from datetime import datetime, timedelta from random import randint from unittest.mock import MagicMock import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT from tests.conftest import get_patched_exchange from .test_exchange import ccxt_exceptionhandlers STOPLOSS_ORDERTYPE = 'stop' @pytest.mark.parametrize('order_price,exchangelimitratio,side', [ (217.8, 1.05, "sell"), (222.2, 0.95, "buy"), ]) def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side): 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, 'ftx') # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=190, side=side, order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}, leverage=1.0 ) assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC' assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['side'] == side assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params'] assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params'] assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190 assert api_mock.create_order.call_count == 1 api_mock.create_order.reset_mock() order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) 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'] == STOPLOSS_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['side'] == side assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params'] assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220 api_mock.create_order.reset_mock() order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={'stoploss': 'limit'}, side=side, leverage=1.0 ) 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'] == STOPLOSS_ORDERTYPE assert api_mock.create_order.call_args_list[0][1]['side'] == side assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params'] assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price 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, 'ftx') exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) with pytest.raises(InvalidOrderException): api_mock.create_order = MagicMock( side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately.")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx') exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx", "stoploss", "create_order", retries=1, pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0) @pytest.mark.parametrize('side', [("sell"), ("buy")]) def test_stoploss_order_dry_run_ftx(default_conf, mocker, side): 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, 'ftx') api_mock.create_order.reset_mock() order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) 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 @pytest.mark.parametrize('sl1,sl2,sl3,side', [ (1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy") ]) def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side): exchange = get_patched_exchange(mocker, default_conf, id='ftx') order = { 'type': STOPLOSS_ORDERTYPE, 'price': 1500, } assert exchange.stoploss_adjust(sl1, order, side=side) assert not exchange.stoploss_adjust(sl2, order, side=side) # Test with invalid order case ... order['type'] = 'stop_loss_limit' assert not exchange.stoploss_adjust(sl3, order, side=side) def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order, limit_buy_order): default_conf['dry_run'] = True order = MagicMock() order.myid = 123 exchange = get_patched_exchange(mocker, default_conf, id='ftx') exchange._dry_run_open_orders['X'] = order assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123 with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): exchange.fetch_stoploss_order('Y', 'TKN/BTC') default_conf['dry_run'] = False api_mock = MagicMock() api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}]) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456' api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}]) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"): exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}]) api_mock.fetch_order = MagicMock(return_value=limit_sell_order) resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') assert resp assert api_mock.fetch_order.call_count == 1 assert resp['id_stop'] == 'mocked_limit_sell' assert resp['id'] == 'X' assert resp['type'] == 'stop' assert resp['status_stop'] == 'triggered' api_mock.fetch_order = MagicMock(return_value=limit_buy_order) resp = exchange.fetch_stoploss_order('X', 'TKN/BTC') assert resp assert api_mock.fetch_order.call_count == 1 assert resp['id_stop'] == 'mocked_limit_buy' assert resp['id'] == 'X' assert resp['type'] == 'stop' assert resp['status_stop'] == 'triggered' with pytest.raises(InvalidOrderException): api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx') exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_orders.call_count == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx', 'fetch_stoploss_order', 'fetch_orders', retries=API_FETCH_ORDER_RETRY_COUNT + 1, order_id='_', pair='TKN/BTC') def test_get_order_id(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf, id='ftx') order = { 'type': STOPLOSS_ORDERTYPE, 'price': 1500, 'id': '1111', 'id_stop': '1234', 'info': { } } assert exchange.get_order_id_conditional(order) == '1234' order = { 'type': 'limit', 'price': 1500, 'id': '1111', 'id_stop': '1234', 'info': { } } assert exchange.get_order_id_conditional(order) == '1111' @pytest.mark.parametrize('pair,nominal_value,max_lev', [ ("ADA/BTC", 0.0, 20.0), ("BTC/EUR", 100.0, 20.0), ("ZEC/USD", 173.31, 20.0), ]) def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev): exchange = get_patched_exchange(mocker, default_conf, id="ftx") assert exchange.get_max_leverage(pair, nominal_value) == max_lev def test_fill_leverage_brackets_ftx(default_conf, mocker): # FTX only has one account wide leverage, so there's no leverage brackets exchange = get_patched_exchange(mocker, default_conf, id="ftx") exchange.fill_leverage_brackets() assert exchange._leverage_brackets == {} @pytest.mark.parametrize("pair,when", [ ('XRP/USDT', datetime.utcnow()), ('ADA/BTC', datetime.utcnow()), ('XRP/USDT', datetime.utcnow() - timedelta(hours=30)), ]) def test__get_funding_rate(default_conf, mocker, pair, when): api_mock = MagicMock() exchange = get_patched_exchange(mocker, default_conf, api_mock, id="ftx") assert exchange._get_funding_rate(pair, when) is None def test__get_funding_fee(): return