from random import randint from unittest.mock import MagicMock import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers STOPLOSS_ORDERTYPE = 'stop-loss' STOPLOSS_LIMIT_ORDERTYPE = 'stop-loss-limit' def test_buy_kraken_trading_agreement(default_conf, mocker): api_mock = MagicMock() 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': { '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, id="kraken") order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy", amount=1, rate=200, time_in_force=time_in_force) assert 'id' in order assert 'info' in order assert order['id'] == order_id 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' assert api_mock.create_order.call_args[0][3] == 1 assert api_mock.create_order.call_args[0][4] == 200 assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc', 'trading_agreement': 'agree'} 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': { '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, id="kraken") order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200) assert 'id' in order assert 'info' in order assert order['id'] == order_id 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' assert api_mock.create_order.call_args[0][3] == 1 assert api_mock.create_order.call_args[0][4] is None assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'} def test_get_balances_prod(default_conf, mocker): balance_item = { 'free': None, 'total': 10.0, 'used': 0.0 } api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={ '1ST': balance_item.copy(), '2ST': balance_item.copy(), '3ST': balance_item.copy(), '4ST': balance_item.copy(), 'EUR': balance_item.copy(), 'timestamp': 123123 }) kraken_open_orders = [{'symbol': '1ST/EUR', 'type': 'limit', 'side': 'sell', 'price': 20, 'cost': 0.0, 'amount': 1.0, 'filled': 0.0, 'average': 0.0, 'remaining': 1.0, }, {'status': 'open', 'symbol': '2ST/EUR', 'type': 'limit', 'side': 'sell', 'price': 20.0, 'cost': 0.0, 'amount': 2.0, 'filled': 0.0, 'average': 0.0, 'remaining': 2.0, }, {'status': 'open', 'symbol': '2ST/USD', 'type': 'limit', 'side': 'sell', 'price': 20.0, 'cost': 0.0, 'amount': 2.0, 'filled': 0.0, 'average': 0.0, 'remaining': 2.0, }, {'status': 'open', 'symbol': '3ST/EUR', 'type': 'limit', 'side': 'buy', 'price': 0.02, 'cost': 0.0, 'amount': 100.0, 'filled': 0.0, 'average': 0.0, 'remaining': 100.0, }] api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken") balances = exchange.get_balances() assert len(balances) == 6 assert balances['1ST']['free'] == 9.0 assert balances['1ST']['total'] == 10.0 assert balances['1ST']['used'] == 1.0 assert balances['2ST']['free'] == 6.0 assert balances['2ST']['total'] == 10.0 assert balances['2ST']['used'] == 4.0 assert balances['3ST']['free'] == 10.0 assert balances['3ST']['total'] == 10.0 assert balances['3ST']['used'] == 0.0 assert balances['4ST']['free'] == 10.0 assert balances['4ST']['total'] == 10.0 assert balances['4ST']['used'] == 0.0 assert balances['EUR']['free'] == 8.0 assert balances['EUR']['total'] == 10.0 assert balances['EUR']['used'] == 2.0 ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken", "get_balances", "fetch_balance") # TODO-lev: All these stoploss tests with shorts @pytest.mark.parametrize('ordertype', ['market', 'limit']) def test_stoploss_order_kraken(default_conf, mocker, ordertype): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) 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, 'kraken') order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side="sell", order_types={'stoploss': ordertype, 'stoploss_on_exchange_limit_ratio': 0.99 }) 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' if ordertype == 'limit': assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['params'] == { 'trading_agreement': 'agree', 'price2': 217.8} else: assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['params'] == { 'trading_agreement': 'agree'} assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell' assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert api_mock.create_order.call_args_list[0][1]['price'] == 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, 'kraken') 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("kraken Order would trigger immediately.")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken", "stoploss", "create_order", retries=1, pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell") def test_stoploss_order_dry_run_kraken(default_conf, mocker): api_mock = MagicMock() 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, 'kraken') 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'] == STOPLOSS_ORDERTYPE assert order['price'] == 220 assert order['amount'] == 1 def test_stoploss_adjust_kraken(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf, id='kraken') order = { 'type': STOPLOSS_ORDERTYPE, 'price': 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_limit' assert not exchange.stoploss_adjust(1501, order, side="sell") @pytest.mark.parametrize('pair,nominal_value,max_lev', [ ("ADA/BTC", 0.0, 3.0), ("BTC/EUR", 100.0, 5.0), ("ZEC/USD", 173.31, 2.0), ]) def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev): exchange = get_patched_exchange(mocker, default_conf, id="kraken") exchange._leverage_brackets = { 'ADA/BTC': ['2', '3'], 'BTC/EUR': ['2', '3', '4', '5'], 'ZEC/USD': ['2'] } assert exchange.get_max_leverage(pair, nominal_value) == max_lev def test_fill_leverage_brackets_kraken(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={{ "ADA/BTC": {'active': True, 'altname': 'ADAXBT', 'base': 'ADA', 'baseId': 'ADA', 'darkpool': False, 'id': 'ADAXBT', 'info': {'aclass_base': 'currency', 'aclass_quote': 'currency', 'altname': 'ADAXBT', 'base': 'ADA', 'fee_volume_currency': 'ZUSD', 'fees': [['0', '0.26'], ['50000', '0.24'], ['100000', '0.22'], ['250000', '0.2'], ['500000', '0.18'], ['1000000', '0.16'], ['2500000', '0.14'], ['5000000', '0.12'], ['10000000', '0.1']], 'fees_maker': [['0', '0.16'], ['50000', '0.14'], ['100000', '0.12'], ['250000', '0.1'], ['500000', '0.08'], ['1000000', '0.06'], ['2500000', '0.04'], ['5000000', '0.02'], ['10000000', '0']], 'leverage_buy': ['2', '3'], 'leverage_sell': ['2', '3'], 'lot': 'unit', 'lot_decimals': '8', 'lot_multiplier': '1', 'margin_call': '80', 'margin_stop': '40', 'ordermin': '5', 'pair_decimals': '8', 'quote': 'XXBT', 'wsname': 'ADA/XBT'}, 'limits': {'amount': {'max': 100000000.0, 'min': 5.0}, 'cost': {'max': None, 'min': 0}, 'price': {'max': None, 'min': 1e-08}}, 'maker': 0.0016, 'percentage': True, 'precision': {'amount': 8, 'price': 8}, 'quote': 'BTC', 'quoteId': 'XXBT', 'symbol': 'ADA/BTC', 'taker': 0.0026, 'tierBased': True, 'tiers': {'maker': [[0, 0.0016], [50000, 0.0014], [100000, 0.0012], [250000, 0.001], [500000, 0.0008], [1000000, 0.0006], [2500000, 0.0004], [5000000, 0.0002], [10000000, 0.0]], 'taker': [[0, 0.0026], [50000, 0.0024], [100000, 0.0022], [250000, 0.002], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014], [5000000, 0.0012], [10000000, 0.0001]]}}, "BTC/EUR": {'active': True, 'altname': 'XBTEUR', 'base': 'BTC', 'baseId': 'XXBT', 'darkpool': False, 'id': 'XXBTZEUR', 'info': {'aclass_base': 'currency', 'aclass_quote': 'currency', 'altname': 'XBTEUR', 'base': 'XXBT', 'fee_volume_currency': 'ZUSD', 'fees': [['0', '0.26'], ['50000', '0.24'], ['100000', '0.22'], ['250000', '0.2'], ['500000', '0.18'], ['1000000', '0.16'], ['2500000', '0.14'], ['5000000', '0.12'], ['10000000', '0.1']], 'fees_maker': [['0', '0.16'], ['50000', '0.14'], ['100000', '0.12'], ['250000', '0.1'], ['500000', '0.08'], ['1000000', '0.06'], ['2500000', '0.04'], ['5000000', '0.02'], ['10000000', '0']], 'leverage_buy': ['2', '3', '4', '5'], 'leverage_sell': ['2', '3', '4', '5'], 'lot': 'unit', 'lot_decimals': '8', 'lot_multiplier': '1', 'margin_call': '80', 'margin_stop': '40', 'ordermin': '0.0001', 'pair_decimals': '1', 'quote': 'ZEUR', 'wsname': 'XBT/EUR'}, 'limits': {'amount': {'max': 100000000.0, 'min': 0.0001}, 'cost': {'max': None, 'min': 0}, 'price': {'max': None, 'min': 0.1}}, 'maker': 0.0016, 'percentage': True, 'precision': {'amount': 8, 'price': 1}, 'quote': 'EUR', 'quoteId': 'ZEUR', 'symbol': 'BTC/EUR', 'taker': 0.0026, 'tierBased': True, 'tiers': {'maker': [[0, 0.0016], [50000, 0.0014], [100000, 0.0012], [250000, 0.001], [500000, 0.0008], [1000000, 0.0006], [2500000, 0.0004], [5000000, 0.0002], [10000000, 0.0]], 'taker': [[0, 0.0026], [50000, 0.0024], [100000, 0.0022], [250000, 0.002], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014], [5000000, 0.0012], [10000000, 0.0001]]}}, "ZEC/USD": {'active': True, 'altname': 'ZECUSD', 'base': 'ZEC', 'baseId': 'XZEC', 'darkpool': False, 'id': 'XZECZUSD', 'info': {'aclass_base': 'currency', 'aclass_quote': 'currency', 'altname': 'ZECUSD', 'base': 'XZEC', 'fee_volume_currency': 'ZUSD', 'fees': [['0', '0.26'], ['50000', '0.24'], ['100000', '0.22'], ['250000', '0.2'], ['500000', '0.18'], ['1000000', '0.16'], ['2500000', '0.14'], ['5000000', '0.12'], ['10000000', '0.1']], 'fees_maker': [['0', '0.16'], ['50000', '0.14'], ['100000', '0.12'], ['250000', '0.1'], ['500000', '0.08'], ['1000000', '0.06'], ['2500000', '0.04'], ['5000000', '0.02'], ['10000000', '0']], 'leverage_buy': ['2'], 'leverage_sell': ['2'], 'lot': 'unit', 'lot_decimals': '8', 'lot_multiplier': '1', 'margin_call': '80', 'margin_stop': '40', 'ordermin': '0.035', 'pair_decimals': '2', 'quote': 'ZUSD', 'wsname': 'ZEC/USD'}, 'limits': {'amount': {'max': 100000000.0, 'min': 0.035}, 'cost': {'max': None, 'min': 0}, 'price': {'max': None, 'min': 0.01}}, 'maker': 0.0016, 'percentage': True, 'precision': {'amount': 8, 'price': 2}, 'quote': 'USD', 'quoteId': 'ZUSD', 'symbol': 'ZEC/USD', 'taker': 0.0026, 'tierBased': True, 'tiers': {'maker': [[0, 0.0016], [50000, 0.0014], [100000, 0.0012], [250000, 0.001], [500000, 0.0008], [1000000, 0.0006], [2500000, 0.0004], [5000000, 0.0002], [10000000, 0.0]], 'taker': [[0, 0.0026], [50000, 0.0024], [100000, 0.0022], [250000, 0.002], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014], [5000000, 0.0012], [10000000, 0.0001]]}} }}) exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken") assert exchange._leverage_brackets == { 'ADA/BTC': ['2', '3'], 'BTC/EUR': ['2', '3', '4', '5'], 'ZEC/USD': ['2'] } ccxt_exceptionhandlers( mocker, default_conf, api_mock, "kraken", "fill_leverage_brackets", "fill_leverage_brackets" )