freqtrade_origin/tests/exchange/test_bybit.py

from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock

import pytest

from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.exceptions import OperationalException
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
from tests.exchange.test_exchange import ccxt_exceptionhandlers


def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
    default_conf['dry_run'] = False
    default_conf['trading_mode'] = TradingMode.FUTURES
    default_conf['margin_mode'] = MarginMode.ISOLATED
    api_mock = MagicMock()
    api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
    api_mock.is_unified_enabled = MagicMock(return_value=[False, False])

    exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
    assert api_mock.set_position_mode.call_count == 1
    assert api_mock.is_unified_enabled.call_count == 1
    assert exchange.unified_account is False

    assert log_has("Bybit: Standard account.", caplog)

    api_mock.set_position_mode.reset_mock()
    api_mock.is_unified_enabled = MagicMock(return_value=[False, True])
    with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"):
        get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
    assert log_has("Bybit: Unified account.", caplog)
    # exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
    # assert api_mock.set_position_mode.call_count == 1
    # assert api_mock.is_unified_enabled.call_count == 1
    # assert exchange.unified_account is True

    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'bybit',
                           "additional_exchange_init", "set_position_mode")


async def test_bybit_fetch_funding_rate(default_conf, mocker):
    default_conf['trading_mode'] = 'futures'
    default_conf['margin_mode'] = 'isolated'
    api_mock = MagicMock()
    api_mock.fetch_funding_rate_history = get_mock_coro(return_value=[])
    exchange = get_patched_exchange(mocker, default_conf, id='bybit', api_mock=api_mock)
    limit = 200
    # Test fetch_funding_rate_history (current data)
    await exchange._fetch_funding_rate_history(
        pair='BTC/USDT:USDT',
        timeframe='4h',
        limit=limit,
        )

    assert api_mock.fetch_funding_rate_history.call_count == 1
    assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
    kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
    assert kwargs['since'] is None

    api_mock.fetch_funding_rate_history.reset_mock()
    since_ms = 1610000000000
    # Test fetch_funding_rate_history (current data)
    await exchange._fetch_funding_rate_history(
        pair='BTC/USDT:USDT',
        timeframe='4h',
        limit=limit,
        since_ms=since_ms,
        )

    assert api_mock.fetch_funding_rate_history.call_count == 1
    assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
    kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
    assert kwargs['since'] == since_ms


def test_bybit_get_funding_fees(default_conf, mocker):
    now = datetime.now(timezone.utc)
    exchange = get_patched_exchange(mocker, default_conf, id='bybit')
    exchange._fetch_and_calculate_funding_fees = MagicMock()
    exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now)
    assert exchange._fetch_and_calculate_funding_fees.call_count == 0

    default_conf['trading_mode'] = 'futures'
    default_conf['margin_mode'] = 'isolated'
    exchange = get_patched_exchange(mocker, default_conf, id='bybit')
    exchange._fetch_and_calculate_funding_fees = MagicMock()
    exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now)

    assert exchange._fetch_and_calculate_funding_fees.call_count == 1


def test_bybit_fetch_orders(default_conf, mocker, limit_order):

    api_mock = MagicMock()
    api_mock.fetch_orders = MagicMock(return_value=[
        limit_order['buy'],
        limit_order['sell'],
    ])
    api_mock.fetch_open_orders = MagicMock(return_value=[limit_order['buy']])
    api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order['buy']])

    mocker.patch(f'{EXMS}.exchange_has', return_value=True)
    start_time = datetime.now(timezone.utc) - timedelta(days=20)

    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='bybit')
    # Not available in dry-run
    assert exchange.fetch_orders('mocked', start_time) == []
    assert api_mock.fetch_orders.call_count == 0
    default_conf['dry_run'] = False

    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='bybit')
    res = exchange.fetch_orders('mocked', start_time)
    # Bybit will call the endpoint 3 times, as it has a limit of 7 days per call
    assert api_mock.fetch_orders.call_count == 3
    assert api_mock.fetch_open_orders.call_count == 0
    assert api_mock.fetch_closed_orders.call_count == 0
    assert len(res) == 2 * 3


def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
    default_conf_usdt['dry_run'] = False

    api_mock = MagicMock()
    api_mock.fetch_order = MagicMock(return_value={
        'id': '123',
        'symbol': 'BTC/USDT',
        'status': 'canceled',
        'filled': 0.0,
        'remaining': 0.0,
        'amount': 20.0,
    })

    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
    exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id='bybit')

    res = exchange.fetch_order('123', 'BTC/USDT')
    assert res['remaining'] is None
    assert res['filled'] == 0.0
    assert res['amount'] == 20.0
    assert res['status'] == 'canceled'

    api_mock.fetch_order = MagicMock(return_value={
        'id': '123',
        'symbol': 'BTC/USDT',
        'status': 'canceled',
        'filled': 0.0,
        'remaining': 20.0,
        'amount': 20.0,
    })
    # Don't touch orders which return correctly.
    res1 = exchange.fetch_order('123', 'BTC/USDT')
    assert res1['remaining'] == 20.0
    assert res1['filled'] == 0.0
    assert res1['amount'] == 20.0
    assert res1['status'] == 'canceled'

    # Reverse test - remaining is not touched
    api_mock.fetch_order = MagicMock(return_value={
        'id': '124',
        'symbol': 'BTC/USDT',
        'status': 'open',
        'filled': 0.0,
        'remaining': 20.0,
        'amount': 20.0,
    })
    res2 = exchange.fetch_order('123', 'BTC/USDT')
    assert res2['remaining'] == 20.0
    assert res2['filled'] == 0.0
    assert res2['amount'] == 20.0
    assert res2['status'] == 'open'