) == limit_buy_order_usdt['amount']
assert not log_has_re(log_text, caplog)
def test_update_trade_state_exception(mocker, default_conf_usdt,
@ -2319,6 +2324,7 @@ def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)