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…ility This commit implements proper fee reporting in the GMX CCXT wrapper to enable freqtrade to calculate and display fee rates. Problem: - Freqtrade was logging "rate: None" for GMX trades - The wrapper was reporting execution fees (ETH gas) instead of trading fees - ETH is neither base nor quote currency, so freqtrade couldn't compute rate Solution: - Added _build_trading_fee() helper method - Replace execution fees with trading fees (0.06% in USDC/USD) - Updated all fee construction paths: * parse_trade() - Added rate calculation for Subsquid trades * _parse_order_result_to_ccxt() - Order creation uses trading fees * fetch_order() - Verification replaces with trading fees * _parse_sltp_result_to_ccxt() - Bundled SL/TP uses trading fees * _create_standalone_sltp_order() - Standalone SL/TP uses trading fees - Preserved execution fees in info["execution_fee_eth"] Fee rate uses 0.06% (0.0006) as per GMX docs: - 0.04% for positive impact trades (improve balance) - 0.06% for negative impact trades (common case) - Matches existing calculate_fee() method Result: Before: Fee for Trade ... [sell]: 1.8650141e-05 ETH - rate: None After: Fee for Trade ... [sell]: 0.01680000 USDC - rate: 0.0006 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Apply the same fee rate implementation to the async version: - Added _build_trading_fee() helper method - Updated _parse_sltp_result_to_ccxt() to use trading fees - Updated fetch_order() to replace execution fee with trading fee on verification - Preserved execution fees in info["execution_fee_eth"] Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Extract actual fees from PositionIncrease/PositionDecrease events instead of
using fixed 0.06% rate. Calculate real fee rates based on actual paid amounts.
Changes:
- Add _convert_token_fee_to_usd() to convert token fees to USD
- Add _extract_actual_fee() to get actual fees from verification events
- Add _build_fee_breakdown() for detailed fee reporting
- Update fetch_order() to use actual fees from events
- Add fees_breakdown in order["info"] with:
* position_fee_usd, borrowing_fee_usd, funding_fee_usd
* execution_fee_eth (keeper gas fees)
- Change logging precision from %.2f to %s for full float precision
- Enhanced ORDER_TRACE logs to show:
* trading_fee and rate from actual events
* execution_fee separately
Fee structure remains CCXT-compliant:
- order["fee"] = {cost, currency, rate} with actual values
- Detailed breakdown in order["info"]["fees_breakdown"]
Applied to both sync and async GMX CCXT wrappers.
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
Replaced string "N/A" fallbacks with numeric 0.0 defaults in fetch_order()
logging statements to prevent potential issues with freqtrade's fee processing.
Using numeric types ensures type safety and CCXT compliance.
Changes:
- order["fee"].get("cost/rate") fallbacks now use 0.0 instead of "N/A"
- execution_fee_eth fallback now uses 0.0 instead of "N/A"
- Applied to both sync and async exchange implementations
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
…nIncrease
CRITICAL BUG FIX: GMX V2 emits fees in a separate PositionFeesCollected event,
not in PositionIncrease/PositionDecrease events. The previous implementation
tried to extract positionFeeAmount, borrowingFeeAmount, etc. from position
events where these fields don't exist, resulting in all fees being zero.
Changes:
- Updated extract_order_execution_result() in eth_defi/gmx/events.py
- Added separate loop to find PositionFeesCollected event by orderKey
- Fees now correctly extracted from the right event
Test Results (Transaction 0x8aec04ad...):
- Before: Position Fee = 0, Total = 0
- After: Position Fee = 9709 tokens ($0.00970900 USDC)
Test Results (Transaction 0xb8599635...):
- Before: All fees = 0
- After: Position Fee = $0.00970800, Borrowing = $0.00100600,
Funding = $0.00248100, Total = $0.01319500
This fix is critical for accurate fee reporting to freqtrade and other clients.
Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
CRITICAL FIX: PnL decimal precision issue causing 5.3x error in freqtrade - order["info"]["verification"]["pnl_usd"] was storing RAW 30-decimal int - Freqtrade likely reading this field, resulting in wrong PnL display - Now converts: pnl_usd / GMX_USD_PRECISION for human-readable USD - Also converts price_impact_usd for consistency USER REQUEST: Print full order IDs in logs - Changed all logger statements from id[:16] to id - Allows seeing complete 66-character order keys for debugging - Applied to both sync and async implementations (38 locations) Test case from screenshots: - GMX Web UI shows: +$0.67 (+4.17%) PnL ✅ - Freqtrade showed: $0.126 (0.80%) PnL ❌ (5.3x error) - Root cause: Reading raw int 670000000000000000000000000000 instead of converted 0.67 - Fix: Now stores 0.67 (converted) in verification block Changes: - eth_defi/gmx/ccxt/exchange.py: - Line 6644: Convert pnl_usd and price_impact_usd to USD - 19 locations: id[:16] → id - eth_defi/gmx/ccxt/async_support/exchange.py: - Line 38: Add GMX_USD_PRECISION import - Line 1586: Convert pnl_usd and price_impact_usd to USD - 19 locations: id[:16] → id Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
After bot restart, fetch_order() reconstructs orders from blockchain and previously set side=None because the CCXT side was not stored on-chain. This caused an infinite fee update loop in freqtrade since update_fee() and fee_updated() require "buy"/"sell" to match. Adds _derive_side_from_trade_action() that maps orderType + isLong back to the original CCXT side. Also extracts orderType from EventEmitter events and adds diagnostic logging. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
timeout_seconds=0 caused the Subsquid query loop to never execute (while 0 < 0 is False), so all blockchain-path fetch_order calls fell through to EventEmitter which lacks orderType/isLong fields. Changed to timeout_seconds=5 and bumped fallback logs to info level. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Path B (post-restart blockchain fetch) was reporting only gas cost in ETH as the fee, causing freqtrade to record rate: None (ETH→USDC conversion fails). Now extracts positionFeeAmount from trade_action (Subsquid) and converts to USDC with proper rate, matching Path A's design. Gas cost is preserved in info["execution_fee_eth"] for reference. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…urate fee conversion When Subsquid lacks collateralToken/collateralTokenPriceMax fields (which it always does), fetch the keeper tx receipt and call extract_order_execution_result() to get real collateral data from PositionFeesCollected events. Remove the broken execution_price fallback that used index token price with collateral token decimals, producing garbage values for non-stablecoin collateral. Changes: - Add collateral enrichment from on-chain events in blockchain fallback (sync + async) - Remove broken execution_price parameter from _convert_token_fee_to_usd - Add extract_order_execution_result import to async exchange - Add dynamic collateral detection (collateral_token, collateral_token_price fields) - Extract fees from PositionFeesCollected event with proper collateral price Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…ain PositionFeesCollected Re-enable the tradeActions Subsquid query with account_eq + eventName_eq filters to get real fee breakdown (positionFee, borrowingFee, fundingFee) without 504 timeouts. When tradeActions is unavailable, fall back to on-chain enrichment from PositionFeesCollected events via the keeper execution receipt. - Add tradeActions query with eventName_eq:"OrderExecuted" filter to client.py - Add on-chain fee enrichment (Option B) in _extract_fee_from_trade_action - Create shared _extract_fee_from_trade_action, used by both sync and async exchange - Pass account=self.wallet_address to all Subsquid query call sites - Fix dead backup Subsquid endpoint (@cc00ce -> :prod) in contracts.py - Increase tradeActions query timeout from 10s to 30s - Add detailed TRADING FEE BREAKDOWN INFO logging across all fee paths - Add async get_trade_action_by_order_key to async_graphql.py Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…re exit_reason When GMX keeper cancels or freezes an order, create_order now raises ccxt.InvalidOrder instead of returning a cancelled order dict. This prevents freqtrade from setting exit_reason on the trade before the order is confirmed. Also distinguishes frozen orders (status="expired") from hard cancels in fetch_order, and adds sold_on_exchange hint to synthetic position-already-closed orders. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…ecreaseOrderSize Pass position_size_usd_raw (exact 30-decimal int) through the full close path so _format_size_info() uses it as-is, avoiding the lossy int(float * 10^30) round-trip that intermittently causes GMX to revert with InvalidDecreaseOrderSize. Also: - Skip token approval for close/reduce orders (no collateral deposit needed) - Convert raw int to float for gas monitoring log display - Use raw int when partial close clamps to full position size
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ref: #718