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Merge pull request #6330 from samgermain/market-checks

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Removed unnecessary CCXT market checks
This commit is contained in:
Matthias
2022-01-31 19:01:59 +01:00
committed by GitHub
parent 1b063739c0 779b82b5b4
commit be866f04fa
4 changed files with 176 additions and 60 deletions
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170
tests/conftest.py
View File

@@ -583,12 +583,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -614,12 +618,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -644,12 +652,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -674,12 +686,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -705,16 +721,24 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
},
'leverage': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -732,16 +756,24 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
},
'leverage': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -753,6 +785,7 @@ def get_markets():
'active': False,
'spot': True,
'type': 'spot',
'contractSize': None,
'precision': {
'base': 8,
'quote': 8,
@@ -771,7 +804,11 @@ def get_markets():
'cost': {
'min': 0.0001,
'max': None
}
},
'leverage': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -785,6 +822,7 @@ def get_markets():
'swap': True,
'margin': True,
'type': 'spot',
'contractSize': None,
'precision': {
'amount': 8,
'price': 8
@@ -797,7 +835,15 @@ def get_markets():
'price': {
'min': 1e-08,
'max': None
}
},
'leverage': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
'active': True,
'info': {},
@@ -813,6 +859,7 @@ def get_markets():
'swap': True,
'margin': True,
'type': 'spot',
'contractSize': None,
'precision': {
'amount': 8,
'price': 8
@@ -825,7 +872,15 @@ def get_markets():
'price': {
'min': 1e-08,
'max': None
}
},
'leverage': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -843,12 +898,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -870,12 +929,16 @@ def get_markets():
'cost': 8,
},
'lot': 0.00000001,
'contractSize': None,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000,
},
'cost': {
'min': 0.0001,
'max': 500000,
@@ -891,6 +954,7 @@ def get_markets():
'active': True,
'spot': True,
'type': 'spot',
'contractSize': None,
'precision': {
'price': 8,
'amount': 8,
@@ -902,11 +966,18 @@ def get_markets():
'min': 0.01,
'max': 1000,
},
'price': 500000,
'price': {
'min': None,
'max': 500000
},
'cost': {
'min': 0.0001,
'max': 500000,
},
'leverage': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -931,7 +1002,15 @@ def get_markets():
'price': {
'min': 1e-08,
'max': None
}
},
'leverage': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -943,12 +1022,16 @@ def get_markets():
'active': True,
'spot': False,
'type': 'swap',
'contractSize': '0.01',
'contractSize': 0.01,
'precision': {
'amount': 8,
'price': 8
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': 0.06646786,
'max': None
@@ -956,7 +1039,11 @@ def get_markets():
'price': {
'min': 1e-08,
'max': None
}
},
'cost': {
'min': None,
'max': None,
},
},
'info': {},
},
@@ -968,6 +1055,7 @@ def get_markets():
'active': True,
'spot': True,
'type': 'spot',
'contractSize': None,
'precision': {
'base': 8,
'quote': 8,
@@ -975,6 +1063,10 @@ def get_markets():
'price': 5
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': 0.001,
'max': 10000000.0
@@ -1137,6 +1229,22 @@ def shitcoinmarkets(markets_static):
"price": 4
},
"limits": {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': None,
'max': None,
},
'price': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
"id": "NANOUSDT",
"symbol": "NANO/USDT",
@@ -1162,6 +1270,22 @@ def shitcoinmarkets(markets_static):
"price": 4
},
"limits": {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': None,
'max': None,
},
'price': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
"id": "ADAHALFUSDT",
"symbol": "ADAHALF/USDT",
@@ -1187,6 +1311,22 @@ def shitcoinmarkets(markets_static):
"price": 4
},
"limits": {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': None,
'max': None,
},
'price': {
'min': None,
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
"id": "ADADOUBLEUSDT",
"symbol": "ADADOUBLE/USDT",

45
tests/exchange/test_exchange.py
View File

@@ -356,23 +356,10 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
with pytest.raises(ValueError, match=r'.*get market information.*'):
exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
# no 'limits' section
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# empty 'limits' section
markets["ETH/BTC"]["limits"] = {}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# no cost Min
markets["ETH/BTC"]["limits"] = {
'cost': {"min": None},
'amount': {}
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -383,8 +370,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# no amount Min
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {"min": None}
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -395,8 +382,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# empty 'cost'/'amount' section
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {}
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -407,8 +394,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min cost is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2},
'amount': {}
'cost': {'min': 2, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -423,8 +410,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount is set
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {'min': 2}
'cost': {'min': None, 'max': None},
'amount': {'min': 2, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -439,8 +426,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2},
'amount': {'min': 2}
'cost': {'min': 2, 'max': None},
'amount': {'min': 2, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -455,8 +442,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 8},
'amount': {'min': 2}
'cost': {'min': 8, 'max': None},
'amount': {'min': 2, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -3557,11 +3544,11 @@ def test_calculate_funding_fees(
funding_rates = DataFrame([
{'date': prior_date, 'open': funding_rate}, # Line not used.
{'date': trade_date, 'open': funding_rate},
])
])
mark_rates = DataFrame([
{'date': prior_date, 'open': mark_price},
{'date': trade_date, 'open': mark_price},
])
])
df = exchange.combine_funding_and_mark(funding_rates, mark_rates)
assert exchange.calculate_funding_fees(