stable/tests/exchange/test_ccxt_compat.py
2020-12-23 15:41:59 +01:00

44 lines
1.3 KiB
Python

"""
Tests in this file do NOT mock network calls, so they are expected to be fluky at times.
However, these tests should give a good idea to determine if a new exchange is
suitable to run with freqtrade.
"""
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
import pytest
# Exchanges that should be tested
EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx']
@pytest.fixture
def exchange_conf(default_conf):
default_conf['exchange']['pair_whitelist'] = []
return default_conf
@pytest.mark.parametrize('exchange', EXCHANGES)
def test_ccxt_fetch_l2_orderbook(exchange_conf, exchange):
exchange_conf['exchange']['name'] = exchange
exchange_conf['exchange']['name'] = exchange
exchange = ExchangeResolver.load_exchange(exchange, exchange_conf)
l2 = exchange.fetch_l2_order_book('BTC/USDT')
assert 'asks' in l2
assert 'bids' in l2
for val in [1, 2, 5, 25, 100]:
l2 = exchange.fetch_l2_order_book('BTC/USDT', val)
if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
assert len(l2['asks']) == val
assert len(l2['bids']) == val
else:
next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
assert len(l2['asks']) == next_limit
assert len(l2['asks']) == next_limit