diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d5d512e78..f9a683a93 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -18,7 +18,7 @@ from freqtrade.configuration import validate_config_consistency from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge -from freqtrade.exceptions import DependencyException, InvalidOrderException +from freqtrade.exceptions import DependencyException, InvalidOrderException, PricingException from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.misc import safe_value_fallback from freqtrade.pairlist.pairlistmanager import PairListManager @@ -263,9 +263,16 @@ class FreqtradeBot: order_book = self.exchange.get_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) # top 1 = index 0 - order_book_rate = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0] - logger.info(f'...top {order_book_top} order book buy rate {order_book_rate:.8f}') - used_rate = order_book_rate + try: + rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0] + except (IndexError, KeyError) as e: + logger.warning( + "Buy Price from orderbook could not be determined." + f"Orderbook: {order_book}" + ) + raise PricingException from e + logger.info(f'...top {order_book_top} order book buy rate {rate_from_l2:.8f}') + used_rate = rate_from_l2 else: logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price") ticker = self.exchange.fetch_ticker(pair) @@ -662,8 +669,13 @@ class FreqtradeBot: logger.info( f"Getting price from order book {ask_strategy['price_side'].capitalize()} side." ) - rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s")) - + try: + rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s")) + except (IndexError, KeyError) as e: + logger.warning( + f"Sell Price at location from orderbook could not be determined." + ) + raise PricingException from e else: rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']] self._sell_rate_cache[pair] = rate @@ -690,16 +702,23 @@ class FreqtradeBot: self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) if config_ask_strategy.get('use_order_book', False): - logger.debug(f'Using order book for selling {trade.pair}...') # logger.debug('Order book %s',orderBook) order_book_min = config_ask_strategy.get('order_book_min', 1) order_book_max = config_ask_strategy.get('order_book_max', 1) + logger.info(f'Using order book between {order_book_min} and {order_book_max} ' + f'for selling {trade.pair}...') order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s", order_book_min=order_book_min, order_book_max=order_book_max) for i in range(order_book_min, order_book_max + 1): - sell_rate = next(order_book) + try: + sell_rate = next(order_book) + except (IndexError, KeyError) as e: + logger.warning( + f"Sell Price at location {i} from orderbook could not be determined." + ) + raise PricingException from e logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: " f"{sell_rate:0.8f}") diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 9d9d133cc..e940d7daf 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -11,18 +11,21 @@ import arrow import pytest import requests -from freqtrade.constants import MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT, CANCEL_REASON +from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC, + UNLIMITED_STAKE_AMOUNT) from freqtrade.exceptions import (DependencyException, InvalidOrderException, - OperationalException, TemporaryError) + OperationalException, PricingException, + TemporaryError) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import RunMode, State from freqtrade.strategy.interface import SellCheckTuple, SellType from freqtrade.worker import Worker -from tests.conftest import (get_patched_freqtradebot, get_patched_worker, - log_has, log_has_re, patch_edge, patch_exchange, - patch_get_signal, patch_wallet, patch_whitelist, create_mock_trades) +from tests.conftest import (create_mock_trades, get_patched_freqtradebot, + get_patched_worker, log_has, log_has_re, + patch_edge, patch_exchange, patch_get_signal, + patch_wallet, patch_whitelist) def patch_RPCManager(mocker) -> MagicMock: @@ -3772,29 +3775,26 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None: assert ticker_mock.call_count == 0 -def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None: - """ - test if function get_buy_rate will return the ask rate (since its value is lower) - instead of the order book rate (even if enabled) - """ +def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None: patch_exchange(mocker) ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - get_order_book=order_book_l2, + get_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}), fetch_ticker=ticker_mock, ) default_conf['exchange']['name'] = 'binance' default_conf['bid_strategy']['use_order_book'] = True - default_conf['bid_strategy']['order_book_top'] = 2 + default_conf['bid_strategy']['order_book_top'] = 1 default_conf['bid_strategy']['ask_last_balance'] = 0 default_conf['telegram']['enabled'] = False freqtrade = FreqtradeBot(default_conf) # orderbook shall be used even if tickers would be lower. - assert freqtrade.get_buy_rate('ETH/BTC', True) != 0.042 - assert ticker_mock.call_count == 0 + with pytest.raises(PricingException): + freqtrade.get_buy_rate('ETH/BTC', refresh=True) + assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog) def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: