stable/tests/exchange/test_binance.py

from random import randint
from unittest.mock import MagicMock, PropertyMock

import ccxt
import pytest

from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers


@pytest.mark.parametrize('limitratio,expected', [
    (None, 220 * 0.99),
    (0.99, 220 * 0.99),
    (0.98, 220 * 0.98),
])
def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
    api_mock = MagicMock()
    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
    order_type = 'stop_loss_limit'

    api_mock.create_order = MagicMock(return_value={
        'id': order_id,
        'info': {
            'foo': 'bar'
        }
    })
    default_conf['dry_run'] = False
    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)

    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')

    with pytest.raises(OperationalException):
        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})

    api_mock.create_order.reset_mock()
    order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                              order_types=order_types, side="sell")

    assert 'id' in order
    assert 'info' in order
    assert order['id'] == order_id
    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
    assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
    # Price should be 1% below stopprice
    assert api_mock.create_order.call_args_list[0][1]['price'] == expected
    assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}

    # test exception handling
    with pytest.raises(DependencyException):
        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")

    with pytest.raises(InvalidOrderException):
        api_mock.create_order = MagicMock(
            side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
                           "stoploss", "create_order", retries=1,
                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")


def test_stoploss_order_dry_run_binance(default_conf, mocker):
    api_mock = MagicMock()
    order_type = 'stop_loss_limit'
    default_conf['dry_run'] = True
    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)

    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')

    with pytest.raises(OperationalException):
        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})

    api_mock.create_order.reset_mock()

    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")

    assert 'id' in order
    assert 'info' in order
    assert 'type' in order

    assert order['type'] == order_type
    assert order['price'] == 220
    assert order['amount'] == 1


def test_stoploss_adjust_binance(mocker, default_conf):
    exchange = get_patched_exchange(mocker, default_conf, id='binance')
    order = {
        'type': 'stop_loss_limit',
        'price': 1500,
        'info': {'stopPrice': 1500},
    }
    assert exchange.stoploss_adjust(1501, order, side="sell")
    assert not exchange.stoploss_adjust(1499, order, side="sell")
    # Test with invalid order case
    order['type'] = 'stop_loss'
    assert not exchange.stoploss_adjust(1501, order, side="sell")


@pytest.mark.parametrize('pair,nominal_value,max_lev', [
    ("BNB/BUSD", 0.0, 40.0),
    ("BNB/USDT", 100.0, 153.84615384615384),
    ("BTC/USDT", 170.30, 250.0),
    ("BNB/BUSD", 999999.9, 10.0),
    ("BNB/USDT", 5000000.0, 6.666666666666667),
    ("BTC/USDT", 300000000.1, 2.0),
])
def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max_lev):
    exchange = get_patched_exchange(mocker, default_conf, id="binance")
    exchange._leverage_brackets = {
        'BNB/BUSD': [[0.0, 0.025],
                     [100000.0, 0.05],
                     [500000.0, 0.1],
                     [1000000.0, 0.15],
                     [2000000.0, 0.25],
                     [5000000.0, 0.5]],
        'BNB/USDT': [[0.0, 0.0065],
                     [10000.0, 0.01],
                     [50000.0, 0.02],
                     [250000.0, 0.05],
                     [1000000.0, 0.1],
                     [2000000.0, 0.125],
                     [5000000.0, 0.15],
                     [10000000.0, 0.25]],
        'BTC/USDT': [[0.0, 0.004],
                     [50000.0, 0.005],
                     [250000.0, 0.01],
                     [1000000.0, 0.025],
                     [5000000.0, 0.05],
                     [20000000.0, 0.1],
                     [50000000.0, 0.125],
                     [100000000.0, 0.15],
                     [200000000.0, 0.25],
                     [300000000.0, 0.5]],
    }
    assert exchange.get_max_leverage(pair, nominal_value) == max_lev


def test_fill_leverage_brackets_binance(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.load_leverage_brackets = MagicMock(return_value={
        'ADA/BUSD': [[0.0, 0.025],
                     [100000.0, 0.05],
                     [500000.0, 0.1],
                     [1000000.0, 0.15],
                     [2000000.0, 0.25],
                     [5000000.0, 0.5]],
        'BTC/USDT': [[0.0, 0.004],
                     [50000.0, 0.005],
                     [250000.0, 0.01],
                     [1000000.0, 0.025],
                     [5000000.0, 0.05],
                     [20000000.0, 0.1],
                     [50000000.0, 0.125],
                     [100000000.0, 0.15],
                     [200000000.0, 0.25],
                     [300000000.0, 0.5]],
        "ZEC/USDT": [[0.0, 0.01],
                     [5000.0, 0.025],
                     [25000.0, 0.05],
                     [100000.0, 0.1],
                     [250000.0, 0.125],
                     [1000000.0, 0.5]],

    })
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
    exchange.fill_leverage_brackets()

    assert exchange._leverage_brackets == {
        'ADA/BUSD': [[0.0, 0.025],
                     [100000.0, 0.05],
                     [500000.0, 0.1],
                     [1000000.0, 0.15],
                     [2000000.0, 0.25],
                     [5000000.0, 0.5]],
        'BTC/USDT': [[0.0, 0.004],
                     [50000.0, 0.005],
                     [250000.0, 0.01],
                     [1000000.0, 0.025],
                     [5000000.0, 0.05],
                     [20000000.0, 0.1],
                     [50000000.0, 0.125],
                     [100000000.0, 0.15],
                     [200000000.0, 0.25],
                     [300000000.0, 0.5]],
        "ZEC/USDT": [[0.0, 0.01],
                     [5000.0, 0.025],
                     [25000.0, 0.05],
                     [100000.0, 0.1],
                     [250000.0, 0.125],
                     [1000000.0, 0.5]],
    }

    api_mock = MagicMock()
    api_mock.load_leverage_brackets = MagicMock()
    type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})

    ccxt_exceptionhandlers(
        mocker,
        default_conf,
        api_mock,
        "binance",
        "fill_leverage_brackets",
        "load_leverage_brackets"
    )