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Don't hard-fail when fetch_ticker doesn't return a value

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closes #5477
This commit is contained in:
Matthias
2021-08-25 07:13:09 +02:00
parent 60b476611c
commit 8a9407bac9
2 changed files with 26 additions and 1 deletions
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2
freqtrade/exchange/exchange.py
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@@ -1038,7 +1038,7 @@ class Exchange:
logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price") logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
ticker = self.fetch_ticker(pair) ticker = self.fetch_ticker(pair)
ticker_rate = ticker[conf_strategy['price_side']] ticker_rate = ticker[conf_strategy['price_side']]
if ticker['last']: if ticker['last'] and ticker_rate:
if side == 'buy' and ticker_rate > ticker['last']: if side == 'buy' and ticker_rate > ticker['last']:
balance = conf_strategy['ask_last_balance'] balance = conf_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate) ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)

25
tests/exchange/test_exchange.py
View File

@@ -1851,6 +1851,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
assert log_has("Using cached sell rate for ETH/BTC.", caplog) assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
('buy', 'ask', None, 4, 4, 0, 4), # ask not available
('buy', 'ask', None, None, 4, 0, 4), # ask not available
('buy', 'bid', 6, None, 4, 0, 5), # bid not available
('buy', 'bid', None, None, 4, 0, 5), # No rate available
('sell', 'ask', None, 4, 4, 0, 4), # ask not available
('sell', 'ask', None, None, 4, 0, 4), # ask not available
('sell', 'bid', 6, None, 4, 0, 5), # bid not available
('sell', 'bid', None, None, 4, 0, 5), # bid not available
])
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['ask_last_balance'] = last_ab
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'last': last, 'bid': bid})
with pytest.raises(PricingError):
exchange.get_rate('ETH/BTC', refresh=True, side=entry)
@pytest.mark.parametrize('side,expected', [ @pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side ('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side ('ask', 0.043949), # Value from order_book_l2 fiture - asks side