Merge pull request #2018 from freqtrade/market_orders_with_price

Market orders with price

freqtrade/exchange/exchange.py

@@ -387,7 +387,9 @@ class Exchange(object):
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.symbol_amount_prec(pair, amount)
-            rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
+            needs_price = (ordertype != 'market'
+                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
+            rate = self.symbol_price_prec(pair, rate) if needs_price else None
 
             return self._api.create_order(pair, ordertype, side,
                                           amount, rate, params)
@@ -395,12 +397,12 @@ class Exchange(object):
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
                 f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
+                f'Tried to {side} amount {amount} at rate {rate} (total {rate * amount}).'
                 f'Message: {e}')
         except ccxt.InvalidOrder as e:
             raise DependencyException(
                 f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
+                f'Tried to {side} amount {amount} at rate {rate} (total {rate * amount}).'
                 f'Message: {e}')
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(

freqtrade/tests/exchange/test_exchange.py

@@ -543,15 +543,17 @@ def test_dry_run_order(default_conf, mocker, side, exchange_name):
     ("buy"),
     ("sell")
 ])
-@pytest.mark.parametrize("ordertype,rate", [
-    ("market", None),
-    ("limit", 200),
-    ("stop_loss_limit", 200)
+@pytest.mark.parametrize("ordertype,rate,marketprice", [
+    ("market", None, None),
+    ("market", 200, True),
+    ("limit", 200, None),
+    ("stop_loss_limit", 200, None)
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
+def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
+    api_mock.options = {} if not marketprice else {"createMarketBuyOrderRequiresPrice": True}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -592,6 +594,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
     time_in_force = 'gtc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -659,6 +662,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -719,6 +723,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -783,6 +788,7 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
             'foo': 'bar'
         }
     })
+    api_mock.options = {}
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)

freqtrade/tests/exchange/test_kraken.py

@@ -11,6 +11,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'limit'
     time_in_force = 'ioc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -42,6 +43,7 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {