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trade and fee resolving edge cases #135
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Looks like deposit of eur and direct conversion to BNB. Transaction related should be something like buy/sell |
Ok, you are right, it didn't work because of the Deposit, which was not excluded when resolving trades. |
jhoogstraat
changed the title
trade resolving edge cases
trade and fee resolving edge cases
May 16, 2022
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resolve_trades
currently only works when there is exactly oneBuy
and oneSell
op for any particularutc_time
.This leaves many cases unhandled, which could result in miscalculated gains.
Here are four such cases:
utc_time
Buy
/Sell
ops later on.utc_time
s (sell ops one second before buy ops)The first case can be resolved for 3 coins if there is a "bridge coin" (sell btc -> usdt, buy eth -> usdt), because usdt is included in both orders.
The third case can be resolved by filtering the irrelevant ops.
Binance does provide an order history, which contains the required information to resolve trades correctly, even when multiple trades occur. Maybe that can help us.
pr: #136
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