add tests, further consolidate orders
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@ -283,7 +283,7 @@ class Exchange(object):
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return price
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def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Tuple[str, Dict[str, Any]]:
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rate: float, params: Dict = {}) -> Dict[str, Any]:
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order_id = f'dry_run_{side}_{randint(0, 10**6)}'
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dry_order = { # TODO: additional entry should be added for stoploss limit
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"id": order_id,
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@ -297,11 +297,15 @@ class Exchange(object):
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'status': 'closed',
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'fee': None
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}
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return order_id, dry_order
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return dry_order
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def create_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict:
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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return self._api.create_order(pair, ordertype, side,
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amount, rate, params)
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@ -325,13 +329,9 @@ class Exchange(object):
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rate: float, time_in_force) -> Dict:
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
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self._dry_run_open_orders[order_id] = dry_order
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return {'id': order_id}
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
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self._dry_run_open_orders[dry_order["id"]] = dry_order
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return {"id": dry_order["id"]}
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params = self._params.copy()
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if time_in_force != 'gtc':
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@ -343,13 +343,9 @@ class Exchange(object):
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rate: float, time_in_force='gtc') -> Dict:
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
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self._dry_run_open_orders[order_id] = dry_order
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return {'id': order_id}
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
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self._dry_run_open_orders[dry_order["id"]] = dry_order
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return {"id": dry_order["id"]}
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params = self._params.copy()
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if time_in_force != 'gtc':
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@ -363,9 +359,7 @@ class Exchange(object):
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NOTICE: it is not supported by all exchanges. only binance is tested for now.
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"""
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ordertype = "stop_loss_limit"
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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stop_price = self.symbol_price_prec(pair, stop_price)
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# Ensure rate is less than stop price
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@ -374,10 +368,10 @@ class Exchange(object):
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'In stoploss limit order, stop price should be more than limit price')
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(
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dry_order = self.dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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dry_order.update({"info": {}, "remaining": amount, "status": "open"})
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self._dry_run_open_orders[order_id] = dry_order
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self._dry_run_open_orders[dry_order["id"]] = dry_order
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return dry_order
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params = self._params.copy()
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@ -441,6 +441,56 @@ def test_exchange_has(default_conf, mocker):
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assert not exchange.exchange_has("deadbeef")
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@pytest.mark.parametrize("side", [
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("buy"),
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("sell")
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])
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def test_dry_run_order(default_conf, mocker, side):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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order = exchange.dry_run_order(
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pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
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assert 'id' in order
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assert f'dry_run_{side}_' in order["id"]
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@pytest.mark.parametrize("side", [
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("buy"),
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("sell")
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])
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@pytest.mark.parametrize("ordertype,rate", [
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("market", None),
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("limit", 200),
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("stop_loss_limit", 200)
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])
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def test_create_order(default_conf, mocker, side, ordertype, rate):
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api_mock = MagicMock()
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order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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order = exchange.create_order(
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pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
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assert api_mock.create_order.call_args[0][1] == ordertype
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assert api_mock.create_order.call_args[0][2] == side
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assert api_mock.create_order.call_args[0][3] == 1
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assert api_mock.create_order.call_args[0][4] is rate
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def test_buy_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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