Replace 'get_wallet_health' and 'get_markets_summaries'
Both are now covered by 'get_markets'
This commit is contained in:
enenn
parent
eac3c4b72c
commit
0b71f7186c
@ -192,42 +192,44 @@ class FreqtradeBot(object):
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:param key: sort key (defaults to 'BaseVolume')
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:return: List of pairs
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"""
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summaries = sorted(
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(v for s, v in exchange.get_market_summaries().items() if v['symbol'].endswith(base_currency)),
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key=lambda v: v.get('info').get(key) or 0.0,
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pairs = sorted(
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[s['symbol'] for s in exchange.get_markets() if s['quote'] == base_currency],
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reverse=True
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)
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return [s['symbol'] for s in summaries]
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return pairs
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def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
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"""
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Check wallet health and remove pair from whitelist if necessary
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
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trade
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:return: the list of pairs the user wants to trade without the one unavailable or
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black_listed
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"""
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sanitized_whitelist = whitelist
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health = exchange.get_wallet_health()
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markets = exchange.get_markets()
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markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
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known_pairs = set()
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for symbol, status in health.items():
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pair = f"{status['base']}/{self.config['stake_currency']}"
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for market in markets:
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pair = market['symbol']
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# pair is not int the generated dynamic market, or in the blacklist ... ignore it
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if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
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continue
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# else the pair is valid
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known_pairs.add(pair)
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# Market is not active
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if not status['active']:
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if not market['active']:
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sanitized_whitelist.remove(pair)
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self.logger.info(
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'Ignoring %s from whitelist (reason: %s).',
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pair, status.get('Notice') or 'wallet is not active'
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'Ignoring %s from whitelist. Market is not active.',
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pair
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)
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# We need to remove pairs that are unknown
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final_list = [x for x in sanitized_whitelist if x in known_pairs]
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return final_list
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def get_target_bid(self, ticker: Dict[str, float]) -> float:
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@ -127,32 +127,80 @@ def ticker_sell_down():
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@pytest.fixture
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def health():
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return MagicMock(return_value={
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"ETH/BTC": {
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def markets():
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return MagicMock(return_value=[
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{
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'id': 'ethbtc',
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'symbol': 'ETH/BTC',
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'base': 'ETH',
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'quote': 'BTC',
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'active': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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'precision': {
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'price': 8,
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'amount': 8,
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'cost': 8,
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},
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'lot': 0.00000001,
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'limits': {
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'amount': {
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'min': 0.01,
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'max': 1000,
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},
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'price': 500000,
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'cost': 500000,
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},
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'info': '',
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},
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"TRST/BTC": {
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'base': 'TRST',
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{
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'id': 'tknbtc',
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'symbol': 'TKN/BTC',
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'base': 'TKN',
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'quote': 'BTC',
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'active': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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'precision': {
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'price': 8,
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'amount': 8,
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'cost': 8,
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},
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'lot': 0.00000001,
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'limits': {
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'amount': {
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'min': 0.01,
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'max': 1000,
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},
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'price': 500000,
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'cost': 500000,
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},
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'info': '',
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},
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"SWT/BTC": {
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'base': 'SWT',
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{
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'id': 'blkbtc',
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'symbol': 'BLK/BTC',
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'base': 'BLK',
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'quote': 'BTC',
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'active': True,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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},
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"BCC/BTC": {
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'base': 'BCC',
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'active': False,
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'LastChecked': '2017-11-13T20:15:00.00',
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'Notice': None
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}})
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'precision': {
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'price': 8,
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'amount': 8,
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'cost': 8,
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},
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'lot': 0.00000001,
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'limits': {
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'amount': {
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'min': 0.01,
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'max': 1000,
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},
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'price': 500000,
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'cost': 500000,
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},
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'info': '',
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}
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])
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@pytest.fixture
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def markets_empty():
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return MagicMock(return_value=[])
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@pytest.fixture
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@ -334,3 +382,4 @@ def result():
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# that inserts a trade of some type and open-status
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# return the open-order-id
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# See tests in rpc/main that could use this
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@ -26,81 +26,12 @@ def whitelist_conf():
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return config
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def get_market_summaries():
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return {
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'TKN/BTC': {
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'symbol': 'TKN/BTC',
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'info': {
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'High': 0.00000919,
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'Low': 0.00000820,
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'Volume': 74339.61396015,
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'Last': 0.00000820,
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'BaseVolume': 1664,
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'TimeStamp': '2014-07-09T07:19:30.15',
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'Bid': 0.00000820,
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'Ask': 0.00000831,
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'OpenBuyOrders': 15,
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'OpenSellOrders': 15,
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'PrevDay': 0.00000821,
