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Amount to precision has _amount_to_contract_size in it

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Sam Germain 2021-11-17 07:48:07 -06:00
parent ee63f12236
commit e10ceb2362
1 changed files with 12 additions and 10 deletions
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22
freqtrade/exchange/exchange.py
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@ -587,6 +587,7 @@ class Exchange:
Re-implementation of ccxt internal methods - ensuring we can test the result is correct Re-implementation of ccxt internal methods - ensuring we can test the result is correct
based on our definitions. based on our definitions.
""" """
amount = self._amount_to_contract_size(pair, amount)
if self.markets[pair]['precision']['amount']: if self.markets[pair]['precision']['amount']:
amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE, amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
precision=self.markets[pair]['precision']['amount'], precision=self.markets[pair]['precision']['amount'],
@ -649,9 +650,11 @@ class Exchange:
if ('amount' in limits and 'min' in limits['amount'] if ('amount' in limits and 'min' in limits['amount']
and limits['amount']['min'] is not None): and limits['amount']['min'] is not None):
self._contract_size_to_amount( min_stake_amounts.append(
pair, self._contract_size_to_amount(
min_stake_amounts.append(limits['amount']['min'] * price) pair,
limits['amount']['min'] * price
)
) )
if not min_stake_amounts: if not min_stake_amounts:
@ -688,7 +691,7 @@ class Exchange:
def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, leverage: float, params: Dict = {}) -> Dict[str, Any]: rate: float, leverage: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{datetime.now().timestamp()}' order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
_amount = self.amount_to_precision(pair, amount) _amount = self._contract_size_to_amount(pair, self.amount_to_precision(pair, amount))
dry_order: Dict[str, Any] = { dry_order: Dict[str, Any] = {
'id': order_id, 'id': order_id,
'symbol': pair, 'symbol': pair,
@ -840,15 +843,15 @@ class Exchange:
def _amount_to_contract_size(self, pair: str, amount: float): def _amount_to_contract_size(self, pair: str, amount: float):
if ('contractSize' in self._api.markets[pair]): if ('contractSize' in self.markets[pair]):
return amount / self._api.markets[pair]['contractSize'] return amount / self.markets[pair]['contractSize']
else: else:
return amount return amount
def _contract_size_to_amount(self, pair: str, amount: float): def _contract_size_to_amount(self, pair: str, amount: float):
if ('contractSize' in self._api.markets[pair]): if ('contractSize' in self.markets[pair]):
return amount * self._api.markets[pair]['contractSize'] return amount * self.markets[pair]['contractSize']
else: else:
return amount return amount
@ -869,7 +872,6 @@ class Exchange:
rate_for_order = self.price_to_precision(pair, rate) if needs_price else None rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
self._lev_prep(pair, leverage) self._lev_prep(pair, leverage)
amount = self._amount_to_contract_size(pair, amount)
order = self._api.create_order( order = self._api.create_order(
pair, pair,
ordertype, ordertype,
@ -1269,7 +1271,7 @@ class Exchange:
# validate that markets are loaded before trying to get fee # validate that markets are loaded before trying to get fee
if self._api.markets is None or len(self._api.markets) == 0: if self._api.markets is None or len(self._api.markets) == 0:
self._api.load_markets() self._api.load_markets()
# TODO-lev: Convert this amount to contract size?
return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate'] price=price, takerOrMaker=taker_or_maker)['rate']
except ccxt.DDoSProtection as e: except ccxt.DDoSProtection as e: