stable/tests/exchange/test_binance.py

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from random import randint
from unittest.mock import MagicMock
import ccxt
import pytest
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from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
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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):
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
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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}
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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')
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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')
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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,
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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):
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
api_mock.create_order.reset_mock()
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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},
}
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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'
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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")
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']],
}
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"fill_leverage_brackets",
"fill_leverage_brackets"
)