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Fixed create order margin call count tests and made _ccxt_config a computed property

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This commit is contained in:
Sam Germain 2021-09-17 14:16:52 -06:00
parent 32e52cd460
commit 2c21bbfa0c
6 changed files with 96 additions and 47 deletions
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5
freqtrade/exchange/bibox.py
View File

@ -20,4 +20,7 @@ class Bibox(Exchange):
# fetchCurrencies API point requires authentication for Bibox,
# so switch it off for Freqtrade load_markets()
_ccxt_config: Dict = {"has": {"fetchCurrencies": False}}
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
return {"has": {"fetchCurrencies": False}}

20
freqtrade/exchange/binance.py
View File

@ -33,9 +33,27 @@ class Binance(Exchange):
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS), # TODO-lev: Uncomment once supported
# (TradingMode.FUTURES, Collateral.CROSS), # TODO-lev: Uncomment once supported
(TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
]
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
if self.trading_mode == TradingMode.MARGIN:
return {
"options": {
"defaultType": "margin"
}
}
elif self.trading_mode == TradingMode.FUTURES:
return {
"options": {
"defaultType": "future"
}
}
else:
return {}
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)

53
freqtrade/exchange/exchange.py
View File

@ -49,9 +49,6 @@ class Exchange:
_config: Dict = {}
# Parameters to add directly to ccxt sync/async initialization.
_ccxt_config: Dict = {}
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
@ -131,21 +128,6 @@ class Exchange:
self._trades_pagination = self._ft_has['trades_pagination']
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
# Initialize ccxt objects
ccxt_config = self._ccxt_config.copy()
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config.copy()
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_async_config)
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
self.trading_mode: TradingMode = (
TradingMode(config.get('trading_mode'))
if config.get('trading_mode')
@ -157,6 +139,21 @@ class Exchange:
else None
)
# Initialize ccxt objects
ccxt_config = self._ccxt_config
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_async_config)
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
if self.trading_mode != TradingMode.SPOT:
self.fill_leverage_brackets()
@ -210,7 +207,7 @@ class Exchange:
'secret': exchange_config.get('secret'),
'password': exchange_config.get('password'),
'uid': exchange_config.get('uid', ''),
'options': exchange_config.get('options', {})
# 'options': exchange_config.get('options', {})
}
if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
@ -231,6 +228,11 @@ class Exchange:
return api
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
return {}
@property
def name(self) -> str:
"""exchange Name (from ccxt)"""
@ -258,13 +260,6 @@ class Exchange:
"""exchange ccxt precisionMode"""
return self._api.precisionMode
@property
def running_live_mode(self) -> bool:
return (
self._config['runmode'].value not in ('backtest', 'hyperopt') and
not self._config['dry_run']
)
def _log_exchange_response(self, endpoint, response) -> None:
""" Log exchange responses """
if self.log_responses:
@ -624,12 +619,12 @@ class Exchange:
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return self._divide_stake_amount_by_leverage(
return self._get_stake_amount_considering_leverage(
max(min_stake_amounts) * amount_reserve_percent,
leverage or 1.0
)
def _divide_stake_amount_by_leverage(self, stake_amount: float, leverage: float):
def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
"""
Takes the minimum stake amount for a pair with no leverage and returns the minimum
stake amount when leverage is considered
@ -1603,7 +1598,7 @@ class Exchange:
def fill_leverage_brackets(self):
"""
#TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
# TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""

26
tests/conftest.py
View File

@ -18,7 +18,7 @@ from freqtrade import constants
from freqtrade.commands import Arguments
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.enums import RunMode
from freqtrade.enums import Collateral, RunMode, TradingMode
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import LocalTrade, Trade, init_db
@ -81,7 +81,13 @@ def patched_configuration_load_config_file(mocker, config) -> None:
)
def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> None:
def patch_exchange(
mocker,
api_mock=None,
id='binance',
mock_markets=True,
mock_supported_modes=True
) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
@ -90,10 +96,22 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
if mock_markets:
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=get_markets()))
if mock_supported_modes:
mocker.patch(
f'freqtrade.exchange.{id.capitalize()}._supported_trading_mode_collateral_pairs',
PropertyMock(return_value=[
(TradingMode.MARGIN, Collateral.CROSS),
(TradingMode.MARGIN, Collateral.ISOLATED),
(TradingMode.FUTURES, Collateral.CROSS),
(TradingMode.FUTURES, Collateral.ISOLATED)
])
)
if api_mock:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
else:
@ -101,8 +119,8 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
def get_patched_exchange(mocker, config, api_mock=None, id='binance',
mock_markets=True) -> Exchange:
patch_exchange(mocker, api_mock, id, mock_markets)
mock_markets=True, mock_supported_modes=True) -> Exchange:
patch_exchange(mocker, api_mock, id, mock_markets, mock_supported_modes)
config['exchange']['name'] = id
try:
exchange = ExchangeResolver.load_exchange(id, config)

