stable/freqtrade/tests/exchange/test_exchange.py

1430 lines
58 KiB
Python
Raw Normal View History

2018-01-28 07:38:41 +00:00
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
import copy
import logging
2018-06-17 21:22:28 +00:00
from datetime import datetime
2018-07-04 07:31:35 +00:00
from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock
2018-03-17 21:44:47 +00:00
import arrow
import ccxt
import pytest
2018-12-11 18:48:36 +00:00
from pandas import DataFrame
2018-07-04 07:31:35 +00:00
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import Binance, Exchange, Kraken
2019-02-21 05:59:52 +00:00
from freqtrade.exchange.exchange import API_RETRY_COUNT
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
# Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', ]
# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
def get_mock_coro(return_value):
async def mock_coro(*args, **kwargs):
return return_value
return Mock(wraps=mock_coro)
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
fun, mock_ccxt_fun, **kwargs):
2018-06-28 19:22:43 +00:00
with pytest.raises(TemporaryError):
2018-07-01 17:37:55 +00:00
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-28 19:22:43 +00:00
getattr(exchange, fun)(**kwargs)
2018-07-01 17:37:55 +00:00
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
2018-06-28 19:22:43 +00:00
with pytest.raises(OperationalException):
2018-07-01 17:37:55 +00:00
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-28 19:22:43 +00:00
getattr(exchange, fun)(**kwargs)
2018-07-01 17:37:55 +00:00
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
2018-06-28 19:22:43 +00:00
2018-08-01 19:19:49 +00:00
async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
with pytest.raises(TemporaryError):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
2018-08-18 19:05:38 +00:00
assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
2018-08-01 19:19:49 +00:00
with pytest.raises(OperationalException):
api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
await getattr(exchange, fun)(**kwargs)
assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
def test_init(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
2018-06-17 18:13:39 +00:00
get_patched_exchange(mocker, default_conf)
2018-02-24 19:18:53 +00:00
assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
def test_init_ccxt_kwargs(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
caplog.set_level(logging.INFO)
conf = copy.deepcopy(default_conf)
conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
ex = Exchange(conf)
assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
caplog.record_tuples)
assert ex._api_async.aiohttp_trust_env
assert not ex._api.aiohttp_trust_env
# Reset logging and config
caplog.clear()
conf = copy.deepcopy(default_conf)
conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
ex = Exchange(conf)
assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
caplog.record_tuples)
assert not ex._api_async.aiohttp_trust_env
assert hasattr(ex._api, 'TestKWARG')
assert ex._api.TestKWARG == 11
assert not hasattr(ex._api_async, 'TestKWARG')
assert log_has("Applying additional ccxt config: {'TestKWARG': 11}",
caplog.record_tuples)
def test_destroy(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
get_patched_exchange(mocker, default_conf)
assert log_has('Exchange object destroyed, closing async loop', caplog.record_tuples)
2018-06-28 20:32:28 +00:00
def test_init_exception(default_conf, mocker):
default_conf['exchange']['name'] = 'wrong_exchange_name'
with pytest.raises(
OperationalException,
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
2018-06-17 18:13:39 +00:00
Exchange(default_conf)
2018-06-28 20:32:28 +00:00
default_conf['exchange']['name'] = 'binance'
with pytest.raises(
OperationalException,
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError))
Exchange(default_conf)
2018-07-29 08:10:55 +00:00
def test_exchange_resolver(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
2019-02-24 18:41:47 +00:00
exchange = ExchangeResolver('Bittrex', default_conf).exchange
assert isinstance(exchange, Exchange)
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
caplog.clear()
exchange = ExchangeResolver('Kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
2019-02-24 19:08:27 +00:00
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
exchange = ExchangeResolver('Binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
def test_symbol_amount_prec(default_conf, mocker):
'''
Test rounds down to 4 Decimal places
'''
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
type(api_mock).markets = markets
2019-03-05 18:46:03 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock)
amount = 2.34559
pair = 'ETH/BTC'
amount = exchange.symbol_amount_prec(pair, amount)
assert amount == 2.3455
def test_symbol_price_prec(default_conf, mocker):
'''
Test rounds up to 4 decimal places
'''
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
type(api_mock).markets = markets
2019-03-05 18:46:03 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock)
price = 2.34559
pair = 'ETH/BTC'
price = exchange.symbol_price_prec(pair, price)
assert price == 2.3456
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'})
type(api_mock).urls = url_mock
2019-03-05 18:46:03 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock)
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
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)
default_conf['exchange']['sandbox'] = True
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
2018-08-14 18:42:13 +00:00
def test__load_async_markets(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf)
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.record_tuples)
