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Some tests for new market checking

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This commit is contained in:
Matthias 2021-11-01 09:12:39 +01:00
parent 3fac5c5bcd
commit 534b0a5911
2 changed files with 67 additions and 41 deletions
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4
tests/conftest.py
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@ -777,6 +777,8 @@ def get_markets():
'base': 'ETH',
'quote': 'USDT',
'spot': True,
'future': True,
'margin': True,
'type': 'spot',
'precision': {
'amount': 8,
@ -802,6 +804,8 @@ def get_markets():
'quote': 'USDT',
'active': False,
'spot': True,
'future': True,
'margin': True,
'type': 'spot',
'precision': {
'amount': 8,

104
tests/exchange/test_exchange.py
View File

@ -2760,7 +2760,8 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
@pytest.mark.parametrize(
"base_currencies, quote_currencies, pairs_only, active_only, expected_keys", [
"base_currencies,quote_currencies,tradable_only,active_only,spot_only,"
"futures_only,expected_keys", [
# Testing markets (in conftest.py):
# 'BLK/BTC': 'active': True
# 'BTT/BTC': 'active': True
@ -2775,48 +2776,62 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'XLTCUSDT': 'active': True, not a pair
# 'XRP/BTC': 'active': False
# all markets
([], [], False, False,
([], [], False, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all markets, only spot pairs
([], [], False, False, True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active markets
([], [], False, True,
([], [], False, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all pairs
([], [], True, False,
([], [], True, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active pairs
([], [], True, True,
([], [], True, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XRP/BTC']),
# all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False,
(['ETH', 'LTC'], [], False, False, False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC
(['LTC'], [], False, False,
(['LTC'], [], False, False, False, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, base=LTC
(['LTC'], [], False, False, True, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT']),
# all markets, quote=USDT
([], ['USDT'], False, False,
([], ['USDT'], False, False, False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
# Futures markets, quote=USDT
([], ['USDT'], False, False, False, True,
['ETH/USDT', 'LTC/USDT']),
# all markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False,
([], ['USDT', 'USD'], False, False, False, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False, True, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT']),
# all markets, base=LTC, quote=USDT
(['LTC'], ['USDT'], False, False,
(['LTC'], ['USDT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
# all pairs, base=LTC, quote=USDT
(['LTC'], ['USDT'], True, False,
(['LTC'], ['USDT'], True, False, False, False,
['LTC/USDT']),
# all markets, base=LTC, quote=USDT, NONEXISTENT
(['LTC'], ['USDT', 'NONEXISTENT'], False, False,
(['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC, quote=NONEXISTENT
(['LTC'], ['NONEXISTENT'], False, False,
(['LTC'], ['NONEXISTENT'], False, False, False, False,
[]),
])
def test_get_markets(default_conf, mocker, markets_static,
base_currencies, quote_currencies, pairs_only, active_only,
base_currencies, quote_currencies, tradable_only, active_only,
spot_only, futures_only,
expected_keys):
mocker.patch.multiple('freqtrade.exchange.Exchange',
_init_ccxt=MagicMock(return_value=MagicMock()),
@ -2825,7 +2840,12 @@ def test_get_markets(default_conf, mocker, markets_static,
validate_timeframes=MagicMock(),
markets=PropertyMock(return_value=markets_static))
ex = Exchange(default_conf)
pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only)
pairs = ex.get_markets(base_currencies,
quote_currencies,
tradable_only=tradable_only,
spot_only=spot_only,
futures_only=futures_only,
active_only=active_only)
assert sorted(pairs.keys()) == sorted(expected_keys)
@ -2926,39 +2946,41 @@ def test_timeframe_to_next_date():
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
@pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [
("BTC/USDT", 'BTC', 'USDT', "binance", {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", {}, True),
("USDT/BTC", 'BTC', 'USDT', "binance", {}, False), # Reversed currencies
("BTCUSDT", 'BTC', 'USDT', "binance", {}, False), # No seperating /
("BTCUSDT", None, "USDT", "binance", {}, False), #
("USDT/BTC", "BTC", None, "binance", {}, False),
("BTCUSDT", "BTC", None, "binance", {}, False),
("BTC/USDT", "BTC", "USDT", "binance", {}, True),
("BTC/USDT", "USDT", "BTC", "binance", {}, False), # reversed currencies
("BTC/USDT", "BTC", "USD", "binance", {}, False), # Wrong quote currency
("BTC/", "BTC", 'UNK', "binance", {}, False),
("/USDT", 'UNK', 'USDT', "binance", {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'BTC', 'EUR', "kraken", {"darkpool": False}, False), # Reversed currencies
("BTC/EUR", 'BTC', 'USD', "kraken", {"darkpool": False}, False), # wrong quote currency
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': True}, True),
("USD/BTC", 'USD', 'BTC', "ftx", {'spot': True}, True),
("BTC/USD", 'BTC', 'USDT', "ftx", {'spot': True}, False), # Wrong quote currency
("BTC/USD", 'USD', 'BTC', "ftx", {'spot': True}, False), # Reversed currencies
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
@pytest.mark.parametrize("market_symbol,base,quote,exchange,spot,futures,add_dict,expected_result", [
("BTC/USDT", 'BTC', 'USDT', "binance", True, False, {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", True, False, {}, True),
("USDT/BTC", 'BTC', 'USDT', "binance", True, False, {}, False), # Reversed currencies
("BTCUSDT", 'BTC', 'USDT', "binance", True, False, {}, False), # No seperating /
("BTCUSDT", None, "USDT", "binance", True, False, {}, False), #
("USDT/BTC", "BTC", None, "binance", True, False, {}, False),
("BTCUSDT", "BTC", None, "binance", True, False, {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, {}, True),
("BTC/USDT", "USDT", "BTC", "binance", True, False, {}, False), # reversed currencies
("BTC/USDT", "BTC", "USD", "binance", True, False, {}, False), # Wrong quote currency
("BTC/", "BTC", 'UNK', "binance", True, False, {}, False),
("/USDT", 'UNK', 'USDT', "binance", True, False, {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", True, False, {"darkpool": False}, True),
("EUR/BTC", 'BTC', 'EUR', "kraken", True, False, {"darkpool": False}, False), # Reversed currencies
("BTC/EUR", 'BTC', 'USD', "kraken", True, False, {"darkpool": False}, False), # wrong quote currency
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools
("BTC/USD", 'BTC', 'USD', "ftx", True, False, {'spot': True}, True),
("USD/BTC", 'USD', 'BTC', "ftx", True, False, {'spot': True}, True),
("BTC/USD", 'BTC', 'USDT', "ftx", True, False, {'spot': True}, False), # Wrong quote currency
("BTC/USD", 'USD', 'BTC', "ftx", True, False, {'spot': True}, False), # Reversed currencies
("BTC/USD", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets
])
def test_market_is_tradable(mocker, default_conf, market_symbol, base,
quote, add_dict, exchange, expected_result) -> None:
quote, spot, futures, add_dict, exchange, expected_result) -> None:
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
'base': base,
'quote': quote,
'spot': spot,
'futures': futures,
**(add_dict),
}
assert ex.market_is_tradable(market) == expected_result