freqtrade_origin/tests/exchange_online/conftest.py

from copy import deepcopy
from pathlib import Path

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]
EXCHANGE_WS_FIXTURE_TYPE = tuple[Exchange, str, 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",
            },
            {
                "symbol": "SOLUSDT",
                "orderId": 3551312894,
                "orderListId": -1,
                "clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
                "transactTime": 1674493798550,
                "price": "15.50000000",
                "origQty": "1.10000000",
                "executedQty": "1.10000000",
                "cummulativeQuoteQty": "17.05",
                "status": "FILLED",
                "timeInForce": "GTC",
                "type": "LIMIT",
                "side": "BUY",
                "workingTime": 1674493798550,
                "fills": [],
                "selfTradePreventionMode": "NONE",
            },
        ],
    },
    "binanceus": {
        "pair": "BTC/USDT",
        "stake_currency": "USDT",
        "hasQuoteVolume": True,
        "timeframe": "1h",
        "futures": False,
        "skip_ws_tests": True,
        "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",
            },
        ],
        "sample_my_trades": [
            {
                "id": "123412341234",
                "create_time": "167997798",
                "create_time_ms": "167997798825.566200",
                "currency_pair": "SOL_USDT",
                "side": "sell",
                "role": "taker",
                "amount": "0.0115",
                "price": "1712.63",
                "order_id": "1234123412",
                "fee": "0.0",
                "fee_currency": "USDT",
                "point_fee": "0.03939049",
                "gt_fee": "0.0",
                "amend_text": "-",
            }
        ],
    },
    "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,
    },
    "bingx": {
        "pair": "BTC/USDT",
        "stake_currency": "USDT",
        "hasQuoteVolume": True,
        "timeframe": "1h",
        "futures": False,
        "sample_order": [
            {
                "symbol": "SOL-USDT",
                "orderId": "1762393630149869568",
                "transactTime": "1674493798550",
                "price": "15.5",
                "stopPrice": "0",
                "origQty": "1.1",
                "executedQty": "1.1",
                "cummulativeQuoteQty": "17.05",
                "status": "FILLED",
                "type": "LIMIT",
                "side": "BUY",
                "clientOrderID": "",
            },
            {
                "symbol": "SOL-USDT",
                "orderId": "1762393630149869568",
                "transactTime": "1674493798550",
                "price": "15.5",
                "stopPrice": "0",
                "origQty": "1.1",
                "executedQty": "1.1",
                "cummulativeQuoteQty": "17.05",
                "status": "FILLED",
                "type": "MARKET",
                "side": "BUY",
                "clientOrderID": "",
            },
        ],
    },
}


@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,
            "wsProxy": 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
    )

    return 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")

        return get_exchange(exchange_name, exchange_conf)


@pytest.fixture(params=EXCHANGES, scope="class")
def exchange(request, exchange_conf, class_mocker):
    class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
    return get_exchange(request.param, exchange_conf)


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


@pytest.fixture(params=["spot", "futures"], scope="class")
def exchange_mode(request):
    return request.param


@pytest.fixture(params=EXCHANGES, scope="class")
def exchange_ws(request, exchange_conf, exchange_mode, class_mocker):
    class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
    exchange_conf["exchange"]["enable_ws"] = True
    exchange_param = EXCHANGES[request.param]
    if exchange_param.get("skip_ws_tests"):
        pytest.skip(f"{request.param} does not support websocket tests.")
    if exchange_mode == "spot":
        exchange, name = get_exchange(request.param, exchange_conf)
        pair = exchange_param["pair"]
    elif exchange_param.get("futures"):
        exchange, name = get_futures_exchange(
            request.param, exchange_conf, class_mocker=class_mocker
        )
        pair = exchange_param["futures_pair"]
    else:
        pytest.skip("Exchange does not support futures.")

    if not exchange._has_watch_ohlcv:
        pytest.skip("Exchange does not support watch_ohlcv.")
    yield exchange, name, pair
    exchange.close()