2018-10-04 18:11:02 +00:00
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import copy
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2017-12-30 07:12:52 +00:00
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import logging
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2020-10-25 09:13:54 +00:00
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from datetime import datetime, timedelta, timezone
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2021-03-20 06:21:22 +00:00
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from math import isclose
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2018-07-04 07:31:35 +00:00
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from random import randint
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2020-06-28 09:17:06 +00:00
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from unittest.mock import MagicMock, Mock, PropertyMock, patch
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2018-03-17 21:44:47 +00:00
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2018-08-15 11:18:52 +00:00
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import arrow
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2018-05-02 18:03:13 +00:00
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import ccxt
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2017-12-30 07:12:52 +00:00
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import pytest
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2018-12-11 18:48:36 +00:00
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from pandas import DataFrame
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2017-12-30 07:12:52 +00:00
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2020-09-28 17:43:15 +00:00
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from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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2020-10-13 18:29:51 +00:00
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from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
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2020-09-28 17:43:15 +00:00
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from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
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2020-08-22 15:35:42 +00:00
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calculate_backoff)
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2020-09-28 17:43:15 +00:00
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from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
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timeframe_to_next_date, timeframe_to_prev_date,
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2019-10-31 09:39:24 +00:00
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timeframe_to_seconds)
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2019-02-20 19:13:23 +00:00
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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2021-03-13 14:36:34 +00:00
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from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re
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2017-12-30 07:12:52 +00:00
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2020-09-28 17:43:15 +00:00
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2019-02-24 18:59:45 +00:00
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# Make sure to always keep one exchange here which is NOT subclassed!!
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2020-03-25 14:50:33 +00:00
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EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
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2019-02-24 18:59:45 +00:00
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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2020-06-28 09:56:29 +00:00
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fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
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2020-06-28 09:17:06 +00:00
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with patch('freqtrade.exchange.common.time.sleep'):
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with pytest.raises(DDosProtection):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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2020-06-28 09:56:29 +00:00
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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2020-06-28 09:17:06 +00:00
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2018-06-28 19:22:43 +00:00
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with pytest.raises(TemporaryError):
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2019-07-22 18:57:40 +00:00
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
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2019-02-24 18:59:45 +00:00
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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2018-06-28 19:22:43 +00:00
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getattr(exchange, fun)(**kwargs)
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2020-06-28 09:56:29 +00:00
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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2018-06-28 19:22:43 +00:00
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with pytest.raises(OperationalException):
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2019-07-22 18:57:40 +00:00
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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2019-02-24 18:59:45 +00:00
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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2018-06-28 19:22:43 +00:00
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getattr(exchange, fun)(**kwargs)
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2018-07-01 17:37:55 +00:00
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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2018-06-28 19:22:43 +00:00
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2020-06-28 09:56:29 +00:00
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async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
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retries=API_RETRY_COUNT + 1, **kwargs):
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2020-06-28 09:17:06 +00:00
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2020-06-28 18:17:03 +00:00
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with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
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2020-06-28 09:17:06 +00:00
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with pytest.raises(DDosProtection):
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2020-06-28 14:04:04 +00:00
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
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2020-06-28 09:17:06 +00:00
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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2020-06-28 09:56:29 +00:00
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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2020-06-28 09:17:06 +00:00
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2018-08-01 19:19:49 +00:00
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with pytest.raises(TemporaryError):
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2019-07-22 18:57:40 +00:00
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
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2018-08-01 19:19:49 +00:00
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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2020-06-28 09:56:29 +00:00
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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2018-08-01 19:19:49 +00:00
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with pytest.raises(OperationalException):
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2019-07-22 18:57:40 +00:00
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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2018-08-01 19:19:49 +00:00
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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2017-12-30 07:12:52 +00:00
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def test_init(default_conf, mocker, caplog):
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2018-01-31 17:37:38 +00:00
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caplog.set_level(logging.INFO)
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2018-06-17 18:13:39 +00:00
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get_patched_exchange(mocker, default_conf)
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2019-08-11 18:17:39 +00:00
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assert log_has('Instance is running with dry_run enabled', caplog)
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2017-12-30 07:12:52 +00:00
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2019-09-10 21:18:07 +00:00
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def test_init_ccxt_kwargs(default_conf, mocker, caplog):
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2018-10-04 18:11:02 +00:00
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mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
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2020-01-11 10:54:11 +00:00
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mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
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2018-10-04 18:11:02 +00:00
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caplog.set_level(logging.INFO)
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conf = copy.deepcopy(default_conf)
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2020-02-03 14:17:36 +00:00
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conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True, 'asyncio_loop': True}
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2018-10-04 18:11:02 +00:00
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ex = Exchange(conf)
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2020-02-03 14:17:36 +00:00
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assert log_has(
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"Applying additional ccxt config: {'aiohttp_trust_env': True, 'asyncio_loop': True}",
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caplog)
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2018-10-04 18:11:02 +00:00
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assert ex._api_async.aiohttp_trust_env
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assert not ex._api.aiohttp_trust_env
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# Reset logging and config
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caplog.clear()
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conf = copy.deepcopy(default_conf)
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conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
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2020-05-30 08:45:50 +00:00
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conf['exchange']['ccxt_sync_config'] = {'TestKWARG44': 11}
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2020-02-03 14:17:36 +00:00
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conf['exchange']['ccxt_async_config'] = {'asyncio_loop': True}
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2020-05-30 08:45:50 +00:00
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asynclogmsg = "Applying additional ccxt config: {'TestKWARG': 11, 'asyncio_loop': True}"
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2018-10-04 18:11:02 +00:00
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ex = Exchange(conf)
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assert not ex._api_async.aiohttp_trust_env
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assert hasattr(ex._api, 'TestKWARG')
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assert ex._api.TestKWARG == 11
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2020-05-30 08:45:50 +00:00
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# ccxt_config is assigned to both sync and async
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assert not hasattr(ex._api_async, 'TestKWARG44')
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assert hasattr(ex._api_async, 'TestKWARG')
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assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
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assert log_has(asynclogmsg, caplog)
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2018-10-04 18:11:02 +00:00
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2018-08-14 17:51:49 +00:00
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def test_destroy(default_conf, mocker, caplog):
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caplog.set_level(logging.DEBUG)
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get_patched_exchange(mocker, default_conf)
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2019-08-11 18:17:39 +00:00
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assert log_has('Exchange object destroyed, closing async loop', caplog)
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2018-08-14 17:51:49 +00:00
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2018-06-28 20:32:28 +00:00
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def test_init_exception(default_conf, mocker):
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2017-12-30 07:12:52 +00:00
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default_conf['exchange']['name'] = 'wrong_exchange_name'
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2019-08-25 08:13:35 +00:00
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with pytest.raises(OperationalException,
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match=f"Exchange {default_conf['exchange']['name']} is not supported"):
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2018-06-17 18:13:39 +00:00
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Exchange(default_conf)
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2017-12-30 07:12:52 +00:00
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2018-06-28 20:32:28 +00:00
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default_conf['exchange']['name'] = 'binance'
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2019-08-25 08:13:35 +00:00
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with pytest.raises(OperationalException,
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match=f"Exchange {default_conf['exchange']['name']} is not supported"):
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2018-06-28 20:32:28 +00:00
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mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError))
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Exchange(default_conf)
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2019-08-25 08:13:35 +00:00
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with pytest.raises(OperationalException,
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match=r"Initialization of ccxt failed. Reason: DeadBeef"):
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mocker.patch("ccxt.binance", MagicMock(side_effect=ccxt.BaseError("DeadBeef")))
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Exchange(default_conf)
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2018-07-29 08:10:55 +00:00
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2019-02-20 19:13:23 +00:00
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def test_exchange_resolver(default_conf, mocker, caplog):
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
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2020-06-13 10:34:29 +00:00
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mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
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2020-01-11 10:54:11 +00:00
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mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
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mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
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2020-10-13 18:29:51 +00:00
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exchange = ExchangeResolver.load_exchange('huobi', default_conf)
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2019-02-20 19:13:23 +00:00
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assert isinstance(exchange, Exchange)
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2019-08-11 18:17:39 +00:00
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assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
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2019-02-20 19:13:23 +00:00
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caplog.clear()
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2020-10-13 18:29:51 +00:00
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exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
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assert isinstance(exchange, Exchange)
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assert isinstance(exchange, Bittrex)
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assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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caplog)
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caplog.clear()
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2019-12-23 09:03:18 +00:00
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exchange = ExchangeResolver.load_exchange('kraken', default_conf)
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2019-02-20 19:13:23 +00:00
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assert isinstance(exchange, Exchange)
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2019-02-21 06:07:45 +00:00
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assert isinstance(exchange, Kraken)
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2019-02-24 19:08:27 +00:00
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assert not isinstance(exchange, Binance)
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assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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2019-08-11 18:17:39 +00:00
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caplog)
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2019-02-24 19:08:27 +00:00
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2019-12-23 09:03:18 +00:00
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exchange = ExchangeResolver.load_exchange('binance', default_conf)
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2019-02-24 19:08:27 +00:00
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assert isinstance(exchange, Exchange)
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assert isinstance(exchange, Binance)
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assert not isinstance(exchange, Kraken)
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2019-02-20 19:13:23 +00:00
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assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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2019-08-11 18:17:39 +00:00
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caplog)
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2019-02-20 19:13:23 +00:00
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2019-10-14 09:36:42 +00:00
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# Test mapping
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2019-12-23 09:03:18 +00:00
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exchange = ExchangeResolver.load_exchange('binanceus', default_conf)
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2019-10-14 09:36:42 +00:00
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assert isinstance(exchange, Exchange)
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assert isinstance(exchange, Binance)
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assert not isinstance(exchange, Kraken)
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2019-02-20 19:13:23 +00:00
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2019-03-27 19:51:55 +00:00
