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Add exception handlers for orderbook logic

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This commit is contained in:
Matthias
2020-05-26 20:14:05 +02:00
parent 76e4e5897f
commit 7a7b26e840
2 changed files with 41 additions and 22 deletions
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28
tests/test_freqtradebot.py
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@@ -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: