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exchange.create_order removed default for leverage

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This commit is contained in:
Sam Germain 2022-02-02 13:15:42 -06:00
parent 09f0e7149f
commit f58b92bb86
5 changed files with 52 additions and 27 deletions
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3
freqtrade/exchange/exchange.py
View File

@ -909,11 +909,10 @@ class Exchange:
side: str,
amount: float,
rate: float,
leverage: float,
reduceOnly: bool = False,
leverage: float = 1.0,
time_in_force: str = 'gtc',
) -> Dict:
# TODO-lev: remove default for leverage
if self._config['dry_run']:
dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
return dry_order

1
freqtrade/freqtradebot.py
View File

@ -1423,6 +1423,7 @@ class FreqtradeBot(LoggingMixin):
side=trade.exit_side,
amount=amount,
rate=limit,
leverage=trade.leverage,
reduceOnly=self.trading_mode == TradingMode.FUTURES,
time_in_force=time_in_force
)

2
freqtrade/persistence/models.py
View File

@ -569,7 +569,7 @@ class LocalTrade():
payment = "BUY" if self.is_short else "SELL"
# * On margin shorts, you buy a little bit more than the amount (amount + interest)
logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
# TODO-lev: Double check this
# TODO-lev: Is anything else needed here?
self.close(safe_value_fallback(order, 'average', 'price'))
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None

60
tests/exchange/test_exchange.py
View File

@ -1213,7 +1213,8 @@ def test_buy_dry_run(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
amount=1, rate=200, time_in_force='gtc')
amount=1, rate=200, leverage=1.0,
time_in_force='gtc')
assert 'id' in order
assert 'dry_run_buy_' in order['id']
@ -1238,7 +1239,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
@ -1257,7 +1259,9 @@ def test_buy_prod(default_conf, mocker, exchange_name):
side="buy",
amount=1,
rate=200,
time_in_force=time_in_force)
leverage=1.0,
time_in_force=time_in_force
)
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
@ -1269,31 +1273,36 @@ def test_buy_prod(default_conf, mocker, exchange_name):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype='market', side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@ -1317,7 +1326,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
time_in_force = 'ioc'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
@ -1334,7 +1344,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
time_in_force = 'ioc'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
@ -1353,7 +1364,7 @@ def test_sell_dry_run(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.create_order(pair='ETH/BTC', ordertype='limit',
side="sell", amount=1, rate=200)
side="sell", amount=1, rate=200, leverage=1.0)
assert 'id' in order
assert 'dry_run_sell_' in order['id']
@ -1378,7 +1389,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
side="sell", amount=1, rate=200)
side="sell", amount=1, rate=200, leverage=1.0)
assert 'id' in order
assert 'info' in order
@ -1392,7 +1403,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
api_mock.create_order.reset_mock()
order_type = 'limit'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
side="sell", amount=1, rate=200)
side="sell", amount=1, rate=200,
leverage=1.0)
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
@ -1403,28 +1415,33 @@ def test_sell_prod(default_conf, mocker, exchange_name):
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
leverage=1.0)
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200)
exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200,
leverage=1.0)
# Market orders don't require price, so the behaviour is slightly different
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200)
exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200,
leverage=1.0)
with pytest.raises(TemporaryError):
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
leverage=1.0)
with pytest.raises(OperationalException):
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
leverage=1.0)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@ -1448,7 +1465,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
time_in_force = 'ioc'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
@ -1464,7 +1482,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
order_type = 'market'
time_in_force = 'ioc'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
amount=1, rate=200, time_in_force=time_in_force)
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
@ -3771,7 +3790,6 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
time_machine.move_to("2021-09-01 08:00:00 +00:00")
# TODO-lev: test this for longs
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, True, d1)
assert funding_fees == expected_fees
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, False, d1)

13
tests/exchange/test_kraken.py
View File

@ -32,8 +32,15 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
order = exchange.create_order(
pair='ETH/BTC',
ordertype=order_type,
side="buy",
amount=1,
rate=200,
leverage=1.0,
time_in_force=time_in_force
)
assert 'id' in order
assert 'info' in order
@ -66,7 +73,7 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
side="sell", amount=1, rate=200)
side="sell", amount=1, rate=200, leverage=1.0)
assert 'id' in order
assert 'info' in order