combined test_order_book_depth_of_market and test_order_book_depth_of_market_high_delta
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Sam Germain
parent
707d0ef795
commit
553c868d7f
@ -3546,24 +3546,19 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
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@pytest.mark.parametrize(
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'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log',
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[
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'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
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(None, 'ETH', 0, True, None),
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(0.004, None, 0, True, None),
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(0.00094518, "BNB", 0, True, None),
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(
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0.004,
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"LTC",
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0.004,
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False,
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(
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
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)
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),
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(0.00094518, "BNB", 0, True, (
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'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
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' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
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)),
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(0.004, "LTC", 0.004, False, (
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
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)),
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(0.008, None, 0, True, None),
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]
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)
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])
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def test_get_real_amount(
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default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
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fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
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@ -3590,6 +3585,7 @@ def test_get_real_amount(
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if not use_ticker_rate:
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
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caplog.clear()
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
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@ -3598,32 +3594,16 @@ def test_get_real_amount(
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@pytest.mark.parametrize(
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'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log',
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[
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(
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"BTC",
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None,
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None,
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0.001,
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0.001,
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(
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
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)
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),
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(
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"ETH",
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0.02,
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'BNB',
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0.0005,
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0.001518575,
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(
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
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)
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),
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]
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)
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'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
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("BTC", None, None, 0.001, 0.001, (
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
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)),
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("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
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)),
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])
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def test_get_real_amount_multi(
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default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
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stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
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@ -3653,10 +3633,8 @@ def test_get_real_amount_multi(
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markets['BNB/ETH'] = markets['ETH/BTC']
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': 0.19, 'last': 0.2}
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)
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': 0.19, 'last': 0.2})
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# Amount is reduced by "fee"
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expected_amount = amount - (amount * fee_reduction_amount)
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@ -3788,10 +3766,14 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
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assert walletmock.call_count == 1
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@pytest.mark.parametrize("delta, is_high_delta", [
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(0.1, False),
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(100, True),
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])
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def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
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fee, mocker, order_book_l2):
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fee, mocker, order_book_l2, delta, is_high_delta):
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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@ -3809,42 +3791,22 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
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freqtrade.enter_positions()
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trade = Trade.query.first()
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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if is_high_delta:
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assert trade is None
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else:
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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assert len(Trade.query.all()) == 1
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assert len(Trade.query.all()) == 1
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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assert trade.open_rate == 0.00001099
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assert whitelist == default_conf['exchange']['pair_whitelist']
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def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
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fee, mocker, order_book_l2):
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_fee=fee,
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)
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# Save state of current whitelist
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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assert trade is None
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assert trade.open_rate == 0.00001099
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assert whitelist == default_conf['exchange']['pair_whitelist']
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@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
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