12
tests/exchange/test_binance.py
View File

@ -336,3 +336,15 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert res == ohlcv
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
@pytest.mark.parametrize("trading_mode,collateral,config", [
("", "", {}),
("margin", "cross", {"options": {"defaultType": "margin"}}),
("futures", "isolated", {"options": {"defaultType": "future"}}),
])
def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
exchange = get_patched_exchange(mocker, default_conf, id="binance")
assert exchange._ccxt_config == config

27
tests/exchange/test_exchange.py
View File

@ -132,10 +132,9 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
assert ex._api.headers == {'hello': 'world'}
assert ex._ccxt_config == {}
Exchange._headers = {}
# TODO-lev: Test with options
def test_destroy(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
@ -1116,6 +1115,8 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange._set_leverage = MagicMock()
exchange.set_margin_mode = MagicMock()
order = exchange.create_order(
pair='ETH/BTC',
@ -1134,10 +1135,10 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
assert api_mock.create_order.call_args[0][2] == side
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is rate
assert exchange._set_leverage.call_count == 0
assert exchange.set_margin_mode.call_count == 0
assert api_mock._set_leverage.call_count == 0 if side == "buy" else 1
assert api_mock.set_margin_mode.call_count == 0 if side == "buy" else 1
exchange.trading_mode = TradingMode.FUTURES
order = exchange.create_order(
pair='ETH/BTC',
ordertype=ordertype,
@ -1147,8 +1148,8 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
leverage=3.0
)
assert api_mock._set_leverage.call_count == 1
assert api_mock.set_margin_mode.call_count == 1
assert exchange._set_leverage.call_count == 1
assert exchange.set_margin_mode.call_count == 1
def test_buy_dry_run(default_conf, mocker):
@ -3042,7 +3043,6 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
(3, 5, 5),
(4, 5, 2),
(5, 5, 1),
])
def test_calculate_backoff(retrycount, max_retries, expected):
assert calculate_backoff(retrycount, max_retries) == expected
@ -3054,7 +3054,7 @@ def test_calculate_backoff(retrycount, max_retries, expected):
(20.0, 5.0, 4.0),
(100.0, 100.0, 1.0)
])
def test_divide_stake_amount_by_leverage(
def test_get_stake_amount_considering_leverage(
exchange,
stake_amount,
leverage,
@ -3063,7 +3063,8 @@ def test_divide_stake_amount_by_leverage(
default_conf
):
exchange = get_patched_exchange(mocker, default_conf, id=exchange)
assert exchange._divide_stake_amount_by_leverage(stake_amount, leverage) == min_stake_with_lev
assert exchange._get_stake_amount_considering_leverage(
stake_amount, leverage) == min_stake_with_lev
@pytest.mark.parametrize("exchange_name,trading_mode", [
@ -3132,6 +3133,7 @@ def test_set_margin_mode(mocker, default_conf, collateral):
# TODO-lev: Remove once implemented
("binance", TradingMode.MARGIN, Collateral.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.ISOLATED, True),
("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
("kraken", TradingMode.FUTURES, Collateral.CROSS, True),
("ftx", TradingMode.MARGIN, Collateral.CROSS, True),
@ -3140,7 +3142,7 @@ def test_set_margin_mode(mocker, default_conf, collateral):
# TODO-lev: Uncomment once implemented
# ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
# ("binance", TradingMode.FUTURES, Collateral.CROSS, False),
("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
@ -3154,7 +3156,8 @@ def test_validate_trading_mode_and_collateral(
collateral,
exception_thrown
):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange = get_patched_exchange(
mocker, default_conf, id=exchange_name, mock_supported_modes=False)
if (exception_thrown):
with pytest.raises(OperationalException):
exchange.validate_trading_mode_and_collateral(trading_mode, collateral)