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Merge pull request #2103 from freqtrade/since_int

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Since arguments are in milliseconds integer throughout ccxt.
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Matthias 2019-08-07 06:19:26 +02:00 committed by GitHub
commit ea46bb3b84
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2 changed files with 13 additions and 5 deletions
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3
freqtrade/exchange/exchange.py
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@ -725,7 +725,8 @@ class Exchange(object):
return [] return []
try: try:
# Allow 5s offset to catch slight time offsets (discovered in #1185) # Allow 5s offset to catch slight time offsets (discovered in #1185)
my_trades = self._api.fetch_my_trades(pair, since.timestamp() - 5) # since needs to be int in milliseconds
my_trades = self._api.fetch_my_trades(pair, int((since.timestamp() - 5) * 1000))
matched_trades = [trade for trade in my_trades if trade['order'] == order_id] matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
return matched_trades return matched_trades

15
freqtrade/tests/exchange/test_exchange.py
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@ -2,7 +2,7 @@
# pragma pylint: disable=protected-access # pragma pylint: disable=protected-access
import copy import copy
import logging import logging
from datetime import datetime from datetime import datetime, timezone
from random import randint from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock from unittest.mock import MagicMock, Mock, PropertyMock
@ -11,8 +11,8 @@ import ccxt
import pytest import pytest
from pandas import DataFrame from pandas import DataFrame
from freqtrade import (DependencyException, OperationalException, from freqtrade import (DependencyException, InvalidOrderException,
TemporaryError, InvalidOrderException) OperationalException, TemporaryError)
from freqtrade.exchange import Binance, Exchange, Kraken from freqtrade.exchange import Binance, Exchange, Kraken
from freqtrade.exchange.exchange import API_RETRY_COUNT from freqtrade.exchange.exchange import API_RETRY_COUNT
from freqtrade.resolvers.exchange_resolver import ExchangeResolver from freqtrade.resolvers.exchange_resolver import ExchangeResolver
@ -1361,7 +1361,7 @@ def test_name(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_trades_for_order(default_conf, mocker, exchange_name): def test_get_trades_for_order(default_conf, mocker, exchange_name):
order_id = 'ABCD-ABCD' order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5) since = datetime(2018, 5, 5, tzinfo=timezone.utc)
default_conf["dry_run"] = False default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock() api_mock = MagicMock()
@ -1391,6 +1391,13 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name):
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since) orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1 assert len(orders) == 1
assert orders[0]['price'] == 165 assert orders[0]['price'] == 165
assert api_mock.fetch_my_trades.call_count == 1
# since argument should be
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC'
# Same test twice, hardcoded number and doing the same calculation
assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000
assert api_mock.fetch_my_trades.call_args[0][1] == int(since.timestamp() - 5) * 1000
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_trades_for_order', 'fetch_my_trades', 'get_trades_for_order', 'fetch_my_trades',