freqtrade_origin/tests/exchange_online/conftest.py

from copy import deepcopy
from pathlib import Path
from typing import Tuple

import pytest

from freqtrade.constants import Config
from freqtrade.exchange.exchange import Exchange
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import EXMS, get_default_conf_usdt


EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]

# Exchanges that should be tested online
EXCHANGES = {
    'binance': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'use_ci_proxy': True,
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'futures': True,
        'futures_pair': 'BTC/USDT:USDT',
        'hasQuoteVolumeFutures': True,
        'leverage_tiers_public': False,
        'leverage_in_spot_market': False,
        'trades_lookback_hours': 4,
        'private_methods': [
            'fapiPrivateGetPositionSideDual',
            'fapiPrivateGetMultiAssetsMargin'
        ],
        'sample_order': [{
            "symbol": "SOLUSDT",
            "orderId": 3551312894,
            "orderListId": -1,
            "clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
            "transactTime": 1674493798550,
            "price": "15.50000000",
            "origQty": "1.10000000",
            "executedQty": "0.00000000",
            "cummulativeQuoteQty": "0.00000000",
            "status": "NEW",
            "timeInForce": "GTC",
            "type": "LIMIT",
            "side": "BUY",
            "workingTime": 1674493798550,
            "fills": [],
            "selfTradePreventionMode": "NONE",
        }]
    },
    'binanceus': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'futures': False,
        'sample_order': [{
            "symbol": "SOLUSDT",
            "orderId": 3551312894,
            "orderListId": -1,
            "clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
            "transactTime": 1674493798550,
            "price": "15.50000000",
            "origQty": "1.10000000",
            "executedQty": "0.00000000",
            "cummulativeQuoteQty": "0.00000000",
            "status": "NEW",
            "timeInForce": "GTC",
            "type": "LIMIT",
            "side": "BUY",
            "workingTime": 1674493798550,
            "fills": [],
            "selfTradePreventionMode": "NONE",
        }]
    },
    'kraken': {
        'pair': 'BTC/USD',
        'stake_currency': 'USD',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'leverage_tiers_public': False,
        'leverage_in_spot_market': True,
        'trades_lookback_hours': 12,
    },
    'kucoin': {
        'pair': 'XRP/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'leverage_tiers_public': False,
        'leverage_in_spot_market': True,
        'sample_order': [
            {'id': '63d6742d0adc5570001d2bbf7'},  # create order
            {
                'id': '63d6742d0adc5570001d2bbf7',
                'symbol': 'SOL-USDT',
                'opType': 'DEAL',
                'type': 'limit',
                'side': 'buy',
                'price': '15.5',
                'size': '1.1',
                'funds': '0',
                'dealFunds': '17.05',
                'dealSize': '1.1',
                'fee': '0.000065252',
                'feeCurrency': 'USDT',
                'stp': '',
                'stop': '',
                'stopTriggered': False,
                'stopPrice': '0',
                'timeInForce': 'GTC',
                'postOnly': False,
                'hidden': False,
                'iceberg': False,
                'visibleSize': '0',
                'cancelAfter': 0,
                'channel': 'API',
                'clientOid': '0a053870-11bf-41e5-be61-b272a4cb62e1',
                'remark': None,
                'tags': 'partner:ccxt',
                'isActive': False,
                'cancelExist': False,
                'createdAt': 1674493798550,
                'tradeType': 'TRADE'
            }],
    },
    'gate': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'futures': True,
        'futures_pair': 'BTC/USDT:USDT',
        'hasQuoteVolumeFutures': True,
        'leverage_tiers_public': True,
        'leverage_in_spot_market': True,
        'sample_order': [
            {
                "id": "276266139423",
                "text": "apiv4",
                "create_time": "1674493798",
                "update_time": "1674493798",
                "create_time_ms": "1674493798550",
                "update_time_ms": "1674493798550",
                "status": "closed",
                "currency_pair": "SOL_USDT",
                "type": "limit",
                "account": "spot",
                "side": "buy",
                "amount": "1.1",
                "price": "15.5",
                "time_in_force": "gtc",
                "iceberg": "0",
                "left": "0",
                "fill_price": "17.05",
                "filled_total": "17.05",
                "avg_deal_price": "15.5",
                "fee": "0.0000018",
                "fee_currency": "SOL",
                "point_fee": "0",
                "gt_fee": "0",
                "gt_maker_fee": "0",
                "gt_taker_fee": "0.0015",
                "gt_discount": True,
                "rebated_fee": "0",
                "rebated_fee_currency": "USDT"
            },
            {
                # market order
                'id': '276401180529',
                'text': 'apiv4',
                'create_time': '1674493798',
                'update_time': '1674493798',
                'create_time_ms': '1674493798550',
                'update_time_ms': '1674493798550',
                'status': 'cancelled',
                'currency_pair': 'SOL_USDT',
                'type': 'market',
                'account': 'spot',
                'side': 'buy',
                'amount': '17.05',
                'price': '0',
                'time_in_force': 'ioc',
                'iceberg': '0',
                'left': '0.0000000016228',
                'fill_price': '17.05',
                'filled_total': '17.05',
                'avg_deal_price': '15.5',
                'fee': '0',
                'fee_currency': 'SOL',
                'point_fee': '0.0199999999967544',
                'gt_fee': '0',
                'gt_maker_fee': '0',
                'gt_taker_fee': '0',
                'gt_discount': False,
                'rebated_fee': '0',
                'rebated_fee_currency': 'USDT'
            }
        ],
    },
    'okx': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'futures': True,
        'futures_pair': 'BTC/USDT:USDT',
        'hasQuoteVolumeFutures': False,
        'leverage_tiers_public': True,
        'leverage_in_spot_market': True,
        'private_methods': ['fetch_accounts'],
    },
    'bybit': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'use_ci_proxy': True,
        'timeframe': '1h',
        'futures_pair': 'BTC/USDT:USDT',
        'futures': True,
        'orderbook_max_entries': 50,
        'leverage_tiers_public': True,
        'leverage_in_spot_market': True,
        'sample_order': [
            {
                "orderId": "1274754916287346280",
                "orderLinkId": "1666798627015730",
                "symbol": "SOLUSDT",
                "createdTime": "1674493798550",
                "price": "15.5",
                "qty": "1.1",
                "orderType": "Limit",
                "side": "Buy",
                "orderStatus": "New",
                "timeInForce": "GTC",
                "accountId": "5555555",
                "execQty": "0",
                "orderCategory": "0"
            }
        ]
    },
    'bitmart': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'orderbook_max_entries': 50,
    },
    'htx': {
        'pair': 'ETH/BTC',
        'stake_currency': 'BTC',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'futures': False,
    },
    'bitvavo': {
        'pair': 'BTC/EUR',
        'stake_currency': 'EUR',
        'hasQuoteVolume': True,
        'timeframe': '1h',
        'leverage_tiers_public': False,
        'leverage_in_spot_market': False,
    },
}


