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Merge pull request #5825 from freqtrade/futures_pairlist

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Futures pairlist
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Matthias 2021-11-16 19:46:27 +01:00 committed by GitHub
commit cbb5025711
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13 changed files with 216 additions and 82 deletions
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3
freqtrade/commands/arguments.py
View File

@ -48,7 +48,8 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
"print_csv", "base_currencies", "quote_currencies", "list_pairs_all",
"trading_mode"]
ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
"list_pairs_print_json"]

6
freqtrade/commands/cli_options.py
View File

@ -179,7 +179,6 @@ AVAILABLE_CLI_OPTIONS = {
'--export',
help='Export backtest results (default: trades).',
choices=constants.EXPORT_OPTIONS,
),
"exportfilename": Arg(
'--export-filename',
@ -349,6 +348,11 @@ AVAILABLE_CLI_OPTIONS = {
nargs='+',
metavar='BASE_CURRENCY',
),
"trading_mode": Arg(
'--trading-mode',
help='Select Trading mode',
choices=constants.TRADING_MODES,
),
# Script options
"pairs": Arg(
'-p', '--pairs',

23
freqtrade/commands/list_commands.py
View File

@ -129,10 +129,9 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
quote_currencies = args.get('quote_currencies', [])
try:
# TODO-lev: Add leverage amount to get markets that support a certain leverage
pairs = exchange.get_markets(base_currencies=base_currencies,
quote_currencies=quote_currencies,
pairs_only=pairs_only,
tradable_only=pairs_only,
active_only=active_only)
# Sort the pairs/markets by symbol
pairs = dict(sorted(pairs.items()))
@ -152,15 +151,19 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
if quote_currencies else ""))
headers = ["Id", "Symbol", "Base", "Quote", "Active",
*(['Is pair'] if not pairs_only else [])]
"Spot", "Margin", "Future", "Leverage"]
tabular_data = []
for _, v in pairs.items():
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
'Base': v['base'], 'Quote': v['quote'],
'Active': market_is_active(v),
**({'Is pair': exchange.market_is_tradable(v)}
if not pairs_only else {})})
tabular_data = [{
'Id': v['id'],
'Symbol': v['symbol'],
'Base': v['base'],
'Quote': v['quote'],
'Active': market_is_active(v),
'Spot': 'Spot' if exchange.market_is_spot(v) else '',
'Margin': 'Margin' if exchange.market_is_margin(v) else '',
'Future': 'Future' if exchange.market_is_future(v) else '',
'Leverage': exchange.get_max_leverage(v['symbol'], 20)
} for _, v in pairs.items()]
if (args.get('print_one_column', False) or
args.get('list_pairs_print_json', False) or

2
freqtrade/configuration/configuration.py
View File

@ -431,6 +431,8 @@ class Configuration:
self._args_to_config(config, argname='new_pairs_days',
logstring='Detected --new-pairs-days: {}')
self._args_to_config(config, argname='trading_mode',
logstring='Detected --trading-mode: {}')
def _process_runmode(self, config: Dict[str, Any]) -> None:

8
freqtrade/exchange/binance.py
View File

@ -3,7 +3,7 @@ import json
import logging
from datetime import datetime
from pathlib import Path
from typing import Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple
import arrow
import ccxt
@ -119,6 +119,10 @@ class Binance(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
def market_is_future(self, market: Dict[str, Any]) -> bool:
# TODO-lev: This should be unified in ccxt to "swap"...
return market.get('future', False) is True
@retrier
def fill_leverage_brackets(self):
"""
@ -161,6 +165,8 @@ class Binance(Exchange):
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
"""
if pair not in self._leverage_brackets:
return 1.0
pair_brackets = self._leverage_brackets[pair]
max_lev = 1.0
for [min_amount, margin_req] in pair_brackets:

