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Merge pull request #2973 from freqtrade/support_non_pairs

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Support non pairs
This commit is contained in:
hroff-1902 2020-02-26 12:20:45 +03:00 committed by GitHub
commit e6d003f8f2
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GPG Key ID: 4AEE18F83AFDEB23
14 changed files with 150 additions and 67 deletions
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12
freqtrade/configuration/config_validation.py
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@ -150,15 +150,3 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
if (pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")
if pl.get('method') == 'StaticPairList':
stake = conf['stake_currency']
invalid_pairs = []
for pair in conf['exchange'].get('pair_whitelist'):
if not pair.endswith(f'/{stake}'):
invalid_pairs.append(pair)
if invalid_pairs:
raise OperationalException(
f"Stake-currency '{stake}' not compatible with pair-whitelist. "
f"Please remove the following pairs: {invalid_pairs}")

2
freqtrade/constants.py
View File

@ -251,7 +251,6 @@ CONF_SCHEMA = {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
},
'uniqueItems': True
},
@ -259,7 +258,6 @@ CONF_SCHEMA = {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
},
'uniqueItems': True
},

20
freqtrade/exchange/exchange.py
View File

@ -226,6 +226,18 @@ class Exchange:
markets = self.markets
return sorted(set([x['quote'] for _, x in markets.items()]))
def get_pair_quote_currency(self, pair: str) -> str:
"""
Return a pair's quote currency
"""
return self.markets.get(pair, {}).get('quote', '')
def get_pair_base_currency(self, pair: str) -> str:
"""
Return a pair's quote currency
"""
return self.markets.get(pair, {}).get('base', '')
def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@ -298,7 +310,7 @@ class Exchange:
if not self.markets:
logger.warning('Unable to validate pairs (assuming they are correct).')
return
invalid_pairs = []
for pair in pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format
@ -320,6 +332,12 @@ class Exchange:
logger.warning(f"Pair {pair} is restricted for some users on this exchange."
f"Please check if you are impacted by this restriction "
f"on the exchange and eventually remove {pair} from your whitelist.")
if not self.get_pair_quote_currency(pair) == self._config['stake_currency']:
invalid_pairs.append(pair)
if invalid_pairs:
raise OperationalException(
f"Stake-currency '{self._config['stake_currency']}' not compatible with "
f"pair-whitelist. Please remove the following pairs: {invalid_pairs}")
def get_valid_pair_combination(self, curr_1: str, curr_2: str) -> str:
"""

9
freqtrade/freqtradebot.py
View File

@ -960,8 +960,8 @@ class FreqtradeBot:
"""
# Update wallets to ensure amounts tied up in a stoploss is now free!
self.wallets.update()
wallet_amount = self.wallets.get_free(pair.split('/')[0])
trade_base_currency = self.exchange.get_pair_base_currency(pair)
wallet_amount = self.wallets.get_free(trade_base_currency)
logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
if wallet_amount >= amount:
return amount
@ -1147,12 +1147,13 @@ class FreqtradeBot:
if trade.fee_open == 0 or order['status'] == 'open':
return order_amount
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
if ('fee' in order and order['fee'] is not None and
(order['fee'].keys() >= {'currency', 'cost'})):
if (order['fee']['currency'] is not None and
order['fee']['cost'] is not None and
trade.pair.startswith(order['fee']['currency'])):
trade_base_currency == order['fee']['currency']):
new_amount = order_amount - order['fee']['cost']
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
trade, order['amount'], new_amount)
@ -1174,7 +1175,7 @@ class FreqtradeBot:
# only applies if fee is in quote currency!
if (exectrade['fee']['currency'] is not None and
exectrade['fee']['cost'] is not None and
trade.pair.startswith(exectrade['fee']['currency'])):
trade_base_currency == exectrade['fee']['currency']):
fee_abs += exectrade['fee']['cost']
if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):

3
freqtrade/pairlist/IPairList.py
View File

@ -99,7 +99,8 @@ class IPairList(ABC):
logger.warning(f"Pair {pair} is not compatible with exchange "
f"{self._exchange.name}. Removing it from whitelist..")
continue
if not pair.endswith(self._config['stake_currency']):
if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
logger.warning(f"Pair {pair} is not compatible with your stake currency "
f"{self._config['stake_currency']}. Removing it from whitelist..")
continue

4
freqtrade/pairlist/VolumePairList.py
View File

@ -91,9 +91,9 @@ class VolumePairList(IPairList):
if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist
# check length so that we make sure that '/' is actually in the string
# Check if pair quote currency equals to the stake currency.
filtered_tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
if (self._exchange.get_pair_quote_currency(k) == base_currency
and v[key] is not None)]
else:
# If other pairlist is in front, use the incomming pairlist.

6
freqtrade/rpc/rpc.py
View File

@ -460,9 +460,9 @@ class RPC:
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
# Check pair is in stake currency
# Check if pair quote currency equals to the stake currency.
stake_currency = self._freqtrade.config.get('stake_currency')
if not pair.endswith(stake_currency):
if not self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency:
raise RPCException(
f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only')
# check if valid pair
@ -517,7 +517,7 @@ class RPC:
if add:
stake_currency = self._freqtrade.config.get('stake_currency')
for pair in add:
if (pair.endswith(stake_currency)
if (self._freqtrade.exchange.get_pair_quote_currency(pair) == stake_currency
and pair not in self._freqtrade.pairlists.blacklist):
self._freqtrade.pairlists.blacklist.append(pair)

2
freqtrade/wallets.py
View File

@ -74,7 +74,7 @@ class Wallets:
)
for trade in open_trades:
curr = trade.pair.split('/')[0]
curr = self._exchange.get_pair_base_currency(trade.pair)
_wallets[curr] = Wallet(
curr,
trade.amount,

31
tests/commands/test_commands.py
View File

@ -217,8 +217,9 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 9 active markets: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
assert ("Exchange Bittrex has 10 active markets: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, "
"TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
patch_exchange(mocker, api_mock=api_mock, id="binance")
@ -231,7 +232,7 @@ def test_list_markets(mocker, markets, capsys):
pargs['config'] = None
start_list_markets(pargs, False)
captured = capsys.readouterr()
assert re.match("\nExchange Binance has 9 active markets:\n",
assert re.match("\nExchange Binance has 10 active markets:\n",
captured.out)
patch_exchange(mocker, api_mock=api_mock, id="bittrex")
@ -243,8 +244,8 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 11 markets: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, "
assert ("Exchange Bittrex has 12 markets: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
"TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
@ -256,8 +257,8 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), True)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 8 active pairs: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
assert ("Exchange Bittrex has 9 active pairs: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
in captured.out)
# Test list-pairs subcommand with --all: all pairs
@ -268,8 +269,8 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), True)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 10 pairs: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, LTC/USDT, NEO/BTC, "
assert ("Exchange Bittrex has 11 pairs: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
"TKN/BTC, XRP/BTC.\n"
in captured.out)
@ -282,8 +283,8 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 5 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, LTC/BTC, LTC/USD, XLTCUSDT.\n"
assert ("Exchange Bittrex has 6 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC
@ -295,8 +296,8 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 3 active markets with LTC as base currency: "
"LTC/BTC, LTC/USD, XLTCUSDT.\n"
assert ("Exchange Bittrex has 4 active markets with LTC as base currency: "
"LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, quote=USDT, USD
@ -384,7 +385,7 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 9 active markets:\n"
assert ("Exchange Bittrex has 10 active markets:\n"
in captured.out)
# Test tabular output, no markets found
@ -407,7 +408,7 @@ def test_list_markets(mocker, markets, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/USD","NEO/BTC",'
assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/ETH","LTC/USD","NEO/BTC",'
'"TKN/BTC","XLTCUSDT","XRP/BTC"]'
in captured.out)

29
tests/conftest.py
View File

@ -575,7 +575,34 @@ def get_markets():
}
},
'info': {},
}
},
'LTC/ETH': {
'id': 'LTCETH',
'symbol': 'LTC/ETH',
'base': 'LTC',
'quote': 'ETH',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 3,
'price': 5
},
'limits': {
'amount': {
'min': 0.001,
'max': 10000000.0
},
'price': {
'min': 1e-05,
'max': 1000.0
},
'cost': {
'min': 0.01,
'max': None
}
},
},
}

82
tests/exchange/test_exchange.py
View File

@ -400,13 +400,40 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT'])
assert set(ex.get_quote_currencies()) == set(['USD', 'ETH', 'BTC', 'USDT'])
@pytest.mark.parametrize('pair,expected', [
('XRP/BTC', 'BTC'),
('LTC/USD', 'USD'),
('ETH/USDT', 'USDT'),
('XLTCUSDT', 'USDT'),
('XRP/NOCURRENCY', ''),
])
def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
ex = get_patched_exchange(mocker, default_conf)
assert ex.get_pair_quote_currency(pair) == expected
@pytest.mark.parametrize('pair,expected', [
('XRP/BTC', 'XRP'),
('LTC/USD', 'LTC'),
('ETH/USDT', 'ETH'),
('XLTCUSDT', 'LTC'),
('XRP/NOCURRENCY', ''),
])
def test_get_pair_base_currency(default_conf, mocker, pair, expected):
ex = get_patched_exchange(mocker, default_conf)
assert ex.get_pair_base_currency(pair) == expected
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {}, 'LTC/BTC': {}, 'XRP/BTC': {}, 'NEO/BTC': {}
'ETH/BTC': {'quote': 'BTC'},
'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'},
'NEO/BTC': {'quote': 'BTC'},
})
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@ -454,9 +481,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
def test_validate_pairs_restricted(default_conf, mocker, caplog):
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {}, 'LTC/BTC': {},
'XRP/BTC': {'info': {'IsRestricted': True}},
'NEO/BTC': {'info': 'TestString'}, # info can also be a string ...
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'}, # info can also be a string ...
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
@ -469,6 +496,38 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'BTC'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'USDT'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
Exchange(default_conf)
@pytest.mark.parametrize("timeframe", [
('5m'), ("1m"), ("15m"), ("1h")
])
@ -1819,6 +1878,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'ETH/BTC': 'active': True
# 'ETH/USDT': 'active': True
# 'LTC/BTC': 'active': False
# 'LTC/ETH': 'active': True
# 'LTC/USD': 'active': True
# 'LTC/USDT': 'active': True
# 'NEO/BTC': 'active': False
@ -1827,26 +1887,26 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'XRP/BTC': 'active': False
# all markets
([], [], False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# active markets
([], [], False, True,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all pairs
([], [], True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
['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,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
['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/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC
(['LTC'], [], False, False,
['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, quote=USDT
([], ['USDT'], False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),

2
tests/rpc/test_rpc.py
View File

@ -681,7 +681,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
# Test buy pair not with stakes
with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'):
rpc._rpc_forcebuy('XRP/ETH', 0.0001)
rpc._rpc_forcebuy('LTC/ETH', 0.0001)
pair = 'XRP/BTC'
# Test not buying

13
tests/test_configuration.py
View File

@ -34,13 +34,6 @@ def all_conf():
return conf
def test_load_config_invalid_pair(default_conf) -> None:
default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
with pytest.raises(ValidationError, match=r'.*does not match.*'):
validate_config_schema(default_conf)
def test_load_config_missing_attributes(default_conf) -> None:
conf = deepcopy(default_conf)
conf.pop('exchange')
@ -810,12 +803,6 @@ def test_validate_whitelist(default_conf):
validate_config_consistency(conf)
conf = deepcopy(default_conf)
conf['stake_currency'] = 'USDT'
with pytest.raises(OperationalException,
match=r"Stake-currency 'USDT' not compatible with pair-whitelist.*"):
validate_config_consistency(conf)
def test_load_config_test_comments() -> None:
"""

2
tests/test_freqtradebot.py
View File

@ -2200,6 +2200,7 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
Trade.session = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
limit_buy_order['remaining'] = limit_buy_order['amount']
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1
@ -2223,6 +2224,7 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_
Trade.session = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
limit_buy_order['remaining'] = limit_buy_order['amount']
assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
assert cancel_order_mock.call_count == 1