Merge pull request #2256 from freqtrade/kraken_balance

fix Kraken balance calculation

freqtrade/exchange/exchange.py

@@ -30,9 +30,6 @@ BAD_EXCHANGES = {
     "bitmex": "Various reasons",
     "bitstamp": "Does not provide history. "
                 "Details in https://github.com/freqtrade/freqtrade/issues/1983",
-    "kraken": "TEMPORARY: Balance does not report free balance, so freqtrade will not know "
-              "if enough balance is available."
-              "Details in https://github.com/freqtrade/freqtrade/issues/1687#issuecomment-528509266"
     }
 
 

freqtrade/exchange/kraken.py

@@ -2,7 +2,11 @@
 import logging
 from typing import Dict
 
+import ccxt
+
+from freqtrade import OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -10,3 +14,33 @@ logger = logging.getLogger(__name__)
 class Kraken(Exchange):
 
     _params: Dict = {"trading_agreement": "agree"}
+
+    @retrier
+    def get_balances(self) -> dict:
+        if self._config['dry_run']:
+            return {}
+
+        try:
+            balances = self._api.fetch_balance()
+            # Remove additional info from ccxt results
+            balances.pop("info", None)
+            balances.pop("free", None)
+            balances.pop("total", None)
+            balances.pop("used", None)
+
+            orders = self._api.fetch_open_orders()
+            order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
+                           x["remaining"],
+                           # Don't remove the below comment, this can be important for debuggung
+                           # x["side"], x["amount"],
+                           ) for x in orders]
+            for bal in balances:
+                balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
+                balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
+
+            return balances
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e

tests/exchange/test_exchange.py

@@ -867,7 +867,7 @@ def test_get_balance_dry_run(default_conf, mocker):
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_balance_prod(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
-    api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
+    api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4, 'total': 123.4}})
     default_conf['dry_run'] = False
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -883,6 +883,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
     with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
+        mocker.patch('freqtrade.exchange.Kraken.get_balances', MagicMock(return_value={}))
         exchange.get_balance(currency='BTC')
 
 

tests/exchange/test_kraken.py

@@ -4,6 +4,7 @@ from random import randint
 from unittest.mock import MagicMock
 
 from tests.conftest import get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
 def test_buy_kraken_trading_agreement(default_conf, mocker):
@@ -67,3 +68,84 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     assert api_mock.create_order.call_args[0][3] == 1
     assert api_mock.create_order.call_args[0][4] is None
     assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
+
+
+def test_get_balances_prod(default_conf, mocker):
+    balance_item = {
+        'free': None,
+        'total': 10.0,
+        'used': 0.0
+    }
+
+    api_mock = MagicMock()
+    api_mock.fetch_balance = MagicMock(return_value={
+        '1ST': balance_item.copy(),
+        '2ST': balance_item.copy(),
+        '3ST': balance_item.copy(),
+        '4ST': balance_item.copy(),
+    })
+    kraken_open_orders = [{'symbol': '1ST/EUR',
+                           'type': 'limit',
+                           'side': 'sell',
+                           'price': 20,
+                           'cost': 0.0,
+                           'amount': 1.0,
+                           'filled': 0.0,
+                           'average': 0.0,
+                           'remaining': 1.0,
+                           },
+                          {'status': 'open',
+                           'symbol': '2ST/EUR',
+                           'type': 'limit',
+                           'side': 'sell',
+                           'price': 20.0,
+                           'cost': 0.0,
+                           'amount': 2.0,
+                           'filled': 0.0,
+                           'average': 0.0,
+                           'remaining': 2.0,
+                           },
+                          {'status': 'open',
+                           'symbol': '2ST/USD',
+                           'type': 'limit',
+                           'side': 'sell',
+                           'price': 20.0,
+                           'cost': 0.0,
+                           'amount': 2.0,
+                           'filled': 0.0,
+                           'average': 0.0,
+                           'remaining': 2.0,
+                           },
+                          {'status': 'open',
+                           'symbol': 'BTC/3ST',
+                           'type': 'limit',
+                           'side': 'buy',
+                           'price': 20,
+                           'cost': 0.0,
+                           'amount': 3.0,
+                           'filled': 0.0,
+                           'average': 0.0,
+                           'remaining': 3.0,
+                           }]
+    api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
+    default_conf['dry_run'] = False
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+    balances = exchange.get_balances()
+    assert len(balances) == 4
+    assert balances['1ST']['free'] == 9.0
+    assert balances['1ST']['total'] == 10.0
+    assert balances['1ST']['used'] == 1.0
+
+    assert balances['2ST']['free'] == 6.0
+    assert balances['2ST']['total'] == 10.0
+    assert balances['2ST']['used'] == 4.0
+
+    assert balances['3ST']['free'] == 7.0
+    assert balances['3ST']['total'] == 10.0
+    assert balances['3ST']['used'] == 3.0
+
+    assert balances['4ST']['free'] == 10.0
+    assert balances['4ST']['total'] == 10.0
+    assert balances['4ST']['used'] == 0.0
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
+                           "get_balances", "fetch_balance")