Improve compat tests

tests/conftest.py

@@ -223,7 +223,11 @@ def init_persistence(default_conf):
 
 
 @pytest.fixture(scope="function")
-def default_conf(testdatadir):
+def default_conf():
+    return get_default_conf()
+
+
+def get_default_conf(testdatadir):
     """ Returns validated configuration suitable for most tests """
     configuration = {
         "max_open_trades": 1,

tests/exchange/test_ccxt_compat.py

@@ -6,38 +6,95 @@ suitable to run with freqtrade.
 
 """
 
-from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 import pytest
+from pathlib import Path
+from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+from tests.conftest import get_default_conf
+
 
 # Exchanges that should be tested
-EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
+EXCHANGES = {
+    'bittrex': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': False
+    },
+    'binance': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True
+    },
+    'kraken': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True
+    },
+    'ftx': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True
+    }
+}
 
 
-@pytest.fixture
+@pytest.fixture(scope="class")
-def exchange_conf(default_conf):
+def exchange_conf():
-    default_conf['exchange']['pair_whitelist'] = []
+    config = get_default_conf((Path(__file__).parent / "testdata").resolve())
-    return default_conf
+    config['exchange']['pair_whitelist'] = []
+    return config
 
 
-@pytest.mark.parametrize('exchange', EXCHANGES)
+@pytest.fixture(params=EXCHANGES, scope="class")
-def test_ccxt_fetch_l2_orderbook(exchange_conf, exchange):
+def exchange(request, exchange_conf):
-
+    exchange_conf['exchange']['name'] = request.param
-    exchange_conf['exchange']['name'] = exchange
+    exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=False)
-    exchange_conf['exchange']['name'] = exchange
+    yield exchange, request.param
-
-    exchange = ExchangeResolver.load_exchange(exchange, exchange_conf)
-    l2 = exchange.fetch_l2_order_book('BTC/USDT')
-    assert 'asks' in l2
-    assert 'bids' in l2
-
-    for val in [1, 2, 5, 25, 100]:
-        l2 = exchange.fetch_l2_order_book('BTC/USDT', val)
-        if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
-            assert len(l2['asks']) == val
-            assert len(l2['bids']) == val
-        else:
-            next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
-            assert len(l2['asks']) == next_limit
-            assert len(l2['asks']) == next_limit
 
 
+class TestCCXTExchange():
+
+    def test_load_markets(self, exchange):
+        exchange, exchangename = exchange
+        pair = EXCHANGES[exchangename]['pair']
+        markets = exchange.markets
+        assert pair in markets
+        assert isinstance(markets[pair], dict)
+
+    def test_ccxt_fetch_tickers(self, exchange):
+        exchange, exchangename = exchange
+        pair = EXCHANGES[exchangename]['pair']
+
+        tickers = exchange.get_tickers()
+        assert pair in tickers
+        assert 'ask' in tickers[pair]
+        assert tickers[pair]['ask'] is not None
+        assert 'bid' in tickers[pair]
+        assert tickers[pair]['bid'] is not None
+        assert 'quoteVolume' in tickers[pair]
+        if EXCHANGES[exchangename].get('hasQuoteVolume'):
+            assert tickers[pair]['quoteVolume'] is not None
+
+    def test_ccxt_fetch_ticker(self, exchange):
+        exchange, exchangename = exchange
+        pair = EXCHANGES[exchangename]['pair']
+
+        ticker = exchange.fetch_ticker(pair)
+        assert 'ask' in ticker
+        assert ticker['ask'] is not None
+        assert 'bid' in ticker
+        assert ticker['bid'] is not None
+        assert 'quoteVolume' in ticker
+        if EXCHANGES[exchangename].get('hasQuoteVolume'):
+            assert ticker['quoteVolume'] is not None
+
+    def test_ccxt_fetch_l2_orderbook(self, exchange):
+        exchange, exchangename = exchange
+        l2 = exchange.fetch_l2_order_book('BTC/USDT')
+        assert 'asks' in l2
+        assert 'bids' in l2
+
+        for val in [1, 2, 5, 25, 100]:
+            l2 = exchange.fetch_l2_order_book('BTC/USDT', val)
+            if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
+                assert len(l2['asks']) == val
+                assert len(l2['bids']) == val
+            else:
+                next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
+                assert len(l2['asks']) == next_limit
+                assert len(l2['asks']) == next_limit