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def test_validate_order_time_in_force(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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# explicitly test bittrex, exchanges implementing other policies need seperate tests
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ex = get_patched_exchange(mocker, default_conf, id="bittrex")
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tif = {
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"buy": "gtc",
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"sell": "gtc",
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}
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ex.validate_order_time_in_force(tif)
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tif2 = {
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"buy": "fok",
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"sell": "ioc",
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}
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with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"):
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ex.validate_order_time_in_force(tif2)
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# Patch to see if this will pass if the values are in the ft dict
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ex._ft_has.update({"order_time_in_force": ["gtc", "fok", "ioc"]})
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ex.validate_order_time_in_force(tif2)
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2020-01-14 15:01:35 +00:00
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@pytest.mark.parametrize("amount,precision_mode,precision,expected", [
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(2.34559, 2, 4, 2.3455),
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(2.34559, 2, 5, 2.34559),
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(2.34559, 2, 3, 2.345),
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(2.9999, 2, 3, 2.999),
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(2.9909, 2, 3, 2.990),
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# Tests for Tick-size
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(2.34559, 4, 0.0001, 2.3455),
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(2.34559, 4, 0.00001, 2.34559),
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(2.34559, 4, 0.001, 2.345),
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(2.9999, 4, 0.001, 2.999),
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(2.9909, 4, 0.001, 2.990),
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(2.9909, 4, 0.005, 2.990),
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(2.9999, 4, 0.005, 2.995),
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2020-01-14 14:54:53 +00:00
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])
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2020-01-14 15:01:35 +00:00
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def test_amount_to_precision(default_conf, mocker, amount, precision_mode, precision, expected):
|
2018-07-30 16:49:58 +00:00
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'''
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2020-01-14 14:54:53 +00:00
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Test rounds down
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2018-07-30 16:49:58 +00:00
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'''
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2020-01-14 14:54:53 +00:00
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markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': precision}}})
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2018-07-30 16:49:58 +00:00
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2019-10-26 08:08:23 +00:00
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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2020-01-12 13:40:58 +00:00
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# digits counting mode
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# DECIMAL_PLACES = 2
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# SIGNIFICANT_DIGITS = 3
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# TICK_SIZE = 4
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2020-01-14 15:01:35 +00:00
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mocker.patch('freqtrade.exchange.Exchange.precisionMode',
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PropertyMock(return_value=precision_mode))
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2019-10-26 08:08:23 +00:00
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mocker.patch('freqtrade.exchange.Exchange.markets', markets)
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2018-07-30 16:49:58 +00:00
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pair = 'ETH/BTC'
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2020-01-14 14:54:53 +00:00
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assert exchange.amount_to_precision(pair, amount) == expected
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2020-01-14 15:04:39 +00:00
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@pytest.mark.parametrize("price,precision_mode,precision,expected", [
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(2.34559, 2, 4, 2.3456),
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(2.34559, 2, 5, 2.34559),
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(2.34559, 2, 3, 2.346),
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(2.9999, 2, 3, 3.000),
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(2.9909, 2, 3, 2.991),
|
|
|
|
# Tests for Tick_size
|
|
|
|
(2.34559, 4, 0.0001, 2.3456),
|
|
|
|
(2.34559, 4, 0.00001, 2.34559),
|
|
|
|
(2.34559, 4, 0.001, 2.346),
|
|
|
|
(2.9999, 4, 0.001, 3.000),
|
|
|
|
(2.9909, 4, 0.001, 2.991),
|
2020-01-14 19:16:47 +00:00
|
|
|
(2.9909, 4, 0.005, 2.995),
|
|
|
|
(2.9973, 4, 0.005, 3.0),
|
2020-01-14 15:04:39 +00:00
|
|
|
(2.9977, 4, 0.005, 3.0),
|
2020-01-14 19:16:47 +00:00
|
|
|
(234.43, 4, 0.5, 234.5),
|
|
|
|
(234.53, 4, 0.5, 235.0),
|
|
|
|
(0.891534, 4, 0.0001, 0.8916),
|
2018-07-30 16:49:58 +00:00
|
|
|
|
2020-01-14 14:54:53 +00:00
|
|
|
])
|
2020-01-14 15:04:39 +00:00
|
|
|
def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
|
2018-07-30 16:49:58 +00:00
|
|
|
'''
|
2020-01-14 15:04:39 +00:00
|
|
|
Test price to precision
|
2018-07-30 16:49:58 +00:00
|
|
|
'''
|
2020-01-14 15:04:39 +00:00
|
|
|
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}})
|
2018-07-30 16:49:58 +00:00
|
|
|
|
2019-10-26 08:08:23 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
|
2020-01-14 14:54:53 +00:00
|
|
|
# digits counting mode
|
|
|
|
# DECIMAL_PLACES = 2
|
|
|
|
# SIGNIFICANT_DIGITS = 3
|
|
|
|
# TICK_SIZE = 4
|
2020-01-14 15:04:39 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.precisionMode',
|
|
|
|
PropertyMock(return_value=precision_mode))
|
2018-07-30 16:49:58 +00:00
|
|
|
|
|
|
|
pair = 'ETH/BTC'
|
2020-01-14 19:16:47 +00:00
|
|
|
assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
|
2018-07-30 16:49:58 +00:00
|
|
|
|
|
|
|
|
2020-04-15 05:53:31 +00:00
|
|
|
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
|
|
|
|
(2.34559, 2, 4, 0.0001),
|
|
|
|
(2.34559, 2, 5, 0.00001),
|
|
|
|
(2.34559, 2, 3, 0.001),
|
|
|
|
(2.9999, 2, 3, 0.001),
|
|
|
|
(200.0511, 2, 3, 0.001),
|
|
|
|
# Tests for Tick_size
|
|
|
|
(2.34559, 4, 0.0001, 0.0001),
|
|
|
|
(2.34559, 4, 0.00001, 0.00001),
|
|
|
|
(2.34559, 4, 0.0025, 0.0025),
|
|
|
|
(2.9909, 4, 0.0025, 0.0025),
|
|
|
|
(234.43, 4, 0.5, 0.5),
|
|
|
|
(234.43, 4, 0.0025, 0.0025),
|
|
|
|
(234.43, 4, 0.00013, 0.00013),
|
|
|
|
|
|
|
|
])
|
|
|
|
def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precision, expected):
|
|
|
|
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}})
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.precisionMode',
|
|
|
|
PropertyMock(return_value=precision_mode))
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected
|
|
|
|
|
|
|
|
|
2021-02-02 18:47:21 +00:00
|
|
|
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
|
|
|
|
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
|
|
|
stoploss = -0.05
|
|
|
|
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
|
|
|
|
|
|
|
|
# no pair found
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
with pytest.raises(ValueError, match=r'.*get market information.*'):
|
|
|
|
exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
|
|
|
|
|
|
|
|
# no 'limits' section
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# empty 'limits' section
|
|
|
|
markets["ETH/BTC"]["limits"] = {}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# no cost Min
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {"min": None},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# no amount Min
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {"min": None}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# empty 'cost'/'amount' section
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# min cost is set
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
|
2021-03-20 06:21:22 +00:00
|
|
|
assert isclose(result, 2 * 1.1)
|
2021-02-02 18:47:21 +00:00
|
|
|
|
|
|
|
# min amount is set
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
|
2021-03-20 06:21:22 +00:00
|
|
|
assert isclose(result, 2 * 2 * 1.1)
|
2021-02-02 18:47:21 +00:00
|
|
|
|
|
|
|
# min amount and cost are set (cost is minimal)
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
|
2021-03-20 06:21:22 +00:00
|
|
|
assert isclose(result, max(2, 2 * 2) * 1.1)
|
2021-02-02 18:47:21 +00:00
|
|
|
|
|
|
|
# min amount and cost are set (amount is minial)
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 8},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
|
2021-03-20 06:21:22 +00:00
|
|
|
assert isclose(result, max(8, 2 * 2) * 1.1)
|
|
|
|
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
|
|
|
|
assert isclose(result, max(8, 2 * 2) * 1.45)
|
|
|
|
|
|
|
|
# Really big stoploss
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
|
|
|
|
assert isclose(result, max(8, 2 * 2) * 1.5)
|
2021-02-02 18:47:21 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
|
|
|
stoploss = -0.05
|
|
|
|
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
|
|
|
|
|
|
|
|
# Real Binance data
|
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 0.0001},
|
|
|
|
'amount': {'min': 0.001}
|
|
|
|
}
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
|
|
|
)
|
|
|
|
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
|
2021-03-20 06:21:22 +00:00
|
|
|
assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * 1.1, 8)
|
2021-02-02 18:47:21 +00:00
|
|
|
|
|
|
|
|
2018-07-28 20:32:10 +00:00
|
|
|
def test_set_sandbox(default_conf, mocker):
|
|
|
|
"""
|
|
|
|
Test working scenario
|
|
|
|
"""
|
|
|
|
api_mock = MagicMock()
|
|
|
|
api_mock.load_markets = MagicMock(return_value={
|
|
|
|
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
|
|
|
|
})
|
2018-07-29 08:10:55 +00:00
|
|
|
url_mock = PropertyMock(return_value={'test': "api-public.sandbox.gdax.com",
|
|
|
|
'api': 'https://api.gdax.com'})
|
2018-07-28 20:32:10 +00:00
|
|
|
type(api_mock).urls = url_mock
|
2019-03-05 18:46:03 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
2018-07-29 08:02:04 +00:00
|
|
|
liveurl = exchange._api.urls['api']
|
|
|
|
default_conf['exchange']['sandbox'] = True
|
|
|
|
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
|
|
|
|
assert exchange._api.urls['api'] != liveurl
|
|
|
|
|
2018-07-29 08:10:55 +00:00
|
|
|
|
2018-07-29 08:02:04 +00:00
|
|
|
def test_set_sandbox_exception(default_conf, mocker):
|
|
|
|
"""
|
|
|
|
Test Fail scenario
|
|
|
|
"""
|
|
|
|
api_mock = MagicMock()
|
|
|
|
api_mock.load_markets = MagicMock(return_value={
|
|
|
|
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
|
|
|
|
})
|
|
|
|
url_mock = PropertyMock(return_value={'api': 'https://api.gdax.com'})
|
|
|
|
type(api_mock).urls = url_mock
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r'does not provide a sandbox api'):
|
2019-03-05 18:46:03 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
2018-07-29 08:02:04 +00:00
|
|
|
default_conf['exchange']['sandbox'] = True
|
|
|
|
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
|
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2020-06-13 10:34:29 +00:00
|
|
|
def test__load_async_markets(default_conf, mocker, caplog):
|
2020-06-17 06:33:53 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
exchange = Exchange(default_conf)
|
2020-06-13 10:34:29 +00:00
|
|
|
exchange._api_async.load_markets = get_mock_coro(None)
|
|
|
|
exchange._load_async_markets()
|
|
|
|
assert exchange._api_async.load_markets.call_count == 1
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
|
|
|
|
exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
|
|
|
|
exchange._load_async_markets()
|
|
|
|
|
|
|
|
assert log_has('Could not load async markets. Reason: deadbeef', caplog)
|
|
|
|
|
|
|
|
|
2018-09-11 17:46:47 +00:00
|
|
|
def test__load_markets(default_conf, mocker, caplog):
|
|
|
|
caplog.set_level(logging.INFO)
|
|
|
|
api_mock = MagicMock()
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
|
2019-03-05 18:46:03 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2019-03-05 18:46:03 +00:00
|
|
|
Exchange(default_conf)
|
2021-03-20 12:33:49 +00:00
|
|
|
assert log_has('Unable to initialize markets.', caplog)
|
2018-09-11 17:46:47 +00:00
|
|
|
|
|
|
|
expected_return = {'ETH/BTC': 'available'}
|
2019-03-05 18:46:03 +00:00
|
|
|
api_mock = MagicMock()
|
2018-09-11 17:46:47 +00:00
|
|
|
api_mock.load_markets = MagicMock(return_value=expected_return)
|
2021-01-28 18:40:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2018-09-11 17:46:47 +00:00
|
|
|
default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
|
2021-01-28 18:40:10 +00:00
|
|
|
ex = Exchange(default_conf)
|
|
|
|
|
2018-09-11 17:46:47 +00:00
|
|
|
assert ex.markets == expected_return
|
|
|
|
|
|
|
|
|
2020-06-09 22:39:23 +00:00
|
|
|
def test_reload_markets(default_conf, mocker, caplog):
|
2019-03-10 15:36:25 +00:00
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
initial_markets = {'ETH/BTC': {}}
|
2021-01-28 18:40:10 +00:00
|
|
|
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
|
2019-03-12 16:54:16 +00:00
|
|
|
|
2019-03-10 16:40:54 +00:00
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
api_mock.load_markets = MagicMock(return_value=initial_markets)
|
2019-03-10 15:36:25 +00:00
|
|
|
default_conf['exchange']['markets_refresh_interval'] = 10
|
2019-10-26 08:08:23 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance",
|
|
|
|
mock_markets=False)
|
2020-06-17 05:23:20 +00:00
|
|
|
exchange._load_async_markets = MagicMock()
|
2020-10-12 17:58:04 +00:00
|
|
|
exchange._last_markets_refresh = arrow.utcnow().int_timestamp
|
2019-03-10 15:36:25 +00:00
|
|
|
|
|
|
|
assert exchange.markets == initial_markets
|
|
|
|
|
|
|
|
# less than 10 minutes have passed, no reload
|
2020-06-09 22:39:23 +00:00
|
|
|
exchange.reload_markets()
|
2019-03-10 15:36:25 +00:00
|
|
|
assert exchange.markets == initial_markets
|
2020-06-17 05:23:20 +00:00
|
|
|
assert exchange._load_async_markets.call_count == 0
|
2019-03-10 15:36:25 +00:00
|
|
|
|
2021-01-28 18:40:10 +00:00
|
|
|
api_mock.load_markets = MagicMock(return_value=updated_markets)
|
2019-03-10 15:36:25 +00:00
|
|
|
# more than 10 minutes have passed, reload is executed
|
2020-10-12 17:58:04 +00:00
|
|
|
exchange._last_markets_refresh = arrow.utcnow().int_timestamp - 15 * 60
|
2020-06-09 22:39:23 +00:00
|
|
|
exchange.reload_markets()
|
2019-03-10 15:36:25 +00:00
|
|
|
assert exchange.markets == updated_markets
|
2020-06-17 05:23:20 +00:00
|
|
|
assert exchange._load_async_markets.call_count == 1
|
2019-08-11 18:17:39 +00:00
|
|
|
assert log_has('Performing scheduled market reload..', caplog)
|
2019-03-10 15:36:25 +00:00
|
|
|
|
|
|
|
|
2020-06-09 22:39:23 +00:00
|
|
|
def test_reload_markets_exception(default_conf, mocker, caplog):
|
2019-04-24 19:56:24 +00:00
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
|
|
|
|
api_mock = MagicMock()
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
|
2019-04-24 19:56:24 +00:00
|
|
|
default_conf['exchange']['markets_refresh_interval'] = 10
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
|
|
|
|
|
|
|
|
# less than 10 minutes have passed, no reload
|
2020-06-09 22:39:23 +00:00
|
|
|
exchange.reload_markets()
|
2019-04-24 19:56:24 +00:00
|
|
|
assert exchange._last_markets_refresh == 0
|
2019-08-11 18:17:39 +00:00
|
|
|
assert log_has_re(r"Could not reload markets.*", caplog)
|
2019-04-24 19:56:24 +00:00
|
|
|
|
|
|
|
|
2020-01-11 11:01:34 +00:00
|
|
|
@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
|
|
|
|
def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
|
|
|
|
default_conf['stake_currency'] = stake_currency
|
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-01-11 11:01:34 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 11:01:34 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
2020-01-11 12:14:19 +00:00
|
|
|
def test_validate_stake_currency_error(default_conf, mocker, caplog):
|
|
|
|
default_conf['stake_currency'] = 'XRP'
|
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-01-11 12:14:19 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 12:14:19 +00:00
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r'XRP is not available as stake on .*'
|
|
|
|
'Available currencies are: BTC, ETH, USDT'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
2020-01-11 11:01:34 +00:00
|
|
|
def test_get_quote_currencies(default_conf, mocker):
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
|
2020-02-24 20:50:27 +00:00
|
|
|
assert set(ex.get_quote_currencies()) == set(['USD', 'ETH', 'BTC', 'USDT'])
|
2020-01-11 11:01:34 +00:00
|
|
|
|
|
|
|
|
2020-02-25 06:01:23 +00:00
|
|
|
@pytest.mark.parametrize('pair,expected', [
|
|
|
|
('XRP/BTC', 'BTC'),
|
|
|
|
('LTC/USD', 'USD'),
|
|
|
|
('ETH/USDT', 'USDT'),
|
|
|
|
('XLTCUSDT', 'USDT'),
|
2020-02-26 06:09:54 +00:00
|
|
|
('XRP/NOCURRENCY', ''),
|
2020-02-25 06:01:23 +00:00
|
|
|
])
|
|
|
|
def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
assert ex.get_pair_quote_currency(pair) == expected
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize('pair,expected', [
|
|
|
|
('XRP/BTC', 'XRP'),
|
|
|
|
('LTC/USD', 'LTC'),
|
|
|
|
('ETH/USDT', 'ETH'),
|
|
|
|
('XLTCUSDT', 'LTC'),
|
2020-02-26 06:09:54 +00:00
|
|
|
('XRP/NOCURRENCY', ''),
|
2020-02-25 06:01:23 +00:00
|
|
|
])
|
|
|
|
def test_get_pair_base_currency(default_conf, mocker, pair, expected):
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
assert ex.get_pair_base_currency(pair) == expected
|
2020-01-11 11:01:34 +00:00
|
|
|
|
|
|
|
|
2019-03-05 18:46:03 +00:00
|
|
|
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
|
2017-12-30 07:12:52 +00:00
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-02-24 20:22:58 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'},
|
|
|
|
'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/BTC': {'quote': 'BTC'},
|
|
|
|
'NEO/BTC': {'quote': 'BTC'},
|
2018-04-06 07:57:08 +00:00
|
|
|
})
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
|
|
|
|
2018-06-17 18:13:39 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2018-06-17 18:13:39 +00:00
|
|
|
Exchange(default_conf)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
|
|
|
|
2021-01-14 23:13:11 +00:00
|
|
|
def test_validate_pairs_not_available(default_conf, mocker):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
type(api_mock).markets = PropertyMock(return_value={
|
|
|
|
'XRP/BTC': {'inactive': True, 'base': 'XRP', 'quote': 'BTC'}
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r'not available'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
|
|
|
def test_validate_pairs_exception(default_conf, mocker, caplog):
|
|
|
|
caplog.set_level(logging.INFO)
|
|
|
|
api_mock = MagicMock()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
|
|
|
|
|
|
|
|
type(api_mock).markets = PropertyMock(return_value={})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}))
|
|
|
|
Exchange(default_conf)
|
|
|
|
assert log_has('Unable to validate pairs (assuming they are correct).', caplog)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-04-09 17:21:35 +00:00
|
|
|
|
2019-08-03 11:11:51 +00:00
|
|
|
def test_validate_pairs_restricted(default_conf, mocker, caplog):
|
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-02-24 20:22:58 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
|
|
|
|
'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'}, # info can also be a string ...
|
2019-08-03 11:11:51 +00:00
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2019-08-03 11:11:51 +00:00
|
|
|
|
|
|
|
Exchange(default_conf)
|
2020-05-18 09:40:25 +00:00
|
|
|
assert log_has("Pair XRP/BTC is restricted for some users on this exchange."
