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exchange/exchange add param taker_or_maker to add_dry_order_fee

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This commit is contained in:
Sam Germain 2022-05-03 22:56:55 -06:00
parent 2705096ce6
commit e8803477df
1 changed files with 39 additions and 5 deletions
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44
freqtrade/exchange/exchange.py
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@ -785,6 +785,26 @@ class Exchange:
# Dry-run methods # Dry-run methods
def taker_or_maker(
self,
order_reason: Literal['entry', 'exit', 'stoploss'], # TODO: stoploss
):
order_type = self._config['order_types'][order_reason]
if order_type == 'market' or order_reason == 'stoploss':
return 'taker'
else:
return (
'maker' if (
(
order_reason == 'entry' and
self._config['entry_pricing']['price_side'] == 'same'
) or (
order_reason == 'exit' and
self._config['exit_pricing']['price_side'] == 'same'
)
) else 'taker'
)
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 = {}, rate: float, leverage: float, params: Dict = {},
stop_loss: bool = False) -> Dict[str, Any]: stop_loss: bool = False) -> Dict[str, Any]:
@ -824,7 +844,7 @@ class Exchange:
'filled': _amount, 'filled': _amount,
'cost': (dry_order['amount'] * average) / leverage 'cost': (dry_order['amount'] * average) / leverage
}) })
dry_order = self.add_dry_order_fee(pair, dry_order) dry_order = self.add_dry_order_fee(pair, dry_order, self.taker_or_maker('entry'))
dry_order = self.check_dry_limit_order_filled(dry_order) dry_order = self.check_dry_limit_order_filled(dry_order)
@ -832,12 +852,17 @@ class Exchange:
# Copy order and close it - so the returned order is open unless it's a market order # Copy order and close it - so the returned order is open unless it's a market order
return dry_order return dry_order
def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]) -> Dict[str, Any]: def add_dry_order_fee(
self,
pair: str,
dry_order: Dict[str, Any],
taker_or_maker: Literal['taker', 'maker'],
) -> Dict[str, Any]:
dry_order.update({ dry_order.update({
'fee': { 'fee': {
'currency': self.get_pair_quote_currency(pair), 'currency': self.get_pair_quote_currency(pair),
'cost': dry_order['cost'] * self.get_fee(pair), 'cost': dry_order['cost'] * self.get_fee(pair, taker_or_maker=taker_or_maker),
'rate': self.get_fee(pair) 'rate': self.get_fee(pair, taker_or_maker=taker_or_maker)
} }
}) })
return dry_order return dry_order
@ -917,7 +942,16 @@ class Exchange:
'filled': order['amount'], 'filled': order['amount'],
'remaining': 0, 'remaining': 0,
}) })
self.add_dry_order_fee(pair, order) enter_long = not order['is_short'] and order['side'] == 'buy'
enter_short = order['is_short'] and order['side'] == 'sell'
entry_or_exit: Literal['entry', 'exit'] = (
'entry' if (enter_short or enter_long) else 'exit'
)
self.add_dry_order_fee(
pair,
order,
self.taker_or_maker(entry_or_exit)
)
return order return order