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Add kucoin exchange subclass

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Kucoin has some specific orderbook restrictions

closes #4723
This commit is contained in:
Matthias
2021-04-13 12:28:07 +02:00
parent b0bd73272c
commit e4bb6b1582
6 changed files with 49 additions and 10 deletions
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13
tests/exchange/test_ccxt_compat.py
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@@ -36,7 +36,12 @@ EXCHANGES = {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
}
},
'kucoin': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
}
@@ -100,14 +105,16 @@ class TestCCXTExchange():
assert 'asks' in l2
assert 'bids' in l2
l2_limit_range = exchange._ft_has['l2_limit_range']
l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
for val in [1, 2, 5, 25, 100]:
l2 = exchange.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
assert len(l2['asks']) == val
assert len(l2['bids']) == val
else:
next_limit = exchange.get_next_limit_in_list(val, l2_limit_range)
if next_limit > 200:
next_limit = exchange.get_next_limit_in_list(
val, l2_limit_range, l2_limit_range_required)
if next_limit is None or next_limit > 200:
# Large orderbook sizes can be a problem for some exchanges (bitrex ...)
assert len(l2['asks']) > 200
assert len(l2['asks']) > 200

3
tests/exchange/test_exchange.py
View File

@@ -1641,6 +1641,9 @@ def test_get_next_limit_in_list():
# Going over the limit ...
assert Exchange.get_next_limit_in_list(1001, limit_range) == 1000
assert Exchange.get_next_limit_in_list(2000, limit_range) == 1000
# Without required range
assert Exchange.get_next_limit_in_list(2000, limit_range, False) is None
assert Exchange.get_next_limit_in_list(15, limit_range, False) == 20
assert Exchange.get_next_limit_in_list(21, None) == 21
assert Exchange.get_next_limit_in_list(100, None) == 100