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Allow fee currency to be empty for futures

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This commit is contained in:
Matthias 2022-07-07 07:08:49 +02:00
parent 2499276fca
commit 81f7d77d74
2 changed files with 17 additions and 11 deletions
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22
freqtrade/exchange/exchange.py
View File

@ -1615,8 +1615,7 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
@staticmethod def order_has_fee(self, order: Dict) -> bool:
def order_has_fee(order: Dict) -> bool:
""" """
Verifies if the passed in order dict has the needed keys to extract fees, Verifies if the passed in order dict has the needed keys to extract fees,
and that these keys (currency, cost) are not empty. and that these keys (currency, cost) are not empty.
@ -1627,7 +1626,8 @@ class Exchange:
return False return False
return ('fee' in order and order['fee'] is not None return ('fee' in order and order['fee'] is not None
and (order['fee'].keys() >= {'currency', 'cost'}) and (order['fee'].keys() >= {'currency', 'cost'})
and order['fee']['currency'] is not None and (order['fee']['currency'] is not None
or self.trading_mode == TradingMode.FUTURES)
and order['fee']['cost'] is not None and order['fee']['cost'] is not None
) )
@ -1642,16 +1642,20 @@ class Exchange:
""" """
if fee.get('rate') is not None: if fee.get('rate') is not None:
return fee.get('rate') return fee.get('rate')
fee_curr = fee['currency'] fee_curr = fee.get('currency')
if fee_curr is None:
# Auto-currency only in futures mode
if self.trading_mode == TradingMode.FUTURES:
fee_curr = self.get_pair_quote_currency(symbol)
else:
return None
# Calculate fee based on order details # Calculate fee based on order details
if fee_curr in self.get_pair_base_currency(symbol): if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount # Base currency - divide by amount
return round(fee['cost'] / amount, 8) return round(fee['cost'] / amount, 8)
elif fee_curr in self.get_pair_quote_currency(symbol): elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost # Quote currency - divide by cost
return round(self._contracts_to_amount( return round(self._contracts_to_amount(symbol, fee['cost']) / cost, 8) if cost else None
symbol, fee['cost']) / cost,
8) if cost else None
else: else:
# If Fee currency is a different currency # If Fee currency is a different currency
if not cost: if not cost:

6
tests/exchange/test_exchange.py
View File

@ -3529,8 +3529,10 @@ def test_market_is_active(market, expected_result) -> None:
({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False), ({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False),
({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True), ({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True),
]) ])
def test_order_has_fee(order, expected) -> None: def test_order_has_fee(mocker, default_conf, order, expected) -> None:
assert Exchange.order_has_fee(order) == expected ex = get_patched_exchange(mocker, default_conf)
assert ex.order_has_fee(order) == expected
@pytest.mark.parametrize("order,expected", [ @pytest.mark.parametrize("order,expected", [