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Merge pull request #8149 from freqtrade/gate_rename

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Update gateio terminology to Gate
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Matthias 2023-02-11 12:40:58 +01:00 committed by GitHub
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10 changed files with 76 additions and 76 deletions
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2
docs/stoploss.md
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@ -24,7 +24,7 @@ These modes can be configured with these values:
``` ```
!!! Note !!! Note
Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now. Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gate (stop-limit), and Kucoin (stop-limit and stop-market) as of now.
<ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins> <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>
If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work. If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.

4
freqtrade/commands/build_config_commands.py
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@ -108,7 +108,7 @@ def ask_user_config() -> Dict[str, Any]:
"binance", "binance",
"binanceus", "binanceus",
"bittrex", "bittrex",
"gateio", "gate",
"huobi", "huobi",
"kraken", "kraken",
"kucoin", "kucoin",
@ -123,7 +123,7 @@ def ask_user_config() -> Dict[str, Any]:
"message": "Do you want to trade Perpetual Swaps (perpetual futures)?", "message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
"default": False, "default": False,
"filter": lambda val: 'futures' if val else 'spot', "filter": lambda val: 'futures' if val else 'spot',
"when": lambda x: x["exchange_name"] in ['binance', 'gateio', 'okx'], "when": lambda x: x["exchange_name"] in ['binance', 'gate', 'okx'],
}, },
{ {
"type": "autocomplete", "type": "autocomplete",

2
freqtrade/exchange/__init__.py
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@ -17,7 +17,7 @@ from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amo
timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds, validate_exchange, timeframe_to_seconds, validate_exchange,
validate_exchanges) validate_exchanges)
from freqtrade.exchange.gateio import Gateio from freqtrade.exchange.gate import Gate
from freqtrade.exchange.hitbtc import Hitbtc from freqtrade.exchange.hitbtc import Hitbtc
from freqtrade.exchange.huobi import Huobi from freqtrade.exchange.huobi import Huobi
from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kraken import Kraken

4
freqtrade/exchange/common.py
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@ -46,13 +46,13 @@ MAP_EXCHANGE_CHILDCLASS = {
'binanceje': 'binance', 'binanceje': 'binance',
'binanceusdm': 'binance', 'binanceusdm': 'binance',
'okex': 'okx', 'okex': 'okx',
'gate': 'gateio', 'gateio': 'gate',
} }
SUPPORTED_EXCHANGES = [ SUPPORTED_EXCHANGES = [
'binance', 'binance',
'bittrex', 'bittrex',
'gateio', 'gate',
'huobi', 'huobi',
'kraken', 'kraken',
'okx', 'okx',

4
freqtrade/exchange/exchange.py
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@ -2780,7 +2780,7 @@ class Exchange:
""" """
Important: Must be fetching data from cached values as this is used by backtesting! Important: Must be fetching data from cached values as this is used by backtesting!
PERPETUAL: PERPETUAL:
gateio: https://www.gate.io/help/futures/futures/27724/liquidation-price-bankruptcy-price gate: https://www.gate.io/help/futures/futures/27724/liquidation-price-bankruptcy-price
> Liquidation Price = (Entry Price ± Margin / Contract Multiplier / Size) / > Liquidation Price = (Entry Price ± Margin / Contract Multiplier / Size) /
[ 1 ± (Maintenance Margin Ratio + Taker Rate)] [ 1 ± (Maintenance Margin Ratio + Taker Rate)]
Wherein, "+" or "-" depends on whether the contract goes long or short: Wherein, "+" or "-" depends on whether the contract goes long or short:
@ -2801,7 +2801,7 @@ class Exchange:
Cross-Margin Mode: crossWalletBalance Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance Isolated-Margin Mode: isolatedWalletBalance
# * Not required by Gateio or OKX # * Not required by Gate or OKX
:param mm_ex_1: :param mm_ex_1:
:param upnl_ex_1: :param upnl_ex_1:
""" """

4
freqtrade/exchange/gateio.py → freqtrade/exchange/gate.py
View File

@ -13,7 +13,7 @@ from freqtrade.misc import safe_value_fallback2
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class Gateio(Exchange): class Gate(Exchange):
""" """
Gate.io exchange class. Contains adjustments needed for Freqtrade to work Gate.io exchange class. Contains adjustments needed for Freqtrade to work
with this exchange. with this exchange.
