stable/tests/exchange/test_ccxt_compat.py

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"""
Tests in this file do NOT mock network calls, so they are expected to be fluky at times.
However, these tests should give a good idea to determine if a new exchange is
suitable to run with freqtrade.
"""
from datetime import datetime, timedelta, timezone
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from pathlib import Path
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import pytest
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_default_conf
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# Exchanges that should be tested
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EXCHANGES = {
'bittrex': {
'pair': 'BTC/USDT',
'hasQuoteVolume': False,
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'timeframe': '1h',
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},
'binance': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
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},
'kraken': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
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},
'ftx': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
'kucoin': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
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'gateio': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
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}
@pytest.fixture(scope="class")
def exchange_conf():
config = get_default_conf((Path(__file__).parent / "testdata").resolve())
config['exchange']['pair_whitelist'] = []
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
config['dry_run'] = False
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return config
@pytest.fixture(params=EXCHANGES, scope="class")
def exchange(request, exchange_conf):
exchange_conf['exchange']['name'] = request.param
exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
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yield exchange, request.param
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@pytest.mark.longrun
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class TestCCXTExchange():
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def test_load_markets(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
markets = exchange.markets
assert pair in markets
assert isinstance(markets[pair], dict)
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def test_ccxt_fetch_tickers(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
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tickers = exchange.get_tickers()
assert pair in tickers
assert 'ask' in tickers[pair]
assert tickers[pair]['ask'] is not None
assert 'bid' in tickers[pair]
assert tickers[pair]['bid'] is not None
assert 'quoteVolume' in tickers[pair]
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert tickers[pair]['quoteVolume'] is not None
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def test_ccxt_fetch_ticker(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
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ticker = exchange.fetch_ticker(pair)
assert 'ask' in ticker
assert ticker['ask'] is not None
assert 'bid' in ticker
assert ticker['bid'] is not None
assert 'quoteVolume' in ticker
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert ticker['quoteVolume'] is not None
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def test_ccxt_fetch_l2_orderbook(self, exchange):
exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
l2 = exchange.fetch_l2_order_book(pair)
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assert 'asks' in l2
assert 'bids' in l2
l2_limit_range = exchange._ft_has['l2_limit_range']
l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
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for val in [1, 2, 5, 25, 100]:
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l2 = exchange.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
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assert len(l2['asks']) == val
assert len(l2['bids']) == val
else:
next_limit = exchange.get_next_limit_in_list(
val, l2_limit_range, l2_limit_range_required)
if next_limit is None or next_limit > 200:
# Large orderbook sizes can be a problem for some exchanges (bitrex ...)
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assert len(l2['asks']) > 200
assert len(l2['asks']) > 200
else:
assert len(l2['asks']) == next_limit
assert len(l2['asks']) == next_limit
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def test_fetch_ohlcv(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
pair_tf = (pair, timeframe)
ohlcv = exchange.refresh_latest_ohlcv([pair_tf])
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assert isinstance(ohlcv, dict)
assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
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# assert len(exchange.klines(pair_tf)) > 200
# Assume 90% uptime ...
assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90
# Check if last-timeframe is within the last 2 intervals
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
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# TODO: tests fetch_trades (?)
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def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
threshold = 0.01
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold