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type ccxt_compat tests

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This commit is contained in:
Matthias 2022-12-31 10:59:26 +01:00
parent cd7bd9bf9a
commit 74b924471a
1 changed files with 53 additions and 50 deletions
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103
tests/exchange/test_ccxt_compat.py
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@ -8,16 +8,19 @@ suitable to run with freqtrade.
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from pathlib import Path
from typing import Tuple
import pytest
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.exchange.exchange import timeframe_to_msecs
from freqtrade.exchange.exchange import Exchange, timeframe_to_msecs
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_default_conf_usdt
EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
# Exchanges that should be tested
EXCHANGES = {
'bittrex': {
@ -141,19 +144,19 @@ def exchange_futures(request, exchange_conf, class_mocker):
@pytest.mark.longrun
class TestCCXTExchange():
def test_load_markets(self, exchange):
exchange, exchangename = exchange
def test_load_markets(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
markets = exchange.markets
markets = exch.markets
assert pair in markets
assert isinstance(markets[pair], dict)
assert exchange.market_is_spot(markets[pair])
assert exch.market_is_spot(markets[pair])
def test_has_validations(self, exchange):
def test_has_validations(self, exchange: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange
exch, exchangename = exchange
exchange.validate_ordertypes({
exch.validate_ordertypes({
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
@ -162,13 +165,13 @@ class TestCCXTExchange():
if exchangename == 'gateio':
# gateio doesn't have market orders on spot
return
exchange.validate_ordertypes({
exch.validate_ordertypes({
'entry': 'market',
'exit': 'market',
'stoploss': 'market',
})
def test_load_markets_futures(self, exchange_futures):
def test_load_markets_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
@ -181,11 +184,11 @@ class TestCCXTExchange():
assert exchange.market_is_future(markets[pair])
def test_ccxt_fetch_tickers(self, exchange):
exchange, exchangename = exchange
def test_ccxt_fetch_tickers(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
tickers = exchange.get_tickers()
tickers = exch.get_tickers()
assert pair in tickers
assert 'ask' in tickers[pair]
assert tickers[pair]['ask'] is not None
@ -195,11 +198,11 @@ class TestCCXTExchange():
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert tickers[pair]['quoteVolume'] is not None
def test_ccxt_fetch_ticker(self, exchange):
exchange, exchangename = exchange
def test_ccxt_fetch_ticker(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
ticker = exchange.fetch_ticker(pair)
ticker = exch.fetch_ticker(pair)
assert 'ask' in ticker
assert ticker['ask'] is not None
assert 'bid' in ticker
@ -208,21 +211,21 @@ class TestCCXTExchange():
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert ticker['quoteVolume'] is not None
def test_ccxt_fetch_l2_orderbook(self, exchange):
exchange, exchangename = exchange
def test_ccxt_fetch_l2_orderbook(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
l2 = exchange.fetch_l2_order_book(pair)
l2 = exch.fetch_l2_order_book(pair)
assert 'asks' in l2
assert 'bids' in l2
assert len(l2['asks']) >= 1
assert len(l2['bids']) >= 1
l2_limit_range = exchange._ft_has['l2_limit_range']
l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
l2_limit_range = exch._ft_has['l2_limit_range']
l2_limit_range_required = exch._ft_has['l2_limit_range_required']
if exchangename == 'gateio':
# TODO: Gateio is unstable here at the moment, ignoring the limit partially.
return
for val in [1, 2, 5, 25, 100]:
l2 = exchange.fetch_l2_order_book(pair, val)
l2 = exch.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
if val > 50:
# Orderbooks are not always this deep.
@ -232,7 +235,7 @@ class TestCCXTExchange():
assert len(l2['asks']) == val
assert len(l2['bids']) == val
else:
next_limit = exchange.get_next_limit_in_list(
next_limit = exch.get_next_limit_in_list(
val, l2_limit_range, l2_limit_range_required)
if next_limit is None:
assert len(l2['asks']) > 100
@ -245,23 +248,23 @@ class TestCCXTExchange():
assert len(l2['asks']) == next_limit
assert len(l2['asks']) == next_limit
def test_ccxt_fetch_ohlcv(self, exchange):
exchange, exchangename = exchange
def test_ccxt_fetch_ohlcv(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
pair_tf = (pair, timeframe, CandleType.SPOT)
ohlcv = exchange.refresh_latest_ohlcv([pair_tf])
ohlcv = exch.refresh_latest_ohlcv([pair_tf])
assert isinstance(ohlcv, dict)
assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
# assert len(exchange.klines(pair_tf)) > 200
assert len(ohlcv[pair_tf]) == len(exch.klines(pair_tf))
# assert len(exch.klines(pair_tf)) > 200
# Assume 90% uptime ...
assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(
assert len(exch.klines(pair_tf)) > exch.ohlcv_candle_limit(
timeframe, CandleType.SPOT) * 0.90
# Check if last-timeframe is within the last 2 intervals
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
def ccxt__async_get_candle_history(self, exchange, exchangename, pair, timeframe, candle_type):
@ -289,17 +292,17 @@ class TestCCXTExchange():
assert len(candles) >= min(candle_count, candle_count1)
assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
def test_ccxt__async_get_candle_history(self, exchange):
exchange, exchangename = exchange
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
exc, exchangename = exchange
# For some weired reason, this test returns random lengths for bittrex.
if not exchange._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
if not exc._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
return
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
self.ccxt__async_get_candle_history(
exchange, exchangename, pair, timeframe, CandleType.SPOT)
exc, exchangename, pair, timeframe, CandleType.SPOT)
def test_ccxt__async_get_candle_history_futures(self, exchange_futures):
def test_ccxt__async_get_candle_history_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
@ -309,7 +312,7 @@ class TestCCXTExchange():
self.ccxt__async_get_candle_history(
exchange, exchangename, pair, timeframe, CandleType.FUTURES)
def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
@ -347,7 +350,7 @@ class TestCCXTExchange():
(rate['open'].min() != rate['open'].max())
)
def test_ccxt_fetch_mark_price_history(self, exchange_futures):
def test_ccxt_fetch_mark_price_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
@ -371,7 +374,7 @@ class TestCCXTExchange():
assert mark_candles[mark_candles['date'] == prev_hour].iloc[0]['open'] != 0.0
assert mark_candles[mark_candles['date'] == this_hour].iloc[0]['open'] != 0.0
def test_ccxt__calculate_funding_fees(self, exchange_futures):
def test_ccxt__calculate_funding_fees(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
@ -387,16 +390,16 @@ class TestCCXTExchange():
# TODO: tests fetch_trades (?)
def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
threshold = 0.01
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold
assert 0 < exch.get_fee(pair, 'limit', 'buy') < threshold
assert 0 < exch.get_fee(pair, 'limit', 'sell') < threshold
assert 0 < exch.get_fee(pair, 'market', 'buy') < threshold
assert 0 < exch.get_fee(pair, 'market', 'sell') < threshold
def test_ccxt_get_max_leverage_spot(self, exchange):
def test_ccxt_get_max_leverage_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
spot, spot_name = exchange
if spot:
leverage_in_market_spot = EXCHANGES[spot_name].get('leverage_in_spot_market')
@ -406,7 +409,7 @@ class TestCCXTExchange():
assert (isinstance(spot_leverage, float) or isinstance(spot_leverage, int))
assert spot_leverage >= 1.0
def test_ccxt_get_max_leverage_futures(self, exchange_futures):
def test_ccxt_get_max_leverage_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
futures, futures_name = exchange_futures
if futures:
leverage_tiers_public = EXCHANGES[futures_name].get('leverage_tiers_public')
@ -419,7 +422,7 @@ class TestCCXTExchange():
assert (isinstance(futures_leverage, float) or isinstance(futures_leverage, int))
assert futures_leverage >= 1.0
def test_ccxt_get_contract_size(self, exchange_futures):
def test_ccxt_get_contract_size(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
futures, futures_name = exchange_futures
if futures:
futures_pair = EXCHANGES[futures_name].get(
@ -430,7 +433,7 @@ class TestCCXTExchange():
assert (isinstance(contract_size, float) or isinstance(contract_size, int))
assert contract_size >= 0.0
def test_ccxt_load_leverage_tiers(self, exchange_futures):
def test_ccxt_load_leverage_tiers(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
futures, futures_name = exchange_futures
if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
leverage_tiers = futures.load_leverage_tiers()
@ -463,7 +466,7 @@ class TestCCXTExchange():
oldminNotional = tier['minNotional']
oldmaxNotional = tier['maxNotional']
def test_ccxt_dry_run_liquidation_price(self, exchange_futures):
def test_ccxt_dry_run_liquidation_price(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
futures, futures_name = exchange_futures
if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
@ -494,7 +497,7 @@ class TestCCXTExchange():
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
def test_ccxt_get_max_pair_stake_amount(self, exchange_futures):
def test_ccxt_get_max_pair_stake_amount(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
futures, futures_name = exchange_futures
if futures:
futures_pair = EXCHANGES[futures_name].get(