141 lines
5.6 KiB
Python
141 lines
5.6 KiB
Python
from datetime import datetime, timezone
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from random import randint
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from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
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from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('limitratio,expected', [
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(None, 220 * 0.99),
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(0.99, 220 * 0.99),
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(0.98, 220 * 0.98),
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])
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def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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order_type = 'stop_loss_limit'
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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with pytest.raises(OperationalException):
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
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api_mock.create_order.reset_mock()
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order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
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assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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# Price should be 1% below stopprice
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assert api_mock.create_order.call_args_list[0][1]['price'] == expected
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assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_binance(default_conf, mocker):
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api_mock = MagicMock()
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order_type = 'stop_loss_limit'
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default_conf['dry_run'] = True
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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with pytest.raises(OperationalException):
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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assert 'id' in order
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assert 'info' in order
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assert 'type' in order
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assert order['type'] == order_type
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assert order['price'] == 220
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assert order['amount'] == 1
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def test_stoploss_adjust_binance(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf, id='binance')
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order = {
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'type': 'stop_loss_limit',
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'price': 1500,
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'info': {'stopPrice': 1500},
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}
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assert exchange.stoploss_adjust(1501, order)
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assert not exchange.stoploss_adjust(1499, order)
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# Test with invalid order case
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order['type'] = 'stop_loss'
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assert not exchange.stoploss_adjust(1501, order)
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@pytest.mark.asyncio
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async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
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ohlcv = [
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[
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int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
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1, # open
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2, # high
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3, # low
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4, # close
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5, # volume (in quote currency)
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]
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]
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exchange = get_patched_exchange(mocker, default_conf, id='binance')
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# Monkey-patch async function
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exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
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pair = 'ETH/BTC'
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res = await exchange._async_get_historic_ohlcv(pair, "5m",
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1500000000000, is_new_pair=False)
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# Call with very old timestamp - causes tons of requests
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assert exchange._api_async.fetch_ohlcv.call_count > 400
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# assert res == ohlcv
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exchange._api_async.fetch_ohlcv.reset_mock()
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res = await exchange._async_get_historic_ohlcv(pair, "5m", 1500000000000, is_new_pair=True)
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# Called twice - one "init" call - and one to get the actual data.
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assert exchange._api_async.fetch_ohlcv.call_count == 2
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assert res == ohlcv
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assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
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