Recommitted as new branch with unit tests - GIT screwd me on the last PR
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@ -4,6 +4,7 @@ import logging
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from random import randint
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from typing import List, Dict, Any, Optional
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from datetime import datetime
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from math import floor, ceil
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import ccxt
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import arrow
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@ -150,6 +151,28 @@ class Exchange(object):
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"""
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return endpoint in self._api.has and self._api.has[endpoint]
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def symbol_amount_prec(self, pair, amount: float):
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'''
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Returns the amount to buy or sell to a precision the Exchange accepts
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Rounded down
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'''
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if self._api.markets[pair]['precision']['amount']:
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symbol_prec = self._api.markets[pair]['precision']['amount']
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big_amount = amount * pow(10, symbol_prec)
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amount = floor(big_amount) / pow(10, symbol_prec)
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return amount
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def symbol_price_prec(self, pair, price: float):
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'''
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Returns the price buying or selling with to the precision the Exchange accepts
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Rounds up
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'''
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if self._api.markets[pair]['precision']['price']:
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symbol_prec = self._api.markets[pair]['precision']['price']
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big_price = price * pow(10, symbol_prec)
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price = ceil(big_price) / pow(10, symbol_prec)
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return price
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def buy(self, pair: str, rate: float, amount: float) -> Dict:
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if self._conf['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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@ -167,6 +190,10 @@ class Exchange(object):
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return {'id': order_id}
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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return self._api.create_limit_buy_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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@ -200,6 +227,10 @@ class Exchange(object):
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return {'id': order_id}
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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return self._api.create_limit_sell_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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@ -52,6 +52,52 @@ def test_init_exception(default_conf, mocker):
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Exchange(default_conf)
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def test_symbol_amount_prec(default_conf, mocker):
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'''
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Test rounds down to 4 Decimal places
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'''
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
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})
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mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
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markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
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type(api_mock).markets = markets
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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exchange = Exchange(default_conf)
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amount = 2.34559
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pair = 'ETH/BTC'
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amount = exchange.symbol_amount_prec(pair, amount)
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assert amount == 2.3455
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def test_symbol_price_prec(default_conf, mocker):
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'''
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Test rounds up to 4 decimal places
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'''
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
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})
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mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance'))
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markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
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type(api_mock).markets = markets
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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exchange = Exchange(default_conf)
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price = 2.34559
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pair = 'ETH/BTC'
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price = exchange.symbol_price_prec(pair, price)
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assert price == 2.3456
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def test_validate_pairs(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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@ -173,7 +219,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
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Exchange(default_conf)
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def test_exchange_has(default_conf, mocker):
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def test_exchangehas(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf)
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assert not exchange.exchange_has('ASDFASDF')
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api_mock = MagicMock()
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