@pytest.fixture(scope="class")
def exchange_conf():
    config = get_default_conf_usdt((Path(__file__).parent / "testdata").resolve())
    config['exchange']['pair_whitelist'] = []
    config['exchange']['key'] = ''
    config['exchange']['secret'] = ''
    config['dry_run'] = False
    config['entry_pricing']['use_order_book'] = True
    config['exit_pricing']['use_order_book'] = True
    return config


def set_test_proxy(config: Config, use_proxy: bool) -> Config:
    # Set proxy to test in CI.
    import os
    if use_proxy and (proxy := os.environ.get('CI_WEB_PROXY')):
        config1 = deepcopy(config)
        config1['exchange']['ccxt_config'] = {
            "httpsProxy": proxy,
        }
        return config1

    return config


def get_exchange(exchange_name, exchange_conf):
    exchange_conf = set_test_proxy(
        exchange_conf, EXCHANGES[exchange_name].get('use_ci_proxy', False))
    exchange_conf['exchange']['name'] = exchange_name
    exchange_conf['stake_currency'] = EXCHANGES[exchange_name]['stake_currency']
    exchange = ExchangeResolver.load_exchange(exchange_conf, validate=True,
                                              load_leverage_tiers=True)

    yield exchange, exchange_name


def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
    if EXCHANGES[exchange_name].get('futures') is not True:
        pytest.skip(f"Exchange {exchange_name} does not support futures.")
    else:
        exchange_conf = deepcopy(exchange_conf)
        exchange_conf = set_test_proxy(
            exchange_conf, EXCHANGES[exchange_name].get('use_ci_proxy', False))
        exchange_conf['trading_mode'] = 'futures'
        exchange_conf['margin_mode'] = 'isolated'

        class_mocker.patch(
            'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
        class_mocker.patch(f'{EXMS}.fetch_trading_fees')
        class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
        class_mocker.patch('freqtrade.exchange.binance.Binance.additional_exchange_init')
        class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init')
        class_mocker.patch(f'{EXMS}.load_cached_leverage_tiers', return_value=None)
        class_mocker.patch(f'{EXMS}.cache_leverage_tiers')

        yield from get_exchange(exchange_name, exchange_conf)


@pytest.fixture(params=EXCHANGES, scope="class")
def exchange(request, exchange_conf):
    yield from get_exchange(request.param, exchange_conf)


@pytest.fixture(params=EXCHANGES, scope="class")
def exchange_futures(request, exchange_conf, class_mocker):

    yield from get_futures_exchange(request.param, exchange_conf, class_mocker)