|
|
|
|
"Please check if you are impacted by this restriction "
|
|
|
|
"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
|
2019-08-03 11:11:51 +00:00
|
|
|
|
|
|
|
|
2020-02-24 20:22:58 +00:00
|
|
|
def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
|
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-02-24 20:22:58 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
|
|
|
|
'HELLO-WORLD': {'quote': 'BTC'},
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-02-29 13:56:04 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
|
|
|
def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
default_conf['stake_currency'] = ''
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-02-29 13:56:04 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
|
|
|
|
'HELLO-WORLD': {'quote': 'BTC'},
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-02-24 20:22:58 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
|
|
|
|
Exchange(default_conf)
|
2021-01-28 18:40:10 +00:00
|
|
|
assert type(api_mock).load_markets.call_count == 1
|
2020-02-24 20:22:58 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
|
|
|
|
default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
|
|
|
|
api_mock = MagicMock()
|
2021-01-28 18:40:10 +00:00
|
|
|
type(api_mock).load_markets = MagicMock(return_value={
|
2020-02-24 20:22:58 +00:00
|
|
|
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
|
|
|
|
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
|
|
|
|
'HELLO-WORLD': {'quote': 'USDT'},
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-02-24 20:22:58 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
2020-02-25 06:03:11 +00:00
|
|
|
|
2020-01-11 10:36:28 +00:00
|
|
|
@pytest.mark.parametrize("timeframe", [
|
|
|
|
('5m'), ("1m"), ("15m"), ("1h")
|
|
|
|
])
|
|
|
|
def test_validate_timeframes(default_conf, mocker, timeframe):
|
2020-06-01 18:39:01 +00:00
|
|
|
default_conf["timeframe"] = timeframe
|
2018-07-07 12:42:53 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
|
|
|
timeframes = PropertyMock(return_value={'1m': '1m',
|
|
|
|
'5m': '5m',
|
|
|
|
'15m': '15m',
|
|
|
|
'1h': '1h'})
|
|
|
|
type(api_mock).timeframes = timeframes
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2018-09-11 17:46:47 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2018-07-07 12:42:53 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
|
|
|
def test_validate_timeframes_failed(default_conf, mocker):
|
2020-06-01 18:39:01 +00:00
|
|
|
default_conf["timeframe"] = "3m"
|
2018-07-07 12:42:53 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
2020-01-11 10:36:28 +00:00
|
|
|
timeframes = PropertyMock(return_value={'15s': '15s',
|
|
|
|
'1m': '1m',
|
2018-07-07 12:42:53 +00:00
|
|
|
'5m': '5m',
|
|
|
|
'15m': '15m',
|
|
|
|
'1h': '1h'})
|
|
|
|
type(api_mock).timeframes = timeframes
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2018-09-11 17:46:47 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2019-03-05 18:46:03 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
2019-09-29 20:08:11 +00:00
|
|
|
with pytest.raises(OperationalException,
|
2020-03-08 10:35:31 +00:00
|
|
|
match=r"Invalid timeframe '3m'. This exchange supports.*"):
|
2018-07-07 12:42:53 +00:00
|
|
|
Exchange(default_conf)
|
2020-06-01 18:39:01 +00:00
|
|
|
default_conf["timeframe"] = "15s"
|
2020-01-11 10:36:28 +00:00
|
|
|
|
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r"Timeframes < 1m are currently not supported by Freqtrade."):
|
|
|
|
Exchange(default_conf)
|
2018-07-07 12:42:53 +00:00
|
|
|
|
|
|
|
|
2019-07-02 22:03:38 +00:00
|
|
|
def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
|
2020-06-01 18:39:01 +00:00
|
|
|
default_conf["timeframe"] = "3m"
|
2019-06-30 18:30:47 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
|
|
|
|
|
|
|
# delete timeframes so magicmock does not autocreate it
|
|
|
|
del api_mock.timeframes
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2019-06-30 18:30:47 +00:00
|
|
|
with pytest.raises(OperationalException,
|
2019-07-02 22:03:38 +00:00
|
|
|
match=r'The ccxt library does not provide the list of timeframes '
|
|
|
|
r'for the exchange ".*" and this exchange '
|
|
|
|
r'is therefore not supported. *'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
|
|
|
def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
|
2020-06-01 18:39:01 +00:00
|
|
|
default_conf["timeframe"] = "3m"
|
2019-07-02 22:03:38 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
|
|
|
|
|
|
|
# delete timeframes so magicmock does not autocreate it
|
|
|
|
del api_mock.timeframes
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets',
|
|
|
|
MagicMock(return_value={'timeframes': None}))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2019-07-02 22:03:38 +00:00
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r'The ccxt library does not provide the list of timeframes '
|
|
|
|
r'for the exchange ".*" and this exchange '
|
|
|
|
r'is therefore not supported. *'):
|
2019-06-30 18:30:47 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
2018-07-07 13:30:29 +00:00
|
|
|
def test_validate_timeframes_not_in_config(default_conf, mocker):
|
2020-06-01 18:39:01 +00:00
|
|
|
del default_conf["timeframe"]
|
2018-07-07 13:30:29 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
id_mock = PropertyMock(return_value='test_exchange')
|
|
|
|
type(api_mock).id = id_mock
|
|
|
|
timeframes = PropertyMock(return_value={'1m': '1m',
|
|
|
|
'5m': '5m',
|
|
|
|
'15m': '15m',
|
|
|
|
'1h': '1h'})
|
|
|
|
type(api_mock).timeframes = timeframes
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
2018-09-11 17:46:47 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2018-07-07 13:30:29 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
2018-11-17 18:54:55 +00:00
|
|
|
def test_validate_order_types(default_conf, mocker):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
|
|
|
|
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2018-11-25 16:22:56 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
|
2020-06-13 22:07:00 +00:00
|
|
|
|
2018-11-25 16:22:56 +00:00
|
|
|
default_conf['order_types'] = {
|
|
|
|
'buy': 'limit',
|
|
|
|
'sell': 'limit',
|
|
|
|
'stoploss': 'market',
|
|
|
|
'stoploss_on_exchange': False
|
|
|
|
}
|
2018-11-17 18:54:55 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
|
2018-11-25 18:09:11 +00:00
|
|
|
default_conf['order_types'] = {
|
|
|
|
'buy': 'limit',
|
|
|
|
'sell': 'limit',
|
|
|
|
'stoploss': 'market',
|
2020-06-13 21:57:13 +00:00
|
|
|
'stoploss_on_exchange': False
|
2018-11-25 18:09:11 +00:00
|
|
|
}
|
2018-11-17 18:54:55 +00:00
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r'Exchange .* does not support market orders.'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
2018-11-25 16:22:56 +00:00
|
|
|
default_conf['order_types'] = {
|
|
|
|
'buy': 'limit',
|
|
|
|
'sell': 'limit',
|
|
|
|
'stoploss': 'limit',
|
|
|
|
'stoploss_on_exchange': True
|
|
|
|
}
|
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r'On exchange stoploss is not supported for .*'):
|
|
|
|
Exchange(default_conf)
|
|
|
|
|
2018-11-17 18:54:55 +00:00
|
|
|
|
|
|
|
def test_validate_order_types_not_in_config(default_conf, mocker):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2018-11-17 18:54:55 +00:00
|
|
|
|
|
|
|
conf = copy.deepcopy(default_conf)
|
|
|
|
Exchange(conf)
|
|
|
|
|
|
|
|
|
2019-10-27 09:38:21 +00:00
|
|
|
def test_validate_required_startup_candles(default_conf, mocker, caplog):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
|
2020-06-13 10:34:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
|
2020-01-11 10:54:11 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
|
2019-10-27 09:38:21 +00:00
|
|
|
|
2019-10-27 09:56:38 +00:00
|
|
|
default_conf['startup_candle_count'] = 20
|
|
|
|
ex = Exchange(default_conf)
|
|
|
|
assert ex
|
|
|
|
default_conf['startup_candle_count'] = 600
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r'This strategy requires 600.*'):
|
2019-10-27 09:38:21 +00:00
|
|
|
Exchange(default_conf)
|
|
|
|
|
|
|
|
|
2018-07-30 17:08:33 +00:00
|
|
|
def test_exchange_has(default_conf, mocker):
|
2018-06-28 20:11:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
|
|
assert not exchange.exchange_has('ASDFASDF')
|
|
|
|
api_mock = MagicMock()
|
|
|
|
|
|
|
|
type(api_mock).has = PropertyMock(return_value={'deadbeef': True})
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
|
|
|
assert exchange.exchange_has("deadbeef")
|
|
|
|
|
|
|
|
type(api_mock).has = PropertyMock(return_value={'deadbeef': False})
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
|
|
|
assert not exchange.exchange_has("deadbeef")
|
|
|
|
|
|
|
|
|
2019-02-22 00:48:35 +00:00
|
|
|
@pytest.mark.parametrize("side", [
|
|
|
|
("buy"),
|
|
|
|
("sell")
|
|
|
|
])
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2021-04-10 11:50:56 +00:00
|
|
|
def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
|
2019-02-22 00:48:35 +00:00
|
|
|
default_conf['dry_run'] = True
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2019-02-22 00:48:35 +00:00
|
|
|
|
2021-04-10 11:50:56 +00:00
|
|
|
order = exchange.create_dry_run_order(
|
2019-02-22 00:48:35 +00:00
|
|
|
pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
|
|
|
|
assert 'id' in order
|
|
|
|
assert f'dry_run_{side}_' in order["id"]
|
2019-03-08 20:17:21 +00:00
|
|
|
assert order["side"] == side
|
|
|
|
assert order["type"] == "limit"
|
2020-08-13 13:39:29 +00:00
|
|
|
assert order["symbol"] == "ETH/BTC"
|
2019-02-22 00:48:35 +00:00
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("side", [
|
|
|
|
("buy"),
|
|
|
|
("sell")
|
|
|
|
])
|
2019-07-14 12:23:23 +00:00
|
|
|
@pytest.mark.parametrize("ordertype,rate,marketprice", [
|
|
|
|
("market", None, None),
|
|
|
|
("market", 200, True),
|
|
|
|
("limit", 200, None),
|
|
|
|
("stop_loss_limit", 200, None)
|
2019-02-22 00:48:35 +00:00
|
|
|
])
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2019-07-14 12:23:23 +00:00
|
|
|
def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, exchange_name):
|
2019-02-22 00:48:35 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
|
2019-07-14 12:23:23 +00:00
|
|
|
api_mock.options = {} if not marketprice else {"createMarketBuyOrderRequiresPrice": True}
|
2019-02-22 00:48:35 +00:00
|
|
|
api_mock.create_order = MagicMock(return_value={
|
|
|
|
'id': order_id,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
|
|
|
default_conf['dry_run'] = False
|
2020-01-12 13:55:05 +00:00
|
|
|
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)
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2019-02-22 00:48:35 +00:00
|
|
|
|
|
|
|
order = exchange.create_order(
|
|
|
|
pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
|
|
|
|
|
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
|
|
|
assert api_mock.create_order.call_args[0][1] == ordertype
|
|
|
|
assert api_mock.create_order.call_args[0][2] == side
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] is rate
|
|
|
|
|
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
def test_buy_dry_run(default_conf, mocker):
|
|
|
|
default_conf['dry_run'] = True
|
2018-06-17 18:13:39 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-12-09 15:22:21 +00:00
|
|
|
order = exchange.buy(pair='ETH/BTC', ordertype='limit',
|
|
|
|
amount=1, rate=200, time_in_force='gtc')
|
2018-04-06 07:57:08 +00:00
|
|
|
assert 'id' in order
|
|
|
|
assert 'dry_run_buy_' in order['id']
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-04-12 16:13:35 +00:00
|
|
|
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_buy_prod(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
|
2018-11-17 12:29:42 +00:00
|
|
|
order_type = 'market'
|
2018-12-09 15:22:21 +00:00
|
|
|
time_in_force = 'gtc'
|
2019-07-14 12:18:30 +00:00
|
|
|
api_mock.options = {}
|
2018-11-15 05:58:24 +00:00
|
|
|
api_mock.create_order = MagicMock(return_value={
|
2018-04-06 07:57:08 +00:00
|
|
|
'id': order_id,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
2017-12-30 07:12:52 +00:00
|
|
|
default_conf['dry_run'] = False
|
2020-01-12 13:55:05 +00:00
|
|
|
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)
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-12-09 15:22:21 +00:00
|
|
|
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
2018-04-06 07:57:08 +00:00
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
2018-11-17 12:29:42 +00:00
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][2] == 'buy'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] is None
|
2018-11-17 12:34:23 +00:00
|
|
|
|
2018-11-17 12:29:42 +00:00
|
|
|
api_mock.create_order.reset_mock()
|
2018-11-17 12:34:23 +00:00
|
|
|
order_type = 'limit'
|
2018-12-09 15:22:21 +00:00
|
|
|
order = exchange.buy(
|
|
|
|
pair='ETH/BTC',
|
|
|
|
ordertype=order_type,
|
|
|
|
amount=1,
|
|
|
|
rate=200,
|
|
|
|
time_in_force=time_in_force)
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
2018-11-17 12:29:42 +00:00
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][2] == 'buy'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] == 200
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
# test exception handling
|
|
|
|
with pytest.raises(DependencyException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-12-09 15:22:21 +00:00
|
|
|
exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
with pytest.raises(DependencyException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2019-08-18 13:48:20 +00:00
|
|
|
exchange.buy(pair='ETH/BTC', ordertype='limit',
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
|
|
|
with pytest.raises(DependencyException):
|
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
exchange.buy(pair='ETH/BTC', ordertype='market',
|
2018-12-09 15:22:21 +00:00
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2018-04-21 20:37:27 +00:00
|
|
|
with pytest.raises(TemporaryError):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-12-09 15:22:21 +00:00
|
|
|
exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-12-09 15:22:21 +00:00
|
|
|
exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
|
|
|
|
2019-03-11 19:30:16 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
|
2018-12-10 18:09:20 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
|
2019-07-14 12:18:30 +00:00
|
|
|
api_mock.options = {}
|
2018-12-10 18:09:20 +00:00
|
|
|
api_mock.create_order = MagicMock(return_value={
|
|
|
|
'id': order_id,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
|
|
|
default_conf['dry_run'] = False
|
2020-01-12 13:55:05 +00:00
|
|
|
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)
|
2019-03-11 19:30:16 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-12-10 18:09:20 +00:00
|
|
|
|
2019-03-11 19:20:30 +00:00
|
|
|
order_type = 'limit'
|
|
|
|
time_in_force = 'ioc'
|
|
|
|
|
2018-12-10 18:09:20 +00:00
|
|
|
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
|
|
|
assert api_mock.create_order.call_args[0][2] == 'buy'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
2019-03-11 19:20:30 +00:00
|
|
|
assert api_mock.create_order.call_args[0][4] == 200
|
2019-03-11 19:30:16 +00:00
|
|
|
assert "timeInForce" in api_mock.create_order.call_args[0][5]
|
|
|
|
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
|
2018-12-10 18:09:20 +00:00
|
|
|
|
2019-03-11 19:20:30 +00:00
|
|
|
order_type = 'market'
|
|
|
|
time_in_force = 'ioc'
|
|
|
|
|
|
|
|
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
|
|
|
assert api_mock.create_order.call_args[0][2] == 'buy'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] is None
|
2019-03-11 19:30:16 +00:00
|
|
|
# Market orders should not send timeInForce!!
|
|
|
|
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
|
2019-03-11 19:20:30 +00:00
|
|
|
|
2018-12-10 18:09:20 +00:00
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
def test_sell_dry_run(default_conf, mocker):
|
|
|
|
default_conf['dry_run'] = True
|
2018-06-17 18:13:39 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-11-17 12:29:42 +00:00
|
|
|
order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
|
2018-04-06 07:57:08 +00:00
|
|
|
assert 'id' in order
|
|
|
|
assert 'dry_run_sell_' in order['id']
|
2017-12-30 07:12:52 +00:00
|
|
|
|
|
|
|
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_sell_prod(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
|
2018-11-17 12:29:42 +00:00
|
|
|
order_type = 'market'
|
2019-07-14 12:18:30 +00:00
|
|
|
api_mock.options = {}
|
2018-11-15 05:58:24 +00:00
|
|
|
api_mock.create_order = MagicMock(return_value={
|
2018-04-06 07:57:08 +00:00
|
|
|
'id': order_id,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
2017-12-30 07:12:52 +00:00
|
|
|
default_conf['dry_run'] = False
|
|
|
|
|
2020-01-12 13:55:05 +00:00
|
|
|
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)
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 18:13:39 +00:00
|
|
|
|
2018-11-17 12:29:42 +00:00
|
|
|
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
|
2019-02-19 20:56:20 +00:00
|
|
|
|
2018-04-06 07:57:08 +00:00
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
2018-11-17 12:29:42 +00:00
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][2] == 'sell'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] is None
|
2018-11-17 12:29:42 +00:00
|
|
|
|
|
|
|
api_mock.create_order.reset_mock()
|
2018-11-17 12:34:23 +00:00
|
|
|
order_type = 'limit'
|
2018-11-17 12:29:42 +00:00
|
|
|
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
2018-11-17 12:29:42 +00:00
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
2018-11-17 19:09:05 +00:00
|
|
|
assert api_mock.create_order.call_args[0][2] == 'sell'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] == 200
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
# test exception handling
|
|
|
|
with pytest.raises(DependencyException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-11-17 12:29:42 +00:00
|
|
|
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
with pytest.raises(DependencyException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2019-08-18 13:45:30 +00:00
|
|
|
exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
|
|
|
|
|
|
|
|
# Market orders don't require price, so the behaviour is slightly different
|
|
|
|
with pytest.raises(DependencyException):
|
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2018-04-21 20:37:27 +00:00
|
|
|
with pytest.raises(TemporaryError):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-11-17 12:29:42 +00:00
|
|
|
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-11-17 12:29:42 +00:00
|
|
|
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
|
2017-12-30 07:12:52 +00:00
|
|
|
|
|
|
|
|
2019-03-11 19:30:16 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
|
|
|
|
api_mock = MagicMock()
|
|
|
|
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
|
|
|
|
api_mock.create_order = MagicMock(return_value={
|
|
|
|
'id': order_id,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
2019-07-14 12:18:30 +00:00
|
|
|
api_mock.options = {}
|
2019-03-11 19:30:16 +00:00
|
|
|
default_conf['dry_run'] = False
|
2020-01-12 13:55:05 +00:00
|
|
|
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)
|
2019-03-11 19:30:16 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
|
|
|
|
order_type = 'limit'
|
|
|
|
time_in_force = 'ioc'
|
|
|
|
|
|
|
|
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
|
|
|
assert api_mock.create_order.call_args[0][2] == 'sell'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] == 200
|
|
|
|
assert "timeInForce" in api_mock.create_order.call_args[0][5]
|
|
|
|
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
|
|
|
|
|
|
|
|
order_type = 'market'
|
|
|
|
time_in_force = 'ioc'
|
|
|
|
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
|
|
|
|
amount=1, rate=200, time_in_force=time_in_force)
|
|
|
|
|
|
|
|
assert 'id' in order
|
|
|
|
assert 'info' in order
|
|
|
|
assert order['id'] == order_id
|
|
|
|
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
|
|
|
|
assert api_mock.create_order.call_args[0][1] == order_type
|
|
|
|
assert api_mock.create_order.call_args[0][2] == 'sell'
