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Merge pull request #2760 from freqtrade/remove_hardcoded_exchange_stuff

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Remove hardcoded exchange parameters
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Matthias 2020-01-12 19:47:44 +01:00 committed by GitHub
commit 5dccd01fb7
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5 changed files with 119 additions and 42 deletions
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5
freqtrade/configuration/config_validation.py
View File

@ -48,11 +48,6 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
else:
conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
# Dynamically allow empty stake-currency
# Since the minimal config specifies this too.
# It's not allowed for Dry-run or live modes
conf_schema['properties']['stake_currency']['enum'] += [''] # type: ignore
try:
FreqtradeValidator(conf_schema).validate(conf)
return conf

10
freqtrade/constants.py
View File

@ -33,12 +33,6 @@ USER_DATA_FILES = {
'strategy_analysis_example.ipynb': 'notebooks',
}
TIMEFRAMES = [
'1m', '3m', '5m', '15m', '30m',
'1h', '2h', '4h', '6h', '8h', '12h',
'1d', '3d', '1w',
]
SUPPORTED_FIAT = [
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
@ -66,8 +60,8 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
'ticker_interval': {'type': 'string'},
'stake_currency': {'type': 'string'},
'stake_amount': {
'type': ['number', 'string'],
'minimum': 0.0001,

26
freqtrade/exchange/exchange.py
View File

@ -116,6 +116,7 @@ class Exchange:
self._load_markets()
# Check if all pairs are available
self.validate_stakecurrency(config['stake_currency'])
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
@ -210,6 +211,13 @@ class Exchange:
markets = {k: v for k, v in markets.items() if market_is_active(v)}
return markets
def get_quote_currencies(self) -> List[str]:
"""
Return a list of supported quote currencies
"""
markets = self.markets
return sorted(set([x['quote'] for _, x in markets.items()]))
def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@ -259,11 +267,23 @@ class Exchange:
except ccxt.BaseError:
logger.exception("Could not reload markets.")
def validate_stakecurrency(self, stake_currency) -> None:
"""
Checks stake-currency against available currencies on the exchange.
:param stake_currency: Stake-currency to validate
:raise: OperationalException if stake-currency is not available.
"""
quote_currencies = self.get_quote_currencies()
if stake_currency not in quote_currencies:
raise OperationalException(
f"{stake_currency} is not available as stake on {self.name}. "
f"Available currencies are: {', '.join(quote_currencies)}")
def validate_pairs(self, pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises OperationalException if one pair is not available.
:param pairs: list of pairs
:raise: OperationalException if one pair is not available
:return: None
"""
@ -319,6 +339,10 @@ class Exchange:
raise OperationalException(
f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
if timeframe and timeframe_to_minutes(timeframe) < 1:
raise OperationalException(
f"Timeframes < 1m are currently not supported by Freqtrade.")
def validate_ordertypes(self, order_types: Dict) -> None:
"""
Checks if order-types configured in strategy/config are supported

1
tests/conftest.py
View File

@ -60,6 +60,7 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
if mock_markets:

119
tests/exchange/test_exchange.py
View File

@ -73,6 +73,7 @@ def test_init(default_conf, mocker, caplog):
def test_init_ccxt_kwargs(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
caplog.set_level(logging.INFO)
conf = copy.deepcopy(default_conf)
conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
@ -121,9 +122,10 @@ def test_init_exception(default_conf, mocker):
def test_exchange_resolver(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
exchange = ExchangeResolver.load_exchange('Bittrex', default_conf)
assert isinstance(exchange, Exchange)
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
@ -257,9 +259,10 @@ def test__load_markets(default_conf, mocker, caplog):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
@ -315,6 +318,44 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
assert log_has_re(r"Could not reload markets.*", caplog)
@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
default_conf['stake_currency'] = stake_currency
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
Exchange(default_conf)
def test_validate_stake_currency_error(default_conf, mocker, caplog):
default_conf['stake_currency'] = 'XRP'
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
with pytest.raises(OperationalException,
match=r'XRP is not available as stake on .*'
'Available currencies are: BTC, ETH, USDT'):
Exchange(default_conf)
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT'])
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
@ -324,8 +365,9 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d
type(api_mock).id = id_mock
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
@ -335,8 +377,9 @@ def test_validate_pairs_not_available(default_conf, mocker):
'XRP/BTC': {'inactive': True}
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
with pytest.raises(OperationalException, match=r'not available'):
Exchange(default_conf)
@ -349,8 +392,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
type(api_mock).markets = PropertyMock(return_value={})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
Exchange(default_conf)
@ -368,8 +412,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
'NEO/BTC': {'info': 'TestString'}, # info can also be a string ...
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
@ -377,8 +422,11 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
def test_validate_timeframes(default_conf, mocker):
default_conf["ticker_interval"] = "5m"
@pytest.mark.parametrize("timeframe", [
('5m'), ("1m"), ("15m"), ("1h")
])
def test_validate_timeframes(default_conf, mocker, timeframe):
default_conf["ticker_interval"] = timeframe
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -390,7 +438,8 @@ def test_validate_timeframes(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
@ -399,7 +448,8 @@ def test_validate_timeframes_failed(default_conf, mocker):
api_mock = MagicMock()
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
timeframes = PropertyMock(return_value={'1m': '1m',
timeframes = PropertyMock(return_value={'15s': '15s',
'1m': '1m',
'5m': '5m',
'15m': '15m',
'1h': '1h'})
@ -411,6 +461,11 @@ def test_validate_timeframes_failed(default_conf, mocker):
with pytest.raises(OperationalException,
match=r"Invalid ticker interval '3m'. This exchange supports.*"):
Exchange(default_conf)
default_conf["ticker_interval"] = "15s"
with pytest.raises(OperationalException,
match=r"Timeframes < 1m are currently not supported by Freqtrade."):
Exchange(default_conf)
def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
@ -424,7 +479,8 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
with pytest.raises(OperationalException,
match=r'The ccxt library does not provide the list of timeframes '
r'for the exchange ".*" and this exchange '
@ -445,6 +501,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._load_markets',
MagicMock(return_value={'timeframes': None}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
with pytest.raises(OperationalException,
match=r'The ccxt library does not provide the list of timeframes '
r'for the exchange ".*" and this exchange '
@ -465,7 +522,8 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
@ -475,8 +533,9 @@ def test_validate_order_types(default_conf, mocker):
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = {
'buy': 'limit',
@ -517,8 +576,9 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
conf = copy.deepcopy(default_conf)
Exchange(conf)
@ -529,9 +589,10 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
default_conf['startup_candle_count'] = 20
ex = Exchange(default_conf)
@ -1665,7 +1726,9 @@ def test_merge_ft_has_dict(default_conf, mocker):
_init_ccxt=MagicMock(return_value=MagicMock()),
_load_async_markets=MagicMock(),
validate_pairs=MagicMock(),
validate_timeframes=MagicMock())
validate_timeframes=MagicMock(),
validate_stakecurrency=MagicMock()
)
ex = Exchange(default_conf)
assert ex._ft_has == Exchange._ft_has_default