527 lines
18 KiB
Python
527 lines
18 KiB
Python
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
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# pragma pylint: disable=protected-access
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import logging
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from copy import deepcopy
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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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import freqtrade.exchange as exchange
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from freqtrade import OperationalException, DependencyException, TemporaryError
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from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
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get_id, get_pair_detail_url, get_amount_lots)
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from freqtrade.tests.conftest import log_has
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API_INIT = False
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def maybe_init_api(conf, mocker, force=False):
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global API_INIT
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if force or not API_INIT:
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mocker.patch('freqtrade.exchange.validate_pairs',
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side_effect=lambda s: True)
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init(config=conf)
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API_INIT = True
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def test_init(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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maybe_init_api(default_conf, mocker, True)
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assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
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def test_init_exception(default_conf):
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default_conf['exchange']['name'] = 'wrong_exchange_name'
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with pytest.raises(
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OperationalException,
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match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
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init(config=default_conf)
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def test_validate_pairs(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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'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
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})
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id_mock = PropertyMock(return_value='test_exchange')
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type(api_mock).id = id_mock
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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def test_validate_pairs_not_available(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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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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with pytest.raises(OperationalException, match=r'not available'):
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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def test_validate_pairs_not_compatible(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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'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
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})
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conf = deepcopy(default_conf)
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conf['stake_currency'] = 'ETH'
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', conf)
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with pytest.raises(OperationalException, match=r'not compatible'):
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validate_pairs(conf['exchange']['pair_whitelist'])
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def test_validate_pairs_exception(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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api_mock = MagicMock()
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api_mock.name = 'Binance'
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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api_mock.load_markets = MagicMock(return_value={})
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with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'):
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
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caplog.record_tuples)
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def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
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caplog.set_level(logging.INFO)
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conf = deepcopy(default_conf)
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conf['stake_currency'] = 'ETH'
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api_mock = MagicMock()
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api_mock.name = 'binance'
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mocker.patch('freqtrade.exchange._API', api_mock)
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mocker.patch.dict('freqtrade.exchange._CONF', conf)
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with pytest.raises(
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OperationalException,
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match=r'Pair ETH/BTC not compatible with stake_currency: ETH'
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):
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validate_pairs(default_conf['exchange']['pair_whitelist'])
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def test_buy_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = buy(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'dry_run_buy_' in order['id']
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def test_buy_prod(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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api_mock.create_limit_buy_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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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = buy(pair='ETH/BTC', rate=200, amount=1)
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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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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(DependencyException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(TemporaryError):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(OperationalException):
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api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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buy(pair='ETH/BTC', rate=200, amount=1)
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def test_sell_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = sell(pair='ETH/BTC', rate=200, amount=1)
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assert 'id' in order
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assert 'dry_run_sell_' in order['id']
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def test_sell_prod(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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api_mock.create_limit_sell_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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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = sell(pair='ETH/BTC', rate=200, amount=1)
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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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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(DependencyException):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder)
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(TemporaryError):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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with pytest.raises(OperationalException):
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api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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sell(pair='ETH/BTC', rate=200, amount=1)
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def test_get_balance_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert get_balance(currency='BTC') == 999.9
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def test_get_balance_prod(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert get_balance(currency='BTC') == 123.4
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with pytest.raises(OperationalException):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_balance(currency='BTC')
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def test_get_balances_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert get_balances() == {}
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def test_get_balances_prod(default_conf, mocker):
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balance_item = {
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'free': 10.0,
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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,
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'2ST': balance_item,
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'3ST': balance_item
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})
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mocker.patch('freqtrade.exchange._API', api_mock)
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert len(get_balances()) == 3
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assert get_balances()['1ST']['free'] == 10.0
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assert get_balances()['1ST']['total'] == 10.0
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assert get_balances()['1ST']['used'] == 0.0
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with pytest.raises(TemporaryError):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_balances()
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assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
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with pytest.raises(OperationalException):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_balances()
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assert api_mock.fetch_balance.call_count == 1
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# This test is somewhat redundant with
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# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
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def test_get_ticker(default_conf, mocker):
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maybe_init_api(default_conf, mocker)
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api_mock = MagicMock()
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tick = {
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'symbol': 'ETH/BTC',
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'bid': 0.00001098,
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'ask': 0.00001099,
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'last': 0.0001,
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}
