OctoBot-Trading 2.4.52__tar.gz → 2.4.53__tar.gz

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/CHANGELOG.md

@@ -4,6 +4,10 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.4.53] - 2024-02-02
+### Fixed
+- [Orders] Handle quote-based fees in exchange simulator
+
 ## [2.4.52] - 2024-01-30
 ### Added
 - [API] Trades utility

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.52
+Version: 2.4.53
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.52](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.53](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.52/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.53}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.52
+Version: 2.4.53
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.52](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.53](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.52](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.53](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.52"  # major.minor.revision
+VERSION = "2.4.53"  # major.minor.revision

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -637,10 +637,12 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
                                          price=float(price),
                                          takerOrMaker=taker_or_maker)
         fees[enums.FeePropertyColumns.IS_FROM_EXCHANGE.value] = False
-        fees[enums.FeePropertyColumns.COST.value] = decimal.Decimal(str(fees[enums.FeePropertyColumns.COST.value]))
+        fees[enums.FeePropertyColumns.COST.value] = decimal.Decimal(
+            str(fees.get(enums.FeePropertyColumns.COST.value) or 0)
+        )
         if self.exchange_manager.is_future:
             # fees on futures are wrong
-            rate = fees[enums.FeePropertyColumns.RATE.value]
+            rate = fees.get(enums.FeePropertyColumns.RATE.value, 0) or 0
             # avoid using ccxt computed fees as they are often wrong
             # see https://docs.ccxt.com/en/latest/manual.html#trading-fees
             parsed_symbol = commons_symbols.parse_symbol(symbol)

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/personal_data/orders/order.py

@@ -534,12 +534,14 @@ class Order(util.Initializable):
         except KeyError:
             return False
 
-    def get_computed_fee(self, forced_value=None):
+    def get_computed_fee(self, forced_value=None, use_origin_quantity_and_price=False):
         is_from_exchange = False
+        price = self.origin_price if use_origin_quantity_and_price else self.filled_price
+        quantity = self.origin_quantity if use_origin_quantity_and_price else self.filled_quantity
         if self.fees_currency_side is enums.FeesCurrencySide.UNDEFINED:
-            computed_fee = self.exchange_manager.exchange.get_trade_fee(self.symbol, self.order_type,
-                                                                        self.filled_quantity, self.filled_price,
-                                                                        self.taker_or_maker)
+            computed_fee = self.exchange_manager.exchange.get_trade_fee(
+                self.symbol, self.order_type, quantity, price, self.taker_or_maker
+            )
             value = computed_fee[enums.FeePropertyColumns.COST.value]
             currency = computed_fee[enums.FeePropertyColumns.CURRENCY.value]
             is_from_exchange = computed_fee[enums.FeePropertyColumns.IS_FROM_EXCHANGE.value]
@@ -547,10 +549,10 @@ class Order(util.Initializable):
             symbol_fees = self.exchange_manager.exchange.get_fees(self.symbol)
             fees = decimal.Decimal(f"{symbol_fees[self.taker_or_maker]}")
             if self.fees_currency_side is enums.FeesCurrencySide.CURRENCY:
-                value = self.filled_quantity / self.filled_price * fees
+                value = quantity / price * fees
                 currency = self.currency
             else:
-                value = self.filled_quantity * self.filled_price * fees
+                value = quantity * price * fees
                 currency = self.market
         return {
             enums.FeePropertyColumns.IS_FROM_EXCHANGE.value: is_from_exchange,

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/personal_data/portfolios/portfolio.py

@@ -136,7 +136,7 @@ class Portfolio:
         """
         Realize portfolio availability update
         :param order: the order that triggers the portfolio update
-        :param is_new_order: True when the order is being created
+        :param is_new_order: True when the order is being created, False when cancelled
         """
         raise NotImplementedError("update_portfolio_available_from_order is not implemented")
 

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/personal_data/portfolios/portfolio_manager.py

@@ -266,6 +266,7 @@ class PortfolioManager(util.Initializable):
             if order.is_filled():
                 self.portfolio.update_portfolio_from_filled_order(order)
             else:
+                # order cancelled
                 self.portfolio.update_portfolio_available(order, is_new_order=False)
             return True
         except errors.PortfolioNegativeValueError as portfolio_negative_value_error:

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/octobot_trading/personal_data/portfolios/types/spot_portfolio.py

@@ -17,6 +17,7 @@ import octobot_trading.constants as constants
 import octobot_trading.enums as enums
 import octobot_trading.personal_data.portfolios.assets.spot_asset as spot_asset
 import octobot_trading.personal_data.portfolios.portfolio as portfolio_class
+import octobot_trading.personal_data.orders.order_util as order_util
 
 
 class SpotPortfolio(portfolio_class.Portfolio):
@@ -28,20 +29,23 @@ class SpotPortfolio(portfolio_class.Portfolio):
         Call update_portfolio_data for order currency and market
         :param order: the order that updated the portfolio
         """
-        # update currency
+        base_fees = order.get_total_fees(order.currency)
+        quote_fees = order.get_total_fees(order.market)
+
+        # update base
         if order.side == enums.TradeOrderSide.BUY:
-            new_quantity = order.filled_quantity - order.get_total_fees(order.currency)
+            new_quantity = order.filled_quantity - base_fees
             self._update_portfolio_data(order.currency, total_value=new_quantity, available_value=new_quantity)
         else:
-            new_quantity = -order.filled_quantity
+            new_quantity = -order.filled_quantity - base_fees
             self._update_portfolio_data(order.currency, total_value=new_quantity)
 
-        # update market
+        # update quote
         if order.side == enums.TradeOrderSide.BUY:
-            new_quantity = -(order.filled_quantity * order.filled_price)
+            new_quantity = -(order.filled_quantity * order.filled_price) - quote_fees
             self._update_portfolio_data(order.market, total_value=new_quantity)
         else:
-            new_quantity = (order.filled_quantity * order.filled_price) - order.get_total_fees(order.market)
+            new_quantity = (order.filled_quantity * order.filled_price) - quote_fees
             self._update_portfolio_data(order.market, total_value=new_quantity, available_value=new_quantity)
 
     def update_portfolio_data_from_withdrawal(self, amount, currency):
@@ -56,18 +60,26 @@ class SpotPortfolio(portfolio_class.Portfolio):
         """
         Realise portfolio availability update
         :param order: the order that triggers the portfolio update
-        :param is_new_order: True when the order is being created
+        :param is_new_order: True when the order is being created, False when cancelled
         """
+        multiplier = constants.ONE if is_new_order else -constants.ONE
+
+        # take fees into account when in locked asset
+        # ( a BTC/USDT order with USDT fees need to lock USDT fees to be able to pay them)
+        forecasted_fees = order.get_computed_fee(use_origin_quantity_and_price=not order.is_filled())
+        base_fees = order_util.get_fees_for_currency(forecasted_fees, order.currency)
+        quote_fees = order_util.get_fees_for_currency(forecasted_fees, order.market)
+
         # when buy order
         if order.side == enums.TradeOrderSide.BUY:
-            new_quantity = - order.origin_quantity * order.origin_price * (constants.ONE if is_new_order else -constants.ONE)
+            new_quantity = - (order.origin_quantity * order.origin_price + quote_fees) * multiplier
             self._update_portfolio_data(order.market,
                                         available_value=new_quantity,
                                         total_value=constants.ZERO)
 
         # when sell order
         else:
-            new_quantity = - order.origin_quantity * (constants.ONE if is_new_order else -constants.ONE)
+            new_quantity = - (order.origin_quantity + base_fees) * multiplier
             self._update_portfolio_data(order.currency,
                                         available_value=new_quantity,
                                         total_value=constants.ZERO)

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/tests/personal_data/orders/__init__.py

@@ -41,6 +41,7 @@ async def order_simulator(trader_simulator):
 def created_order(order_type, order_type_enum, *args, **kwargs):
     order = order_type(*args, **kwargs)
     order.order_type = order_type_enum
+    order.symbol = "BTC/USDT"
     return order
 
 

{OctoBot-Trading-2.4.52 → OctoBot-Trading-2.4.53}/tests/personal_data/portfolios/test_portfolio.py

@@ -17,11 +17,13 @@ import copy
 import os
 import decimal
 
+import mock
 import pytest
 import octobot_commons.constants as commons_constants
 
 import octobot_trading.constants as constants
 import octobot_trading.errors as errors
+import octobot_trading.enums as enums
 from octobot_trading.enums import TraderOrderType, TradeOrderSide
 from octobot_trading.personal_data.orders import BuyLimitOrder
 from octobot_trading.personal_data.orders import SellLimitOrder
@@ -329,6 +331,9 @@ async def test_update_portfolio_with_cancelled_orders(backtesting_trader):
 
     portfolio_manager.portfolio.update_portfolio_available(stop_loss, True)
     portfolio_manager.portfolio.update_portfolio_available(limit_sell, True)
+    assert round(portfolio_manager.portfolio.get_currency_portfolio("BTC").available,
+                 1) == decimal.Decimal('5.8')
+    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal('1000')
 
     # Test buy order
     limit_buy = BuyLimitOrder(trader)
@@ -338,13 +343,21 @@ async def test_update_portfolio_with_cancelled_orders(backtesting_trader):
                      quantity=decimal.Decimal(str(4)),
                      price=decimal.Decimal(str(50)))
 
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
+    # simulate fees in USDT (ex: Kucoin, OKX)
+    with mock.patch.object(limit_buy.exchange_manager.exchange.connector, "_get_fees_currency", return_value="USDT") \
+         as _get_fees_currency_mock:
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
+    assert round(portfolio_manager.portfolio.get_currency_portfolio("BTC").available,
+                 1) == decimal.Decimal('5.8')
+    # also locked 0.1 USDT for fees
+    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal('799.9')
+
     portfolio_manager.portfolio.update_portfolio_available(market_sell, True)
 
     assert round(portfolio_manager.portfolio.get_currency_portfolio("BTC").available,
                  1) == decimal.Decimal('1.7')
     assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal(
-        '800')
+        '799.9')
     assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal(
         '10')
     assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal(
@@ -353,7 +366,9 @@ async def test_update_portfolio_with_cancelled_orders(backtesting_trader):
     # with no filled orders
     portfolio_manager.portfolio.update_portfolio_available(stop_loss, False)
     portfolio_manager.portfolio.update_portfolio_available(limit_sell, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy, False)
+    with mock.patch.object(limit_buy.exchange_manager.exchange.connector, "_get_fees_currency", return_value="USDT") \
+         as _get_fees_currency_mock:
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy, False)
     portfolio_manager.portfolio.update_portfolio_available(market_sell, False)
 
     assert portfolio_manager.portfolio.get_currency_portfolio("BTC").available == decimal.Decimal(
@@ -607,179 +622,202 @@ async def test_update_portfolio_with_multiple_filled_orders(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
 
-    # Test buy order
-    limit_sell = SellLimitOrder(trader)
-    limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
-                      symbol="BTC/USDT",
-                      current_price=decimal.Decimal(str(90)),
-                      quantity=decimal.Decimal(str(4)),
-                      price=decimal.Decimal(str(90)))
-
-    # Test buy order
-    limit_buy = BuyLimitOrder(trader)
-    limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
-                     symbol="BTC/USDT",
-                     current_price=decimal.Decimal(str(60)),
-                     quantity=decimal.Decimal(str(2)),
-                     price=decimal.Decimal(str(60)))
-
-    # Test buy order
-    limit_buy_2 = BuyLimitOrder(trader)
-    limit_buy_2.update(order_type=TraderOrderType.BUY_LIMIT,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(50)),
-                       quantity=decimal.Decimal(str(4)),
-                       price=decimal.Decimal(str(50)))
-
-    # Test buy order
-    limit_buy_3 = BuyLimitOrder(trader)
-    limit_buy_3.update(order_type=TraderOrderType.BUY_LIMIT,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(46)),
-                       quantity=decimal.Decimal(str(2)),
-                       price=decimal.Decimal(str(46)))
-
-    # Test buy order
-    limit_buy_4 = BuyLimitOrder(trader)
-    limit_buy_4.update(order_type=TraderOrderType.BUY_LIMIT,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(41)),
-                       quantity=decimal.Decimal(str(1.78)),
-                       price=decimal.Decimal(str(41)))
-
-    # Test buy order
-    limit_buy_5 = BuyLimitOrder(trader)
-    limit_buy_5.update(order_type=TraderOrderType.BUY_LIMIT,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(0.2122427)),
-                       quantity=decimal.Decimal(str(3.72448)),
-                       price=decimal.Decimal(str(0.2122427)))
-
-    # Test buy order
-    limit_buy_6 = BuyLimitOrder(trader)
-    limit_buy_6.update(order_type=TraderOrderType.BUY_LIMIT,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(430)),
-                       quantity=decimal.Decimal(str(1.05)),
-                       price=decimal.Decimal(str(430)))
-
-    # Test sell order
-    limit_sell_2 = SellLimitOrder(trader)
-    limit_sell_2.update(order_type=TraderOrderType.SELL_LIMIT,
-                        symbol="BTC/USDT",
-                        current_price=decimal.Decimal(str(10)),
-                        quantity=decimal.Decimal(str(2)),
-                        price=decimal.Decimal(str(10)))
-
-    # Test stop loss order
-    stop_loss_2 = StopLossOrder(trader)
-    stop_loss_2.update(order_type=TraderOrderType.STOP_LOSS,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(10)),
-                       quantity=decimal.Decimal(str(2)),
-                       price=decimal.Decimal(str(10)))
-
-    # Test sell order
-    limit_sell_3 = SellLimitOrder(trader)
-    limit_sell_3.update(order_type=TraderOrderType.SELL_LIMIT,
-                        symbol="BTC/USDT",
-                        current_price=decimal.Decimal(str(20)),
-                        quantity=decimal.Decimal(str(1)),
-                        price=decimal.Decimal(str(20)))
-
-    # Test stop loss order
-    stop_loss_3 = StopLossOrder(trader)
-    stop_loss_3.update(order_type=TraderOrderType.STOP_LOSS,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(20)),
-                       quantity=decimal.Decimal(str(1)),
-                       price=decimal.Decimal(str(20)))
-
-    # Test sell order
-    limit_sell_4 = SellLimitOrder(trader)
-    limit_sell_4.update(order_type=TraderOrderType.SELL_LIMIT,
-                        symbol="BTC/USDT",
-                        current_price=decimal.Decimal(str(50)),
-                        quantity=decimal.Decimal(str(0.2)),
-                        price=decimal.Decimal(str(50)))
-
-    # Test stop loss order
-    stop_loss_4 = StopLossOrder(trader, side=TradeOrderSide.BUY)
-    stop_loss_4.update(order_type=TraderOrderType.STOP_LOSS,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(45)),
-                       quantity=decimal.Decimal(str(0.2)),
-                       price=decimal.Decimal(str(45)))
-
-    # Test sell order
-    limit_sell_5 = SellLimitOrder(trader)
-    limit_sell_5.update(order_type=TraderOrderType.SELL_LIMIT,
-                        symbol="BTC/USDT",
-                        current_price=decimal.Decimal(str(11)),
-                        quantity=decimal.Decimal(str(0.7)),
-                        price=decimal.Decimal(str(11)))
-
-    # Test stop loss order
-    stop_loss_5 = StopLossOrder(trader)
-    stop_loss_5.update(order_type=TraderOrderType.STOP_LOSS,
-                       symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(9)),
-                       quantity=decimal.Decimal(str(0.7)),
-                       price=decimal.Decimal(str(9)))
-
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_2, True)
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_3, True)
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_4, True)
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_5, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_2, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_3, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_4, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_5, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_2, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_3, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_4, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_5, True)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_6, True)
-
-    assert round(portfolio_manager.portfolio.get_currency_portfolio("BTC").available,
-                 1) == decimal.Decimal('2.1')
-    assert round(portfolio_manager.portfolio.get_currency_portfolio("USDT").available,
-                 7) == decimal.Decimal('62.7295063')
-    assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal(
-        '10')
-    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal(
-        '1000')
-
-    # cancels
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_3, False)
-    portfolio_manager.portfolio.update_portfolio_available(stop_loss_5, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_2, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_3, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_buy_5, False)
-    portfolio_manager.portfolio.update_portfolio_available(limit_sell_4, False)
+    fees = {
+        enums.ExchangeConstantsMarketPropertyColumns.TAKER.value: 0.001,
+        enums.ExchangeConstantsMarketPropertyColumns.MAKER.value: 0.001,
+        enums.ExchangeConstantsMarketPropertyColumns.FEE.value: 0.001
+    }
 
-    # filling
-    await fill_limit_or_stop_order(stop_loss_2)
-    await fill_limit_or_stop_order(limit_sell)
-    await fill_limit_or_stop_order(limit_sell_3)
-    await fill_limit_or_stop_order(limit_buy_2)
-    await fill_limit_or_stop_order(limit_sell_5)
-    await fill_limit_or_stop_order(stop_loss_4)
-    await fill_limit_or_stop_order(limit_buy_4)
-    await fill_limit_or_stop_order(limit_buy_5)
-    await fill_limit_or_stop_order(limit_buy_6)
+    with mock.patch.object(exchange_manager.exchange.connector, "get_fees", return_value=fees) \
+         as get_fees_mock:
+        # Test buy order
+        limit_sell = SellLimitOrder(trader)
+        limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
+                          symbol="BTC/USDT",
+                          current_price=decimal.Decimal(str(90)),
+                          quantity=decimal.Decimal(str(4)),
+                          price=decimal.Decimal(str(90)))
 
