Implement buy/sell function and write tests, and add more detailed
exception handling.
This commit is contained in:
enenn
parent
219bd58db1
commit
ef7b94310e
@ -14,3 +14,11 @@ class OperationalException(BaseException):
|
||||
Requires manual intervention.
|
||||
This happens when an exchange returns an unexpected error during runtime.
|
||||
"""
|
||||
|
||||
|
||||
class NetworkException(BaseException):
|
||||
"""
|
||||
Network related error.
|
||||
This could happen when an exchange is congested, unavailable, or the user
|
||||
has networking problems. Usually resolves itself after a time.
|
||||
"""
|
||||
|
||||
@ -9,7 +9,7 @@ from datetime import datetime
|
||||
import arrow
|
||||
from cachetools import cached, TTLCache
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade import OperationalException, DependencyException, NetworkException
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@ -88,7 +88,7 @@ def validate_pairs(pairs: List[str]) -> None:
|
||||
'Pair {} is not available at {}'.format(pair, _API.id.lower()))
|
||||
|
||||
|
||||
def buy(pair: str, rate: float, amount: float) -> str:
|
||||
def buy(pair: str, rate: float, amount: float) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
global _DRY_RUN_OPEN_ORDERS
|
||||
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
|
||||
@ -101,12 +101,31 @@ def buy(pair: str, rate: float, amount: float) -> str:
|
||||
'opened': arrow.utcnow().datetime,
|
||||
'closed': arrow.utcnow().datetime,
|
||||
}
|
||||
return order_id
|
||||
return {'id': order_id}
|
||||
|
||||
return _API.buy(pair, rate, amount)
|
||||
try:
|
||||
return _API.create_limit_buy_order(pair, amount, rate)
|
||||
except ccxt.InsufficientFunds as e:
|
||||
raise DependencyException(
|
||||
'Insufficient funds to create limit buy order on market {}.'
|
||||
'Tried to buy amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not create limit buy order on market {}.'
|
||||
'Tried to buy amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place buy order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def sell(pair: str, rate: float, amount: float) -> str:
|
||||
def sell(pair: str, rate: float, amount: float) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
global _DRY_RUN_OPEN_ORDERS
|
||||
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
|
||||
@ -119,9 +138,28 @@ def sell(pair: str, rate: float, amount: float) -> str:
|
||||
'opened': arrow.utcnow().datetime,
|
||||
'closed': arrow.utcnow().datetime,
|
||||
}
|
||||
return order_id
|
||||
return {'id': order_id}
|
||||
|
||||
return _API.sell(pair, rate, amount)
|
||||
try:
|
||||
return _API.create_limit_sell_order(pair, amount, rate)
|
||||
except ccxt.InsufficientFunds as e:
|
||||
raise DependencyException(
|
||||
'Insufficient funds to create limit sell order on market {}.'
|
||||
'Tried to sell amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not create limit sell order on market {}.'
|
||||
'Tried to sell amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place sell order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_balance(currency: str) -> float:
|
||||
|
||||
@ -1,6 +1,5 @@
|
||||
#!/usr/bin/env python3
|
||||
import copy
|
||||
import json
|
||||
import logging
|
||||
import sys
|
||||
import time
|
||||
@ -12,7 +11,7 @@ import arrow
|
||||
import requests
|
||||
from cachetools import cached, TTLCache
|
||||
|
||||
from freqtrade import (DependencyException, OperationalException, __version__,
|
||||
from freqtrade import (DependencyException, OperationalException, NetworkException, __version__,
|
||||
exchange, persistence, rpc)
|
||||
from freqtrade.analyze import get_signal
|
||||
from freqtrade.fiat_convert import CryptoToFiatConverter
|
||||
@ -128,7 +127,7 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
|
||||
check_handle_timedout(_CONF['unfilledtimeout'])
|
||||
Trade.session.flush()
|
||||
|
||||
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
|
||||
except (NetworkException, DependencyException) as error:
|
||||
logger.warning(
|
||||
'Got %s in _process(), retrying in 30 seconds...',
|
||||
error
|
||||
@ -231,7 +230,8 @@ def execute_sell(trade: Trade, limit: float) -> None:
|
||||
:return: None
|
||||
"""
|
||||
# Execute sell and update trade record
|
||||
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
|
||||
order = exchange.sell(str(trade.pair), limit, trade.amount)
|
||||
order_id = order['id']
|
||||
trade.open_order_id = order_id
|
||||
|
||||
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
|
||||
@ -404,7 +404,8 @@ def create_trade(stake_amount: float, interval: int) -> bool:
|
||||
buy_limit = get_target_bid(exchange.get_ticker(pair))
|
||||
amount = stake_amount / buy_limit
|
||||
|
||||
order_id = exchange.buy(pair, buy_limit, amount)
|
||||
order = exchange.buy(pair, buy_limit, amount)
|
||||
order_id = order['id']
|
||||
|
||||
fiat_converter = CryptoToFiatConverter()
|
||||
stake_amount_fiat = fiat_converter.convert_amount(
|
||||
|
||||
@ -90,38 +90,58 @@ def test_buy_dry_run(default_conf, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
||||
|
||||
assert 'dry_run_buy_' in buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
order = buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
assert 'id' in order
|
||||
assert 'dry_run_buy_' in order['id']
|
||||
|
||||
|
||||
def test_buy_prod(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.buy = MagicMock(
|
||||
return_value='dry_run_buy_{}'.format(randint(0, 10 ** 6)))
|
||||
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
|
||||
api_mock.create_limit_buy_order = MagicMock(return_value={
|
||||
'id': order_id,
|
||||
'info': {
|
||||
'foo': 'bar'
|
||||
}
|
||||
})
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
|
||||
default_conf['dry_run'] = False
|
||||
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
||||
|
||||
assert 'dry_run_buy_' in buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
order = buy(pair='ETH/BTC', rate=200, amount=1)
|
||||
assert 'id' in order
|
||||
assert 'info' in order
|
||||
assert order['id'] == order_id
|
||||
|
||||
|
||||
def test_sell_dry_run(default_conf, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
||||
|
||||
assert 'dry_run_sell_' in sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
order = sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
assert 'id' in order
|
||||
assert 'dry_run_sell_' in order['id']
|
||||
|
||||
|
||||
def test_sell_prod(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.sell = MagicMock(
|
||||
return_value='dry_run_sell_{}'.format(randint(0, 10 ** 6)))
|
||||
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
|
||||
api_mock.create_limit_sell_order = MagicMock(return_value={
|
||||
'id': order_id,
|
||||
'info': {
|
||||
'foo': 'bar'
|
||||
}
|
||||
})
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
|
||||
default_conf['dry_run'] = False
|
||||
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
||||
|
||||
assert 'dry_run_sell_' in sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
order = sell(pair='ETH/BTC', rate=200, amount=1)
|
||||
assert 'id' in order
|
||||
assert 'info' in order
|
||||
assert order['id'] == order_id
|
||||
|
||||
|
||||
def test_get_balance_dry_run(default_conf, mocker):
|
||||
@ -301,7 +321,6 @@ def test_get_fee(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange._API', api_mock)
|
||||
assert get_fee() == 0.025
|
||||
|
||||
|
||||
# TODO: disable until caching implemented
|
||||
# def test_exchange_misc(mocker):
|
||||
# api_mock = MagicMock()
|
||||
|
||||
@ -124,7 +124,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_order_id'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
update_state(State.STOPPED)
|
||||
_status_table(bot=MagicMock(), update=update)
|
||||
@ -524,7 +524,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_order_id'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_order_id'}))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
update_state(State.STOPPED)
|
||||
_count(bot=MagicMock(), update=update)
|
||||
|
||||
@ -5,12 +5,11 @@ from unittest.mock import MagicMock
|
||||
|
||||
import arrow
|
||||
import pytest
|
||||
import requests
|
||||
from sqlalchemy import create_engine
|
||||
|
||||
import freqtrade.main as main
|
||||
import freqtrade.tests.conftest as tt # test tools
|
||||
from freqtrade import DependencyException, OperationalException
|
||||
from freqtrade import DependencyException, OperationalException, NetworkException
|
||||
from freqtrade.main import (_process, check_handle_timedout, create_trade,
|
||||
execute_sell, get_target_bid, handle_trade, init)
|
||||
from freqtrade.misc import State, get_state
|
||||
@ -81,7 +80,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'),
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
|
||||
get_order=MagicMock(return_value=limit_buy_order))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
@ -111,7 +110,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(side_effect=requests.exceptions.RequestException))
|
||||
buy=MagicMock(side_effect=NetworkException))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
result = _process(interval=default_conf['ticker_interval'])
|
||||
assert result is False
|
||||
@ -143,7 +142,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'),
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
|
||||
get_order=MagicMock(return_value=limit_buy_order))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
@ -165,7 +164,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
# Save state of current whitelist
|
||||
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
|
||||
|
||||
@ -193,7 +192,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||
buy_mock = mocker.patch(
|
||||
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
|
||||
'freqtrade.main.exchange.buy', MagicMock(return_value={'id': 'mocked_limit_buy'})
|
||||
)
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
@ -212,7 +211,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'),
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
|
||||
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
|
||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
|
||||
@ -225,7 +224,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
|
||||
conf = copy.deepcopy(default_conf)
|
||||
@ -241,7 +240,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
|
||||
conf = copy.deepcopy(default_conf)
|
||||
@ -277,8 +276,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
'last': 0.00001172
|
||||
}),
|
||||
get_fee=MagicMock(return_value=0.0025),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'),
|
||||
sell=MagicMock(return_value='mocked_limit_sell'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
|
||||
sell=MagicMock(return_value={'id': 'mocked_limit_sell'}))
|
||||
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
|
||||
ticker=MagicMock(return_value={'price_usd': 15000.0}),
|
||||
_cache_symbols=MagicMock(return_value={'BTC': 1}))
|
||||
@ -313,7 +312,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
@ -363,7 +362,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
@ -395,7 +394,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
@ -420,7 +419,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
# Create trade and sell it
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
@ -747,7 +746,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
|
||||
'last': 0.00002172
|
||||
}),
|
||||
get_fee=MagicMock(return_value=0.0025),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
@ -776,7 +775,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
||||
'last': 0.00002172
|
||||
}),
|
||||
get_fee=MagicMock(return_value=0.0025),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
@ -805,7 +804,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
||||
'last': 0.00000172
|
||||
}),
|
||||
get_fee=MagicMock(return_value=0.0025),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
@ -834,7 +833,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
||||
'last': 0.00000172
|
||||
}),
|
||||
get_fee=MagicMock(return_value=0.0025),
|
||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}))
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
Loading…
Reference in New Issue
Block a user