From 30b467906c0c8b73f6e31002853a4b50bffa7b15 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 14 Nov 2022 19:40:57 +0100 Subject: [PATCH] Delist FTX, following ccxt's delisting. --- .gitignore | 1 - config_examples/config_ftx.example.json | 96 ------- docs/configuration.md | 2 +- docs/exchanges.md | 24 -- docs/includes/pairlists.md | 2 +- docs/stoploss.md | 2 +- docs/strategy-customization.md | 2 +- docs/utils.md | 2 - freqtrade/commands/build_config_commands.py | 1 - freqtrade/exchange/__init__.py | 1 - freqtrade/exchange/common.py | 1 - freqtrade/exchange/ftx.py | 178 ------------- freqtrade/leverage/interest.py | 4 - tests/commands/test_build_config.py | 2 +- tests/conftest.py | 23 +- tests/data/test_datahandler.py | 2 +- tests/exchange/test_ccxt_compat.py | 10 - tests/exchange/test_exchange.py | 42 +-- tests/exchange/test_ftx.py | 272 -------------------- tests/leverage/test_interest.py | 5 - tests/plugins/test_pairlist.py | 8 +- tests/test_freqtradebot.py | 2 +- 22 files changed, 15 insertions(+), 667 deletions(-) delete mode 100644 config_examples/config_ftx.example.json delete mode 100644 freqtrade/exchange/ftx.py delete mode 100644 tests/exchange/test_ftx.py diff --git a/.gitignore b/.gitignore index e400c01f5..758a324f4 100644 --- a/.gitignore +++ b/.gitignore @@ -109,7 +109,6 @@ target/ !*.gitkeep !config_examples/config_binance.example.json !config_examples/config_bittrex.example.json -!config_examples/config_ftx.example.json !config_examples/config_full.example.json !config_examples/config_kraken.example.json !config_examples/config_freqai.example.json diff --git a/config_examples/config_ftx.example.json b/config_examples/config_ftx.example.json deleted file mode 100644 index c49898277..000000000 --- a/config_examples/config_ftx.example.json +++ /dev/null @@ -1,96 +0,0 @@ -{ - "max_open_trades": 3, - "stake_currency": "USD", - "stake_amount": 50, - "tradable_balance_ratio": 0.99, - "fiat_display_currency": "USD", - "timeframe": "5m", - "dry_run": true, - "cancel_open_orders_on_exit": false, - "unfilledtimeout": { - "entry": 10, - "exit": 10, - "exit_timeout_count": 0, - "unit": "minutes" - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1 - }, - "exchange": { - "name": "ftx", - "key": "your_exchange_key", - "secret": "your_exchange_secret", - "ccxt_config": {}, - "ccxt_async_config": {}, - "pair_whitelist": [ - "BTC/USD", - "ETH/USD", - "BNB/USD", - "USDT/USD", - "LTC/USD", - "SRM/USD", - "SXP/USD", - "XRP/USD", - "DOGE/USD", - "1INCH/USD", - "CHZ/USD", - "MATIC/USD", - "LINK/USD", - "OXY/USD", - "SUSHI/USD" - ], - "pair_blacklist": [ - "FTT/USD" - ] - }, - "pairlists": [ - {"method": "StaticPairList"} - ], - "edge": { - "enabled": false, - "process_throttle_secs": 3600, - "calculate_since_number_of_days": 7, - "allowed_risk": 0.01, - "stoploss_range_min": -0.01, - "stoploss_range_max": -0.1, - "stoploss_range_step": -0.01, - "minimum_winrate": 0.60, - "minimum_expectancy": 0.20, - "min_trade_number": 10, - "max_trade_duration_minute": 1440, - "remove_pumps": false - }, - "telegram": { - "enabled": false, - "token": "your_telegram_token", - "chat_id": "your_telegram_chat_id" - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "jwt_secret_key": "somethingrandom", - "CORS_origins": [], - "username": "freqtrader", - "password": "SuperSecurePassword" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5 - } -} diff --git a/docs/configuration.md b/docs/configuration.md index 9dbfe7932..ce4453561 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -553,7 +553,7 @@ The possible values are: `GTC` (default), `FOK` or `IOC`. ``` !!! Warning - This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin. + This is ongoing work. For now, it is supported only for binance, gate and kucoin. Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange. ### What values can be used for fiat_display_currency? diff --git a/docs/exchanges.md b/docs/exchanges.md index bae7c929c..b4eb7e023 100644 --- a/docs/exchanges.md +++ b/docs/exchanges.md @@ -173,30 +173,6 @@ res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']] print(res) ``` -## FTX - -!!! Warning - Due to the current situation, we can no longer recommend FTX. - Please make sure to investigate the current situation before depositing any funds to FTX. - -!!! Tip "Stoploss on Exchange" - FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. - You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used. - -### Using subaccounts - -To use subaccounts with FTX, you need to edit the configuration and add the following: - -``` json -"exchange": { - "ccxt_config": { - "headers": { - "FTX-SUBACCOUNT": "name" - } - }, -} -``` - ## Kucoin Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows: diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 8ae38b0d4..d61718c7d 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -268,7 +268,7 @@ This option is disabled by default, and will only apply if set to > 0. The `max_value` setting removes pairs where the minimum value change is above a specified value. This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption. As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$. -On exchanges that deduct fees from the receiving currency (e.g. binance, FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit. +On exchanges that deduct fees from the receiving currency (e.g. binance) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit. The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio. This option is disabled by default, and will only apply if set to > 0. diff --git a/docs/stoploss.md b/docs/stoploss.md index a8285cf04..20e53d8f5 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -24,7 +24,7 @@ These modes can be configured with these values: ``` !!! Note - Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now. + Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now. Do not set too low/tight stoploss value if using stop loss on exchange! If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work. diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index f036182e3..3e8bab8ee 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -723,7 +723,7 @@ if self.dp.runmode.value in ('live', 'dry_run'): !!! Warning Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can - vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange + vary for different exchanges. For instance, many exchanges do not return `vwap` values, some exchanges does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker data returned from the exchange and add appropriate error handling / defaults. diff --git a/docs/utils.md b/docs/utils.md index ee8793159..3d8a3bd03 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -263,7 +263,6 @@ equos True missing opt: fetchTicker, fetchTickers eterbase True fcoin True missing opt: fetchMyTrades, fetchTickers fcoinjp True missing opt: fetchMyTrades, fetchTickers -ftx True gateio True gemini True gopax True @@ -369,7 +368,6 @@ fcoin True missing opt: fetchMyTrades, fetchTickers fcoinjp True missing opt: fetchMyTrades, fetchTickers flowbtc False missing: fetchOrder, fetchOHLCV foxbit False missing: fetchOrder, fetchOHLCV -ftx True gateio True gemini True gopax True diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index 1abd26328..f95a08ba5 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -108,7 +108,6 @@ def ask_user_config() -> Dict[str, Any]: "binance", "binanceus", "bittrex", - "ftx", "gateio", "huobi", "kraken", diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 8294838b1..9aed5c507 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -18,7 +18,6 @@ from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amo timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_seconds, validate_exchange, validate_exchanges) -from freqtrade.exchange.ftx import Ftx from freqtrade.exchange.gateio import Gateio from freqtrade.exchange.hitbtc import Hitbtc from freqtrade.exchange.huobi import Huobi diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 5765dc459..6d09c4f95 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -52,7 +52,6 @@ MAP_EXCHANGE_CHILDCLASS = { SUPPORTED_EXCHANGES = [ 'binance', 'bittrex', - 'ftx', 'gateio', 'huobi', 'kraken', diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py deleted file mode 100644 index 6a43ab302..000000000 --- a/freqtrade/exchange/ftx.py +++ /dev/null @@ -1,178 +0,0 @@ -""" FTX exchange subclass """ -import logging -from typing import Any, Dict, List, Optional, Tuple - -import ccxt - -from freqtrade.constants import BuySell -from freqtrade.enums import MarginMode, TradingMode -from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, - OperationalException, TemporaryError) -from freqtrade.exchange import Exchange -from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier -from freqtrade.misc import safe_value_fallback2 - - -logger = logging.getLogger(__name__) - - -class Ftx(Exchange): - - _ft_has: Dict = { - "order_time_in_force": ['GTC', 'IOC', 'PO'], - "stoploss_on_exchange": True, - "ohlcv_candle_limit": 1500, - "ohlcv_require_since": True, - "ohlcv_volume_currency": "quote", - "mark_ohlcv_price": "index", - "mark_ohlcv_timeframe": "1h", - } - - _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [ - # TradingMode.SPOT always supported and not required in this list - # (TradingMode.MARGIN, MarginMode.CROSS), - # (TradingMode.FUTURES, MarginMode.CROSS) - ] - - def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool: - """ - Verify stop_loss against stoploss-order