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Move get_sell_rate to exchange class

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Matthias
2021-06-02 11:39:18 +02:00
parent 12916243ec
commit bd1984386e
7 changed files with 172 additions and 177 deletions
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104
tests/exchange/test_exchange.py
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@@ -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: