freqtrade_origin/tests/exchange/test_ftx.py

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from random import randint
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from unittest.mock import MagicMock
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import ccxt
import pytest
from freqtrade.exceptions import DependencyException, InvalidOrderException
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from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
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from tests.conftest import get_patched_exchange
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from .test_exchange import ccxt_exceptionhandlers
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STOPLOSS_ORDERTYPE = 'stop'
@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
(217.8, 1.05, "sell"),
(222.2, 0.95, "buy"),
])
def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
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api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
# stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
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order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=190,
side=side,
order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
leverage=1.0
)
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
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assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190
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assert api_mock.create_order.call_count == 1
api_mock.create_order.reset_mock()
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order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
)
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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'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
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assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={'stoploss': 'limit'}, side=side,
leverage=1.0
)
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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'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
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assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
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# 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, 'ftx')
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exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
)
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with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
)
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={},
side=side, leverage=1.0)
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@pytest.mark.parametrize('side', [("sell"), ("buy")])
def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
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api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
api_mock.create_order.reset_mock()
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order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
)
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assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == STOPLOSS_ORDERTYPE
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_ftx(mocker, default_conf, sl1, sl2, sl3, side):
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exchange = get_patched_exchange(mocker, default_conf, id='ftx')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
}
assert exchange.stoploss_adjust(sl1, order, side=side)
assert not exchange.stoploss_adjust(sl2, order, side=side)
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# Test with invalid order case ...
order['type'] = 'stop_loss_limit'
assert not exchange.stoploss_adjust(sl3, order, side=side)
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def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
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default_conf['dry_run'] = True
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
exchange._dry_run_open_orders['X'] = order
assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
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with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.fetch_stoploss_order('Y', 'TKN/BTC')
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default_conf['dry_run'] = False
api_mock = MagicMock()
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
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api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
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with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
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# stoploss Limit order
api_mock.fetch_orders = MagicMock(return_value=[
{'id': 'X', 'status': 'closed',
'info': {
'orderId': 'mocked_limit_sell',
}}])
api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
# No orderId field - no call to fetch_order
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp
assert api_mock.fetch_order.call_count == 1
assert resp['id_stop'] == 'mocked_limit_sell'
assert resp['id'] == 'X'
assert resp['type'] == 'stop'
assert resp['status_stop'] == 'triggered'
# Stoploss market order
# Contains no new Order, but "average" instead
order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254}
api_mock.fetch_orders = MagicMock(return_value=[order])
api_mock.fetch_order.reset_mock()
resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
assert resp
# fetch_order not called (no regular order ID)
assert api_mock.fetch_order.call_count == 0
assert order == order
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with pytest.raises(InvalidOrderException):
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_orders.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
'fetch_stoploss_order', 'fetch_orders',
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retries=API_FETCH_ORDER_RETRY_COUNT + 1,
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order_id='_', pair='TKN/BTC')
def test_get_order_id(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 1500,
'id': '1111',
'id_stop': '1234',
'info': {
}
}
assert exchange.get_order_id_conditional(order) == '1234'
order = {
'type': 'limit',
'price': 1500,
'id': '1111',
'id_stop': '1234',
'info': {
}
}
assert exchange.get_order_id_conditional(order) == '1111'