from random import randint from unittest.mock import MagicMock import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException from tests.conftest import EXMS, 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, 'symbol': 'ETH/BTC', 'info': { 'foo': 'bar' } }) default_conf['dry_run'] = False mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: 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, leverage=1.0, 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, 'symbol': 'ETH/BTC', 'info': { 'foo': 'bar' } }) default_conf['dry_run'] = False mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) mocker.patch(f'{EXMS}.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, leverage=1.0) 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") @pytest.mark.parametrize('ordertype', ['market', 'limit']) @pytest.mark.parametrize('side,adjustedprice', [ ("sell", 217.8), ("buy", 222.2), ]) def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice): 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(f'{EXMS}.amount_to_precision', lambda s, x, y: y) mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') order = exchange.create_stoploss( pair='ETH/BTC', amount=1, stop_price=220, side=side, order_types={ 'stoploss': ordertype, 'stoploss_on_exchange_limit_ratio': 0.99 }, 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' 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': adjustedprice } 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'] == side 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.create_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("kraken Order would trigger immediately.")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') exchange.create_stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken", "create_stoploss", "create_order", retries=1, pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0) @pytest.mark.parametrize('side', ['buy', 'sell']) def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side): api_mock = MagicMock() default_conf['dry_run'] = True mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') api_mock.create_order.reset_mock() order = exchange.create_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_kraken(mocker, default_conf, sl1, sl2, sl3, side): exchange = get_patched_exchange(mocker, default_conf, id='kraken') 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)