@ -85,7 +85,7 @@ class Gateio(Exchange):
if self.trading_mode == TradingMode.FUTURES: if self.trading_mode == TradingMode.FUTURES:
# Futures usually don't contain fees in the response. # Futures usually don't contain fees in the response.
# As such, futures orders on gateio will not contain a fee, which causes # As such, futures orders on gate will not contain a fee, which causes
# a repeated "update fee" cycle and wrong calculations. # a repeated "update fee" cycle and wrong calculations.
# Therefore we patch the response with fees if it's not available. # Therefore we patch the response with fees if it's not available.
# An alternative also contianing fees would be # An alternative also contianing fees would be

12
tests/exchange/test_ccxt_compat.py
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@ -137,7 +137,7 @@ EXCHANGES = {
'tradeType': 'TRADE' 'tradeType': 'TRADE'
}], }],
}, },
'gateio': { 'gate': {
'pair': 'BTC/USDT', 'pair': 'BTC/USDT',
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'hasQuoteVolume': True, 'hasQuoteVolume': True,
@ -357,8 +357,8 @@ class TestCCXTExchange():
'stoploss': 'limit', 'stoploss': 'limit',
}) })
if exchangename == 'gateio': if exchangename == 'gate':
# gateio doesn't have market orders on spot # gate doesn't have market orders on spot
return return
exch.validate_ordertypes({ exch.validate_ordertypes({
'entry': 'market', 'entry': 'market',
@ -421,7 +421,7 @@ class TestCCXTExchange():
def test_ccxt_fetch_tickers_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE): def test_ccxt_fetch_tickers_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange_futures exch, exchangename = exchange_futures
if not exch or exchangename in ('gateio'): if not exch or exchangename in ('gate'):
# exchange_futures only returns values for supported exchanges # exchange_futures only returns values for supported exchanges
return return
@ -461,8 +461,8 @@ class TestCCXTExchange():
assert len(l2['bids']) >= 1 assert len(l2['bids']) >= 1
l2_limit_range = exch._ft_has['l2_limit_range'] l2_limit_range = exch._ft_has['l2_limit_range']
l2_limit_range_required = exch._ft_has['l2_limit_range_required'] l2_limit_range_required = exch._ft_has['l2_limit_range_required']
if exchangename == 'gateio': if exchangename == 'gate':
# TODO: Gateio is unstable here at the moment, ignoring the limit partially. # TODO: Gate is unstable here at the moment, ignoring the limit partially.
return return
for val in [1, 2, 5, 25, 100]: for val in [1, 2, 5, 25, 100]:
l2 = exch.fetch_l2_order_book(pair, val) l2 = exch.fetch_l2_order_book(pair, val)

72
tests/exchange/test_exchange.py
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@ -27,7 +27,7 @@ from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_e
# Make sure to always keep one exchange here which is NOT subclassed!! # Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', 'gateio'] EXCHANGES = ['bittrex', 'binance', 'kraken', 'gate']
get_entry_rate_data = [ get_entry_rate_data = [
('other', 20, 19, 10, 0.0, 20), # Full ask side ('other', 20, 19, 10, 0.0, 20), # Full ask side
@ -1783,7 +1783,7 @@ def test_fetch_trading_fees(default_conf, mocker):
'maker': 0.0, 'maker': 0.0,
'taker': 0.0005} 'taker': 0.0005}
} }
exchange_name = 'gateio' exchange_name = 'gate'
default_conf['dry_run'] = False default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED default_conf['margin_mode'] = MarginMode.ISOLATED
@ -3147,24 +3147,24 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name): def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123}) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123})
mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', return_value={'for': 123}) mocker.patch('freqtrade.exchange.Gate.fetch_stoploss_order', return_value={'for': 123})
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
res = {'fee': {}, 'status': 'canceled', 'amount': 1234} res = {'fee': {}, 'status': 'canceled', 'amount': 1234}
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res)
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value=res) mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', return_value=res)
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
assert co == res assert co == res
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled') mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled')
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value='canceled') mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', return_value='canceled')
# Fall back to fetch_stoploss_order # Fall back to fetch_stoploss_order
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
assert co == {'for': 123} assert co == {'for': 123}
exc = InvalidOrderException("") exc = InvalidOrderException("")
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc)
mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Gate.fetch_stoploss_order', side_effect=exc)
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
assert co['amount'] == 555 assert co['amount'] == 555
assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}} assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}}
@ -3172,7 +3172,7 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
exc = InvalidOrderException("Did not find order") exc = InvalidOrderException("Did not find order")
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc)
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', side_effect=exc) mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', side_effect=exc)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123) exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
@ -3952,14 +3952,14 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True), ("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True), ("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True),
("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True), ("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("gateio", TradingMode.MARGIN, MarginMode.ISOLATED, True), ("gate", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okx", TradingMode.SPOT, None, False), ("okx", TradingMode.SPOT, None, False),
("okx", TradingMode.MARGIN, MarginMode.CROSS, True), ("okx", TradingMode.MARGIN, MarginMode.CROSS, True),
("okx", TradingMode.MARGIN, MarginMode.ISOLATED, True), ("okx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okx", TradingMode.FUTURES, MarginMode.CROSS, True), ("okx", TradingMode.FUTURES, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False), ("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False), ("gate", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("okx", TradingMode.FUTURES, MarginMode.ISOLATED, False), ("okx", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# * Remove once implemented # * Remove once implemented
@ -3967,16 +3967,16 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("binance", TradingMode.FUTURES, MarginMode.CROSS, True), ("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
("kraken", TradingMode.MARGIN, MarginMode.CROSS, True), ("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
("kraken", TradingMode.FUTURES, MarginMode.CROSS, True), ("kraken", TradingMode.FUTURES, MarginMode.CROSS, True),
("gateio", TradingMode.MARGIN, MarginMode.CROSS, True), ("gate", TradingMode.MARGIN, MarginMode.CROSS, True),
("gateio", TradingMode.FUTURES, MarginMode.CROSS, True), ("gate", TradingMode.FUTURES, MarginMode.CROSS, True),
# * Uncomment once implemented # * Uncomment once implemented
# ("binance", TradingMode.MARGIN, MarginMode.CROSS, False), # ("binance", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("binance", TradingMode.FUTURES, MarginMode.CROSS, False), # ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False), # ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False), # ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False), # ("gate", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False), # ("gate", TradingMode.FUTURES, MarginMode.CROSS, False),
]) ])
def test_validate_trading_mode_and_margin_mode( def test_validate_trading_mode_and_margin_mode(
default_conf, default_conf,
@ -4001,7 +4001,7 @@ def test_validate_trading_mode_and_margin_mode(
("binance", "futures", {"options": {"defaultType": "swap"}}), ("binance", "futures", {"options": {"defaultType": "swap"}}),
("bybit", "spot", {"options": {"defaultType": "spot"}}), ("bybit", "spot", {"options": {"defaultType": "spot"}}),
("bybit", "futures", {"options": {"defaultType": "swap"}}), ("bybit", "futures", {"options": {"defaultType": "swap"}}),
("gateio", "futures", {"options": {"defaultType": "swap"}}), ("gate", "futures", {"options": {"defaultType": "swap"}}),
("hitbtc", "futures", {"options": {"defaultType": "swap"}}), ("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
("kraken", "futures", {"options": {"defaultType": "swap"}}), ("kraken", "futures", {"options": {"defaultType": "swap"}}),
("kucoin", "futures", {"options": {"defaultType": "swap"}}), ("kucoin", "futures", {"options": {"defaultType": "swap"}}),
@ -4032,7 +4032,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
api_mock = MagicMock() api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False}) type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="gateio") exchange = get_patched_exchange(mocker, default_conf, api_mock, id="gate")
