diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 25d3e62c0..23926d00f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -282,104 +282,95 @@ class Exchange(object): price = ceil(big_price) / pow(10, symbol_prec) return price - def buy(self, pair: str, ordertype: str, amount: float, - rate: float, time_in_force) -> Dict: - if self._conf['dry_run']: - order_id = f'dry_run_buy_{randint(0, 10**6)}' - self._dry_run_open_orders[order_id] = { - 'pair': pair, - 'price': rate, - 'amount': amount, - 'type': ordertype, - 'side': 'buy', - 'remaining': 0.0, - 'datetime': arrow.utcnow().isoformat(), - 'status': 'closed', - 'fee': None - } - return {'id': order_id} + def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, + rate: float, params: Dict = {}) -> Dict[str, Any]: + order_id = f'dry_run_{side}_{randint(0, 10**6)}' + dry_order = { # TODO: additional entry should be added for stoploss limit + "id": order_id, + 'pair': pair, + 'price': rate, + 'amount': amount, + "cost": amount * rate, + 'type': ordertype, + 'side': 'buy', + 'remaining': amount, + 'datetime': arrow.utcnow().isoformat(), + 'status': "open", + 'fee': None, + "info": {} + } + self._store_dry_order(dry_order) + return dry_order + def _store_dry_order(self, dry_order: Dict) -> None: + closed_order = dry_order.copy() + if closed_order["type"] in ["market", "limit"]: + closed_order.update({ + "status": "closed", + "filled": closed_order["amount"], + "remaining": 0 + }) + self._dry_run_open_orders[closed_order["id"]] = closed_order + + def create_order(self, pair: str, ordertype: str, side: str, amount: float, + rate: float, params: Dict = {}) -> Dict: try: # Set the precision for amount and price(rate) as accepted by the exchange amount = self.symbol_amount_prec(pair, amount) rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None - params = self._params.copy() - if time_in_force != 'gtc': - params.update({'timeInForce': time_in_force}) - - return self._api.create_order(pair, ordertype, 'buy', + return self._api.create_order(pair, ordertype, side, amount, rate, params) except ccxt.InsufficientFunds as e: raise DependencyException( - f'Insufficient funds to create limit buy order on market {pair}.' - f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Insufficient funds to create {ordertype} {side} order on market {pair}.' + f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except ccxt.InvalidOrder as e: raise DependencyException( - f'Could not create limit buy order on market {pair}.' - f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' + f'Could not create {ordertype} {side} order on market {pair}.' + f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( - f'Could not place buy order due to {e.__class__.__name__}. Message: {e}') + f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) + def buy(self, pair: str, ordertype: str, amount: float, + rate: float, time_in_force) -> Dict: + + if self._conf['dry_run']: + dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate) + return dry_order + + params = self._params.copy() + if time_in_force != 'gtc': + params.update({'timeInForce': time_in_force}) + + return self.create_order(pair, ordertype, 'buy', amount, rate, params) + def sell(self, pair: str, ordertype: str, amount: float, rate: float, time_in_force='gtc') -> Dict: + if self._conf['dry_run']: - order_id = f'dry_run_sell_{randint(0, 10**6)}' - self._dry_run_open_orders[order_id] = { - 'pair': pair, - 'price': rate, - 'amount': amount, - 'type': ordertype, - 'side': 'sell', - 'remaining': 0.0, - 'datetime': arrow.utcnow().isoformat(), - 'status': 'closed' - } - return {'id': order_id} + dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate) + return dry_order - try: - # Set the precision for amount and price(rate) as accepted by the exchange - amount = self.symbol_amount_prec(pair, amount) - rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None + params = self._params.copy() + if time_in_force != 'gtc': + params.update({'timeInForce': time_in_force}) - params = self._params.copy() - if time_in_force != 'gtc': - params.update({'timeInForce': time_in_force}) - - return self._api.create_order(pair, ordertype, 'sell', - amount, rate, params) - - except ccxt.InsufficientFunds as e: - raise DependencyException( - f'Insufficient funds to create limit sell order on market {pair}.' - f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' - f'Message: {e}') - except ccxt.InvalidOrder as e: - raise DependencyException( - f'Could not create limit sell order on market {pair}.' - f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' - f'Message: {e}') - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') - except ccxt.BaseError as e: - raise OperationalException(e) + return self.create_order(pair, ordertype, 'sell', amount, rate, params) def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict: """ creates a stoploss limit order. NOTICE: it is not supported by all exchanges. only binance is tested for now. """ + ordertype = "stop_loss_limit" - # Set the precision for amount and price(rate) as accepted by the exchange - amount = self.symbol_amount_prec(pair, amount) - rate = self.symbol_price_prec(pair, rate) stop_price = self.symbol_price_prec(pair, stop_price) # Ensure rate is less than stop price @@ -388,50 +379,17 @@ class Exchange(object): 'In stoploss limit order, stop price should be more than limit price') if self._conf['dry_run']: - order_id = f'dry_run_buy_{randint(0, 10**6)}' - self._dry_run_open_orders[order_id] = { - 'info': {}, - 'id': order_id, - 'pair': pair, - 'price': stop_price, - 'amount': amount, - 'type': 'stop_loss_limit', - 'side': 'sell', - 'remaining': amount, - 'datetime': arrow.utcnow().isoformat(), - 'status': 'open', - 'fee': None - } - return self._dry_run_open_orders[order_id] + dry_order = self.dry_run_order( + pair, ordertype, "sell", amount, stop_price) + return dry_order - try: + params = self._params.copy() + params.update({'stopPrice': stop_price}) - params = self._params.copy() - params.update({'stopPrice': stop_price}) - - order = self._api.create_order(pair, 'stop_loss_limit', 'sell', - amount, rate, params) - logger.info('stoploss limit order added for %s. ' - 'stop price: %s. limit: %s' % (pair, stop_price, rate)) - return order - - except ccxt.InsufficientFunds as e: - raise DependencyException( - f'Insufficient funds to place stoploss limit order on market {pair}. ' - f'Tried to put a stoploss amount {amount} with ' - f'stop {stop_price} and limit {rate} (total {rate*amount}).' - f'Message: {e}') - except ccxt.InvalidOrder as e: - raise DependencyException( - f'Could not place stoploss limit order on market {pair}.' - f'Tried to place stoploss amount {amount} with ' - f'stop {stop_price} and limit {rate} (total {rate*amount}).' - f'Message: {e}') - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}') - except ccxt.BaseError as e: - raise OperationalException(e) + order = self.create_order(pair, ordertype, 'sell', amount, rate, params) + logger.info('stoploss limit order added for %s. ' + 'stop price: %s. limit: %s' % (pair, stop_price, rate)) + return order @retrier def get_balance(self, currency: str) -> float: @@ -578,7 +536,7 @@ class Exchange(object): interval_in_sec = constants.TICKER_INTERVAL_MINUTES[ticker_interval] * 60 return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0) - + interval_in_sec) >= arrow.utcnow().timestamp) + + interval_in_sec) >= arrow.utcnow().timestamp) @retrier_async async def _async_get_candle_history(self, pair: str, tick_interval: str, @@ -637,9 +595,6 @@ class Exchange(object): def get_order(self, order_id: str, pair: str) -> Dict: if self._conf['dry_run']: order = self._dry_run_open_orders[order_id] - order.update({ - 'id': order_id - }) return order try: return self._api.fetch_order(order_id, pair) diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 15da5e924..153be89c1 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -443,6 +443,56 @@ def test_exchange_has(default_conf, mocker): assert not exchange.exchange_has("deadbeef") +@pytest.mark.parametrize("side", [ + ("buy"), + ("sell") +]) +def test_dry_run_order(default_conf, mocker, side): + default_conf['dry_run'] = True + exchange = get_patched_exchange(mocker, default_conf) + + order = exchange.dry_run_order( + pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200) + assert 'id' in order + assert f'dry_run_{side}_' in order["id"] + + +@pytest.mark.parametrize("side", [ + ("buy"), + ("sell") +]) +@pytest.mark.parametrize("ordertype,rate", [ + ("market", None), + ("limit", 200), + ("stop_loss_limit", 200) +]) +def test_create_order(default_conf, mocker, side, ordertype, rate): + api_mock = MagicMock() + order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6)) + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + order = exchange.create_order( + pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args[0][0] == 'ETH/BTC' + assert api_mock.create_order.call_args[0][1] == ordertype + assert api_mock.create_order.call_args[0][2] == side + assert api_mock.create_order.call_args[0][3] == 1 + assert api_mock.create_order.call_args[0][4] is rate + + def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf)