stable/freqtrade/tests/exchange/test_exchange.py

302 lines
9.8 KiB
Python

# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
from unittest.mock import Mock, MagicMock, PropertyMock
from random import randint
import logging
import ccxt
from requests.exceptions import RequestException
import pytest
from freqtrade import OperationalException
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)
assert 'dry_run_buy_' in buy(pair='ETH/BTC', rate=200, amount=1)
def test_buy_prod(default_conf, mocker):
api_mock = MagicMock()
api_mock.buy = MagicMock(
return_value='dry_run_buy_{}'.format(randint(0, 10 ** 6)))
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert 'dry_run_buy_' in 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)
assert 'dry_run_sell_' in sell(pair='ETH/BTC', rate=200, amount=1)
def test_sell_prod(default_conf, mocker):
api_mock = MagicMock()
api_mock.sell = MagicMock(
return_value='dry_run_sell_{}'.format(randint(0, 10 ** 6)))
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert 'dry_run_sell_' in 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
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
# 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
def test_get_ticker_history(default_conf, mocker):
api_mock = MagicMock()
tick = 123
api_mock.fetch_ohlcv = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
# retrieve original ticker
ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
assert ticks == 123
# change the ticker
#tick = 999
#api_mock.get_ticker_history = MagicMock(return_value=tick)
#mocker.patch('freqtrade.exchange._API', api_mock)
# ensure caching will still return the original ticker
#ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
#assert ticks == 123
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') 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='_') == 123
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'))
assert exchange.get_order('X').myid == 123
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
api_mock = MagicMock()
api_mock.get_order = MagicMock(return_value=456)
mocker.patch('freqtrade.exchange._API', api_mock)
assert exchange.get_order('X') == 456
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