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Align method names to internal ccxt names

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These methods are reimplemented from ccxt so we can test their behaviour.
This commit is contained in:
Matthias 2020-01-12 14:55:05 +01:00
parent b60d7ad42f
commit 5fcab1eee8
8 changed files with 47 additions and 46 deletions
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6
freqtrade/exchange/binance.py
View File

@ -41,7 +41,7 @@ class Binance(Exchange):
"""
ordertype = "stop_loss_limit"
stop_price = self.symbol_price_prec(pair, stop_price)
stop_price = self.price_to_precision(pair, stop_price)
# Ensure rate is less than stop price
if stop_price <= rate:
@ -57,9 +57,9 @@ class Binance(Exchange):
params = self._params.copy()
params.update({'stopPrice': stop_price})
amount = self.symbol_amount_prec(pair, amount)
amount = self.amount_to_precision(pair, amount)
rate = self.symbol_price_prec(pair, rate)
rate = self.price_to_precision(pair, rate)
order = self._api.create_order(pair, ordertype, 'sell',
amount, rate, params)

19
freqtrade/exchange/exchange.py
View File

@ -7,7 +7,6 @@ import inspect
import logging
from copy import deepcopy
from datetime import datetime, timezone
from math import ceil
from random import randint
from typing import Any, Dict, List, Optional, Tuple
@ -368,10 +367,11 @@ class Exchange:
"""
return endpoint in self._api.has and self._api.has[endpoint]
def symbol_amount_prec(self, pair, amount: float) -> float:
def amount_to_precision(self, pair, amount: float) -> float:
'''
Returns the amount to buy or sell to a precision the Exchange accepts
Rounded down
Reimplementation of ccxt internal methods - ensuring we can test the result is correct
based on our definitions.
'''
if self.markets[pair]['precision']['amount']:
amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
@ -381,10 +381,11 @@ class Exchange:
return amount
def symbol_price_prec(self, pair, price: float) -> float:
def price_to_precision(self, pair, price: float) -> float:
'''
Returns the price buying or selling with to the precision the Exchange accepts
Rounds up
Reimplementation of ccxt internal methods - ensuring we can test the result is correct
based on our definitions.
'''
if self.markets[pair]['precision']['price']:
price = float(decimal_to_precision(price, rounding_mode=ROUND,
@ -396,7 +397,7 @@ class Exchange:
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{randint(0, 10**6)}'
_amount = self.symbol_amount_prec(pair, amount)
_amount = self.amount_to_precision(pair, amount)
dry_order = {
"id": order_id,
'pair': pair,
@ -431,13 +432,13 @@ class Exchange:
rate: float, params: Dict = {}) -> Dict:
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
amount = self.amount_to_precision(pair, amount)
needs_price = (ordertype != 'market'
or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
rate = self.symbol_price_prec(pair, rate) if needs_price else None
rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
return self._api.create_order(pair, ordertype, side,
amount, rate, params)
amount, rate_for_order, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(

4
freqtrade/pairlist/PrecisionFilter.py
View File

@ -35,8 +35,8 @@ class PrecisionFilter(IPairList):
"""
stop_price = ticker['ask'] * stoploss
# Adjust stop-prices to precision
sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price)
stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99)
sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
if sp <= stop_gap_price:
logger.info(f"Removed {ticker['symbol']} from whitelist, "

8
tests/exchange/test_binance.py
View File

@ -22,8 +22,8 @@ def test_stoploss_limit_order(default_conf, mocker):
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
@ -71,8 +71,8 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
api_mock = MagicMock()
order_type = 'stop_loss_limit'
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')

32
tests/exchange/test_exchange.py
View File

@ -173,7 +173,7 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
def test_symbol_amount_prec(default_conf, mocker):
def test_amount_to_precision(default_conf, mocker):
'''
Test rounds down to 4 Decimal places
'''
@ -190,17 +190,17 @@ def test_symbol_amount_prec(default_conf, mocker):
amount = 2.34559
pair = 'ETH/BTC'
amount = exchange.symbol_amount_prec(pair, amount)
amount = exchange.amount_to_precision(pair, amount)
assert amount == 2.3455
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 0.0001}}})
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
amount = exchange.symbol_amount_prec(pair, amount)
amount = exchange.amount_to_precision(pair, amount)
assert amount == 2.3455
def test_symbol_price_prec(default_conf, mocker):
def test_sprice_to_precision(default_conf, mocker):
'''
Test rounds up to 4 decimal places
'''
@ -212,14 +212,14 @@ def test_symbol_price_prec(default_conf, mocker):
price = 2.34559
pair = 'ETH/BTC'
price = exchange.symbol_price_prec(pair, price)
price = exchange.price_to_precision(pair, price)
assert price == 2.3456
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
price = exchange.symbol_price_prec(pair, price)
price = exchange.price_to_precision(pair, price)
assert price == 2.3456
@ -615,8 +615,8 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.create_order(
@ -656,8 +656,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
@ -730,8 +730,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit'
@ -792,8 +792,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@ -856,8 +856,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
})
api_mock.options = {}
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit'

8
tests/exchange/test_kraken.py
View File

@ -21,8 +21,8 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
@ -53,8 +53,8 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)

8
tests/test_freqtradebot.py
View File

@ -2435,8 +2435,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
stoploss_limit=stoploss_limit,
cancel_order=cancel_order,
)
@ -2478,8 +2478,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
stoploss_limit = MagicMock(return_value={

8
tests/test_integration.py
View File

@ -58,8 +58,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
get_order=stoploss_order_mock,
cancel_order=cancel_order_mock,
)
@ -137,8 +137,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
mocker.patch.multiple(