Add test for fetch_trades

tests/conftest.py

@@ -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,

tests/exchange/test_exchange.py

@@ -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