Move get_sell_rate to exchange class
This commit is contained in:
Matthias
parent
12916243ec
commit
bd1984386e
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@ -88,6 +88,10 @@ class Exchange:
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# Cache for 10 minutes ...
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self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
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# Cache values for 1800 to avoid frequent polling of the exchange for prices
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# Caching only applies to RPC methods, so prices for open trades are still
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# refreshed once every iteration.
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self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
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self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
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# Holds candles
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@ -912,6 +916,15 @@ class Exchange:
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
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order_book_min: int = 1):
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"""
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Helper generator to query orderbook in loop (used for early sell-order placing)
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"""
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order_book = self.fetch_l2_order_book(pair, order_book_max)
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for i in range(order_book_min, order_book_max + 1):
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yield order_book[side][i - 1][0]
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def get_buy_rate(self, pair: str, refresh: bool) -> float:
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"""
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Calculates bid target between current ask price and last price
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@ -958,6 +971,46 @@ class Exchange:
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return used_rate
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def get_sell_rate(self, pair: str, refresh: bool) -> float:
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"""
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Get sell rate - either using ticker bid or first bid based on orderbook
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or remain static in any other case since it's not updating.
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:param pair: Pair to get rate for
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:param refresh: allow cached data
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:return: Bid rate
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:raises PricingError if price could not be determined.
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"""
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if not refresh:
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rate = self._sell_rate_cache.get(pair)
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# Check if cache has been invalidated
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if rate:
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logger.debug(f"Using cached sell rate for {pair}.")
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return rate
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ask_strategy = self._config.get('ask_strategy', {})
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if ask_strategy.get('use_order_book', False):
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# This code is only used for notifications, selling uses the generator directly
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logger.info(
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f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
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)
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try:
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rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
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except (IndexError, KeyError) as e:
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logger.warning("Sell Price at location from orderbook could not be determined.")
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raise PricingError from e
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else:
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ticker = self.fetch_ticker(pair)
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ticker_rate = ticker[ask_strategy['price_side']]
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if ticker['last'] and ticker_rate < ticker['last']:
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balance = ask_strategy.get('bid_last_balance', 0.0)
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ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
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rate = ticker_rate
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if rate is None:
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raise PricingError(f"Sell-Rate for {pair} was empty.")
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self._sell_rate_cache[pair] = rate
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return rate
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# Fee handling
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@retrier
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@ -10,7 +10,6 @@ from threading import Lock
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from typing import Any, Dict, List, Optional
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import arrow
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from cachetools import TTLCache
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from freqtrade import __version__, constants
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from freqtrade.configuration import validate_config_consistency
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@ -58,11 +57,6 @@ class FreqtradeBot(LoggingMixin):
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# Init objects
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self.config = config
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# Cache values for 1800 to avoid frequent polling of the exchange for prices
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# Caching only applies to RPC methods, so prices for open trades are still
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# refreshed once every iteration.
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self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
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self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
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# Check config consistency here since strategies can set certain options
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@ -395,7 +389,6 @@ class FreqtradeBot(LoggingMixin):
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return trades_created
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def create_trade(self, pair: str) -> bool:
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"""
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Check the implemented trading strategy for buy signals.
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@ -678,56 +671,6 @@ class FreqtradeBot(LoggingMixin):
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return trades_closed
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def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
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order_book_min: int = 1):
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"""
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Helper generator to query orderbook in loop (used for early sell-order placing)
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"""
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order_book = self.exchange.fetch_l2_order_book(pair, order_book_max)
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for i in range(order_book_min, order_book_max + 1):
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yield order_book[side][i - 1][0]
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def get_sell_rate(self, pair: str, refresh: bool) -> float:
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"""
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Get sell rate - either using ticker bid or first bid based on orderbook
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The orderbook portion is only used for rpc messaging, which would otherwise fail
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for BitMex (has no bid/ask in fetch_ticker)
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or remain static in any other case since it's not updating.
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:param pair: Pair to get rate for
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:param refresh: allow cached data
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:return: Bid rate
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"""
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if not refresh:
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rate = self._sell_rate_cache.get(pair)
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# Check if cache has been invalidated
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if rate:
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logger.debug(f"Using cached sell rate for {pair}.")
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return rate
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ask_strategy = self.config.get('ask_strategy', {})
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if ask_strategy.get('use_order_book', False):
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# This code is only used for notifications, selling uses the generator directly
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logger.info(
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f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
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)
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try:
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rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
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except (IndexError, KeyError) as e:
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logger.warning("Sell Price at location from orderbook could not be determined.")
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raise PricingError from e
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else:
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ticker = self.exchange.fetch_ticker(pair)
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ticker_rate = ticker[ask_strategy['price_side']]
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if ticker['last'] and ticker_rate < ticker['last']:
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balance = ask_strategy.get('bid_last_balance', 0.0)
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ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
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rate = ticker_rate
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if rate is None:
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raise PricingError(f"Sell-Rate for {pair} was empty.")
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self._sell_rate_cache[pair] = rate
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return rate
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def handle_trade(self, trade: Trade) -> bool:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
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@ -755,9 +698,9 @@ class FreqtradeBot(LoggingMixin):
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logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
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f'for selling {trade.pair}...')
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order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
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order_book_min=order_book_min,
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order_book_max=order_book_max)
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order_book = self.exchange._order_book_gen(
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trade.pair, f"{config_ask_strategy['price_side']}s",
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order_book_min=order_book_min, order_book_max=order_book_max)
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for i in range(order_book_min, order_book_max + 1):
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try:
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sell_rate = next(order_book)
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@ -770,14 +713,14 @@ class FreqtradeBot(LoggingMixin):
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f"{sell_rate:0.8f}")
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# Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
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# resulting in outdated RPC messages
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self._sell_rate_cache[trade.pair] = sell_rate
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self.exchange._sell_rate_cache[trade.pair] = sell_rate
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if self._check_and_execute_sell(trade, sell_rate, buy, sell):
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return True
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else:
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logger.debug('checking sell')
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sell_rate = self.get_sell_rate(trade.pair, True)
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sell_rate = self.exchange.get_sell_rate(trade.pair, True)
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if self._check_and_execute_sell(trade, sell_rate, buy, sell):
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return True
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@ -1209,7 +1152,7 @@ class FreqtradeBot(LoggingMixin):
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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profit_trade = trade.calc_profit(rate=profit_rate)
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# Use cached rates here - it was updated seconds ago.
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current_rate = self.get_sell_rate(trade.pair, False) if not fill else None
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current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
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profit_ratio = trade.calc_profit_ratio(profit_rate)
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gain = "profit" if profit_ratio > 0 else "loss"
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@ -1254,7 +1197,7 @@ class FreqtradeBot(LoggingMixin):
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profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
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profit_trade = trade.calc_profit(rate=profit_rate)
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current_rate = self.get_sell_rate(trade.pair, False)
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current_rate = self.exchange.get_sell_rate(trade.pair, False)
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profit_ratio = trade.calc_profit_ratio(profit_rate)
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gain = "profit" if profit_ratio > 0 else "loss"
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@ -171,7 +171,7 @@ class RPC:
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# calculate profit and send message to user
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if trade.is_open:
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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
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except (ExchangeError, PricingError):
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current_rate = NAN
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else:
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@ -230,7 +230,7 @@ class RPC:
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for trade in trades:
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# calculate profit and send message to user
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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
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except (PricingError, ExchangeError):
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current_rate = NAN
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trade_percent = (100 * trade.calc_profit_ratio(current_rate))
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@ -386,7 +386,7 @@ class RPC:
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else:
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# Get current rate
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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
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except (PricingError, ExchangeError):
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current_rate = NAN
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profit_ratio = trade.calc_profit_ratio(rate=current_rate)
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@ -556,7 +556,7 @@ class RPC:
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if not fully_canceled:
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# Get current rate and execute sell
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
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sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
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self._freqtrade.execute_sell(trade, current_rate, sell_reason)
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# ---- EOF def _exec_forcesell ----
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@ -11,7 +11,7 @@ import pytest
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from pandas import DataFrame
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from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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OperationalException, PricingError, TemporaryError)
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from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
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from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
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calculate_backoff)
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@ -1728,6 +1728,108 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
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assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
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@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
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('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
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('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
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('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
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('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
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('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
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('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
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('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
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('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
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('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
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('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
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('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
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('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
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('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
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('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
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('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
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('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
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('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
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])
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def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
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last, last_ab, expected) -> None:
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caplog.set_level(logging.DEBUG)
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default_conf['ask_strategy']['price_side'] = side
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default_conf['ask_strategy']['bid_last_balance'] = last_ab
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': ask, 'bid': bid, 'last': last})
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pair = "ETH/BTC"
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# Test regular mode
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exchange = get_patched_exchange(mocker, default_conf)
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rate = exchange.get_sell_rate(pair, True)
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assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
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assert isinstance(rate, float)
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assert rate == expected
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# Use caching
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rate = exchange.get_sell_rate(pair, False)
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assert rate == expected
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assert log_has("Using cached sell rate for ETH/BTC.", caplog)
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@pytest.mark.parametrize('side,expected', [
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('bid', 0.043936), # Value from order_book_l2 fiture - bids side
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('ask', 0.043949), # Value from order_book_l2 fiture - asks side
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])
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def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
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caplog.set_level(logging.DEBUG)
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# Test orderbook mode
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default_conf['ask_strategy']['price_side'] = side
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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pair = "ETH/BTC"
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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exchange = get_patched_exchange(mocker, default_conf)
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rate = exchange.get_sell_rate(pair, True)
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assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
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assert isinstance(rate, float)
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assert rate == expected
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rate = exchange.get_sell_rate(pair, False)
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assert rate == expected
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assert log_has("Using cached sell rate for ETH/BTC.", caplog)
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def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
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# Test orderbook mode
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default_conf['ask_strategy']['price_side'] = 'ask'
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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pair = "ETH/BTC"
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# Test What happens if the exchange returns an empty orderbook.
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
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return_value={'bids': [[]], 'asks': [[]]})
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exchange = get_patched_exchange(mocker, default_conf)
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with pytest.raises(PricingError):
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exchange.get_sell_rate(pair, True)
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assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
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def test_get_sell_rate_exception(default_conf, mocker, caplog):
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# Ticker on one side can be empty in certain circumstances.
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default_conf['ask_strategy']['price_side'] = 'ask'
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pair = "ETH/BTC"
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': None, 'bid': 0.12, 'last': None})
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exchange = get_patched_exchange(mocker, default_conf)