37
freqtrade/exchange/exchange.py
View File

@ -291,7 +291,9 @@ class Exchange:
timeframe, self._ft_has.get('ohlcv_candle_limit')))
def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
pairs_only: bool = False, active_only: bool = False) -> Dict[str, Any]:
spot_only: bool = False, margin_only: bool = False, futures_only: bool = False,
tradable_only: bool = True,
active_only: bool = False) -> Dict[str, Any]:
"""
Return exchange ccxt markets, filtered out by base currency and quote currency
if this was requested in parameters.
@ -306,8 +308,14 @@ class Exchange:
markets = {k: v for k, v in markets.items() if v['base'] in base_currencies}
if quote_currencies:
markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies}
if pairs_only:
if tradable_only:
markets = {k: v for k, v in markets.items() if self.market_is_tradable(v)}
if spot_only:
markets = {k: v for k, v in markets.items() if self.market_is_spot(v)}
if margin_only:
markets = {k: v for k, v in markets.items() if self.market_is_margin(v)}
if futures_only:
markets = {k: v for k, v in markets.items() if self.market_is_future(v)}
if active_only:
markets = {k: v for k, v in markets.items() if market_is_active(v)}
return markets
@ -331,18 +339,27 @@ class Exchange:
"""
return self.markets.get(pair, {}).get('base', '')
def market_is_future(self, market: Dict[str, Any]) -> bool:
return market.get('swap', False) is True
def market_is_spot(self, market: Dict[str, Any]) -> bool:
return market.get('spot', False) is True
def market_is_margin(self, market: Dict[str, Any]) -> bool:
return market.get('margin', False) is True
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
By default, checks if it's splittable by `/` and both sides correspond to base / quote
Ensures that Configured mode aligns to
"""
symbol_parts = market['symbol'].split('/')
return (len(symbol_parts) == 2 and
len(symbol_parts[0]) > 0 and
len(symbol_parts[1]) > 0 and
symbol_parts[0] == market.get('base') and
symbol_parts[1] == market.get('quote')
)
return (
market.get('quote', None) is not None
and market.get('base', None) is not None
and (self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market))
)
def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
if pair_interval in self._klines:

14
freqtrade/exchange/ftx.py
View File

@ -30,16 +30,6 @@ class Ftx(Exchange):
# (TradingMode.FUTURES, Collateral.CROSS)
]
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
Default checks + check if pair is spot pair (no futures trading yet).
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('spot', False) is True)
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
@ -169,3 +159,7 @@ class Ftx(Exchange):
if order['type'] == 'stop':
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']
def market_is_future(self, market: Dict[str, Any]) -> bool:
# TODO-lev: This should be unified in ccxt to "swap"...
return market.get('future', False) is True

2
requirements.txt
View File

@ -2,7 +2,7 @@ numpy==1.21.3
pandas==1.3.4
pandas-ta==0.3.14b
ccxt==1.60.11
ccxt==1.61.24
# Pin cryptography for now due to rust build errors with piwheels
cryptography==35.0.0
aiohttp==3.7.4.post0

2
setup.py
View File

@ -43,7 +43,7 @@ setup(
],
install_requires=[
# from requirements.txt
'ccxt>=1.60.11',
'ccxt>=1.61.24',
'SQLAlchemy',
'python-telegram-bot>=13.4',
'arrow>=0.17.0',

6
tests/commands/test_commands.py
View File

@ -434,9 +434,9 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Id,Symbol,Base,Quote,Active,Is pair" in captured.out)
assert ("blkbtc,BLK/BTC,BLK,BTC,True,True" in captured.out)
assert ("USD-LTC,LTC/USD,LTC,USD,True,True" in captured.out)
assert ("Id,Symbol,Base,Quote,Active,Spot,Margin,Future,Leverage" in captured.out)
assert ("blkbtc,BLK/BTC,BLK,BTC,True,Spot" in captured.out)
assert ("USD-LTC,LTC/USD,LTC,USD,True,Spot" in captured.out)
# Test --one-column
args = [

40
tests/conftest.py
View File

@ -575,6 +575,8 @@ def get_markets():
'base': 'ETH',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -604,6 +606,8 @@ def get_markets():
'quote': 'BTC',
# According to ccxt, markets without active item set are also active
# 'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -632,6 +636,8 @@ def get_markets():
'base': 'BLK',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -660,6 +666,8 @@ def get_markets():
'base': 'LTC',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -685,6 +693,8 @@ def get_markets():
'base': 'XRP',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -710,6 +720,8 @@ def get_markets():
'base': 'NEO',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -735,6 +747,8 @@ def get_markets():
'base': 'BTT',
'quote': 'BTC',
'active': False,
'spot': True,
'type': 'spot',
'precision': {
'base': 8,
'quote': 8,
@ -762,6 +776,11 @@ def get_markets():
'symbol': 'ETH/USDT',
'base': 'ETH',
'quote': 'USDT',
'spot': True,
'future': True,
'swap': True,
'margin': True,
'type': 'spot',
'precision': {
'amount': 8,
'price': 8
@ -785,6 +804,11 @@ def get_markets():
'base': 'LTC',
'quote': 'USDT',
'active': False,
'spot': True,
'future': True,
'swap': True,
'margin': True,
'type': 'spot',
'precision': {
'amount': 8,
'price': 8
@ -807,6 +831,8 @@ def get_markets():
'base': 'XRP',
'quote': 'USDT',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -832,6 +858,8 @@ def get_markets():
'base': 'NEO',
'quote': 'USDT',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -857,6 +885,8 @@ def get_markets():
'base': 'TKN',
'quote': 'USDT',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'price': 8,
'amount': 8,
@ -882,6 +912,8 @@ def get_markets():
'base': 'LTC',
'quote': 'USD',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'amount': 8,
'price': 8
@ -904,6 +936,8 @@ def get_markets():
'base': 'LTC',
'quote': 'USDT',
'active': True,
'spot': False,
'type': 'SomethingElse',
'precision': {
'amount': 8,
'price': 8
@ -926,6 +960,8 @@ def get_markets():
'base': 'LTC',
'quote': 'ETH',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'base': 8,
'quote': 8,
@ -976,6 +1012,8 @@ def shitcoinmarkets(markets_static):
'base': 'HOT',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'base': 8,
'quote': 8,
@ -1004,6 +1042,8 @@ def shitcoinmarkets(markets_static):
'base': 'FUEL',
'quote': 'BTC',
'active': True,
'spot': True,
'type': 'spot',
'precision': {
'base': 8,
'quote': 8,

