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Merge pull request #2686 from freqtrade/doc/pricing_reasons

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Document buy / sell order pricings
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Matthias 2019-12-24 07:05:35 +01:00 committed by GitHub
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73
docs/configuration.md
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@ -57,12 +57,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. <br> ***Datatype:*** *Boolean*
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. *Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. <br> ***Datatype:*** *Boolean*
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
@ -88,9 +88,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
| `webhook.enabled` | Enable usage of Webhook notifications <br> ***Datatype:*** *Boolean*
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Boolean*
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *IPv4*
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Integer between 1024 and 65535*
@ -208,13 +208,6 @@ before asking the strategy if we should buy or a sell an asset. After each wait
every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
the static list of pairs) if we should buy.
### Understand ask_last_balance
The `ask_last_balance` configuration parameter sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
use the `last` price and values between those interpolate between ask and last
price. Using `ask` price will guarantee quick success in bid, but bot will also
end up paying more then would probably have been necessary.
### Understand order_types
The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
@ -394,6 +387,54 @@ The valid values are:
"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"
```
## Prices used for orders
Prices for regular orders can be controlled via the parameter structures `bid_strategy` for buying and `ask_strategy` for selling.
Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.
!!! Note
Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
### Buy price
#### Check depth of market
When check depth of market is enabled (`bid_strategy.check_depth_of_market.enabled=True`), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.
Orderbook `bid` (buy) side depth is then divided by the orderbook `ask` (sell) side depth and the resulting delta is compared to the value of the `bid_strategy.check_depth_of_market.bids_to_ask_delta` parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.
!!! Note
A delta value below 1 means that `ask` (sell) orderbook side depth is greater than the depth of the `bid` (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).
#### Buy price with Orderbook enabled
When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the `bid` (buy) side of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
#### Buy price without Orderbook enabled
When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `ask` (sell) price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `ask` price is not below the `last` price), it calculates a rate between `ask` and `last` price.
The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
Using `ask` price often guarantees quicker success in the bid, but the bot can also end up paying more than what would have been necessary.
### Sell price
#### Sell price with Orderbook enabled
When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` orderbook side are validated for a profitable sell-possibility based on the strategy configuration and the sell order is placed at the first profitable spot.
The idea here is to place the sell order early, to be ahead in the queue.
A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
!!! Warning "Orderbook and stoploss_on_exchange"
Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed.
#### Sell price without Orderbook enabled
When not using orderbook (`ask_strategy.use_order_book=False`), the `bid` price from the ticker will be used as the sell price.
## Pairlists
Pairlists define the list of pairs that the bot should trade.

2
freqtrade/exchange/exchange.py
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@ -524,7 +524,7 @@ class Exchange:
raise OperationalException(e) from e
@retrier
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
def fetch_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
if refresh or pair not in self._cached_ticker.keys():
try:
if pair not in self._api.markets or not self._api.markets[pair].get('active'):

6
freqtrade/freqtradebot.py
View File

@ -192,7 +192,7 @@ class FreqtradeBot:
else:
if not tick:
logger.info('Using Last Ask / Last Price')
ticker = self.exchange.get_ticker(pair)
ticker = self.exchange.fetch_ticker(pair)
else:
ticker = tick
if ticker['ask'] < ticker['last']:
@ -570,7 +570,7 @@ class FreqtradeBot:
"""
Get sell rate - either using get-ticker bid or first bid based on orderbook
The orderbook portion is only used for rpc messaging, which would otherwise fail
for BitMex (has no bid/ask in get_ticker)
for BitMex (has no bid/ask in fetch_ticker)
or remain static in any other case since it's not updating.
:return: Bid rate
"""
@ -582,7 +582,7 @@ class FreqtradeBot:
rate = order_book['bids'][0][0]
else:
rate = self.exchange.get_ticker(pair, refresh)['bid']
rate = self.exchange.fetch_ticker(pair, refresh)['bid']
return rate
def handle_trade(self, trade: Trade) -> bool:

14
tests/exchange/test_exchange.py
View File

@ -977,7 +977,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_ticker(default_conf, mocker, exchange_name):
def test_fetch_ticker(default_conf, mocker, exchange_name):
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
@ -989,7 +989,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
api_mock.markets = {'ETH/BTC': {'active': True}}
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# retrieve original ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
ticker = exchange.fetch_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
@ -1006,7 +1006,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = exchange.get_ticker(pair='ETH/BTC')
ticker = exchange.fetch_ticker(pair='ETH/BTC')
assert api_mock.fetch_ticker.call_count == 1
assert ticker['bid'] == 0.5
@ -1018,19 +1018,19 @@ def test_get_ticker(default_conf, mocker, exchange_name):
# Test caching
api_mock.fetch_ticker = MagicMock()
exchange.get_ticker(pair='ETH/BTC', refresh=False)
exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"get_ticker", "fetch_ticker",
"fetch_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
exchange.get_ticker(pair='XRP/ETH', refresh=True)
exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
@pytest.mark.parametrize("exchange_name", EXCHANGES)

36
tests/rpc/test_rpc.py
View File

@ -29,7 +29,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -65,7 +65,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_order': '(limit buy rem=0.00000000)'
} == results[0]
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
@ -104,7 +104,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -134,7 +134,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert 'ETH/BTC' == result[0][1]
assert '-0.59% (-0.09)' == result[0][3]
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
@ -149,7 +149,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -201,7 +201,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -225,7 +225,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@ -239,7 +239,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@ -260,7 +260,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert prec_satoshi(stats['best_rate'], 6.2)
# Test non-available pair
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
@ -287,7 +287,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -306,7 +306,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up,
fetch_ticker=ticker_sell_up,
get_fee=fee
)
trade.update(limit_sell_order)
@ -439,7 +439,7 @@ def test_rpc_start(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock()
fetch_ticker=MagicMock()
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@ -460,7 +460,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock()
fetch_ticker=MagicMock()
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@ -482,7 +482,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock()
fetch_ticker=MagicMock()
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@ -502,7 +502,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
cancel_order=cancel_order_mock,
get_order=MagicMock(
return_value={
@ -604,7 +604,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -637,7 +637,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -661,7 +661,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
buy=buy_mm
)

12
tests/rpc/test_rpc_apiserver.py
View File

@ -256,7 +256,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -292,7 +292,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -308,7 +308,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -323,7 +323,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -413,7 +413,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
@ -541,7 +541,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)

28
tests/rpc/test_rpc_telegram.py
View File

@ -150,7 +150,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
@ -204,7 +204,7 @@ def test_status(default_conf, update, mocker, fee, ticker,) -> None:
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
@ -254,7 +254,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
)
@ -307,7 +307,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
@ -373,7 +373,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker
fetch_ticker=ticker
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -411,7 +411,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
@ -443,7 +443,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
msg_mock.reset_mock()
# Update the ticker with a market going up
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@ -700,7 +700,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
patch_whitelist(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -715,7 +715,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
assert trade
# Increase the price and sell it
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
# /forcesell 1
context = MagicMock()
@ -755,7 +755,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
@ -769,7 +769,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
fetch_ticker=ticker_sell_down
)
trade = Trade.query.first()
@ -812,7 +812,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
patch_whitelist(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
default_conf['max_open_trades'] = 4
@ -963,7 +963,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@ -998,7 +998,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
)

170
tests/test_freqtradebot.py
View File

@ -157,7 +157,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker,
patch_wallet(mocker, free=default_conf['stake_amount'])
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee
)
@ -232,7 +232,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
buy_price = limit_buy_order['price']
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': buy_price * 0.79,
'ask': buy_price * 0.79,
'last': buy_price * 0.79
@ -272,7 +272,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
buy_price = limit_buy_order['price']
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': buy_price * 0.85,
'ask': buy_price * 0.85,
'last': buy_price * 0.85
@ -304,7 +304,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
default_conf['max_open_trades'] = 2
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -467,7 +467,7 @@ def test_create_trades(default_conf, ticker, limit_buy_order, fee, mocker) -> No
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -501,7 +501,7 @@ def test_create_trades_no_stake_amount(default_conf, ticker, limit_buy_order,
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -519,7 +519,7 @@ def test_create_trades_minimal_amount(default_conf, ticker, limit_buy_order,
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=buy_mock,
get_fee=fee,
)
@ -539,7 +539,7 @@ def test_create_trades_too_small_stake_amount(default_conf, ticker, limit_buy_or
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=buy_mock,
get_fee=fee,
)
@ -558,7 +558,7 @@ def test_create_trades_limit_reached(default_conf, ticker, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
@ -579,7 +579,7 @@ def test_create_trades_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -600,7 +600,7 @@ def test_create_trades_no_pairs_in_whitelist(default_conf, ticker, limit_buy_ord
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -639,7 +639,7 @@ def test_create_trades_multiple_trades(default_conf, ticker,
default_conf['max_open_trades'] = max_open
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': "12355555"}),
get_fee=fee,
)
@ -658,7 +658,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker) -> None:
default_conf['max_open_trades'] = 4
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': "12355555"}),
get_fee=fee,
)
@ -684,7 +684,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -718,7 +718,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
@ -735,7 +735,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(side_effect=OperationalException)
)
worker = Worker(args=None, config=default_conf)
@ -753,7 +753,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -780,7 +780,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -830,7 +830,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
refresh_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(side_effect=TemporaryError),
refresh_latest_ohlcv=refresh_mock,
)
@ -853,7 +853,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
def test_balance_fully_ask_side(mocker, default_conf) -> None:
default_conf['bid_strategy']['ask_last_balance'] = 0.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 20, 'last': 10}))
assert freqtrade.get_target_bid('ETH/BTC') == 20
@ -862,7 +862,7 @@ def test_balance_fully_ask_side(mocker, default_conf) -> None:
def test_balance_fully_last_side(mocker, default_conf) -> None:
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 20, 'last': 10}))
assert freqtrade.get_target_bid('ETH/BTC') == 10
@ -871,7 +871,7 @@ def test_balance_fully_last_side(mocker, default_conf) -> None:
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': 5, 'last': 10}))
assert freqtrade.get_target_bid('ETH/BTC') == 5
@ -891,7 +891,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order) -> None:
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1000,7 +1000,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1100,7 +1100,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1134,7 +1134,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1177,7 +1177,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1231,7 +1231,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
@ -1271,7 +1271,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1342,7 +1342,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
edge_conf['dry_run_wallet'] = 999.9
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1406,7 +1406,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
# price goes down 5%
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00001172 * 0.95,
'ask': 0.00001173 * 0.95,
'last': 0.00001172 * 0.95
@ -1422,7 +1422,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
cancel_order_mock.assert_not_called()
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
@ -1662,7 +1662,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -1701,7 +1701,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -1754,7 +1754,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -1786,7 +1786,7 @@ def test_handle_trade_use_sell_signal(
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -1814,7 +1814,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -1842,7 +1842,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
@ -1869,7 +1869,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
limit_buy_order_old.update({"status": "canceled"})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
@ -1896,7 +1896,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(side_effect=DependencyException),
cancel_order=cancel_order_mock,
get_fee=fee
@ -1921,7 +1921,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
@ -1949,7 +1949,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
@ -1976,7 +1976,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock
)
@ -2003,7 +2003,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
@ -2040,7 +2040,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
@ -2084,7 +2084,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
cancel_order=cancel_order_mock
)
@ -2174,7 +2174,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
@ -2190,7 +2190,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
fetch_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
@ -2222,7 +2222,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
@ -2238,7 +2238,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
fetch_ticker=ticker_sell_down
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
@ -2272,7 +2272,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
@ -2288,7 +2288,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
fetch_ticker=ticker_sell_down
)
default_conf['dry_run'] = True
@ -2330,7 +2330,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
sell=sellmock
)
@ -2367,7 +2367,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
cancel_order = MagicMock(return_value=True)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
@ -2391,7 +2391,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
fetch_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
@ -2410,7 +2410,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
@ -2474,7 +2474,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
@ -2490,7 +2490,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
fetch_ticker=ticker_sell_up
)
freqtrade.config['order_types']['sell'] = 'market'
@ -2528,7 +2528,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
@ -2559,7 +2559,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
@ -2588,7 +2588,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
@ -2617,7 +2617,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
@ -2648,7 +2648,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
@ -2663,7 +2663,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
fetch_ticker=ticker_sell_down
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
@ -2684,7 +2684,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
@ -2717,7 +2717,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001099,
'ask': 0.00001099,
'last': 0.00001099
@ -2736,7 +2736,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.5,
'ask': 0.00001099 * 1.5,
@ -2747,7 +2747,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
assert freqtrade.handle_trade(trade) is False
# Price fell
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.1,
'ask': 0.00001099 * 1.1,
@ -2771,7 +2771,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
@ -2795,7 +2795,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000003,
'ask': buy_price + 0.000003,
@ -2807,7 +2807,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee,
assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
@ -2828,7 +2828,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
@ -2852,7 +2852,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000003,
'ask': buy_price + 0.000003,
@ -2865,7 +2865,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
assert log_has(f"ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
@ -2889,7 +2889,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': buy_price,
'ask': buy_price,
'last': buy_price
@ -2916,7 +2916,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
assert trade.stop_loss == 0.0000098910
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.0000004,
'ask': buy_price + 0.0000004,
@ -2930,7 +2930,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
assert trade.stop_loss == 0.0000098910
# price rises above the offset (rises 12% when the offset is 5.5%)
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.0000014,
'ask': buy_price + 0.0000014,
@ -2950,7 +2950,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
@ -3287,7 +3287,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -3324,7 +3324,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
@ -3347,7 +3347,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
get_ticker=ticker_mock,
fetch_ticker=ticker_mock,
)
default_conf['exchange']['name'] = 'binance'
@ -3371,7 +3371,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
get_ticker=ticker_mock,
fetch_ticker=ticker_mock,
)
default_conf['exchange']['name'] = 'binance'
@ -3421,7 +3421,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
@ -3451,7 +3451,7 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
get_ticker=ticker,
fetch_ticker=ticker,
)
pair = "ETH/BTC"
@ -3530,7 +3530,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)

4
tests/test_integration.py
View File

@ -55,7 +55,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,
@ -126,7 +126,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
fetch_ticker=ticker,
get_fee=fee,
symbol_amount_prec=lambda s, x, y: y,
symbol_price_prec=lambda s, x, y: y,