Merge pull request #1686 from iuvbio/refactor/binance

Refactor/binance

freqtrade/exchange/binance.py

@@ -11,6 +11,7 @@ class Binance(Exchange):
 
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
+        "order_time_in_force": ['gtc', 'fok', 'ioc'],
     }
 
     def get_order_book(self, pair: str, limit: int = 100) -> dict:

freqtrade/exchange/exchange.py

@@ -13,7 +13,7 @@ import ccxt
 import ccxt.async_support as ccxt_async
 from pandas import DataFrame
 
-from freqtrade import constants, OperationalException, DependencyException, TemporaryError
+from freqtrade import constants, DependencyException, OperationalException, TemporaryError
 from freqtrade.data.converter import parse_ticker_dataframe
 
 logger = logging.getLogger(__name__)
@@ -21,13 +21,6 @@ logger = logging.getLogger(__name__)
 API_RETRY_COUNT = 4
 
 
-# Urls to exchange markets, insert quote and base with .format()
-_EXCHANGE_URLS = {
-    ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}',
-    ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}',
-}
-
-
 def retrier_async(f):
     async def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -72,8 +65,9 @@ class Exchange(object):
     # Dict to specify which options each exchange implements
     # TODO: this should be merged with attributes from subclasses
     # To avoid having to copy/paste this to all subclasses.
-    _ft_has = {
+    _ft_has: Dict = {
         "stoploss_on_exchange": False,
+        "order_time_in_force": ["gtc"],
     }
 
     def __init__(self, config: dict) -> None:
@@ -275,10 +269,10 @@ class Exchange(object):
         """
         Checks if order time in force configured in strategy/config are supported
         """
-        if any(v != 'gtc' for k, v in order_time_in_force.items()):
+        if any(v not in self._ft_has["order_time_in_force"]
-            if self.name != 'Binance':
+               for k, v in order_time_in_force.items()):
-                raise OperationalException(
+            raise OperationalException(
-                    f'Time in force policies are not supporetd for  {self.name} yet.')
+                f'Time in force policies are not supported for {self.name} yet.')
 
     def exchange_has(self, endpoint: str) -> bool:
         """

freqtrade/tests/exchange/test_exchange.py

@@ -139,6 +139,28 @@ def test_exchange_resolver(default_conf, mocker, caplog):
                           caplog.record_tuples)
 
 
+def test_validate_order_time_in_force(default_conf, mocker, caplog):
+    caplog.set_level(logging.INFO)
+    # explicitly test bittrex, exchanges implementing other policies need seperate tests
+    ex = get_patched_exchange(mocker, default_conf, id="bittrex")
+    tif = {
+        "buy": "gtc",
+        "sell": "gtc",
+    }
+
+    ex.validate_order_time_in_force(tif)
+    tif2 = {
+        "buy": "fok",
+        "sell": "ioc",
+    }
+    with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"):
+        ex.validate_order_time_in_force(tif2)
+
+    # Patch to see if this will pass if the values are in the ft dict
+    ex._ft_has.update({"order_time_in_force": ["gtc", "fok", "ioc"]})
+    ex.validate_order_time_in_force(tif2)
+
+
 def test_symbol_amount_prec(default_conf, mocker):
     '''
     Test rounds down to 4 Decimal places