25
tests/exchange/test_ccxt_compat.py
View File

@ -5,6 +5,7 @@ However, these tests should give a good idea to determine if a new exchange is
suitable to run with freqtrade.
"""
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from pathlib import Path
@ -26,6 +27,7 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures': True,
},
'kraken': {
'pair': 'BTC/USDT',
@ -82,13 +84,20 @@ def exchange(request, exchange_conf):
@pytest.fixture(params=EXCHANGES, scope="class")
def exchange_futures(request, exchange_conf):
def exchange_futures(request, exchange_conf, class_mocker):
if not EXCHANGES[request.param].get('futures') is True:
yield None, request.param
else:
exchange_conf = deepcopy(exchange_conf)
exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures'
exchange_conf['collateral'] = 'cross'
# TODO-lev This mock should no longer be necessary once futures are enabled.
class_mocker.patch(
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
class_mocker.patch(
'freqtrade.exchange.binance.Binance.fill_leverage_brackets')
exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
yield exchange, request.param
@ -103,6 +112,20 @@ class TestCCXTExchange():
markets = exchange.markets
assert pair in markets
assert isinstance(markets[pair], dict)
assert exchange.market_is_spot(markets[pair])
def test_load_markets_futures(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
return
pair = EXCHANGES[exchangename]['pair']
pair = EXCHANGES[exchangename].get('futures_pair', pair)
markets = exchange.markets
assert pair in markets
assert isinstance(markets[pair], dict)
assert exchange.market_is_future(markets[pair])
def test_ccxt_fetch_tickers(self, exchange):
exchange, exchangename = exchange

130
tests/exchange/test_exchange.py
View File

@ -2760,7 +2760,8 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
@pytest.mark.parametrize(
"base_currencies, quote_currencies, pairs_only, active_only, expected_keys", [
"base_currencies,quote_currencies,tradable_only,active_only,spot_only,"
"futures_only,expected_keys", [
# Testing markets (in conftest.py):
# 'BLK/BTC': 'active': True
# 'BTT/BTC': 'active': True
@ -2775,48 +2776,62 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'XLTCUSDT': 'active': True, not a pair
# 'XRP/BTC': 'active': False
# all markets
([], [], False, False,
([], [], False, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all markets, only spot pairs
([], [], False, False, True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active markets
([], [], False, True,
([], [], False, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all pairs
([], [], True, False,
([], [], True, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active pairs
([], [], True, True,
([], [], True, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XRP/BTC']),
# all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False,
(['ETH', 'LTC'], [], False, False, False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC
(['LTC'], [], False, False,
(['LTC'], [], False, False, False, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, base=LTC
(['LTC'], [], False, False, True, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT']),
# all markets, quote=USDT
([], ['USDT'], False, False,
([], ['USDT'], False, False, False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
# Futures markets, quote=USDT
([], ['USDT'], False, False, False, True,
['ETH/USDT', 'LTC/USDT']),
# all markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False,
([], ['USDT', 'USD'], False, False, False, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False, True, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT']),
# all markets, base=LTC, quote=USDT
(['LTC'], ['USDT'], False, False,
(['LTC'], ['USDT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
# all pairs, base=LTC, quote=USDT
(['LTC'], ['USDT'], True, False,
(['LTC'], ['USDT'], True, False, False, False,
['LTC/USDT']),
# all markets, base=LTC, quote=USDT, NONEXISTENT
(['LTC'], ['USDT', 'NONEXISTENT'], False, False,
(['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC, quote=NONEXISTENT
(['LTC'], ['NONEXISTENT'], False, False,
(['LTC'], ['NONEXISTENT'], False, False, False, False,
[]),
])
def test_get_markets(default_conf, mocker, markets_static,
base_currencies, quote_currencies, pairs_only, active_only,
base_currencies, quote_currencies, tradable_only, active_only,
spot_only, futures_only,
expected_keys):
mocker.patch.multiple('freqtrade.exchange.Exchange',
_init_ccxt=MagicMock(return_value=MagicMock()),
@ -2825,7 +2840,12 @@ def test_get_markets(default_conf, mocker, markets_static,
validate_timeframes=MagicMock(),
markets=PropertyMock(return_value=markets_static))
ex = Exchange(default_conf)
pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only)
pairs = ex.get_markets(base_currencies,
quote_currencies,
tradable_only=tradable_only,
spot_only=spot_only,
futures_only=futures_only,
active_only=active_only)
assert sorted(pairs.keys()) == sorted(expected_keys)
@ -2928,39 +2948,63 @@ def test_timeframe_to_next_date():
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
@pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [
("BTC/USDT", 'BTC', 'USDT', "binance", {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", {}, True),
("USDT/BTC", 'BTC', 'USDT', "binance", {}, False), # Reversed currencies
("BTCUSDT", 'BTC', 'USDT', "binance", {}, False), # No seperating /
("BTCUSDT", None, "USDT", "binance", {}, False), #
("USDT/BTC", "BTC", None, "binance", {}, False),
("BTCUSDT", "BTC", None, "binance", {}, False),
("BTC/USDT", "BTC", "USDT", "binance", {}, True),
("BTC/USDT", "USDT", "BTC", "binance", {}, False), # reversed currencies
("BTC/USDT", "BTC", "USD", "binance", {}, False), # Wrong quote currency
("BTC/", "BTC", 'UNK', "binance", {}, False),
("/USDT", 'UNK', 'USDT', "binance", {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", {"darkpool": False}, True),
("EUR/BTC", 'BTC', 'EUR', "kraken", {"darkpool": False}, False), # Reversed currencies
("BTC/EUR", 'BTC', 'USD', "kraken", {"darkpool": False}, False), # wrong quote currency
("BTC/EUR", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", {"darkpool": True}, False), # no darkpools
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': True}, True),
("USD/BTC", 'USD', 'BTC', "ftx", {'spot': True}, True),
("BTC/USD", 'BTC', 'USDT', "ftx", {'spot': True}, False), # Wrong quote currency
("BTC/USD", 'USD', 'BTC', "ftx", {'spot': True}, False), # Reversed currencies
("BTC/USD", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", {'spot': False}, False), # Can only trade spot markets
])
def test_market_is_tradable(mocker, default_conf, market_symbol, base,
quote, add_dict, exchange, expected_result) -> None:
@pytest.mark.parametrize(
"market_symbol,base,quote,exchange,spot,margin,futures,trademode,add_dict,expected_result",
[
("BTC/USDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", True, False, False, 'spot', {}, True),
# No seperating /
("BTCUSDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("BTCUSDT", None, "USDT", "binance", True, False, False, 'spot', {}, False),
("USDT/BTC", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("BTCUSDT", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'spot', {}, True),
# Futures mode, spot pair
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'futures', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'margin', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, True, True, 'margin', {}, True),
("BTC/USDT", "BTC", "USDT", "binance", False, True, False, 'margin', {}, True),
# Futures mode, futures pair
("BTC/USDT", "BTC", "USDT", "binance", False, False, True, 'futures', {}, True),
# Futures market
("BTC/UNK", "BTC", 'UNK', "binance", False, False, True, 'spot', {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, False, 'spot', {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", True, False, False, 'spot', {"darkpool": False}, True),
# no darkpools
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
{"darkpool": True}, False),
# no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
{"darkpool": True}, False),
("BTC/USD", 'BTC', 'USD', "ftx", True, False, False, 'spot', {}, True),
("USD/BTC", 'USD', 'BTC', "ftx", True, False, False, 'spot', {}, True),
# Can only trade spot markets
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
# Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False),
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'spot', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'margin', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'futures', {}, True),
])
def test_market_is_tradable(
mocker, default_conf, market_symbol, base,
quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
) -> None:
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
'base': base,
'quote': quote,
'spot': spot,
'future': futures,
'swap': futures,
'margin': margin,
**(add_dict),
}
assert ex.market_is_tradable(market) == expected_result