from random import randint from unittest.mock import MagicMock import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @pytest.mark.parametrize('limitratio,expected', [ (None, 220 * 0.99), (0.99, 220 * 0.99), (0.98, 220 * 0.98), ]) def test_stoploss_order_binance(default_conf, mocker, limitratio, expected): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_type = 'stop_loss_limit' api_mock.create_order = MagicMock(return_value={ 'id': order_id, 'info': { 'foo': 'bar' } }) default_conf['dry_run'] = False mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') with pytest.raises(OperationalException): order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell", order_types={'stoploss_on_exchange_limit_ratio': 1.05}) api_mock.create_order.reset_mock() order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio} order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types, side="sell") assert 'id' in order assert 'info' in order assert order['id'] == order_id assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' assert api_mock.create_order.call_args_list[0][1]['type'] == order_type assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 # Price should be 1% below stopprice assert api_mock.create_order.call_args_list[0][1]['price'] == expected assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220} # test exception handling with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") with pytest.raises(InvalidOrderException): api_mock.create_order = MagicMock( side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance", "stoploss", "create_order", retries=1, pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") def test_stoploss_order_dry_run_binance(default_conf, mocker): api_mock = MagicMock() order_type = 'stop_loss_limit' default_conf['dry_run'] = True mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') with pytest.raises(OperationalException): order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell", order_types={'stoploss_on_exchange_limit_ratio': 1.05}) api_mock.create_order.reset_mock() order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") assert 'id' in order assert 'info' in order assert 'type' in order assert order['type'] == order_type assert order['price'] == 220 assert order['amount'] == 1 def test_stoploss_adjust_binance(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf, id='binance') order = { 'type': 'stop_loss_limit', 'price': 1500, 'info': {'stopPrice': 1500}, } assert exchange.stoploss_adjust(1501, order, side="sell") assert not exchange.stoploss_adjust(1499, order, side="sell") # Test with invalid order case order['type'] = 'stop_loss' assert not exchange.stoploss_adjust(1501, order, side="sell") @pytest.mark.parametrize('pair,nominal_value,max_lev', [ ("BNB/BUSD", 0.0, 40.0), ("BNB/USDT", 100.0, 153.84615384615384), ("BTC/USDT", 170.30, 250.0), ("BNB/BUSD", 999999.9, 10.0), ("BNB/USDT", 5000000.0, 6.666666666666667), ("BTC/USDT", 300000000.1, 2.0), ]) def test_get_max_leverage_binance( default_conf, mocker, pair, nominal_value, max_lev ): exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange._leverage_brackets = { 'BNB/BUSD': [[0.0, 0.025], [100000.0, 0.05], [500000.0, 0.1], [1000000.0, 0.15], [2000000.0, 0.25], [5000000.0, 0.5]], 'BNB/USDT': [[0.0, 0.0065], [10000.0, 0.01], [50000.0, 0.02], [250000.0, 0.05], [1000000.0, 0.1], [2000000.0, 0.125], [5000000.0, 0.15], [10000000.0, 0.25]], 'BTC/USDT': [[0.0, 0.004], [50000.0, 0.005], [250000.0, 0.01], [1000000.0, 0.025], [5000000.0, 0.05], [20000000.0, 0.1], [50000000.0, 0.125], [100000000.0, 0.15], [200000000.0, 0.25], [300000000.0, 0.5]], } assert exchange.get_max_leverage(pair, nominal_value) == max_lev