assert exchange.get_max_leverage(pair, nominal_value) == max_lev assert exchange.get_max_leverage(pair, nominal_value) == max_lev
@ -4177,10 +4177,10 @@ def test_combine_funding_and_mark(
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.0012443999999999999), # ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.0012443999999999999),
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0045759), # ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0045759),
# ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0008289), # ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0008289),
('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00", 30.0, 0.0), ('gate', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00", 30.0, 0.0),
('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999), ('gate', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999),
('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.0009140999), ('gate', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.0009140999),
('gateio', 1, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0002493), ('gate', 1, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0002493),
('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, -0.0015235), ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, -0.0015235),
# TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee # TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, -0.0024895), # ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, -0.0024895),
@ -4238,7 +4238,7 @@ def test__fetch_and_calculate_funding_fees(
d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z') d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z')
funding_rate_history = { funding_rate_history = {
'binance': funding_rate_history_octohourly, 'binance': funding_rate_history_octohourly,
'gateio': funding_rate_history_octohourly, 'gate': funding_rate_history_octohourly,
}[exchange][rate_start:rate_end] }[exchange][rate_start:rate_end]
api_mock = MagicMock() api_mock = MagicMock()
api_mock.fetch_funding_rate_history = get_mock_coro(return_value=funding_rate_history) api_mock.fetch_funding_rate_history = get_mock_coro(return_value=funding_rate_history)
@ -4267,7 +4267,7 @@ def test__fetch_and_calculate_funding_fees(
@pytest.mark.parametrize('exchange,expected_fees', [ @pytest.mark.parametrize('exchange,expected_fees', [
('binance', -0.0009140999999999999), ('binance', -0.0009140999999999999),
('gateio', -0.0009140999999999999), ('gate', -0.0009140999999999999),
]) ])
def test__fetch_and_calculate_funding_fees_datetime_called( def test__fetch_and_calculate_funding_fees_datetime_called(
mocker, mocker,
@ -4408,7 +4408,7 @@ def test__order_contracts_to_amount(
'info': {}, 'info': {},
}, },
{ {
# Realistic stoploss order on gateio. # Realistic stoploss order on gate.
'id': '123456380', 'id': '123456380',
'clientOrderId': '12345638203', 'clientOrderId': '12345638203',
'timestamp': None, 'timestamp': None,
@ -5006,7 +5006,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01) exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01)
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gateio', 'okx']) @pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx'])
def test__get_params(mocker, default_conf, exchange_name): def test__get_params(mocker, default_conf, exchange_name):
api_mock = MagicMock() api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
@ -5161,8 +5161,8 @@ def test_get_liquidation_price1(mocker, default_conf):
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [ "is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
(False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None), (False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'binance', '', 5.0, 10.0, 1.0, None), (True, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
(False, 'spot', 'gateio', '', 5.0, 10.0, 1.0, None), (False, 'spot', 'gate', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'gateio', '', 5.0, 10.0, 1.0, None), (True, 'spot', 'gate', '', 5.0, 10.0, 1.0, None),
(False, 'spot', 'okx', '', 5.0, 10.0, 1.0, None), (False, 'spot', 'okx', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'okx', '', 5.0, 10.0, 1.0, None), (True, 'spot', 'okx', '', 5.0, 10.0, 1.0, None),
# Binance, short # Binance, short
@ -5175,15 +5175,15 @@ def test_get_liquidation_price1(mocker, default_conf):
(False, 'futures', 'binance', 'isolated', 5, 8, 1.0, 6.454545454545454), (False, 'futures', 'binance', 'isolated', 5, 8, 1.0, 6.454545454545454),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723), (False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064), (False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064),
# Gateio/okx, short # Gate/okx, short
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.87413417771621), (True, 'futures', 'gate', 'isolated', 5, 10, 1.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.87413417771621), (True, 'futures', 'gate', 'isolated', 5, 10, 2.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.193482419684678), (True, 'futures', 'gate', 'isolated', 3, 10, 1.0, 13.193482419684678),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.499307342172967), (True, 'futures', 'gate', 'isolated', 5, 8, 1.0, 9.499307342172967),
(True, 'futures', 'okx', 'isolated', 3, 10, 1.0, 13.193482419684678), (True, 'futures', 'okx', 'isolated', 3, 10, 1.0, 13.193482419684678),
# Gateio/okx, long # Gate/okx, long
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207), (False, 'futures', 'gate', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506), (False, 'futures', 'gate', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506), (False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
# bybit, long # bybit, long
(False, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 0.1), (False, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 0.1),
@ -5240,7 +5240,7 @@ def test_get_liquidation_price(
leverage = 5, open_rate = 10, amount = 0.6 leverage = 5, open_rate = 10, amount = 0.6
((1.6 + 0.01) - (1 * 0.6 * 10)) / ((0.6 * 0.01) - (1 * 0.6)) = 7.39057239057239 ((1.6 + 0.01) - (1 * 0.6 * 10)) / ((0.6 * 0.01) - (1 * 0.6)) = 7.39057239057239
Gateio/Okx, Short Gate/Okx, Short
leverage = 5, open_rate = 10, amount = 1.0 leverage = 5, open_rate = 10, amount = 1.0
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate)) (open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1.0)) / (1 + (0.01 + 0.0006)) = 11.87413417771621 (10 + (2 / 1.0)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
@ -5251,7 +5251,7 @@ def test_get_liquidation_price(
leverage = 5, open_rate = 8, amount = 1.0 leverage = 5, open_rate = 8, amount = 1.0
(8 + (1.6 / 1.0)) / (1 + (0.01 + 0.0006)) = 9.499307342172967 (8 + (1.6 / 1.0)) / (1 + (0.01 + 0.0006)) = 9.499307342172967
Gateio/Okx, Long Gate/Okx, Long
leverage = 5, open_rate = 10, amount = 1.0 leverage = 5, open_rate = 10, amount = 1.0
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate)) (open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207 (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
@ -5266,7 +5266,7 @@ def test_get_liquidation_price(
default_conf_usdt['trading_mode'] = trading_mode default_conf_usdt['trading_mode'] = trading_mode
default_conf_usdt['exchange']['name'] = exchange_name default_conf_usdt['exchange']['name'] = exchange_name
default_conf_usdt['margin_mode'] = margin_mode default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes') mocker.patch('freqtrade.exchange.Gate.validate_ordertypes')
exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01)) exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))

30
tests/exchange/test_gateio.py → tests/exchange/test_gate.py
View File

@ -5,13 +5,13 @@ import pytest
from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Gateio from freqtrade.exchange import Gate
from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_patched_exchange from tests.conftest import get_patched_exchange
def test_validate_order_types_gateio(default_conf, mocker): def test_validate_order_types_gate(default_conf, mocker):
default_conf['exchange']['name'] = 'gateio' default_conf['exchange']['name'] = 'gate'
mocker.patch('freqtrade.exchange.Exchange._init_ccxt') mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={}) mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
@ -20,7 +20,7 @@ def test_validate_order_types_gateio(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.validate_pricing') mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
mocker.patch('freqtrade.exchange.Exchange.name', 'Gate') mocker.patch('freqtrade.exchange.Exchange.name', 'Gate')
exch = ExchangeResolver.load_exchange('gate', default_conf, True) exch = ExchangeResolver.load_exchange('gate', default_conf, True)
assert isinstance(exch, Gateio) assert isinstance(exch, Gate)
default_conf['order_types'] = { default_conf['order_types'] = {
'entry': 'market', 'entry': 'market',
@ -31,18 +31,18 @@ def test_validate_order_types_gateio(default_conf, mocker):
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'): match=r'Exchange .* does not support market orders.'):
ExchangeResolver.load_exchange('gateio', default_conf, True) ExchangeResolver.load_exchange('gate', default_conf, True)
