stable/tests/exchange/test_kraken.py

503 lines
22 KiB
Python

from random import randint
from unittest.mock import MagicMock
import ccxt
import pytest
from freqtrade.exceptions import DependencyException, InvalidOrderException
from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop-loss'
STOPLOSS_LIMIT_ORDERTYPE = 'stop-loss-limit'
def test_buy_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'limit'
time_in_force = 'ioc'
api_mock.options = {}
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, id="kraken")
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
'trading_agreement': 'agree'}
def test_sell_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
api_mock.options = {}
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, id="kraken")
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
side="sell", amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
def test_get_balances_prod(default_conf, mocker):
balance_item = {
'free': None,
'total': 10.0,
'used': 0.0
}
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={
'1ST': balance_item.copy(),
'2ST': balance_item.copy(),
'3ST': balance_item.copy(),
'4ST': balance_item.copy(),
'EUR': balance_item.copy(),
'timestamp': 123123
})
kraken_open_orders = [{'symbol': '1ST/EUR',
'type': 'limit',
'side': 'sell',
'price': 20,
'cost': 0.0,
'amount': 1.0,
'filled': 0.0,
'average': 0.0,
'remaining': 1.0,
},
{'status': 'open',
'symbol': '2ST/EUR',
'type': 'limit',
'side': 'sell',
'price': 20.0,
'cost': 0.0,
'amount': 2.0,
'filled': 0.0,
'average': 0.0,
'remaining': 2.0,
},
{'status': 'open',
'symbol': '2ST/USD',
'type': 'limit',
'side': 'sell',
'price': 20.0,
'cost': 0.0,
'amount': 2.0,
'filled': 0.0,
'average': 0.0,
'remaining': 2.0,
},
{'status': 'open',
'symbol': '3ST/EUR',
'type': 'limit',
'side': 'buy',
'price': 0.02,
'cost': 0.0,
'amount': 100.0,
'filled': 0.0,
'average': 0.0,
'remaining': 100.0,
}]
api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
balances = exchange.get_balances()
assert len(balances) == 6
assert balances['1ST']['free'] == 9.0
assert balances['1ST']['total'] == 10.0
assert balances['1ST']['used'] == 1.0
assert balances['2ST']['free'] == 6.0
assert balances['2ST']['total'] == 10.0
assert balances['2ST']['used'] == 4.0
assert balances['3ST']['free'] == 10.0
assert balances['3ST']['total'] == 10.0
assert balances['3ST']['used'] == 0.0
assert balances['4ST']['free'] == 10.0
assert balances['4ST']['total'] == 10.0
assert balances['4ST']['used'] == 0.0
assert balances['EUR']['free'] == 8.0
assert balances['EUR']['total'] == 10.0
assert balances['EUR']['used'] == 2.0
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
"get_balances", "fetch_balance")
# TODO-lev: All these stoploss tests with shorts
@pytest.mark.parametrize('ordertype', ['market', 'limit'])
def test_stoploss_order_kraken(default_conf, mocker, ordertype):
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, 'kraken')
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side="sell",
order_types={'stoploss': ordertype,
'stoploss_on_exchange_limit_ratio': 0.99
})
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'
if ordertype == 'limit':
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree', 'price2': 217.8}
else:
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree'}
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 api_mock.create_order.call_args_list[0][1]['price'] == 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, 'kraken')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
"stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
def test_stoploss_order_dry_run_kraken(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, 'kraken')
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
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_kraken(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='kraken')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
}
assert exchange.stoploss_adjust(1501, order, side="sell")
assert not exchange.stoploss_adjust(1499, order, side="sell")
# Test with invalid order case ...
order['type'] = 'stop_loss_limit'
assert not exchange.stoploss_adjust(1501, order, side="sell")
@pytest.mark.parametrize('pair,nominal_value,max_lev', [
("ADA/BTC", 0.0, 3.0),
("BTC/EUR", 100.0, 5.0),
("ZEC/USD", 173.31, 2.0),
])
def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev):
exchange = get_patched_exchange(mocker, default_conf, id="kraken")
exchange._leverage_brackets = {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev
def test_fill_leverage_brackets_kraken(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
"ADA/BTC": {'active': True,
'altname': 'ADAXBT',
'base': 'ADA',
'baseId': 'ADA',
'darkpool': False,
'id': 'ADAXBT',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'ADAXBT',
'base': 'ADA',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2', '3'],
'leverage_sell': ['2', '3'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '5',
'pair_decimals': '8',
'quote': 'XXBT',
'wsname': 'ADA/XBT'},
'limits': {'amount': {'max': 100000000.0, 'min': 5.0},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 1e-08}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 8},
'quote': 'BTC',
'quoteId': 'XXBT',
'symbol': 'ADA/BTC',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}},
"BTC/EUR": {'active': True,
'altname': 'XBTEUR',
'base': 'BTC',
'baseId': 'XXBT',
'darkpool': False,
'id': 'XXBTZEUR',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'XBTEUR',
'base': 'XXBT',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2', '3', '4', '5'],
'leverage_sell': ['2', '3', '4', '5'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '0.0001',
'pair_decimals': '1',
'quote': 'ZEUR',
'wsname': 'XBT/EUR'},
'limits': {'amount': {'max': 100000000.0, 'min': 0.0001},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 0.1}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 1},
'quote': 'EUR',
'quoteId': 'ZEUR',
'symbol': 'BTC/EUR',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}},
"ZEC/USD": {'active': True,
'altname': 'ZECUSD',
'base': 'ZEC',
'baseId': 'XZEC',
'darkpool': False,
'id': 'XZECZUSD',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'ZECUSD',
'base': 'XZEC',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2'],
'leverage_sell': ['2'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '0.035',
'pair_decimals': '2',
'quote': 'ZUSD',
'wsname': 'ZEC/USD'},
'limits': {'amount': {'max': 100000000.0, 'min': 0.035},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 0.01}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 2},
'quote': 'USD',
'quoteId': 'ZUSD',
'symbol': 'ZEC/USD',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}}
})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
assert exchange._leverage_brackets == {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
}
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"kraken",
"fill_leverage_brackets",
"fill_leverage_brackets"
)