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Rename get_order_book to fetch_l2_order_book (aligning to ccxt)

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This commit is contained in:
Matthias
2020-05-26 20:27:35 +02:00
parent d09a347853
commit 16cd1f06b2
6 changed files with 24 additions and 23 deletions
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12
tests/exchange/test_exchange.py
View File

@@ -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):

18
tests/test_freqtradebot.py
View File

@@ -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):