fix: hyperliquid doesn't provide "average" in fetch_order

therefore this needs to be filled from trades to have a good price
 for market orders
This commit is contained in:
Matthias
2024-11-21 20:31:56 +01:00
parent cd83ed699c
commit 29b40d27e7
2 changed files with 68 additions and 1 deletions

View File

@@ -7,7 +7,8 @@ from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange
from freqtrade.exchange.exchange_types import FtHas
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
from freqtrade.util.datetime_helpers import dt_from_ts
logger = logging.getLogger(__name__)
@@ -155,3 +156,26 @@ class Hyperliquid(Exchange):
except ExchangeError:
logger.warning(f"Could not update funding fees for {pair}.")
return 0.0
def fetch_order(self, order_id: str, pair: str, params: dict | None = None) -> CcxtOrder:
order = super().fetch_order(order_id, pair, params)
if (
order["average"] is None
and order["status"] in ("canceled", "closed")
and order["filled"] > 0
):
# Hyperliquid does not fill the average price in the order response
# Fetch trades to calculate the average price to have the actual price
# the order was executed at
trades = self.get_trades_for_order(order_id, pair, since=dt_from_ts(order["timestamp"]))
if trades:
total_amount = sum(t["amount"] for t in trades)
order["average"] = (
sum(t["price"] * t["amount"] for t in trades) / total_amount
if total_amount
else None
)
return order

View File

@@ -372,3 +372,46 @@ def test_hyperliquid__lev_prep(default_conf, mocker):
assert api_mock.set_margin_mode.call_count == 1
api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 19})
def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
default_conf_usdt["dry_run"] = False
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(
return_value={
"id": "12345",
"symbol": "ETH/USDC:USDC",
"status": "closed",
"filled": 0.1,
"average": None,
"timestamp": 1630000000,
}
)
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
gtfo_mock = mocker.patch(
f"{EXMS}.get_trades_for_order",
return_value=[
{
"order_id": "12345",
"price": 1000,
"amount": 3,
"filled": 3,
"remaining": 0,
},
{
"order_id": "12345",
"price": 3000,
"amount": 1,
"filled": 1,
"remaining": 0,
},
],
)
exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, exchange="hyperliquid")
o = exchange.fetch_order("12345", "ETH/USDC:USDC")
# Uses weighted average
assert o["average"] == 1500
assert gtfo_mock.call_count == 1