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Use filled before amount for order data

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closes #3579
This commit is contained in:
Matthias 2020-07-15 21:02:31 +02:00
parent 98f2e79f27
commit de46744aa9
4 changed files with 9 additions and 8 deletions
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1
freqtrade/exchange/exchange.py
View File

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

11
freqtrade/freqtradebot.py
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@ -20,7 +20,7 @@ from freqtrade.edge import Edge
from freqtrade.exceptions import (DependencyException, ExchangeError, from freqtrade.exceptions import (DependencyException, ExchangeError,
InvalidOrderException, PricingError) InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date 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.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -553,14 +553,14 @@ class FreqtradeBot:
order['filled'], order['amount'], order['remaining'] order['filled'], order['amount'], order['remaining']
) )
stake_amount = order['cost'] stake_amount = order['cost']
amount = order['amount'] amount = order['filled']
buy_limit_filled_price = order['price'] buy_limit_filled_price = order['price']
order_id = None order_id = None
# in case of FOK the order may be filled immediately and fully # in case of FOK the order may be filled immediately and fully
elif order_status == 'closed': elif order_status == 'closed':
stake_amount = order['cost'] stake_amount = order['cost']
amount = order['amount'] amount = safe_value_fallback(order, 'filled', 'amount')
buy_limit_filled_price = order['price'] buy_limit_filled_price = order['price']
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL # 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 update amount (binance-fix)
try: try:
new_amount = self.get_real_amount(trade, order, order_amount) 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['amount'] = new_amount
order.pop('filled', None) order.pop('filled', None)
trade.recalc_open_trade_price() trade.recalc_open_trade_price()
@ -1295,7 +1296,7 @@ class FreqtradeBot:
""" """
# Init variables # Init variables
if order_amount is None: if order_amount is None:
order_amount = order['amount'] order_amount = safe_value_fallback(order, 'filled', 'amount')
# Only run for closed orders # Only run for closed orders
if trade.fee_updated(order.get('side', '')) or order['status'] == 'open': if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
return order_amount return order_amount

3
freqtrade/persistence.py
View File

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