|
|
|
|
assert api_mock.create_order.call_args[0][3] == 1
|
|
|
|
assert api_mock.create_order.call_args[0][4] is None
|
|
|
|
# Market orders should not send timeInForce!!
|
|
|
|
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
|
|
|
|
|
|
|
|
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_balance_prod(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
api_mock = MagicMock()
|
2019-09-11 17:43:29 +00:00
|
|
|
api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4, 'total': 123.4}})
|
2017-12-30 07:12:52 +00:00
|
|
|
default_conf['dry_run'] = False
|
|
|
|
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 18:13:39 +00:00
|
|
|
|
|
|
|
assert exchange.get_balance(currency='BTC') == 123.4
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2018-04-06 07:57:08 +00:00
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 18:13:39 +00:00
|
|
|
|
|
|
|
exchange.get_balance(currency='BTC')
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2018-06-28 19:56:37 +00:00
|
|
|
with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-28 19:51:59 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
|
2019-09-11 17:43:29 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Kraken.get_balances', MagicMock(return_value={}))
|
2018-06-28 19:51:59 +00:00
|
|
|
exchange.get_balance(currency='BTC')
|
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_balances_prod(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
balance_item = {
|
2018-04-06 07:57:08 +00:00
|
|
|
'free': 10.0,
|
|
|
|
'total': 10.0,
|
|
|
|
'used': 0.0
|
2017-12-30 07:12:52 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
api_mock.fetch_balance = MagicMock(return_value={
|
|
|
|
'1ST': balance_item,
|
|
|
|
'2ST': balance_item,
|
|
|
|
'3ST': balance_item
|
|
|
|
})
|
2017-12-30 07:12:52 +00:00
|
|
|
default_conf['dry_run'] = False
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 18:13:39 +00:00
|
|
|
assert len(exchange.get_balances()) == 3
|
|
|
|
assert exchange.get_balances()['1ST']['free'] == 10.0
|
|
|
|
assert exchange.get_balances()['1ST']['total'] == 10.0
|
|
|
|
assert exchange.get_balances()['1ST']['used'] == 0.0
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2018-06-28 20:18:38 +00:00
|
|
|
"get_balances", "fetch_balance")
|
2017-12-30 07:12:52 +00:00
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_tickers(default_conf, mocker, exchange_name):
|
2018-06-17 21:30:48 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
tick = {'ETH/BTC': {
|
2019-10-17 20:40:29 +00:00
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'bid': 0.5,
|
|
|
|
'ask': 1,
|
|
|
|
'last': 42,
|
|
|
|
}, 'BCH/BTC': {
|
|
|
|
'symbol': 'BCH/BTC',
|
|
|
|
'bid': 0.6,
|
|
|
|
'ask': 0.5,
|
|
|
|
'last': 41,
|
|
|
|
}
|
|
|
|
}
|
2018-06-17 21:30:48 +00:00
|
|
|
api_mock.fetch_tickers = MagicMock(return_value=tick)
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 21:30:48 +00:00
|
|
|
# retrieve original ticker
|
|
|
|
tickers = exchange.get_tickers()
|
|
|
|
|
|
|
|
assert 'ETH/BTC' in tickers
|
|
|
|
assert 'BCH/BTC' in tickers
|
|
|
|
assert tickers['ETH/BTC']['bid'] == 0.5
|
|
|
|
assert tickers['ETH/BTC']['ask'] == 1
|
|
|
|
assert tickers['BCH/BTC']['bid'] == 0.6
|
|
|
|
assert tickers['BCH/BTC']['ask'] == 0.5
|
2021-04-13 18:09:22 +00:00
|
|
|
assert api_mock.fetch_tickers.call_count == 1
|
|
|
|
|
|
|
|
api_mock.fetch_tickers.reset_mock()
|
|
|
|
|
|
|
|
# Cached ticker should not call api again
|
|
|
|
tickers2 = exchange.get_tickers(cached=True)
|
|
|
|
assert tickers2 == tickers
|
|
|
|
assert api_mock.fetch_tickers.call_count == 0
|
2021-04-13 19:54:06 +00:00
|
|
|
tickers2 = exchange.get_tickers(cached=False)
|
|
|
|
assert api_mock.fetch_tickers.call_count == 1
|
2018-06-17 21:30:48 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2018-06-28 20:18:38 +00:00
|
|
|
"get_tickers", "fetch_tickers")
|
2018-06-17 21:30:48 +00:00
|
|
|
|
2018-06-18 17:46:42 +00:00
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-18 17:46:42 +00:00
|
|
|
exchange.get_tickers()
|
|
|
|
|
2018-06-17 21:30:48 +00:00
|
|
|
api_mock.fetch_tickers = MagicMock(return_value={})
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 21:30:48 +00:00
|
|
|
exchange.get_tickers()
|
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2019-12-18 15:34:30 +00:00
|
|
|
def test_fetch_ticker(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
tick = {
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'bid': 0.00001098,
|
|
|
|
'ask': 0.00001099,
|
|
|
|
'last': 0.0001,
|
|
|
|
}
|
|
|
|
api_mock.fetch_ticker = MagicMock(return_value=tick)
|
2019-07-03 18:07:26 +00:00
|
|
|
api_mock.markets = {'ETH/BTC': {'active': True}}
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-01-07 20:26:43 +00:00
|
|
|
# retrieve original ticker
|
2019-12-18 15:34:30 +00:00
|
|
|
ticker = exchange.fetch_ticker(pair='ETH/BTC')
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
assert ticker['bid'] == 0.00001098
|
|
|
|
assert ticker['ask'] == 0.00001099
|
2018-01-03 16:58:08 +00:00
|
|
|
|
2018-01-07 20:24:17 +00:00
|
|
|
# change the ticker
|
2018-04-06 07:57:08 +00:00
|
|
|
tick = {
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'bid': 0.5,
|
|
|
|
'ask': 1,
|
|
|
|
'last': 42,
|
|
|
|
}
|
|
|
|
api_mock.fetch_ticker = MagicMock(return_value=tick)
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-01-07 20:24:17 +00:00
|
|
|
|
2018-01-03 16:58:08 +00:00
|
|
|
# if not caching the result we should get the same ticker
|
2018-01-10 06:41:37 +00:00
|
|
|
# if not fetching a new result we should get the cached ticker
|
2019-12-18 15:34:30 +00:00
|
|
|
ticker = exchange.fetch_ticker(pair='ETH/BTC')
|
2018-01-03 16:58:08 +00:00
|
|
|
|
2018-06-06 18:24:47 +00:00
|
|
|
assert api_mock.fetch_ticker.call_count == 1
|
2018-01-07 20:24:17 +00:00
|
|
|
assert ticker['bid'] == 0.5
|
2018-01-03 16:58:08 +00:00
|
|
|
assert ticker['ask'] == 1
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2019-12-18 15:34:30 +00:00
|
|
|
"fetch_ticker", "fetch_ticker",
|
2020-02-22 10:03:25 +00:00
|
|
|
pair='ETH/BTC')
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2018-06-06 19:24:57 +00:00
|
|
|
api_mock.fetch_ticker = MagicMock(return_value={})
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-02-22 10:03:25 +00:00
|
|
|
exchange.fetch_ticker(pair='ETH/BTC')
|
2018-06-06 19:24:57 +00:00
|
|
|
|
2018-10-10 19:28:48 +00:00
|
|
|
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
|
2020-02-22 10:03:25 +00:00
|
|
|
exchange.fetch_ticker(pair='XRP/ETH')
|
2018-10-10 19:28:48 +00:00
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2019-08-14 08:14:54 +00:00
|
|
|
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2020-03-08 10:35:31 +00:00
|
|
|
ohlcv = [
|
2018-08-14 18:53:58 +00:00
|
|
|
[
|
2020-10-12 17:58:04 +00:00
|
|
|
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
|
2018-08-14 18:53:58 +00:00
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
|
|
|
]
|
|
|
|
]
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
|
2019-11-02 19:26:26 +00:00
|
|
|
async def mock_candle_hist(pair, timeframe, since_ms):
|
2020-03-08 10:35:31 +00:00
|
|
|
return pair, timeframe, ohlcv
|
2018-08-14 18:53:58 +00:00
|
|
|
|
2018-08-29 17:56:38 +00:00
|
|
|
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
|
2018-08-14 18:53:58 +00:00
|
|
|
# one_call calculation * 1.8 should do 2 calls
|
2020-03-25 14:50:33 +00:00
|
|
|
|
2021-02-14 09:29:45 +00:00
|
|
|
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
|
2020-10-12 17:58:04 +00:00
|
|
|
ret = exchange.get_historic_ohlcv(pair, "5m", int((
|
|
|
|
arrow.utcnow().int_timestamp - since) * 1000))
|
2018-08-14 18:53:58 +00:00
|
|
|
|
|
|
|
assert exchange._async_get_candle_history.call_count == 2
|
2020-03-08 10:35:31 +00:00
|
|
|
# Returns twice the above OHLCV data
|
2018-08-14 18:53:58 +00:00
|
|
|
assert len(ret) == 2
|
|
|
|
|
2020-10-23 05:45:11 +00:00
|
|
|
caplog.clear()
|
|
|
|
|
|
|
|
async def mock_get_candle_hist_error(pair, *args, **kwargs):
|
|
|
|
raise TimeoutError()
|
|
|
|
|
|
|
|
exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
|
2020-11-03 08:23:07 +00:00
|
|
|
ret = exchange.get_historic_ohlcv(pair, "5m", int(
|
|
|
|
(arrow.utcnow().int_timestamp - since) * 1000))
|
2020-10-23 05:45:11 +00:00
|
|
|
assert log_has_re(r"Async code raised an exception: .*", caplog)
|
|
|
|
|
2018-08-14 18:53:58 +00:00
|
|
|
|
2020-11-22 09:56:19 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
ohlcv = [
|
|
|
|
[
|
|
|
|
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
|
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
|
|
|
],
|
|
|
|
[
|
|
|
|
arrow.utcnow().shift(minutes=5).int_timestamp * 1000, # unix timestamp ms
|
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
|
|
|
],
|
|
|
|
[
|
|
|
|
arrow.utcnow().shift(minutes=10).int_timestamp * 1000, # unix timestamp ms
|
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
|
|
|
]
|
|
|
|
]
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
|
|
|
|
async def mock_candle_hist(pair, timeframe, since_ms):
|
|
|
|
return pair, timeframe, ohlcv
|
|
|
|
|
|
|
|
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
|
|
|
|
# one_call calculation * 1.8 should do 2 calls
|
|
|
|
|
2021-02-14 09:29:45 +00:00
|
|
|
since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
|
2020-11-22 09:56:19 +00:00
|
|
|
ret = exchange.get_historic_ohlcv_as_df(pair, "5m", int((
|
|
|
|
arrow.utcnow().int_timestamp - since) * 1000))
|
|
|
|
|
|
|
|
assert exchange._async_get_candle_history.call_count == 2
|
|
|
|
# Returns twice the above OHLCV data
|
|
|
|
assert len(ret) == 2
|
|
|
|
assert isinstance(ret, DataFrame)
|
|
|
|
assert 'date' in ret.columns
|
|
|
|
assert 'open' in ret.columns
|
|
|
|
assert 'close' in ret.columns
|
|
|
|
assert 'high' in ret.columns
|
|
|
|
|
|
|
|
|
2018-12-29 12:13:07 +00:00
|
|
|
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
|
2020-03-08 10:35:31 +00:00
|
|
|
ohlcv = [
|
2018-08-16 10:15:09 +00:00
|
|
|
[
|
2020-10-12 17:58:04 +00:00
|
|
|
(arrow.utcnow().int_timestamp - 1) * 1000, # unix timestamp ms
|
2018-08-16 10:15:09 +00:00
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
2018-12-11 18:48:36 +00:00
|
|
|
],
|
|
|
|
[
|
2020-10-12 17:58:04 +00:00
|
|
|
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
|
2018-12-11 18:48:36 +00:00
|
|
|
3, # open
|
|
|
|
1, # high
|
|
|
|
4, # low
|
|
|
|
6, # close
|
|
|
|
5, # volume (in quote currency)
|
2018-08-16 10:15:09 +00:00
|
|
|
]
|
|
|
|
]
|
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
2020-03-08 10:35:31 +00:00
|
|
|
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
|
2018-08-16 10:15:09 +00:00
|
|
|
|
2018-12-30 06:15:49 +00:00
|
|
|
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
|
2018-08-16 10:15:09 +00:00
|
|
|
# empty dicts
|
2018-12-11 18:48:36 +00:00
|
|
|
assert not exchange._klines
|
2020-12-15 07:22:45 +00:00
|
|
|
exchange.refresh_latest_ohlcv(pairs, cache=False)
|
|
|
|
# No caching
|
|
|
|
assert not exchange._klines
|
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 2
|
|
|
|
exchange._api_async.fetch_ohlcv.reset_mock()
|
|
|
|
|
2019-01-22 06:38:15 +00:00
|
|
|
exchange.refresh_latest_ohlcv(pairs)
|
2018-08-16 10:15:09 +00:00
|
|
|
|
2020-03-08 10:35:31 +00:00
|
|
|
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
|
2018-12-11 18:48:36 +00:00
|
|
|
assert exchange._klines
|
2018-12-10 19:22:21 +00:00
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 2
|
2018-08-16 10:15:09 +00:00
|
|
|
for pair in pairs:
|
2018-12-11 18:48:36 +00:00
|
|
|
assert isinstance(exchange.klines(pair), DataFrame)
|
|
|
|
assert len(exchange.klines(pair)) > 0
|
2018-08-16 10:15:09 +00:00
|
|
|
|
2018-12-22 18:03:42 +00:00
|
|
|
# klines function should return a different object on each call
|
|
|
|
# if copy is "True"
|
|
|
|
assert exchange.klines(pair) is not exchange.klines(pair)
|
|
|
|
assert exchange.klines(pair) is not exchange.klines(pair, copy=True)
|
|
|
|
assert exchange.klines(pair, copy=True) is not exchange.klines(pair, copy=True)
|
|
|
|
assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
|
|
|
|
|
2018-12-10 19:22:21 +00:00
|
|
|
# test caching
|
2018-12-30 06:15:49 +00:00
|
|
|
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
|
2018-12-10 19:22:21 +00:00
|
|
|
|
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 2
|
2020-03-08 10:35:31 +00:00
|
|
|
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
|
|
|
|
f"timeframe {pairs[0][1]} ...",
|
2019-08-11 18:17:39 +00:00
|
|
|
caplog)
|
2018-08-16 10:15:09 +00:00
|
|
|
|
|
|
|
|
2018-08-01 19:19:49 +00:00
|
|
|
@pytest.mark.asyncio
|
2019-02-24 19:08:27 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
|
2020-03-08 10:35:31 +00:00
|
|
|
ohlcv = [
|
2018-08-01 19:19:49 +00:00
|
|
|
[
|
2020-10-12 17:58:04 +00:00
|
|
|
arrow.utcnow().int_timestamp * 1000, # unix timestamp ms
|
2018-08-01 19:19:49 +00:00
|
|
|
1, # open
|
|
|
|
2, # high
|
|
|
|
3, # low
|
|
|
|
4, # close
|
|
|
|
5, # volume (in quote currency)
|
|
|
|
]
|
|
|
|
]
|
|
|
|
|
2018-08-14 18:33:03 +00:00
|
|
|
caplog.set_level(logging.DEBUG)
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2018-08-01 19:19:49 +00:00
|
|
|
# Monkey-patch async function
|
2020-03-08 10:35:31 +00:00
|
|
|
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
|
2018-08-01 19:19:49 +00:00
|
|
|
|
|
|
