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add tests, further consolidate orders

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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
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36
freqtrade/exchange/__init__.py
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@@ -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()