# market-orders supported on futures markets. # market-orders supported on futures markets.
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
ex = ExchangeResolver.load_exchange('gateio', default_conf, True) ex = ExchangeResolver.load_exchange('gate', default_conf, True)
assert ex assert ex
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_fetch_stoploss_order_gateio(default_conf, mocker): def test_fetch_stoploss_order_gate(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio') exchange = get_patched_exchange(mocker, default_conf, id='gate')
fetch_order_mock = MagicMock() fetch_order_mock = MagicMock()
exchange.fetch_order = fetch_order_mock exchange.fetch_order = fetch_order_mock
@ -56,7 +56,7 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id='gateio') exchange = get_patched_exchange(mocker, default_conf, id='gate')
exchange.fetch_order = MagicMock(return_value={ exchange.fetch_order = MagicMock(return_value={
'status': 'closed', 'status': 'closed',
@ -73,8 +73,8 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555' assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
def test_cancel_stoploss_order_gateio(default_conf, mocker): def test_cancel_stoploss_order_gate(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio') exchange = get_patched_exchange(mocker, default_conf, id='gate')
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
exchange.cancel_order = cancel_order_mock exchange.cancel_order = cancel_order_mock
@ -90,8 +90,8 @@ def test_cancel_stoploss_order_gateio(default_conf, mocker):
(1501, 1499, 1501, "sell"), (1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy") (1499, 1501, 1499, "buy")
]) ])
def test_stoploss_adjust_gateio(mocker, default_conf, sl1, sl2, sl3, side): def test_stoploss_adjust_gate(mocker, default_conf, sl1, sl2, sl3, side):
exchange = get_patched_exchange(mocker, default_conf, id='gateio') exchange = get_patched_exchange(mocker, default_conf, id='gate')
order = { order = {
'price': 1500, 'price': 1500,
'stopPrice': 1500, 'stopPrice': 1500,
@ -104,7 +104,7 @@ def test_stoploss_adjust_gateio(mocker, default_conf, sl1, sl2, sl3, side):
('taker', 0.0005, 0.0001554325), ('taker', 0.0005, 0.0001554325),
('maker', 0.0, 0.0), ('maker', 0.0, 0.0),
]) ])
def test_fetch_my_trades_gateio(mocker, default_conf, takerormaker, rate, cost): def test_fetch_my_trades_gate(mocker, default_conf, takerormaker, rate, cost):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
tick = {'ETH/USDT:USDT': { tick = {'ETH/USDT:USDT': {
'info': {'user_id': '', 'info': {'user_id': '',
@ -134,7 +134,7 @@ def test_fetch_my_trades_gateio(mocker, default_conf, takerormaker, rate, cost):
'takerOrMaker': takerormaker, 'takerOrMaker': takerormaker,
'amount': 1, # 1 contract 'amount': 1, # 1 contract
}]) }])
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, id='gateio') exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, id='gate')
exchange._trading_fees = tick exchange._trading_fees = tick
trades = exchange.get_trades_for_order('22255', 'ETH/USDT:USDT', datetime.now(timezone.utc)) trades = exchange.get_trades_for_order('22255', 'ETH/USDT:USDT', datetime.now(timezone.utc))
trade = trades[0] trade = trades[0]

18
tests/test_freqtradebot.py
View File

@ -737,18 +737,18 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [ @pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [
(False, 'spot', 'binance', None, 0.0, None), (False, 'spot', 'binance', None, 0.0, None),
(True, 'spot', 'binance', None, 0.0, None), (True, 'spot', 'binance', None, 0.0, None),
(False, 'spot', 'gateio', None, 0.0, None), (False, 'spot', 'gate', None, 0.0, None),
(True, 'spot', 'gateio', None, 0.0, None), (True, 'spot', 'gate', None, 0.0, None),
(False, 'spot', 'okx', None, 0.0, None), (False, 'spot', 'okx', None, 0.0, None),
(True, 'spot', 'okx', None, 0.0, None), (True, 'spot', 'okx', None, 0.0, None),
(True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518), (True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518),
(False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382), (False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382),
(True, 'futures', 'gateio', 'isolated', 0.0, 11.87413417771621), (True, 'futures', 'gate', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'gateio', 'isolated', 0.0, 8.085708510208207), (False, 'futures', 'gate', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244), (True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244),
(False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781), (False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781),
(True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304), (True, 'futures', 'gate', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796), (False, 'futures', 'gate', 'isolated', 0.05, 8.181423084697796),
(True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621), (True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207), (False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'bybit', 'isolated', 0.0, 11.9), (True, 'futures', 'bybit', 'isolated', 0.0, 11.9),
@ -768,11 +768,11 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071 ((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071
exchange_name = gateio/okx, is_short = true exchange_name = gate/okx, is_short = true
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate)) (open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621 (10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
exchange_name = gateio/okx, is_short = false exchange_name = gate/okx, is_short = false
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate)) (open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207 (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
""" """
@ -785,7 +785,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
default_conf_usdt['exchange']['name'] = exchange_name default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode: if margin_mode:
default_conf_usdt['margin_mode'] = margin_mode default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes') mocker.patch('freqtrade.exchange.Gate.validate_ordertypes')
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker, id=exchange_name) patch_exchange(mocker, id=exchange_name)
freqtrade = FreqtradeBot(default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt)