Revert having price_rounding_mode as configuration

freqtrade/constants.py

@@ -5,8 +5,6 @@ bot constants
 """
 from typing import Any, Dict, List, Literal, Tuple
 
-from ccxt import ROUND, ROUND_DOWN, ROUND_UP, TRUNCATE
-
 from freqtrade.enums import CandleType, PriceType, RPCMessageType
 
 
@@ -52,8 +50,6 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 # it has wide consequences for stored trades files
 DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
 TRADING_MODES = ['spot', 'margin', 'futures']
-PRICE_ROUND_MODES = [TRUNCATE, ROUND, ROUND_UP, ROUND_DOWN]
-DEFAULT_PRICE_ROUND_MODE = ROUND_UP
 MARGIN_MODES = ['cross', 'isolated', '']
 
 LAST_BT_RESULT_FN = '.last_result.json'
@@ -480,9 +476,7 @@ CONF_SCHEMA = {
                 'outdated_offset': {'type': 'integer', 'minimum': 1},
                 'markets_refresh_interval': {'type': 'integer'},
                 'ccxt_config': {'type': 'object'},
-                'ccxt_async_config': {'type': 'object'},
-                'price_rounding_mode': {'type':    'integer', 'enum': PRICE_ROUND_MODES,
-                                        'default': DEFAULT_PRICE_ROUND_MODE}
+                'ccxt_async_config': {'type': 'object'}
             },
             'required': ['name']
         },

freqtrade/exchange/exchange.py

@@ -143,9 +143,7 @@ class Exchange:
             if config.get('margin_mode')
             else MarginMode.NONE
         )
-        self.liquidation_buffer = config.get("liquidation_buffer", 0.05)
-        self._price_rounding_mode = exchange_config.get("price_rounding_mode",
-                                                        DEFAULT_PRICE_ROUND_MODE)
+        self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
 
         # Deep merge ft_has with default ft_has options
         self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@@ -732,13 +730,14 @@ class Exchange:
         """
         return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
 
-    def price_to_precision(self, pair: str, price: float) -> float:
+    def price_to_precision(self, pair: str, price: float, rounding_mode: int) -> float:
         """
         Returns the price rounded to the precision the Exchange accepts.
-        The default price_rounding_mode in conf is ROUND_UP
+        The default price_rounding_mode in conf is ROUND.
+        Must use ROUND_UP / ROUND_DOWN for stoploss calculations.
         """
         return price_to_precision(price, self.get_precision_price(pair),
-                                  self.precisionMode, self._price_rounding_mode)
+                                  self.precisionMode, rounding_mode)
 
     def price_get_one_pip(self, pair: str, price: float) -> float:
         """

tests/exchange/test_exchange.py

@@ -5328,21 +5328,3 @@ def test_price_to_precision_with_default_conf(default_conf, mocker):
     prec_price = patched_ex.price_to_precision("XRP/USDT", 1.0000000101)
     assert prec_price == 1.00000002
 
-
-@pytest.mark.parametrize(
-    "rounding_mode, price, expected_price",
-    [
-        (TRUNCATE, 1.0000000199, 1.00000001),
-        (ROUND, 1.0000000149, 1.00000001),
-        (ROUND, 1.0000000151, 1.00000002),
-        (ROUND_UP, 1.0000000101, 1.00000002),
-    ],
-)
-def test_price_to_precision_rounding_mode_from_conf(
-    default_conf, mocker, rounding_mode, price, expected_price
-):
-    conf = copy.deepcopy(default_conf)
-    conf["exchange"]["price_rounding_mode"] = rounding_mode
-    patched_ex = get_patched_exchange(mocker, conf)
-    prec_price = patched_ex.price_to_precision("XRP/USDT", price)
-    assert prec_price == expected_price