Add tests for exchange functions that comply with ccxt
This commit is contained in:
enenn
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@ -73,11 +73,11 @@ def default_conf():
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"key": "key",
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"secret": "secret",
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"pair_whitelist": [
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"BTC_ETH",
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"BTC_TKN",
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"BTC_TRST",
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"BTC_SWT",
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"BTC_BCC"
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"ETH/BTC",
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"TKN/BTC",
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"TRST/BTC",
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"SWT/BTC",
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"BCC/BTC"
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]
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},
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"telegram": {
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@ -160,13 +160,14 @@ def health():
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def limit_buy_order():
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return {
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001099,
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'datetime': arrow.utcnow().isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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'status': 'closed'
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}
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@ -174,12 +175,14 @@ def limit_buy_order():
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def limit_buy_order_old():
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return {
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'id': 'mocked_limit_buy_old',
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'type': 'LIMIT_BUY',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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'status': 'open'
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}
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@ -187,12 +190,14 @@ def limit_buy_order_old():
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def limit_sell_order_old():
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return {
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'id': 'mocked_limit_sell_old',
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'type': 'LIMIT_SELL',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'type': 'limit',
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'side': 'sell',
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'pair': 'ETH/BTC',
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'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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'status': 'open'
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}
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@ -200,12 +205,14 @@ def limit_sell_order_old():
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def limit_buy_order_old_partial():
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return {
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'id': 'mocked_limit_buy_old_partial',
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'type': 'LIMIT_BUY',
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'pair': 'BTC_ETH',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'type': 'limit',
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'side': 'buy',
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'pair': 'ETH/BTC',
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'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 67.99181073,
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'status': 'open'
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}
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@ -213,16 +220,47 @@ def limit_buy_order_old_partial():
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def limit_sell_order():
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return {
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'id': 'mocked_limit_sell',
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'type': 'LIMIT_SELL',
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'type': 'limit',
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'side': 'sell',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001173,
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'datetime': arrow.utcnow().isoformat(),
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'price': 0.00001173,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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'status': 'closed'
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}
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@pytest.fixture
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def ticker_history_api():
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return [
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[
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1511686200000, # unix timestamp ms
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8.794e-05, # open
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8.948e-05, # high
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8.794e-05, # low
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8.88e-05, # close
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0.0877869, # volume (in quote currency)
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],
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[
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1511686500000,
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8.88e-05,
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8.942e-05,
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8.88e-05,
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8.893e-05,
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0.05874751,
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],
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[
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1511686800,
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8.891e-05,
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8.893e-05,
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8.875e-05,
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8.877e-05,
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0.7039405
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]
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]
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@pytest.fixture
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def ticker_history():
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return [
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@ -299,133 +337,3 @@ def result():
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# return the open-order-id
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# See tests in rpc/main that could use this
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@pytest.fixture
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def get_market_summaries_data():
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"""
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This fixture is a real result from exchange.get_market_summaries() but reduced to only
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8 entries. 4 BTC, 4 USTD
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:return: JSON market summaries
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"""
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return [
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{
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'Ask': 1.316e-05,
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'BaseVolume': 5.72599471,
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'Bid': 1.3e-05,
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'Created': '2014-04-14T00:00:00',
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'High': 1.414e-05,
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'Last': 1.298e-05,
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'Low': 1.282e-05,
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'MarketName': 'BTC-XWC',
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'OpenBuyOrders': 2000,
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'OpenSellOrders': 1484,
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'PrevDay': 1.376e-05,
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'TimeStamp': '2018-02-05T01:32:40.493',
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'Volume': 424041.21418375
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},
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{
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'Ask': 0.00627051,
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'BaseVolume': 93.23302388,
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'Bid': 0.00618192,
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'Created': '2016-10-20T04:48:30.387',
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'High': 0.00669897,
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'Last': 0.00618192,
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'Low': 0.006,
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'MarketName': 'BTC-XZC',
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'OpenBuyOrders': 343,
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'OpenSellOrders': 2037,
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'PrevDay': 0.00668229,
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'TimeStamp': '2018-02-05T01:32:43.383',
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'Volume': 14863.60730702
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},
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{
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'Ask': 0.01137247,
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'BaseVolume': 383.55922657,
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'Bid': 0.01136006,
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'Created': '2016-11-15T20:29:59.73',
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'High': 0.012,
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'Last': 0.01137247,
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'Low': 0.01119883,
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'MarketName': 'BTC-ZCL',
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'OpenBuyOrders': 1332,
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'OpenSellOrders': 5317,
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'PrevDay': 0.01179603,
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'TimeStamp': '2018-02-05T01:32:42.773',
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'Volume': 33308.07358285
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},
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{
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'Ask': 0.04155821,
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'BaseVolume': 274.75369074,
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'Bid': 0.04130002,
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'Created': '2016-10-28T17:13:10.833',
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'High': 0.04354429,
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'Last': 0.041585,
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'Low': 0.0413,
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'MarketName': 'BTC-ZEC',
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'OpenBuyOrders': 863,
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'OpenSellOrders': 5579,
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'PrevDay': 0.0429,
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'TimeStamp': '2018-02-05T01:32:43.21',
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'Volume': 6479.84033259
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},
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{
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'Ask': 210.99999999,
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'BaseVolume': 615132.70989532,
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'Bid': 210.05503736,
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'Created': '2017-07-21T01:08:49.397',
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'High': 257.396,
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'Last': 211.0,
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'Low': 209.05333589,
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'MarketName': 'USDT-XMR',
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'OpenBuyOrders': 180,
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'OpenSellOrders': 1203,
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'PrevDay': 247.93528899,
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'TimeStamp': '2018-02-05T01:32:43.117',
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'Volume': 2688.17410793
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},
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{
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'Ask': 0.79589979,
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'BaseVolume': 9349557.01853031,
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'Bid': 0.789226,
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'Created': '2017-07-14T17:10:10.737',
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'High': 0.977,
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'Last': 0.79589979,
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'Low': 0.781,
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'MarketName': 'USDT-XRP',
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'OpenBuyOrders': 1075,
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'OpenSellOrders': 6508,
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'PrevDay': 0.93300218,
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'TimeStamp': '2018-02-05T01:32:42.383',
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'Volume': 10801663.00788851
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},
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{
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'Ask': 0.05154982,
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'BaseVolume': 2311087.71232136,
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'Bid': 0.05040107,
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'Created': '2017-12-29T19:29:18.357',
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'High': 0.06668561,
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'Last': 0.0508,
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'Low': 0.05006731,
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'MarketName': 'USDT-XVG',
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'OpenBuyOrders': 655,
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'OpenSellOrders': 5544,
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'PrevDay': 0.0627,
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'TimeStamp': '2018-02-05T01:32:41.507',
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'Volume': 40031424.2152716
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},
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{
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'Ask': 332.65500022,
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'BaseVolume': 562911.87455665,
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'Bid': 330.00000001,
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'Created': '2017-07-14T17:10:10.673',
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'High': 401.59999999,
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'Last': 332.65500019,
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'Low': 330.0,
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'MarketName': 'USDT-ZEC',
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'OpenBuyOrders': 161,
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'OpenSellOrders': 1731,
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'PrevDay': 391.42,
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'TimeStamp': '2018-02-05T01:32:42.947',
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'Volume': 1571.09647946
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}
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]
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@ -2,15 +2,15 @@
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# pragma pylint: disable=protected-access
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import logging
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from random import randint
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from unittest.mock import MagicMock
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from unittest.mock import MagicMock, PropertyMock
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import ccxt
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import pytest
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from requests.exceptions import RequestException
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import freqtrade.exchange as exchange
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from freqtrade import OperationalException
