114 lines
3.6 KiB
Python
114 lines
3.6 KiB
Python
"""
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Tests in this file do NOT mock network calls, so they are expected to be fluky at times.
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However, these tests should give a good idea to determine if a new exchange is
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suitable to run with freqtrade.
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"""
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import pytest
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from pathlib import Path
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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from tests.conftest import get_default_conf
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# Exchanges that should be tested
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EXCHANGES = {
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'bittrex': {
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'pair': 'BTC/USDT',
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'hasQuoteVolume': False
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},
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'binance': {
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'pair': 'BTC/USDT',
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'hasQuoteVolume': True
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},
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'kraken': {
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'pair': 'BTC/USDT',
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'hasQuoteVolume': True
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},
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'ftx': {
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'pair': 'BTC/USDT',
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'hasQuoteVolume': True
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}
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}
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@pytest.fixture(scope="class")
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def exchange_conf():
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config = get_default_conf((Path(__file__).parent / "testdata").resolve())
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config['exchange']['pair_whitelist'] = []
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return config
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange(request, exchange_conf):
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exchange_conf['exchange']['name'] = request.param
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exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=False)
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yield exchange, request.param
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class TestCCXTExchange():
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def test_load_markets(self, exchange):
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exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
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markets = exchange.markets
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assert pair in markets
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assert isinstance(markets[pair], dict)
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def test_ccxt_fetch_tickers(self, exchange):
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exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
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tickers = exchange.get_tickers()
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assert pair in tickers
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assert 'ask' in tickers[pair]
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assert tickers[pair]['ask'] is not None
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assert 'bid' in tickers[pair]
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assert tickers[pair]['bid'] is not None
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assert 'quoteVolume' in tickers[pair]
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if EXCHANGES[exchangename].get('hasQuoteVolume'):
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assert tickers[pair]['quoteVolume'] is not None
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def test_ccxt_fetch_ticker(self, exchange):
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exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
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ticker = exchange.fetch_ticker(pair)
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assert 'ask' in ticker
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assert ticker['ask'] is not None
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assert 'bid' in ticker
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assert ticker['bid'] is not None
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assert 'quoteVolume' in ticker
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if EXCHANGES[exchangename].get('hasQuoteVolume'):
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assert ticker['quoteVolume'] is not None
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def test_ccxt_fetch_l2_orderbook(self, exchange):
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exchange, exchangename = exchange
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l2 = exchange.fetch_l2_order_book('BTC/USDT')
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assert 'asks' in l2
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assert 'bids' in l2
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for val in [1, 2, 5, 25, 100]:
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l2 = exchange.fetch_l2_order_book('BTC/USDT', val)
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if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
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assert len(l2['asks']) == val
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assert len(l2['bids']) == val
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else:
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next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
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assert len(l2['asks']) == next_limit
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assert len(l2['asks']) == next_limit
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def test_fetch_ohlcv(self, exchange):
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# TODO: Implement me
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pass
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def test_ccxt_get_fee(self, exchange):
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exchange, exchangename = exchange
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pair = EXCHANGES[exchangename]['pair']
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assert exchange.get_fee(pair, 'limit', 'buy') > 0 < 1
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assert exchange.get_fee(pair, 'limit', 'sell') > 0 < 1
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assert exchange.get_fee(pair, 'market', 'buy') > 0 < 1
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assert exchange.get_fee(pair, 'market', 'sell') > 0 < 1
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