-    assert portfolio_manager.portfolio.get_currency_portfolio("BTC").available == decimal.Decimal(
-        '13.05448')
-    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal(
-        '674.22')
-    assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal(
-        '13.05448')
-    assert round(portfolio_manager.portfolio.get_currency_portfolio("USDT").total,
-                 7) == decimal.Decimal('673.4295063')
+        # Test buy order
+        limit_buy = BuyLimitOrder(trader)
+        limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
+                         symbol="BTC/USDT",
+                         current_price=decimal.Decimal(str(60)),
+                         quantity=decimal.Decimal(str(2)),
+                         price=decimal.Decimal(str(60)))
+
+        # Test buy order
+        limit_buy_2 = BuyLimitOrder(trader)
+        limit_buy_2.update(order_type=TraderOrderType.BUY_LIMIT,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(50)),
+                           quantity=decimal.Decimal(str(4)),
+                           price=decimal.Decimal(str(50)))
+
+        # Test buy order
+        limit_buy_3 = BuyLimitOrder(trader)
+        limit_buy_3.update(order_type=TraderOrderType.BUY_LIMIT,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(46)),
+                           quantity=decimal.Decimal(str(2)),
+                           price=decimal.Decimal(str(46)))
+
+        # Test buy order
+        limit_buy_4 = BuyLimitOrder(trader)
+        limit_buy_4.update(order_type=TraderOrderType.BUY_LIMIT,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(41)),
+                           quantity=decimal.Decimal(str(1.78)),
+                           price=decimal.Decimal(str(41)))
+
+        # Test buy order
+        limit_buy_5 = BuyLimitOrder(trader)
+        limit_buy_5.update(order_type=TraderOrderType.BUY_LIMIT,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(0.2122427)),
+                           quantity=decimal.Decimal(str(3.72448)),
+                           price=decimal.Decimal(str(0.2122427)))
+
+        # Test buy order
+        limit_buy_6 = BuyLimitOrder(trader)
+        limit_buy_6.update(order_type=TraderOrderType.BUY_LIMIT,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(430)),
+                           quantity=decimal.Decimal(str(1.05)),
+                           price=decimal.Decimal(str(430)))
+
+        # Test sell order
+        limit_sell_2 = SellLimitOrder(trader)
+        limit_sell_2.update(order_type=TraderOrderType.SELL_LIMIT,
+                            symbol="BTC/USDT",
+                            current_price=decimal.Decimal(str(10)),
+                            quantity=decimal.Decimal(str(2)),
+                            price=decimal.Decimal(str(10)))
+
+        # Test stop loss order
+        stop_loss_2 = StopLossOrder(trader)
+        stop_loss_2.update(order_type=TraderOrderType.STOP_LOSS,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(10)),
+                           quantity=decimal.Decimal(str(2)),
+                           price=decimal.Decimal(str(10)))
+
+        # Test sell order
+        limit_sell_3 = SellLimitOrder(trader)
+        limit_sell_3.update(order_type=TraderOrderType.SELL_LIMIT,
+                            symbol="BTC/USDT",
+                            current_price=decimal.Decimal(str(20)),
+                            quantity=decimal.Decimal(str(1)),
+                            price=decimal.Decimal(str(20)))
+
+        # Test stop loss order
+        stop_loss_3 = StopLossOrder(trader)
+        stop_loss_3.update(order_type=TraderOrderType.STOP_LOSS,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(20)),
+                           quantity=decimal.Decimal(str(1)),
+                           price=decimal.Decimal(str(20)))
+
+        # Test sell order
+        limit_sell_4 = SellLimitOrder(trader)
+        limit_sell_4.update(order_type=TraderOrderType.SELL_LIMIT,
+                            symbol="BTC/USDT",
+                            current_price=decimal.Decimal(str(50)),
+                            quantity=decimal.Decimal(str(0.2)),
+                            price=decimal.Decimal(str(50)))
+
+        # Test stop loss order
+        stop_loss_4 = StopLossOrder(trader, side=TradeOrderSide.BUY)
+        stop_loss_4.update(order_type=TraderOrderType.STOP_LOSS,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(45)),
+                           quantity=decimal.Decimal(str(0.2)),
+                           price=decimal.Decimal(str(45)))
+
+        # Test sell order
+        limit_sell_5 = SellLimitOrder(trader)
+        limit_sell_5.update(order_type=TraderOrderType.SELL_LIMIT,
+                            symbol="BTC/USDT",
+                            current_price=decimal.Decimal(str(11)),
+                            quantity=decimal.Decimal(str(0.7)),
+                            price=decimal.Decimal(str(11)))
+
+        # Test stop loss order
