Test for short exchange.stoploss exchange.stoploss_adjust

freqtrade/exchange/binance.py

@@ -55,7 +55,10 @@ class Binance(Exchange):
         :param side: "buy" or "sell"
         """
         # Limit price threshold: As limit price should always be below stop-price
-        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        limit_price_pct = order_types.get(
+            'stoploss_on_exchange_limit_ratio',
+            0.99 if side == 'sell' else 1.01
+        )
         rate = stop_price * limit_price_pct
 
         ordertype = "stop_loss_limit"

freqtrade/exchange/exchange.py

@@ -624,6 +624,7 @@ class Exchange:
 
     def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
         """
+        #TODO-lev: Find out how this works on Kraken and FTX
         # * Should be implemented by child classes if leverage affects the stake_amount
         Takes the minimum stake amount for a pair with no leverage and returns the minimum
         stake amount when leverage is considered

freqtrade/exchange/ftx.py

@@ -57,7 +57,10 @@ class Ftx(Exchange):
 
         Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
-        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        limit_price_pct = order_types.get(
+            'stoploss_on_exchange_limit_ratio',
+            0.99 if side == "sell" else 1.01
+        )
         limit_rate = stop_price * limit_price_pct
 
         ordertype = "stop"
@@ -164,10 +167,6 @@ class Ftx(Exchange):
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
 
-    def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
-        # TODO-lev: implement
-        return stake_amount
-
     def fill_leverage_brackets(self):
         """
             FTX leverage is static across the account, and doesn't change from pair to pair,

tests/exchange/test_binance.py

@@ -9,12 +9,22 @@ from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
-@pytest.mark.parametrize('limitratio,expected', [
+@pytest.mark.parametrize('limitratio,exchangelimitratio,expected,side', [
-    (None, 220 * 0.99),
+    (None, 1.05, 220 * 0.99, "sell"),
-    (0.99, 220 * 0.99),
+    (0.99, 1.05, 220 * 0.99, "sell"),
-    (0.98, 220 * 0.98),
+    (0.98, 1.05, 220 * 0.98, "sell"),
+    (None, 0.95, 220 * 1.01, "buy"),
+    (1.01, 0.95, 220 * 1.01, "buy"),
+    (1.02, 0.95, 220 * 1.02, "buy"),
 ])
-def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
+def test_stoploss_order_binance(
+    default_conf,
+    mocker,
+    limitratio,
+    exchangelimitratio,
+    expected,
+    side
+):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -32,20 +42,25 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
+        order = exchange.stoploss(
-                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=190,
+            side=side,
+            order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}
+        )
 
     api_mock.create_order.reset_mock()
     order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
     order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
-                              order_types=order_types, side="sell")
+                              order_types=order_types, side=side)
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     # Price should be 1% below stopprice
     assert api_mock.create_order.call_args_list[0][1]['price'] == expected
@@ -55,17 +70,17 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
 
 def test_stoploss_order_dry_run_binance(default_conf, mocker):
@@ -94,18 +109,22 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_binance(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='binance')
     order = {
         'type': 'stop_loss_limit',
         'price': 1500,
         'info': {'stopPrice': 1500},
     }
-    assert exchange.stoploss_adjust(1501, order, side="sell")
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order, side="sell")
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case
     order['type'] = 'stop_loss'
-    assert not exchange.stoploss_adjust(1501, order, side="sell")
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
 
 
 @pytest.mark.parametrize('pair,nominal_value,max_lev', [

tests/exchange/test_ftx.py

@@ -16,7 +16,11 @@ STOPLOSS_ORDERTYPE = 'stop'
 # TODO-lev: All these stoploss tests with shorts
 
 
-def test_stoploss_order_ftx(default_conf, mocker):
+@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
+    (217.8, 1.05, "sell"),
+    (222.2, 0.95, "buy"),
+])
+def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -34,12 +38,12 @@ def test_stoploss_order_ftx(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
 
     # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side=side,
-                              order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+                              order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio})
 
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
     assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
@@ -49,51 +53,52 @@ def test_stoploss_order_ftx(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
     assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     api_mock.create_order.reset_mock()
     order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
-                              order_types={'stoploss': 'limit'}, side="sell")
+                              order_types={'stoploss': 'limit'}, side=side)
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
-    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
+    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
     assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     # test exception handling
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
 
-def test_stoploss_order_dry_run_ftx(default_conf, mocker):
+@pytest.mark.parametrize('side', [("sell"), ("buy")])
+def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -103,7 +108,7 @@ def test_stoploss_order_dry_run_ftx(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     assert 'id' in order
     assert 'info' in order
@@ -114,20 +119,24 @@ def test_stoploss_order_dry_run_ftx(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_ftx(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='ftx')
     order = {
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
     }
-    assert exchange.stoploss_adjust(1501, order, side="sell")
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order, side="sell")
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
-    assert not exchange.stoploss_adjust(1501, order, side="sell")
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
 
 
-def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
+def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order, limit_buy_order):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
@@ -160,6 +169,16 @@ def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
     assert resp['type'] == 'stop'
     assert resp['status_stop'] == 'triggered'
 
+    api_mock.fetch_order = MagicMock(return_value=limit_buy_order)
+
+    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
+    assert resp
+    assert api_mock.fetch_order.call_count == 1
+    assert resp['id_stop'] == 'mocked_limit_buy'
+    assert resp['id'] == 'X'
+    assert resp['type'] == 'stop'
+    assert resp['status_stop'] == 'triggered'
+
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')

tests/exchange/test_kraken.py

@@ -164,11 +164,13 @@ def test_get_balances_prod(default_conf, mocker):
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
                            "get_balances", "fetch_balance")
 
-# TODO-lev: All these stoploss tests with shorts
-
 
 @pytest.mark.parametrize('ordertype', ['market', 'limit'])
-def test_stoploss_order_kraken(default_conf, mocker, ordertype):
+@pytest.mark.parametrize('side,limitratio,adjustedprice', [
+    ("buy", 0.99, 217.8),
+    ("sell", 1.01, 222.2),
+])
+def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio, adjustedprice):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -185,9 +187,9 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side="sell",
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side=side,
                               order_types={'stoploss': ordertype,
-                                           'stoploss_on_exchange_limit_ratio': 0.99
+                                           'stoploss_on_exchange_limit_ratio': limitratio
                                            })
 
     assert 'id' in order
@@ -197,12 +199,12 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
     if ordertype == 'limit':
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {
-            'trading_agreement': 'agree', 'price2': 217.8}
+            'trading_agreement': 'agree', 'price2': adjustedprice}
     else:
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {
             'trading_agreement': 'agree'}
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert api_mock.create_order.call_args_list[0][1]['price'] == 220
 
@@ -210,20 +212,21 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
 
-def test_stoploss_order_dry_run_kraken(default_conf, mocker):
+@pytest.mark.parametrize('side', ['buy', 'sell'])
+def test_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -233,7 +236,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
 
     assert 'id' in order
     assert 'info' in order
@@ -244,17 +247,21 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_kraken(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='kraken')
     order = {
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
     }
-    assert exchange.stoploss_adjust(1501, order, side="sell")
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order, side="sell")
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
-    assert not exchange.stoploss_adjust(1501, order, side="sell")
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
 
 
 @pytest.mark.parametrize('pair,nominal_value,max_lev', [