stable/tests/exchange/test_ftx.py

from datetime import datetime, timedelta
from random import randint
from unittest.mock import MagicMock

import ccxt
import pytest

from freqtrade.exceptions import DependencyException, InvalidOrderException
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
from tests.conftest import get_patched_exchange

from .test_exchange import ccxt_exceptionhandlers


STOPLOSS_ORDERTYPE = 'stop'


@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
    (217.8, 1.05, "sell"),
    (222.2, 0.95, "buy"),
])
def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
    api_mock = MagicMock()
    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))

    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, 'ftx')

    # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
    order = exchange.stoploss(
        pair='ETH/BTC',
        amount=1,
        stop_price=190,
        side=side,
        order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
        leverage=1.0
    )

    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
    assert api_mock.create_order.call_args_list[0][1]['side'] == side
    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
    assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190

    assert api_mock.create_order.call_count == 1

    api_mock.create_order.reset_mock()

    order = exchange.stoploss(
        pair='ETH/BTC',
        amount=1,
        stop_price=220,
        order_types={},
        side=side,
        leverage=1.0
    )

    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'] == STOPLOSS_ORDERTYPE
    assert api_mock.create_order.call_args_list[0][1]['side'] == side
    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220

    api_mock.create_order.reset_mock()
    order = exchange.stoploss(
        pair='ETH/BTC',
        amount=1,
        stop_price=220,
        order_types={'stoploss': 'limit'}, side=side,
        leverage=1.0
    )

    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'] == STOPLOSS_ORDERTYPE
    assert api_mock.create_order.call_args_list[0][1]['side'] == side
    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
    assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
    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, 'ftx')
        exchange.stoploss(
            pair='ETH/BTC',
            amount=1,
            stop_price=220,
            order_types={},
            side=side,
            leverage=1.0
        )

    with pytest.raises(InvalidOrderException):
        api_mock.create_order = MagicMock(
            side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
        exchange.stoploss(
            pair='ETH/BTC',
            amount=1,
            stop_price=220,
            order_types={},
            side=side,
            leverage=1.0
        )

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
                           "stoploss", "create_order", retries=1,
                           pair='ETH/BTC', amount=1, stop_price=220, order_types={},
                           side=side, leverage=1.0)


@pytest.mark.parametrize('side', [("sell"), ("buy")])
def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
    api_mock = MagicMock()
    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, 'ftx')

    api_mock.create_order.reset_mock()

    order = exchange.stoploss(
        pair='ETH/BTC',
        amount=1,
        stop_price=220,
        order_types={},
        side=side,
        leverage=1.0
    )

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

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


@pytest.mark.parametrize('sl1,sl2,sl3,side', [
    (1501, 1499, 1501, "sell"),
    (1499, 1501, 1499, "buy")
])
def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
    order = {
        'type': STOPLOSS_ORDERTYPE,
        'price': 1500,
    }
    assert exchange.stoploss_adjust(sl1, order, side=side)
    assert not exchange.stoploss_adjust(sl2, order, side=side)
    # Test with invalid order case ...
    order['type'] = 'stop_loss_limit'
    assert not exchange.stoploss_adjust(sl3, order, side=side)


def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order, limit_buy_order):
    default_conf['dry_run'] = True
    order = MagicMock()
    order.myid = 123
    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
    exchange._dry_run_open_orders['X'] = order
    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123

    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
        exchange.fetch_stoploss_order('Y', 'TKN/BTC')

    default_conf['dry_run'] = False
    api_mock = MagicMock()
    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
    assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'

    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
    with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
        exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']

    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}])
    api_mock.fetch_order = MagicMock(return_value=limit_sell_order)

    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
    assert resp
    assert api_mock.fetch_order.call_count == 1
    assert resp['id_stop'] == 'mocked_limit_sell'
    assert resp['id'] == 'X'
    assert resp['type'] == 'stop'
    assert resp['status_stop'] == 'triggered'

    api_mock.fetch_order = MagicMock(return_value=limit_buy_order)

    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
    assert resp
    assert api_mock.fetch_order.call_count == 1
    assert resp['id_stop'] == 'mocked_limit_buy'
    assert resp['id'] == 'X'
    assert resp['type'] == 'stop'
    assert resp['status_stop'] == 'triggered'

    with pytest.raises(InvalidOrderException):
        api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
    assert api_mock.fetch_orders.call_count == 1

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
                           'fetch_stoploss_order', 'fetch_orders',
                           retries=API_FETCH_ORDER_RETRY_COUNT + 1,
                           order_id='_', pair='TKN/BTC')


def test_get_order_id(mocker, default_conf):
    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
    order = {
        'type': STOPLOSS_ORDERTYPE,
        'price': 1500,
        'id': '1111',
        'id_stop': '1234',
        'info': {
        }
    }
    assert exchange.get_order_id_conditional(order) == '1234'

    order = {
        'type': 'limit',
        'price': 1500,
        'id': '1111',
        'id_stop': '1234',
        'info': {
        }
    }
    assert exchange.get_order_id_conditional(order) == '1111'


@pytest.mark.parametrize('pair,nominal_value,max_lev', [
    ("ADA/BTC", 0.0, 20.0),
    ("BTC/EUR", 100.0, 20.0),
    ("ZEC/USD", 173.31, 20.0),
])
def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev):
    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
    assert exchange.get_max_leverage(pair, nominal_value) == max_lev


def test_fill_leverage_brackets_ftx(default_conf, mocker):
    # FTX only has one account wide leverage, so there's no leverage brackets
    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
    exchange.fill_leverage_brackets()
    assert exchange._leverage_brackets == {}


@pytest.mark.parametrize("pair,when", [
    ('XRP/USDT', datetime.utcnow()),
    ('ADA/BTC', datetime.utcnow()),
    ('XRP/USDT', datetime.utcnow() - timedelta(hours=30)),
])
def test__get_funding_rate(default_conf, mocker, pair, when):
    api_mock = MagicMock()
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="ftx")
    assert exchange._get_funding_rate(pair, when) is None


def test__get_funding_fee():
    return