2018-09-11 17:46:47 +00:00
def test__load_markets(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
2019-03-05 18:46:03 +00:00
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
2018-09-11 17:46:47 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
2019-03-05 18:46:03 +00:00
Exchange(default_conf)
assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
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)
2019-03-05 18:46:03 +00:00
type(api_mock).markets = expected_return
2018-09-11 17:46:47 +00:00
default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
2019-03-05 18:46:03 +00:00
ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
2018-09-11 17:46:47 +00:00
assert ex.markets == expected_return
2019-03-10 15:36:25 +00:00
def test__reload_markets(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
initial_markets = {'ETH/BTC': {}}
2019-03-12 16:54:16 +00:00
def load_markets(*args, **kwargs):
exchange._api.markets = updated_markets
2019-03-10 16:40:54 +00:00
api_mock = MagicMock()
2019-03-12 16:54:16 +00:00
api_mock.load_markets = load_markets
2019-03-10 15:36:25 +00:00
type(api_mock).markets = initial_markets
default_conf['exchange']['markets_refresh_interval'] = 10
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange._last_markets_refresh = arrow.utcnow().timestamp
2019-03-10 16:40:54 +00:00
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
2019-03-10 15:36:25 +00:00
assert exchange.markets == initial_markets
# less than 10 minutes have passed, no reload
exchange._reload_markets()
assert exchange.markets == initial_markets
# more than 10 minutes have passed, reload is executed
exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
exchange._reload_markets()
assert exchange.markets == updated_markets
assert log_has('Performing scheduled market reload..', caplog.record_tuples)
2019-03-05 18:46:03 +00:00
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
api_mock = MagicMock()
2019-03-05 18:46:03 +00:00
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
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))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
2018-06-17 18:13:39 +00:00
Exchange(default_conf)
def test_validate_pairs_not_available(default_conf, mocker):
api_mock = MagicMock()
2019-03-05 18:46:03 +00:00
type(api_mock).markets = PropertyMock(return_value={
'XRP/BTC': 'inactive'
})
2018-06-17 18:13:39 +00:00
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
2018-06-17 18:13:39 +00:00
with pytest.raises(OperationalException, match=r'not available'):
2018-06-17 18:13:39 +00:00
Exchange(default_conf)
def test_validate_pairs_not_compatible(default_conf, mocker):
api_mock = MagicMock()
2019-03-05 18:46:03 +00:00
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
})
default_conf['stake_currency'] = 'ETH'
2018-06-17 18:13:39 +00:00
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
with pytest.raises(OperationalException, match=r'not compatible'):
Exchange(default_conf)
def test_validate_pairs_exception(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
2018-03-30 20:52:25 +00:00
2019-03-05 18:46:03 +00:00
type(api_mock).markets = PropertyMock(return_value={})
2018-06-17 18:35:52 +00:00
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
2018-06-17 18:35:52 +00:00
2019-03-05 18:46:03 +00:00
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
2018-06-17 18:35:52 +00:00
Exchange(default_conf)
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}))
2018-06-17 18:35:52 +00:00
Exchange(default_conf)
2018-09-11 17:46:47 +00:00
assert log_has('Unable to validate pairs (assuming they are correct).',
caplog.record_tuples)
2018-03-30 20:52:25 +00:00
def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
default_conf['stake_currency'] = 'ETH'
2018-03-30 20:52:25 +00:00
api_mock = MagicMock()
2018-06-17 18:35:52 +00:00
api_mock.name = MagicMock(return_value='binance')
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
2018-03-30 20:52:25 +00:00
with pytest.raises(
OperationalException,
match=r'Pair ETH/BTC not compatible with stake_currency: ETH'
):
Exchange(default_conf)
2018-04-12 16:13:35 +00:00
2018-07-07 12:42:53 +00:00
def test_validate_timeframes(default_conf, mocker):
default_conf["ticker_interval"] = "5m"
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={}))
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
2018-07-07 12:42:53 +00:00
Exchange(default_conf)
def test_validate_timeframes_failed(default_conf, mocker):
default_conf["ticker_interval"] = "3m"
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={}))
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
2018-07-07 12:42:53 +00:00
with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'):
Exchange(default_conf)
def test_validate_timeframes_not_in_config(default_conf, mocker):
del default_conf["ticker_interval"]
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={}))
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
Exchange(default_conf)
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={}))
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
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',
'stoploss_on_exchange': 'false'
}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
Exchange(default_conf)
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)
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={}))
2019-03-05 18:46:03 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
conf = copy.deepcopy(default_conf)
Exchange(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)
def test_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
order = exchange.dry_run_order(
pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
assert order["side"] == side
assert order["type"] == "limit"
assert order["pair"] == "ETH/BTC"
2019-02-22 00:48:35 +00:00
@pytest.mark.parametrize("side", [
("buy"),
("sell")
])
@pytest.mark.parametrize("ordertype,rate", [
("market", None),
("limit", 200),
("stop_loss_limit", 200)
])
2019-02-24 19:08:27 +00:00
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
2019-02-22 00:48:35 +00:00
api_mock = MagicMock()
order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', 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
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)
2018-12-09 15:22:21 +00:00
order = exchange.buy(pair='ETH/BTC', ordertype='limit',
amount=1, rate=200, time_in_force='gtc')
assert 'id' in order
assert 'dry_run_buy_' in order['id']
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):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
2018-12-09 15:22:21 +00:00
time_in_force = 'gtc'
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
2018-11-17 19:09:05 +00:00
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', 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)
2018-12-09 15:22:21 +00:00
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
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'
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
api_mock.create_order.reset_mock()
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'
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
# test exception handling
with pytest.raises(DependencyException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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)
with pytest.raises(DependencyException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
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)
2018-04-21 20:37:27 +00:00
with pytest.raises(TemporaryError):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
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)
with pytest.raises(OperationalException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
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)
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):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', 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.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] == 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
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]
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)
order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
assert 'id' in order
assert 'dry_run_sell_' in order['id']
2019-02-24 19:08:27 +00:00
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_sell_prod(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
2018-11-17 19:09:05 +00:00
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', 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
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
2019-02-19 20:56:20 +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'
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
api_mock.create_order.reset_mock()
order_type = 'limit'
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'
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
# test exception handling
with pytest.raises(DependencyException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
2019-02-24 19:08:27 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(DependencyException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
2019-02-24 19:08:27 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
2018-04-21 20:37:27 +00:00
with pytest.raises(TemporaryError):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
2019-02-24 19:08:27 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(OperationalException):
2018-11-15 05:58:24 +00:00
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
2019-02-24 19:08:27 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
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]
def test_get_balance_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)
assert exchange.get_balance(currency='BTC') == 999.9
2019-02-24 19:08:27 +00:00
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_balance_prod(default_conf, mocker, exchange_name):
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
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
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
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')
2018-06-28 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={}))
exchange.get_balance(currency='BTC')
def test_get_balances_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)
assert exchange.get_balances() == {}
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_balances_prod(default_conf, mocker, exchange_name):
balance_item = {
'free': 10.0,
'total': 10.0,
'used': 0.0
}
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={
'1ST': balance_item,
'2ST': balance_item,
'3ST': balance_item
})
default_conf['dry_run'] = False
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
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
2018-06-28 20:18:38 +00:00
"get_balances", "fetch_balance")
@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': {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
}, 'BCH/BTC': {
'symbol': 'BCH/BTC',
'bid': 0.6,
'ask': 0.5,
'last': 41,
}
}
api_mock.fetch_tickers = MagicMock(return_value=tick)
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
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
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_tickers()
2018-06-17 21:30:48 +00:00
