lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Use ccxt.decimal_to_precision instead of our own calculation

Browse Source
This commit is contained in:
Matthias 2020-01-12 14:40:58 +01:00
parent fa1f9bcdbd
commit b60d7ad42f
2 changed files with 33 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
freqtrade/exchange/exchange.py
View File

@ -7,14 +7,15 @@ import inspect
import logging
from copy import deepcopy
from datetime import datetime, timezone
from math import ceil, floor
from math import ceil
from random import randint
from typing import Any, Dict, List, Optional, Tuple
import arrow
import ccxt
import ccxt.async_support as ccxt_async
from ccxt.base.decimal_to_precision import ROUND_DOWN, ROUND_UP
from ccxt.base.decimal_to_precision import (ROUND, ROUND_DOWN, ROUND_UP,
TRUNCATE, decimal_to_precision)
from pandas import DataFrame
from freqtrade.data.converter import parse_ticker_dataframe
@ -367,26 +368,29 @@ class Exchange:
"""
return endpoint in self._api.has and self._api.has[endpoint]
def symbol_amount_prec(self, pair, amount: float):
def symbol_amount_prec(self, pair, amount: float) -> float:
'''
Returns the amount to buy or sell to a precision the Exchange accepts
Rounded down
'''
if self.markets[pair]['precision']['amount']:
symbol_prec = self.markets[pair]['precision']['amount']
big_amount = amount * pow(10, symbol_prec)
amount = floor(big_amount) / pow(10, symbol_prec)
amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
precision=self.markets[pair]['precision']['amount'],
counting_mode=self.precisionMode,
))
return amount
def symbol_price_prec(self, pair, price: float):
def symbol_price_prec(self, pair, price: float) -> float:
'''
Returns the price buying or selling with to the precision the Exchange accepts
Rounds up
'''
if self.markets[pair]['precision']['price']:
symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec)
price = ceil(big_price) / pow(10, symbol_prec)
price = float(decimal_to_precision(price, rounding_mode=ROUND,
precision=self.markets[pair]['precision']['price'],
counting_mode=self.precisionMode,
))
return price
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,

19
tests/exchange/test_exchange.py
View File

@ -181,6 +181,11 @@ def test_symbol_amount_prec(default_conf, mocker):
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
exchange = get_patched_exchange(mocker, default_conf, id="binance")
# digits counting mode
# DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
amount = 2.34559
@ -188,6 +193,12 @@ def test_symbol_amount_prec(default_conf, mocker):
amount = exchange.symbol_amount_prec(pair, amount)
assert amount == 2.3455
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 0.0001}}})
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
amount = exchange.symbol_amount_prec(pair, amount)
assert amount == 2.3455
def test_symbol_price_prec(default_conf, mocker):
'''
@ -197,12 +208,20 @@ def test_symbol_price_prec(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
price = 2.34559
pair = 'ETH/BTC'
price = exchange.symbol_price_prec(pair, price)
assert price == 2.3456
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
price = exchange.symbol_price_prec(pair, price)
assert price == 2.3456
def test_set_sandbox(default_conf, mocker):
"""