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