diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 42b518566..67676d4e0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -88,6 +88,10 @@ class Exchange: # Cache for 10 minutes ... self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10) + # Cache values for 1800 to avoid frequent polling of the exchange for prices + # Caching only applies to RPC methods, so prices for open trades are still + # refreshed once every iteration. + self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800) self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800) # Holds candles @@ -912,6 +916,15 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1, + order_book_min: int = 1): + """ + Helper generator to query orderbook in loop (used for early sell-order placing) + """ + order_book = self.fetch_l2_order_book(pair, order_book_max) + for i in range(order_book_min, order_book_max + 1): + yield order_book[side][i - 1][0] + def get_buy_rate(self, pair: str, refresh: bool) -> float: """ Calculates bid target between current ask price and last price @@ -958,6 +971,46 @@ class Exchange: return used_rate + def get_sell_rate(self, pair: str, refresh: bool) -> float: + """ + Get sell rate - either using ticker bid or first bid based on orderbook + or remain static in any other case since it's not updating. + :param pair: Pair to get rate for + :param refresh: allow cached data + :return: Bid rate + :raises PricingError if price could not be determined. + """ + if not refresh: + rate = self._sell_rate_cache.get(pair) + # Check if cache has been invalidated + if rate: + logger.debug(f"Using cached sell rate for {pair}.") + return rate + + ask_strategy = self._config.get('ask_strategy', {}) + if ask_strategy.get('use_order_book', False): + # This code is only used for notifications, selling uses the generator directly + logger.info( + f"Getting price from order book {ask_strategy['price_side'].capitalize()} side." + ) + try: + rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s")) + except (IndexError, KeyError) as e: + logger.warning("Sell Price at location from orderbook could not be determined.") + raise PricingError from e + else: + ticker = self.fetch_ticker(pair) + ticker_rate = ticker[ask_strategy['price_side']] + if ticker['last'] and ticker_rate < ticker['last']: + balance = ask_strategy.get('bid_last_balance', 0.0) + ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last']) + rate = ticker_rate + + if rate is None: + raise PricingError(f"Sell-Rate for {pair} was empty.") + self._sell_rate_cache[pair] = rate + return rate + # Fee handling @retrier diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d15748864..8628931b6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -10,7 +10,6 @@ from threading import Lock from typing import Any, Dict, List, Optional import arrow -from cachetools import TTLCache from freqtrade import __version__, constants from freqtrade.configuration import validate_config_consistency @@ -58,11 +57,6 @@ class FreqtradeBot(LoggingMixin): # Init objects self.config = config - # Cache values for 1800 to avoid frequent polling of the exchange for prices - # Caching only applies to RPC methods, so prices for open trades are still - # refreshed once every iteration. - self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800) - self.strategy: IStrategy = StrategyResolver.load_strategy(self.config) # Check config consistency here since strategies can set certain options @@ -395,7 +389,6 @@ class FreqtradeBot(LoggingMixin): return trades_created - def create_trade(self, pair: str) -> bool: """ Check the implemented trading strategy for buy signals. @@ -678,56 +671,6 @@ class FreqtradeBot(LoggingMixin): return trades_closed - def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1, - order_book_min: int = 1): - """ - Helper generator to query orderbook in loop (used for early sell-order placing) - """ - order_book = self.exchange.fetch_l2_order_book(pair, order_book_max) - for i in range(order_book_min, order_book_max + 1): - yield order_book[side][i - 1][0] - - def get_sell_rate(self, pair: str, refresh: bool) -> float: - """ - Get sell rate - either using ticker bid or first bid based on orderbook - The orderbook portion is only used for rpc messaging, which would otherwise fail - for BitMex (has no bid/ask in fetch_ticker) - or remain static in any other case since it's not updating. - :param pair: Pair to get rate for - :param refresh: allow cached data - :return: Bid rate - """ - if not refresh: - rate = self._sell_rate_cache.get(pair) - # Check if cache has been invalidated - if rate: - logger.debug(f"Using cached sell rate for {pair}.") - return rate - - ask_strategy = self.config.get('ask_strategy', {}) - if ask_strategy.get('use_order_book', False): - # This code is only used for notifications, selling uses the generator directly - logger.info( - f"Getting price from order book {ask_strategy['price_side'].capitalize()} side." - ) - try: - rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s")) - except (IndexError, KeyError) as e: - logger.warning("Sell Price at location from orderbook could not be determined.") - raise PricingError from e - else: - ticker = self.exchange.fetch_ticker(pair) - ticker_rate = ticker[ask_strategy['price_side']] - if ticker['last'] and ticker_rate < ticker['last']: - balance = ask_strategy.get('bid_last_balance', 0.0) - ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last']) - rate = ticker_rate - - if rate is None: - raise PricingError(f"Sell-Rate for {pair} was empty.") - self._sell_rate_cache[pair] = rate - return rate - def handle_trade(self, trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. @@ -755,9 +698,9 @@ class FreqtradeBot(LoggingMixin): logger.debug(f'Using order book between {order_book_min} and {order_book_max} ' f'for selling {trade.pair}...') - order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s", - order_book_min=order_book_min, - order_book_max=order_book_max) + order_book = self.exchange._order_book_gen( + trade.pair, f"{config_ask_strategy['price_side']}s", + order_book_min=order_book_min, order_book_max=order_book_max) for i in range(order_book_min, order_book_max + 1): try: sell_rate = next(order_book) @@ -770,14 +713,14 @@ class FreqtradeBot(LoggingMixin): f"{sell_rate:0.8f}") # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache, # resulting in outdated RPC messages - self._sell_rate_cache[trade.pair] = sell_rate + self.exchange._sell_rate_cache[trade.pair] = sell_rate if self._check_and_execute_sell(trade, sell_rate, buy, sell): return True else: logger.debug('checking sell') - sell_rate = self.get_sell_rate(trade.pair, True) + sell_rate = self.exchange.get_sell_rate(trade.pair, True) if self._check_and_execute_sell(trade, sell_rate, buy, sell): return True @@ -1209,7 +1152,7 @@ class FreqtradeBot(LoggingMixin): profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_trade = trade.calc_profit(rate=profit_rate) # Use cached rates here - it was updated seconds ago. - current_rate = self.get_sell_rate(trade.pair, False) if not fill else None + current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None profit_ratio = trade.calc_profit_ratio(profit_rate) gain = "profit" if profit_ratio > 0 else "loss" @@ -1254,7 +1197,7 @@ class FreqtradeBot(LoggingMixin): profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_trade = trade.calc_profit(rate=profit_rate) - current_rate = self.get_sell_rate(trade.pair, False) + current_rate = self.exchange.get_sell_rate(trade.pair, False) profit_ratio = trade.calc_profit_ratio(profit_rate) gain = "profit" if profit_ratio > 0 else "loss" diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c609bccb8..40d5eb583 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -171,7 +171,7 @@ class RPC: # calculate profit and send message to user if trade.is_open: try: - current_rate = self._freqtrade.get_sell_rate(trade.pair, False) + current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False) except (ExchangeError, PricingError): current_rate = NAN else: @@ -230,7 +230,7 @@ class RPC: for trade in trades: # calculate profit and send message to user try: - current_rate = self._freqtrade.get_sell_rate(trade.pair, False) + current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False) except (PricingError, ExchangeError): current_rate = NAN trade_percent = (100 * trade.calc_profit_ratio(current_rate)) @@ -386,7 +386,7 @@ class RPC: else: # Get current rate try: - current_rate = self._freqtrade.get_sell_rate(trade.pair, False) + current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False) except (PricingError, ExchangeError): current_rate = NAN profit_ratio = trade.calc_profit_ratio(rate=current_rate) @@ -556,7 +556,7 @@ class RPC: if not fully_canceled: # Get current rate and execute sell - current_rate = self._freqtrade.get_sell_rate(trade.pair, False) + current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False) sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) self._freqtrade.execute_sell(trade, current_rate, sell_reason) # ---- EOF def _exec_forcesell ---- diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 0e68d054d..5fa94e6c1 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -11,7 +11,7 @@ import pytest from pandas import DataFrame from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException, - OperationalException, TemporaryError) + OperationalException, PricingError, TemporaryError) from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT, calculate_backoff) @@ -1728,6 +1728,108 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid, assert not log_has("Using cached buy rate for ETH/BTC.", 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 + exchange = get_patched_exchange(mocker, default_conf) + rate = exchange.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 = exchange.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) + exchange = get_patched_exchange(mocker, default_conf) + rate = exchange.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 = exchange.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': [[]]}) + exchange = get_patched_exchange(mocker, default_conf) + with pytest.raises(PricingError): + exchange.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}) + exchange = get_patched_exchange(mocker, default_conf) + with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): + exchange.get_sell_rate(pair, True) + + exchange._config['ask_strategy']['price_side'] = 'bid' + assert exchange.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."): + exchange.get_sell_rate(pair, True) + + exchange._config['ask_strategy']['price_side'] = 'ask' + assert exchange.get_sell_rate(pair, True) == 0.13 + + def make_fetch_ohlcv_mock(data): def fetch_ohlcv_mock(pair, timeframe, since): if since: diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index e7a968e37..7556dde6d 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -109,7 +109,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: '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"))) results = rpc._rpc_trade_status() assert isnan(results[0]['current_profit']) @@ -217,7 +217,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert '-0.41% (-0.06)' == result[0][3] assert '-0.06' == f'{fiat_profit_sum:.2f}' - 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"))) 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 diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 1a66b2e81..def2e43c6 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -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") diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 68d861ef2..9039328b0 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -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}