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api_mock.fetch_ticker = MagicMock(return_value=tick)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# retrieve original ticker
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ticker = get_ticker(pair='ETH/BTC')
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assert ticker['bid'] == 0.00001098
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assert ticker['ask'] == 0.00001099
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# change the ticker
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tick = {
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'symbol': 'ETH/BTC',
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'bid': 0.5,
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'ask': 1,
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'last': 42,
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}
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api_mock.fetch_ticker = MagicMock(return_value=tick)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# if not caching the result we should get the same ticker
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# if not fetching a new result we should get the cached ticker
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ticker = get_ticker(pair='ETH/BTC')
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assert ticker['bid'] == 0.5
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assert ticker['ask'] == 1
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with pytest.raises(TemporaryError): # test retrier
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api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_ticker(pair='ETH/BTC', refresh=True)
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with pytest.raises(OperationalException):
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api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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get_ticker(pair='ETH/BTC', refresh=True)
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def make_fetch_ohlcv_mock(data):
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def fetch_ohlcv_mock(pair, timeframe, since):
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if since:
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assert since > data[-1][0]
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return []
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return data
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return fetch_ohlcv_mock
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def test_get_ticker_history(default_conf, mocker):
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api_mock = MagicMock()
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tick = [
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[
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1511686200000, # unix timestamp ms
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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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type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
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api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
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mocker.patch('freqtrade.exchange._API', api_mock)
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# retrieve original ticker
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ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
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assert ticks[0][0] == 1511686200000
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assert ticks[0][1] == 1
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assert ticks[0][2] == 2
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assert ticks[0][3] == 3
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assert ticks[0][4] == 4
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assert ticks[0][5] == 5
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# change ticker and ensure tick changes
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new_tick = [
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[
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1511686210000, # unix timestamp ms
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6, # open
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7, # high
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8, # low
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9, # close
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10, # volume (in quote currency)
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]
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]
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api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
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mocker.patch('freqtrade.exchange._API', api_mock)
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ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
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assert ticks[0][0] == 1511686210000
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assert ticks[0][1] == 6
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assert ticks[0][2] == 7
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assert ticks[0][3] == 8
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assert ticks[0][4] == 9
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assert ticks[0][5] == 10
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with pytest.raises(TemporaryError): # test retrier
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api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# new symbol to get around cache
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get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
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with pytest.raises(OperationalException):
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api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# new symbol to get around cache
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get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
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def test_cancel_order_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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assert cancel_order(order_id='123', pair='TKN/BTC') is None
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# Ensure that if not dry_run, we should call API
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def test_cancel_order(default_conf, mocker):
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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api_mock = MagicMock()
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api_mock.cancel_order = MagicMock(return_value=123)
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert cancel_order(order_id='_', pair='TKN/BTC') == 123
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with pytest.raises(TemporaryError):
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api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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cancel_order(order_id='_', pair='TKN/BTC')
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assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
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with pytest.raises(DependencyException):
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api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
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mocker.patch('freqtrade.exchange._API', api_mock)
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cancel_order(order_id='_', pair='TKN/BTC')
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assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
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with pytest.raises(OperationalException):
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api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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cancel_order(order_id='_', pair='TKN/BTC')
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assert api_mock.cancel_order.call_count == 1
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def test_get_order(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = MagicMock()
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order.myid = 123
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exchange._DRY_RUN_OPEN_ORDERS['X'] = order
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print(exchange.get_order('X', 'TKN/BTC'))
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assert exchange.get_order('X', 'TKN/BTC').myid == 123
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(return_value=456)
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert exchange.get_order('X', 'TKN/BTC') == 456
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with pytest.raises(TemporaryError):
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api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
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mocker.patch('freqtrade.exchange._API', api_mock)
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exchange.get_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
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with pytest.raises(DependencyException):
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api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
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mocker.patch('freqtrade.exchange._API', api_mock)
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exchange.get_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
|
|
|
|
with pytest.raises(OperationalException):
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
exchange.get_order(order_id='_', pair='TKN/BTC')
|
|
assert api_mock.fetch_order.call_count == 1
|
|
|
|
|
|
def test_get_name(default_conf, mocker):
|
|
mocker.patch('freqtrade.exchange.validate_pairs',
|
|
side_effect=lambda s: True)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
init(default_conf)
|
|
|
|
assert get_name() == 'Binance'
|
|
|
|
|
|
def test_get_id(default_conf, mocker):
|
|
mocker.patch('freqtrade.exchange.validate_pairs',
|
|
side_effect=lambda s: True)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
init(default_conf)
|
|
|
|
assert get_id() == 'binance'
|
|
|
|
|
|
def test_get_pair_detail_url(default_conf, mocker):
|
|
mocker.patch('freqtrade.exchange.validate_pairs',
|
|
side_effect=lambda s: True)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
init(default_conf)
|
|
|
|
url = get_pair_detail_url('TKN/ETH')
|
|
assert 'TKN' in url
|
|
assert 'ETH' in url
|
|
|
|
url = get_pair_detail_url('LOOONG/BTC')
|
|
assert 'LOOONG' in url
|
|
assert 'BTC' in url
|
|
|
|
default_conf['exchange']['name'] = 'bittrex'
|
|
init(default_conf)
|
|
|
|
url = get_pair_detail_url('TKN/ETH')
|
|
assert 'TKN' in url
|
|
assert 'ETH' in url
|
|
|
|
url = get_pair_detail_url('LOOONG/BTC')
|
|
assert 'LOOONG' in url
|
|
assert 'BTC' in url
|
|
|
|
|
|
def test_get_fee(default_conf, mocker):
|
|
api_mock = MagicMock()
|
|
api_mock.calculate_fee = MagicMock(return_value={
|
|
'type': 'taker',
|
|
'currency': 'BTC',
|
|
'rate': 0.025,
|
|
'cost': 0.05
|
|
})
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
assert get_fee() == 0.025
|
|
|
|
|
|
def test_get_amount_lots(default_conf, mocker):
|
|
api_mock = MagicMock()
|
|
api_mock.amount_to_lots = MagicMock(return_value=1.0)
|
|
mocker.patch('freqtrade.exchange._API', api_mock)
|
|
assert get_amount_lots('LTC/BTC', 1.54) == 1
|