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from freqtrade import OperationalException, DependencyException, NetworkException
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from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee
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import freqtrade.exchange as exchange
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from freqtrade.tests.conftest import log_has
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API_INIT = False
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@ -42,9 +42,12 @@ def test_init_exception(default_conf):
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def test_validate_pairs(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.get_markets = MagicMock(return_value=[
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'BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT', 'BTC_BCC',
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])
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
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})
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id_mock = PropertyMock(return_value='test_exchange')
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type(api_mock).id = id_mock
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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@ -52,7 +55,7 @@ def test_validate_pairs(default_conf, mocker):
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def test_validate_pairs_not_available(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.get_markets = MagicMock(return_value=[])
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api_mock.load_markets = MagicMock(return_value={})
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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with pytest.raises(OperationalException, match=r'not available'):
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@ -61,8 +64,9 @@ def test_validate_pairs_not_available(default_conf, mocker):
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def test_validate_pairs_not_compatible(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.get_markets = MagicMock(
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return_value=['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT'])
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
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})
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default_conf['stake_currency'] = 'ETH'
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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@ -73,10 +77,9 @@ def test_validate_pairs_not_compatible(default_conf, mocker):
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def test_validate_pairs_exception(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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api_mock = MagicMock()
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api_mock.get_markets = MagicMock(side_effect=RequestException())
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api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
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mocker.patch('freqtrade.exchange._API', api_mock)
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# with pytest.raises(RequestException, match=r'Unable to validate pairs'):
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
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caplog.record_tuples)
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@ -86,38 +89,100 @@ def test_buy_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
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order = buy(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'dry_run_buy_' in order['id']
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def test_buy_prod(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.buy = MagicMock(
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return_value='dry_run_buy_{}'.format(randint(0, 10**6)))
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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api_mock.create_limit_buy_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert 'dry_run_buy_' in buy(pair='BTC_ETH', rate=200, amount=1)
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order = buy(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(DependencyException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(NetworkException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(OperationalException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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def test_sell_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
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order = sell(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'dry_run_sell_' in order['id']
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def test_sell_prod(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.sell = MagicMock(
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return_value='dry_run_sell_{}'.format(randint(0, 10**6)))
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order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
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api_mock.create_limit_sell_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert 'dry_run_sell_' in sell(pair='BTC_ETH', rate=200, amount=1)
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order = sell(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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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):
|
||||
@ -129,7 +194,7 @@ 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
|
||||
@ -137,36 +202,51 @@ 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',
|
||||
'Balance': 10.0,
|
||||
'Available': 10.0,
|
||||
'Pending': 0.0,
|
||||
'CryptoAddress': None
|
||||
'free': 10.0,
|
||||
'total': 10.0,
|
||||
'used': 0.0
|
||||
}
|
||||
|
||||
api_mock = MagicMock()
|
||||
api_mock.get_balances = MagicMock(
|
||||
return_value=[balance_item, balance_item, balance_item])
|
||||
api_mock.fetch_balance = MagicMock(return_value={
|
||||
'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()[0]['Balance'] == 10.0
|
||||
assert get_balances()[0]['Available'] == 10.0
|
||||
assert get_balances()[0]['Pending'] == 0.0
|
||||
assert get_balances()['1ST']['free'] == 10.0
|
||||
assert get_balances()['1ST']['total'] == 10.0
|
||||
assert get_balances()['1ST']['used'] == 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
|
||||
@ -174,57 +254,135 @@ 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}}
|
||||
api_mock.get_ticker = MagicMock(return_value=tick)
|
||||
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
|
||||
tick = {
|
||||
'symbol': 'ETH/BTC',
|
||||
'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}}
|
||||
api_mock.get_ticker = MagicMock(return_value=tick)
|
||||
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
|
||||
tick = {
|
||||
'symbol': 'ETH/BTC',
|
||||
'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
|
||||
|
||||
# change the ticker to a different pair which should not be cached
|
||||
tick = {
|
||||
'symbol': 'LTC/BTC',
|
||||
'bid': 2,
|
||||
'ask': 3,
|
||||
'last': 4,
|
||||
}
|
||||
api_mock.fetch_ticker = MagicMock(return_value=tick, refresh=False)
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
ticker = get_ticker(pair='LTC/BTC', refresh=False)
|
||||
assert ticker['bid'] == 2
|
||||
assert ticker['ask'] == 3
|
||||
|
||||
# check that ETH/BTC is still cached
|
||||
ticker = get_ticker(pair='ETH/BTC', refresh=False)
|
||||
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
|
||||
api_mock.get_ticker_history = MagicMock(return_value=tick)
|
||||
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']))
|
||||
assert ticks == 123
|
||||
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
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
|
||||
api_mock.get_ticker_history = MagicMock(return_value=tick)
|
||||
new_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']))
|
||||
assert ticks == 123
|
||||
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
||||
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
|
||||
@ -234,7 +392,22 @@ 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):
|
||||
@ -243,44 +416,48 @@ def test_get_order(default_conf, mocker):
|
||||
order = MagicMock()
|
||||
order.myid = 123
|
||||
exchange._DRY_RUN_OPEN_ORDERS['X'] = order
|
||||
print(exchange.get_order('X'))
|
||||
assert exchange.get_order('X').myid == 123
|
||||
print(exchange.get_order('X', 'TKN/BTC'))
|
||||
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 api_mock.get_markets.call_count == 1
|
||||
exchange.get_market_summaries()
|
||||
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
|
||||
assert get_fee() == 0.025
|
||||
|
||||
Loading…
Reference in New Issue
Block a user