Handle order returns that contain trades directly

binance market orders - and potentially other exchanges

freqtrade/freqtradebot.py

@@ -1381,14 +1381,17 @@ class FreqtradeBot(LoggingMixin):
                     return self.apply_fee_conditional(trade, trade_base_currency,
                                                       amount=order_amount, fee_abs=fee_cost)
                 return order_amount
-        return self.fee_detection_from_trades(trade, order, order_amount)
+        return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
 
-    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float:
+    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
+                                  trades: List) -> float:
         """
-        fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
+        fee-detection fallback to Trades.
+        Either uses provided trades list or the result of fetch_my_trades to get correct fee.
         """
-        trades = self.exchange.get_trades_for_order(self.exchange.get_order_id_conditional(order),
-                                                    trade.pair, trade.open_date)
+        if not trades:
+            trades = self.exchange.get_trades_for_order(
+                self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
 
         if len(trades) == 0:
             logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)

tests/conftest.py

@@ -2221,6 +2221,46 @@ def market_buy_order_usdt():
     }
 
 
+@pytest.fixture
+def market_buy_order_usdt_doublefee(market_buy_order_usdt):
+    order = deepcopy(market_buy_order_usdt)
+    order['fee'] = None
+    # Market orders filled with 2 trades can have fees in different currencies
+    # assuming the account runs out of BNB.
+    order['fees'] = [
+        {'cost': 0.00025125, 'currency': 'BNB'},
+        {'cost': 0.05030681, 'currency': 'USDT'},
+    ]
+    order['trades'] = [{
+        'timestamp': None,
+        'datetime': None,
+        'symbol': 'ETH/USDT',
+        'id': None,
+        'order': '123',
+        'type': 'market',
+        'side': 'sell',
+        'takerOrMaker': None,
+        'price': 2.01,
+        'amount': 25.0,
+        'cost': 50.25,
+        'fee': {'cost': 0.00025125, 'currency': 'BNB'}
+        }, {
+        'timestamp': None,
+        'datetime': None,
+        'symbol': 'ETH/USDT',
+        'id': None,
+        'order': '123',
+        'type': 'market',
+        'side': 'sell',
+        'takerOrMaker': None,
+        'price': 2.0,
+        'amount': 5,
+        'cost': 10,
+        'fee': {'cost': 0.0100306, 'currency': 'USDT'}
+        }]
+    return order
+
+
 @pytest.fixture
 def market_sell_order_usdt():
     return {

tests/test_freqtradebot.py

@@ -3634,6 +3634,31 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
     assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
+def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
+                                    fee, mocker):
+
+    tfo_mock = mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination', return_value='BNB/USDT')
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 200})
+    trade = Trade(
+        pair='LTC/USDT',
+        amount=30.0,
+        exchange='binance',
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.245441,
+        open_order_id="123456"
+    )
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    # Amount does not change
+    assert trade.fee_open == 0.0025
+    assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
+    assert tfo_mock.call_count == 0
+    # Fetch fees from trades dict if available to get "proper" values
+    assert round(trade.fee_open, 4) == 0.001
+
+
 def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee,
                                       mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)