add tests, further consolidate orders

This commit is contained in:
iuvbio 2019-02-22 01:48:35 +01:00
parent 69bb6ebaf6
commit b79d967371
2 changed files with 65 additions and 21 deletions

View File

@ -283,7 +283,7 @@ class Exchange(object):
return price
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Tuple[str, Dict[str, Any]]:
rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{randint(0, 10**6)}'
dry_order = { # TODO: additional entry should be added for stoploss limit
"id": order_id,
@ -297,11 +297,15 @@ class Exchange(object):
'status': 'closed',
'fee': None
}
return order_id, dry_order
return dry_order
def create_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict:
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
return self._api.create_order(pair, ordertype, side,
amount, rate, params)
@ -325,13 +329,9 @@ class Exchange(object):
rate: float, time_in_force) -> Dict:
if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
self._dry_run_open_orders[order_id] = dry_order
return {'id': order_id}
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
self._dry_run_open_orders[dry_order["id"]] = dry_order
return {"id": dry_order["id"]}
params = self._params.copy()
if time_in_force != 'gtc':
@ -343,13 +343,9 @@ class Exchange(object):
rate: float, time_in_force='gtc') -> Dict:
if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
self._dry_run_open_orders[order_id] = dry_order
return {'id': order_id}
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
self._dry_run_open_orders[dry_order["id"]] = dry_order
return {"id": dry_order["id"]}
params = self._params.copy()
if time_in_force != 'gtc':
@ -363,9 +359,7 @@ class Exchange(object):
NOTICE: it is not supported by all exchanges. only binance is tested for now.
"""
ordertype = "stop_loss_limit"
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
stop_price = self.symbol_price_prec(pair, stop_price)
# Ensure rate is less than stop price
@ -374,10 +368,10 @@ class Exchange(object):
'In stoploss limit order, stop price should be more than limit price')
if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order(
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
dry_order.update({"info": {}, "remaining": amount, "status": "open"})
self._dry_run_open_orders[order_id] = dry_order
self._dry_run_open_orders[dry_order["id"]] = dry_order
return dry_order
params = self._params.copy()

View File

@ -441,6 +441,56 @@ def test_exchange_has(default_conf, mocker):
assert not exchange.exchange_has("deadbeef")
@pytest.mark.parametrize("side", [
("buy"),
("sell")
])
def test_dry_run_order(default_conf, mocker, side):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.dry_run_order(
pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
@pytest.mark.parametrize("side", [
("buy"),
("sell")
])
@pytest.mark.parametrize("ordertype,rate", [
("market", None),
("limit", 200),
("stop_loss_limit", 200)
])
def test_create_order(default_conf, mocker, side, ordertype, rate):
api_mock = MagicMock()
order_id = 'test_prod_{}_{}'.format(side, 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.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order = exchange.create_order(
pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == ordertype
assert api_mock.create_order.call_args[0][2] == side
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is rate
def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)