Arrange common section for update trade state methods
This commit is contained in:
parent
21418e2988
commit
e89fa44680
@ -183,7 +183,7 @@ class FreqtradeBot:
|
||||
return max(0, self.config['max_open_trades'] - open_trades)
|
||||
|
||||
#
|
||||
# BUY / enter positions / open trades part
|
||||
# BUY / enter positions / open trades logic and methods
|
||||
#
|
||||
|
||||
def enter_positions(self) -> int:
|
||||
@ -499,7 +499,7 @@ class FreqtradeBot:
|
||||
return True
|
||||
|
||||
#
|
||||
# SELL / exit positions / close trades part
|
||||
# SELL / exit positions / close trades logic and methods
|
||||
#
|
||||
|
||||
def exit_positions(self, trades: List[Any]) -> int:
|
||||
@ -528,87 +528,6 @@ class FreqtradeBot:
|
||||
|
||||
return trades_closed
|
||||
|
||||
def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
|
||||
"""
|
||||
Get real amount for the trade
|
||||
Necessary for exchanges which charge fees in base currency (e.g. binance)
|
||||
"""
|
||||
if order_amount is None:
|
||||
order_amount = order['amount']
|
||||
# Only run for closed orders
|
||||
if trade.fee_open == 0 or order['status'] == 'open':
|
||||
return order_amount
|
||||
|
||||
# use fee from order-dict if possible
|
||||
if ('fee' in order and order['fee'] is not None and
|
||||
(order['fee'].keys() >= {'currency', 'cost'})):
|
||||
if (order['fee']['currency'] is not None and
|
||||
order['fee']['cost'] is not None and
|
||||
trade.pair.startswith(order['fee']['currency'])):
|
||||
new_amount = order_amount - order['fee']['cost']
|
||||
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
|
||||
trade, order['amount'], new_amount)
|
||||
return new_amount
|
||||
|
||||
# Fallback to Trades
|
||||
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
|
||||
trade.open_date)
|
||||
|
||||
if len(trades) == 0:
|
||||
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
|
||||
return order_amount
|
||||
amount = 0
|
||||
fee_abs = 0
|
||||
for exectrade in trades:
|
||||
amount += exectrade['amount']
|
||||
if ("fee" in exectrade and exectrade['fee'] is not None and
|
||||
(exectrade['fee'].keys() >= {'currency', 'cost'})):
|
||||
# only applies if fee is in quote currency!
|
||||
if (exectrade['fee']['currency'] is not None and
|
||||
exectrade['fee']['cost'] is not None and
|
||||
trade.pair.startswith(exectrade['fee']['currency'])):
|
||||
fee_abs += exectrade['fee']['cost']
|
||||
|
||||
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
|
||||
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
|
||||
raise DependencyException("Half bought? Amounts don't match")
|
||||
real_amount = amount - fee_abs
|
||||
if fee_abs != 0:
|
||||
logger.info(f"Applying fee on amount for {trade} "
|
||||
f"(from {order_amount} to {real_amount}) from Trades")
|
||||
return real_amount
|
||||
|
||||
def update_trade_state(self, trade, action_order: dict = None):
|
||||
"""
|
||||
Checks trades with open orders and updates the amount if necessary
|
||||
"""
|
||||
# Get order details for actual price per unit
|
||||
if trade.open_order_id:
|
||||
# Update trade with order values
|
||||
logger.info('Found open order for %s', trade)
|
||||
try:
|
||||
order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
|
||||
except InvalidOrderException as exception:
|
||||
logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
|
||||
return
|
||||
# Try update amount (binance-fix)
|
||||
try:
|
||||
new_amount = self.get_real_amount(trade, order)
|
||||
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
|
||||
order['amount'] = new_amount
|
||||
# Fee was applied, so set to 0
|
||||
trade.fee_open = 0
|
||||
trade.recalc_open_trade_price()
|
||||
|
||||
except DependencyException as exception:
|
||||
logger.warning("Could not update trade amount: %s", exception)
