502 lines
17 KiB
Python
502 lines
17 KiB
Python
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
|
|
# pragma pylint: disable=protected-access
|
|
import logging
|
|
from copy import deepcopy
|
|
from random import randint
|
|
from unittest.mock import MagicMock, PropertyMock
|
|
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, get_id, get_pair_detail_url
|
|
import freqtrade.exchange as exchange
|
|
from freqtrade.tests.conftest import log_has
|
|
|
|
API_INIT = False
|
|
|
|
|
|
def maybe_init_api(conf, mocker, force=False):
|
|
global API_INIT
|
|
if force or 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):
|
|
caplog.set_level(logging.INFO)
|
|
maybe_init_api(default_conf, mocker, True)
|
|
assert log_has('Instance is running with dry_run enabled', 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': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/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': ''
|
|
})
|
|
conf = deepcopy(default_conf)
|
|
conf['stake_currency'] = 'ETH'
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
mocker.patch.dict('freqtrade.exchange._CONF', conf)
|
|
with pytest.raises(OperationalException, match=r'not compatible'):
|
|
validate_pairs(conf['exchange']['pair_whitelist'])
|
|
|
|
|
|
def test_validate_pairs_exception(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
api_mock = MagicMock()
|
|
api_mock.name = 'Binance'
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
|
|
|
|
api_mock.load_markets = MagicMock(return_value={})
|
|
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'):
|
|
validate_pairs(default_conf['exchange']['pair_whitelist'])
|
|
|
|
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
|
|
validate_pairs(default_conf['exchange']['pair_whitelist'])
|
|
assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
|
|
caplog.record_tuples)
|
|
|
|
|
|
def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
|
|
caplog.set_level(logging.INFO)
|
|
conf = deepcopy(default_conf)
|
|
conf['stake_currency'] = 'ETH'
|
|
api_mock = MagicMock()
|
|
api_mock.name = 'binance'
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
mocker.patch.dict('freqtrade.exchange._CONF', conf)
|
|
|
|
with pytest.raises(
|
|
OperationalException,
|
|
match=r'Pair ETH/BTC not compatible with stake_currency: ETH'
|
|
):
|
|
validate_pairs(default_conf['exchange']['pair_whitelist'])
|
|
|
|
|
|
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')
|
|
|
|
assert ticker['bid'] == 0.5
|
|
assert ticker['ask'] == 1
|
|
|
|
with pytest.raises(OperationalException): # test retrier
|
|
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)
|
|
]
|
|
]
|
|
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
|
|
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][0] == 1511686200000
|
|
assert ticks[0][1] == 1
|
|
assert ticks[0][2] == 2
|
|
assert ticks[0][3] == 3
|
|
assert ticks[0][4] == 4
|
|
assert ticks[0][5] == 5
|
|
|
|
# change ticker and ensure tick changes
|
|
new_tick = [
|
|
[
|
|
1511686210000, # unix timestamp ms
|
|
6, # open
|
|
7, # high
|
|
8, # low
|
|
9, # close
|
|
10, # volume (in quote currency)
|
|
]
|
|
]
|
|
api_mock.fetch_ohlcv = MagicMock(return_value=new_tick)
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
|
|
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
|
|
assert ticks[0][0] == 1511686210000
|
|
assert ticks[0][1] == 6
|
|
assert ticks[0][2] == 7
|
|
assert ticks[0][3] == 8
|
|
assert ticks[0][4] == 9
|
|
assert ticks[0][5] == 10
|
|
|
|
with pytest.raises(OperationalException): # test retrier
|
|
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_id(default_conf, mocker):
|
|
mocker.patch('freqtrade.exchange.validate_pairs',
|
|
side_effect=lambda s: True)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
init(default_conf)
|
|
|
|
assert get_id() == 'binance'
|
|
|
|
|
|
def test_get_pair_detail_url(default_conf, mocker):
|
|
mocker.patch('freqtrade.exchange.validate_pairs',
|
|
side_effect=lambda s: True)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
init(default_conf)
|
|
|
|
url = get_pair_detail_url('TKN/ETH')
|
|
assert 'TKN' in url
|
|
assert 'ETH' in url
|
|
|
|
url = get_pair_detail_url('LOOONG/BTC')
|
|
assert 'LOOONG' in url
|
|
assert 'BTC' in url
|
|
|
|
default_conf['exchange']['name'] = 'bittrex'
|
|
init(default_conf)
|
|
|
|
url = get_pair_detail_url('TKN/ETH')
|
|
assert 'TKN' in url
|
|
assert 'ETH' in url
|
|
|
|
url = get_pair_detail_url('LOOONG/BTC')
|
|
assert 'LOOONG' in url
|
|
assert 'BTC' in url
|
|
|
|
|
|
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
|