Merge pull request #623 from xmatthias/cxxt_obj_sellfix
[cxxt][1/2] fix fee calculation in binance
This commit is contained in:
commit
ecaf6b763c
@ -3,6 +3,7 @@
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import logging
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from random import randint
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from typing import List, Dict, Any, Optional
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from datetime import datetime
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import ccxt
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import arrow
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@ -133,7 +134,8 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
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'side': 'buy',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed'
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'status': 'closed',
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'fee': None
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}
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return {'id': order_id}
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@ -313,6 +315,25 @@ def get_order(order_id: str, pair: str) -> Dict:
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raise OperationalException(e)
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def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
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if _CONF['dry_run']:
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return []
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if not exchange_has('fetchMyTrades'):
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return []
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try:
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my_trades = _API.fetch_my_trades(pair, since.timestamp())
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matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
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return matched_trades
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get trades due to networking error. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def get_pair_detail_url(pair: str) -> str:
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try:
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url_base = _API.urls.get('www')
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@ -351,3 +372,13 @@ def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
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return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
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price=price, takerOrMaker=taker_or_maker)['rate']
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def get_amount_lots(pair: str, amount: float) -> float:
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"""
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get buyable amount rounding, ..
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"""
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# validate that markets are loaded before trying to get fee
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if not _API.markets:
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_API.load_markets()
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return _API.amount_to_lots(pair, amount)
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@ -287,7 +287,7 @@ class FreqtradeBot(object):
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if not whitelist:
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raise DependencyException('No currency pairs in whitelist')
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# Pick pair based on StochRSI buy signals
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# Pick pair based on buy signals
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for _pair in whitelist:
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(buy, sell) = self.analyze.get_signal(_pair, interval)
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if buy and not sell:
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@ -323,11 +323,13 @@ class FreqtradeBot(object):
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)
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)
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# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
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fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
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trade = Trade(
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pair=pair,
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stake_amount=stake_amount,
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amount=amount,
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fee=exchange.get_fee(taker_or_maker='maker'),
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fee_open=fee,
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fee_close=fee,
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open_rate=buy_limit,
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open_date=datetime.utcnow(),
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exchange=exchange.get_id(),
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@ -362,13 +364,67 @@ class FreqtradeBot(object):
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Found open order for %s', trade)
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trade.update(exchange.get_order(trade.open_order_id, trade.pair))
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order = exchange.get_order(trade.open_order_id, trade.pair)
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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if order['amount'] != new_amount:
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order['amount'] = new_amount
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# Fee was applied, so set to 0
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trade.fee_open = 0
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except OperationalException as exception:
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logger.warning("could not update trade amount: %s", exception)
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trade.update(order)
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if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
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return self.handle_trade(trade)
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return False
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def get_real_amount(self, trade: Trade, order: Dict) -> float:
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"""
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Get real amount for the trade
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Necessary for exchanges which charge fees in base currency (e.g. binance)
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"""
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order_amount = order['amount']
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# Only run for closed orders
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if trade.fee_open == 0 or order['status'] == 'open':
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return order_amount
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# use fee from order-dict if possible
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if 'fee' in order and order['fee']:
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if trade.pair.startswith(order['fee']['currency']):
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new_amount = order_amount - order['fee']['cost']
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logger.info("Applying fee on amount for %s (from %s to %s) from Order",
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trade, order['amount'], new_amount)
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return new_amount
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# Fallback to Trades
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trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date)
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if len(trades) == 0:
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logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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return order_amount
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amount = 0
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fee_abs = 0
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for exectrade in trades:
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amount += exectrade['amount']
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if "fee" in exectrade:
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# only applies if fee is in quote currency!
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if trade.pair.startswith(exectrade['fee']['currency']):
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fee_abs += exectrade['fee']['cost']
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if amount != order_amount:
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logger.warning("amount {} does not match amount {}".format(amount, trade.amount))
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raise OperationalException("Half bought? Amounts don't match")
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real_amount = amount - fee_abs
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if fee_abs != 0:
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logger.info("Applying fee on amount for {} (from {} to {}) from Trades".format(
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trade, order['amount'], real_amount))
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return real_amount
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def handle_trade(self, trade: Trade) -> bool:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
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@ -113,12 +113,14 @@ class Backtesting(object):
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stake_amount = args['stake_amount']
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max_open_trades = args.get('max_open_trades', 0)
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fee = exchange.get_fee()
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trade = Trade(
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open_rate=buy_row.close,
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open_date=buy_row.date,
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stake_amount=stake_amount,
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amount=stake_amount / buy_row.open,
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fee=exchange.get_fee()
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fee_open=fee,
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fee_close=fee
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)
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# calculate win/lose forwards from buy point
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@ -85,7 +85,8 @@ class Trade(_DECL_BASE):
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exchange = Column(String, nullable=False)
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pair = Column(String, nullable=False)
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is_open = Column(Boolean, nullable=False, default=True)
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fee = Column(Float, nullable=False, default=0.0)
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fee_open = Column(Float, nullable=False, default=0.0)
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fee_close = Column(Float, nullable=False, default=0.0)
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open_rate = Column(Float)
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close_rate = Column(Float)
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close_profit = Column(Float)
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@ -156,7 +157,7 @@ class Trade(_DECL_BASE):
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getcontext().prec = 8
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buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
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fees = buy_trade * Decimal(fee or self.fee)
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fees = buy_trade * Decimal(fee or self.fee_open)
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return float(buy_trade + fees)
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def calc_close_trade_price(
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@ -177,7 +178,7 @@ class Trade(_DECL_BASE):
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return 0.0
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sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
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fees = sell_trade * Decimal(fee or self.fee)
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fees = sell_trade * Decimal(fee or self.fee_close)
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return float(sell_trade - fees)
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def calc_profit(
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@ -195,7 +196,7 @@ class Trade(_DECL_BASE):
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open_trade_price = self.calc_open_trade_price()
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close_trade_price = self.calc_close_trade_price(
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rate=(rate or self.close_rate),
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fee=(fee or self.fee)
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fee=(fee or self.fee_close)
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)
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return float("{0:.8f}".format(close_trade_price - open_trade_price))
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@ -215,7 +216,7 @@ class Trade(_DECL_BASE):
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open_trade_price = self.calc_open_trade_price()
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close_trade_price = self.calc_close_trade_price(
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rate=(rate or self.close_rate),
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fee=(fee or self.fee)
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fee=(fee or self.fee_close)
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)
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return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))
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@ -208,7 +208,7 @@ def markets_empty():
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return MagicMock(return_value=[])
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@pytest.fixture
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@pytest.fixture(scope='function')
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def limit_buy_order():
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return {
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'id': 'mocked_limit_buy',
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@ -499,3 +499,90 @@ def result():
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# that inserts a trade of some type and open-status
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# return the open-order-id
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# See tests in rpc/main that could use this
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@pytest.fixture(scope="function")
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def trades_for_order():
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return [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 8.0,
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'fee': {'cost': 0.008, 'currency': 'LTC'}}]
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@pytest.fixture(scope="function")
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def trades_for_order2():
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return [{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 4.0,
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'fee': {'cost': 0.004, 'currency': 'LTC'}},
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{'info': {'id': 34567,
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'orderId': 123456,
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'price': '0.24544100',
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'qty': '8.00000000',
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'commission': '0.00800000',
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'commissionAsset': 'LTC',
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'time': 1521663363189,
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'isBuyer': True,
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'isMaker': False,
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'isBestMatch': True},
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'timestamp': 1521663363189,
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'datetime': '2018-03-21T20:16:03.189Z',
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'symbol': 'LTC/ETH',
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'id': '34567',
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'order': '123456',
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'type': None,
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'side': 'buy',
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'price': 0.245441,
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'cost': 1.963528,
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'amount': 4.0,
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'fee': {'cost': 0.004, 'currency': 'LTC'}}]
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@pytest.fixture
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def buy_order_fee():
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return {
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'id': 'mocked_limit_buy_old',
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
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'price': 0.245441,
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'amount': 8.0,
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'remaining': 90.99181073,
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'status': 'closed',
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'fee': None
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}
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@ -9,8 +9,9 @@ import ccxt
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import pytest
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from freqtrade import OperationalException, DependencyException, NetworkException
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from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee, get_id, get_pair_detail_url
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from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
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get_id, get_pair_detail_url, get_amount_lots)
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import freqtrade.exchange as exchange
