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added partial fills for dry run

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If we buy 2 coins at $2.5 and in order book only 1 coin is left for $2.5 and then the order should be partially filled. Previously it would be fully filled.
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மனோஜ்குமார் பழனிச்சாமி
2022-04-03 17:47:33 +05:30
parent ddb0254999
commit 177ebb743b
6 changed files with 105 additions and 52 deletions
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38
tests/exchange/test_exchange.py
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@@ -996,17 +996,20 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
exchange_name, order_book_l2_usd):
exchange_name, order_book_l2_usd, caplog):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch.multiple('freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
fetch_l2_order_book=order_book_l2_usd,
)
pair = 'LTC/USDT'
caplog.set_level(logging.DEBUG)
order = exchange.create_dry_run_order(
pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
assert order_book_l2_usd.call_count == 1
pair=pair, ordertype='limit', side=side, amount=1, rate=startprice)
extra_check = log_has_re(rf"{pair} checking dry {side}-order: .* order_book_top=1000", caplog)
assert order_book_l2_usd.call_count == 1 + int(extra_check)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
assert order["side"] == side
@@ -1014,14 +1017,29 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
assert order["symbol"] == "LTC/USDT"
order_book_l2_usd.reset_mock()
order_closed = exchange.fetch_dry_run_order(order['id'])
assert order_book_l2_usd.call_count == 1
assert order_closed['status'] == 'open'
order = exchange.fetch_dry_run_order(order['id'])
extra_check = log_has_re(rf"{pair} checking dry {side}-order: .* order_book_top=1000", caplog)
assert order_book_l2_usd.call_count == 1 + int(extra_check)
assert order['status'] == 'open'
assert not order['fee']
assert order_closed['filled'] == 0
ob_side = 'asks' if side == 'buy' else 'bids'
assert order['filled'] == 0
order_book_l2_usd.reset_mock()
order_closed['price'] = endprice
order['price'] = endprice
order['amount'] = 50
order['remaining'] = 50
order = exchange.fetch_dry_run_order(order['id'])
assert order['status'] == 'open'
assert not order['fee']
assert order['filled'] == min(order_book_l2_usd.return_value[ob_side][0][1], order['amount'])
order_book_l2_usd.reset_mock()
order['price'] = endprice
order['amount'] = 1
order['remaining'] = 1
order['filled'] = 0
order_closed = exchange.fetch_dry_run_order(order['id'])
assert order_closed['status'] == 'closed'
@@ -2359,7 +2377,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
mocker.patch('freqtrade.exchange.Exchange._fill_dry_limit_order', side_effect=lambda *_: _[-2:])
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}