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

114 lines
3.6 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.
"""
import pytest
from pathlib import Path
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_default_conf
# Exchanges that should be tested
EXCHANGES = {
'bittrex': {
'pair': 'BTC/USDT',
'hasQuoteVolume': False
},
'binance': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True
},
'kraken': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True
},
'ftx': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True
}
}
@pytest.fixture(scope="class")
def exchange_conf():
config = get_default_conf((Path(__file__).parent / "testdata").resolve())
config['exchange']['pair_whitelist'] = []
return config
@pytest.fixture(params=EXCHANGES, scope="class")
def exchange(request, exchange_conf):
exchange_conf['exchange']['name'] = request.param
exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=False)
yield exchange, request.param
class TestCCXTExchange():
def test_load_markets(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
markets = exchange.markets
assert pair in markets
assert isinstance(markets[pair], dict)
def test_ccxt_fetch_tickers(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
tickers = exchange.get_tickers()
assert pair in tickers
assert 'ask' in tickers[pair]
assert tickers[pair]['ask'] is not None
assert 'bid' in tickers[pair]
assert tickers[pair]['bid'] is not None
assert 'quoteVolume' in tickers[pair]
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert tickers[pair]['quoteVolume'] is not None
def test_ccxt_fetch_ticker(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
ticker = exchange.fetch_ticker(pair)
assert 'ask' in ticker
assert ticker['ask'] is not None
assert 'bid' in ticker
assert ticker['bid'] is not None
assert 'quoteVolume' in ticker
if EXCHANGES[exchangename].get('hasQuoteVolume'):
assert ticker['quoteVolume'] is not None
def test_ccxt_fetch_l2_orderbook(self, exchange):
exchange, exchangename = exchange
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
def test_fetch_ohlcv(self, exchange):
# TODO: Implement me
pass
def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
assert exchange.get_fee(pair, 'limit', 'buy') > 0 < 1
assert exchange.get_fee(pair, 'limit', 'sell') > 0 < 1
assert exchange.get_fee(pair, 'market', 'buy') > 0 < 1
assert exchange.get_fee(pair, 'market', 'sell') > 0 < 1