|
pair = 'ETH/BTC'
|
2018-08-14 18:33:03 +00:00
|
|
|
res = await exchange._async_get_candle_history(pair, "5m")
|
2018-08-01 19:19:49 +00:00
|
|
|
assert type(res) is tuple
|
2018-12-29 18:30:47 +00:00
|
|
|
assert len(res) == 3
|
2018-08-01 19:19:49 +00:00
|
|
|
assert res[0] == pair
|
2018-12-29 18:30:47 +00:00
|
|
|
assert res[1] == "5m"
|
2020-03-08 10:35:31 +00:00
|
|
|
assert res[2] == ohlcv
|
2018-08-14 18:33:03 +00:00
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 1
|
2020-03-08 10:35:31 +00:00
|
|
|
assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
|
2018-08-14 18:33:03 +00:00
|
|
|
|
|
|
|
# exchange = Exchange(default_conf)
|
2018-08-01 19:19:49 +00:00
|
|
|
await async_ccxt_exception(mocker, default_conf, MagicMock(),
|
2018-08-14 18:33:03 +00:00
|
|
|
"_async_get_candle_history", "fetch_ohlcv",
|
2020-06-01 18:33:26 +00:00
|
|
|
pair='ABCD/BTC', timeframe=default_conf['timeframe'])
|
2018-08-14 18:35:12 +00:00
|
|
|
|
|
|
|
api_mock = MagicMock()
|
2020-03-08 10:35:31 +00:00
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match=r'Could not fetch historical candle \(OHLCV\) data.*'):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
|
2019-02-24 19:08:27 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-08-15 11:18:52 +00:00
|
|
|
await exchange._async_get_candle_history(pair, "5m",
|
2020-10-12 17:58:04 +00:00
|
|
|
(arrow.utcnow().int_timestamp - 2000) * 1000)
|
2018-08-01 19:19:49 +00:00
|
|
|
|
2019-08-29 11:13:41 +00:00
|
|
|
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
|
2020-03-08 10:35:31 +00:00
|
|
|
r'historical candle \(OHLCV\) data\..*'):
|
2019-08-29 11:13:41 +00:00
|
|
|
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
await exchange._async_get_candle_history(pair, "5m",
|
2020-10-12 17:58:04 +00:00
|
|
|
(arrow.utcnow().int_timestamp - 2000) * 1000)
|
2019-08-29 11:13:41 +00:00
|
|
|
|
2018-08-01 19:19:49 +00:00
|
|
|
|
2018-09-02 17:15:23 +00:00
|
|
|
@pytest.mark.asyncio
|
|
|
|
async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
|
|
|
|
""" Test empty exchange result """
|
2020-03-08 10:35:31 +00:00
|
|
|
ohlcv = []
|
2018-09-02 17:15:23 +00:00
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
|
|
# Monkey-patch async function
|
|
|
|
exchange._api_async.fetch_ohlcv = get_mock_coro([])
|
|
|
|
|
|
|
|
exchange = Exchange(default_conf)
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
res = await exchange._async_get_candle_history(pair, "5m")
|
|
|
|
assert type(res) is tuple
|
2018-12-29 18:30:47 +00:00
|
|
|
assert len(res) == 3
|
2018-09-02 17:15:23 +00:00
|
|
|
assert res[0] == pair
|
2018-12-29 18:30:47 +00:00
|
|
|
assert res[1] == "5m"
|
2020-03-08 10:35:31 +00:00
|
|
|
assert res[2] == ohlcv
|
2018-09-02 17:15:23 +00:00
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 1
|
|
|
|
|
|
|
|
|
2019-01-22 06:38:15 +00:00
|
|
|
def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
|
2019-01-19 19:03:04 +00:00
|
|
|
|
|
|
|
async def mock_get_candle_hist(pair, *args, **kwargs):
|
|
|
|
if pair == 'ETH/BTC':
|
|
|
|
return [[]]
|
|
|
|
else:
|
|
|
|
raise TypeError()
|
|
|
|
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf)
|
|
|
|
|
|
|
|
# Monkey-patch async function with empty result
|
|
|
|
exchange._api_async.fetch_ohlcv = MagicMock(side_effect=mock_get_candle_hist)
|
|
|
|
|
2019-01-22 06:38:15 +00:00
|
|
|
pairs = [("ETH/BTC", "5m"), ("XRP/BTC", "5m")]
|
|
|
|
res = exchange.refresh_latest_ohlcv(pairs)
|
|
|
|
assert exchange._klines
|
|
|
|
assert exchange._api_async.fetch_ohlcv.call_count == 2
|
|
|
|
|
2020-12-15 07:22:45 +00:00
|
|
|
assert type(res) is dict
|
|
|
|
assert len(res) == 1
|
2019-01-22 18:17:21 +00:00
|
|
|
# Test that each is in list at least once as order is not guaranteed
|
2019-08-11 18:17:39 +00:00
|
|
|
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
|
|
|
|
assert log_has("Async code raised an exception: TypeError", caplog)
|
2019-01-19 19:03:04 +00:00
|
|
|
|
|
|
|
|
2020-10-13 18:02:47 +00:00
|
|
|
def test_get_next_limit_in_list():
|
|
|
|
limit_range = [5, 10, 20, 50, 100, 500, 1000]
|
|
|
|
assert Exchange.get_next_limit_in_list(1, limit_range) == 5
|
|
|
|
assert Exchange.get_next_limit_in_list(5, limit_range) == 5
|
|
|
|
assert Exchange.get_next_limit_in_list(6, limit_range) == 10
|
|
|
|
assert Exchange.get_next_limit_in_list(9, limit_range) == 10
|
|
|
|
assert Exchange.get_next_limit_in_list(10, limit_range) == 10
|
|
|
|
assert Exchange.get_next_limit_in_list(11, limit_range) == 20
|
|
|
|
assert Exchange.get_next_limit_in_list(19, limit_range) == 20
|
|
|
|
assert Exchange.get_next_limit_in_list(21, limit_range) == 50
|
|
|
|
assert Exchange.get_next_limit_in_list(51, limit_range) == 100
|
|
|
|
assert Exchange.get_next_limit_in_list(1000, limit_range) == 1000
|
2020-10-13 18:38:02 +00:00
|
|
|
# Going over the limit ...
|
|
|
|
assert Exchange.get_next_limit_in_list(1001, limit_range) == 1000
|
|
|
|
assert Exchange.get_next_limit_in_list(2000, limit_range) == 1000
|
2021-04-13 10:28:07 +00:00
|
|
|
# Without required range
|
|
|
|
assert Exchange.get_next_limit_in_list(2000, limit_range, False) is None
|
|
|
|
assert Exchange.get_next_limit_in_list(15, limit_range, False) == 20
|
2020-10-13 18:02:47 +00:00
|
|
|
|
|
|
|
assert Exchange.get_next_limit_in_list(21, None) == 21
|
|
|
|
assert Exchange.get_next_limit_in_list(100, None) == 100
|
|
|
|
assert Exchange.get_next_limit_in_list(1000, None) == 1000
|
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2020-05-26 18:27:35 +00:00
|
|
|
def test_fetch_l2_order_book(default_conf, mocker, order_book_l2, exchange_name):
|
2019-02-24 18:59:45 +00:00
|
|
|
default_conf['exchange']['name'] = exchange_name
|
2018-08-25 11:17:07 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
|
|
|
|
api_mock.fetch_l2_order_book = order_book_l2
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-05-26 18:27:35 +00:00
|
|
|
order_book = exchange.fetch_l2_order_book(pair='ETH/BTC', limit=10)
|
2018-08-05 04:41:06 +00:00
|
|
|
assert 'bids' in order_book
|
|
|
|
assert 'asks' in order_book
|
2018-08-25 11:17:07 +00:00
|
|
|
assert len(order_book['bids']) == 10
|
|
|
|
assert len(order_book['asks']) == 10
|
2020-10-13 18:02:47 +00:00
|
|
|
assert api_mock.fetch_l2_order_book.call_args_list[0][0][0] == 'ETH/BTC'
|
|
|
|
|
2020-10-13 18:29:51 +00:00
|
|
|
for val in [1, 5, 10, 12, 20, 50, 100]:
|
2020-10-13 18:02:47 +00:00
|
|
|
api_mock.fetch_l2_order_book.reset_mock()
|
|
|
|
|
|
|
|
order_book = exchange.fetch_l2_order_book(pair='ETH/BTC', limit=val)
|
|
|
|
assert api_mock.fetch_l2_order_book.call_args_list[0][0][0] == 'ETH/BTC'
|
|
|
|
# Not all exchanges support all limits for orderbook
|
|
|
|
if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
|
|
|
|
assert api_mock.fetch_l2_order_book.call_args_list[0][0][1] == val
|
|
|
|
else:
|
|
|
|
next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
|
|
|
|
assert api_mock.fetch_l2_order_book.call_args_list[0][0][1] == next_limit
|
2018-08-05 04:41:06 +00:00
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2020-05-26 18:27:35 +00:00
|
|
|
def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
|
2018-08-05 14:41:58 +00:00
|
|
|
api_mock = MagicMock()
|
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-05-26 18:27:35 +00:00
|
|
|
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
|
2018-08-05 14:41:58 +00:00
|
|
|
with pytest.raises(TemporaryError):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-05-26 18:27:35 +00:00
|
|
|
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
|
2018-08-05 14:41:58 +00:00
|
|
|
with pytest.raises(OperationalException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-05-26 18:27:35 +00:00
|
|
|
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
|
2018-08-05 14:41:58 +00:00
|
|
|
|
|
|
|
|
2018-04-27 21:16:34 +00:00
|
|
|
def make_fetch_ohlcv_mock(data):
|
|
|
|
def fetch_ohlcv_mock(pair, timeframe, since):
|
|
|
|
if since:
|
|
|
|
assert since > data[-1][0]
|
|
|
|
return []
|
|
|
|
return data
|
|
|
|
return fetch_ohlcv_mock
|
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2018-11-25 13:48:15 +00:00
|
|
|
@pytest.mark.asyncio
|
2019-02-24 18:59:45 +00:00
|
|
|
async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
|
2018-11-25 14:00:50 +00:00
|
|
|
def sort_data(data, key):
|
|
|
|
return sorted(data, key=key)
|
2018-06-01 06:45:35 +00:00
|
|
|
|
|
|
|
# GDAX use-case (real data from GDAX)
|
2020-03-08 10:35:31 +00:00
|
|
|
# This OHLCV data is ordered DESC (newest first, oldest last)
|
|
|
|
ohlcv = [
|
2018-06-01 06:45:35 +00:00
|
|
|
[1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264],
|
|
|
|
[1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526],
|
|
|
|
[1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001],
|
|
|
|
[1527832200000, 0.07658, 0.07658, 0.07655, 0.07656, 0.59780186],
|
|
|
|
[1527831900000, 0.07658, 0.07658, 0.07658, 0.07658, 1.76278136],
|
|
|
|
[1527831600000, 0.07658, 0.07658, 0.07658, 0.07658, 2.22646521],
|
|
|
|
[1527831300000, 0.07655, 0.07657, 0.07655, 0.07657, 1.1753],
|
|
|
|
[1527831000000, 0.07654, 0.07654, 0.07651, 0.07651, 0.8073060299999999],
|
|
|
|
[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
|
|
|
|
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
|
|
|
|
]
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2020-03-08 10:35:31 +00:00
|
|
|
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
|
2019-02-21 05:59:52 +00:00
|
|
|
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
|
2020-03-08 10:35:31 +00:00
|
|
|
# Test the OHLCV data sort
|
2020-06-01 18:33:26 +00:00
|
|
|
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
|
2018-11-25 13:48:15 +00:00
|
|
|
assert res[0] == 'ETH/BTC'
|
2020-03-08 10:35:31 +00:00
|
|
|
res_ohlcv = res[2]
|
2018-11-25 14:00:50 +00:00
|
|
|
|
|
|
|
assert sort_mock.call_count == 1
|
2020-03-08 10:35:31 +00:00
|
|
|
assert res_ohlcv[0][0] == 1527830400000
|
|
|
|
assert res_ohlcv[0][1] == 0.07649
|
|
|
|
assert res_ohlcv[0][2] == 0.07651
|
|
|
|
assert res_ohlcv[0][3] == 0.07649
|
|
|
|
assert res_ohlcv[0][4] == 0.07651
|
|
|
|
assert res_ohlcv[0][5] == 2.5734867
|
|
|
|
|
|
|
|
assert res_ohlcv[9][0] == 1527833100000
|
|
|
|
assert res_ohlcv[9][1] == 0.07666
|
|
|
|
assert res_ohlcv[9][2] == 0.07671
|
|
|
|
assert res_ohlcv[9][3] == 0.07666
|
|
|
|
assert res_ohlcv[9][4] == 0.07668
|
|
|
|
assert res_ohlcv[9][5] == 16.65244264
|
2018-06-01 06:45:35 +00:00
|
|
|
|
|
|
|
# Bittrex use-case (real data from Bittrex)
|
2020-03-08 10:35:31 +00:00
|
|
|
# This OHLCV data is ordered ASC (oldest first, newest last)
|
|
|
|
ohlcv = [
|
2018-06-01 06:45:35 +00:00
|
|
|
[1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
|
|
|
|
[1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037],
|
|
|
|
[1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124],
|
|
|
|
[1527828600000, 0.0764, 0.0766, 0.0764, 0.0766, 5.71044773],
|
|
|
|
[1527828900000, 0.0764, 0.07666998, 0.0764, 0.07666998, 47.48888565],
|
|
|
|
[1527829200000, 0.0765, 0.07672999, 0.0765, 0.07672999, 3.37640326],
|
|
|
|
[1527829500000, 0.0766, 0.07675, 0.0765, 0.07675, 8.36203831],
|
|
|
|
[1527829800000, 0.07675, 0.07677999, 0.07620002, 0.076695, 119.22963884],
|
|
|
|
[1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244],
|
|
|
|
[1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783]
|
|
|
|
]
|
2020-03-08 10:35:31 +00:00
|
|
|
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
|
2018-11-25 14:00:50 +00:00
|
|
|
# Reset sort mock
|
|
|
|
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
|
2020-03-08 10:35:31 +00:00
|
|
|
# Test the OHLCV data sort
|
2020-06-01 18:33:26 +00:00
|
|
|
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['timeframe'])
|
2018-11-25 13:48:15 +00:00
|
|
|
assert res[0] == 'ETH/BTC'
|
2020-06-01 18:33:26 +00:00
|
|
|
assert res[1] == default_conf['timeframe']
|
2020-03-08 10:35:31 +00:00
|
|
|
res_ohlcv = res[2]
|
2018-11-25 14:00:50 +00:00
|
|
|
# Sorted not called again - data is already in order
|
|
|
|
assert sort_mock.call_count == 0
|
2020-03-08 10:35:31 +00:00
|
|
|
assert res_ohlcv[0][0] == 1527827700000
|
|
|
|
assert res_ohlcv[0][1] == 0.07659999
|
|
|
|
assert res_ohlcv[0][2] == 0.0766
|
|
|
|
assert res_ohlcv[0][3] == 0.07627
|
|
|
|
assert res_ohlcv[0][4] == 0.07657998
|
|
|
|
assert res_ohlcv[0][5] == 1.85216924
|
|
|
|
|
|
|
|
assert res_ohlcv[9][0] == 1527830400000
|
|
|
|
assert res_ohlcv[9][1] == 0.07671
|
|
|
|
assert res_ohlcv[9][2] == 0.07674399
|
|
|
|
assert res_ohlcv[9][3] == 0.07629216
|
|
|
|
assert res_ohlcv[9][4] == 0.07655213
|
|
|
|
assert res_ohlcv[9][5] == 2.31452783
|
2018-06-01 06:45:35 +00:00
|
|
|
|
|
|
|
|
2019-08-29 14:33:56 +00:00
|
|
|
@pytest.mark.asyncio
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
|
2020-04-01 04:53:58 +00:00
|
|
|
fetch_trades_result):
|
2019-08-29 14:33:56 +00:00
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
# Monkey-patch async function
|
2020-04-01 04:53:58 +00:00
|
|
|
exchange._api_async.fetch_trades = get_mock_coro(fetch_trades_result)
|
2019-08-29 14:33:56 +00:00
|
|
|
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
res = await exchange._async_fetch_trades(pair, since=None, params=None)
|
|
|
|
assert type(res) is list
|
2020-04-01 04:53:58 +00:00
|
|
|
assert isinstance(res[0], list)
|
|
|
|
assert isinstance(res[1], list)