api_mock.fetch_tickers = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-17 21:30:48 +00:00
exchange.get_tickers()
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_ticker(default_conf, mocker, exchange_name):
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
'bid': 0.00001098,
'ask': 0.00001099,
'last': 0.0001,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
api_mock.markets = {'ETH/BTC': {}}
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-01-07 20:26:43 +00:00
# retrieve original ticker
2018-06-17 18:13:39 +00:00
ticker = exchange.get_ticker(pair='ETH/BTC')
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
tick = {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
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
2018-06-17 18:13:39 +00:00
ticker = exchange.get_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
2018-06-18 20:09:46 +00:00
assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
2018-06-06 18:24:47 +00:00
# Test caching
api_mock.fetch_ticker = MagicMock()
2018-06-17 18:13:39 +00:00
exchange.get_ticker(pair='ETH/BTC', refresh=False)
2018-06-06 18:24:47 +00:00
assert api_mock.fetch_ticker.call_count == 0
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
2018-06-28 20:18:38 +00:00
"get_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
2018-06-06 19:24:57 +00:00
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-17 18:13:39 +00:00
exchange.get_ticker(pair='ETH/BTC', refresh=True)
2018-06-06 19:24:57 +00:00
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
exchange.get_ticker(pair='XRP/ETH', refresh=True)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_history(default_conf, mocker, caplog, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
2018-08-14 18:53:58 +00:00
tick = [
[
arrow.utcnow().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'
async def mock_candle_hist(pair, tick_interval, since_ms):
return pair, tick_interval, tick
2018-08-14 18:53:58 +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
since = 5 * 60 * 500 * 1.8
print(f"since = {since}")
ret = exchange.get_history(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
2018-08-14 18:53:58 +00:00
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above tick
assert len(ret) == 2
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
tick = [
[
2018-12-11 18:48:36 +00:00
(arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
2018-12-11 18:48:36 +00:00
],
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
3, # open
1, # high
4, # low
6, # close
5, # volume (in quote currency)
]
]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
2018-12-30 06:15:49 +00:00
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
2018-12-11 18:48:36 +00:00
assert not exchange._klines
2019-01-22 06:38:15 +00:00
exchange.refresh_latest_ohlcv(pairs)
assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog.record_tuples)
2018-12-11 18:48:36 +00:00
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
for pair in pairs:
2018-12-11 18:48:36 +00:00
assert isinstance(exchange.klines(pair), DataFrame)
assert len(exchange.klines(pair)) > 0
2018-12-22 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)
# test caching
2018-12-30 06:15:49 +00:00
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert exchange._api_async.fetch_ohlcv.call_count == 2
2018-12-30 06:15:49 +00:00
assert log_has(f"Using cached ohlcv data for {pairs[0][0]}, {pairs[0][1]} ...",
caplog.record_tuples)
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):
2018-08-01 19:19:49 +00:00
tick = [
[
arrow.utcnow().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)
]
]
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
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
2018-08-01 19:19:49 +00:00
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m")
2018-08-01 19:19:49 +00:00
assert type(res) is tuple
assert len(res) == 3
2018-08-01 19:19:49 +00:00
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == tick
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog.record_tuples)
# exchange = Exchange(default_conf)
2018-08-01 19:19:49 +00:00
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_get_candle_history", "fetch_ohlcv",
2018-08-01 19:19:49 +00:00
pair='ABCD/BTC', tick_interval=default_conf['ticker_interval'])
2018-08-14 18:35:12 +00:00
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
2019-02-24 19:08:27 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
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 """
tick = []
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
assert len(res) == 3
2018-09-02 17:15:23 +00:00
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == tick
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):
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
assert type(res) is list
assert len(res) == 2
2019-01-22 18:17:21 +00:00
# Test that each is in list at least once as order is not guaranteed
assert type(res[0]) is tuple or type(res[1]) is tuple
assert type(res[0]) is TypeError or type(res[1]) is TypeError
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog.record_tuples)
assert log_has("Async code raised an exception: TypeError", caplog.record_tuples)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
default_conf['exchange']['name'] = exchange_name
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_book = exchange.get_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
assert len(order_book['bids']) == 10
assert len(order_book['asks']) == 10
2018-08-05 04:41:06 +00:00
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order_book_exception(default_conf, mocker, exchange_name):
2018-08-05 14:41:58 +00:00
api_mock = MagicMock()
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-08-05 14:41:58 +00:00
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(TemporaryError):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-08-05 14:41:58 +00:00
exchange.get_order_book(pair='ETH/BTC', limit=50)
with pytest.raises(OperationalException):
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-08-05 14:41:58 +00:00
exchange.get_order_book(pair='ETH/BTC', limit=50)
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
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.asyncio
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)
# GDAX use-case (real data from GDAX)
# This ticker history is ordered DESC (newest first, oldest last)
tick = [
[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]
]
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
2019-02-21 05:59:52 +00:00
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
ticks = res[2]
2018-11-25 14:00:50 +00:00
assert sort_mock.call_count == 1
assert ticks[0][0] == 1527830400000
assert ticks[0][1] == 0.07649
assert ticks[0][2] == 0.07651
assert ticks[0][3] == 0.07649
assert ticks[0][4] == 0.07651
assert ticks[0][5] == 2.5734867
assert ticks[9][0] == 1527833100000
assert ticks[9][1] == 0.07666
assert ticks[9][2] == 0.07671
assert ticks[9][3] == 0.07666
assert ticks[9][4] == 0.07668
assert ticks[9][5] == 16.65244264
# Bittrex use-case (real data from Bittrex)
# This ticker history is ordered ASC (oldest first, newest last)
tick = [
[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]
]
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
2018-11-25 14:00:50 +00:00
# Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
assert res[1] == default_conf['ticker_interval']
ticks = 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
assert ticks[0][0] == 1527827700000
assert ticks[0][1] == 0.07659999
assert ticks[0][2] == 0.0766
assert ticks[0][3] == 0.07627
assert ticks[0][4] == 0.07657998
assert ticks[0][5] == 1.85216924
assert ticks[9][0] == 1527830400000
assert ticks[9][1] == 0.07671
assert ticks[9][2] == 0.07674399
assert ticks[9][3] == 0.07629216
assert ticks[9][4] == 0.07655213
assert ticks[9][5] == 2.31452783
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
2018-06-17 18:13:39 +00:00
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
2018-01-10 06:41:37 +00:00
# Ensure that if not dry_run, we should call API
@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()
api_mock.cancel_order = MagicMock(return_value=123)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-17 18:13:39 +00:00
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
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')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
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
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_order(default_conf, mocker, exchange_name):
2018-01-10 06:41:37 +00:00
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
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
print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X', 'TKN/BTC').myid == 123
2018-01-10 06:41:37 +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)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_order(order_id='_', pair='TKN/BTC')
2018-06-17 18:13:39 +00:00
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
2018-06-28 20:18:38 +00:00
'get_order', 'fetch_order',
order_id='_', pair='TKN/BTC')
2018-01-10 06:41:37 +00:00
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_name(default_conf, mocker, exchange_name):
2018-09-11 17:46:47 +00:00
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
default_conf['exchange']['name'] = exchange_name
2018-06-17 18:13:39 +00:00
exchange = Exchange(default_conf)
assert exchange.name == exchange_name.title()
assert exchange.id == exchange_name
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_trades_for_order(default_conf, mocker, exchange_name):
2018-06-17 21:22:28 +00:00
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5)
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'}
}])
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
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
@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()
api_mock.calculate_fee = MagicMock(return_value={
'type': 'taker',
'currency': 'BTC',
'rate': 0.025,
'cost': 0.05
})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
2018-06-17 18:13:39 +00:00
assert exchange.get_fee() == 0.025
2018-04-16 17:43:13 +00:00
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
2018-06-28 20:18:38 +00:00
'get_fee', 'calculate_fee')
2018-11-22 16:41:01 +00:00
2018-11-22 18:38:20 +00:00
2018-11-22 19:30:31 +00:00
def test_stoploss_limit_order(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
2018-11-27 16:26:06 +00:00
order_type = 'stop_loss_limit'
2018-11-22 19:30:31 +00:00
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
api_mock.create_order.reset_mock()
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, 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] == 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 api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
2018-11-24 17:08:11 +00:00
2018-11-30 19:13:50 +00:00
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
2018-11-24 17:08:11 +00:00
def test_stoploss_limit_order_dry_run(default_conf, mocker):
api_mock = MagicMock()
order_type = 'stop_loss_limit'
2018-11-24 17:08:11 +00:00
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
api_mock.create_order.reset_mock()
order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == order_type
assert order['price'] == 220
assert order['amount'] == 1