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Merge pull request #8901 from freqtrade/fix/8841
Avoid false-triggering "dust-eating" logic for rebuys
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commit
061e930eb1
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@ -1939,6 +1939,7 @@ class FreqtradeBot(LoggingMixin):
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"""
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Applies the fee to amount (either from Order or from Trades).
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Can eat into dust if more than the required asset is available.
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In case of trade adjustment orders, trade.amount will not have been adjusted yet.
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Can't happen in Futures mode - where Fees are always in settlement currency,
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never in base currency.
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"""
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@ -1948,6 +1949,10 @@ class FreqtradeBot(LoggingMixin):
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# check against remaining amount!
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amount_ = trade.amount - amount
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if trade.nr_of_successful_entries >= 1 and order_obj.ft_order_side == trade.entry_side:
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# In case of rebuy's, trade.amount doesn't contain the amount of the last entry.
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amount_ = trade.amount + amount
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if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount_:
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# Eat into dust if we own more than base currency
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logger.info(f"Fee amount for {trade} was in base currency - "
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@ -1977,7 +1982,11 @@ class FreqtradeBot(LoggingMixin):
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# Init variables
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order_amount = safe_value_fallback(order, 'filled', 'amount')
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# Only run for closed orders
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if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
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if (
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trade.fee_updated(order.get('side', ''))
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or order['status'] == 'open'
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or order_obj.ft_fee_base
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):
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return None
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trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
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@ -5023,7 +5023,7 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker,
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(8.0, 0.1, 8.0, None),
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(8.0, 0.1, 7.9, 0.1),
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])
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def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
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def test_apply_fee_conditional(default_conf_usdt, fee, mocker, caplog,
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amount, fee_abs, wallet, amount_exp):
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walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
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mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
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@ -5048,6 +5048,60 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
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# Amount is kept as is
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assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order) == amount_exp
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assert walletmock.call_count == 1
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if fee_abs != 0 and amount_exp is None:
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assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
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@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
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(8.0, 0.0, 16, None),
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(8.0, 0.0, 0, None),
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(8.0, 0.1, 8, 0.1),
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(8.0, 0.1, 20, None),
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(8.0, 0.1, 16.0, None),
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(8.0, 0.1, 7.9, 0.1),
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(8.0, 0.1, 12, 0.1),
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(8.0, 0.1, 15.9, 0.1),
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])
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def test_apply_fee_conditional_multibuy(default_conf_usdt, fee, mocker, caplog,
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amount, fee_abs, wallet, amount_exp):
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walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
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mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_order_id="123456"
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)
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# One closed order
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order = Order(
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ft_order_side='buy',
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order_id='10',
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ft_pair=trade.pair,
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ft_is_open=False,
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filled=amount,
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status="closed"
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)
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trade.orders.append(order)
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# Add additional order - this should NOT eat into dust unless the wallet was bigger already.
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order1 = Order(
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ft_order_side='buy',
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order_id='100',
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ft_pair=trade.pair,
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ft_is_open=True,
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)
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trade.orders.append(order1)
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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walletmock.reset_mock()
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# The new trade amount will be 2x amount - fee / wallet will have to be adapted to this.
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assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order1) == amount_exp
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assert walletmock.call_count == 1
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if fee_abs != 0 and amount_exp is None:
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assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
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@pytest.mark.parametrize("delta, is_high_delta", [
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