|
2019-08-29 14:33:56 +00:00
|
|
|
|
|
|
|
assert exchange._api_async.fetch_trades.call_count == 1
|
|
|
|
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
|
|
|
|
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
|
|
|
|
|
|
|
|
assert log_has_re(f"Fetching trades for pair {pair}, since .*", caplog)
|
|
|
|
caplog.clear()
|
|
|
|
exchange._api_async.fetch_trades.reset_mock()
|
|
|
|
res = await exchange._async_fetch_trades(pair, since=None, params={'from': '123'})
|
|
|
|
assert exchange._api_async.fetch_trades.call_count == 1
|
|
|
|
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
|
|
|
|
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
|
|
|
|
assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
|
|
|
|
assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
|
|
|
|
|
|
|
|
exchange = Exchange(default_conf)
|
|
|
|
await async_ccxt_exception(mocker, default_conf, MagicMock(),
|
|
|
|
"_async_fetch_trades", "fetch_trades",
|
|
|
|
pair='ABCD/BTC', since=None)
|
|
|
|
|
|
|
|
api_mock = MagicMock()
|
|
|
|
with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
|
|
|
|
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-10-12 17:58:04 +00:00
|
|
|
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
|
2019-08-29 14:33:56 +00:00
|
|
|
|
|
|
|
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
|
|
|
|
r'historical trade data\..*'):
|
|
|
|
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-10-12 17:58:04 +00:00
|
|
|
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().int_timestamp - 2000) * 1000)
|
2019-08-29 14:33:56 +00:00
|
|
|
|
|
|
|
|
2019-09-28 09:17:02 +00:00
|
|
|
@pytest.mark.asyncio
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2021-01-07 19:06:26 +00:00
|
|
|
async def test__async_get_trade_history_id(default_conf, mocker, exchange_name,
|
|
|
|
fetch_trades_result):
|
2019-09-28 09:17:02 +00:00
|
|
|
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2019-09-28 11:35:25 +00:00
|
|
|
pagination_arg = exchange._trades_pagination_arg
|
|
|
|
|
|
|
|
async def mock_get_trade_hist(pair, *args, **kwargs):
|
|
|
|
if 'since' in kwargs:
|
|
|
|
# Return first 3
|
2021-01-07 19:06:26 +00:00
|
|
|
return fetch_trades_result[:-2]
|
|
|
|
elif kwargs.get('params', {}).get(pagination_arg) == fetch_trades_result[-3]['id']:
|
2019-09-28 11:35:25 +00:00
|
|
|
# Return 2
|
2021-01-07 19:06:26 +00:00
|
|
|
return fetch_trades_result[-3:-1]
|
2019-09-28 11:35:25 +00:00
|
|
|
else:
|
|
|
|
# Return last 2
|
2021-01-07 19:06:26 +00:00
|
|
|
return fetch_trades_result[-2:]
|
2019-09-28 09:17:02 +00:00
|
|
|
# Monkey-patch async function
|
2021-01-07 19:06:26 +00:00
|
|
|
exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
|
2019-09-28 11:35:25 +00:00
|
|
|
|
2019-09-28 09:17:02 +00:00
|
|
|
pair = 'ETH/BTC'
|
2021-01-07 19:06:26 +00:00
|
|
|
ret = await exchange._async_get_trade_history_id(pair,
|
|
|
|
since=fetch_trades_result[0]['timestamp'],
|
|
|
|
until=fetch_trades_result[-1]['timestamp'] - 1)
|
2019-09-28 11:35:25 +00:00
|
|
|
assert type(ret) is tuple
|
|
|
|
assert ret[0] == pair
|
|
|
|
assert type(ret[1]) is list
|
2021-01-07 19:06:26 +00:00
|
|
|
assert len(ret[1]) == len(fetch_trades_result)
|
|
|
|
assert exchange._api_async.fetch_trades.call_count == 3
|
|
|
|
fetch_trades_cal = exchange._api_async.fetch_trades.call_args_list
|
2019-09-28 11:35:25 +00:00
|
|
|
# first call (using since, not fromId)
|
|
|
|
assert fetch_trades_cal[0][0][0] == pair
|
2021-01-07 19:06:26 +00:00
|
|
|
assert fetch_trades_cal[0][1]['since'] == fetch_trades_result[0]['timestamp']
|
2019-09-28 11:35:25 +00:00
|
|
|
|
|
|
|
# 2nd call
|
|
|
|
assert fetch_trades_cal[1][0][0] == pair
|
|
|
|
assert 'params' in fetch_trades_cal[1][1]
|
|
|
|
assert exchange._ft_has['trades_pagination_arg'] in fetch_trades_cal[1][1]['params']
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name,
|
2021-01-07 19:03:34 +00:00
|
|
|
fetch_trades_result):
|
2019-09-28 11:35:25 +00:00
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
|
|
|
|
async def mock_get_trade_hist(pair, *args, **kwargs):
|
2021-01-07 19:03:34 +00:00
|
|
|
if kwargs['since'] == fetch_trades_result[0]['timestamp']:
|
|
|
|
return fetch_trades_result[:-1]
|
2019-09-28 11:35:25 +00:00
|
|
|
else:
|
2021-01-07 19:03:34 +00:00
|
|
|
return fetch_trades_result[-1:]
|
2019-09-28 11:35:25 +00:00
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
# Monkey-patch async function
|
2021-01-07 19:03:34 +00:00
|
|
|
exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
|
2019-09-28 11:35:25 +00:00
|
|
|
pair = 'ETH/BTC'
|
2021-01-07 19:03:34 +00:00
|
|
|
ret = await exchange._async_get_trade_history_time(pair,
|
|
|
|
since=fetch_trades_result[0]['timestamp'],
|
|
|
|
until=fetch_trades_result[-1]['timestamp']-1)
|
2019-09-28 09:17:02 +00:00
|
|
|
assert type(ret) is tuple
|
|
|
|
assert ret[0] == pair
|
|
|
|
assert type(ret[1]) is list
|
2021-01-07 19:03:34 +00:00
|
|
|
assert len(ret[1]) == len(fetch_trades_result)
|
|
|
|
assert exchange._api_async.fetch_trades.call_count == 2
|
|
|
|
fetch_trades_cal = exchange._api_async.fetch_trades.call_args_list
|
2019-09-28 09:17:02 +00:00
|
|
|
# first call (using since, not fromId)
|
2019-09-28 11:35:25 +00:00
|
|
|
assert fetch_trades_cal[0][0][0] == pair
|
2021-01-07 19:03:34 +00:00
|
|
|
assert fetch_trades_cal[0][1]['since'] == fetch_trades_result[0]['timestamp']
|
2019-09-28 09:17:02 +00:00
|
|
|
|
|
|
|
# 2nd call
|
2019-09-28 11:35:25 +00:00
|
|
|
assert fetch_trades_cal[1][0][0] == pair
|
2021-01-07 19:03:34 +00:00
|
|
|
assert fetch_trades_cal[1][1]['since'] == fetch_trades_result[-2]['timestamp']
|
2019-09-28 11:35:25 +00:00
|
|
|
assert log_has_re(r"Stopping because until was reached.*", caplog)
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, exchange_name,
|
|
|
|
trades_history):
|
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
|
|
|
|
async def mock_get_trade_hist(pair, *args, **kwargs):
|
2020-04-01 04:53:58 +00:00
|
|
|
if kwargs['since'] == trades_history[0][0]:
|
2019-09-28 11:35:25 +00:00
|
|
|
return trades_history[:-1]
|
|
|
|
else:
|
|
|
|
return []
|
|
|
|
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
# Monkey-patch async function
|
|
|
|
exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
|
|
|
|
pair = 'ETH/BTC'
|
2020-04-01 04:53:58 +00:00
|
|
|
ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0][0],
|
|
|
|
until=trades_history[-1][0]-1)
|
2019-09-28 11:35:25 +00:00
|
|
|
assert type(ret) is tuple
|
|
|
|
assert ret[0] == pair
|
|
|
|
assert type(ret[1]) is list
|
|
|
|
assert len(ret[1]) == len(trades_history) - 1
|
|
|
|
assert exchange._async_fetch_trades.call_count == 2
|
|
|
|
fetch_trades_cal = exchange._async_fetch_trades.call_args_list
|
|
|
|
# first call (using since, not fromId)
|
|
|
|
assert fetch_trades_cal[0][0][0] == pair
|
2020-04-01 04:53:58 +00:00
|
|
|
assert fetch_trades_cal[0][1]['since'] == trades_history[0][0]
|
2019-09-28 09:17:02 +00:00
|
|
|
|
|
|
|
|
2019-08-30 04:51:21 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history):
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
|
|
|
|
exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history))
|
|
|
|
exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history))
|
2020-04-01 04:53:58 +00:00
|
|
|
ret = exchange.get_historic_trades(pair, since=trades_history[0][0],
|
|
|
|
until=trades_history[-1][0])
|
2019-08-30 04:51:21 +00:00
|
|
|
|
|
|
|
# Depending on the exchange, one or the other method should be called
|
|
|
|
assert sum([exchange._async_get_trade_history_id.call_count,
|
|
|
|
exchange._async_get_trade_history_time.call_count]) == 1
|
|
|
|
|
|
|
|
assert len(ret) == 2
|
|
|
|
assert ret[0] == pair
|
2019-09-28 11:35:25 +00:00
|
|
|
assert len(ret[1]) == len(trades_history)
|
2019-08-30 04:51:21 +00:00
|
|
|
|
|
|
|
|
2019-09-28 08:45:16 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange_name,
|
|
|
|
trades_history):
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=False)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
|
|
|
|
with pytest.raises(OperationalException,
|
|
|
|
match="This exchange does not suport downloading Trades."):
|
2020-04-01 04:53:58 +00:00
|
|
|
exchange.get_historic_trades(pair, since=trades_history[0][0],
|
|
|
|
until=trades_history[-1][0])
|
2019-09-28 08:45:16 +00:00
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
|
2017-12-30 07:12:52 +00:00
|
|
|
default_conf['dry_run'] = True
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2020-04-18 04:55:25 +00:00
|
|
|
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
|
2020-03-25 16:01:45 +00:00
|
|
|
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2020-08-29 08:07:02 +00:00
|
|
|
order = exchange.buy('ETH/BTC', 'limit', 5, 0.55, 'gtc')
|
|
|
|
|
|
|
|
cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
|
|
|
|
assert order['id'] == cancel_order['id']
|
|
|
|
assert order['amount'] == cancel_order['amount']
|
2020-09-06 13:27:16 +00:00
|
|
|
assert order['symbol'] == cancel_order['symbol']
|
2020-08-29 08:07:02 +00:00
|
|
|
assert cancel_order['status'] == 'canceled'
|
|
|
|
|
2017-12-30 07:12:52 +00:00
|
|
|
|
2020-03-24 16:15:47 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
@pytest.mark.parametrize("order,result", [
|
|
|
|
({'status': 'closed', 'filled': 10}, False),
|
|
|
|
({'status': 'closed', 'filled': 0.0}, True),
|
|
|
|
({'status': 'canceled', 'filled': 0.0}, True),
|
|
|
|
({'status': 'canceled', 'filled': 10.0}, False),
|
2020-04-14 17:20:47 +00:00
|
|
|
({'status': 'unknown', 'filled': 10.0}, False),
|
|
|
|
({'result': 'testest123'}, False),
|
2020-03-24 16:15:47 +00:00
|
|
|
])
|
|
|
|
def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
assert exchange.check_order_canceled_empty(order) == result
|
|
|
|
|
|
|
|
|
2020-04-17 05:18:46 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
@pytest.mark.parametrize("order,result", [
|
|
|
|
({'status': 'closed', 'amount': 10, 'fee': {}}, True),
|
|
|
|
({'status': 'closed', 'amount': 0.0, 'fee': {}}, True),
|
|
|
|
({'status': 'canceled', 'amount': 0.0, 'fee': {}}, True),
|
|
|
|
({'status': 'canceled', 'amount': 10.0}, False),
|
|
|
|
({'amount': 10.0, 'fee': {}}, False),
|
|
|
|
({'result': 'testest123'}, False),
|
|
|
|
('hello_world', False),
|
|
|
|
])
|
|
|
|
def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
assert exchange.is_cancel_order_result_suitable(order) == result
|
|
|
|
|
2020-04-17 15:53:18 +00:00
|
|
|
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
@pytest.mark.parametrize("corder,call_corder,call_forder", [
|
|
|
|
({'status': 'closed', 'amount': 10, 'fee': {}}, 1, 0),
|
|
|
|
({'amount': 10, 'fee': {}}, 1, 1),
|
|
|
|
])
|
|
|
|
def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
|
|
|
|
call_corder, call_forder):
|
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
|
|
|
api_mock.cancel_order = MagicMock(return_value=corder)
|
|
|
|
api_mock.fetch_order = MagicMock(return_value={})
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1234)
|
|
|
|
assert isinstance(res, dict)
|
|
|
|
assert api_mock.cancel_order.call_count == call_corder
|
|
|
|
assert api_mock.fetch_order.call_count == call_forder
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog):
|
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
|
|
|
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
|
|
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
|
|
|
|
res = exchange.cancel_order_with_result('1234', 'ETH/BTC', 1541)
|
|
|
|
assert isinstance(res, dict)
|
2020-08-01 13:59:50 +00:00
|
|
|
assert log_has("Could not cancel order 1234 for ETH/BTC.", caplog)
|
2020-04-17 15:53:18 +00:00
|
|
|
assert log_has("Could not fetch cancelled order 1234.", caplog)
|
|
|
|
assert res['amount'] == 1541
|
|
|
|
|
|
|
|
|
2018-01-10 06:41:37 +00:00
|
|
|
# Ensure that if not dry_run, we should call API
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_cancel_order(default_conf, mocker, exchange_name):
|
2018-01-10 06:41:37 +00:00
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
2021-02-08 18:37:24 +00:00
|
|
|
api_mock.cancel_order = MagicMock(return_value={'id': '123'})
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2021-02-08 18:37:24 +00:00
|
|
|
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == {'id': '123'}
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2019-04-02 16:45:18 +00:00
|
|
|
with pytest.raises(InvalidOrderException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 18:13:39 +00:00
|
|
|
exchange.cancel_order(order_id='_', pair='TKN/BTC')
|
2019-04-02 16:45:18 +00:00
|
|
|
assert api_mock.cancel_order.call_count == 1
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2018-06-28 20:18:38 +00:00
|
|
|
"cancel_order", "cancel_order",
|
|
|
|
order_id='_', pair='TKN/BTC')
|
2018-01-10 06:41:37 +00:00
|
|
|
|
|
|
|
|
2020-03-25 16:01:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
|
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
2021-02-08 18:37:24 +00:00
|
|
|
api_mock.cancel_order = MagicMock(return_value={'id': '123'})
|
2020-03-25 16:01:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2021-02-08 18:37:24 +00:00
|
|
|
assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == {'id': '123'}
|
2020-03-25 16:01:45 +00:00
|
|
|
|
|
|
|
with pytest.raises(InvalidOrderException):
|
|
|
