Add test for fetch_trades

This commit is contained in:
Matthias 2019-08-29 16:33:56 +02:00
parent 16d6914b15
commit 939a87ed2e
2 changed files with 112 additions and 0 deletions

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@ -928,6 +928,70 @@ def trades_for_order():
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
@pytest.fixture(scope="function")
def trades_history():
return [{'info': {'a': 126181329,
'p': '0.01962700',
'q': '0.04000000',
'f': 138604155,
'l': 138604155,
'T': 1565798399463,
'm': False,
'M': True},
'timestamp': 1565798399463,
'datetime': '2019-08-14T15:59:59.463Z',
'symbol': 'ETH/BTC',
'id': '126181329',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.04,
'cost': 0.00078508,
'fee': None},
{'info': {'a': 126181330,
'p': '0.01962700',
'q': '0.24400000',
'f': 138604156,
'l': 138604156,
'T': 1565798399629,
'm': False,
'M': True},
'timestamp': 1565798399629,
'datetime': '2019-08-14T15:59:59.629Z',
'symbol': 'ETH/BTC',
'id': '126181330',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.244,
'cost': 0.004788987999999999,
'fee': None},
{'info': {'a': 126181331,
'p': '0.01962600',
'q': '0.01100000',
'f': 138604157,
'l': 138604157,
'T': 1565798399752,
'm': True,
'M': True},
'timestamp': 1565798399752,
'datetime': '2019-08-14T15:59:59.752Z',
'symbol': 'ETH/BTC',
'id': '126181331',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
'fee': None}]
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,

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@ -1314,6 +1314,54 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
assert ticks[9][5] == 2.31452783
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
trades_history):
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._api_async.fetch_trades = get_mock_coro(trades_history)
pair = 'ETH/BTC'
res = await exchange._async_fetch_trades(pair, since=None, params=None)
assert type(res) is list
assert isinstance(res[0], dict)
assert isinstance(res[1], dict)
assert exchange._api_async.fetch_trades.call_count == 1
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
assert log_has_re(f"Fetching trades for pair {pair}, since .*", caplog)
caplog.clear()
exchange._api_async.fetch_trades.reset_mock()
res = await exchange._async_fetch_trades(pair, since=None, params={'from': '123'})
assert exchange._api_async.fetch_trades.call_count == 1
assert exchange._api_async.fetch_trades.call_args[0][0] == pair
assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000
assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'}
assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog)
exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
"_async_fetch_trades", "fetch_trades",
pair='ABCD/BTC', since=None)
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch trade data*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical trade data\..*'):
api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True