Delist FTX, following ccxt's delisting.

This commit is contained in:
Matthias
2022-11-14 19:40:57 +01:00
parent 663039835d
commit 30b467906c
22 changed files with 15 additions and 667 deletions

View File

@@ -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))

View File

@@ -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',

View File

@@ -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):

View File

@@ -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',

View File

@@ -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)

View File

@@ -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'

View File

@@ -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)

View File

@@ -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,

View File

@@ -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: