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Use order date to fetch trades

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using the trade open-date may fail in case of several trade-entries spread over a longer timeperiod.

closes #6551
This commit is contained in:
Matthias
2022-03-20 09:42:34 +01:00
parent 8556e6a053
commit fcec071a08
2 changed files with 28 additions and 18 deletions
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15
freqtrade/freqtradebot.py
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@@ -1428,14 +1428,14 @@ class FreqtradeBot(LoggingMixin):
def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
new_amount = self.get_real_amount(trade, order, order_obj)
if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
abs_tol=constants.MATH_CLOSE_PREC):
order_obj.ft_fee_base = trade.amount - new_amount
except DependencyException as exception:
logger.warning("Could not update trade amount: %s", exception)
def get_real_amount(self, trade: Trade, order: Dict) -> float:
def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
"""
Detect and update trade fee.
Calls trade.update_fee() upon correct detection.
@@ -1453,7 +1453,7 @@ class FreqtradeBot(LoggingMixin):
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
# Reject all fees that report as > 2%.
@@ -1465,17 +1465,18 @@ 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, order.get('trades', []))
return self.fee_detection_from_trades(
trade, order, order_obj, order_amount, order.get('trades', []))
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
trades: List) -> float:
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
order_amount: float, trades: List) -> float:
"""
fee-detection fallback to Trades.
Either uses provided trades list or the result of fetch_my_trades to get correct fee.
"""
if not trades:
trades = self.exchange.get_trades_for_order(
self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)