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Validate pricing configuration

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This commit is contained in:
Matthias 2022-03-18 17:07:12 +01:00
parent 2791e799ee
commit d32153c8d3
2 changed files with 49 additions and 1 deletions
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10
freqtrade/exchange/exchange.py
View File

@ -182,6 +182,8 @@ class Exchange:
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config['ask_strategy'])
self.validate_pricing(config['bid_strategy'])
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@ -575,6 +577,14 @@ class Exchange:
f'On exchange stoploss is not supported for {self.name}.'
)
def validate_pricing(self, pricing: Dict) -> None:
if pricing.get('use_order_book', False) and not self.exchange_has('fetchL2OrderBook'):
raise OperationalException(f'Orderbook not available for {self.name}.')
if (not pricing.get('use_order_book', False) and not (
self.exchange_has('fetchTicker') and self._ft_has['tickers_have_price']
)):
raise OperationalException(f'Ticker pricing not available for {self.name}.')
def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
"""
Checks if order time in force configured in strategy/config are supported

40
tests/exchange/test_exchange.py
View File

@ -939,7 +939,45 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
Exchange(default_conf)
def test_validate_order_types(default_conf, mocker):
def test_validate_pricing(default_conf, mocker):
api_mock = MagicMock()
has = {
'fetchL2OrderBook': True,
'fetchTicker': True,
}
type(api_mock).has = PropertyMock(return_value=has)
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode')
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Binance')
ExchangeResolver.load_exchange('binance', default_conf)
has.update({'fetchTicker': False})
with pytest.raises(OperationalException, match="Ticker pricing not available for .*"):
ExchangeResolver.load_exchange('binance', default_conf)
has.update({'fetchTicker': True})
default_conf['ask_strategy']['use_order_book'] = True
ExchangeResolver.load_exchange('binance', default_conf)
has.update({'fetchL2OrderBook': False})
with pytest.raises(OperationalException, match="Orderbook not available for .*"):
ExchangeResolver.load_exchange('binance', default_conf)
has.update({'fetchL2OrderBook': True})
# Binance has no tickers on futures
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
with pytest.raises(OperationalException, match="Ticker pricing not available for .*"):
ExchangeResolver.load_exchange('binance', default_conf)
def test_validate_ordertypes(default_conf, mocker):
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})