Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call

Don't call interest_rate and isolated_liq twice

freqtrade/exchange/exchange.py

@@ -789,7 +789,9 @@ class Exchange:
                              rate: float, leverage: float, params: Dict = {},
                              stop_loss: bool = False) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
-        _amount = self.amount_to_precision(pair, amount)
+        # Rounding here must respect to contract sizes
+        _amount = self._contracts_to_amount(
+            pair, self.amount_to_precision(pair, self._amount_to_contracts(pair, amount)))
         dry_order: Dict[str, Any] = {
             'id': order_id,
             'symbol': pair,

freqtrade/freqtradebot.py

@@ -585,7 +585,6 @@ class FreqtradeBot(LoggingMixin):
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
         :param stake_amount: amount of stake-currency for the pair
-        :param leverage: amount of leverage applied to this trade
         :return: True if a buy order is created, false if it fails.
         """
         time_in_force = self.strategy.order_time_in_force['entry']
@@ -664,16 +663,6 @@ class FreqtradeBot(LoggingMixin):
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
-        # TODO: this might be unnecessary, as we're calling it in update_trade_state.
-        isolated_liq = self.exchange.get_liquidation_price(
-            leverage=leverage,
-            pair=pair,
-            amount=amount,
-            open_rate=enter_limit_filled_price,
-            is_short=is_short
-        )
-        interest_rate = self.exchange.get_interest_rate()
-
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
         base_currency = self.exchange.get_pair_base_currency(pair)
@@ -702,8 +691,6 @@ class FreqtradeBot(LoggingMixin):
                 timeframe=timeframe_to_minutes(self.config['timeframe']),
                 leverage=leverage,
                 is_short=is_short,
-                interest_rate=interest_rate,
-                liquidation_price=isolated_liq,
                 trading_mode=self.trading_mode,
                 funding_fees=funding_fees
             )

tests/test_freqtradebot.py

@@ -717,12 +717,12 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     (True, 'spot', 'gateio', None, 0.0, None),
     (False, 'spot', 'okx', None, 0.0, None),
     (True, 'spot', 'okx', None, 0.0, None),
-    (True, 'futures', 'binance', 'isolated', 0.0, 11.89108910891089),
-    (False, 'futures', 'binance', 'isolated', 0.0, 8.070707070707071),
+    (True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518),
+    (False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382),
     (True, 'futures', 'gateio', 'isolated', 0.0, 11.87413417771621),
     (False, 'futures', 'gateio', 'isolated', 0.0, 8.085708510208207),
-    (True, 'futures', 'binance', 'isolated', 0.05, 11.796534653465345),
-    (False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
+    (True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244),
+    (False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781),
     (True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
     (False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
     (True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
@@ -845,6 +845,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade.open_order_id is None
     assert trade.open_rate == 10
     assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+    assert pytest.approx(trade.liquidation_price) == liq_price
 
     # In case of rejected or expired order and partially filled
     order['status'] = 'expired'
@@ -932,8 +933,6 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     assert trade.open_rate_requested == 10
 
     # In case of custom entry price not float type
-    freqtrade.exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
-    freqtrade.exchange.name = exchange_name
     order['status'] = 'open'
     order['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
@@ -946,7 +945,6 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.open_rate_requested == 10
-    assert trade.liquidation_price == liq_price
 
     # In case of too high stake amount