#32 fix: 'cost' is only available on closed orders

need to calculate amount from price*volume
adocquin · Oct 12, 2022 · a87dc44 · a87dc44
1 parent 2573533
commit a87dc44
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Showing 3 changed files with 6 additions and 5 deletions.
diff --git a/krakendca/dca.py b/krakendca/dca.py
@@ -270,8 +270,9 @@ def filter_ignored_orders(pair_orders: dict, amount: float) -> dict:
 
         def is_similiar_amount(order_info):
             try:
-                order_amount = float(order_info.get("cost"))
-            except (ValueError, TypeError) as e:
+                price = float(order_info["descr"]["price"])
+                order_amount = float(order_info.get("vol")) * price
+            except (ValueError, TypeError, KeyError) as e:
                 print(
                     f'Cannot convert "cost"={repr(order_info.get("const"))} '
                     f"of order to float: {e}"

diff --git a/tests/fixtures/vcr_cassettes/test_handle_dca_logic_other_order.yaml b/tests/fixtures/vcr_cassettes/test_handle_dca_logic_other_order.yaml
@@ -215,8 +215,8 @@ interactions:
     uri: https://api.kraken.com/0/private/ClosedOrders
   response:
     body:
-      string: '{"error":[],"result":{"closed":{"OPVTXZ-5RISJ-CKZVHH":{"refid":null,"userref":0,"status":"closed","reason":null,"opentm":1618593523.7609,"closetm":1618593523.7627,"starttm":0,"expiretm":0,"descr":{"pair":"ETHEUR","type":"buy","ordertype":"limit","price":"2031.36","price2":"0","leverage":"none","order":"buy
-        0.00982008 ETHEUR @ limit 2031.36","close":""},"vol":"0.00982008","vol_exec":"0.00982008","cost":"33.33","fee":"0.05","price":"2031.36","stopprice":"0.00000","limitprice":"0.00000","misc":"","oflags":"fciq"}},"count":1}}'
+      string: '{"error":[],"result":{"closed":{"OPVTXZ-5RISJ-CKZVHH":{"refid":null,"userref":0,"status":"closed","reason":null,"opentm":1618593523.7609,"closetm":1618593523.7627,"starttm":0,"expiretm":0,"descr":{"pair":"ETHEUR","type":"buy","ordertype":"limit","price":"3385.26","price2":"0","leverage":"none","order":"buy
+        0.00982008 ETHEUR @ limit 2031.36","close":""},"vol":"0.00982008","vol_exec":"0.00982008","cost":"33.24","fee":"0.05","price":"2031.36","stopprice":"0.00000","limitprice":"0.00000","misc":"","oflags":"fciq"}},"count":1}}'
     headers:
       CF-Cache-Status:
       - DYNAMIC

diff --git a/tests/test_dca.py b/tests/test_dca.py
@@ -112,7 +112,7 @@ def test_handle_dca_logic_ignore_other_orders(self, capfd):
             "system.\n"
             "Current trade balance: 1650.3006 ZUSD.\n"
             "Pair balances: 39.728 ZEUR, 0.109598362 XETH.\n"
-            "Ignoring an existing/closed order of 33.33\n"
+            "Ignoring an existing/closed order of 33.2435240208\n"
             "Didn't DCA already today.\n"
             "Current XETHZEUR ask price: 2083.16.\n"
             "Create a 19.9481ZEUR buy limit order of 0.00957589XETH at "