From 16cd1f06b22de6dd80d023ac979bcc75b7548fad Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 26 May 2020 20:27:35 +0200 Subject: [PATCH] Rename get_order_book to fetch_l2_order_book (aligning to ccxt) --- freqtrade/data/dataprovider.py | 5 +++-- freqtrade/exchange/binance.py | 4 ++-- freqtrade/exchange/exchange.py | 2 +- freqtrade/freqtradebot.py | 6 +++--- tests/exchange/test_exchange.py | 12 ++++++------ tests/test_freqtradebot.py | 18 +++++++++--------- 6 files changed, 24 insertions(+), 23 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 4c88e4c81..a01344364 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -110,12 +110,13 @@ class DataProvider: def orderbook(self, pair: str, maximum: int) -> Dict[str, List]: """ - fetch latest orderbook data + Fetch latest l2 orderbook data + Warning: Does a network request - so use with common sense. :param pair: pair to get the data for :param maximum: Maximum number of orderbook entries to query :return: dict including bids/asks with a total of `maximum` entries. """ - return self._exchange.get_order_book(pair, maximum) + return self._exchange.fetch_l2_order_book(pair, maximum) @property def runmode(self) -> RunMode: diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 37183dc2c..4279f392c 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -20,7 +20,7 @@ class Binance(Exchange): "trades_pagination_arg": "fromId", } - def get_order_book(self, pair: str, limit: int = 100) -> dict: + def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: """ get order book level 2 from exchange @@ -30,7 +30,7 @@ class Binance(Exchange): # get next-higher step in the limit_range list limit = min(list(filter(lambda x: limit <= x, limit_range))) - return super().get_order_book(pair, limit) + return super().fetch_l2_order_book(pair, limit) def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool: """ diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 763c226fa..af745e8d0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -998,7 +998,7 @@ class Exchange: raise OperationalException(e) from e @retrier - def get_order_book(self, pair: str, limit: int = 100) -> dict: + def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict: """ get order book level 2 from exchange diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f9a683a93..285784764 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -260,7 +260,7 @@ class FreqtradeBot: f"Getting price from order book {bid_strategy['price_side'].capitalize()} side." ) order_book_top = bid_strategy.get('order_book_top', 1) - order_book = self.exchange.get_order_book(pair, order_book_top) + order_book = self.exchange.fetch_l2_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) # top 1 = index 0 try: @@ -453,7 +453,7 @@ class FreqtradeBot: """ conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0) logger.info(f"Checking depth of market for {pair} ...") - order_book = self.exchange.get_order_book(pair, 1000) + order_book = self.exchange.fetch_l2_order_book(pair, 1000) order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks']) order_book_bids = order_book_data_frame['b_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum() @@ -642,7 +642,7 @@ class FreqtradeBot: """ Helper generator to query orderbook in loop (used for early sell-order placing) """ - order_book = self.exchange.get_order_book(pair, order_book_max) + order_book = self.exchange.fetch_l2_order_book(pair, order_book_max) for i in range(order_book_min, order_book_max + 1): yield order_book[side][i - 1][0] diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 7b1e9ddaa..e40f691a8 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1413,13 +1413,13 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog): @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name): +def test_fetch_l2_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) + order_book = exchange.fetch_l2_order_book(pair='ETH/BTC', limit=10) assert 'bids' in order_book assert 'asks' in order_book assert len(order_book['bids']) == 10 @@ -1427,20 +1427,20 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_order_book_exception(default_conf, mocker, exchange_name): +def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name): api_mock = MagicMock() with pytest.raises(OperationalException): api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - exchange.get_order_book(pair='ETH/BTC', limit=50) + exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50) with pytest.raises(TemporaryError): api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - exchange.get_order_book(pair='ETH/BTC', limit=50) + exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50) with pytest.raises(OperationalException): api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) - exchange.get_order_book(pair='ETH/BTC', limit=50) + exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50) def make_fetch_ohlcv_mock(data): diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index b90880fee..110f122f1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3698,7 +3698,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1 patch_RPCManager(mocker) patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2) + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, @@ -3735,7 +3735,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 patch_RPCManager(mocker) patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2) + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, @@ -3760,7 +3760,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None: ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - get_order_book=order_book_l2, + fetch_l2_order_book=order_book_l2, fetch_ticker=ticker_mock, ) @@ -3780,7 +3780,7 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - get_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}), + fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}), fetch_ticker=ticker_mock, ) @@ -3804,7 +3804,7 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - get_order_book=order_book_l2 + fetch_l2_order_book=order_book_l2 ) default_conf['telegram']['enabled'] = False default_conf['exchange']['name'] = 'binance' @@ -3822,7 +3822,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order """ test order book ask strategy """ - mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2) + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) default_conf['exchange']['name'] = 'binance' default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['order_book_min'] = 1 @@ -3858,7 +3858,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order assert freqtrade.handle_trade(trade) is True assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0] - mocker.patch('freqtrade.exchange.Exchange.get_order_book', + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) with pytest.raises(PricingException): freqtrade.handle_trade(trade) @@ -3904,7 +3904,7 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_max'] = 2 pair = "ETH/BTC" - mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2) + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) ft = get_patched_freqtradebot(mocker, default_conf) rate = ft.get_sell_rate(pair, True) assert not log_has("Using cached sell rate for ETH/BTC.", caplog) @@ -3923,7 +3923,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog): default_conf['ask_strategy']['order_book_max'] = 2 pair = "ETH/BTC" # Test What happens if the exchange returns an empty orderbook. - mocker.patch('freqtrade.exchange.Exchange.get_order_book', + mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) ft = get_patched_freqtradebot(mocker, default_conf) with pytest.raises(PricingException):