Merge 685ee42fbc into 5da034c313

Vagrantfile

@@ -0,0 +1,74 @@
+# -*- mode: ruby -*-
+# vi: set ft=ruby :
+
+# All Vagrant configuration is done below. The "2" in Vagrant.configure
+# configures the configuration version (we support older styles for
+# backwards compatibility). Please don't change it unless you know what
+# you're doing.
+Vagrant.configure("2") do |config|
+  # The most common configuration options are documented and commented below.
+  # For a complete reference, please see the online documentation at
+  # https://docs.vagrantup.com.
+
+  # Every Vagrant development environment requires a box. You can search for
+  # boxes at https://vagrantcloud.com/search.
+  config.vm.box = "bento/ubuntu-16.04"
+
+  # Disable automatic box update checking. If you disable this, then
+  # boxes will only be checked for updates when the user runs
+  # `vagrant box outdated`. This is not recommended.
+  # config.vm.box_check_update = false
+
+  # Create a forwarded port mapping which allows access to a specific port
+  # within the machine from a port on the host machine. In the example below,
+  # accessing "localhost:8080" will access port 80 on the guest machine.
+  # NOTE: This will enable public access to the opened port
+  # config.vm.network "forwarded_port", guest: 80, host: 8080
+
+  # Create a forwarded port mapping which allows access to a specific port
+  # within the machine from a port on the host machine and only allow access
+  # via 127.0.0.1 to disable public access
+  # config.vm.network "forwarded_port", guest: 80, host: 8080, host_ip: "127.0.0.1"
+
+  # Create a private network, which allows host-only access to the machine
+  # using a specific IP.
+  # config.vm.network "private_network", ip: "192.168.33.10"
+
+  # Create a public network, which generally matched to bridged network.
+  # Bridged networks make the machine appear as another physical device on
+  # your network.
+  # config.vm.network "public_network"
+
+  # Share an additional folder to the guest VM. The first argument is
+  # the path on the host to the actual folder. The second argument is
+  # the path on the guest to mount the folder. And the optional third
+  # argument is a set of non-required options.
+  config.vm.synced_folder ".", "/vagrant/freqtrade"
+  config.vm.synced_folder ".env", "/vagrant/freqtrade/.env", disabled: true
+  config.vm.synced_folder ".hyperopt", "/vagrant/freqtrade/.hyperopt", disabled: true
+
+
+  # Provider-specific configuration so you can fine-tune various
+  # backing providers for Vagrant. These expose provider-specific options.
+  # Example for VirtualBox:
+  #
+  config.vm.provider "virtualbox" do |vb|
+  #   # Display the VirtualBox GUI when booting the machine
+  #   vb.gui = true
+  #
+     # Customize the amount of memory on the VM:
+     vb.memory = "4096"
+     vb.cpus = "10"
+   end
+  #
+  # View the documentation for the provider you are using for more
+  # information on available options.
+
+  # Enable provisioning with a shell script. Additional provisioners such as
+  # Puppet, Chef, Ansible, Salt, and Docker are also available. Please see the
+  # documentation for more information about their specific syntax and use.
+  # config.vm.provision "shell", inline: <<-SHELL
+  #   apt-get update
+  #   apt-get install -y apache2
+  # SHELL
+end

config.json.example

@@ -9,23 +9,22 @@
         "ask_last_balance": 0.0
     },
     "exchange": {
-        "name": "bittrex",
+        "name": "binance",
         "key": "your_echange_key",
         "secret": "your_echange_secret",
         "pair_whitelist": [
-            "BTC_ETH",
+            "ETH/BTC",
-            "BTC_LTC",
+            "LTC/BTC",
-            "BTC_ETC",
+            "ETC/BTC",
-            "BTC_DASH",
+            "DASH/BTC",
-            "BTC_ZEC",
+            "ZEC/BTC",
-            "BTC_XLM",
+            "XLM/BTC",
-            "BTC_NXT",
+            "POWR/BTC",
-            "BTC_POWR",
+            "ADA/BTC",
-            "BTC_ADA",
+            "XMR/BTC"
-            "BTC_XMR"
         ],
         "pair_blacklist": [
-            "BTC_DOGE"
+            "DOGE/BTC"
         ]
     },
     "experimental": {

docs/backtesting.md

@@ -117,16 +117,16 @@ A backtesting result will look like that:
 ====================== BACKTESTING REPORT ================================
 pair        buy count    avg profit %    total profit BTC    avg duration
 --------  -----------  --------------  ------------------  --------------
-BTC_ETH            56           -0.67         -0.00075455            62.3
+ETH/BTC            56           -0.67         -0.00075455            62.3
-BTC_LTC            38           -0.48         -0.00036315            57.9
+LTC/BTC            38           -0.48         -0.00036315            57.9
-BTC_ETC            42           -1.15         -0.00096469            67.0
+ETC/BTC            42           -1.15         -0.00096469            67.0
-BTC_DASH           72           -0.62         -0.00089368            39.9
+DASH/BTC           72           -0.62         -0.00089368            39.9
-BTC_ZEC            45           -0.46         -0.00041387            63.2
+ZEC/BTC            45           -0.46         -0.00041387            63.2
-BTC_XLM            24           -0.88         -0.00041846            47.7
+XLM/BTC            24           -0.88         -0.00041846            47.7
-BTC_NXT            24            0.68          0.00031833            40.2
+NXT/BTC            24            0.68          0.00031833            40.2
-BTC_POWR           35            0.98          0.00064887            45.3
+POWR/BTC           35            0.98          0.00064887            45.3
-BTC_ADA            43           -0.39         -0.00032292            55.0
+ADA/BTC            43           -0.39         -0.00032292            55.0
-BTC_XMR            40           -0.40         -0.00032181            47.4
+XMR/BTC            40           -0.40         -0.00032181            47.4
 TOTAL             419           -0.41         -0.00348593            52.9
 ```
 

docs/configuration.md

@@ -17,7 +17,7 @@ The table below will list all configuration parameters.
 | `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
 | `stake_currency` | BTC | Yes | Crypto-currency used for trading.
 | `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
-| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
+| `ticker_interval` | 5m | No | The ticker interval to use (1m, 5m, 30m, 1h or 1d). Default is 5 minutes (5m).
 | `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below. 
 | `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode. 
 | `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file. 

freqtrade/__init__.py

@@ -14,3 +14,11 @@ class OperationalException(BaseException):
     Requires manual intervention.
     This happens when an exchange returns an unexpected error during runtime.
     """
+
+
+class NetworkException(BaseException):
+    """
+    Network related error.
+    This could happen when an exchange is congested, unavailable, or the user
+    has networking problems. Usually resolves itself after a time.
+    """

freqtrade/analyze.py

@@ -9,6 +9,7 @@ from typing import Dict, List
 import arrow
 from pandas import DataFrame, to_datetime
 
+from freqtrade.misc import ticker_interval_to_minutes
 from freqtrade.exchange import get_ticker_history
 from freqtrade.strategy.strategy import Strategy
 
@@ -32,7 +33,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
         .rename(columns=columns)
     if 'BV' in frame:
         frame.drop('BV', 1, inplace=True)
-    frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
+    frame['date'] = to_datetime(frame['date'], format='%Y-%m-%dT%H:%M:%S.%f')
     frame.sort_values('date', inplace=True)
     return frame
 
@@ -84,10 +85,11 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
 
 # FIX: Maybe return False, if an error has occured,
 #      Otherwise we might mask an error as an non-signal-scenario
-def get_signal(pair: str, interval: int) -> (bool, bool):
+def get_signal(pair: str, interval: str) -> (bool, bool):
     """
     Calculates current signal based several technical analysis indicators
-    :param pair: pair in format BTC_ANT or BTC-ANT
+    :param pair: pair in format ANT/BTC
+    :param interval: interval in string format (1m, 5m, 1h,...)
     :return: (Buy, Sell) A bool-tuple indicating buy/sell signal
     """
     ticker_hist = get_ticker_history(pair, interval)
@@ -112,7 +114,7 @@ def get_signal(pair: str, interval: int) -> (bool, bool):
 
     # Check if dataframe is out of date
     signal_date = arrow.get(latest['date'])
-    if signal_date < arrow.now() - timedelta(minutes=(interval + 5)):
+    if signal_date < arrow.now() - timedelta(minutes=(ticker_interval_to_minutes(interval) + 5)):
         logger.warning('Too old dataframe for pair %s', pair)
         return (False, False)  # return False ?
 

freqtrade/exchange/__init__.py

@@ -1,24 +1,25 @@
 # pragma pylint: disable=W0603
 """ Cryptocurrency Exchanges support """
-import enum
 import logging
 import ccxt
 from random import randint
 from typing import List, Dict, Any, Optional
+from datetime import datetime
 
 import arrow
-import requests
 from cachetools import cached, TTLCache
 
-from freqtrade import OperationalException
+from freqtrade import OperationalException, DependencyException, NetworkException
-from freqtrade.exchange.interface import Exchange
 
 logger = logging.getLogger(__name__)
 
 # Current selected exchange
-_API: Exchange = None
+_API: ccxt.Exchange = None
 _CONF: dict = {}
 
+# Cache for ticker data
+_TICKER_CACHE: dict = {}
+
 # Holds all open sell orders for dry_run
 _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
 
@@ -43,10 +44,10 @@ def init(config: dict) -> None:
     # Find matching class for the given exchange name
     name = exchange_config['name']
 
-    # TODO add check for a list of supported exchanges
+    if name not in ccxt.exchanges:
+        raise OperationalException('Exchange {} is not supported'.format(name))
 
     try:
-        # exchange_class = Exchanges[name.upper()].value
         _API = getattr(ccxt, name.lower())({
             'apiKey': exchange_config.get('key'),
             'secret': exchange_config.get('secret'),
@@ -54,9 +55,6 @@ def init(config: dict) -> None:
     except KeyError:
         raise OperationalException('Exchange {} is not supported'.format(name))
 
-    # we need load api markets
-    _API.load_markets()
-
     # Check if all pairs are available
     validate_pairs(config['exchange']['pair_whitelist'])
 
@@ -69,19 +67,16 @@ def validate_pairs(pairs: List[str]) -> None:
     :return: None
     """
 
-    if not _API.markets:
-        _API.load_markets()
-
     try:
-        markets = _API.markets
+        markets = _API.load_markets()
-    except requests.exceptions.RequestException as e:
+    except ccxt.BaseError as e:
         logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
         return
 
     stake_cur = _CONF['stake_currency']
     for pair in pairs:
         # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
-        pair = pair.replace('_', '/')
+        # pair = pair.replace('_', '/')
 
         # TODO: add a support for having coins in BTC/USDT format
         if not pair.endswith(stake_cur):
@@ -90,10 +85,10 @@ def validate_pairs(pairs: List[str]) -> None:
             )
         if pair not in markets:
             raise OperationalException(
-                'Pair {} is not available at {}'.format(pair, _API.name.lower()))
+                'Pair {} is not available at {}'.format(pair, _API.id.lower()))
 
 
-def buy(pair: str, rate: float, amount: float) -> str:
+def buy(pair: str, rate: float, amount: float) -> Dict:
     if _CONF['dry_run']:
         global _DRY_RUN_OPEN_ORDERS
         order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
@@ -106,12 +101,31 @@ def buy(pair: str, rate: float, amount: float) -> str:
             'opened': arrow.utcnow().datetime,
             'closed': arrow.utcnow().datetime,
         }
-        return order_id
+        return {'id': order_id}
 
-    return _API.buy(pair, rate, amount)
+    try:
+        return _API.create_limit_buy_order(pair, amount, rate)
+    except ccxt.InsufficientFunds as e:
+        raise DependencyException(
+            'Insufficient funds to create limit buy order on market {}.'
+            'Tried to buy amount {} at rate {} (total {}).'
+            'Message: {}'.format(pair, amount, rate, rate*amount, e)
+        )
+    except ccxt.InvalidOrder as e:
+        raise DependencyException(
+            'Could not create limit buy order on market {}.'
+            'Tried to buy amount {} at rate {} (total {}).'
+            'Message: {}'.format(pair, amount, rate, rate*amount, e)
+        )
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not place buy order due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
-def sell(pair: str, rate: float, amount: float) -> str:
+def sell(pair: str, rate: float, amount: float) -> Dict:
     if _CONF['dry_run']:
         global _DRY_RUN_OPEN_ORDERS
         order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
@@ -124,62 +138,160 @@ def sell(pair: str, rate: float, amount: float) -> str:
             'opened': arrow.utcnow().datetime,
             'closed': arrow.utcnow().datetime,
         }
-        return order_id
+        return {'id': order_id}
 
-    return _API.sell(pair, rate, amount)
+    try:
+        return _API.create_limit_sell_order(pair, amount, rate)
+    except ccxt.InsufficientFunds as e:
+        raise DependencyException(
+            'Insufficient funds to create limit sell order on market {}.'
+            'Tried to sell amount {} at rate {} (total {}).'
+            'Message: {}'.format(pair, amount, rate, rate*amount, e)
+        )
+    except ccxt.InvalidOrder as e:
+        raise DependencyException(
+            'Could not create limit sell order on market {}.'
+            'Tried to sell amount {} at rate {} (total {}).'
+            'Message: {}'.format(pair, amount, rate, rate*amount, e)
+        )
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not place sell order due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
 def get_balance(currency: str) -> float:
     if _CONF['dry_run']:
         return 999.9
 
-    return _API.fetch_balance()[currency]
+    # ccxt exception is already handled by get_balances
+    balances = get_balances()
+    return balances[currency]['free']
 
 
-def get_balances():
+def get_balances() -> dict:
     if _CONF['dry_run']:
-        return []
+        return {}
 
-    return _API.fetch_balance()
+    try:
+        balances = _API.fetch_balance()
+        # Remove additional info from ccxt results
+        balances.pop("info", None)
+        balances.pop("free", None)
+        balances.pop("total", None)
+        balances.pop("used", None)
+
+        return balances
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not get balance due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
 def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
-    return _API.get_ticker(pair, refresh)
+    global _TICKER_CACHE
+    try:
+        if not refresh:
+            if _TICKER_CACHE:
+                return _TICKER_CACHE
+        _TICKER_CACHE = _API.fetch_ticker(pair)
+        return _TICKER_CACHE
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not load tickers due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
 @cached(TTLCache(maxsize=100, ttl=30))
-def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
+def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
-    return _API.get_ticker_history(pair, tick_interval)
+    if 'fetchOHLCV' not in _API.has or not _API.has['fetchOHLCV']:
+        raise OperationalException(
+            'Exhange {} does not support fetching historical candlestick data.'.format(_API.name)
+        )
+
+    try:
+        history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
+        history_json = []
+        for candlestick in history:
+            history_json.append({
+                'T': datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
+                'O': candlestick[1],
+                'H': candlestick[2],
+                'L': candlestick[3],
+                'C': candlestick[4],
+                'V': candlestick[5],
+            })
+        return history_json
+    except IndexError as e:
+        logger.warning('Empty ticker history. Msg %s', str(e))
+        return []
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not load ticker history due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
 
 
-def cancel_order(order_id: str) -> None:
+def cancel_order(order_id: str, pair: str) -> None:
     if _CONF['dry_run']:
         return
 
-    return _API.cancel_order(order_id)
+    try:
+        return _API.cancel_order(order_id, pair)
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not get order due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.InvalidOrder as e:
+        raise DependencyException(
+            'Could not cancel order. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
-def get_order(order_id: str) -> Dict:
+def get_order(order_id: str, pair: str) -> Dict:
     if _CONF['dry_run']:
         order = _DRY_RUN_OPEN_ORDERS[order_id]
         order.update({
             'id': order_id
         })
         return order
-
+    try:
-    return _API.get_order(order_id)
+        return _API.fetch_order(order_id, pair)
+    except ccxt.NetworkError as e:
+        raise NetworkException(
+            'Could not get order due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.InvalidOrder as e:
+        raise DependencyException(
+            'Could not get order. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
+# TODO: reimplement, not part of ccxt
 def get_pair_detail_url(pair: str) -> str:
-    return _API.get_pair_detail_url(pair)
+    return ""
 
 
-def get_markets() -> List[str]:
+def get_markets() -> List[dict]:
-    return _API.get_markets()
+    try:
-
+        return _API.fetch_markets()
-
+    except ccxt.NetworkError as e:
-def get_market_summaries() -> List[Dict]:
+        raise NetworkException(
-    return _API.public_get_marketsummaries()['result']
+            'Could not load markets due to networking error. Message: {}'.format(e)
+        )
+    except ccxt.BaseError as e:
+        raise OperationalException(e)
 
 
 def get_name() -> str:
@@ -187,16 +299,8 @@ def get_name() -> str:
 
 
 def get_fee() -> float:
-    return _API.fee
+    # validate that markets are loaded before trying to get fee
+    if _API.markets is None or len(_API.markets) == 0:
+        _API.load_markets()
 
-
+    return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate']
-def get_wallet_health() -> List[Dict]:
-    data =  _API.request('Currencies/GetWalletHealth', api='v2')
-    if not data['success']:
-        raise OperationalException('{}'.format(data['message']))
-    return [{
-        'Currency': entry['Health']['Currency'],
-        'IsActive': entry['Health']['IsActive'],
-        'LastChecked': entry['Health']['LastChecked'],
-        'Notice': entry['Currency'].get('Notice'),
-    } for entry in data['result']]

freqtrade/exchange/interface.py

@@ -1,172 +0,0 @@
-from abc import ABC, abstractmethod
-from typing import Dict, List, Optional
-
-
-class Exchange(ABC):
-    @property
-    def name(self) -> str:
-        """
-        Name of the exchange.
-        :return: str representation of the class name
-        """
-        return self.__class__.__name__
-
-    @property
-    def fee(self) -> float:
-        """
-        Fee for placing an order
-        :return: percentage in float
-        """
-
-    @abstractmethod
-    def buy(self, pair: str, rate: float, amount: float) -> str:
-        """
-        Places a limit buy order.
-        :param pair: Pair as str, format: BTC_ETH
-        :param rate: Rate limit for order
-        :param amount: The amount to purchase
-        :return: order_id of the placed buy order
-        """
-
-    @abstractmethod
-    def sell(self, pair: str, rate: float, amount: float) -> str:
-        """
-        Places a limit sell order.
-        :param pair: Pair as str, format: BTC_ETH
-        :param rate: Rate limit for order
-        :param amount: The amount to sell
-        :return: order_id of the placed sell order
-        """
-
-    @abstractmethod
-    def get_balance(self, currency: str) -> float:
-        """
-        Gets account balance.
-        :param currency: Currency as str, format: BTC
-        :return: float
-        """
-
-    @abstractmethod
-    def get_balances(self) -> List[dict]:
-        """
-        Gets account balances across currencies
-        :return: List of dicts, format: [
-          {
-            'Currency': str,
-            'Balance': float,
-            'Available': float,
-            'Pending': float,
-          }
-          ...
-        ]
-        """
-
-    @abstractmethod
-    def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
-        """
-        Gets ticker for given pair.
-        :param pair: Pair as str, format: BTC_ETC
-        :param refresh: Shall we query a new value or a cached value is enough
-        :return: dict, format: {
-            'bid': float,
-            'ask': float,
-            'last': float
-        }
-        """
-
-    @abstractmethod
-    def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
-        """
-        Gets ticker history for given pair.
-        :param pair: Pair as str, format: BTC_ETC
-        :param tick_interval: ticker interval in minutes
-        :return: list, format: [
-            {
-                'O': float,       (Open)
-                'H': float,       (High)
-                'L': float,       (Low)
-                'C': float,       (Close)
-                'V': float,       (Volume)
-                'T': datetime,    (Time)
-                'BV': float,      (Base Volume)
-            },
-            ...
-        ]
-        """
-
-    def get_order(self, order_id: str) -> Dict:
-        """
-        Get order details for the given order_id.
-        :param order_id: ID as str
-        :return: dict, format: {
-            'id': str,
-            'type': str,
-            'pair': str,
-            'opened': str ISO 8601 datetime,
-            'closed': str ISO 8601 datetime,
-            'rate': float,
-            'amount': float,
-            'remaining': int
-        }
-        """
-
-    @abstractmethod
-    def cancel_order(self, order_id: str) -> None:
-        """
-        Cancels order for given order_id.
-        :param order_id: ID as str
-        :return: None
-        """
-
-    @abstractmethod
-    def get_pair_detail_url(self, pair: str) -> str:
-        """
-        Returns the market detail url for the given pair.
-        :param pair: Pair as str, format: BTC_ETC
-        :return: URL as str
-        """
-
-    @abstractmethod
-    def get_markets(self) -> List[str]:
-        """
-        Returns all available markets.
-        :return: List of all available pairs
-        """
-
-    @abstractmethod
-    def get_market_summaries(self) -> List[Dict]:
-        """
-        Returns a 24h market summary for all available markets
-        :return: list, format: [
-            {
-                'MarketName': str,
-                'High': float,
-                'Low': float,
-                'Volume': float,
-                'Last': float,
-                'TimeStamp': datetime,
-                'BaseVolume': float,
-                'Bid': float,
-                'Ask': float,
-                'OpenBuyOrders': int,
-                'OpenSellOrders': int,
-                'PrevDay': float,
-                'Created': datetime
-            },
-            ...
-        ]
-        """
-
-    @abstractmethod
-    def get_wallet_health(self) -> List[Dict]:
-        """
-        Returns a list of all wallet health information
-        :return: list, format: [
-            {
-                'Currency': str,
-                'IsActive': bool,
-                'LastChecked': str,
-                'Notice': str
-            },
-            ...
-        """

freqtrade/main.py

@@ -1,6 +1,5 @@
 #!/usr/bin/env python3
 import copy
-import json
 import logging
 import sys
 import time
@@ -9,10 +8,9 @@ from datetime import datetime
 from typing import Dict, List, Optional, Any
 
 import arrow
-import requests
 from cachetools import cached, TTLCache
 
-from freqtrade import (DependencyException, OperationalException, __version__,
+from freqtrade import (DependencyException, OperationalException, NetworkException, __version__,
                        exchange, persistence, rpc)
 from freqtrade.analyze import get_signal
 from freqtrade.fiat_convert import CryptoToFiatConverter
@@ -33,21 +31,23 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
     :return: the list of pairs the user wants to trade without the one unavailable or black_listed
     """
     sanitized_whitelist = whitelist
-    health = exchange.get_wallet_health()
+    markets = exchange.get_markets()
+
+    markets = [m for m in markets if m['quote'] == _CONF['stake_currency']]
     known_pairs = set()
-    for status in health:
+    for market in markets:
-        pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
+        pair = market['symbol']
         # pair is not int the generated dynamic market, or in the blacklist ... ignore it
         if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
             continue
         # else the pair is valid
         known_pairs.add(pair)
         # Market is not active
-        if not status['IsActive']:
+        if not market['active']:
             sanitized_whitelist.remove(pair)
             logger.info(
-                'Ignoring %s from whitelist (reason: %s).',
+                'Ignoring %s from whitelist. Market is not active.',
-                pair, status.get('Notice') or 'wallet is not active'
+                pair
             )
 
     # We need to remove pairs that are unknown
@@ -85,7 +85,7 @@ def process_maybe_execute_sell(trade, interval):
     if trade.open_order_id:
         # Update trade with order values
         logger.info('Got open order for %s', trade)
-        trade.update(exchange.get_order(trade.open_order_id))
+        trade.update(exchange.get_order(trade.open_order_id, trade.pair))
 
     if trade.is_open and trade.open_order_id is None:
         # Check if we can sell our current pair
@@ -126,7 +126,7 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
             check_handle_timedout(_CONF['unfilledtimeout'])
             Trade.session.flush()
 
-    except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
+    except (NetworkException, DependencyException) as error:
         logger.warning(
             'Got %s in _process(), retrying in 30 seconds...',
             error
@@ -149,7 +149,7 @@ def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
     """Buy timeout - cancel order
     :return: True if order was fully cancelled
     """
-    exchange.cancel_order(trade.open_order_id)
+    exchange.cancel_order(trade.open_order_id, trade.pair)
     if order['remaining'] == order['amount']:
         # if trade is not partially completed, just delete the trade
         Trade.session.delete(trade)
@@ -180,7 +180,7 @@ def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
     """
     if order['remaining'] == order['amount']:
         # if trade is not partially completed, just cancel the trade
-        exchange.cancel_order(trade.open_order_id)
+        exchange.cancel_order(trade.open_order_id, trade.pair)
         trade.close_rate = None
         trade.close_profit = None
         trade.close_date = None
@@ -205,8 +205,8 @@ def check_handle_timedout(timeoutvalue: int) -> None:
 
     for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
         try:
-            order = exchange.get_order(trade.open_order_id)
+            order = exchange.get_order(trade.open_order_id, trade.pair)
-        except requests.exceptions.RequestException:
+        except (NetworkException, DependencyException):
             logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
             continue
         ordertime = arrow.get(order['opened'])
@@ -229,7 +229,8 @@ def execute_sell(trade: Trade, limit: float) -> None:
     :return: None
     """
     # Execute sell and update trade record
-    order_id = exchange.sell(str(trade.pair), limit, trade.amount)
+    order = exchange.sell(str(trade.pair), limit, trade.amount)
+    order_id = order['id']
     trade.open_order_id = order_id
 
     fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
@@ -301,7 +302,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
     # Check if time matches and current rate is above threshold
     time_diff = (current_time - trade.open_date).total_seconds() / 60
     for duration, threshold in sorted(strategy.minimal_roi.items()):
-        if time_diff > float(duration) and current_profit > threshold:
+        if time_diff >= float(duration) and current_profit > threshold:
             return True
 
     logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', float(current_profit) * 100.0)
@@ -402,7 +403,8 @@ def create_trade(stake_amount: float, interval: int) -> bool:
     buy_limit = get_target_bid(exchange.get_ticker(pair))
     amount = stake_amount / buy_limit
 
-    order_id = exchange.buy(pair, buy_limit, amount)
+    order = exchange.buy(pair, buy_limit, amount)
+    order_id = order['id']
 
     fiat_converter = CryptoToFiatConverter()
     stake_amount_fiat = fiat_converter.convert_amount(
@@ -427,7 +429,7 @@ def create_trade(stake_amount: float, interval: int) -> bool:
         fee=exchange.get_fee(),
         open_rate=buy_limit,
         open_date=datetime.utcnow(),
-        exchange=exchange.get_name().upper(),
+        exchange=exchange.get_name().lower(),
         open_order_id=order_id
     )
     Trade.session.add(trade)
@@ -467,13 +469,12 @@ def gen_pair_whitelist(base_currency: str, key: str = 'BaseVolume') -> List[str]
     :return: List of pairs
     """
 
-    summaries = sorted(
+    pairs = sorted(
-        (s for s in exchange.get_market_summaries() if s['MarketName'].endswith(base_currency)),
+        [s['symbol'] for s in exchange.get_markets() if s['quote'] == base_currency],
-        key=lambda s: s.get(key) or 0.0,
         reverse=True
     )
 
-    return [s['MarketName'].replace('-', '_') for s in summaries]
+    return pairs
 
 
 def cleanup() -> None:
@@ -553,7 +554,7 @@ def main(sysargv=sys.argv[1:]) -> int:
                     _process,
                     min_secs=_CONF['internals'].get('process_throttle_secs', 10),
                     nb_assets=args.dynamic_whitelist,
-                    interval=int(_CONF.get('ticker_interval', 5))
+                    interval=_CONF.get('ticker_interval', '5m')
                 )
             old_state = new_state
     except KeyboardInterrupt:

freqtrade/misc.py

@@ -60,6 +60,10 @@ def common_datearray(dfs):
     return np.sort(arr, axis=0)
 
 
+def ticker_interval_to_minutes(interval) -> int:
+    return TICKER_INTERVAL_MINUTES[interval]
+
+
 def file_dump_json(filename, data) -> None:
     with open(filename, 'w') as fp:
         json.dump(data, fp)
@@ -216,11 +220,10 @@ def backtesting_options(parser: argparse.ArgumentParser) -> None:
     )
     parser.add_argument(
         '-i', '--ticker-interval',
-        help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
+        help='specify ticker interval (1m, 5m, 30m, 1h, 12h)',
         dest='ticker_interval',
-        default=5,
+        default='5m',
-        type=int,
+        type=str
-        metavar='INT',
     )
     parser.add_argument(
         '--realistic-simulation',
@@ -271,9 +274,8 @@ def hyperopt_options(parser: argparse.ArgumentParser) -> None:
         '-i', '--ticker-interval',
         help='specify ticker interval in minutes (default: 5)',
         dest='ticker_interval',
-        default=5,
+        default='5m',
-        type=int,
+        type=str,
-        metavar='INT',
     )
     parser.add_argument(
         '--timerange',
@@ -331,12 +333,26 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
     hyperopt_options(hyperopt_cmd)
 
 
+TICKER_INTERVAL_MINUTES = {
+    '1m': 1,
+    '5m': 5,
+    '15m': 15,
+    '30m': 30,
+    '1h': 60,
+    '2h': 120,
+    '4h': 240,
+    '6h': 360,
+    '12h': 720,
+    '1d': 1440,
+    '1w': 10080,
+}
+
 # Required json-schema for user specified config
 CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': 'integer', 'minimum': 1},
-        'ticker_interval': {'type': 'integer', 'enum': [1, 5, 30, 60, 1440]},
+        'ticker_interval': {'type': 'string', 'enum': ['1m', '5m', '30m', '1h', '12h']},
         'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
         'stake_amount': {'type': 'number', 'minimum': 0.0005},
         'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',

freqtrade/optimize/__init__.py

@@ -33,6 +33,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval, timerange=None):
     :return dict OR empty if unsuccesful
     """
     path = make_testdata_path(datadir)
+    pair = pair.replace('/', '_')
     file = '{abspath}/{pair}-{ticker_interval}.json'.format(
         abspath=path,
         pair=pair,
@@ -56,7 +57,7 @@ def load_tickerdata_file(datadir, pair, ticker_interval, timerange=None):
     return pairdata
 
 
-def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
+def load_data(datadir: str, ticker_interval: str, pairs: Optional[List[str]] = None,
               refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
@@ -101,13 +102,13 @@ def make_testdata_path(datadir: str) -> str:
                                                    '..', 'tests', 'testdata'))
 
 
-def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
+def download_pairs(datadir, pairs: List[str], ticker_interval: str) -> bool:
     """For each pairs passed in parameters, download the ticker intervals"""
     for pair in pairs:
         try:
             download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
         except BaseException:
-            logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
+            logger.info('Failed to download the pair: "{pair}", Interval: {interval}'.format(
                 pair=pair,
                 interval=ticker_interval,
             ))
@@ -121,7 +122,7 @@ def file_dump_json(filename, data):
 
 
 # FIX: 20180110, suggest rename interval to tick_interval
-def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool:
+def download_backtesting_testdata(datadir: str, pair: str, interval: str = '5m') -> bool:
     """
     Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
     Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
@@ -130,12 +131,12 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     """
 
     path = make_testdata_path(datadir)
-    logger.info('Download the pair: "{pair}", Interval: {interval} min'.format(
+    logger.info('Downloading the pair: "{pair}", Interval: {interval}'.format(
         pair=pair,
         interval=interval,
     ))
 
-    filepair = pair.replace("-", "_")
+    filepair = pair.replace("/", "_")
     filename = os.path.join(path, '{pair}-{interval}.json'.format(
         pair=filepair,
         interval=interval,
@@ -151,14 +152,12 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
         logger.debug("Current Start: None")
         logger.debug("Current End: None")
 
-    new_data = get_ticker_history(pair=pair, tick_interval=int(interval))
+    new_data = get_ticker_history(pair=pair, tick_interval=interval)
-    for row in new_data:
-        if row not in data:
-            data.append(row)
-    logger.debug("New Start: {}".format(data[1]['T']))
-    logger.debug("New End: {}".format(data[-1:][0]['T']))
-    data = sorted(data, key=lambda data: data['T'])
 
-    misc.file_dump_json(filename, data)
+    logger.debug("New Start: {}".format(new_data[1]['T']))
+    logger.debug("New End: {}".format(new_data[-1]['T']))
+    data = sorted(data, key=lambda data_json: data_json['T'])
+
+    misc.file_dump_json(filename, new_data)
 
     return True

freqtrade/optimize/backtesting.py

@@ -3,6 +3,7 @@
 import logging
 from typing import Dict, Tuple
 
+import ccxt
 import arrow
 from pandas import DataFrame, Series
 from tabulate import tabulate
@@ -48,7 +49,7 @@ def generate_text_table(
             len(result.index),
             result.profit_percent.mean() * 100.0,
             result.profit_BTC.sum(),
-            result.duration.mean() * ticker_interval,
+            result.duration.mean() * misc.ticker_interval_to_minutes(ticker_interval),
             len(result[result.profit_BTC > 0]),
             len(result[result.profit_BTC < 0])
         ])
@@ -59,7 +60,7 @@ def generate_text_table(
         len(results.index),
         results.profit_percent.mean() * 100.0,
         results.profit_BTC.sum(),
-        results.duration.mean() * ticker_interval,
+        results.duration.mean() * misc.ticker_interval_to_minutes(ticker_interval),
         len(results[results.profit_BTC > 0]),
         len(results[results.profit_BTC < 0])
     ])
@@ -113,7 +114,7 @@ def backtest(args) -> DataFrame:
     records = []
     trades = []
     trade_count_lock: dict = {}
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance()
     for pair, pair_data in processed.items():
         pair_data['buy'], pair_data['sell'] = 0, 0
         ticker = populate_sell_trend(populate_buy_trend(pair_data))
@@ -164,7 +165,7 @@ def start(args):
         format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
     )
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance()
 
     logger.info('Using config: %s ...', args.config)
     config = misc.load_config(args.config)

freqtrade/optimize/hyperopt.py

@@ -17,6 +17,7 @@ import talib.abstract as ta
 from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
 from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
+import ccxt
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 # Monkey patch config
@@ -448,7 +449,7 @@ def start(args):
 
     TOTAL_TRIES = args.epochs
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance()
 
     # Initialize logger
     logging.basicConfig(

freqtrade/rpc/telegram.py

@@ -94,6 +94,7 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[
     :param command_handler: Telegram CommandHandler
     :return: decorated function
     """
+
     def wrapper(*args, **kwargs):
         update = kwargs.get('update') or args[1]
 
@@ -108,6 +109,7 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[
             return command_handler(*args, **kwargs)
         except BaseException:
             logger.exception('Exception occurred within Telegram module')
+
     return wrapper
 
 
@@ -138,7 +140,7 @@ def _status(bot: Bot, update: Update) -> None:
         for trade in trades:
             order = None
             if trade.open_order_id:
-                order = exchange.get_order(trade.open_order_id)
+                order = exchange.get_order(trade.open_order_id, trade.pair)
             # calculate profit and send message to user
             current_rate = exchange.get_ticker(trade.pair, False)['bid']
             current_profit = trade.calc_profit_percent(current_rate)
@@ -238,9 +240,9 @@ def _daily(bot: Bot, update: Update) -> None:
         profitday = today - timedelta(days=day)
         trades = Trade.query \
             .filter(Trade.is_open.is_(False)) \
-            .filter(Trade.close_date >= profitday)\
+            .filter(Trade.close_date >= profitday) \
-            .filter(Trade.close_date < (profitday + timedelta(days=1)))\
+            .filter(Trade.close_date < (profitday + timedelta(days=1))) \
-            .order_by(Trade.close_date)\
+            .order_by(Trade.close_date) \
             .all()
         curdayprofit = sum(trade.calc_profit() for trade in trades)
         profit_days[profitday] = {
@@ -385,42 +387,42 @@ def _balance(bot: Bot, update: Update) -> None:
     Returns current account balance per crypto
     """
     output = ''
-    balances = [
+    balances = {
-        c for c in exchange.get_balances()
+        k: c for k, c in exchange.get_balances().items()
-        if c['Balance'] or c['Available'] or c['Pending']
+        if c['total'] or c['free'] or c['used']
-    ]
+    }
     if not balances:
         send_msg('`All balances are zero.`')
         return
 
     total = 0.0
-    for currency in balances:
+    for coin, balance in balances.items():
-        coin = currency['Currency']
         if coin == 'BTC':
-            currency["Rate"] = 1.0
+            balance["rate"] = 1.0
         else:
             if coin == 'USDT':
-                currency["Rate"] = 1.0 / exchange.get_ticker('USDT_BTC', False)['bid']
+                balance["rate"] = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
             else:
-                currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid']
+                balance["rate"] = exchange.get_ticker(coin + '/BTC', False)['bid']
-        currency['BTC'] = currency["Rate"] * currency["Balance"]
+        balance['BTCequiv'] = balance["rate"] * balance["total"]
-        total = total + currency['BTC']
+        balance['coin'] = coin
-        output += """*Currency*: {Currency}
+        total = total + balance['BTCequiv']
-*Available*: {Available}
+        output += """*Currency*: {coin}
-*Balance*: {Balance}
+                    *Available*: {free}
-*Pending*: {Pending}
+                    *Balance*: {total}
-*Est. BTC*: {BTC: .8f}
+                    *Pending*: {used}
+                    *Est. BTC*: {BTCequiv: .8f}
 
-""".format(**currency)
+                    """.format(**balance)
 
     symbol = _CONF['fiat_display_currency']
     value = _FIAT_CONVERT.convert_amount(
         total, 'BTC', symbol
     )
     output += """*Estimated Value*:
-*BTC*: {0: .8f}
+                *BTC*: {0: .8f}
-*{1}*: {2: .2f}
+                *{1}*: {2: .2f}
-""".format(total, symbol, value)
+                """.format(total, symbol, value)
     send_msg(output)
 
 
@@ -597,11 +599,11 @@ def shorten_date(_date):
 def _exec_forcesell(trade: Trade) -> None:
     # Check if there is there is an open order
     if trade.open_order_id:
-        order = exchange.get_order(trade.open_order_id)
+        order = exchange.get_order(trade.open_order_id, trade.pair)
 
         # Cancel open LIMIT_BUY orders and close trade
         if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
-            exchange.cancel_order(trade.open_order_id)
+            exchange.cancel_order(trade.open_order_id, trade.pair)
             trade.close(order.get('rate') or trade.open_rate)
             # TODO: sell amount which has been bought already
             return

freqtrade/tests/conftest.py

@@ -30,7 +30,7 @@ def default_conf():
         "stake_currency": "BTC",
         "stake_amount": 0.001,
         "fiat_display_currency": "USD",
-        "ticker_interval": 5,
+        "ticker_interval": "5m",
         "dry_run": True,
         "minimal_roi": {
             "40": 0.0,
@@ -44,16 +44,16 @@ def default_conf():
             "ask_last_balance": 0.0
         },
         "exchange": {
-            "name": "bittrex",
+            "name": "binance",
             "enabled": True,
             "key": "key",
             "secret": "secret",
             "pair_whitelist": [
-                "BTC_ETH",
+                "ETH/BTC",
-                "BTC_TKN",
+                "TKN/BTC",
-                "BTC_TRST",
+                "TRST/BTC",
-                "BTC_SWT",
+                "SWT/BTC",
-                "BTC_BCC"
+                "BCC/BTC"
             ]
         },
         "telegram": {
@@ -150,7 +150,7 @@ def limit_buy_order_old():
     return {
         'id': 'mocked_limit_buy_old',
         'type': 'LIMIT_BUY',
-        'pair': 'BTC_ETH',
+        'pair': 'ETH/BTC',
         'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
         'rate': 0.00001099,
         'amount': 90.99181073,
@@ -163,7 +163,7 @@ def limit_sell_order_old():
     return {
         'id': 'mocked_limit_sell_old',
         'type': 'LIMIT_SELL',
-        'pair': 'BTC_ETH',
+        'pair': 'ETH/BTC',
         'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
         'rate': 0.00001099,
         'amount': 90.99181073,
@@ -176,7 +176,7 @@ def limit_buy_order_old_partial():
     return {
         'id': 'mocked_limit_buy_old_partial',
         'type': 'LIMIT_BUY',
-        'pair': 'BTC_ETH',
+        'pair': 'ETH/BTC',
         'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
         'rate': 0.00001099,
         'amount': 90.99181073,
@@ -198,6 +198,36 @@ def limit_sell_order():
     }
 
 
+@pytest.fixture
+def ticker_history_api():
+    return [
+        [
+            1511686200000,  # unix timestamp ms
+            8.794e-05,  # open
+            8.948e-05,  # high
+            8.794e-05,  # low
+            8.88e-05,  # close
+            0.0877869,  # volume (in quote currency)
+        ],
+        [
+            1511686500000,
+            8.88e-05,
+            8.942e-05,
+            8.88e-05,
+            8.893e-05,
+            0.05874751,
+        ],
+        [
+            1511686800,
+            8.891e-05,
+            8.893e-05,
+            8.875e-05,
+            8.877e-05,
+            0.7039405
+        ]
+    ]
+
+
 @pytest.fixture
 def ticker_history():
     return [
@@ -263,7 +293,7 @@ def ticker_history_without_bv():
 
 @pytest.fixture
 def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+    with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
         return parse_ticker_dataframe(json.load(data_file))
 
 

freqtrade/tests/exchange/test_exchange.py

@@ -1,12 +1,12 @@
 # pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
 # pragma pylint: disable=protected-access
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 from random import randint
 import logging
-from requests.exceptions import RequestException
+import ccxt
 import pytest
 
-from freqtrade import OperationalException
+from freqtrade import OperationalException, DependencyException, NetworkException
 from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
     get_ticker, get_ticker_history, cancel_order, get_name, get_fee
 import freqtrade.exchange as exchange
@@ -42,9 +42,12 @@ def test_init_exception(default_conf):
 
 def test_validate_pairs(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(return_value=[
+    api_mock.load_markets = MagicMock(return_value={
-        'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC',
+        'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
-    ])
+    })
+    id_mock = PropertyMock(return_value='test_exchange')
+    type(api_mock).id = id_mock
+
     mocker.patch('freqtrade.exchange._API', api_mock)
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
     validate_pairs(default_conf['exchange']['pair_whitelist'])
@@ -52,7 +55,7 @@ def test_validate_pairs(default_conf, mocker):
 
 def test_validate_pairs_not_available(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(return_value=[])
+    api_mock.load_markets = MagicMock(return_value={})
     mocker.patch('freqtrade.exchange._API', api_mock)
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
     with pytest.raises(OperationalException, match=r'not available'):
@@ -61,8 +64,9 @@ def test_validate_pairs_not_available(default_conf, mocker):
 
 def test_validate_pairs_not_compatible(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(
+    api_mock.load_markets = MagicMock(return_value={
-        return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT'])
+        'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
+    })
     default_conf['stake_currency'] = 'ETH'
     mocker.patch('freqtrade.exchange._API', api_mock)
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
@@ -72,10 +76,9 @@ def test_validate_pairs_not_compatible(default_conf, mocker):
 
 def test_validate_pairs_exception(default_conf, mocker, caplog):
     api_mock = MagicMock()
-    api_mock.get_markets = MagicMock(side_effect=RequestException())
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
     mocker.patch('freqtrade.exchange._API', api_mock)
 
-    # with pytest.raises(RequestException, match=r'Unable to validate pairs'):
     validate_pairs(default_conf['exchange']['pair_whitelist'])
     assert ('freqtrade.exchange',
             logging.WARNING,
@@ -87,38 +90,100 @@ def test_buy_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
+    order = buy(pair='ETH/BTC', rate=200, amount=1)
+    assert 'id' in order
+    assert 'dry_run_buy_' in order['id']
 
 
 def test_buy_prod(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.buy = MagicMock(
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-        return_value='dry_run_buy_{}'.format(randint(0, 10**6)))
+    api_mock.create_limit_buy_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     default_conf['dry_run'] = False
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
+    order = buy(pair='ETH/BTC', rate=200, amount=1)
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        buy(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(DependencyException):
+        api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        buy(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(NetworkException):
+        api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        buy(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(OperationalException):
+        api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        buy(pair='ETH/BTC', rate=200, amount=1)
 
 
 def test_sell_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
+    order = sell(pair='ETH/BTC', rate=200, amount=1)
+    assert 'id' in order
+    assert 'dry_run_sell_' in order['id']
 
 
 def test_sell_prod(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.sell = MagicMock(
+    order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
-        return_value='dry_run_sell_{}'.format(randint(0, 10**6)))
+    api_mock.create_limit_sell_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     default_conf['dry_run'] = False
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
+    order = sell(pair='ETH/BTC', rate=200, amount=1)
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        sell(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(DependencyException):
+        api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        sell(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(NetworkException):
+        api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        sell(pair='ETH/BTC', rate=200, amount=1)
+
+    with pytest.raises(OperationalException):
+        api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        sell(pair='ETH/BTC', rate=200, amount=1)
 
 
 def test_get_balance_dry_run(default_conf, mocker):
@@ -130,7 +195,7 @@ def test_get_balance_dry_run(default_conf, mocker):
 
 def test_get_balance_prod(default_conf, mocker):
     api_mock = MagicMock()
-    api_mock.get_balance = MagicMock(return_value=123.4)
+    api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     default_conf['dry_run'] = False
@@ -138,36 +203,51 @@ def test_get_balance_prod(default_conf, mocker):
 
     assert get_balance(currency='BTC') == 123.4
 
+    with pytest.raises(OperationalException):
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        get_balance(currency='BTC')
+
 
 def test_get_balances_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert get_balances() == []
+    assert get_balances() == {}
 
 
 def test_get_balances_prod(default_conf, mocker):
     balance_item = {
-        'Currency': '1ST',
+        'free': 10.0,
-        'Balance': 10.0,
+        'total': 10.0,
-        'Available': 10.0,
+        'used': 0.0
-        'Pending': 0.0,
-        'CryptoAddress': None
     }
 
     api_mock = MagicMock()
-    api_mock.get_balances = MagicMock(
+    api_mock.fetch_balance = MagicMock(return_value={
-        return_value=[balance_item, balance_item, balance_item])
+        '1ST': balance_item,
+        '2ST': balance_item,
+        '3ST': balance_item
+    })
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     default_conf['dry_run'] = False
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
     assert len(get_balances()) == 3
-    assert get_balances()[0]['Currency'] == '1ST'
+    assert get_balances()['1ST']['free'] == 10.0
-    assert get_balances()[0]['Balance'] == 10.0
+    assert get_balances()['1ST']['total'] == 10.0
-    assert get_balances()[0]['Available'] == 10.0
+    assert get_balances()['1ST']['used'] == 0.0
-    assert get_balances()[0]['Pending'] == 0.0
+
+    with pytest.raises(NetworkException):
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        get_balances()
+
+    with pytest.raises(OperationalException):
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        get_balances()
 
 
 # This test is somewhat redundant with
@@ -175,57 +255,117 @@ def test_get_balances_prod(default_conf, mocker):
 def test_get_ticker(default_conf, mocker):
     maybe_init_api(default_conf, mocker)
     api_mock = MagicMock()
-    tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
+    tick = {
-    api_mock.get_ticker = MagicMock(return_value=tick)
+        'symbol': 'ETH/BTC',
-    mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
+        'bid': 0.00001098,
+        'ask': 0.00001099,
+        'last': 0.0001,
+    }
+    api_mock.fetch_ticker = MagicMock(return_value=tick)
+    mocker.patch('freqtrade.exchange._API', api_mock)
 
     # retrieve original ticker
-    ticker = get_ticker(pair='BTC_ETH')
+    ticker = get_ticker(pair='ETH/BTC')
     assert ticker['bid'] == 0.00001098
     assert ticker['ask'] == 0.00001099
 
     # change the ticker
-    tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}}
+    tick = {
-    api_mock.get_ticker = MagicMock(return_value=tick)
+        'symbol': 'ETH/BTC',
-    mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
+        'bid': 0.5,
+        'ask': 1,
+        'last': 42,
+    }
+    api_mock.fetch_ticker = MagicMock(return_value=tick)
+    mocker.patch('freqtrade.exchange._API', api_mock)
 
     # if not caching the result we should get the same ticker
     # if not fetching a new result we should get the cached ticker
-    ticker = get_ticker(pair='BTC_ETH', refresh=False)
+    ticker = get_ticker(pair='ETH/BTC', refresh=False)
     assert ticker['bid'] == 0.00001098
     assert ticker['ask'] == 0.00001099
 
     # force ticker refresh
-    ticker = get_ticker(pair='BTC_ETH', refresh=True)
+    ticker = get_ticker(pair='ETH/BTC', refresh=True)
     assert ticker['bid'] == 0.5
     assert ticker['ask'] == 1
 
+    with pytest.raises(NetworkException):
+        api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        get_ticker(pair='ETH/BTC', refresh=True)
+
+    with pytest.raises(OperationalException):
+        api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        get_ticker(pair='ETH/BTC', refresh=True)
+
 
 def test_get_ticker_history(default_conf, mocker):
     api_mock = MagicMock()
-    tick = 123
+    tick = [
-    api_mock.get_ticker_history = MagicMock(return_value=tick)
+        [
+            1511686200000,  # unix timestamp ms
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+    has = PropertyMock(return_value={'fetchOHLCV': True})
+    type(api_mock).has = has
+    api_mock.fetch_ohlcv = MagicMock(return_value=tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     # retrieve original ticker
-    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
+    ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks == 123
+    assert ticks[0]['O'] == 1
+    assert ticks[0]['H'] == 2
+    assert ticks[0]['L'] == 3
+    assert ticks[0]['C'] == 4
+    assert ticks[0]['V'] == 5
 
     # change the ticker
-    tick = 999
+    new_tick = [
-    api_mock.get_ticker_history = MagicMock(return_value=tick)
+        [
+            1511686200000,  # unix timestamp ms
+            6,  # open
+            7,  # high
+            8,  # low
+            9,  # close
+            10,  # volume (in quote currency)
+        ]
+    ]
+    api_mock.get_ticker_history = MagicMock(return_value=new_tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
 
     # ensure caching will still return the original ticker
-    ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
+    ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
-    assert ticks == 123
+    assert ticks[0]['O'] == 1
+    assert ticks[0]['H'] == 2
+    assert ticks[0]['L'] == 3
+    assert ticks[0]['C'] == 4
+    assert ticks[0]['V'] == 5
+
+    with pytest.raises(NetworkException):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        # new symbol to get around cache
+        get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
+
+    with pytest.raises(OperationalException):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        # new symbol to get around cache
+        get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
 
 
 def test_cancel_order_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
 
-    assert cancel_order(order_id='123') is None
+    assert cancel_order(order_id='123', pair='TKN/BTC') is None
 
 
 # Ensure that if not dry_run, we should call API
@@ -235,7 +375,22 @@ def test_cancel_order(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value=123)
     mocker.patch('freqtrade.exchange._API', api_mock)
-    assert cancel_order(order_id='_') == 123
+    assert cancel_order(order_id='_', pair='TKN/BTC') == 123
+
+    with pytest.raises(NetworkException):
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        cancel_order(order_id='_', pair='TKN/BTC')
+
+    with pytest.raises(DependencyException):
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        cancel_order(order_id='_', pair='TKN/BTC')
+
+    with pytest.raises(OperationalException):
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        cancel_order(order_id='_', pair='TKN/BTC')
 
 
 def test_get_order(default_conf, mocker):
@@ -244,44 +399,63 @@ def test_get_order(default_conf, mocker):
     order = MagicMock()
     order.myid = 123
     exchange._DRY_RUN_OPEN_ORDERS['X'] = order
-    print(exchange.get_order('X'))
+    print(exchange.get_order('X', 'TKN/BTC'))
-    assert exchange.get_order('X').myid == 123
+    assert exchange.get_order('X', 'TKN/BTC').myid == 123
 
     default_conf['dry_run'] = False
     mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
     api_mock = MagicMock()
-    api_mock.get_order = MagicMock(return_value=456)
+    api_mock.fetch_order = MagicMock(return_value=456)
     mocker.patch('freqtrade.exchange._API', api_mock)
-    assert exchange.get_order('X') == 456
+    assert exchange.get_order('X', 'TKN/BTC') == 456
+
+    with pytest.raises(NetworkException):
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        exchange.get_order(order_id='_', pair='TKN/BTC')
+
+    with pytest.raises(DependencyException):
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        exchange.get_order(order_id='_', pair='TKN/BTC')
+
+    with pytest.raises(OperationalException):
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
+        mocker.patch('freqtrade.exchange._API', api_mock)
+        exchange.get_order(order_id='_', pair='TKN/BTC')
 
 
 def test_get_name(default_conf, mocker):
     mocker.patch('freqtrade.exchange.validate_pairs',
                  side_effect=lambda s: True)
-    default_conf['exchange']['name'] = 'bittrex'
+    default_conf['exchange']['name'] = 'binance'
     init(default_conf)
 
-    assert get_name() == 'Bittrex'
+    assert get_name() == 'Binance'
 
 
 def test_get_fee(default_conf, mocker):
-    mocker.patch('freqtrade.exchange.validate_pairs',
-                 side_effect=lambda s: True)
-    init(default_conf)
-
-    assert get_fee() == 0.0025
-
-
-def test_exchange_misc(mocker):
     api_mock = MagicMock()
+    api_mock.calculate_fee = MagicMock(return_value={
+        'type': 'taker',
+        'currency': 'BTC',
+        'rate': 0.025,
+        'cost': 0.05
+    })
     mocker.patch('freqtrade.exchange._API', api_mock)
-    exchange.get_markets()
+    assert get_fee() == 0.025
-    assert api_mock.get_markets.call_count == 1
+
-    exchange.get_market_summaries()
+# TODO: disable until caching implemented
-    assert api_mock.get_market_summaries.call_count == 1
+# def test_exchange_misc(mocker):
-    api_mock.name = 123
+#     api_mock = MagicMock()
-    assert exchange.get_name() == 123
+#     mocker.patch('freqtrade.exchange._API', api_mock)
-    api_mock.fee = 456
+#     exchange.get_markets()
-    assert exchange.get_fee() == 456
+#     assert api_mock.get_markets.call_count == 1
-    exchange.get_wallet_health()
+#     exchange.get_market_summaries()
-    assert api_mock.get_wallet_health.call_count == 1
+#     assert api_mock.get_market_summaries.call_count == 1
+#     api_mock.name = 123
+#     assert exchange.get_name() == 123
+#     api_mock.fee = 456
+#     assert exchange.get_fee() == 456
+#     exchange.get_wallet_health()
+#     assert api_mock.get_wallet_health.call_count == 1

freqtrade/tests/exchange/test_exchange_bittrex.py

@@ -1,347 +0,0 @@
-# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument
-
-from unittest.mock import MagicMock
-import pytest
-from requests.exceptions import ContentDecodingError
-from freqtrade.exchange.bittrex import Bittrex
-import freqtrade.exchange.bittrex as btx
-
-
-# Eat this flake8
-# +------------------+
-# |  bittrex.Bittrex |
-# +------------------+
-#         |
-#       (mock Fake_bittrex)
-#         |
-# +-----------------------------+
-# |  freqtrade.exchange.Bittrex |
-# +-----------------------------+
-# Call into Bittrex will flow up to the
-# external package bittrex.Bittrex.
-# By inserting a mock, we redirect those
-# calls.
-# The faked bittrex API is called just 'fb'
-# The freqtrade.exchange.Bittrex is a
-# wrapper, and is called 'wb'
-
-
-def _stub_config():
-    return {'key': '',
-            'secret': ''}
-
-
-class FakeBittrex():
-    def __init__(self, success=True):
-        self.success = True  # Believe in yourself
-        self.result = None
-        self.get_ticker_call_count = 0
-        # This is really ugly, doing side-effect during instance creation
-        # But we're allowed to in testing-code
-        btx._API = MagicMock()
-        btx._API.buy_limit = self.fake_buysell_limit
-        btx._API.sell_limit = self.fake_buysell_limit
-        btx._API.get_balance = self.fake_get_balance
-        btx._API.get_balances = self.fake_get_balances
-        btx._API.get_ticker = self.fake_get_ticker
-        btx._API.get_order = self.fake_get_order
-        btx._API.cancel = self.fake_cancel_order
-        btx._API.get_markets = self.fake_get_markets
-        btx._API.get_market_summaries = self.fake_get_market_summaries
-        btx._API_V2 = MagicMock()
-        btx._API_V2.get_candles = self.fake_get_candles
-        btx._API_V2.get_wallet_health = self.fake_get_wallet_health
-
-    def fake_buysell_limit(self, pair, amount, limit):
-        return {'success': self.success,
-                'result': {'uuid': '1234'},
-                'message': 'barter'}
-
-    def fake_get_balance(self, cur):
-        return {'success': self.success,
-                'result': {'Balance': 1234},
-                'message': 'unbalanced'}
-
-    def fake_get_balances(self):
-        return {'success': self.success,
-                'result': [{'BTC_ETH': 1234}],
-                'message': 'no balances'}
-
-    def fake_get_ticker(self, pair):
-        self.get_ticker_call_count += 1
-        return self.result or {'success': self.success,
-                               'result': {'Bid': 1, 'Ask': 1, 'Last': 1},
-                               'message': 'NO_API_RESPONSE'}
-
-    def fake_get_candles(self, pair, interval):
-        return self.result or {'success': self.success,
-                               'result': [{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}],
-                               'message': 'candles lit'}
-
-    def fake_get_order(self, uuid):
-        return {'success': self.success,
-                'result': {'OrderUuid': 'ABC123',
-                           'Type': 'Type',
-                           'Exchange': 'BTC_ETH',
-                           'Opened': True,
-                           'PricePerUnit': 1,
-                           'Quantity': 1,
-                           'QuantityRemaining': 1,
-                           'Closed': True},
-                'message': 'lost'}
-
-    def fake_cancel_order(self, uuid):
-        return self.result or {'success': self.success,
-                               'message': 'no such order'}
-
-    def fake_get_markets(self):
-        return self.result or {'success': self.success,
-                               'message': 'market gone',
-                               'result': [{'MarketName': '-_'}]}
-
-    def fake_get_market_summaries(self):
-        return self.result or {'success': self.success,
-                               'message': 'no summary',
-                               'result': ['sum']}
-
-    def fake_get_wallet_health(self):
-        return self.result or {'success': self.success,
-                               'message': 'bad health',
-                               'result': [{'Health': {'Currency': 'BTC_ETH',
-                                                      'IsActive': True,
-                                                      'LastChecked': 0},
-                                           'Currency': {'Notice': True}}]}
-
-
-# The freqtrade.exchange.bittrex is called wrap_bittrex
-# to not confuse naming with bittrex.bittrex
-def make_wrap_bittrex():
-    conf = _stub_config()
-    wb = btx.Bittrex(conf)
-    return wb
-
-
-def test_exchange_bittrex_class():
-    conf = _stub_config()
-    b = Bittrex(conf)
-    assert isinstance(b, Bittrex)
-    slots = dir(b)
-    for name in ['fee', 'buy', 'sell', 'get_balance', 'get_balances',
-                 'get_ticker', 'get_ticker_history', 'get_order',
-                 'cancel_order', 'get_pair_detail_url', 'get_markets',
-                 'get_market_summaries', 'get_wallet_health']:
-        assert name in slots
-        # FIX: ensure that the slot is also a method in the class
-        # getattr(b, name) => bound method Bittrex.buy
-        # type(getattr(b, name)) => class 'method'
-
-
-def test_exchange_bittrex_fee():
-    fee = Bittrex.fee.__get__(Bittrex)
-    assert fee >= 0 and fee < 0.1  # Fee is 0-10 %
-
-
-def test_exchange_bittrex_buy_good():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    uuid = wb.buy('BTC_ETH', 1, 1)
-    assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
-
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'barter.*'):
-        wb.buy('BAD', 1, 1)
-
-
-def test_exchange_bittrex_sell_good():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    uuid = wb.sell('BTC_ETH', 1, 1)
-    assert uuid == fb.fake_buysell_limit(1, 2, 3)['result']['uuid']
-
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'barter.*'):
-        uuid = wb.sell('BAD', 1, 1)
-
-
-def test_exchange_bittrex_get_balance():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    bal = wb.get_balance('BTC_ETH')
-    assert bal == fb.fake_get_balance(1)['result']['Balance']
-
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'unbalanced'):
-        wb.get_balance('BTC_ETH')
-
-
-def test_exchange_bittrex_get_balances():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    bals = wb.get_balances()
-    assert bals == fb.fake_get_balances()['result']
-
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'no balances'):
-        wb.get_balances()
-
-
-def test_exchange_bittrex_get_ticker():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-
-    # Poll ticker, which updates the cache
-    tick = wb.get_ticker('BTC_ETH')
-    for x in ['bid', 'ask', 'last']:
-        assert x in tick
-    # Ensure the side-effect was made (update the ticker cache)
-    assert 'BTC_ETH' in wb.cached_ticker.keys()
-
-    # taint the cache, so we can recognize the cache wall utilized
-    wb.cached_ticker['BTC_ETH']['bid'] = 1234
-    # Poll again, getting the cached result
-    fb.get_ticker_call_count = 0
-    tick = wb.get_ticker('BTC_ETH', False)
-    # Ensure the result was from the cache, and that we didn't call exchange
-    assert wb.cached_ticker['BTC_ETH']['bid'] == 1234
-    assert fb.get_ticker_call_count == 0
-
-
-def test_exchange_bittrex_get_ticker_bad():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
-
-    with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
-        wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False, 'message': 'gone bad'}
-    with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
-        wb.get_ticker('BTC_ETH')
-
-    fb.result = {'success': True, 'result': {}}  # incomplete result
-    with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
-        wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False, 'message': 'gone bad'}
-    with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
-        wb.get_ticker('BTC_ETH')
-
-    fb.result = {'success': True,
-                 'result': {'Bid': 1, 'Ask': 0, 'Last': None}}  # incomplete result
-    with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
-        wb.get_ticker('BTC_ETH')
-
-
-def test_exchange_bittrex_get_ticker_history_intervals():
-    wb = make_wrap_bittrex()
-    FakeBittrex()
-    for tick_interval in [1, 5, 30, 60, 1440]:
-        assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] ==
-                wb.get_ticker_history('BTC_ETH', tick_interval))
-
-
-def test_exchange_bittrex_get_ticker_history():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    assert wb.get_ticker_history('BTC_ETH', 5)
-    with pytest.raises(ValueError, match=r'.*Cannot parse tick_interval.*'):
-        wb.get_ticker_history('BTC_ETH', 2)
-
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'candles lit.*'):
-        wb.get_ticker_history('BTC_ETH', 5)
-
-    fb.success = True
-    with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex.*'):
-        fb.result = {'bad': 0}
-        wb.get_ticker_history('BTC_ETH', 5)
-
-    with pytest.raises(ContentDecodingError, match=r'.*Required property C not present.*'):
-        fb.result = {'success': True,
-                     'result': [{'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}],  # close is missing
-                     'message': 'candles lit'}
-        wb.get_ticker_history('BTC_ETH', 5)
-
-
-def test_exchange_bittrex_get_order():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    order = wb.get_order('someUUID')
-    assert order['id'] == 'ABC123'
-    fb.success = False
-    with pytest.raises(btx.OperationalException, match=r'lost'):
-        wb.get_order('someUUID')
-
-
-def test_exchange_bittrex_cancel_order():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    wb.cancel_order('someUUID')
-    with pytest.raises(btx.OperationalException, match=r'no such order'):
-        fb.success = False
-        wb.cancel_order('someUUID')
-    # Note: this can be a bug in exchange.bittrex._validate_response
-    with pytest.raises(KeyError):
-        fb.result = {'success': False}  # message is missing!
-        wb.cancel_order('someUUID')
-    with pytest.raises(btx.OperationalException, match=r'foo'):
-        fb.result = {'success': False, 'message': 'foo'}
-        wb.cancel_order('someUUID')
-
-
-def test_exchange_get_pair_detail_url():
-    wb = make_wrap_bittrex()
-    assert wb.get_pair_detail_url('BTC_ETH')
-
-
-def test_exchange_get_markets():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    x = wb.get_markets()
-    assert x == ['__']
-    with pytest.raises(btx.OperationalException, match=r'market gone'):
-        fb.success = False
-        wb.get_markets()
-
-
-def test_exchange_get_market_summaries():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    assert ['sum'] == wb.get_market_summaries()
-    with pytest.raises(btx.OperationalException, match=r'no summary'):
-        fb.success = False
-        wb.get_market_summaries()
-
-
-def test_exchange_get_wallet_health():
-    wb = make_wrap_bittrex()
-    fb = FakeBittrex()
-    x = wb.get_wallet_health()
-    assert x[0]['Currency'] == 'BTC_ETH'
-    with pytest.raises(btx.OperationalException, match=r'bad health'):
-        fb.success = False
-        wb.get_wallet_health()
-
-
-def test_validate_response_success():
-    response = {
-        'message': '',
-        'result': [],
-    }
-    Bittrex._validate_response(response)
-
-
-def test_validate_response_no_api_response():
-    response = {
-        'message': 'NO_API_RESPONSE',
-        'result': None,
-    }
-    with pytest.raises(ContentDecodingError, match=r'.*NO_API_RESPONSE.*'):
-        Bittrex._validate_response(response)
-
-
-def test_validate_response_min_trade_requirement_not_met():
-    response = {
-        'message': 'MIN_TRADE_REQUIREMENT_NOT_MET',
-        'result': None,
-    }
-    with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
-        Bittrex._validate_response(response)

freqtrade/tests/optimize/test_backtesting.py

@@ -1,11 +1,11 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103
 
 import logging
+import ccxt
 import math
 from unittest.mock import MagicMock
 import pandas as pd
 from freqtrade import exchange, optimize
-from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
@@ -21,7 +21,7 @@ def trim_dictlist(dict_list, num):
 def test_generate_text_table():
     results = pd.DataFrame(
         {
-            'currency': ['BTC_ETH', 'BTC_ETH'],
+            'currency': ['ETH/BTC', 'ETH/BTC'],
             'profit_percent': [0.1, 0.2],
             'profit_BTC': [0.2, 0.4],
             'duration': [10, 30],
@@ -29,17 +29,17 @@ def test_generate_text_table():
             'loss': [0, 0]
         }
     )
-    print(generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5))
+    print(generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m'))
-    assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
+    assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m') == (
         'pair       buy count    avg profit %    total profit BTC    avg duration    profit    loss\n'  # noqa
         '-------  -----------  --------------  ------------------  --------------  --------  ------\n'  # noqa
-        'BTC_ETH            2           15.00          0.60000000           100.0         2       0\n'  # noqa
+        'ETH/BTC            2           15.00          0.60000000           100.0         2       0\n'  # noqa
         'TOTAL              2           15.00          0.60000000           100.0         2       0')  # noqa
 
 
 def test_get_timeframe(default_strategy):
     data = preprocess(optimize.load_data(
-        None, ticker_interval=1, pairs=['BTC_UNITEST']))
+        None, ticker_interval='1m', pairs=['UNITTEST/BTC']))
     min_date, max_date = get_timeframe(data)
     assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
     assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
@@ -47,9 +47,11 @@ def test_get_timeframe(default_strategy):
 
 def test_backtest(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
+                          get_fee=MagicMock(return_value=0.0025))
+    exchange._API = ccxt.binance()
 
-    data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
+    data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
     data = trim_dictlist(data, -200)
     results = backtest({'stake_amount': default_conf['stake_amount'],
                         'processed': optimize.preprocess(data),
@@ -60,10 +62,12 @@ def test_backtest(default_strategy, default_conf, mocker):
 
 def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
+                          get_fee=MagicMock(return_value=0.0025))
+    exchange._API = ccxt.binance()
 
     # Run a backtesting for an exiting 5min ticker_interval
-    data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
+    data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
     data = trim_dictlist(data, -200)
     results = backtest({'stake_amount': default_conf['stake_amount'],
                         'processed': optimize.preprocess(data),
@@ -74,39 +78,37 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
 
 def load_data_test(what):
     timerange = ((None, 'line'), None, -100)
-    data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
+    data = optimize.load_data(None, ticker_interval='1m',
-    pair = data['BTC_UNITEST']
+                              pairs=['UNITTEST/BTC'], timerange=timerange)
+    pair = data['UNITTEST/BTC']
     datalen = len(pair)
     # Depending on the what parameter we now adjust the
     # loaded data looks:
     # pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123,
     #           'C': 0.123, 'V': 123.123,
-    #           'T': '2017-11-04T23:02:00', 'BV': 0.123}]
+    #           'T': '2017-11-04T23:02:00.000000'}]
     base = 0.001
     if what == 'raise':
-        return {'BTC_UNITEST':
+        return {'UNITTEST/BTC':
                 [{'T': pair[x]['T'],  # Keep old dates
                   'V': pair[x]['V'],  # Keep old volume
-                  'BV': pair[x]['BV'],  # keep too
                   'O': x * base,        # But replace O,H,L,C
                   'H': x * base + 0.0001,
                   'L': x * base - 0.0001,
                   'C': x * base} for x in range(0, datalen)]}
     if what == 'lower':
-        return {'BTC_UNITEST':
+        return {'UNITTEST/BTC':
                 [{'T': pair[x]['T'],  # Keep old dates
                   'V': pair[x]['V'],  # Keep old volume
-                  'BV': pair[x]['BV'],  # keep too
                   'O': 1 - x * base,        # But replace O,H,L,C
                   'H': 1 - x * base + 0.0001,
                   'L': 1 - x * base - 0.0001,
                   'C': 1 - x * base} for x in range(0, datalen)]}
     if what == 'sine':
         hz = 0.1  # frequency
-        return {'BTC_UNITEST':
+        return {'UNITTEST/BTC':
                 [{'T': pair[x]['T'],  # Keep old dates
                   'V': pair[x]['V'],  # Keep old volume
-                  'BV': pair[x]['BV'],  # keep too
                   # But replace O,H,L,C
                   'O': math.sin(x * hz) / 1000 + base,
                   'H': math.sin(x * hz) / 1000 + base + 0.0001,
@@ -127,26 +129,11 @@ def simple_backtest(config, contour, num_results):
     assert len(results) == num_results
 
 
-# Test backtest on offline data
-# loaded by freqdata/optimize/__init__.py::load_data()
-
-
-def test_backtest2(default_conf, mocker, default_strategy):
-    mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
-    data = trim_dictlist(data, -200)
-    results = backtest({'stake_amount': default_conf['stake_amount'],
-                        'processed': optimize.preprocess(data),
-                        'max_open_trades': 10,
-                        'realistic': True})
-    assert not results.empty
-
-
 def test_processed(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     dict_of_tickerrows = load_data_test('raise')
     dataframes = optimize.preprocess(dict_of_tickerrows)
-    dataframe = dataframes['BTC_UNITEST']
+    dataframe = dataframes['UNITTEST/BTC']
     cols = dataframe.columns
     # assert the dataframe got some of the indicator columns
     for col in ['close', 'high', 'low', 'open', 'date',
@@ -156,25 +143,27 @@ def test_processed(default_conf, mocker, default_strategy):
 
 def test_backtest_pricecontours(default_conf, mocker, default_strategy):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
+                          get_fee=MagicMock(return_value=0.0025))
     tests = [['raise', 17], ['lower', 0], ['sine', 17]]
     for [contour, numres] in tests:
         simple_backtest(default_conf, contour, numres)
 
 
 def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
-    tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
+    tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    pairdata = {'BTC_UNITEST': tickerdata}
+    pairdata = {'UNITTEST/BTC': tickerdata}
     return pairdata
 
 
 def test_backtest_start(default_conf, mocker, caplog):
-    default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.misc.load_config', new=lambda s: default_conf)
     mocker.patch.multiple('freqtrade.optimize',
                           load_data=mocked_load_data)
     args = MagicMock()
-    args.ticker_interval = 1
+    args.ticker_interval = '1m'
     args.level = 10
     args.live = False
     args.datadir = None

freqtrade/tests/optimize/test_optimize.py

@@ -3,14 +3,15 @@
 import os
 import json
 import logging
+import ccxt
 import uuid
 from shutil import copyfile
+from freqtrade.strategy.strategy import Strategy
 from freqtrade import exchange, optimize
-from freqtrade.exchange import Bittrex
+from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
-from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
     download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
 
-# Change this if modifying BTC_UNITEST testdatafile
+# Change this if modifying UNITTEST/BTC testdatafile
 _BTC_UNITTEST_LENGTH = 13681
 
 
@@ -49,15 +50,15 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
+    file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json'
     _backup_file(file, copy_file=True)
-    optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
+    optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 30 min') not in caplog.record_tuples
+            'Downloading the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -65,15 +66,15 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
+    file = 'freqtrade/tests/testdata/ETH_BTC-5m.json'
     _backup_file(file, copy_file=True)
-    optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
+    optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m')
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 5 min') not in caplog.record_tuples
+            'Downloading the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -81,15 +82,15 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
+    file = 'freqtrade/tests/testdata/ETH_BTC-1m.json'
     _backup_file(file, copy_file=True)
-    optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH'])
+    optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC'])
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 1 min') not in caplog.record_tuples
+            'Download the pair: "ETH/BTC", Interval: 1 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -97,15 +98,15 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
 
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
     _backup_file(file)
-    optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME'])
+    optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_MEME", Interval: 1 min') in caplog.record_tuples
+            'Downloading the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -116,12 +117,12 @@ def test_testdata_path():
 def test_download_pairs(default_conf, ticker_history, mocker):
     mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
-    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
-    file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
+    file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json'
-    file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
+    file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json'
 
     _backup_file(file1_1)
     _backup_file(file1_5)
@@ -131,7 +132,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
     assert os.path.isfile(file1_1) is False
     assert os.path.isfile(file2_1) is False
 
-    assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
+    assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
 
     assert os.path.isfile(file1_1) is True
     assert os.path.isfile(file2_1) is True
@@ -143,7 +144,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
     assert os.path.isfile(file1_5) is False
     assert os.path.isfile(file2_5) is False
 
-    assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
+    assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
 
     assert os.path.isfile(file1_5) is True
     assert os.path.isfile(file2_5) is True
@@ -158,59 +159,59 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
     mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
                  side_effect=BaseException('File Error'))
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
-    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
-    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
     _backup_file(file1_1)
     _backup_file(file1_5)
 
-    download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
+    download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
     # clean files freshly downloaded
     _clean_test_file(file1_1)
     _clean_test_file(file1_5)
     assert ('freqtrade.optimize.__init__',
             logging.INFO,
-            'Failed to download the pair: "BTC-MEME", Interval: 1 min') in caplog.record_tuples
+            'Failed to download the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
 
 
 def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
     mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    exchange._API = Bittrex({'key': '', 'secret': ''})
+    exchange._API = ccxt.binance({'key': '', 'secret': ''})
 
     # Download a 1 min ticker file
-    file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
+    file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json'
     _backup_file(file1)
-    download_backtesting_testdata(None, pair="BTC-XEL", interval=1)
+    download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
     assert os.path.isfile(file1) is True
     _clean_test_file(file1)
 
     # Download a 5 min ticker file
-    file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
+    file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json'
     _backup_file(file2)
 
-    download_backtesting_testdata(None, pair="BTC-STORJ", interval=5)
+    download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
     assert os.path.isfile(file2) is True
     _clean_test_file(file2)
 
 
 def test_download_backtesting_testdata2(mocker):
-    tick = [{'T': 'bar'}, {'T': 'foo'}]
+    tick = [{'T': 'foo'}, {'T': 'bar'}]  # invalid response
     mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
-    assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
+    assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='1m')
-    assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
+    assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='3m')
 
 
 def test_load_tickerdata_file():
-    # 7 does not exist in either format.
+    # 7m does not exist in either format.
-    assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
+    assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
-    # 1 exists only as a .json
+    # 1m exists only as a .json
-    tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
+    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     assert _BTC_UNITTEST_LENGTH == len(tickerdata)
-    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
+    # 8m.json is empty and will fail if it's loaded. 8m.json.gz is a copy of 1m.json
-    tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8)
+    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
     assert _BTC_UNITTEST_LENGTH == len(tickerdata)
 
 
@@ -218,19 +219,22 @@ def test_init(default_conf, mocker):
     conf = {'exchange': {'pair_whitelist': []}}
     mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
     assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
-                                    ticker_interval=int(default_conf['ticker_interval']))
+                                    ticker_interval=default_conf['ticker_interval'])
 
 
 def test_tickerdata_to_dataframe():
     timerange = ((None, 'line'), None, -100)
-    tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
+    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'BTC_UNITEST': tick}
+    tickerlist = {'UNITTEST/BTC': tick}
+
+    strategy = Strategy()
+    strategy.init({})
     data = optimize.tickerdata_to_dataframe(tickerlist)
-    assert len(data['BTC_UNITEST']) == 100
+    assert len(data['UNITTEST/BTC']) == 100
 
 
 def test_trim_tickerlist():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+    with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
         ticker_list = json.load(data_file)
     ticker_list_len = len(ticker_list)
 
@@ -275,7 +279,6 @@ def test_trim_tickerlist():
 
 
 def test_file_dump_json():
-
     file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4()))
     data = {'bar': 'foo'}
 

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -103,12 +103,12 @@ def test_status_handle(default_conf, update, ticker, mocker):
     msg_mock.reset_mock()
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     # Trigger status while we have a fulfilled order for the open trade
     _status(bot=MagicMock(), update=update)
 
     assert msg_mock.call_count == 1
-    assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0]
+    assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
 
 
 def test_status_table_handle(default_conf, update, ticker, mocker):
@@ -124,7 +124,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_order_id'))
+                          buy=MagicMock(return_value={'id': 'mocked_order_id'}))
     init(default_conf, create_engine('sqlite://'))
     update_state(State.STOPPED)
     _status_table(bot=MagicMock(), update=update)
@@ -139,7 +139,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     msg_mock.reset_mock()
 
     # Create some test data
-    create_trade(15.0, int(default_conf['ticker_interval']))
+    create_trade(15.0, default_conf['ticker_interval'])
 
     _status_table(bot=MagicMock(), update=update)
 
@@ -148,7 +148,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
 
     assert int(fields[0]) == 1
-    assert fields[1] == 'BTC_ETH'
+    assert fields[1] == 'ETH/BTC'
     assert msg_mock.call_count == 1
 
 
@@ -164,6 +164,7 @@ def test_profit_handle(
                           send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
                           ticker=MagicMock(return_value={'price_usd': 15000.0}),
@@ -177,7 +178,7 @@ def test_profit_handle(
     msg_mock.reset_mock()
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -206,7 +207,7 @@ def test_profit_handle(
     assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
 
-    assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
 
 
 def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
@@ -219,12 +220,13 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
                           send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -232,6 +234,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
     # Increase the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker_sell_up)
 
     update.message.text = '/forcesell 1'
@@ -239,7 +242,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
     assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
@@ -256,16 +259,18 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
                           send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     # Decrease the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker_sell_down)
 
     trade = Trade.query.first()
@@ -276,7 +281,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
@@ -294,9 +299,9 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
                           }),
                           cancel_order=cancel_order_mock)
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=1,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='123456789',
         amount=1,
         fee=0.0,
@@ -317,13 +322,14 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
                           send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
     for _ in range(4):
-        create_trade(0.001, int(default_conf['ticker_interval']))
+        create_trade(0.001, default_conf['ticker_interval'])
     rpc_mock.reset_mock()
 
     update.message.text = '/forcesell all'
@@ -384,11 +390,12 @@ def test_performance_handle(
                           send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     trade = Trade.query.first()
     assert trade
 
@@ -403,7 +410,7 @@ def test_performance_handle(
     _performance(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>BTC_ETH\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
 def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
@@ -417,6 +424,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_
                           send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
                           ticker=MagicMock(return_value={'price_usd': 15000.0}),
@@ -425,7 +433,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     trade = Trade.query.first()
     assert trade
 
@@ -452,8 +460,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_
     # Reset msg_mock
     msg_mock.reset_mock()
     # Add two other trades
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trades = Trade.query.all()
     for trade in trades:
@@ -516,7 +524,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_order_id'))
+                          buy=MagicMock(return_value={'id': 'mocked_order_id'}))
     init(default_conf, create_engine('sqlite://'))
     update_state(State.STOPPED)
     _count(bot=MagicMock(), update=update)
@@ -526,7 +534,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
     update_state(State.RUNNING)
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     msg_mock.reset_mock()
     _count(bot=MagicMock(), update=update)
 
@@ -631,35 +639,31 @@ def test_stop_handle_already_stopped(default_conf, update, mocker):
 
 
 def test_balance_handle(default_conf, update, mocker):
-
+    mock_balance = {
-    mock_balance = [{
+        'BTC': {
-        'Currency': 'BTC',
+            'total': 12.0,
-        'Balance': 10.0,
+            'free': 12.0,
-        'Available': 12.0,
+            'used': 0.0,
-        'Pending': 0.0,
+        },
-        'CryptoAddress': 'XXXX',
+        'ETH': {
-    }, {
+            'total': 0.0,
-        'Currency': 'ETH',
+            'free': 0.0,
-        'Balance': 0.0,
+            'used': 0.0,
-        'Available': 0.0,
+        },
-        'Pending': 0.0,
+        'USDT': {
-        'CryptoAddress': 'XXXX',
+            'total': 10000.0,
-    }, {
+            'free': 0.0,
-        'Currency': 'USDT',
+            'used': 0.0,
-        'Balance': 10000.0,
+        },
-        'Available': 0.0,
+        'LTC': {
-        'Pending': 0.0,
+            'total': 10.0,
-        'CryptoAddress': 'XXXX',
+            'free': 10.0,
-    }, {
+            'used': 0.0,
-        'Currency': 'LTC',
+        }
-        'Balance': 10.0,
+    }
-        'Available': 10.0,
-        'Pending': 0.0,
-        'CryptoAddress': 'XXXX',
-    }]
 
     def mock_ticker(symbol, refresh):
-        if symbol == 'USDT_BTC':
+        if symbol == 'BTC/USDT':
             return {
                 'bid': 10000.00,
                 'ask': 10000.00,
@@ -693,7 +697,7 @@ def test_balance_handle(default_conf, update, mocker):
     assert '*Currency*: USDT' in result
     assert 'Balance' in result
     assert 'Est. BTC' in result
-    assert '*BTC*:  12.00000000' in result
+    assert '*BTC*:  14.00000000' in result
 
 
 def test_zero_balance_handle(default_conf, update, mocker):
@@ -704,7 +708,7 @@ def test_zero_balance_handle(default_conf, update, mocker):
                           init=MagicMock(),
                           send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
-                          get_balances=MagicMock(return_value=[]))
+                          get_balances=MagicMock(return_value={}))
     _balance(bot=MagicMock(), update=update)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1

freqtrade/tests/strategy/test_default_strategy.py

@@ -7,7 +7,7 @@ from freqtrade.analyze import parse_ticker_dataframe
 
 @pytest.fixture
 def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+    with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
         return parse_ticker_dataframe(json.load(data_file))
 
 

freqtrade/tests/test_acl_pair.py

@@ -2,6 +2,7 @@
 
 from freqtrade.main import refresh_whitelist, gen_pair_whitelist
 
+
 # whitelist, blacklist, filtering, all of that will
 # eventually become some rules to run on a generic ACL engine
 # perhaps try to anticipate that by using some python package
@@ -12,75 +13,94 @@ def whitelist_conf():
         'stake_currency': 'BTC',
         'exchange': {
             'pair_whitelist': [
-                'BTC_ETH',
+                'ETH/BTC',
-                'BTC_TKN',
+                'TKN/BTC',
-                'BTC_TRST',
+                'TRST/BTC',
-                'BTC_SWT',
+                'SWT/BTC',
-                'BTC_BCC'
+                'BCC/BTC'
             ],
             'pair_blacklist': [
-                'BTC_BLK'
+                'BLK/BTC'
             ],
         },
     }
 
 
-def get_market_summaries():
+def get_markets():
-    return [{
+    return [
-        'MarketName': 'BTC-TKN',
+        {
-        'High': 0.00000919,
+            'id': 'ethbtc',
-        'Low': 0.00000820,
+            'symbol': 'ETH/BTC',
-        'Volume': 74339.61396015,
+            'base': 'ETH',
-        'Last': 0.00000820,
+            'quote': 'BTC',
-        'BaseVolume': 1664,
+            'active': True,
-        'TimeStamp': '2014-07-09T07:19:30.15',
+            'precision': {
-        'Bid': 0.00000820,
+                'price': 8,
-        'Ask': 0.00000831,
+                'amount': 8,
-        'OpenBuyOrders': 15,
+                'cost': 8,
-        'OpenSellOrders': 15,
+            },
-        'PrevDay': 0.00000821,
+            'lot': 0.00000001,
-        'Created': '2014-03-20T06:00:00',
+
-        'DisplayMarketName': ''
+            'limits': {
-    }, {
+                'amount': {
-        'MarketName': 'BTC-ETH',
+                    'min': 0.01,
-        'High': 0.00000072,
+                    'max': 1000,
-        'Low': 0.00000001,
+                },
-        'Volume': 166340678.42280999,
+                'price': 500000,
-        'Last': 0.00000005,
+                'cost': 500000,
-        'BaseVolume': 42,
+            },
-        'TimeStamp': '2014-07-09T07:21:40.51',
+            'info': '',
-        'Bid': 0.00000004,
+        },
-        'Ask': 0.00000005,
+        {
-        'OpenBuyOrders': 18,
+            'id': 'tknbtc',
-        'OpenSellOrders': 18,
+            'symbol': 'TKN/BTC',
-        'PrevDay': 0.00000002,
+            'base': 'TKN',
-        'Created': '2014-05-30T07:57:49.637',
+            'quote': 'BTC',
-        'DisplayMarketName': ''
+            'active': True,
-    }, {
+            'precision': {
-        'MarketName': 'BTC-BLK',
+                'price': 8,
-        'High': 0.00000072,
+                'amount': 8,
-        'Low': 0.00000001,
+                'cost': 8,
-        'Volume': 166340678.42280999,
+            },
-        'Last': 0.00000005,
+            'lot': 0.00000001,
-        'BaseVolume': 3,
+
-        'TimeStamp': '2014-07-09T07:21:40.51',
+            'limits': {
-        'Bid': 0.00000004,
+                'amount': {
-        'Ask': 0.00000005,
+                    'min': 0.01,
-        'OpenBuyOrders': 18,
+                    'max': 1000,
-        'OpenSellOrders': 18,
+                },
-        'PrevDay': 0.00000002,
+                'price': 500000,
-        'Created': '2014-05-30T07:57:49.637',
+                'cost': 500000,
-        'DisplayMarketName': ''
+            },
-    }]
+            'info': '',
+        },
+        {
+            'id': 'blkbtc',
+            'symbol': 'BLK/BTC',
+            'base': 'BLK',
+            'quote': 'BTC',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': 500000,
+            },
+            'info': '',
+        }
+    ]
 
 
-def get_health():
+def get_markets_empty():
-    return [{'Currency': 'ETH', 'IsActive': True},
-            {'Currency': 'TKN', 'IsActive': True},
-            {'Currency': 'BLK', 'IsActive': True}]
-
-
-def get_health_empty():
     return []
 
 
@@ -88,11 +108,11 @@ def test_refresh_market_pair_not_in_whitelist(mocker):
     conf = whitelist_conf()
     mocker.patch.dict('freqtrade.main._CONF', conf)
     mocker.patch.multiple('freqtrade.main.exchange',
-                          get_wallet_health=get_health)
+                          get_markets=get_markets)
     refreshedwhitelist = refresh_whitelist(
-        conf['exchange']['pair_whitelist'] + ['BTC_XXX'])
+        conf['exchange']['pair_whitelist'] + ['XXX/BTC'])
     # List ordered by BaseVolume
-    whitelist = ['BTC_ETH', 'BTC_TKN']
+    whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
     assert whitelist == refreshedwhitelist
 
@@ -101,10 +121,10 @@ def test_refresh_whitelist(mocker):
     conf = whitelist_conf()
     mocker.patch.dict('freqtrade.main._CONF', conf)
     mocker.patch.multiple('freqtrade.main.exchange',
-                          get_wallet_health=get_health)
+                          get_markets=get_markets)
     refreshedwhitelist = refresh_whitelist(conf['exchange']['pair_whitelist'])
     # List ordered by BaseVolume
-    whitelist = ['BTC_ETH', 'BTC_TKN']
+    whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
     assert whitelist == refreshedwhitelist
 
@@ -113,11 +133,9 @@ def test_refresh_whitelist_dynamic(mocker):
     conf = whitelist_conf()
     mocker.patch.dict('freqtrade.main._CONF', conf)
     mocker.patch.multiple('freqtrade.main.exchange',
-                          get_wallet_health=get_health)
+                          get_markets=get_markets)
-    mocker.patch.multiple('freqtrade.main.exchange',
-                          get_market_summaries=get_market_summaries)
     # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['BTC_TKN', 'BTC_ETH']
+    whitelist = ['TKN/BTC', 'ETH/BTC']
     refreshedwhitelist = refresh_whitelist(
         gen_pair_whitelist(conf['stake_currency']))
     assert whitelist == refreshedwhitelist
@@ -127,7 +145,7 @@ def test_refresh_whitelist_dynamic_empty(mocker):
     conf = whitelist_conf()
     mocker.patch.dict('freqtrade.main._CONF', conf)
     mocker.patch.multiple('freqtrade.main.exchange',
-                          get_wallet_health=get_health_empty)
+                          get_markets=get_markets_empty)
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
     conf['exchange']['pair_whitelist'] = []

freqtrade/tests/test_analyze.py

@@ -44,13 +44,13 @@ def test_returns_latest_buy_signal(mocker):
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', 5) == (True, False)
+    assert get_signal('ETH/BTC', '5m') == (True, False)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', 5) == (False, True)
+    assert get_signal('ETH/BTC', '5m') == (False, True)
 
 
 def test_returns_latest_sell_signal(mocker):
@@ -59,18 +59,18 @@ def test_returns_latest_sell_signal(mocker):
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', 5) == (False, True)
+    assert get_signal('ETH/BTC', '5m') == (False, True)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', 5) == (True, False)
+    assert get_signal('ETH/BTC', '5m') == (True, False)
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
-    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
+    assert (False, False) == get_signal('foo', default_conf['ticker_interval'])
     assert tt.log_has('Empty ticker history for pair foo',
                       caplog.record_tuples)
 
@@ -79,7 +79,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
     mocker.patch('freqtrade.analyze.analyze_ticker',
                  side_effect=ValueError('xyz'))
-    assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
+    assert (False, False) == get_signal('foo', default_conf['ticker_interval'])
     assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
                       caplog.record_tuples)
 
@@ -87,7 +87,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
 def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
-    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
+    assert (False, False) == get_signal('xyz', default_conf['ticker_interval'])
     assert tt.log_has('Empty dataframe for pair xyz',
                       caplog.record_tuples)
 
@@ -98,7 +98,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
     oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
     ticks = DataFrame([{'buy': 1, 'date': oldtime}])
     mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
-    assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
+    assert (False, False) == get_signal('xyz', default_conf['ticker_interval'])
     assert tt.log_has('Too old dataframe for pair xyz',
                       caplog.record_tuples)
 
@@ -108,7 +108,7 @@ def test_get_signal_handles_exceptions(mocker):
     mocker.patch('freqtrade.analyze.analyze_ticker',
                  side_effect=Exception('invalid ticker history '))
 
-    assert get_signal('BTC-ETH', 5) == (False, False)
+    assert get_signal('ETH/BTC', '5m') == (False, False)
 
 
 def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):

freqtrade/tests/test_dataframe.py

@@ -4,11 +4,11 @@ import pandas
 import freqtrade.optimize
 from freqtrade import analyze
 
-_pairs = ['BTC_ETH']
+_pairs = ['ETH/BTC']
 
 
 def load_dataframe_pair(pairs):
-    ld = freqtrade.optimize.load_data(None, ticker_interval=5, pairs=pairs)
+    ld = freqtrade.optimize.load_data(None, ticker_interval='5m', pairs=pairs)
     assert isinstance(ld, dict)
     assert isinstance(pairs[0], str)
     dataframe = ld[pairs[0]]

freqtrade/tests/test_main.py

@@ -5,13 +5,11 @@ from unittest.mock import MagicMock
 
 import arrow
 import pytest
-import requests
 from sqlalchemy import create_engine
 
 import freqtrade.main as main
 import freqtrade.tests.conftest as tt  # test tools
-from freqtrade import DependencyException, OperationalException
+from freqtrade import DependencyException, OperationalException, NetworkException
-from freqtrade.exchange import Exchanges
 from freqtrade.main import (_process, check_handle_timedout, create_trade,
                             execute_sell, get_target_bid, handle_trade, init)
 from freqtrade.misc import State, get_state
@@ -32,7 +30,7 @@ def test_parse_args_backtesting(mocker):
     assert call_args.loglevel == 20
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
-    assert call_args.ticker_interval == 5
+    assert call_args.ticker_interval == '5m'
 
 
 def test_main_start_hyperopt(mocker):
@@ -50,9 +48,9 @@ def test_main_start_hyperopt(mocker):
 def test_process_maybe_execute_buy(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', return_value=True)
-    assert main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
+    assert main.process_maybe_execute_buy(default_conf['ticker_interval'])
     mocker.patch('freqtrade.main.create_trade', return_value=False)
-    assert not main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
+    assert not main.process_maybe_execute_buy(default_conf['ticker_interval'])
 
 
 def test_process_maybe_execute_sell(default_conf, mocker):
@@ -61,17 +59,17 @@ def test_process_maybe_execute_sell(default_conf, mocker):
     mocker.patch('freqtrade.exchange.get_order', return_value=1)
     trade = MagicMock()
     trade.open_order_id = '123'
-    assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
+    assert not main.process_maybe_execute_sell(trade, default_conf['ticker_interval'])
     trade.is_open = True
     trade.open_order_id = None
     # Assert we call handle_trade() if trade is feasible for execution
-    assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
+    assert main.process_maybe_execute_sell(trade, default_conf['ticker_interval'])
 
 
 def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
-    main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
+    main.process_maybe_execute_buy(default_conf['ticker_interval'])
     tt.log_has('Unable to create trade:', caplog.record_tuples)
 
 
@@ -82,15 +80,14 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          get_wallet_health=health,
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
-                          buy=MagicMock(return_value='mocked_limit_buy'),
                           get_order=MagicMock(return_value=limit_buy_order))
     init(default_conf, create_engine('sqlite://'))
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
     assert not trades
 
-    result = _process(interval=int(default_conf['ticker_interval']))
+    result = _process(interval=default_conf['ticker_interval'])
     assert result is True
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -100,7 +97,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
     assert trade.stake_amount == default_conf['stake_amount']
     assert trade.is_open
     assert trade.open_date is not None
-    assert trade.exchange == Exchanges.BITTREX.name
+    assert trade.exchange == 'binance'
     assert trade.open_rate == 0.00001099
     assert trade.amount == 90.99181073703367
 
@@ -113,10 +110,9 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          get_wallet_health=health,
+                          buy=MagicMock(side_effect=NetworkException))
-                          buy=MagicMock(side_effect=requests.exceptions.RequestException))
     init(default_conf, create_engine('sqlite://'))
-    result = _process(interval=int(default_conf['ticker_interval']))
+    result = _process(interval=default_conf['ticker_interval'])
     assert result is False
     assert sleep_mock.has_calls()
 
@@ -129,12 +125,11 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          get_wallet_health=health,
                           buy=MagicMock(side_effect=OperationalException))
     init(default_conf, create_engine('sqlite://'))
     assert get_state() == State.RUNNING
 
-    result = _process(interval=int(default_conf['ticker_interval']))
+    result = _process(interval=default_conf['ticker_interval'])
     assert result is False
     assert get_state() == State.STOPPED
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@@ -147,19 +142,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          get_wallet_health=health,
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
-                          buy=MagicMock(return_value='mocked_limit_buy'),
                           get_order=MagicMock(return_value=limit_buy_order))
     init(default_conf, create_engine('sqlite://'))
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
     assert not trades
-    result = _process(interval=int(default_conf['ticker_interval']))
+    result = _process(interval=default_conf['ticker_interval'])
     assert result is True
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
     assert len(trades) == 1
 
-    result = _process(interval=int(default_conf['ticker_interval']))
+    result = _process(interval=default_conf['ticker_interval'])
     assert result is False
 
 
@@ -170,19 +164,19 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
     # Save state of current whitelist
     whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade is not None
     assert trade.stake_amount == 0.001
     assert trade.is_open
     assert trade.open_date is not None
-    assert trade.exchange == Exchanges.BITTREX.name
+    assert trade.exchange == 'binance'
 
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -198,14 +192,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
     buy_mock = mocker.patch(
-        'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
+        'freqtrade.main.exchange.buy', MagicMock(return_value={'id': 'mocked_limit_buy'})
     )
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker)
     init(default_conf, create_engine('sqlite://'))
     min_stake_amount = 0.0005
-    create_trade(min_stake_amount, int(default_conf['ticker_interval']))
+    create_trade(min_stake_amount, default_conf['ticker_interval'])
     rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
     assert rate * amount >= min_stake_amount
 
@@ -217,10 +211,10 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'),
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
                           get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
+        create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
 
 
 def test_create_trade_no_pairs(default_conf, ticker, mocker):
@@ -230,13 +224,13 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
         conf = copy.deepcopy(default_conf)
         conf['exchange']['pair_whitelist'] = []
         mocker.patch.dict('freqtrade.main._CONF', conf)
-        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
+        create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
 
 
 def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
@@ -246,14 +240,14 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
         conf = copy.deepcopy(default_conf)
-        conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
+        conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
-        conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
+        conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
         mocker.patch.dict('freqtrade.main._CONF', conf)
-        create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
+        create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
 
 
 def test_create_trade_no_signal(default_conf, mocker):
@@ -267,7 +261,7 @@ def test_create_trade_no_signal(default_conf, mocker):
     stake_amount = 10
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
-    assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
+    assert not create_trade(stake_amount, default_conf['ticker_interval'])
 
 
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
@@ -281,13 +275,14 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
                               'ask': 0.00001173,
                               'last': 0.00001172
                           }),
-                          buy=MagicMock(return_value='mocked_limit_buy'),
+                          get_fee=MagicMock(return_value=0.0025),
-                          sell=MagicMock(return_value='mocked_limit_sell'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
+                          sell=MagicMock(return_value={'id': 'mocked_limit_sell'}))
     mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
                           ticker=MagicMock(return_value={'price_usd': 15000.0}),
                           _cache_symbols=MagicMock(return_value={'BTC': 1}))
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -296,7 +291,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     assert trade.is_open is True
 
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
+    assert handle_trade(trade, default_conf['ticker_interval']) is True
     assert trade.open_order_id == 'mocked_limit_sell'
 
     # Simulate fulfilled LIMIT_SELL order for trade
@@ -317,11 +312,11 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
@@ -330,7 +325,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
 
     # Buy is triggering, so buying ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
     trades = Trade.query.all()
     nb_trades = len(trades)
     assert nb_trades == 1
@@ -338,7 +333,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
 
     # Buy and Sell are not triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
-    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
+    assert handle_trade(trades[0], default_conf['ticker_interval']) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
     assert nb_trades == 1
@@ -346,7 +341,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
 
     # Buy and Sell are triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
-    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
+    assert handle_trade(trades[0], default_conf['ticker_interval']) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