|
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC')
|
|
|
|
assert api_mock.cancel_order.call_count == 1
|
|
|
|
|
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
|
|
|
"cancel_stoploss_order", "cancel_order",
|
|
|
|
order_id='_', pair='TKN/BTC')
|
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2020-06-28 14:27:35 +00:00
|
|
|
def test_fetch_order(default_conf, mocker, exchange_name):
|
2018-01-10 06:41:37 +00:00
|
|
|
default_conf['dry_run'] = True
|
|
|
|
order = MagicMock()
|
|
|
|
order.myid = 123
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2018-06-18 20:09:46 +00:00
|
|
|
exchange._dry_run_open_orders['X'] = order
|
2020-06-28 14:27:35 +00:00
|
|
|
assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
|
2018-01-10 06:41:37 +00:00
|
|
|
|
2019-08-18 17:38:23 +00:00
|
|
|
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
|
2020-06-28 14:27:35 +00:00
|
|
|
exchange.fetch_order('Y', 'TKN/BTC')
|
2019-08-18 17:38:23 +00:00
|
|
|
|
2018-01-10 06:41:37 +00:00
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
api_mock.fetch_order = MagicMock(return_value=456)
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-06-28 14:27:35 +00:00
|
|
|
assert exchange.fetch_order('X', 'TKN/BTC') == 456
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2019-04-05 17:46:43 +00:00
|
|
|
with pytest.raises(InvalidOrderException):
|
2019-07-22 18:57:40 +00:00
|
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-06-28 14:27:35 +00:00
|
|
|
exchange.fetch_order(order_id='_', pair='TKN/BTC')
|
2019-04-05 17:46:43 +00:00
|
|
|
assert api_mock.fetch_order.call_count == 1
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2020-06-28 17:45:42 +00:00
|
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
|
|
|
with patch('freqtrade.exchange.common.time.sleep') as tm:
|
|
|
|
with pytest.raises(InvalidOrderException):
|
|
|
|
exchange.fetch_order(order_id='_', pair='TKN/BTC')
|
|
|
|
# Ensure backoff is called
|
|
|
|
assert tm.call_args_list[0][0][0] == 1
|
|
|
|
assert tm.call_args_list[1][0][0] == 2
|
2020-08-22 15:35:42 +00:00
|
|
|
if API_FETCH_ORDER_RETRY_COUNT > 2:
|
|
|
|
assert tm.call_args_list[2][0][0] == 5
|
|
|
|
if API_FETCH_ORDER_RETRY_COUNT > 3:
|
|
|
|
assert tm.call_args_list[3][0][0] == 10
|
|
|
|
assert api_mock.fetch_order.call_count == API_FETCH_ORDER_RETRY_COUNT + 1
|
2020-06-28 17:45:42 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2020-08-22 15:35:42 +00:00
|
|
|
'fetch_order', 'fetch_order', retries=API_FETCH_ORDER_RETRY_COUNT + 1,
|
2018-06-28 20:18:38 +00:00
|
|
|
order_id='_', pair='TKN/BTC')
|
2018-01-10 06:41:37 +00:00
|
|
|
|
|
|
|
|
2020-03-25 16:01:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2020-06-28 14:30:24 +00:00
|
|
|
def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
|
2020-03-25 16:01:45 +00:00
|
|
|
# Don't test FTX here - that needs a seperate test
|
|
|
|
if exchange_name == 'ftx':
|
|
|
|
return
|
|
|
|
default_conf['dry_run'] = True
|
|
|
|
order = MagicMock()
|
|
|
|
order.myid = 123
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
exchange._dry_run_open_orders['X'] = order
|
2020-06-28 14:30:24 +00:00
|
|
|
assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
|
2020-03-25 16:01:45 +00:00
|
|
|
|
|
|
|
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
|
2020-06-28 14:30:24 +00:00
|
|
|
exchange.fetch_stoploss_order('Y', 'TKN/BTC')
|
2020-03-25 16:01:45 +00:00
|
|
|
|
|
|
|
default_conf['dry_run'] = False
|
|
|
|
api_mock = MagicMock()
|
|
|
|
api_mock.fetch_order = MagicMock(return_value=456)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-06-28 14:30:24 +00:00
|
|
|
assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456
|
2020-03-25 16:01:45 +00:00
|
|
|
|
|
|
|
with pytest.raises(InvalidOrderException):
|
|
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2020-06-28 14:30:24 +00:00
|
|
|
exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
|
2020-03-25 16:01:45 +00:00
|
|
|
assert api_mock.fetch_order.call_count == 1
|
|
|
|
|
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2020-06-28 14:30:24 +00:00
|
|
|
'fetch_stoploss_order', 'fetch_order',
|
2020-08-22 15:35:42 +00:00
|
|
|
retries=API_FETCH_ORDER_RETRY_COUNT + 1,
|
2020-03-25 16:01:45 +00:00
|
|
|
order_id='_', pair='TKN/BTC')
|
|
|
|
|
2020-06-01 09:24:23 +00:00
|
|
|
|
2020-08-22 07:24:14 +00:00
|
|
|
def test_fetch_order_or_stoploss_order(default_conf, mocker):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id='binance')
|
|
|
|
fetch_order_mock = MagicMock()
|
|
|
|
fetch_stoploss_order_mock = MagicMock()
|
|
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
|
|
|
fetch_order=fetch_order_mock,
|
|
|
|
fetch_stoploss_order=fetch_stoploss_order_mock,
|
|
|
|
)
|
|
|
|
|
|
|
|
exchange.fetch_order_or_stoploss_order('1234', 'ETH/BTC', False)
|
|
|
|
assert fetch_order_mock.call_count == 1
|
|
|
|
assert fetch_order_mock.call_args_list[0][0][0] == '1234'
|
|
|
|
assert fetch_order_mock.call_args_list[0][0][1] == 'ETH/BTC'
|
|
|
|
assert fetch_stoploss_order_mock.call_count == 0
|
|
|
|
|
|
|
|
fetch_order_mock.reset_mock()
|
|
|
|
fetch_stoploss_order_mock.reset_mock()
|
|
|
|
|
|
|
|
exchange.fetch_order_or_stoploss_order('1234', 'ETH/BTC', True)
|
|
|
|
assert fetch_order_mock.call_count == 0
|
|
|
|
assert fetch_stoploss_order_mock.call_count == 1
|
|
|
|
assert fetch_stoploss_order_mock.call_args_list[0][0][0] == '1234'
|
|
|
|
assert fetch_stoploss_order_mock.call_args_list[0][0][1] == 'ETH/BTC'
|
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
2019-09-10 21:18:07 +00:00
|
|
|
def test_name(default_conf, mocker, exchange_name):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
2018-04-06 07:57:08 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
assert exchange.name == exchange_name.title()
|
|
|
|
assert exchange.id == exchange_name
|
2018-04-06 07:57:08 +00:00
|
|
|
|
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_trades_for_order(default_conf, mocker, exchange_name):
|
2019-11-08 06:32:08 +00:00
|
|
|
|
2018-06-17 21:22:28 +00:00
|
|
|
order_id = 'ABCD-ABCD'
|
2019-11-08 05:55:07 +00:00
|
|
|
since = datetime(2018, 5, 5, 0, 0, 0)
|
2018-06-17 21:22:28 +00:00
|
|
|
default_conf["dry_run"] = False
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
|
|
|
|
api_mock = MagicMock()
|
|
|
|
|
|
|
|
api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV',
|
|
|
|
'order': 'ABCD-ABCD',
|
|
|
|
'info': {'pair': 'XLTCZBTC',
|
|
|
|
'time': 1519860024.4388,
|
|
|
|
'type': 'buy',
|
|
|
|
'ordertype': 'limit',
|
|
|
|
'price': '20.00000',
|
|
|
|
'cost': '38.62000',
|
|
|
|
'fee': '0.06179',
|
|
|
|
'vol': '5',
|
|
|
|
'id': 'ABCD-ABCD'},
|
|
|
|
'timestamp': 1519860024438,
|
|
|
|
'datetime': '2018-02-28T23:20:24.438Z',
|
|
|
|
'symbol': 'LTC/BTC',
|
|
|
|
'type': 'limit',
|
|
|
|
'side': 'buy',
|
|
|
|
'price': 165.0,
|
|
|
|
'amount': 0.2340606,
|
|
|
|
'fee': {'cost': 0.06179, 'currency': 'BTC'}
|
|
|
|
}])
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2018-06-17 21:22:28 +00:00
|
|
|
|
|
|
|
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
|
|
|
|
assert len(orders) == 1
|
|
|
|
assert orders[0]['price'] == 165
|
2019-08-06 18:09:09 +00:00
|
|
|
assert api_mock.fetch_my_trades.call_count == 1
|
|
|
|
# since argument should be
|
|
|
|
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
|
|
|
|
assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
|
|
|
|
# Same test twice, hardcoded number and doing the same calculation
|
2019-08-06 18:23:32 +00:00
|
|
|
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
|
2019-11-08 05:55:07 +00:00
|
|
|
assert api_mock.fetch_my_trades.call_args[0][1] == int(since.replace(
|
|
|
|
tzinfo=timezone.utc).timestamp() - 5) * 1000
|
2018-06-17 21:22:28 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2018-06-28 20:18:38 +00:00
|
|
|
'get_trades_for_order', 'fetch_my_trades',
|
|
|
|
order_id=order_id, pair='LTC/BTC', since=since)
|
2018-06-17 21:22:28 +00:00
|
|
|
|
2018-06-28 19:51:59 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
|
|
|
|
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
|
|
|
|
|
2018-06-17 21:22:28 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_get_fee(default_conf, mocker, exchange_name):
|
2018-01-10 06:41:37 +00:00
|
|
|
api_mock = MagicMock()
|
2018-04-06 07:57:08 +00:00
|
|
|
api_mock.calculate_fee = MagicMock(return_value={
|
|
|
|
'type': 'taker',
|
|
|
|
'currency': 'BTC',
|
|
|
|
'rate': 0.025,
|
|
|
|
'cost': 0.05
|
|
|
|
})
|
2019-02-24 18:59:45 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
2021-03-14 18:37:30 +00:00
|
|
|
exchange._config.pop('fee', None)
|
2018-06-17 18:13:39 +00:00
|
|
|
|
2019-12-14 12:22:42 +00:00
|
|
|
assert exchange.get_fee('ETH/BTC') == 0.025
|
2021-03-14 18:37:30 +00:00
|
|
|
assert api_mock.calculate_fee.call_count == 1
|
2018-04-16 17:43:13 +00:00
|
|
|
|
2019-02-24 18:59:45 +00:00
|
|
|
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
2019-12-14 12:22:42 +00:00
|
|
|
'get_fee', 'calculate_fee', symbol="ETH/BTC")
|
2018-11-22 16:41:01 +00:00
|
|
|
|
2021-03-14 18:37:30 +00:00
|
|
|
api_mock.calculate_fee.reset_mock()
|
|
|
|
exchange._config['fee'] = 0.001
|
|
|
|
|
|
|
|
assert exchange.get_fee('ETH/BTC') == 0.001
|
|
|
|
assert api_mock.calculate_fee.call_count == 0
|
|
|
|
|
2018-11-22 18:38:20 +00:00
|
|
|
|
2020-01-19 13:39:51 +00:00
|
|
|
def test_stoploss_order_unsupported_exchange(default_conf, mocker):
|
2020-12-20 18:38:12 +00:00
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
|
2020-01-19 13:39:51 +00:00
|
|
|
with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
|
2020-01-19 12:30:56 +00:00
|
|
|
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
2018-11-30 19:13:50 +00:00
|
|
|
|
2020-01-19 18:54:30 +00:00
|
|
|
with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
|
|
|
|
exchange.stoploss_adjust(1, {})
|
|
|
|
|
2018-11-24 17:08:11 +00:00
|
|
|
|
2019-06-09 12:05:36 +00:00
|
|
|
def test_merge_ft_has_dict(default_conf, mocker):
|
2019-07-03 18:20:12 +00:00
|
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
|
|
|
_init_ccxt=MagicMock(return_value=MagicMock()),
|
2020-06-13 10:34:29 +00:00
|
|
|
_load_async_markets=MagicMock(),
|
2019-07-03 18:20:12 +00:00
|
|
|
validate_pairs=MagicMock(),
|
2020-01-11 10:54:11 +00:00
|
|
|
validate_timeframes=MagicMock(),
|
|
|
|
validate_stakecurrency=MagicMock()
|
|
|
|
)
|
2019-06-09 12:05:36 +00:00
|
|
|
ex = Exchange(default_conf)
|
|
|
|
assert ex._ft_has == Exchange._ft_has_default
|
|
|
|
|
|
|
|
ex = Kraken(default_conf)
|
2019-08-15 14:49:54 +00:00
|
|
|
assert ex._ft_has != Exchange._ft_has_default
|
|
|
|
assert ex._ft_has['trades_pagination'] == 'id'
|
|
|
|
assert ex._ft_has['trades_pagination_arg'] == 'since'
|
2019-06-09 12:05:36 +00:00
|
|
|
|
|
|
|
# Binance defines different values
|
|
|
|
ex = Binance(default_conf)
|
|
|
|
assert ex._ft_has != Exchange._ft_has_default
|
|
|
|
assert ex._ft_has['stoploss_on_exchange']
|
|
|
|
assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc']
|
2019-08-15 14:49:54 +00:00
|
|
|
assert ex._ft_has['trades_pagination'] == 'id'
|
|
|
|
assert ex._ft_has['trades_pagination_arg'] == 'fromId'
|
2019-06-09 12:05:36 +00:00
|
|
|
|
|
|
|
conf = copy.deepcopy(default_conf)
|
|
|
|
conf['exchange']['_ft_has_params'] = {"DeadBeef": 20,
|
|
|
|
"stoploss_on_exchange": False}
|
|
|
|
# Use settings from configuration (overriding stoploss_on_exchange)
|
|
|
|
ex = Binance(conf)
|
|
|
|
assert ex._ft_has != Exchange._ft_has_default
|
|
|
|
assert not ex._ft_has['stoploss_on_exchange']
|
|
|
|
assert ex._ft_has['DeadBeef'] == 20
|
2019-07-03 18:20:12 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_get_valid_pair_combination(default_conf, mocker, markets):
|
|
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
|
|
|
_init_ccxt=MagicMock(return_value=MagicMock()),
|
2020-06-13 10:34:29 +00:00
|
|
|
_load_async_markets=MagicMock(),
|
2019-07-03 18:20:12 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
validate_timeframes=MagicMock(),
|
|
|
|
markets=PropertyMock(return_value=markets))
|
|
|
|
ex = Exchange(default_conf)
|
|
|
|
|
|
|
|
assert ex.get_valid_pair_combination("ETH", "BTC") == "ETH/BTC"
|
|
|
|
assert ex.get_valid_pair_combination("BTC", "ETH") == "ETH/BTC"
|
|
|
|
with pytest.raises(DependencyException, match=r"Could not combine.* to get a valid pair."):
|
|
|
|
ex.get_valid_pair_combination("NOPAIR", "ETH")
|
2019-08-12 13:43:10 +00:00
|
|
|
|
|
|
|
|
2019-10-17 20:40:29 +00:00
|
|
|
@pytest.mark.parametrize(
|
|
|
|
"base_currencies, quote_currencies, pairs_only, active_only, expected_keys", [
|
|
|
|
# Testing markets (in conftest.py):
|
|
|
|
# 'BLK/BTC': 'active': True
|
|
|
|
# 'BTT/BTC': 'active': True
|
|
|
|
# 'ETH/BTC': 'active': True
|
|
|
|
# 'ETH/USDT': 'active': True
|
|
|
|
# 'LTC/BTC': 'active': False
|
2020-02-24 20:50:27 +00:00
|
|
|
# 'LTC/ETH': 'active': True
|
2019-10-17 20:40:29 +00:00
|
|
|
# 'LTC/USD': 'active': True
|
|
|
|
# 'LTC/USDT': 'active': True
|
|
|
|
# 'NEO/BTC': 'active': False
|
|
|
|
# 'TKN/BTC': 'active' not set
|
|
|
|
# 'XLTCUSDT': 'active': True, not a pair
|
|
|
|
# 'XRP/BTC': 'active': False
|
|
|
|
# all markets
|
|
|
|
([], [], False, False,
|
2020-02-24 20:50:27 +00:00
|
|
|
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
|
2019-10-17 20:40:29 +00:00
|
|
|
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
|
|
|
|
# active markets
|
|
|
|
([], [], False, True,
|
2020-02-24 20:50:27 +00:00
|
|
|
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
|
2019-10-26 08:08:23 +00:00
|
|
|
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
|
2019-10-17 20:40:29 +00:00
|
|
|
# all pairs
|
|
|
|
([], [], True, False,
|
2020-02-24 20:50:27 +00:00
|
|
|
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
|
2019-10-17 20:40:29 +00:00
|
|
|
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
|
|
|
|
# active pairs
|
|
|
|
([], [], True, True,
|
2020-02-24 20:50:27 +00:00
|
|
|
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
|
2019-10-26 08:08:23 +00:00
|
|
|
'TKN/BTC', 'XRP/BTC']),
|
2019-10-17 20:40:29 +00:00
|
|
|
# all markets, base=ETH, LTC
|
|
|
|
(['ETH', 'LTC'], [], False, False,
|
2020-02-24 20:50:27 +00:00
|
|
|
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
|
2019-10-17 20:40:29 +00:00
|
|
|
# all markets, base=LTC
|
|
|
|
(['LTC'], [], False, False,
|
2020-02-24 20:50:27 +00:00
|
|
|
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
|
2019-10-17 20:40:29 +00:00
|
|
|
# all markets, quote=USDT
|
|
|
|
([], ['USDT'], False, False,
|
|
|
|
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
|
|
|
|
# all markets, quote=USDT, USD
|
|
|
|
([], ['USDT', 'USD'], False, False,
|
|
|
|
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
|
|
|
|
# all markets, base=LTC, quote=USDT
|
|
|
|
(['LTC'], ['USDT'], False, False,
|
|
|
|
['LTC/USDT', 'XLTCUSDT']),
|
|
|
|
# all pairs, base=LTC, quote=USDT
|
|
|
|
(['LTC'], ['USDT'], True, False,
|
|
|
|
['LTC/USDT']),
|
|
|
|
# all markets, base=LTC, quote=USDT, NONEXISTENT
|
|
|
|
(['LTC'], ['USDT', 'NONEXISTENT'], False, False,
|
|
|
|
['LTC/USDT', 'XLTCUSDT']),
|
|
|
|
# all markets, base=LTC, quote=NONEXISTENT
|
|
|
|
(['LTC'], ['NONEXISTENT'], False, False,
|
|
|
|
[]),
|
|
|
|
])
|
2019-10-17 19:45:20 +00:00
|
|
|
def test_get_markets(default_conf, mocker, markets,
|
|
|
|
base_currencies, quote_currencies, pairs_only, active_only,
|
|
|
|
expected_keys):
|
|
|
|
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
|
|
|
_init_ccxt=MagicMock(return_value=MagicMock()),
|
2020-06-13 10:34:29 +00:00
|
|
|
_load_async_markets=MagicMock(),
|
2019-10-17 19:45:20 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
validate_timeframes=MagicMock(),
|
|
|
|
markets=PropertyMock(return_value=markets))
|
|
|
|
ex = Exchange(default_conf)
|
|
|
|
pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only)
|
|
|
|
assert sorted(pairs.keys()) == sorted(expected_keys)
|
|
|
|
|
|
|
|
|
2020-06-28 09:56:29 +00:00
|
|
|
def test_get_markets_error(default_conf, mocker):
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
|
|
|
|
with pytest.raises(OperationalException, match="Markets were not loaded."):
|
|
|
|
ex.get_markets('LTC', 'USDT', True, False)
|
|
|
|
|
|
|
|
|
2021-02-14 09:38:49 +00:00
|
|
|
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
|
|
|
def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
|
|
|
timeframes = ('1m', '5m', '1h')
|
|
|
|
expected = exchange._ft_has['ohlcv_candle_limit']
|
|
|
|
for timeframe in timeframes:
|
|
|
|
if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
|
|
|
|
expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
|
|
|
|
# This should only run for bittrex
|
|
|
|
assert exchange_name == 'bittrex'
|
|
|
|
assert exchange.ohlcv_candle_limit(timeframe) == expected
|
|
|
|
|
|
|
|
|
2019-08-12 13:43:10 +00:00
|
|
|
def test_timeframe_to_minutes():
|
|
|
|
assert timeframe_to_minutes("5m") == 5
|
|
|
|
assert timeframe_to_minutes("10m") == 10
|
|
|
|
assert timeframe_to_minutes("1h") == 60
|
|
|
|
assert timeframe_to_minutes("1d") == 1440
|
|
|
|
|
|
|
|
|
|
|
|
def test_timeframe_to_seconds():
|
|
|
|
assert timeframe_to_seconds("5m") == 300
|
|
|
|
assert timeframe_to_seconds("10m") == 600
|
|
|
|
assert timeframe_to_seconds("1h") == 3600
|
|
|
|
assert timeframe_to_seconds("1d") == 86400
|
|
|
|
|
|
|
|
|
|
|
|
def test_timeframe_to_msecs():
|
|
|
|
assert timeframe_to_msecs("5m") == 300000
|
|
|
|
assert timeframe_to_msecs("10m") == 600000
|
|
|
|
assert timeframe_to_msecs("1h") == 3600000
|
|
|
|
assert timeframe_to_msecs("1d") == 86400000
|
2019-08-12 14:07:19 +00:00
|
|
|
|
|
|
|
|
2019-08-12 14:11:43 +00:00
|
|
|
def test_timeframe_to_prev_date():
|
|
|
|
# 2019-08-12 13:22:08
|
|
|
|
date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
|
|
|
|
|
2019-08-12 14:17:06 +00:00
|
|
|
tf_list = [
|
|
|
|
# 5m -> 2019-08-12 13:20:00
|
|
|
|
("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
|
|
|
|
# 10m -> 2019-08-12 13:20:00
|
|
|
|
("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
|
|
|
|
# 1h -> 2019-08-12 13:00:00
|
|
|
|
("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 2h -> 2019-08-12 12:00:00
|
|
|
|
("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 4h -> 2019-08-12 12:00:00
|
|
|
|
("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 1d -> 2019-08-12 00:00:00
|
|
|
|
("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
]
|
|
|
|
for interval, result in tf_list:
|
|
|
|
assert timeframe_to_prev_date(interval, date) == result
|
2019-08-12 14:11:43 +00:00
|
|
|
|
2019-08-12 18:37:11 +00:00
|
|
|
date = datetime.now(tz=timezone.utc)
|
2019-08-25 08:53:56 +00:00
|
|
|
assert timeframe_to_prev_date("5m") < date
|
2021-02-09 19:03:03 +00:00
|
|
|
# Does not round
|
|
|
|
time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)
|
|
|
|
assert timeframe_to_prev_date('5m', time) == time
|
2019-08-12 18:37:11 +00:00
|
|
|
|
2019-08-12 14:11:43 +00:00
|
|
|
|
2019-08-12 14:07:19 +00:00
|
|
|
def test_timeframe_to_next_date():
|
|
|
|
# 2019-08-12 13:22:08
|
|
|
|
date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
|
2019-08-12 14:17:06 +00:00
|
|
|
tf_list = [
|
|
|
|
# 5m -> 2019-08-12 13:25:00
|
|
|
|
("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)),
|
|
|
|
# 10m -> 2019-08-12 13:30:00
|
|
|
|
("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)),
|
|
|
|
# 1h -> 2019-08-12 14:00:00
|
|
|
|
("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 2h -> 2019-08-12 14:00:00
|
|
|
|
("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 4h -> 2019-08-12 14:00:00
|
|
|
|
("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)),
|
|
|
|
# 1d -> 2019-08-13 00:00:00
|
|
|
|
("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)),
|
|
|
|
]
|
2019-08-12 14:07:19 +00:00
|
|
|
|
2019-08-12 14:17:06 +00:00
|
|
|
for interval, result in tf_list:
|
|
|
|
assert timeframe_to_next_date(interval, date) == result
|
2019-08-12 18:37:11 +00:00
|
|
|
|
|
|
|
date = datetime.now(tz=timezone.utc)
|
2019-08-25 08:53:56 +00:00
|
|
|
assert timeframe_to_next_date("5m") > date
|
2019-10-17 15:19:50 +00:00
|
|
|
|
2020-10-25 09:13:54 +00:00
|
|
|
date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
|
|
|
|
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
|
|
|
|
|
2019-10-17 15:19:50 +00:00
|
|
|
|
2020-06-02 18:30:31 +00:00
|
|
|
@pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [
|
|
|
|
("BTC/USDT", 'BTC', 'USDT', "binance", {}, True),
|
|
|
|
("USDT/BTC", 'USDT', 'BTC', "binance", {}, True),
|
|
|
|
("USDT/BTC", 'BTC', 'USDT', "binance", {}, False), # Reversed currencies
|
|
|
|
("BTCUSDT", 'BTC', 'USDT', "binance", {}, False), # No seperating /
|
|
|
|
("BTCUSDT", None, "USDT", "binance", {}, False), #
|
|
|
|
("USDT/BTC", "BTC", None, "binance", {}, False),
|
|
|
|
("BTCUSDT", "BTC", None, "binance", {}, False),
|
|
|
|
("BTC/USDT", "BTC", "USDT", "binance", {}, True),
|
|
|
|
("BTC/USDT", "USDT", "BTC", "binance", {}, False), # reversed currencies
|
|
|
|
("BTC/USDT", "BTC", "USD", "binance", {}, False), # Wrong quote currency
|
|
|
|
("BTC/", "BTC", 'UNK', "binance", {}, False),
|
|
|
|
("/USDT", 'UNK', 'USDT', "binance", {}, False),
|
|
|
|
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": False}, True),
|
|
|
|
("EUR/BTC", 'EUR', 'BTC', "kraken", {"darkpool": False}, True),
|
|
|
|
("EUR/BTC", 'BTC', 'EUR', "kraken", {"darkpool": False}, False), # Reversed currencies
|
|
|
|
("BTC/EUR", 'BTC', 'USD', "kraken", {"darkpool": False}, False), # wrong quote currency
|
|
|
|
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
|
|
|
|
("BTC/EUR.d", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
|
|
|
|
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': True}, True),
|
|
|
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("USD/BTC", 'USD', 'BTC', "ftx", {'spot': True}, True),
|
|
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|
("BTC/USD", 'BTC', 'USDT', "ftx", {'spot': True}, False), # Wrong quote currency
|
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("BTC/USD", 'USD', 'BTC', "ftx", {'spot': True}, False), # Reversed currencies
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|
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("BTC/USD", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
|
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("BTC-PERP", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
|
2019-10-17 15:19:50 +00:00
|
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|
])
|
2020-06-02 18:30:31 +00:00
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|
def test_market_is_tradable(mocker, default_conf, market_symbol, base,
|
|
|
|
quote, add_dict, exchange, expected_result) -> None:
|
|
|
|
ex = get_patched_exchange(mocker, default_conf, id=exchange)
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|
|
|
market = {
|
|
|
|
'symbol': market_symbol,
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|
|
|
'base': base,
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|
|
|
'quote': quote,
|
|
|
|
**(add_dict),
|
|
|
|
}
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|
|
|
assert ex.market_is_tradable(market) == expected_result
|
2019-10-17 16:24:39 +00:00
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|
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|
|
|
|
|
|
|
|
@pytest.mark.parametrize("market,expected_result", [
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|
|
|
({'symbol': 'ETH/BTC', 'active': True}, True),
|
|
|
|
({'symbol': 'ETH/BTC', 'active': False}, False),
|
|
|
|
({'symbol': 'ETH/BTC', }, True),
|
|
|
|
])
|
|
|
|
def test_market_is_active(market, expected_result) -> None:
|
|
|
|
assert market_is_active(market) == expected_result
|
2020-04-30 18:05:27 +00:00
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("order,expected", [
|
|
|
|
([{'fee'}], False),
|
|
|
|
({'fee': None}, False),
|
|
|
|
({'fee': {'currency': 'ETH/BTC'}}, False),
|
|
|
|
({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False),
|
|
|
|
({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True),
|
|
|
|
])
|
|
|
|
def test_order_has_fee(order, expected) -> None:
|
|
|
|
assert Exchange.order_has_fee(order) == expected
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("order,expected", [
|
2020-05-01 13:17:52 +00:00
|
|
|
({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}},
|
|
|
|
(0.43, 'ETH', 0.01)),
|
|
|
|
({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}},
|
|
|
|
(0.01, 'USDT', 0.01)),
|
|
|
|
({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}},
|
|
|
|
(0.34, 'USDT', 0.01)),
|
2020-04-30 18:05:27 +00:00
|
|
|
])
|
2020-05-01 13:17:52 +00:00
|
|
|
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
assert ex.extract_cost_curr_rate(order) == expected
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("order,expected", [
|
|
|
|
# Using base-currency
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08),
|
|
|
|
# Using quote currency
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04),
|
|
|
|
# Using foreign currency
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
|
|
|
|
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
|
|
|
|
# Rate included in return - return as is
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
|
|
|
|
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
|
2020-06-02 18:54:14 +00:00
|
|
|
# 0.1% filled - no costs (kraken - #3431)
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
|
|
|
|
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
|
|
|
|
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0),
|
|
|
|
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
|
|
|
|
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None),
|
2020-05-01 13:17:52 +00:00
|
|
|
])
|
|
|
|
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
|
|
|
|
|
|
|
|
ex = get_patched_exchange(mocker, default_conf)
|
|
|
|
assert ex.calculate_fee_rate(order) == expected
|
2020-06-28 14:18:39 +00:00
|
|
|
|
|
|
|
|
2020-06-28 17:40:33 +00:00
|
|
|
@pytest.mark.parametrize('retrycount,max_retries,expected', [
|
|
|
|
(0, 3, 10),
|
|
|
|
(1, 3, 5),
|
|
|
|
(2, 3, 2),
|
|
|
|
(3, 3, 1),
|
|
|
|
(0, 1, 2),
|
|
|
|
(1, 1, 1),
|
2020-08-02 08:18:19 +00:00
|
|
|
(0, 4, 17),
|
|
|
|
(1, 4, 10),
|
|
|
|
(2, 4, 5),
|
|
|
|
(3, 4, 2),
|
|
|
|
(4, 4, 1),
|
|
|
|
(0, 5, 26),
|
|
|
|
(1, 5, 17),
|
|
|
|
(2, 5, 10),
|
|
|
|
(3, 5, 5),
|
|
|
|
(4, 5, 2),
|
|
|
|
(5, 5, 1),
|
|
|
|
|
2020-06-28 14:18:39 +00:00
|
|
|
])
|
2020-06-28 17:40:33 +00:00
|
|
|
def test_calculate_backoff(retrycount, max_retries, expected):
|
|
|
|
assert calculate_backoff(retrycount, max_retries) == expected
|