# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access from unittest.mock import MagicMock, PropertyMock from random import randint import logging import ccxt import pytest from freqtrade import OperationalException, DependencyException, NetworkException from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \ get_ticker, get_ticker_history, cancel_order, get_name, get_fee import freqtrade.exchange as exchange API_INIT = False def maybe_init_api(conf, mocker): global API_INIT if not API_INIT: mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True) init(config=conf) API_INIT = True def test_init(default_conf, mocker, caplog): maybe_init_api(default_conf, mocker) assert ('freqtrade.exchange', logging.INFO, 'Instance is running with dry_run enabled' ) in caplog.record_tuples def test_init_exception(default_conf): default_conf['exchange']['name'] = 'wrong_exchange_name' with pytest.raises( OperationalException, match='Exchange {} is not supported'.format(default_conf['exchange']['name'])): init(config=default_conf) def test_validate_pairs(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' }) id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) validate_pairs(default_conf['exchange']['pair_whitelist']) def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) with pytest.raises(OperationalException, match=r'not available'): validate_pairs(default_conf['exchange']['pair_whitelist']) def test_validate_pairs_not_compatible(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' }) default_conf['stake_currency'] = 'ETH' mocker.patch('freqtrade.exchange._API', api_mock) mocker.patch.dict('freqtrade.exchange._CONF', default_conf) with pytest.raises(OperationalException, match=r'not compatible'): validate_pairs(default_conf['exchange']['pair_whitelist']) def test_validate_pairs_exception(default_conf, mocker, caplog): api_mock = MagicMock() api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError()) mocker.patch('freqtrade.exchange._API', api_mock) validate_pairs(default_conf['exchange']['pair_whitelist']) assert ('freqtrade.exchange', logging.WARNING, 'Unable to validate pairs (assuming they are correct). Reason: ' ) in caplog.record_tuples def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = buy(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'dry_run_buy_' in order['id'] def test_buy_prod(default_conf, mocker): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) api_mock.create_limit_buy_order = MagicMock(return_value={ 'id': order_id, 'info': { 'foo': 'bar' } }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = buy(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'info' in order assert order['id'] == order_id # test exception handling with pytest.raises(DependencyException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds) mocker.patch('freqtrade.exchange._API', api_mock) buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(DependencyException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder) mocker.patch('freqtrade.exchange._API', api_mock) buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(NetworkException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(OperationalException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) buy(pair='ETH/BTC', rate=200, amount=1) def test_sell_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = sell(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'dry_run_sell_' in order['id'] def test_sell_prod(default_conf, mocker): api_mock = MagicMock() order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) api_mock.create_limit_sell_order = MagicMock(return_value={ 'id': order_id, 'info': { 'foo': 'bar' } }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = sell(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'info' in order assert order['id'] == order_id # test exception handling with pytest.raises(DependencyException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds) mocker.patch('freqtrade.exchange._API', api_mock) sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(DependencyException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder) mocker.patch('freqtrade.exchange._API', api_mock) sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(NetworkException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(OperationalException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) sell(pair='ETH/BTC', rate=200, amount=1) def test_get_balance_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert get_balance(currency='BTC') == 999.9 def test_get_balance_prod(default_conf, mocker): api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}}) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert get_balance(currency='BTC') == 123.4 with pytest.raises(OperationalException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) get_balance(currency='BTC') def test_get_balances_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert get_balances() == {} def test_get_balances_prod(default_conf, mocker): balance_item = { 'free': 10.0, 'total': 10.0, 'used': 0.0 } api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={ '1ST': balance_item, '2ST': balance_item, '3ST': balance_item }) mocker.patch('freqtrade.exchange._API', api_mock) default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert len(get_balances()) == 3 assert get_balances()['1ST']['free'] == 10.0 assert get_balances()['1ST']['total'] == 10.0 assert get_balances()['1ST']['used'] == 0.0 with pytest.raises(NetworkException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) get_balances() with pytest.raises(OperationalException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) get_balances() # This test is somewhat redundant with # test_exchange_bittrex.py::test_exchange_bittrex_get_ticker def test_get_ticker(default_conf, mocker): maybe_init_api(default_conf, mocker) api_mock = MagicMock() tick = { 'symbol': 'ETH/BTC', 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.0001, } api_mock.fetch_ticker = MagicMock(return_value=tick) mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker ticker = get_ticker(pair='ETH/BTC') assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # change the ticker tick = { 'symbol': 'ETH/BTC', 'bid': 0.5, 'ask': 1, 'last': 42, } api_mock.fetch_ticker = MagicMock(return_value=tick) mocker.patch('freqtrade.exchange._API', api_mock) # if not caching the result we should get the same ticker # if not fetching a new result we should get the cached ticker ticker = get_ticker(pair='ETH/BTC', refresh=False) assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # force ticker refresh ticker = get_ticker(pair='ETH/BTC', refresh=True) assert ticker['bid'] == 0.5 assert ticker['ask'] == 1 with pytest.raises(NetworkException): api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) get_ticker(pair='ETH/BTC', refresh=True) with pytest.raises(OperationalException): api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) get_ticker(pair='ETH/BTC', refresh=True) def test_get_ticker_history(default_conf, mocker): api_mock = MagicMock() tick = [ [ 1511686200000, # unix timestamp ms 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ] ] has = PropertyMock(return_value={'fetchOHLCV': True}) type(api_mock).has = has api_mock.fetch_ohlcv = MagicMock(return_value=tick) mocker.patch('freqtrade.exchange._API', api_mock) # retrieve original ticker ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0]['O'] == 1 assert ticks[0]['H'] == 2 assert ticks[0]['L'] == 3 assert ticks[0]['C'] == 4 assert ticks[0]['V'] == 5 # change the ticker new_tick = [ [ 1511686200000, # unix timestamp ms 6, # open 7, # high 8, # low 9, # close 10, # volume (in quote currency) ] ] api_mock.get_ticker_history = MagicMock(return_value=new_tick) mocker.patch('freqtrade.exchange._API', api_mock) # ensure caching will still return the original ticker ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0]['O'] == 1 assert ticks[0]['H'] == 2 assert ticks[0]['L'] == 3 assert ticks[0]['C'] == 4 assert ticks[0]['V'] == 5 with pytest.raises(NetworkException): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) # new symbol to get around cache get_ticker_history('ABCD/BTC', default_conf['ticker_interval']) with pytest.raises(OperationalException): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) # new symbol to get around cache get_ticker_history('EFGH/BTC', default_conf['ticker_interval']) def test_cancel_order_dry_run(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) assert cancel_order(order_id='123', pair='TKN/BTC') is None # Ensure that if not dry_run, we should call API def test_cancel_order(default_conf, mocker): default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() api_mock.cancel_order = MagicMock(return_value=123) mocker.patch('freqtrade.exchange._API', api_mock) assert cancel_order(order_id='_', pair='TKN/BTC') == 123 with pytest.raises(NetworkException): api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) cancel_order(order_id='_', pair='TKN/BTC') with pytest.raises(DependencyException): api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder) mocker.patch('freqtrade.exchange._API', api_mock) cancel_order(order_id='_', pair='TKN/BTC') with pytest.raises(OperationalException): api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) cancel_order(order_id='_', pair='TKN/BTC') def test_get_order(default_conf, mocker): default_conf['dry_run'] = True mocker.patch.dict('freqtrade.exchange._CONF', default_conf) order = MagicMock() order.myid = 123 exchange._DRY_RUN_OPEN_ORDERS['X'] = order print(exchange.get_order('X', 'TKN/BTC')) assert exchange.get_order('X', 'TKN/BTC').myid == 123 default_conf['dry_run'] = False mocker.patch.dict('freqtrade.exchange._CONF', default_conf) api_mock = MagicMock() api_mock.fetch_order = MagicMock(return_value=456) mocker.patch('freqtrade.exchange._API', api_mock) assert exchange.get_order('X', 'TKN/BTC') == 456 with pytest.raises(NetworkException): api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError) mocker.patch('freqtrade.exchange._API', api_mock) exchange.get_order(order_id='_', pair='TKN/BTC') with pytest.raises(DependencyException): api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder) mocker.patch('freqtrade.exchange._API', api_mock) exchange.get_order(order_id='_', pair='TKN/BTC') with pytest.raises(OperationalException): api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) mocker.patch('freqtrade.exchange._API', api_mock) exchange.get_order(order_id='_', pair='TKN/BTC') def test_get_name(default_conf, mocker): mocker.patch('freqtrade.exchange.validate_pairs', side_effect=lambda s: True) default_conf['exchange']['name'] = 'binance' init(default_conf) assert get_name() == 'Binance' def test_get_fee(default_conf, mocker): api_mock = MagicMock() api_mock.calculate_fee = MagicMock(return_value={ 'type': 'taker', 'currency': 'BTC', 'rate': 0.025, 'cost': 0.05 }) mocker.patch('freqtrade.exchange._API', api_mock) assert get_fee() == 0.025 # TODO: disable until caching implemented # def test_exchange_misc(mocker): # api_mock = MagicMock() # mocker.patch('freqtrade.exchange._API', api_mock) # exchange.get_markets() # assert api_mock.get_markets.call_count == 1 # exchange.get_market_summaries() # assert api_mock.get_market_summaries.call_count == 1 # api_mock.name = 123 # assert exchange.get_name() == 123 # api_mock.fee = 456 # assert exchange.get_fee() == 456 # exchange.get_wallet_health() # assert api_mock.get_wallet_health.call_count == 1