170 lines
6.5 KiB
Python
170 lines
6.5 KiB
Python
from random import randint
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from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
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from tests.conftest import EXMS, get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('order_type', ['market', 'limit'])
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@pytest.mark.parametrize('limitratio,expected,side', [
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(None, 220 * 0.99, "sell"),
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(0.99, 220 * 0.99, "sell"),
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(0.98, 220 * 0.98, "sell"),
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])
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def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side, order_type):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
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mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
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if order_type == 'limit':
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with pytest.raises(OperationalException):
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order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={
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'stoploss': order_type,
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'stoploss_on_exchange_limit_ratio': 1.05},
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side=side, leverage=1.0)
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api_mock.create_order.reset_mock()
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order_types = {'stoploss': order_type}
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if limitratio is not None:
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order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
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order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
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order_types=order_types, side=side, leverage=1.0)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
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assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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# Price should be 1% below stopprice
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if order_type == 'limit':
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assert api_mock.create_order.call_args_list[0][1]['price'] == expected
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else:
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assert api_mock.create_order.call_args_list[0][1]['price'] is None
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assert api_mock.create_order.call_args_list[0][1]['params'] == {
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'stopPrice': 220,
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'stop': 'loss'
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}
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
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exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
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order_types={}, side=side, leverage=1.0)
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
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exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
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order_types={}, side=side, leverage=1.0)
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin",
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"create_stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={},
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side=side, leverage=1.0)
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def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
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api_mock = MagicMock()
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order_type = 'market'
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default_conf['dry_run'] = True
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mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
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mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
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with pytest.raises(OperationalException):
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order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss': 'limit',
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'stoploss_on_exchange_limit_ratio': 1.05},
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side='sell', leverage=1.0)
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api_mock.create_order.reset_mock()
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order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
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order_types={}, side='sell', leverage=1.0)
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assert 'id' in order
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assert 'info' in order
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assert 'type' in order
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assert order['type'] == order_type
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assert order['price'] == 220
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assert order['amount'] == 1
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def test_stoploss_adjust_kucoin(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf, id='kucoin')
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order = {
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'type': 'limit',
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'price': 1500,
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'stopPrice': 1500,
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'info': {'stopPrice': 1500, 'stop': "limit"},
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}
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assert exchange.stoploss_adjust(1501, order, 'sell')
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assert not exchange.stoploss_adjust(1499, order, 'sell')
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# Test with invalid order case
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order['stopPrice'] = None
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assert exchange.stoploss_adjust(1501, order, 'sell')
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@pytest.mark.parametrize("side", ["buy", "sell"])
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@pytest.mark.parametrize("ordertype,rate", [
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("market", None),
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("market", 200),
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("limit", 200),
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("stop_loss_limit", 200)
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])
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def test_kucoin_create_order(default_conf, mocker, side, ordertype, rate):
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api_mock = MagicMock()
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order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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},
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'symbol': 'XRP/USDT',
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'amount': 1
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='kucoin')
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exchange._set_leverage = MagicMock()
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exchange.set_margin_mode = MagicMock()
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order = exchange.create_order(
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pair='XRP/USDT',
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ordertype=ordertype,
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side=side,
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amount=1,
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rate=rate,
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leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert order['amount'] == 1
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# Status must be faked to open for kucoin.
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assert order['status'] == 'open'
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