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with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
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exchange.get_sell_rate(pair, True)
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exchange._config['ask_strategy']['price_side'] = 'bid'
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assert exchange.get_sell_rate(pair, True) == 0.12
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# Reverse sides
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': 0.13, 'bid': None, 'last': None})
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with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
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exchange.get_sell_rate(pair, True)
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exchange._config['ask_strategy']['price_side'] = 'ask'
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assert exchange.get_sell_rate(pair, True) == 0.13
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def make_fetch_ohlcv_mock(data):
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def fetch_ohlcv_mock(pair, timeframe, since):
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if since:
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@ -109,7 +109,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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'exchange': 'binance',
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}
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
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mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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results = rpc._rpc_trade_status()
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assert isnan(results[0]['current_profit'])
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@ -217,7 +217,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
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assert '-0.41% (-0.06)' == result[0][3]
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assert '-0.06' == f'{fiat_profit_sum:.2f}'
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
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mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
||||
assert 'instantly' == result[0][2]
|
||||
|
|
@ -427,7 +427,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
|||
assert prec_satoshi(stats['best_rate'], 6.2)
|
||||
|
||||
# Test non-available pair
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
||||
assert stats['trade_count'] == 2
|
||||
|
|
|
|||
|
|
@ -834,7 +834,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
|
|||
'exchange': 'binance',
|
||||
}
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
|
||||
rc = client_get(client, f"{BASE_URI}/status")
|
||||
|
|
|
|||
|
|
@ -751,7 +751,6 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
|
|||
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
|
||||
|
||||
|
||||
|
||||
def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
|
|
@ -2480,7 +2479,7 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
|
|||
'freqtrade.exchange.Exchange',
|
||||
cancel_order=cancel_order_mock,
|
||||
)
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate', return_value=0.245441)
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
|
||||
|
|
@ -4029,108 +4028,6 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
|
|||
assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
|
||||
('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
|
||||
('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
|
||||
('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
|
||||
('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
|
||||
('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
|
||||
('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
|
||||
('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
|
||||
('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
|
||||
('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
|
||||
('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
|
||||
('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
|
||||
('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
|
||||
('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
|
||||
('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
|
||||
('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
|
||||
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
|
||||
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
|
||||
])
|
||||
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
|
||||
last, last_ab, expected) -> None:
|
||||
caplog.set_level(logging.DEBUG)
|
||||
|
||||
default_conf['ask_strategy']['price_side'] = side
|
||||
default_conf['ask_strategy']['bid_last_balance'] = last_ab
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
return_value={'ask': ask, 'bid': bid, 'last': last})
|
||||
pair = "ETH/BTC"
|
||||
|
||||
# Test regular mode
|
||||
ft = get_patched_freqtradebot(mocker, default_conf)
|
||||
rate = ft.get_sell_rate(pair, True)
|
||||
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
|
||||
assert isinstance(rate, float)
|
||||
assert rate == expected
|
||||
# Use caching
|
||||
rate = ft.get_sell_rate(pair, False)
|
||||
assert rate == expected
|
||||
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('side,expected', [
|
||||
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
|
||||
('ask', 0.043949), # Value from order_book_l2 fiture - asks side
|
||||
])
|
||||
def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
|
||||
caplog.set_level(logging.DEBUG)
|
||||
# Test orderbook mode
|
||||
default_conf['ask_strategy']['price_side'] = side
|
||||
default_conf['ask_strategy']['use_order_book'] = True
|
||||
default_conf['ask_strategy']['order_book_min'] = 1
|
||||
default_conf['ask_strategy']['order_book_max'] = 2
|
||||
pair = "ETH/BTC"
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
|
||||
ft = get_patched_freqtradebot(mocker, default_conf)
|
||||
rate = ft.get_sell_rate(pair, True)
|
||||
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
|
||||
assert isinstance(rate, float)
|
||||
assert rate == expected
|
||||
rate = ft.get_sell_rate(pair, False)
|
||||
assert rate == expected
|
||||
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
|
||||
|
||||
|
||||
def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
|
||||
# Test orderbook mode
|
||||
default_conf['ask_strategy']['price_side'] = 'ask'
|
||||
default_conf['ask_strategy']['use_order_book'] = True
|
||||
default_conf['ask_strategy']['order_book_min'] = 1
|
||||
default_conf['ask_strategy']['order_book_max'] = 2
|
||||
pair = "ETH/BTC"
|
||||
# Test What happens if the exchange returns an empty orderbook.
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
|
||||
return_value={'bids': [[]], 'asks': [[]]})
|
||||
ft = get_patched_freqtradebot(mocker, default_conf)
|
||||
with pytest.raises(PricingError):
|
||||
ft.get_sell_rate(pair, True)
|
||||
assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
|
||||
|
||||
|
||||
def test_get_sell_rate_exception(default_conf, mocker, caplog):
|
||||
# Ticker on one side can be empty in certain circumstances.
|
||||
default_conf['ask_strategy']['price_side'] = 'ask'
|
||||
pair = "ETH/BTC"
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
return_value={'ask': None, 'bid': 0.12, 'last': None})
|
||||
ft = get_patched_freqtradebot(mocker, default_conf)
|
||||
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
|
||||
ft.get_sell_rate(pair, True)
|
||||
|
||||
ft.config['ask_strategy']['price_side'] = 'bid'
|
||||
assert ft.get_sell_rate(pair, True) == 0.12
|
||||
# Reverse sides
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
||||
return_value={'ask': 0.13, 'bid': None, 'last': None})
|
||||
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
|
||||
ft.get_sell_rate(pair, True)
|
||||
|
||||
ft.config['ask_strategy']['price_side'] = 'ask'
|
||||
assert ft.get_sell_rate(pair, True) == 0.13
|
||||
|
||||
|
||||
def test_startup_state(default_conf, mocker):
|
||||
default_conf['pairlist'] = {'method': 'VolumePairList',
|
||||
'config': {'number_assets': 20}
|
||||
|
|
|
|||
Loading…
Reference in New Issue