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Add stoploss tests for kucoin

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This commit is contained in:
Matthias 2022-02-24 07:08:15 +01:00
parent 020729cf50
commit 0749199097
3 changed files with 124 additions and 4 deletions
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6
freqtrade/exchange/exchange.py
View File

@ -836,6 +836,7 @@ class Exchange:
if stop_price_norm <= rate:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
rate = self.price_to_precision(pair, rate)
if self._config['dry_run']:
# TODO: will this work if ordertype is limit??
@ -848,8 +849,6 @@ class Exchange:
amount = self.amount_to_precision(pair, amount)
rate = self.price_to_precision(pair, rate)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
amount=amount, price=rate, params=params)
logger.info(f"stoploss {user_order_type} order added for {pair}. "
@ -872,7 +871,8 @@ class Exchange:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place stoploss order due to {e.__class__.__name__}. Message: {e}') from e
f"Could not place stoploss order due to {e.__class__.__name__}. "
f"Message: {e}") from e
except ccxt.BaseError as e:
raise OperationalException(e) from e

2
freqtrade/exchange/kucoin.py
View File

@ -33,7 +33,7 @@ class Kucoin(Exchange):
Returns True if adjustment is necessary.
"""
# TODO: since kucoin uses Limit orders, changes to models will be required.
return order['info']['stop'] is not None and stop_loss > float(order['stopPrice'])
return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice'])
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:

120
tests/exchange/test_kucoin.py Normal file
View File

@ -0,0 +1,120 @@
from random import randint
from unittest.mock import MagicMock
import ccxt
import pytest
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@pytest.mark.parametrize('order_type', ['market', 'limit'])
@pytest.mark.parametrize('limitratio,expected', [
(None, 220 * 0.99),
(0.99, 220 * 0.99),
(0.98, 220 * 0.98),
])
def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order_type):
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.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
if order_type == 'limit':
with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={
'stoploss': order_type,
'stoploss_on_exchange_limit_ratio': 1.05})
api_mock.create_order.reset_mock()
order_types = {'stoploss': order_type}
if limitratio is not None:
order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
# Price should be 1% below stopprice
if order_type == 'limit':
assert api_mock.create_order.call_args_list[0][1]['price'] == expected
else:
assert api_mock.create_order.call_args_list[0][1]['price'] is None
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'stopPrice': 220,
'stop': 'loss'
}
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin",
"stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={})
def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
api_mock = MagicMock()
order_type = 'market'
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss': 'limit',
'stoploss_on_exchange_limit_ratio': 1.05})
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == order_type
assert order['price'] == 220
assert order['amount'] == 1
def test_stoploss_adjust_kucoin(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='kucoin')
order = {
'type': 'limit',
'price': 1500,
'stopPrice': 1500,
'info': {'stopPrice': 1500, 'stop': "limit"},
}
assert exchange.stoploss_adjust(1501, order)
assert not exchange.stoploss_adjust(1499, order)
# Test with invalid order case
order['info']['stop'] = None
assert not exchange.stoploss_adjust(1501, order)