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'Created': '2014-03-20T06:00:00',
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'DisplayMarketName': ''
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}
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},
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'ETH/BTC': {
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'symbol': 'ETH/BTC',
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'info': {
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'High': 0.00000072,
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'Low': 0.00000001,
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'Volume': 166340678.42280999,
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'Last': 0.00000005,
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'BaseVolume': 42,
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'TimeStamp': '2014-07-09T07:21:40.51',
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'Bid': 0.00000004,
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'Ask': 0.00000005,
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'OpenBuyOrders': 18,
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'OpenSellOrders': 18,
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'PrevDay': 0.00000002,
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'Created': '2014-05-30T07:57:49.637',
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'DisplayMarketName': ''
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}
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},
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'BLK/BTC': {
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'symbol': 'BLK/BTC',
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'info': {
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'High': 0.00000072,
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'Low': 0.00000001,
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'Volume': 166340678.42280999,
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'Last': 0.00000005,
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'BaseVolume': 3,
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'TimeStamp': '2014-07-09T07:21:40.51',
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'Bid': 0.00000004,
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'Ask': 0.00000005,
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'OpenBuyOrders': 18,
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'OpenSellOrders': 18,
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'PrevDay': 0.00000002,
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'Created': '2014-05-30T07:57:49.637',
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'DisplayMarketName': ''
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}}
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}
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def get_health():
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return {
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'ETH/BTC': {'base': 'ETH', 'active': True},
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'TKN/BTC': {'base': 'TKN', 'active': True},
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'BLK/BTC': {'base': 'BLK', 'active': True}}
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def get_health_empty():
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return {}
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def test_refresh_market_pair_not_in_whitelist(mocker):
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def test_refresh_market_pair_not_in_whitelist(mocker, markets):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health)
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mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
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refreshedwhitelist = freqtradebot._refresh_whitelist(
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conf['exchange']['pair_whitelist'] + ['XXX/BTC']
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)
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@ -110,11 +41,11 @@ def test_refresh_market_pair_not_in_whitelist(mocker):
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist(mocker):
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def test_refresh_whitelist(mocker, markets):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health)
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mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
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refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
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# List ordered by BaseVolume
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@ -123,14 +54,10 @@ def test_refresh_whitelist(mocker):
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic(mocker):
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def test_refresh_whitelist_dynamic(mocker, markets):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.exchange',
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get_wallet_health=get_health,
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get_market_summaries=get_market_summaries
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)
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mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = ['TKN/BTC', 'ETH/BTC']
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@ -142,10 +69,10 @@ def test_refresh_whitelist_dynamic(mocker):
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assert whitelist == refreshedwhitelist
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def test_refresh_whitelist_dynamic_empty(mocker):
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def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
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conf = whitelist_conf()
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freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
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mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health_empty)
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mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets_empty)
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# argument: use the whitelist dynamically by exchange-volume
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whitelist = []
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@ -201,15 +201,12 @@ def test_throttle_with_assets(mocker, default_conf) -> None:
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assert result == -1
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def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) -> None:
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def test_gen_pair_whitelist(mocker, default_conf, markets) -> None:
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"""
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Test _gen_pair_whitelist() method
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch(
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'freqtrade.freqtradebot.exchange.get_market_summaries',
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return_value=get_market_summaries_data
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)
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mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
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# Test to retrieved BTC sorted on BaseVolume
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whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
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@ -392,7 +389,7 @@ def test_create_trade_no_signal(default_conf, mocker) -> None:
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def test_process_trade_creation(default_conf, ticker, limit_buy_order,
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health, mocker, caplog) -> None:
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markets, mocker, caplog) -> None:
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"""
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Test the trade creation in _process() method
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"""
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@ -403,7 +400,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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get_markets=markets,
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buy=MagicMock(return_value='mocked_limit_buy'),
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get_order=MagicMock(return_value=limit_buy_order)
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)
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@ -432,7 +429,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
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)
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def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None:
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def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None:
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"""
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Test _process() method when a RequestException happens
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"""
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@ -443,7 +440,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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get_markets=markets,
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buy=MagicMock(side_effect=requests.exceptions.RequestException)
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)
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sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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@ -454,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None
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assert sleep_mock.has_calls()
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def test_process_operational_exception(default_conf, ticker, health, mocker) -> None:
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def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None:
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"""
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Test _process() method when an OperationalException happens
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"""
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@ -465,7 +462,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) ->
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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get_markets=markets,
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buy=MagicMock(side_effect=OperationalException)
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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@ -477,7 +474,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) ->
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assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
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def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker) -> None:
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def test_process_trade_handling(default_conf, ticker, limit_buy_order, markets, mocker) -> None:
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"""
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Test _process()
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"""
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@ -488,7 +485,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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get_markets=markets,
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buy=MagicMock(return_value='mocked_limit_buy'),
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get_order=MagicMock(return_value=limit_buy_order)
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)
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