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from freqtrade.tests.conftest import log_has
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@ -499,3 +500,10 @@ def test_get_fee(default_conf, mocker):
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})
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert get_fee() == 0.025
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def test_get_amount_lots(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.amount_to_lots = MagicMock(return_value=1.0)
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert get_amount_lots('LTC/BTC', 1.54) == 1
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@ -568,18 +568,30 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No
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log_has('Unable to create trade:', caplog.record_tuples)
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def test_process_maybe_execute_sell(mocker, default_conf) -> None:
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def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
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"""
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Test process_maybe_execute_sell() method
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
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mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1)
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mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
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mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[])
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
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return_value=limit_buy_order['amount'])
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trade = MagicMock()
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trade.open_order_id = '123'
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trade.open_fee = 0.001
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assert not freqtrade.process_maybe_execute_sell(trade)
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# Test amount not modified by fee-logic
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assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
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trade), caplog.record_tuples)
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
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# test amount modified by fee-logic
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assert not freqtrade.process_maybe_execute_sell(trade)
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trade.is_open = True
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trade.open_order_id = None
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# Assert we call handle_trade() if trade is feasible for execution
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@ -812,7 +824,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
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exchange='bittrex',
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open_order_id='123456789',
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amount=90.99181073,
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fee=0.0,
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fee_open=0.0,
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fee_close=0.0,
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stake_amount=1,
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open_date=arrow.utcnow().shift(minutes=-601).datetime,
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is_open=True
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@ -851,7 +864,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
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exchange='bittrex',
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open_order_id='123456789',
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amount=90.99181073,
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fee=0.0,
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fee_open=0.0,
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fee_close=0.0,
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stake_amount=1,
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open_date=arrow.utcnow().shift(hours=-5).datetime,
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close_date=arrow.utcnow().shift(minutes=-601).datetime,
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@ -890,7 +904,8 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
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exchange='bittrex',
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open_order_id='123456789',
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amount=90.99181073,
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fee=0.0,
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fee_open=0.0,
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fee_close=0.0,
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stake_amount=1,
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open_date=arrow.utcnow().shift(minutes=-601).datetime,
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is_open=True
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@ -937,7 +952,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
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exchange='bittrex',
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open_order_id='123456789',
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amount=90.99181073,
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fee=0.0,
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fee_open=0.0,
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fee_close=0.0,
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stake_amount=1,
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open_date=arrow.utcnow().shift(minutes=-601).datetime,
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is_open=True
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@ -1299,3 +1315,161 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
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trade.update(limit_buy_order)
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patch_get_signal(mocker, value=(False, True))
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assert freqtrade.handle_trade(trade) is True
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def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
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"""
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Test get_real_amount - fee in quote currency
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"""
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mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fee in quote currency
|
||||
"""
|
||||
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
amount = buy_order_fee['amount']
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount - fees in Stake currency
|
||||
"""
|
||||
trades_for_order[0]['fee']['currency'] = 'ETH'
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
|
||||
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
|
||||
"""
|
||||
Test get_real_amount - Fees in BNB
|
||||
"""
|
||||
|
||||
trades_for_order[0]['fee']['currency'] = 'BNB'
|
||||
trades_for_order[0]['fee']['cost'] = 0.00094518
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount does not change
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
||||
|
||||
|
||||
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount with split trades (multiple trades for this order)
|
||||
"""
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
|
||||
amount = float(sum(x['amount'] for x in trades_for_order2))
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
||||
"""
|
||||
Test get_real_amount with split trades (multiple trades for this order)
|
||||
"""
|
||||
limit_buy_order = deepcopy(buy_order_fee)
|
||||
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
|
||||
|
||||
patch_get_signal(mocker)
|
||||
patch_RPCManager(mocker)
|
||||
patch_coinmarketcap(mocker)
|
||||
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
amount = float(sum(x['amount'] for x in trades_for_order))
|
||||
trade = Trade(
|
||||
pair='LTC/ETH',
|
||||
amount=amount,
|
||||
exchange='binance',
|
||||
open_rate=0.245441,
|
||||
open_order_id="123456"
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
||||
# Amount is reduced by "fee"
|
||||
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
|
||||
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
||||
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
|
||||
caplog.record_tuples)
|
||||
|
@ -126,7 +126,8 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
assert trade.open_order_id is None
|
||||
@ -154,7 +155,8 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
@ -177,7 +179,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
@ -191,7 +194,8 @@ def test_update_open_order(limit_buy_order):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=1.00,
|
||||
fee=0.1,
|
||||
fee_open=0.1,
|
||||
fee_close=0.1,
|
||||
exchange='bittrex',
|
||||
)
|
||||
|
||||
@ -214,7 +218,8 @@ def test_update_invalid_order(limit_buy_order):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=1.00,
|
||||
fee=0.1,
|
||||
fee_open=0.1,
|
||||
fee_close=0.1,
|
||||
exchange='bittrex',
|
||||
)
|
||||
limit_buy_order['type'] = 'invalid'
|
||||
@ -227,7 +232,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'open_trade'
|
||||
@ -245,7 +251,8 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'close_trade'
|
||||
@ -267,7 +274,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'profit_percent'
|
||||
@ -298,7 +306,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
exchange='bittrex',
|
||||
)
|
||||
trade.open_order_id = 'profit_percent'
|
||||
@ -326,7 +335,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
||||
pair='ETH/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='dry_run_buy_12345'
|
||||
@ -337,7 +347,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
||||
pair='ETC/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='dry_run_sell_12345'
|
||||
@ -349,7 +360,8 @@ def test_clean_dry_run_db(default_conf, fee):
|
||||
pair='ETC/BTC',
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
fee=fee.return_value,
|
||||
fee_open=fee.return_value,
|
||||
fee_close=fee.return_value,
|
||||
open_rate=0.123,
|
||||
exchange='bittrex',
|
||||
open_order_id='prod_buy_12345'
|
||||
|
Loading…
Reference in New Issue
Block a user