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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
commit be866f04fa
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GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 176 additions and 60 deletions
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18
freqtrade/exchange/exchange.py
View File

@ -376,7 +376,7 @@ class Exchange:
if self.trading_mode == TradingMode.FUTURES: if self.trading_mode == TradingMode.FUTURES:
market = self.markets[pair] market = self.markets[pair]
contract_size: float = 1.0 contract_size: float = 1.0
if 'contractSize' in market and market['contractSize'] is not None: if market['contractSize'] is not None:
# ccxt has contractSize in markets as string # ccxt has contractSize in markets as string
contract_size = float(market['contractSize']) contract_size = float(market['contractSize'])
return contract_size return contract_size
@ -685,13 +685,9 @@ class Exchange:
except KeyError: except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}") raise ValueError(f"Can't get market information for symbol {pair}")
if 'limits' not in market:
return None
min_stake_amounts = [] min_stake_amounts = []
limits = market['limits'] limits = market['limits']
if ('cost' in limits and 'min' in limits['cost'] if (limits['cost']['min'] is not None):
and limits['cost']['min'] is not None):
min_stake_amounts.append( min_stake_amounts.append(
self._contracts_to_amount( self._contracts_to_amount(
pair, pair,
@ -699,8 +695,7 @@ class Exchange:
) )
) )
if ('amount' in limits and 'min' in limits['amount'] if (limits['amount']['min'] is not None):
and limits['amount']['min'] is not None):
min_stake_amounts.append( min_stake_amounts.append(
self._contracts_to_amount( self._contracts_to_amount(
pair, pair,
@ -1819,12 +1814,7 @@ class Exchange:
:param nominal_value: The total value of the trade in quote currency (collateral + debt) :param nominal_value: The total value of the trade in quote currency (collateral + debt)
""" """
market = self.markets[pair] market = self.markets[pair]
if ( if market['limits']['leverage']['max'] is not None:
'limits' in market and
'leverage' in market['limits'] and
'max' in market['limits']['leverage'] and
market['limits']['leverage']['max'] is not None
):
return market['limits']['leverage']['max'] return market['limits']['leverage']['max']
else: else:
return 1.0 return 1.0

3
freqtrade/plugins/pairlist/PriceFilter.py
View File

@ -90,8 +90,7 @@ class PriceFilter(IPairList):
price = ticker['last'] price = ticker['last']
market = self._exchange.markets[pair] market = self._exchange.markets[pair]
limits = market['limits'] limits = market['limits']
if ('amount' in limits and 'min' in limits['amount'] if (limits['amount']['min'] is not None):
and limits['amount']['min'] is not None):
min_amount = limits['amount']['min'] min_amount = limits['amount']['min']
min_precision = market['precision']['amount'] min_precision = market['precision']['amount']

170
tests/conftest.py
View File

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

41
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.*'): with pytest.raises(ValueError, match=r'.*get market information.*'):
exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss) 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 # no cost Min
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {"min": None}, 'cost': {'min': None, 'max': None},
'amount': {} 'amount': {'min': None, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -383,8 +370,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# no amount Min # no amount Min
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {}, 'cost': {'min': None, 'max': None},
'amount': {"min": None} 'amount': {'min': None, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -395,8 +382,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# empty 'cost'/'amount' section # empty 'cost'/'amount' section
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {}, 'cost': {'min': None, 'max': None},
'amount': {} 'amount': {'min': None, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -407,8 +394,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min cost is set # min cost is set
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2}, 'cost': {'min': 2, 'max': None},
'amount': {} 'amount': {'min': None, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -423,8 +410,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount is set # min amount is set
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {}, 'cost': {'min': None, 'max': None},
'amount': {'min': 2} 'amount': {'min': 2, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', '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) # min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2}, 'cost': {'min': 2, 'max': None},
'amount': {'min': 2} 'amount': {'min': 2, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', '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) # min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': 8}, 'cost': {'min': 8, 'max': None},
'amount': {'min': 2} 'amount': {'min': 2, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',