Merge pull request #4275 from freqtrade/markets_ref

Cache markets in the exchange object

freqtrade/exchange/exchange.py

@@ -66,6 +66,7 @@ class Exchange:
         """
         self._api: ccxt.Exchange = None
         self._api_async: ccxt_async.Exchange = None
+        self._markets: Dict = {}
 
         self._config.update(config)
 
@@ -198,10 +199,10 @@ class Exchange:
     @property
     def markets(self) -> Dict:
         """exchange ccxt markets"""
-        if not self._api.markets:
+        if not self._markets:
             logger.info("Markets were not loaded. Loading them now..")
             self._load_markets()
-        return self._api.markets
+        return self._markets
 
     @property
     def precisionMode(self) -> str:
@@ -291,7 +292,7 @@ class Exchange:
     def _load_markets(self) -> None:
         """ Initialize markets both sync and async """
         try:
-            self._api.load_markets()
+            self._markets = self._api.load_markets()
             self._load_async_markets()
             self._last_markets_refresh = arrow.utcnow().int_timestamp
         except ccxt.BaseError as e:
@@ -306,7 +307,7 @@ class Exchange:
             return None
         logger.debug("Performing scheduled market reload..")
         try:
-            self._api.load_markets(reload=True)
+            self._markets = self._api.load_markets(reload=True)
             # Also reload async markets to avoid issues with newly listed pairs
             self._load_async_markets(reload=True)
             self._last_markets_refresh = arrow.utcnow().int_timestamp
@@ -660,8 +661,8 @@ class Exchange:
     @retrier
     def fetch_ticker(self, pair: str) -> dict:
         try:
-            if (pair not in self._api.markets or
+            if (pair not in self.markets or
-                    self._api.markets[pair].get('active', False) is False):
+                    self.markets[pair].get('active', False) is False):
                 raise ExchangeError(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data

tests/conftest.py

@@ -73,7 +73,6 @@ def patched_configuration_load_config_file(mocker, config) -> None:
 
 def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())

tests/exchange/test_exchange.py

@@ -373,28 +373,25 @@ def test__load_markets(default_conf, mocker, caplog):
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()
     api_mock.load_markets = MagicMock(return_value=expected_return)
-    type(api_mock).markets = expected_return
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
-    ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False)
+    ex = Exchange(default_conf)
+
     assert ex.markets == expected_return
 
 
 def test_reload_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
     initial_markets = {'ETH/BTC': {}}
-
+    updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
-    def load_markets(*args, **kwargs):
-        exchange._api.markets = updated_markets
 
     api_mock = MagicMock()
-    api_mock.load_markets = load_markets
+    api_mock.load_markets = MagicMock(return_value=initial_markets)
-    type(api_mock).markets = initial_markets
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance",
                                     mock_markets=False)
     exchange._load_async_markets = MagicMock()
     exchange._last_markets_refresh = arrow.utcnow().int_timestamp
-    updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
 
     assert exchange.markets == initial_markets
 
@@ -403,6 +400,7 @@ def test_reload_markets(default_conf, mocker, caplog):
     assert exchange.markets == initial_markets
     assert exchange._load_async_markets.call_count == 0
 
+    api_mock.load_markets = MagicMock(return_value=updated_markets)
     # more than 10 minutes have passed, reload is executed
     exchange._last_markets_refresh = arrow.utcnow().int_timestamp - 15 * 60
     exchange.reload_markets()
@@ -429,7 +427,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
 def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     default_conf['stake_currency'] = stake_currency
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
     })
@@ -443,7 +441,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
 def test_validate_stake_currency_error(default_conf, mocker, caplog):
     default_conf['stake_currency'] = 'XRP'
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'},
     })
@@ -489,7 +487,7 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
 
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'},
         'LTC/BTC': {'quote': 'BTC'},
         'XRP/BTC': {'quote': 'BTC'},
@@ -540,7 +538,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 
 def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
         'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'},  # info can also be a string ...
@@ -558,7 +556,7 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
 
 def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
         'HELLO-WORLD': {'quote': 'BTC'},
@@ -574,7 +572,7 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
 def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
     api_mock = MagicMock()
     default_conf['stake_currency'] = ''
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
         'HELLO-WORLD': {'quote': 'BTC'},
@@ -585,12 +583,13 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
     Exchange(default_conf)
+    assert type(api_mock).load_markets.call_count == 1
 
 
 def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
     api_mock = MagicMock()
-    type(api_mock).markets = PropertyMock(return_value={
+    type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
         'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
         'HELLO-WORLD': {'quote': 'USDT'},

tests/test_freqtradebot.py

@@ -2100,6 +2100,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
 
 def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     ftbot = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
     patch_get_signal(ftbot)
     ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
     ftbot.strategy.analyze = MagicMock()
@@ -3810,6 +3811,8 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
         open_order_id="123456"
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    # Ticker rate cannot be found for this to work.
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004