value (limit or price) - Returns True if adjustment is necessary. - """ - return order['type'] == 'stop' and ( - side == "sell" and stop_loss > float(order['price']) or - side == "buy" and stop_loss < float(order['price']) - ) - - @retrier(retries=0) - def stoploss(self, pair: str, amount: float, stop_price: float, - order_types: Dict, side: BuySell, leverage: float) -> Dict: - """ - Creates a stoploss order. - depending on order_types.stoploss configuration, uses 'market' or limit order. - - 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) - if side == "sell": - limit_rate = stop_price * limit_price_pct - else: - limit_rate = stop_price * (2 - limit_price_pct) - - ordertype = "stop" - - stop_price = self.price_to_precision(pair, stop_price) - - if self._config['dry_run']: - dry_order = self.create_dry_run_order( - pair, ordertype, side, amount, stop_price, leverage, stop_loss=True) - return dry_order - - try: - params = self._params.copy() - if order_types.get('stoploss', 'market') == 'limit': - # set orderPrice to place limit order, otherwise it's a market order - params['orderPrice'] = limit_rate - if self.trading_mode == TradingMode.FUTURES: - params.update({'reduceOnly': True}) - - params['stopPrice'] = stop_price - amount = self.amount_to_precision(pair, amount) - - self._lev_prep(pair, leverage, side) - order = self._api.create_order(symbol=pair, type=ordertype, side=side, - amount=amount, params=params) - self._log_exchange_response('create_stoploss_order', order) - logger.info('stoploss order added for %s. ' - 'stop price: %s.', pair, stop_price) - return order - except ccxt.InsufficientFunds as e: - raise InsufficientFundsError( - f'Insufficient funds to create {ordertype} {side} order on market {pair}. ' - f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' - f'Message: {e}') from e - except ccxt.InvalidOrder as e: - raise InvalidOrderException( - f'Could not create {ordertype} {side} order on market {pair}. ' - f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' - f'Message: {e}') from e - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - - @retrier(retries=API_FETCH_ORDER_RETRY_COUNT) - def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: - if self._config['dry_run']: - return self.fetch_dry_run_order(order_id) - - try: - orders = self._api.fetch_orders(pair, None, params={'type': 'stop'}) - - order = [order for order in orders if order['id'] == order_id] - self._log_exchange_response('fetch_stoploss_order', order) - if len(order) == 1: - if order[0].get('status') == 'closed': - # Trigger order was triggered ... - real_order_id: Optional[str] = order[0].get('info', {}).get('orderId') - # OrderId may be None for stoploss-market orders - # So we need to get it through the endpoint - # /conditional_orders/{conditional_order_id}/triggers - if not real_order_id: - res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers( - params={'conditional_order_id': order_id}) - self._log_exchange_response('fetch_stoploss_order2', res) - real_order_id = res['result'][0]['orderId'] if res.get( - 'result', []) else None - - if real_order_id: - order1 = self._api.fetch_order(real_order_id, pair) - self._log_exchange_response('fetch_stoploss_order1', order1) - # Fake type to stop - as this was really a stop order. - order1['id_stop'] = order1['id'] - order1['id'] = order_id - order1['type'] = 'stop' - order1['status_stop'] = 'triggered' - return order1 - - return order[0] - else: - raise InvalidOrderException(f"Could not get stoploss order for id {order_id}") - - except ccxt.InvalidOrder as e: - raise InvalidOrderException( - f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - - @retrier - def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: - if self._config['dry_run']: - return {} - try: - order = self._api.cancel_order(order_id, pair, params={'type': 'stop'}) - self._log_exchange_response('cancel_stoploss_order', order) - return order - except ccxt.InvalidOrder as e: - raise InvalidOrderException( - f'Could not cancel order. Message: {e}') from e - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - - def get_order_id_conditional(self, order: Dict[str, Any]) -> str: - if order['type'] == 'stop': - return safe_value_fallback2(order, order, 'id_stop', 'id') - return order['id'] diff --git a/freqtrade/leverage/interest.py b/freqtrade/leverage/interest.py index ddeea2b42..d18cc458f 100644 --- a/freqtrade/leverage/interest.py +++ b/freqtrade/leverage/interest.py @@ -35,9 +35,5 @@ def interest( elif exchange_name == "kraken": # Rounded based on https://kraken-fees-calculator.github.io/ return borrowed * rate * (one + FtPrecise(ceil(hours / four))) - elif exchange_name == "ftx": - # As Explained under #Interest rates section in - # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer - return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four else: raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade") diff --git a/tests/commands/test_build_config.py b/tests/commands/test_build_config.py index e30d5bf94..7bf374ae0 100644 --- a/tests/commands/test_build_config.py +++ b/tests/commands/test_build_config.py @@ -30,7 +30,7 @@ def test_validate_is_int(): assert not validate_is_int('-ee') -@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx']) +@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken']) def test_start_new_config(mocker, caplog, exchange): wt_mock = mocker.patch.object(Path, "write_text", MagicMock()) mocker.patch.object(Path, "exists", MagicMock(return_value=True)) diff --git a/tests/conftest.py b/tests/conftest.py index 9f71709f1..d228c64b7 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1748,28 +1748,7 @@ def limit_buy_order_canceled_empty(request): # https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments exchange_name = request.param - if exchange_name == 'ftx': - return { - 'info': {}, - 'id': '1234512345', - 'clientOrderId': None, - 'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000, - 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), - 'lastTradeTimestamp': None, - 'symbol': 'LTC/USDT', - 'type': 'limit', - 'side': 'buy', - 'price': 34.3225, - 'amount': 0.55, - 'cost': 0.0, - 'average': None, - 'filled': 0.0, - 'remaining': 0.0, - 'status': 'closed', - 'fee': None, - 'trades': None - } - elif exchange_name == 'kraken': + if exchange_name == 'kraken': return { 'info': {}, 'id': 'AZNPFF-4AC4N-7MKTAT', diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py index c067d0339..4d6489f11 100644 --- a/tests/data/test_datahandler.py +++ b/tests/data/test_datahandler.py @@ -70,7 +70,7 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype): ('BTC_USDT_USDT', 'BTC/USDT:USDT'), # Futures ('XRP_USDT_USDT', 'XRP/USDT:USDT'), # futures ('BTC-PERP', 'BTC-PERP'), - ('BTC-PERP_USDT', 'BTC-PERP:USDT'), # potential FTX case + ('BTC-PERP_USDT', 'BTC-PERP:USDT'), ('UNITTEST_USDT', 'UNITTEST/USDT'), ]) def test_rebuild_pair_from_filename(input, expected): diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index c06cfbe14..55d463c68 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -45,16 +45,6 @@ EXCHANGES = { 'leverage_tiers_public': False, 'leverage_in_spot_market': True, }, - # 'ftx': { - # 'pair': 'BTC/USD', - # 'stake_currency': 'USD', - # 'hasQuoteVolume': True, - # 'timeframe': '5m', - # 'futures_pair': 'BTC/USD:USD', - # 'futures': False, - # 'leverage_tiers_public': False, # TODO: Set to True once implemented on CCXT - # 'leverage_in_spot_market': True, - # }, 'kucoin': { 'pair': 'XRP/USDT', 'stake_currency': 'USDT', diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 25ba294a3..a719496e5 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -27,7 +27,7 @@ from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_e # Make sure to always keep one exchange here which is NOT subclassed!! -EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx', 'gateio'] +EXCHANGES = ['bittrex', 'binance', 'kraken', 'gateio'] get_entry_rate_data = [ ('other', 20, 19, 10, 0.0, 20), # Full ask side @@ -3162,19 +3162,16 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name): def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name): default_conf['dry_run'] = False mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123}) - mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', return_value={'for': 123}) mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', return_value={'for': 123}) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) res = {'fee': {}, 'status': 'canceled', 'amount': 1234} mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res) - mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value=res) mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value=res) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) assert co == res mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled') - mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value='canceled') mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value='canceled') # Fall back to fetch_stoploss_order co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) @@ -3182,7 +3179,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name): exc = InvalidOrderException("") mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc) - mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', side_effect=exc) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) assert co['amount'] == 555 @@ -3191,7 +3187,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name): with pytest.raises(InvalidOrderException): exc = InvalidOrderException("Did not find order") mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc) - mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', side_effect=exc) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123) @@ -3253,9 +3248,6 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog): @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_fetch_stoploss_order(default_conf, mocker, exchange_name): - # Don't test FTX here - that needs a separate test - if exchange_name == 'ftx': - return default_conf['dry_run'] = True order = MagicMock() order.myid = 123 @@ -3699,16 +3691,6 @@ def test_date_minus_candles(): # no darkpools ("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, False, 'spot', {"darkpool": True}, False), - ("BTC/USD", 'BTC', 'USD', "ftx", True, False, False, 'spot', {}, True), - ("USD/BTC", 'USD', 'BTC', "ftx", True, False, False, 'spot', {}, True), - # Can only trade spot markets - ("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False), - ("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True), - # Can only trade spot markets - ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False), - ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False), - ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True), - ("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'spot', {}, False), ("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'margin', {}, False), ("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'futures', {}, True), @@ -3841,7 +3823,7 @@ def test_calculate_backoff(retrycount, max_retries, expected): assert calculate_backoff(retrycount, max_retries) == expected -@pytest.mark.parametrize("exchange_name", ['binance', 'ftx']) +@pytest.mark.parametrize("exchange_name", ['binance']) def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name): api_mock = MagicMock() api_mock.fetch_funding_history = MagicMock(return_value=[ @@ -3909,7 +3891,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name): ) -@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx']) +@pytest.mark.parametrize('exchange', ['binance', 'kraken']) @pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [ (9.0, 3.0, 3.0), (20.0, 5.0, 4.0), @@ -3930,8 +3912,6 @@ def test_get_stake_amount_considering_leverage( @pytest.mark.parametrize("exchange_name,trading_mode", [ ("binance", TradingMode.FUTURES), - ("ftx", TradingMode.MARGIN), - ("ftx", TradingMode.FUTURES) ]) def test__set_leverage(mocker, default_conf, exchange_name, trading_mode): @@ -3982,9 +3962,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode): ("kraken", TradingMode.SPOT, None, False), ("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True), ("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True), - ("ftx", TradingMode.SPOT, None, False), - ("ftx", TradingMode.MARGIN, MarginMode.ISOLATED, True), - ("ftx", TradingMode.FUTURES, MarginMode.ISOLATED, True), ("bittrex", TradingMode.SPOT, None, False), ("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True), ("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True), @@ -4005,8 +3982,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode): ("binance", TradingMode.FUTURES, MarginMode.CROSS, True), ("kraken", TradingMode.MARGIN, MarginMode.CROSS, True), ("kraken", TradingMode.FUTURES, MarginMode.CROSS, True), - ("ftx", TradingMode.MARGIN, MarginMode.CROSS, True), - ("ftx", TradingMode.FUTURES, MarginMode.CROSS, True), ("gateio", TradingMode.MARGIN, MarginMode.CROSS, True), ("gateio", TradingMode.FUTURES, MarginMode.CROSS, True), @@ -4015,8 +3990,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode): # ("binance", TradingMode.FUTURES, MarginMode.CROSS, False), # ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False), # ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False), - # ("ftx", TradingMode.MARGIN, MarginMode.CROSS, False), - # ("ftx", TradingMode.FUTURES, MarginMode.CROSS, False), # ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False), # ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False), ]) @@ -4046,7 +4019,6 @@ def test_validate_trading_mode_and_margin_mode( ("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}), ("bybit", "spot", {"options": {"defaultType": "spot"}}), ("bybit", "futures", {"options": {"defaultType": "linear"}}), - ("ftx", "futures", {"options": {"defaultType": "swap"}}), ("gateio", "futures", {"options": {"defaultType": "swap"}}), ("hitbtc", "futures", {"options": {"defaultType": "swap"}}), ("kraken", "futures", {"options": {"defaultType": "swap"}}), @@ -4223,11 +4195,6 @@ def test_combine_funding_and_mark( # ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.0012443999999999999), # ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0045759), # ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0008289), - ('ftx', 0, 2, "2021-09-01 00:10:00", "2021-09-01 00:30:00", 30.0, 0.0), - ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, 0.0010008), - ('ftx', 0, 13, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0146691), - ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, 0.001668), - ('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, 0.0019932), ('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00", 30.0, 0.0), ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999), ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.0009140999), @@ -4289,7 +4256,6 @@ def test__fetch_and_calculate_funding_fees( d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z') funding_rate_history = { 'binance': funding_rate_history_octohourly, - 'ftx': funding_rate_history_hourly, 'gateio': funding_rate_history_octohourly, }[exchange][rate_start:rate_end] api_mock = MagicMock() @@ -5056,7 +5022,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers): exchange.get_max_leverage("BTC/USDT", 1000000000.01) -@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx']) +@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gateio', 'okx']) def test__get_params(mocker, default_conf, exchange_name): api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py deleted file mode 100644 index 5213c1b36..000000000 --- a/tests/exchange/test_ftx.py +++ /dev/null @@ -1,272 +0,0 @@ -from random import randint -from unittest.mock import MagicMock - -import ccxt -import pytest - -from freqtrade.exceptions import DependencyException, InvalidOrderException -from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT -from tests.conftest import get_patched_exchange - -from .test_exchange import ccxt_exceptionhandlers - - -STOPLOSS_ORDERTYPE = 'stop' - - -@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)) - - api_mock.create_order = MagicMock(return_value={ - 'id': order_id, - 'info': { - 'foo': 'bar' - } - }) - - default_conf['dry_run'] = False - 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, 'ftx') - - # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders - order = exchange.stoploss( - pair='ETH/BTC', - amount=1, - stop_price=190, - side=side, - order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}, - leverage=1.0 - ) - - 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'] == 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'] - assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190 - - assert api_mock.create_order.call_count == 1 - - api_mock.create_order.reset_mock() - - order = exchange.stoploss( - pair='ETH/BTC', - amount=1, - stop_price=220, - order_types={}, - side=side, - leverage=1.0 - ) - - 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'] == 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=side, - leverage=1.0 - ) - - 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'] == 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'] == 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=side, - leverage=1.0 - ) - - 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=side, - leverage=1.0 - ) - - ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx", - "stoploss", "create_order", retries=1, - pair='ETH/BTC', amount=1, stop_price=220, order_types={}, - side=side, leverage=1.0) - - -@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) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) - - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') - - api_mock.create_order.reset_mock() - - order = exchange.stoploss( - pair='ETH/BTC', - amount=1, - stop_price=220, - order_types={}, - side=side, - leverage=1.0 - ) - - assert 'id' in order - assert 'info' in order - assert 'type' in order - - assert order['type'] == STOPLOSS_ORDERTYPE - assert order['price'] == 220 - assert order['amount'] == 1 - - -@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(sl1, order, side=side) - assert not exchange.stoploss_adjust(sl2, order, side=side) - # Test with invalid order case ... - order['type'] = 'stop_loss_limit' - assert not exchange.stoploss_adjust(sl3, order, side=side) - - -@pytest.mark.usefixtures("init_persistence") -def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order): - default_conf['dry_run'] = True - order = MagicMock() - order.myid = 123 - exchange = get_patched_exchange(mocker, default_conf, id='ftx') - exchange._dry_run_open_orders['X'] = order - assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123 - - with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): - exchange.fetch_stoploss_order('Y', 'TKN/BTC') - - default_conf['dry_run'] = False - api_mock = MagicMock() - api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}]) - exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') - assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456' - - api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}]) - exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') - with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): - exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] - - # stoploss Limit order - api_mock.fetch_orders = MagicMock(return_value=[ - {'id': 'X', 'status': 'closed', - 'info': { - 'orderId': 'mocked_limit_sell', - }}]) - api_mock.fetch_order = MagicMock(return_value=limit_sell_order.copy()) - - # No orderId field - no call to fetch_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_sell' - assert resp['id'] == 'X' - assert resp['type'] == 'stop' - assert resp['status_stop'] == 'triggered' - - # Stoploss market order - # Contains no new Order, but "average" instead - order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254} - api_mock.fetch_orders = MagicMock(return_value=[order]) - api_mock.fetch_order.reset_mock() - api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers = MagicMock( - return_value={'result': [ - {'orderId': 'mocked_market_sell', 'type': 'market', 'side': 'sell', 'price': 0.254} - ]}) - resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') - assert resp - # fetch_order not called (no regular order ID) - assert api_mock.fetch_order.call_count == 1 - api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers.call_count == 1 - expected_resp = limit_sell_order.copy() - expected_resp.update({ - 'id_stop': 'X', - 'id': 'X', - 'type': 'stop', - 'status_stop': 'triggered', - }) - assert expected_resp == resp - - 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') - exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC') - assert api_mock.fetch_orders.call_count == 1 - - ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx', - 'fetch_stoploss_order', 'fetch_orders', - retries=API_FETCH_ORDER_RETRY_COUNT + 1, - order_id='_', pair='TKN/BTC') - - -def test_get_order_id(mocker, default_conf): - exchange = get_patched_exchange(mocker, default_conf, id='ftx') - order = { - 'type': STOPLOSS_ORDERTYPE, - 'price': 1500, - 'id': '1111', - 'id_stop': '1234', - 'info': { - } - } - assert exchange.get_order_id_conditional(order) == '1234' - - order = { - 'type': 'limit', - 'price': 1500, - 'id': '1111', - 'id_stop': '1234', - 'info': { - } - } - assert exchange.get_order_id_conditional(order) == '1111' diff --git a/tests/leverage/test_interest.py b/tests/leverage/test_interest.py index 64e99b6b4..6afa73e6a 100644 --- a/tests/leverage/test_interest.py +++ b/tests/leverage/test_interest.py @@ -19,11 +19,6 @@ twentyfive_hours = FtPrecise(25.0) ('kraken', 0.00025, ten_mins, 0.03), ('kraken', 0.00025, five_hours, 0.045), ('kraken', 0.00025, twentyfive_hours, 0.12), - # FTX - ('ftx', 0.0005, ten_mins, 0.00125), - ('ftx', 0.00025, ten_mins, 0.000625), - ('ftx', 0.00025, five_hours, 0.003125), - ('ftx', 0.00025, twentyfive_hours, 0.015625), ]) def test_interest(exchange, interest_rate, hours, expected): borrowed = FtPrecise(60.0) diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 359291476..ecc1da3e3 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -612,9 +612,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}], "BTC", "binance", ['ETH/BTC', 'LTC/BTC', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), # ftx data is already in Quote currency, therefore won't require conversion - ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", - "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}], - "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']), + # ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", + # "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}], + # "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']), ]) def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history, pairlists, base_currency, exchange, volumefilter_result) -> None: @@ -636,8 +636,6 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01 ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01 - mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True) - ohlcv_data = { ('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history, ('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 10e6228f8..6b47dc1d1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3036,7 +3036,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ @pytest.mark.parametrize("is_short", [False, True]) -@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], +@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'], indirect=['limit_buy_order_canceled_empty']) def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee, limit_buy_order_canceled_empty) -> None: