From eb996a152a099e8424c0459da18daa6178a51579 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 May 2022 18:03:45 +0200
Subject: [PATCH] Fix fee handling for futures trades

---
 freqtrade/exchange/exchange.py  |  7 +++++--
 tests/exchange/test_exchange.py | 24 ++++++++++++++++++------
 2 files changed, 23 insertions(+), 8 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2ed10ee7a..08bdab265 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1613,7 +1613,9 @@ class Exchange:
                 order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
         elif fee_curr in self.get_pair_quote_currency(order['symbol']):
             # Quote currency - divide by cost
-            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
+            return round(self._contracts_to_amount(
+                order['symbol'], order['fee']['cost']) / order['cost'],
+                8) if order['cost'] else None
         else:
             # If Fee currency is a different currency
             if not order['cost']:
@@ -1628,7 +1630,8 @@ class Exchange:
                 fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
                 if not fee_to_quote_rate:
                     return None
-            return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            return round((self._contracts_to_amount(
+                order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
 
     def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
         """
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 31311cc38..1368bcb85 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -4165,7 +4165,10 @@ def test__order_contracts_to_amount(
             'cost': 60.0,
             'filled': None,
             'remaining': 30.0,
-            'fee': 0.06,
+            'fee': {
+                'currency': 'USDT',
+                'cost': 0.06,
+            },
             'fees': [{
                 'currency': 'USDT',
                 'cost': 0.06,
@@ -4192,7 +4195,10 @@ def test__order_contracts_to_amount(
             'cost': 80.0,
             'filled': None,
             'remaining': 40.0,
-            'fee': 0.08,
+            'fee': {
+                'currency': 'USDT',
+                'cost': 0.08,
+            },
             'fees': [{
                 'currency': 'USDT',
                 'cost': 0.08,
@@ -4226,12 +4232,18 @@ def test__order_contracts_to_amount(
             'info': {},
         },
     ]
+    order1_bef = orders[0]
+    order2_bef = orders[1]
+    order1 = exchange._order_contracts_to_amount(deepcopy(order1_bef))
+    order2 = exchange._order_contracts_to_amount(deepcopy(order2_bef))
+    assert order1['amount'] == order1_bef['amount'] * contract_size
+    assert order1['cost'] == order1_bef['cost'] * contract_size
 
-    order1 = exchange._order_contracts_to_amount(orders[0])
-    order2 = exchange._order_contracts_to_amount(orders[1])
+    assert order2['amount'] == order2_bef['amount'] * contract_size
+    assert order2['cost'] == order2_bef['cost'] * contract_size
+
+    # Don't fail
     exchange._order_contracts_to_amount(orders[2])
-    assert order1['amount'] == 30.0 * contract_size
-    assert order2['amount'] == 40.0 * contract_size
 
 
 @pytest.mark.parametrize('pair,contract_size,trading_mode', [