+        stop_loss_5 = StopLossOrder(trader)
+        stop_loss_5.update(order_type=TraderOrderType.STOP_LOSS,
+                           symbol="BTC/USDT",
+                           current_price=decimal.Decimal(str(9)),
+                           quantity=decimal.Decimal(str(0.7)),
+                           price=decimal.Decimal(str(9)))
+
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_2, True)
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_3, True)
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_4, True)
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_5, True)
+        with mock.patch.object(exchange_manager.exchange.connector, "_get_fees_currency", return_value="BTC") \
+             as _get_fees_currency_mock:
+            portfolio_manager.portfolio.update_portfolio_available(limit_sell, True)
+            _get_fees_currency_mock.assert_called_once()
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_2, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_3, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_4, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_5, True)
+        with mock.patch.object(exchange_manager.exchange.connector, "_get_fees_currency", return_value="USDT") \
+             as _get_fees_currency_mock:
+            portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
+            _get_fees_currency_mock.assert_called_once()
+            _get_fees_currency_mock.reset_mock()
+            portfolio_manager.portfolio.update_portfolio_available(limit_buy_2, True)
+            _get_fees_currency_mock.assert_called_once()
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_3, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_4, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_5, True)
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_6, True)
+
+        assert round(portfolio_manager.portfolio.get_currency_portfolio("BTC").available,
+                     1) == decimal.Decimal('2.1')
+        assert round(portfolio_manager.portfolio.get_currency_portfolio("USDT").available,
+                     7) == decimal.Decimal('62.4095063')
+        assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal('10')
+        assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal('1000')
+
+        # cancels
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_3, False)
+        portfolio_manager.portfolio.update_portfolio_available(stop_loss_5, False)
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_2, False)
+        with mock.patch.object(exchange_manager.exchange.connector, "_get_fees_currency", return_value="USDT") \
+             as _get_fees_currency_mock:
+            portfolio_manager.portfolio.update_portfolio_available(limit_buy, False)
+            _get_fees_currency_mock.assert_called_once()
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_3, False)
+        portfolio_manager.portfolio.update_portfolio_available(limit_buy_5, False)
+        portfolio_manager.portfolio.update_portfolio_available(limit_sell_4, False)
+
+        assert portfolio_manager.portfolio.get_currency_portfolio("BTC").available == decimal.Decimal('4.296')
+        assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal('275.32')
+        assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal('10')
+        assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal('1000.0000000')
+
+        # filling
+        await fill_limit_or_stop_order(stop_loss_2)
+        with mock.patch.object(exchange_manager.exchange.connector, "_get_fees_currency", return_value="BTC") \
+             as _get_fees_currency_mock:
+            await fill_limit_or_stop_order(limit_sell)
+            _get_fees_currency_mock.assert_called_once()
+        await fill_limit_or_stop_order(limit_sell_3)
+        with mock.patch.object(exchange_manager.exchange.connector, "_get_fees_currency", return_value="USDT") \
+             as _get_fees_currency_mock:
+            await fill_limit_or_stop_order(limit_buy_2)
+            _get_fees_currency_mock.assert_called_once()
+        await fill_limit_or_stop_order(limit_sell_5)
+        await fill_limit_or_stop_order(stop_loss_4)
+        await fill_limit_or_stop_order(limit_buy_4)
+        await fill_limit_or_stop_order(limit_buy_6)
+
+        assert portfolio_manager.portfolio.get_currency_portfolio("BTC").available == decimal.Decimal('9.32317')
+        assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal('673.9633')
+        assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal('9.32317')
+        assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal('673.9633')
 
 
 async def test_update_portfolio_with_multiple_symbols_orders(backtesting_trader):
@@ -946,6 +984,7 @@ async def test_default_impl(backtesting_trader):
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
 
     order = BuyMarketOrder(trader)
+    order.symbol = "BTC/USDT"
 
     # should not raise NotImplemented
     portfolio_manager.portfolio.update_portfolio_data_from_order(order)