freqtrade_origin/tests/exchange/test_kraken.py

from random import randint
from unittest.mock import MagicMock

import ccxt
import pytest

from freqtrade.exceptions import DependencyException, InvalidOrderException
from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers


STOPLOSS_ORDERTYPE = "stop-loss"
STOPLOSS_LIMIT_ORDERTYPE = "stop-loss-limit"


@pytest.mark.parametrize(
    "order_type,time_in_force,expected_params",
    [
        ("limit", "ioc", {"timeInForce": "IOC", "trading_agreement": "agree"}),
        ("limit", "PO", {"postOnly": True, "trading_agreement": "agree"}),
        ("market", None, {"trading_agreement": "agree"}),
    ],
)
def test_kraken_trading_agreement(default_conf, mocker, order_type, time_in_force, expected_params):
    api_mock = MagicMock()
    order_id = f"test_prod_{order_type}_{randint(0, 10 ** 6)}"
    api_mock.options = {}
    api_mock.create_order = MagicMock(
        return_value={"id": order_id, "symbol": "ETH/BTC", "info": {"foo": "bar"}}
    )
    default_conf["dry_run"] = False

    mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
    mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")

    order = exchange.create_order(
        pair="ETH/BTC",
        ordertype=order_type,
        side="buy",
        amount=1,
        rate=200,
        leverage=1.0,
        time_in_force=time_in_force,
    )

    assert "id" in order
    assert "info" in order
    assert order["id"] == order_id
    assert api_mock.create_order.call_args[0][0] == "ETH/BTC"
    assert api_mock.create_order.call_args[0][1] == order_type
    assert api_mock.create_order.call_args[0][2] == "buy"
    assert api_mock.create_order.call_args[0][3] == 1
    assert api_mock.create_order.call_args[0][4] == (200 if order_type == "limit" else None)

    assert api_mock.create_order.call_args[0][5] == expected_params


def test_get_balances_prod(default_conf, mocker):
    balance_item = {"free": None, "total": 10.0, "used": 0.0}

    api_mock = MagicMock()
    api_mock.fetch_balance = MagicMock(
        return_value={
            "1ST": balance_item.copy(),
            "2ND": balance_item.copy(),
            "3RD": balance_item.copy(),
            "4TH": balance_item.copy(),
            "EUR": balance_item.copy(),
            "timestamp": 123123,
        }
    )
    kraken_open_orders = [
        {
            "symbol": "1ST/EUR",
            "type": "limit",
            "side": "sell",
            "price": 20,
            "cost": 0.0,
            "amount": 1.0,
            "filled": 0.0,
            "average": 0.0,
            "remaining": 1.0,
        },
        {
            "status": "open",
            "symbol": "2ND/EUR",
            "type": "limit",
            "side": "sell",
            "price": 20.0,
            "cost": 0.0,
            "amount": 2.0,
            "filled": 0.0,
            "average": 0.0,
            "remaining": 2.0,
        },
        {
            "status": "open",
            "symbol": "2ND/USD",
            "type": "limit",
            "side": "sell",
            "price": 20.0,
            "cost": 0.0,
            "amount": 2.0,
            "filled": 0.0,
            "average": 0.0,
            "remaining": 2.0,
        },
        {
            "status": "open",
            "symbol": "3RD/EUR",
            "type": "limit",
            "side": "buy",
            "price": 0.02,
            "cost": 0.0,
            "amount": 100.0,
            "filled": 0.0,
            "average": 0.0,
            "remaining": 100.0,
        },
    ]
    api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
    default_conf["dry_run"] = False
    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")
    balances = exchange.get_balances()
    assert len(balances) == 6

    assert balances["1ST"]["free"] == 9.0
    assert balances["1ST"]["total"] == 10.0
    assert balances["1ST"]["used"] == 1.0

    assert balances["2ND"]["free"] == 6.0
    assert balances["2ND"]["total"] == 10.0
    assert balances["2ND"]["used"] == 4.0

    assert balances["3RD"]["free"] == 10.0
    assert balances["3RD"]["total"] == 10.0
    assert balances["3RD"]["used"] == 0.0

    assert balances["4TH"]["free"] == 10.0
    assert balances["4TH"]["total"] == 10.0
    assert balances["4TH"]["used"] == 0.0

    assert balances["EUR"]["free"] == 8.0
    assert balances["EUR"]["total"] == 10.0
    assert balances["EUR"]["used"] == 2.0
    ccxt_exceptionhandlers(
        mocker, default_conf, api_mock, "kraken", "get_balances", "fetch_balance"
    )


@pytest.mark.parametrize("ordertype", ["market", "limit"])
@pytest.mark.parametrize(
    "side,adjustedprice",
    [
        ("sell", 217.8),
        ("buy", 222.2),
    ],
)
def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
    api_mock = MagicMock()
    order_id = f"test_prod_buy_{randint(0, 10 ** 6)}"

    api_mock.create_order = MagicMock(return_value={"id": order_id, "info": {"foo": "bar"}})

    default_conf["dry_run"] = False
    mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
    mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)

    exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")

    order = exchange.create_stoploss(
        pair="ETH/BTC",
        amount=1,
        stop_price=220,
        side=side,
        order_types={"stoploss": ordertype, "stoploss_on_exchange_limit_ratio": 0.99},
        leverage=1.0,
    )

    assert "id" in order
    assert "info" in order
    assert order["id"] == order_id
    assert api_mock.create_order.call_args_list[0][1]["symbol"] == "ETH/BTC"
    assert api_mock.create_order.call_args_list[0][1]["type"] == ordertype
    assert api_mock.create_order.call_args_list[0][1]["params"] == {
        "trading_agreement": "agree",
        "stopLossPrice": 220,
    }
    assert api_mock.create_order.call_args_list[0][1]["side"] == side
    assert api_mock.create_order.call_args_list[0][1]["amount"] == 1
    if ordertype == "limit":
        assert api_mock.create_order.call_args_list[0][1]["price"] == adjustedprice
    else:
        assert api_mock.create_order.call_args_list[0][1]["price"] is None

    # test exception handling
    with pytest.raises(DependencyException):
        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
        exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
        exchange.create_stoploss(
            pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
        )

    with pytest.raises(InvalidOrderException):
        api_mock.create_order = MagicMock(
            side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately.")
        )
        exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
        exchange.create_stoploss(
            pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
        )

    ccxt_exceptionhandlers(
        mocker,
        default_conf,
        api_mock,
        "kraken",
        "create_stoploss",
        "create_order",
        retries=1,
        pair="ETH/BTC",
        amount=1,
        stop_price=220,
        order_types={},
        side=side,
        leverage=1.0,
    )


@pytest.mark.parametrize("side", ["buy", "sell"])
def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
    api_mock = MagicMock()
    default_conf["dry_run"] = True
    mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
    mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)

    exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")

    api_mock.create_order.reset_mock()

    order = exchange.create_stoploss(
        pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
    )

    assert "id" in order
    assert "info" in order
    assert "type" in order

    assert order["type"] == "market"
    assert order["price"] == 220
    assert order["amount"] == 1


@pytest.mark.parametrize(
    "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
)
def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
    exchange = get_patched_exchange(mocker, default_conf, exchange="kraken")
    order = {
        "type": "market",
        "stopLossPrice": 1500,
    }
    assert exchange.stoploss_adjust(sl1, order, side=side)
    assert not exchange.stoploss_adjust(sl2, order, side=side)
    # diff. order type ...
    order["type"] = "limit"
    assert exchange.stoploss_adjust(sl3, order, side=side)


@pytest.mark.parametrize(
    "trade_id, expected",
    [
        ("1234", False),
        ("170544369512007228", False),
        ("1705443695120072285", True),
        ("170544369512007228555", True),
    ],
)
def test__valid_trade_pagination_id_kraken(mocker, default_conf_usdt, trade_id, expected):
    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="kraken")
    assert exchange._valid_trade_pagination_id("XRP/USDT", trade_id) == expected