stable/tests/exchange/test_ftx.py

210 lines
8.3 KiB
Python

from datetime import datetime, timedelta
from random import randint
from unittest.mock import MagicMock
import ccxt
import pytest
from freqtrade.exceptions import DependencyException, InvalidOrderException
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
from tests.conftest import get_patched_exchange
from .test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop'
def test_stoploss_order_ftx(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
# stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190
assert api_mock.create_order.call_count == 1
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={'stoploss': 'limit'})
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
"stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={})
def test_stoploss_order_dry_run_ftx(default_conf, mocker):
api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == STOPLOSS_ORDERTYPE
assert order['price'] == 220
assert order['amount'] == 1
def test_stoploss_adjust_ftx(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
}
assert exchange.stoploss_adjust(1501, order)
assert not exchange.stoploss_adjust(1499, order)
# Test with invalid order case ...
order['type'] = 'stop_loss_limit'
assert not exchange.stoploss_adjust(1501, order)
def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
exchange._dry_run_open_orders['X'] = order
assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.fetch_stoploss_order('Y', 'TKN/BTC')
default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}])
api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp
assert api_mock.fetch_order.call_count == 1
assert resp['id_stop'] == 'mocked_limit_sell'
assert resp['id'] == 'X'
assert resp['type'] == 'stop'
assert resp['status_stop'] == 'triggered'
with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_orders.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
'fetch_stoploss_order', 'fetch_orders',
retries=API_FETCH_ORDER_RETRY_COUNT + 1,
order_id='_', pair='TKN/BTC')
def test_get_order_id(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
'id': '1111',
'id_stop': '1234',
'info': {
}
}
assert exchange.get_order_id_conditional(order) == '1234'
order = {
'type': 'limit',
'price': 1500,
'id': '1111',
'id_stop': '1234',
'info': {
}
}
assert exchange.get_order_id_conditional(order) == '1111'
@pytest.mark.parametrize("pair,when", [
('XRP/USDT', datetime.utcnow()),
('ADA/BTC', datetime.utcnow()),
('XRP/USDT', datetime.utcnow() - timedelta(hours=30)),
])
def test__get_funding_rate(default_conf, mocker, pair, when):
api_mock = MagicMock()
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="ftx")
assert exchange._get_funding_rate(pair, when) is None
def test__get_funding_fee():
return