Use filled before amount for order data

closes #3579

freqtrade/exchange/exchange.py

@@ -1167,7 +1167,6 @@ class Exchange:
         return (order['fee']['cost'],
                 order['fee']['currency'],
                 self.calculate_fee_rate(order))
-        # calculate rate ? (order['fee']['cost'] / (order['amount'] * order['price']))
 
 
 def is_exchange_bad(exchange_name: str) -> bool:

freqtrade/freqtradebot.py

@@ -20,7 +20,7 @@ from freqtrade.edge import Edge
 from freqtrade.exceptions import (DependencyException, ExchangeError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
-from freqtrade.misc import safe_value_fallback2
+from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -553,14 +553,14 @@ class FreqtradeBot:
                                order['filled'], order['amount'], order['remaining']
                                )
                 stake_amount = order['cost']
-                amount = order['amount']
+                amount = order['filled']
                 buy_limit_filled_price = order['price']
                 order_id = None
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
             stake_amount = order['cost']
-            amount = order['amount']
+            amount = safe_value_fallback(order, 'filled', 'amount')
             buy_limit_filled_price = order['price']
 
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
@@ -1249,7 +1249,8 @@ class FreqtradeBot:
         # Try update amount (binance-fix)
         try:
             new_amount = self.get_real_amount(trade, order, order_amount)
-            if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
+            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)
                 trade.recalc_open_trade_price()
@@ -1295,7 +1296,7 @@ class FreqtradeBot:
         """
         # Init variables
         if order_amount is None:
-            order_amount = order['amount']
+            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

freqtrade/persistence.py

@@ -17,6 +17,7 @@ from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
+from freqtrade.misc import safe_value_fallback
 
 logger = logging.getLogger(__name__)
 
@@ -376,7 +377,7 @@ class Trade(_DECL_BASE):
         if order_type in ('market', 'limit') and order['side'] == 'buy':
             # Update open rate and actual amount
             self.open_rate = Decimal(order['price'])
-            self.amount = Decimal(order.get('filled', order['amount']))
+            self.amount = Decimal(safe_value_fallback(order, 'filled', 'amount'))
             self.recalc_open_trade_price()
             logger.info('%s_BUY has been fulfilled for %s.', order_type.upper(), self)
             self.open_order_id = None

tests/rpc/test_rpc_telegram.py

@@ -691,7 +691,7 @@ def test_reload_config_handle(default_conf, update, mocker) -> None:
 
 
 def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
-                          ticker_sell_up, mocker) -> None:
+                                   ticker_sell_up, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())