Handle order returns that contain trades directly

binance market orders - and potentially other exchanges
This commit is contained in:
Matthias
2021-11-10 19:43:36 +01:00
parent f7b2c0c5d7
commit f8d30abd79
3 changed files with 73 additions and 5 deletions

View File

@@ -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 {