392 lines
13 KiB
Python
392 lines
13 KiB
Python
from datetime import datetime, timezone
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from random import randint
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from unittest.mock import MagicMock, PropertyMock
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import ccxt
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import pytest
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from freqtrade.enums import Collateral, TradingMode
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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,side', [
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(None, 220 * 0.99, "sell"),
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(0.99, 220 * 0.99, "sell"),
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(0.98, 220 * 0.98, "sell"),
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(None, 220 * 1.01, "buy"),
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(0.99, 220 * 1.01, "buy"),
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(0.98, 220 * 1.02, "buy"),
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])
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def test_stoploss_order_binance(
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default_conf,
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mocker,
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limitratio,
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expected,
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side
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):
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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(
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pair='ETH/BTC',
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amount=1,
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stop_price=190,
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side=side,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05},
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leverage=1.0
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)
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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(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types=order_types,
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side=side,
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leverage=1.0
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)
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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'] == side
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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(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0)
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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(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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)
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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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side=side, leverage=1.0)
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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(
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pair='ETH/BTC',
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amount=1,
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stop_price=190,
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side="sell",
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order_types={'stoploss_on_exchange_limit_ratio': 1.05},
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leverage=1.0
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)
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side="sell",
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leverage=1.0
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)
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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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@pytest.mark.parametrize('sl1,sl2,sl3,side', [
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(1501, 1499, 1501, "sell"),
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(1499, 1501, 1499, "buy")
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])
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def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
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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(sl1, order, side=side)
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assert not exchange.stoploss_adjust(sl2, order, side=side)
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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(sl3, order, side=side)
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@pytest.mark.parametrize('pair,nominal_value,max_lev', [
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("BNB/BUSD", 0.0, 40.0),
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("BNB/USDT", 100.0, 153.84615384615384),
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("BTC/USDT", 170.30, 250.0),
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("BNB/BUSD", 999999.9, 10.0),
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("BNB/USDT", 5000000.0, 6.666666666666667),
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("BTC/USDT", 300000000.1, 2.0),
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])
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def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max_lev):
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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exchange._leverage_brackets = {
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'BNB/BUSD': [[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]],
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'BNB/USDT': [[0.0, 0.0065],
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[10000.0, 0.01],
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[50000.0, 0.02],
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[250000.0, 0.05],
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[1000000.0, 0.1],
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[2000000.0, 0.125],
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[5000000.0, 0.15],
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[10000000.0, 0.25]],
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'BTC/USDT': [[0.0, 0.004],
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[50000.0, 0.005],
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[250000.0, 0.01],
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[1000000.0, 0.025],
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[5000000.0, 0.05],
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[20000000.0, 0.1],
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[50000000.0, 0.125],
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[100000000.0, 0.15],
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[200000000.0, 0.25],
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[300000000.0, 0.5]],
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}
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assert exchange.get_max_leverage(pair, nominal_value) == max_lev
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def test_fill_leverage_brackets_binance(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.load_leverage_brackets = MagicMock(return_value={
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'ADA/BUSD': [[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]],
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'BTC/USDT': [[0.0, 0.004],
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[50000.0, 0.005],
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[250000.0, 0.01],
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[1000000.0, 0.025],
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[5000000.0, 0.05],
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[20000000.0, 0.1],
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[50000000.0, 0.125],
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[100000000.0, 0.15],
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[200000000.0, 0.25],
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[300000000.0, 0.5]],
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"ZEC/USDT": [[0.0, 0.01],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]],
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})
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default_conf['dry_run'] = False
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default_conf['trading_mode'] = TradingMode.FUTURES
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default_conf['collateral'] = Collateral.ISOLATED
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
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exchange.fill_leverage_brackets()
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assert exchange._leverage_brackets == {
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'ADA/BUSD': [[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]],
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'BTC/USDT': [[0.0, 0.004],
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[50000.0, 0.005],
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[250000.0, 0.01],
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[1000000.0, 0.025],
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[5000000.0, 0.05],
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[20000000.0, 0.1],
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[50000000.0, 0.125],
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[100000000.0, 0.15],
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[200000000.0, 0.25],
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[300000000.0, 0.5]],
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"ZEC/USDT": [[0.0, 0.01],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]],
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}
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api_mock = MagicMock()
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api_mock.load_leverage_brackets = MagicMock()
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type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})
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ccxt_exceptionhandlers(
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mocker,
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default_conf,
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api_mock,
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"binance",
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"fill_leverage_brackets",
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"load_leverage_brackets"
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)
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def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
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api_mock = MagicMock()
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default_conf['trading_mode'] = TradingMode.FUTURES
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default_conf['collateral'] = Collateral.ISOLATED
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
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exchange.fill_leverage_brackets()
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leverage_brackets = {
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"1000SHIB/USDT": [
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[0.0, 0.01],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]
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],
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"1INCH/USDT": [
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[0.0, 0.012],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]
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],
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"AAVE/USDT": [
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[0.0, 0.01],
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[50000.0, 0.02],
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[250000.0, 0.05],
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[1000000.0, 0.1],
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[2000000.0, 0.125],
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[5000000.0, 0.1665],
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[10000000.0, 0.25]
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],
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"ADA/BUSD": [
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[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]
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]
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}
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for key, value in leverage_brackets.items():
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assert exchange._leverage_brackets[key] == value
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def test__set_leverage_binance(mocker, default_conf):
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api_mock = MagicMock()
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api_mock.set_leverage = MagicMock()
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type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
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ccxt_exceptionhandlers(
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mocker,
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default_conf,
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api_mock,
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"binance",
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"_set_leverage",
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"set_leverage",
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pair="XRP/USDT",
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leverage=5.0,
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trading_mode=TradingMode.FUTURES
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)
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@pytest.mark.asyncio
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@pytest.mark.parametrize('candle_type', ['mark', ''])
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async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
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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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respair, restf, restype, res = await exchange._async_get_historic_ohlcv(
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pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
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assert respair == pair
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assert restf == '5m'
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assert restype == candle_type
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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(
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pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
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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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@pytest.mark.parametrize("trading_mode,collateral,config", [
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("spot", "", {}),
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("margin", "cross", {"options": {"defaultType": "margin"}}),
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("futures", "isolated", {"options": {"defaultType": "future"}}),
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])
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def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
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default_conf['trading_mode'] = trading_mode
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default_conf['collateral'] = collateral
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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assert exchange._ccxt_config == config
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