     assert nb_trades == 1
@@ -355,7 +350,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
     # Sell is triggering, guess what : we are Selling!
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
     trades = Trade.query.all()
-    assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
+    assert handle_trade(trades[0], default_conf['ticker_interval']) is True
 
 
 def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
@@ -367,11 +362,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
     mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.is_open = True
@@ -382,11 +377,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
     #      executing
     # if ROI is reached we must sell
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
+    assert handle_trade(trade, interval=default_conf['ticker_interval'])
     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
     # if ROI is reached we must sell even if sell-signal is not signalled
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
+    assert handle_trade(trade, interval=default_conf['ticker_interval'])
     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
 
 
@@ -399,20 +394,20 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.is_open = True
 
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
-    value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
+    value_returned = handle_trade(trade, default_conf['ticker_interval'])
     assert value_returned is False
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval']))
+    assert handle_trade(trade, default_conf['ticker_interval'])
     s = 'Executing sell due to sell signal ...'
     assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
 
@@ -424,11 +419,11 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     # Create trade and sell it
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -438,7 +433,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
     assert trade.is_open is False
 
     with pytest.raises(ValueError, match=r'.*closed trade.*'):
-        handle_trade(trade, int(default_conf['ticker_interval']))
+        handle_trade(trade, default_conf['ticker_interval'])
 
 
 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@@ -454,9 +449,9 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
     init(default_conf, create_engine('sqlite://'))
 
     trade_buy = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='123456789',
         amount=90.99181073,
         fee=0.0,
@@ -503,9 +498,9 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     init(default_conf, create_engine('sqlite://'))
 
     trade_sell = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='123456789',
         amount=90.99181073,
         fee=0.0,
@@ -552,9 +547,9 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     init(default_conf, create_engine('sqlite://'))
 
     trade_buy = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='123456789',
         amount=90.99181073,
         fee=0.0,
@@ -598,12 +593,13 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -611,13 +607,14 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
     # Increase the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker_sell_up)
 
     execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
@@ -636,12 +633,13 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
                           send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -655,7 +653,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
@@ -669,11 +667,12 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -681,6 +680,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d
     # Decrease the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker_sell_down)
     mocker.patch('freqtrade.main._CONF', {})
 
@@ -688,7 +688,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
 
@@ -700,11 +700,12 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker)
     init(default_conf, create_engine('sqlite://'))
 
     # Create some test data
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     assert trade
@@ -712,6 +713,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
     # Increase the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
+                          get_fee=MagicMock(return_value=0.0025),
                           get_ticker=ticker_sell_up)
     mocker.patch('freqtrade.main._CONF', {})
 
@@ -719,7 +721,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
     assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
@@ -743,15 +745,16 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
                               'ask': 0.00002173,
                               'last': 0.00002172
                           }),
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          get_fee=MagicMock(return_value=0.0025),
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
+    assert handle_trade(trade, default_conf['ticker_interval']) is True
 
 
 def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@@ -771,15 +774,16 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
                               'ask': 0.00002173,
                               'last': 0.00002172
                           }),
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          get_fee=MagicMock(return_value=0.0025),
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
+    assert handle_trade(trade, default_conf['ticker_interval']) is True
 
 
 def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@@ -799,15 +803,16 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
                               'ask': 0.00000173,
                               'last': 0.00000172
                           }),
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          get_fee=MagicMock(return_value=0.0025),
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
+    assert handle_trade(trade, default_conf['ticker_interval']) is False
 
 
 def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@@ -827,12 +832,13 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
                               'ask': 0.00000173,
                               'last': 0.00000172
                           }),
-                          buy=MagicMock(return_value='mocked_limit_buy'))
+                          get_fee=MagicMock(return_value=0.0025),
+                          buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
 
     init(default_conf, create_engine('sqlite://'))
-    create_trade(0.001, int(default_conf['ticker_interval']))
+    create_trade(0.001, default_conf['ticker_interval'])
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
-    assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
+    assert handle_trade(trade, default_conf['ticker_interval']) is True

freqtrade/tests/test_misc.py

@@ -113,7 +113,7 @@ def test_parse_args_backtesting_custom():
         '-c', 'test_conf.json',
         'backtesting',
         '--live',
-        '--ticker-interval', '1',
+        '--ticker-interval', '1m',
         '--refresh-pairs-cached']
     call_args = parse_args(args, '')
     assert call_args.config == 'test_conf.json'
@@ -121,7 +121,7 @@ def test_parse_args_backtesting_custom():
     assert call_args.loglevel == 20
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
-    assert call_args.ticker_interval == 1
+    assert call_args.ticker_interval == '1m'
     assert call_args.refresh_pairs is True
 
 
@@ -161,7 +161,7 @@ def test_load_config(default_conf, mocker):
 
 def test_load_config_invalid_pair(default_conf, mocker):
     conf = deepcopy(default_conf)
-    conf['exchange']['pair_whitelist'].append('BTC-ETH')
+    conf['exchange']['pair_whitelist'].append('ETH_BTC')  # Should have format ETH/BTC
     mocker.patch(
         'freqtrade.misc.open',
         mocker.mock_open(

freqtrade/tests/test_persistence.py

@@ -2,7 +2,6 @@
 import os
 import pytest
 from sqlalchemy import create_engine
-from freqtrade.exchange import Exchanges
 from freqtrade.persistence import Trade, init, clean_dry_run_db
 
 
@@ -117,10 +116,10 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order):
     """
 
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     assert trade.open_order_id is None
     assert trade.open_rate is None
@@ -144,10 +143,10 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order):
 
 def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
 
     trade.open_order_id = 'something'
@@ -166,10 +165,10 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
 
 def test_calc_close_trade_price_exception(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
 
     trade.open_order_id = 'something'
@@ -179,10 +178,10 @@ def test_calc_close_trade_price_exception(limit_buy_order):
 
 def test_update_open_order(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=1.00,
         fee=0.1,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
 
     assert trade.open_order_id is None
@@ -201,10 +200,10 @@ def test_update_open_order(limit_buy_order):
 
 def test_update_invalid_order(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=1.00,
         fee=0.1,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     limit_buy_order['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
@@ -213,10 +212,10 @@ def test_update_invalid_order(limit_buy_order):
 
 def test_calc_open_trade_price(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     trade.open_order_id = 'open_trade'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -230,10 +229,10 @@ def test_calc_open_trade_price(limit_buy_order):
 
 def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     trade.open_order_id = 'close_trade'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -251,10 +250,10 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
 
 def test_calc_profit(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     trade.open_order_id = 'profit_percent'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -285,10 +284,10 @@ def test_calc_profit(limit_buy_order, limit_sell_order):
 
 def test_calc_profit_percent(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
-        exchange=Exchanges.BITTREX,
+        exchange='binance',
     )
     trade.open_order_id = 'profit_percent'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
@@ -316,35 +315,35 @@ def test_clean_dry_run_db(default_conf):
 
     # Simulate dry_run entries
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='dry_run_buy_12345'
     )
     Trade.session.add(trade)
 
     trade = Trade(
-        pair='BTC_ETC',
+        pair='ETC/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='dry_run_sell_12345'
     )
     Trade.session.add(trade)
 
     # Simulate prod entry
     trade = Trade(
-        pair='BTC_ETC',
+        pair='ETC/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='binance',
         open_order_id='prod_buy_12345'
     )
     Trade.session.add(trade)

freqtrade/tests/testdata/BTC_UNITEST-8.json

@@ -1,3 +0,0 @@
-[
-  {"O": 0.00162008, "H": 0.00162008, "L": 0.00162008, "C": 0.00162008, "V": 108.14853839, "T": "2017-11-04T23:02:00", "BV": 0.17520927}
-]

freqtrade/tests/testdata/UNITTEST_BTC-8m.json

@@ -0,0 +1 @@
+[{"O": 0.00162008, "H": 0.00162008, "L": 0.00162008, "C": 0.00162008, "V": 108.14853839, "T": "2017-11-04T23:02:00.000000"}]

freqtrade/tests/testdata/download_backtest_data.py

@@ -3,21 +3,21 @@
 """This script generate json data from bittrex"""
 import sys
 import json
+import ccxt
 
 from freqtrade import exchange
-from freqtrade.exchange import Bittrex
 from freqtrade import misc
 
 parser = misc.common_args_parser('download utility')
 parser.add_argument(
-        '-p', '--pair',
+    '-p', '--pair',
-        help='JSON file containing pairs to download',
+    help='JSON file containing pairs to download',
-        dest='pair',
+    dest='pair',
-        default=None
+    default=None
 )
 args = parser.parse_args(sys.argv[1:])
 
-TICKER_INTERVALS = [1, 5]  # ticker interval in minutes (currently implemented: 1 and 5)
+TICKER_INTERVALS = ['1m', '5m']  # ticker interval in minutes (currently implemented: 1 and 5)
 PAIRS = []
 
 if args.pair:
@@ -28,11 +28,13 @@ PAIRS = list(set(PAIRS))
 print('About to download pairs:', PAIRS)
 
 # Init Bittrex exchange
-exchange._API = Bittrex({'key': '', 'secret': ''})
+exchange._API = ccxt.bittrex()
 
 for pair in PAIRS:
     for tick_interval in TICKER_INTERVALS:
         print('downloading pair %s, interval %s' % (pair, tick_interval))
         data = exchange.get_ticker_history(pair, tick_interval)
-        filename = '{}-{}.json'.format(pair, tick_interval)
+        pair_print = pair.replace('/', '_')
+        filename = '{}-{}.json'.format(pair_print, tick_interval)
+        data = sorted(data, key=lambda d: d['T'])
         misc.file_dump_json(filename, data)

freqtrade/tests/testdata/pairs.json

@@ -1,26 +1,10 @@
 [
-    "BTC_ADA",
+    "ADA/BTC",
-    "BTC_BAT",
+    "DASH/BTC",
-    "BTC_DASH",
+    "ETH/BTC",
-    "BTC_ETC",
+    "POWR/BTC",
-    "BTC_ETH",
+    "LTC/BTC",
-    "BTC_GBYTE",
+    "MEME/BTC",
-    "BTC_LSK",
+    "CFI/BTC"
-    "BTC_LTC",
-    "BTC_NEO",
-    "BTC_NXT",
-    "BTC_POWR",
-    "BTC_STORJ",
-    "BTC_QTUM",
-    "BTC_WAVES",
-    "BTC_VTC",
-    "BTC_XLM",
-    "BTC_XMR",
-    "BTC_XVG",
-    "BTC_XRP",
-    "BTC_ZEC",
-    "USDT_BTC",
-    "USDT_LTC",
-    "USDT_ETH"
 ]
 

requirements.txt

@@ -19,7 +19,7 @@ hyperopt==0.1
 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
 networkx==1.11
 tabulate==0.8.2
-pymarketcap==3.3.153
+pymarketcap==3.3.158
 
 # Required for plotting data
 #plotly==2.3.0

user_data/hyperopt_conf.py

@@ -26,16 +26,15 @@ def hyperopt_optimize_conf() -> dict:
         },
         "exchange": {
             "pair_whitelist": [
-                "BTC_ETH",
+                "ETH/BTC",
-                "BTC_LTC",
+                "LTC/BTC",
-                "BTC_ETC",
+                "ETC/BTC",
-                "BTC_DASH",
+                "DASH/BTC",
-                "BTC_ZEC",
+                "ZEC/BTC",
-                "BTC_XLM",
+                "XLM/BTC",
-                "BTC_NXT",
+                "POWR/BTC",
-                "BTC_POWR",
+                "ADA/BTC",
-                "BTC_ADA",
+                "XMR/BTC"
-                "BTC_XMR"
             ]
         }
     }