Merge branch 'develop' into timeframe

2020-06-15 06:35:55 +02:00
parent d337fb6c6a f80b5f9410
commit a3506f4d8e
47 changed files with 893 additions and 367 deletions
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -25,7 +25,7 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_patched_exchange, log_has, log_has_re

 # Make sure to always keep one exchange here which is NOT subclassed!!
-EXCHANGES = ['bittrex', 'binance', 'kraken', ]
+EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']


 # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
@@ -352,7 +352,7 @@ def test__load_markets(default_conf, mocker, caplog):
    assert ex.markets == expected_return


-def test__reload_markets(default_conf, mocker, caplog):
+def test_reload_markets(default_conf, mocker, caplog):
    caplog.set_level(logging.DEBUG)
    initial_markets = {'ETH/BTC': {}}

@@ -371,17 +371,17 @@ def test__reload_markets(default_conf, mocker, caplog):
    assert exchange.markets == initial_markets

    # less than 10 minutes have passed, no reload
-    exchange._reload_markets()
+    exchange.reload_markets()
    assert exchange.markets == initial_markets

    # more than 10 minutes have passed, reload is executed
    exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
-    exchange._reload_markets()
+    exchange.reload_markets()
    assert exchange.markets == updated_markets
    assert log_has('Performing scheduled market reload..', caplog)


-def test__reload_markets_exception(default_conf, mocker, caplog):
+def test_reload_markets_exception(default_conf, mocker, caplog):
    caplog.set_level(logging.DEBUG)

    api_mock = MagicMock()
@@ -390,7 +390,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")

    # less than 10 minutes have passed, no reload
-    exchange._reload_markets()
+    exchange.reload_markets()
    assert exchange._last_markets_refresh == 0
    assert log_has_re(r"Could not reload markets.*", caplog)

@@ -1258,7 +1258,8 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):

    exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
    # one_call calculation * 1.8 should do 2 calls
-    since = 5 * 60 * 500 * 1.8
+
+    since = 5 * 60 * exchange._ft_has['ohlcv_candle_limit'] * 1.8
    ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))

    assert exchange._async_get_candle_history.call_count == 2
@@ -1733,6 +1734,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
    default_conf['dry_run'] = True
    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
    assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
+    assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}


@pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1817,6 +1819,25 @@ def test_cancel_order(default_conf, mocker, exchange_name):
                           order_id='_', pair='TKN/BTC')


+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.cancel_order = MagicMock(return_value=123)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC') == 123
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.cancel_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.cancel_order.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           "cancel_stoploss_order", "cancel_order",
+                           order_id='_', pair='TKN/BTC')
+
+
@pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_order(default_conf, mocker, exchange_name):
    default_conf['dry_run'] = True
@@ -1846,6 +1867,38 @@ def test_get_order(default_conf, mocker, exchange_name):
                           order_id='_', pair='TKN/BTC')


+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_get_stoploss_order(default_conf, mocker, exchange_name):
+    # Don't test FTX here - that needs a seperate test
+    if exchange_name == 'ftx':
+        return
+    default_conf['dry_run'] = True
+    order = MagicMock()
+    order.myid = 123
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange._dry_run_open_orders['X'] = order
+    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_stoploss_order('Y', 'TKN/BTC')
+
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.fetch_order = MagicMock(return_value=456)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.fetch_order.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           'get_stoploss_order', 'fetch_order',
+                           order_id='_', pair='TKN/BTC')
+
+
@pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_name(default_conf, mocker, exchange_name):
    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -2192,12 +2245,18 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
        'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
    ({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
        'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
-    # TODO: More tests here!
    # Rate included in return - return as is
    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
        'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
+    # 0.1% filled - no costs (kraken - #3431)
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0),
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
+      'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None),
 ])
 def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -0,0 +1,163 @@
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
+from random import randint
+from unittest.mock import MagicMock
+
+import ccxt
+import pytest
+
+from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+                                  OperationalException, TemporaryError)
+from tests.conftest import get_patched_exchange
+from .test_exchange import ccxt_exceptionhandlers
+
+STOPLOSS_ORDERTYPE = 'stop'
+
+
+def test_stoploss_order_ftx(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+
+    # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                              order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 190
+    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+
+    assert api_mock.create_order.call_count == 1
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
+
+    api_mock.create_order.reset_mock()
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+                              order_types={'stoploss': 'limit'})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
+    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.create_order = MagicMock(
+            side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(TemporaryError):
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+
+def test_stoploss_order_dry_run_ftx(default_conf, mocker):
+    api_mock = MagicMock()
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == STOPLOSS_ORDERTYPE
+    assert order['price'] == 220
+    assert order['amount'] == 1
+
+
+def test_stoploss_adjust_ftx(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
+    order = {
+        'type': STOPLOSS_ORDERTYPE,
+        'price': 1500,
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case ...
+    order['type'] = 'stop_loss_limit'
+    assert not exchange.stoploss_adjust(1501, order)
+
+
+def test_get_stoploss_order(default_conf, mocker):
+    default_conf['dry_run'] = True
+    order = MagicMock()
+    order.myid = 123
+    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
+    exchange._dry_run_open_orders['X'] = order
+    assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
+
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_stoploss_order('Y', 'TKN/BTC')
+
+    default_conf['dry_run'] = False
+    api_mock = MagicMock()
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+    assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
+
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+    with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
+        exchange.get_stoploss_order('X', 'TKN/BTC')['status']
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
+        exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.fetch_orders.call_count == 1
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
+                           'get_stoploss_order', 'fetch_orders',
+                           order_id='_', pair='TKN/BTC')
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -11,6 +11,8 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
 from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers

+STOPLOSS_ORDERTYPE = 'stop-loss'
+

 def test_buy_kraken_trading_agreement(default_conf, mocker):
    api_mock = MagicMock()
@@ -159,7 +161,6 @@ def test_get_balances_prod(default_conf, mocker):
 def test_stoploss_order_kraken(default_conf, mocker):
    api_mock = MagicMock()
    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-    order_type = 'stop-loss'

    api_mock.create_order = MagicMock(return_value={
        'id': order_id,
@@ -187,7 +188,7 @@ def test_stoploss_order_kraken(default_conf, mocker):
    assert 'info' in order
    assert order['id'] == order_id
    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
-    assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
+    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
@@ -218,7 +219,6 @@ def test_stoploss_order_kraken(default_conf, mocker):

 def test_stoploss_order_dry_run_kraken(default_conf, mocker):
    api_mock = MagicMock()
-    order_type = 'stop-loss'
    default_conf['dry_run'] = True
    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@@ -233,7 +233,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
    assert 'info' in order
    assert 'type' in order

-    assert order['type'] == order_type
+    assert order['type'] == STOPLOSS_ORDERTYPE
    assert order['price'] == 220
    assert order['amount'] == 1

@@ -241,7 +241,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
 def test_stoploss_adjust_kraken(mocker, default_conf):
    exchange = get_patched_exchange(mocker, default_conf, id='kraken')
    order = {
-        'type': 'stop-loss',
+        'type': STOPLOSS_ORDERTYPE,
        'price': 1500,
    }
    assert exchange.stoploss_adjust(1501, order)