stable/freqtrade/tests/exchange/test_exchange.py

# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
from unittest.mock import Mock, MagicMock, PropertyMock
from random import randint
import logging
import ccxt
from requests.exceptions import RequestException
import pytest

from freqtrade import OperationalException
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
    get_ticker, get_ticker_history, cancel_order, get_name, get_fee
import freqtrade.exchange as exchange

API_INIT = False


def maybe_init_api(conf, mocker):
    global API_INIT
    if not API_INIT:
        mocker.patch('freqtrade.exchange.validate_pairs',
                     side_effect=lambda s: True)
        init(config=conf)
        API_INIT = True


def test_init(default_conf, mocker, caplog):
    maybe_init_api(default_conf, mocker)
    assert ('freqtrade.exchange',
            logging.INFO,
            'Instance is running with dry_run enabled'
            ) in caplog.record_tuples


def test_init_exception(default_conf):
    default_conf['exchange']['name'] = 'wrong_exchange_name'

    with pytest.raises(
            OperationalException,
            match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
        init(config=default_conf)


def test_validate_pairs(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.load_markets = MagicMock(return_value={
        'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
    })
    id_mock = PropertyMock(return_value='test_exchange')
    type(api_mock).id = id_mock

    mocker.patch('freqtrade.exchange._API', api_mock)
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    validate_pairs(default_conf['exchange']['pair_whitelist'])


def test_validate_pairs_not_available(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.load_markets = MagicMock(return_value={})
    mocker.patch('freqtrade.exchange._API', api_mock)
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    with pytest.raises(OperationalException, match=r'not available'):
        validate_pairs(default_conf['exchange']['pair_whitelist'])


def test_validate_pairs_not_compatible(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.load_markets = MagicMock(return_value={
        'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
    })
    default_conf['stake_currency'] = 'ETH'
    mocker.patch('freqtrade.exchange._API', api_mock)
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    with pytest.raises(OperationalException, match=r'not compatible'):
        validate_pairs(default_conf['exchange']['pair_whitelist'])


def test_validate_pairs_exception(default_conf, mocker, caplog):
    api_mock = MagicMock()
    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
    mocker.patch('freqtrade.exchange._API', api_mock)

    validate_pairs(default_conf['exchange']['pair_whitelist'])
    assert ('freqtrade.exchange',
            logging.WARNING,
            'Unable to validate pairs (assuming they are correct). Reason: '
            ) in caplog.record_tuples


def test_buy_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert 'dry_run_buy_' in buy(pair='ETH/BTC', rate=200, amount=1)


def test_buy_prod(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.buy = MagicMock(
        return_value='dry_run_buy_{}'.format(randint(0, 10 ** 6)))
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert 'dry_run_buy_' in buy(pair='ETH/BTC', rate=200, amount=1)


def test_sell_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert 'dry_run_sell_' in sell(pair='ETH/BTC', rate=200, amount=1)


def test_sell_prod(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.sell = MagicMock(
        return_value='dry_run_sell_{}'.format(randint(0, 10 ** 6)))
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert 'dry_run_sell_' in sell(pair='ETH/BTC', rate=200, amount=1)


def test_get_balance_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 999.9


def test_get_balance_prod(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 123.4


def test_get_balances_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balances() == {}


def test_get_balances_prod(default_conf, mocker):
    balance_item = {
        'free': 10.0,
        'total': 10.0,
        'used': 0.0
    }

    api_mock = MagicMock()
    api_mock.fetch_balance = MagicMock(return_value={
        '1ST': balance_item,
        '2ST': balance_item,
        '3ST': balance_item
    })
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert len(get_balances()) == 3
    assert get_balances()['1ST']['free'] == 10.0
    assert get_balances()['1ST']['total'] == 10.0
    assert get_balances()['1ST']['used'] == 0.0


# This test is somewhat redundant with
# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
def test_get_ticker(default_conf, mocker):
    maybe_init_api(default_conf, mocker)
    api_mock = MagicMock()
    tick = {
        'symbol': 'ETH/BTC',
        'bid': 0.00001098,
        'ask': 0.00001099,
        'last': 0.0001,
    }
    api_mock.fetch_ticker = MagicMock(return_value=tick)
    mocker.patch('freqtrade.exchange._API', api_mock)

    # retrieve original ticker
    ticker = get_ticker(pair='ETH/BTC')
    assert ticker['bid'] == 0.00001098
    assert ticker['ask'] == 0.00001099

    # change the ticker
    tick = {
        'symbol': 'ETH/BTC',
        'bid': 0.5,
        'ask': 1,
        'last': 42,
    }
    api_mock.fetch_ticker = MagicMock(return_value=tick)
    mocker.patch('freqtrade.exchange._API', api_mock)

    # if not caching the result we should get the same ticker
    # if not fetching a new result we should get the cached ticker
    # ticker = get_ticker(pair='ETH/BTC', refresh=False)
    # assert ticker['bid'] == 0.00001098
    # assert ticker['ask'] == 0.00001099

    # force ticker refresh
    ticker = get_ticker(pair='ETH/BTC', refresh=True)
    assert ticker['bid'] == 0.5
    assert ticker['ask'] == 1


def test_get_ticker_history(default_conf, mocker):
    api_mock = MagicMock()
    tick = 123
    api_mock.fetch_ohlcv = MagicMock(return_value=tick)
    mocker.patch('freqtrade.exchange._API', api_mock)

    # retrieve original ticker
    ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
    assert ticks == 123

    # change the ticker
    #tick = 999
    #api_mock.get_ticker_history = MagicMock(return_value=tick)
    #mocker.patch('freqtrade.exchange._API', api_mock)

    # ensure caching will still return the original ticker
    #ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
    #assert ticks == 123


def test_cancel_order_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert cancel_order(order_id='123') is None


# Ensure that if not dry_run, we should call API
def test_cancel_order(default_conf, mocker):
    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    api_mock = MagicMock()
    api_mock.cancel_order = MagicMock(return_value=123)
    mocker.patch('freqtrade.exchange._API', api_mock)
    assert cancel_order(order_id='_') == 123


def test_get_order(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    order = MagicMock()
    order.myid = 123
    exchange._DRY_RUN_OPEN_ORDERS['X'] = order
    print(exchange.get_order('X'))
    assert exchange.get_order('X').myid == 123

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
    api_mock = MagicMock()
    api_mock.get_order = MagicMock(return_value=456)
    mocker.patch('freqtrade.exchange._API', api_mock)
    assert exchange.get_order('X') == 456


def test_get_name(default_conf, mocker):
    mocker.patch('freqtrade.exchange.validate_pairs',
                 side_effect=lambda s: True)
    default_conf['exchange']['name'] = 'binance'
    init(default_conf)

    assert get_name() == 'Binance'


def test_get_fee(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.calculate_fee = MagicMock(return_value={'type': 'taker', 'currency': 'BTC', 'rate': 0.025, 'cost': 0.05})
    mocker.patch('freqtrade.exchange._API', api_mock)
    assert get_fee() == 0.025


# TODO: disable until caching implemented
# def test_exchange_misc(mocker):
#     api_mock = MagicMock()
#     mocker.patch('freqtrade.exchange._API', api_mock)
#     exchange.get_markets()
#     assert api_mock.get_markets.call_count == 1
#     exchange.get_market_summaries()
#     assert api_mock.get_market_summaries.call_count == 1
#     api_mock.name = 123
#     assert exchange.get_name() == 123
#     api_mock.fee = 456
#     assert exchange.get_fee() == 456
#     exchange.get_wallet_health()
#     assert api_mock.get_wallet_health.call_count == 1