|
||||
|
||||
trade.update(order)
|
||||
|
||||
# Updating wallets when order is closed
|
||||
if not trade.is_open:
|
||||
self.wallets.update()
|
||||
|
||||
def get_sell_rate(self, pair: str, refresh: bool) -> float:
|
||||
"""
|
||||
Get sell rate - either using get-ticker bid or first bid based on orderbook
|
||||
@ -1047,3 +966,88 @@ class FreqtradeBot:
|
||||
|
||||
# Send the message
|
||||
self.rpc.send_msg(msg)
|
||||
|
||||
#
|
||||
# Common update trade state methods
|
||||
#
|
||||
|
||||
def update_trade_state(self, trade, action_order: dict = None):
|
||||
"""
|
||||
Checks trades with open orders and updates the amount if necessary
|
||||
"""
|
||||
# Get order details for actual price per unit
|
||||
if trade.open_order_id:
|
||||
# Update trade with order values
|
||||
logger.info('Found open order for %s', trade)
|
||||
try:
|
||||
order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
|
||||
except InvalidOrderException as exception:
|
||||
logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
|
||||
return
|
||||
# Try update amount (binance-fix)
|
||||
try:
|
||||
new_amount = self.get_real_amount(trade, order)
|
||||
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
|
||||
order['amount'] = new_amount
|
||||
# Fee was applied, so set to 0
|
||||
trade.fee_open = 0
|
||||
trade.recalc_open_trade_price()
|
||||
|
||||
except DependencyException as exception:
|
||||
logger.warning("Could not update trade amount: %s", exception)
|
||||
|
||||
trade.update(order)
|
||||
|
||||
# Updating wallets when order is closed
|
||||
if not trade.is_open:
|
||||
self.wallets.update()
|
||||
|
||||
def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
|
||||
"""
|
||||
Get real amount for the trade
|
||||
Necessary for exchanges which charge fees in base currency (e.g. binance)
|
||||
"""
|
||||
if order_amount is None:
|
||||
order_amount = order['amount']
|
||||
# Only run for closed orders
|
||||
if trade.fee_open == 0 or order['status'] == 'open':
|
||||
return order_amount
|
||||
|
||||
# use fee from order-dict if possible
|
||||
if ('fee' in order and order['fee'] is not None and
|
||||
(order['fee'].keys() >= {'currency', 'cost'})):
|
||||
if (order['fee']['currency'] is not None and
|
||||
order['fee']['cost'] is not None and
|
||||
trade.pair.startswith(order['fee']['currency'])):
|
||||
new_amount = order_amount - order['fee']['cost']
|
||||
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
|
||||
trade, order['amount'], new_amount)
|
||||
return new_amount
|
||||
|
||||
# Fallback to Trades
|
||||
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
|
||||
trade.open_date)
|
||||
|
||||
if len(trades) == 0:
|
||||
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
|
||||
return order_amount
|
||||
amount = 0
|
||||
fee_abs = 0
|
||||
for exectrade in trades:
|
||||
amount += exectrade['amount']
|
||||
if ("fee" in exectrade and exectrade['fee'] is not None and
|
||||
(exectrade['fee'].keys() >= {'currency', 'cost'})):
|
||||
# only applies if fee is in quote currency!
|
||||
if (exectrade['fee']['currency'] is not None and
|
||||
exectrade['fee']['cost'] is not None and
|
||||
trade.pair.startswith(exectrade['fee']['currency'])):
|
||||
fee_abs += exectrade['fee']['cost']
|
||||
|
||||
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
|
||||
logger.warning(f"Amount {amount} does not match amount {trade.amount}")
|
||||
raise DependencyException("Half bought? Amounts don't match")
|
||||
real_amount = amount - fee_abs
|
||||
if fee_abs != 0:
|
||||
logger.info(f"Applying fee on amount for {trade} "
|
||||
f"(from {order_amount} to {real_amount}) from Trades")
|
||||
return real_amount
|
||||
|
Loading…
Reference in New Issue
Block a user