""" Tests in this file do NOT mock network calls, so they are expected to be fluky at times. However, these tests should give a good idea to determine if a new exchange is suitable to run with freqtrade. """ from copy import deepcopy from datetime import datetime, timedelta, timezone from pathlib import Path import pytest from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_default_conf_usdt # Exchanges that should be tested EXCHANGES = { 'bittrex': { 'pair': 'BTC/USDT', 'hasQuoteVolume': False, 'timeframe': '1h', }, 'binance': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', 'futures': True, }, 'kraken': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', }, 'ftx': { 'pair': 'BTC/USD', 'hasQuoteVolume': True, 'timeframe': '5m', 'futures_pair': 'BTC-PERP', 'futures': True, }, 'kucoin': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', }, 'gateio': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', 'futures': True, 'futures_fundingrate_tf': '8h', 'futures_pair': 'BTC/USDT:USDT', }, 'okex': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', 'futures_fundingrate_tf': '8h', 'futures_pair': 'BTC/USDT:USDT', 'futures': True, }, } @pytest.fixture(scope="class") def exchange_conf(): config = get_default_conf_usdt((Path(__file__).parent / "testdata").resolve()) config['exchange']['pair_whitelist'] = [] config['exchange']['key'] = '' config['exchange']['secret'] = '' config['dry_run'] = False return config @pytest.fixture(params=EXCHANGES, scope="class") def exchange(request, exchange_conf): exchange_conf['exchange']['name'] = request.param exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True) yield exchange, request.param @pytest.fixture(params=EXCHANGES, scope="class") def exchange_futures(request, exchange_conf, class_mocker): if not EXCHANGES[request.param].get('futures') is True: yield None, request.param else: exchange_conf = deepcopy(exchange_conf) exchange_conf['exchange']['name'] = request.param exchange_conf['trading_mode'] = 'futures' exchange_conf['collateral'] = 'cross' # TODO-lev This mock should no longer be necessary once futures are enabled. class_mocker.patch( 'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral') class_mocker.patch( 'freqtrade.exchange.binance.Binance.fill_leverage_brackets') exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True) yield exchange, request.param @pytest.mark.longrun class TestCCXTExchange(): def test_load_markets(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] markets = exchange.markets assert pair in markets assert isinstance(markets[pair], dict) assert exchange.market_is_spot(markets[pair]) def test_load_markets_futures(self, exchange_futures): exchange, exchangename = exchange_futures if not exchange: # exchange_futures only returns values for supported exchanges return pair = EXCHANGES[exchangename]['pair'] pair = EXCHANGES[exchangename].get('futures_pair', pair) markets = exchange.markets assert pair in markets assert isinstance(markets[pair], dict) assert exchange.market_is_future(markets[pair]) def test_ccxt_fetch_tickers(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] tickers = exchange.get_tickers() assert pair in tickers assert 'ask' in tickers[pair] assert tickers[pair]['ask'] is not None assert 'bid' in tickers[pair] assert tickers[pair]['bid'] is not None assert 'quoteVolume' in tickers[pair] if EXCHANGES[exchangename].get('hasQuoteVolume'): assert tickers[pair]['quoteVolume'] is not None def test_ccxt_fetch_ticker(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] ticker = exchange.fetch_ticker(pair) assert 'ask' in ticker assert ticker['ask'] is not None assert 'bid' in ticker assert ticker['bid'] is not None assert 'quoteVolume' in ticker if EXCHANGES[exchangename].get('hasQuoteVolume'): assert ticker['quoteVolume'] is not None def test_ccxt_fetch_l2_orderbook(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] l2 = exchange.fetch_l2_order_book(pair) assert 'asks' in l2 assert 'bids' in l2 l2_limit_range = exchange._ft_has['l2_limit_range'] l2_limit_range_required = exchange._ft_has['l2_limit_range_required'] for val in [1, 2, 5, 25, 100]: l2 = exchange.fetch_l2_order_book(pair, val) if not l2_limit_range or val in l2_limit_range: assert len(l2['asks']) == val assert len(l2['bids']) == val else: next_limit = exchange.get_next_limit_in_list( val, l2_limit_range, l2_limit_range_required) if next_limit is None or next_limit > 200: # Large orderbook sizes can be a problem for some exchanges (bitrex ...) assert len(l2['asks']) > 200 assert len(l2['asks']) > 200 else: assert len(l2['asks']) == next_limit assert len(l2['asks']) == next_limit def test_fetch_ohlcv(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] timeframe = EXCHANGES[exchangename]['timeframe'] pair_tf = (pair, timeframe) ohlcv = exchange.refresh_latest_ohlcv([pair_tf]) assert isinstance(ohlcv, dict) assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf)) # assert len(exchange.klines(pair_tf)) > 200 # Assume 90% uptime ... assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90 # Check if last-timeframe is within the last 2 intervals now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2)) assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now) @pytest.mark.skip("No futures support yet") def test_ccxt_fetch_funding_rate_history(self, exchange_futures): # TODO-lev: enable this test once Futures mode is enabled. exchange, exchangename = exchange_futures if not exchange: # exchange_futures only returns values for supported exchanges return pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair']) since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000) rate = exchange.get_funding_rate_history(pair, since) assert isinstance(rate, dict) expected_tf = EXCHANGES[exchangename].get('futures_fundingrate_tf', '1h') this_hour = timeframe_to_prev_date(expected_tf) prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1)) assert rate[int(this_hour.timestamp() * 1000)] != 0.0 assert rate[int(prev_tick.timestamp() * 1000)] != 0.0 # TODO: tests fetch_trades (?) def test_ccxt_get_fee(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] threshold = 0.01 assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold