From 5bd4798ed0953ab1b94fd5a2cc388cdd82eccf50 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 28 Jun 2020 11:56:29 +0200 Subject: [PATCH] Add retrier to stoploss calls (but without retrying) --- freqtrade/exchange/binance.py | 2 ++ freqtrade/exchange/common.py | 44 +++++++++++++++++++-------------- freqtrade/exchange/ftx.py | 1 + freqtrade/exchange/kraken.py | 1 + tests/exchange/test_binance.py | 15 ++++------- tests/exchange/test_exchange.py | 24 ++++++++++++------ tests/exchange/test_ftx.py | 16 ++++-------- tests/exchange/test_kraken.py | 15 +++-------- 8 files changed, 61 insertions(+), 57 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 3a98f161b..ee9566282 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -8,6 +8,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange +from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) @@ -40,6 +41,7 @@ class Binance(Exchange): """ return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ creates a stoploss limit order. diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 1f74412c6..d931e1789 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -1,6 +1,7 @@ import asyncio import logging import time +from functools import wraps from freqtrade.exceptions import DDosProtection, TemporaryError @@ -110,21 +111,28 @@ def retrier_async(f): return wrapper -def retrier(f): - def wrapper(*args, **kwargs): - count = kwargs.pop('count', API_RETRY_COUNT) - try: - return f(*args, **kwargs) - except TemporaryError as ex: - logger.warning('%s() returned exception: "%s"', f.__name__, ex) - if count > 0: - count -= 1 - kwargs.update({'count': count}) - logger.warning('retrying %s() still for %s times', f.__name__, count) - if isinstance(ex, DDosProtection): - time.sleep(1) - return wrapper(*args, **kwargs) - else: - logger.warning('Giving up retrying: %s()', f.__name__) - raise ex - return wrapper +def retrier(_func=None, retries=API_RETRY_COUNT): + def decorator(f): + @wraps(f) + def wrapper(*args, **kwargs): + count = kwargs.pop('count', retries) + try: + return f(*args, **kwargs) + except TemporaryError as ex: + logger.warning('%s() returned exception: "%s"', f.__name__, ex) + if count > 0: + count -= 1 + kwargs.update({'count': count}) + logger.warning('retrying %s() still for %s times', f.__name__, count) + if isinstance(ex, DDosProtection): + time.sleep(1) + return wrapper(*args, **kwargs) + else: + logger.warning('Giving up retrying: %s()', f.__name__) + raise ex + return wrapper + # Support both @retrier and @retrier() syntax + if _func is None: + return decorator + else: + return decorator(_func) diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index 7d0778ae5..f1bd23b52 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -27,6 +27,7 @@ class Ftx(Exchange): """ return order['type'] == 'stop' and stop_loss > float(order['price']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss order. diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 7710b8e9b..01aa647b4 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -60,6 +60,7 @@ class Kraken(Exchange): """ return order['type'] == 'stop-loss' and stop_loss > float(order['price']) + @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss market order. diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index 52faa284b..72da708b4 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -5,8 +5,9 @@ import ccxt import pytest from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) + OperationalException) from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers @pytest.mark.parametrize('limitratio,expected', [ @@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_binance(default_conf, mocker): diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f3a3a3789..15ab0d3d9 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -37,20 +37,20 @@ def get_mock_coro(return_value): def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, - fun, mock_ccxt_fun, **kwargs): + fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs): with patch('freqtrade.exchange.common.time.sleep'): with pytest.raises(DDosProtection): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) @@ -59,19 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, assert api_mock.__dict__[mock_ccxt_fun].call_count == 1 -async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs): +async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, + retries=API_RETRY_COUNT + 1, **kwargs): with patch('freqtrade.exchange.common.asyncio.sleep'): with pytest.raises(DDosProtection): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) - assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 + assert api_mock.__dict__[mock_ccxt_fun].call_count == retries with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) @@ -1142,9 +1144,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name): exchange.get_balance(currency='BTC') -def test_get_balances_dry_run(default_conf, mocker): +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_get_balances_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True - exchange = get_patched_exchange(mocker, default_conf) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.get_balances() == {} @@ -2126,6 +2129,13 @@ def test_get_markets(default_conf, mocker, markets, assert sorted(pairs.keys()) == sorted(expected_keys) +def test_get_markets_error(default_conf, mocker): + ex = get_patched_exchange(mocker, default_conf) + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None)) + with pytest.raises(OperationalException, match="Markets were not loaded."): + ex.get_markets('LTC', 'USDT', True, False) + + def test_timeframe_to_minutes(): assert timeframe_to_minutes("5m") == 5 assert timeframe_to_minutes("10m") == 10 diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py index 75e98740c..1b7d68770 100644 --- a/tests/exchange/test_ftx.py +++ b/tests/exchange/test_ftx.py @@ -6,9 +6,9 @@ from unittest.mock import MagicMock import ccxt import pytest -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import get_patched_exchange + from .test_exchange import ccxt_exceptionhandlers STOPLOSS_ORDERTYPE = 'stop' @@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_ftx(default_conf, mocker): diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index 0950979cf..9451c0b9e 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -6,8 +6,7 @@ from unittest.mock import MagicMock import ccxt import pytest -from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) +from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - with pytest.raises(TemporaryError): - api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) - - with pytest.raises(OperationalException, match=r".*DeadBeef.*"): - api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) - exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') - exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) def test_stoploss_order_dry_run_kraken(default_conf, mocker):