mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-13 03:33:55 +00:00
simplify dry-run taker/maker selection
This commit is contained in:
parent
8b2535a8da
commit
4172f92bfc
|
@ -811,26 +811,6 @@ class Exchange:
|
||||||
|
|
||||||
# Dry-run methods
|
# Dry-run methods
|
||||||
|
|
||||||
def taker_or_maker(
|
|
||||||
self,
|
|
||||||
order_reason: Literal['entry', 'exit', 'stoploss'], # TODO: stoploss
|
|
||||||
):
|
|
||||||
order_type = self._config['order_types'][order_reason]
|
|
||||||
if order_type == 'market' or order_reason == 'stoploss':
|
|
||||||
return 'taker'
|
|
||||||
else:
|
|
||||||
return (
|
|
||||||
'maker' if (
|
|
||||||
(
|
|
||||||
order_reason == 'entry' and
|
|
||||||
self._config['entry_pricing']['price_side'] == 'same'
|
|
||||||
) or (
|
|
||||||
order_reason == 'exit' and
|
|
||||||
self._config['exit_pricing']['price_side'] == 'same'
|
|
||||||
)
|
|
||||||
) else 'taker'
|
|
||||||
)
|
|
||||||
|
|
||||||
def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
|
def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
|
||||||
rate: float, leverage: float, params: Dict = {},
|
rate: float, leverage: float, params: Dict = {},
|
||||||
stop_loss: bool = False) -> Dict[str, Any]:
|
stop_loss: bool = False) -> Dict[str, Any]:
|
||||||
|
@ -873,7 +853,7 @@ class Exchange:
|
||||||
# market orders will always incurr taker fees
|
# market orders will always incurr taker fees
|
||||||
dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
|
dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
|
||||||
|
|
||||||
dry_order = self.check_dry_limit_order_filled(dry_order)
|
dry_order = self.check_dry_limit_order_filled(dry_order, immediate=True)
|
||||||
|
|
||||||
self._dry_run_open_orders[dry_order["id"]] = dry_order
|
self._dry_run_open_orders[dry_order["id"]] = dry_order
|
||||||
# Copy order and close it - so the returned order is open unless it's a market order
|
# Copy order and close it - so the returned order is open unless it's a market order
|
||||||
|
@ -955,7 +935,8 @@ class Exchange:
|
||||||
pass
|
pass
|
||||||
return False
|
return False
|
||||||
|
|
||||||
def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
|
def check_dry_limit_order_filled(
|
||||||
|
self, order: Dict[str, Any], immediate: bool = False) -> Dict[str, Any]:
|
||||||
"""
|
"""
|
||||||
Check dry-run limit order fill and update fee (if it filled).
|
Check dry-run limit order fill and update fee (if it filled).
|
||||||
"""
|
"""
|
||||||
|
@ -969,15 +950,11 @@ class Exchange:
|
||||||
'filled': order['amount'],
|
'filled': order['amount'],
|
||||||
'remaining': 0,
|
'remaining': 0,
|
||||||
})
|
})
|
||||||
enter_long = not order['is_short'] and order['side'] == 'buy'
|
|
||||||
enter_short = order['is_short'] and order['side'] == 'sell'
|
|
||||||
entry_or_exit: EntryExit = (
|
|
||||||
'entry' if (enter_short or enter_long) else 'exit'
|
|
||||||
)
|
|
||||||
self.add_dry_order_fee(
|
self.add_dry_order_fee(
|
||||||
pair,
|
pair,
|
||||||
order,
|
order,
|
||||||
self.taker_or_maker(entry_or_exit)
|
'taker' if immediate else 'maker',
|
||||||
)
|
)
|
||||||
|
|
||||||
return order
|
return order
|
||||||
|
|
|
@ -1160,23 +1160,33 @@ def test_create_dry_run_order_fees(
|
||||||
price_side,
|
price_side,
|
||||||
fee,
|
fee,
|
||||||
):
|
):
|
||||||
default_conf[f"{order_reason}_pricing"]["price_side"] = "same"
|
|
||||||
default_conf["order_types"][order_reason] = order_type
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.exchange.Exchange.get_fee',
|
'freqtrade.exchange.Exchange.get_fee',
|
||||||
lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
|
side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
|
||||||
)
|
)
|
||||||
|
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
|
||||||
|
return_value=price_side == 'other')
|
||||||
exchange = get_patched_exchange(mocker, default_conf)
|
exchange = get_patched_exchange(mocker, default_conf)
|
||||||
|
|
||||||
order = exchange.create_dry_run_order(
|
order = exchange.create_dry_run_order(
|
||||||
pair='ADA/USDT',
|
pair='LTC/USDT',
|
||||||
ordertype=order_type,
|
ordertype=order_type,
|
||||||
side=side,
|
side=side,
|
||||||
amount=10,
|
amount=10,
|
||||||
rate=2.0,
|
rate=2.0,
|
||||||
|
leverage=1.0
|
||||||
)
|
)
|
||||||
|
if price_side == 'other' or order_type == 'market':
|
||||||
|
assert order['fee']['rate'] == fee
|
||||||
|
return
|
||||||
|
else:
|
||||||
|
assert order['fee'] is None
|
||||||
|
|
||||||
assert order['ft_fee_base'] == fee
|
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
|
||||||
|
return_value=price_side != 'other')
|
||||||
|
|
||||||
|
order1 = exchange.fetch_dry_run_order(order['id'])
|
||||||
|
assert order1['fee']['rate'] == fee
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.parametrize("side,startprice,endprice", [
|
@pytest.mark.parametrize("side,startprice,endprice", [
|
||||||
|
@ -5101,26 +5111,3 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
|
||||||
assert order['cost'] == 100
|
assert order['cost'] == 100
|
||||||
assert order['filled'] == 100
|
assert order['filled'] == 100
|
||||||
assert order['remaining'] == 100
|
assert order['remaining'] == 100
|
||||||
|
|
||||||
|
|
||||||
@pytest.mark.parametrize('order_reason,price_side,order_type,taker_or_maker', [
|
|
||||||
("entry", "same", "limit", "maker"),
|
|
||||||
("exit", "same", "limit", "maker"),
|
|
||||||
("entry", "other", "limit", "taker"),
|
|
||||||
("exit", "other", "limit", "taker"),
|
|
||||||
("stoploss", "same", "limit", "taker"),
|
|
||||||
("stoploss", "other", "limit", "taker"),
|
|
||||||
("entry", "same", "market", "taker"),
|
|
||||||
("exit", "same", "market", "taker"),
|
|
||||||
("entry", "other", "market", "taker"),
|
|
||||||
("exit", "other", "market", "taker"),
|
|
||||||
("stoploss", "same", "market", "taker"),
|
|
||||||
("stoploss", "other", "market", "taker"),
|
|
||||||
])
|
|
||||||
def test_taker_or_maker(mocker, default_conf, order_reason, price_side, order_type, taker_or_maker):
|
|
||||||
if order_reason != 'stoploss':
|
|
||||||
default_conf[f"{order_reason}_pricing"]["price_side"] = price_side
|
|
||||||
default_conf["order_types"] = {}
|
|
||||||
default_conf["order_types"][order_reason] = order_type
|
|
||||||
exchange = get_patched_exchange(mocker, default_conf)
|
|
||||||
assert exchange.taker_or_maker(order_reason) == taker_or_maker
|
|
||||||
|
|
Loading…
Reference in New Issue
Block a user