mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 02:12:01 +00:00
Delist FTX, following ccxt's delisting.
This commit is contained in:
parent
663039835d
commit
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1
.gitignore
vendored
1
.gitignore
vendored
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@ -109,7 +109,6 @@ target/
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!*.gitkeep
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!config_examples/config_binance.example.json
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!config_examples/config_bittrex.example.json
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!config_examples/config_ftx.example.json
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!config_examples/config_full.example.json
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!config_examples/config_kraken.example.json
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!config_examples/config_freqai.example.json
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@ -1,96 +0,0 @@
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{
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"max_open_trades": 3,
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"stake_currency": "USD",
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"stake_amount": 50,
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"tradable_balance_ratio": 0.99,
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"fiat_display_currency": "USD",
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"timeframe": "5m",
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"dry_run": true,
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"cancel_open_orders_on_exit": false,
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"unfilledtimeout": {
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"entry": 10,
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"exit": 10,
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"exit_timeout_count": 0,
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"unit": "minutes"
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},
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"entry_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"price_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"exit_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1
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},
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"exchange": {
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"name": "ftx",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"ccxt_config": {},
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"ccxt_async_config": {},
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"pair_whitelist": [
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"BTC/USD",
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"ETH/USD",
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"BNB/USD",
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"USDT/USD",
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"LTC/USD",
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"SRM/USD",
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"SXP/USD",
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"XRP/USD",
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"DOGE/USD",
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"1INCH/USD",
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"CHZ/USD",
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"MATIC/USD",
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"LINK/USD",
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"OXY/USD",
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"SUSHI/USD"
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],
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"pair_blacklist": [
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"FTT/USD"
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]
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},
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"pairlists": [
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{"method": "StaticPairList"}
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],
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"edge": {
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"enabled": false,
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"process_throttle_secs": 3600,
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"calculate_since_number_of_days": 7,
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"allowed_risk": 0.01,
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"stoploss_range_min": -0.01,
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"stoploss_range_max": -0.1,
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"stoploss_range_step": -0.01,
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"minimum_winrate": 0.60,
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"minimum_expectancy": 0.20,
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"min_trade_number": 10,
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"max_trade_duration_minute": 1440,
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"remove_pumps": false
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},
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"telegram": {
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"enabled": false,
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"token": "your_telegram_token",
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"chat_id": "your_telegram_chat_id"
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},
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"api_server": {
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"enabled": false,
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"listen_ip_address": "127.0.0.1",
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"listen_port": 8080,
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"verbosity": "error",
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"jwt_secret_key": "somethingrandom",
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"CORS_origins": [],
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"username": "freqtrader",
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"password": "SuperSecurePassword"
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},
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"bot_name": "freqtrade",
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"initial_state": "running",
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"force_entry_enable": false,
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"internals": {
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"process_throttle_secs": 5
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}
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}
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@ -553,7 +553,7 @@ The possible values are: `GTC` (default), `FOK` or `IOC`.
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```
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!!! Warning
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This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin.
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This is ongoing work. For now, it is supported only for binance, gate and kucoin.
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Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
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### What values can be used for fiat_display_currency?
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@ -173,30 +173,6 @@ res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
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print(res)
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```
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## FTX
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!!! Warning
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Due to the current situation, we can no longer recommend FTX.
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Please make sure to investigate the current situation before depositing any funds to FTX.
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!!! Tip "Stoploss on Exchange"
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FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
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You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
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### Using subaccounts
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To use subaccounts with FTX, you need to edit the configuration and add the following:
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``` json
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"exchange": {
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"ccxt_config": {
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"headers": {
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"FTX-SUBACCOUNT": "name"
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}
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},
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}
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```
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## Kucoin
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Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
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@ -268,7 +268,7 @@ This option is disabled by default, and will only apply if set to > 0.
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The `max_value` setting removes pairs where the minimum value change is above a specified value.
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This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
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As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
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On exchanges that deduct fees from the receiving currency (e.g. binance, FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
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On exchanges that deduct fees from the receiving currency (e.g. binance) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
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The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
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This option is disabled by default, and will only apply if set to > 0.
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@ -24,7 +24,7 @@ These modes can be configured with these values:
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```
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!!! Note
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Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.
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Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.
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<ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>
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If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
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@ -723,7 +723,7 @@ if self.dp.runmode.value in ('live', 'dry_run'):
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!!! Warning
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Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
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vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
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vary for different exchanges. For instance, many exchanges do not return `vwap` values, some exchanges
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does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
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data returned from the exchange and add appropriate error handling / defaults.
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@ -263,7 +263,6 @@ equos True missing opt: fetchTicker, fetchTickers
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eterbase True
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fcoin True missing opt: fetchMyTrades, fetchTickers
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fcoinjp True missing opt: fetchMyTrades, fetchTickers
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ftx True
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gateio True
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gemini True
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gopax True
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@ -369,7 +368,6 @@ fcoin True missing opt: fetchMyTrades, fetchTickers
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fcoinjp True missing opt: fetchMyTrades, fetchTickers
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flowbtc False missing: fetchOrder, fetchOHLCV
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foxbit False missing: fetchOrder, fetchOHLCV
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ftx True
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gateio True
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gemini True
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gopax True
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@ -108,7 +108,6 @@ def ask_user_config() -> Dict[str, Any]:
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"binance",
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"binanceus",
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"bittrex",
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"ftx",
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"gateio",
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"huobi",
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"kraken",
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@ -18,7 +18,6 @@ from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amo
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timeframe_to_next_date, timeframe_to_prev_date,
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timeframe_to_seconds, validate_exchange,
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validate_exchanges)
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from freqtrade.exchange.ftx import Ftx
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from freqtrade.exchange.gateio import Gateio
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from freqtrade.exchange.hitbtc import Hitbtc
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from freqtrade.exchange.huobi import Huobi
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@ -52,7 +52,6 @@ MAP_EXCHANGE_CHILDCLASS = {
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SUPPORTED_EXCHANGES = [
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'binance',
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'bittrex',
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'ftx',
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'gateio',
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'huobi',
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'kraken',
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@ -1,178 +0,0 @@
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""" FTX exchange subclass """
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import logging
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from typing import Any, Dict, List, Optional, Tuple
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import ccxt
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from freqtrade.constants import BuySell
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from freqtrade.enums import MarginMode, TradingMode
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from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
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from freqtrade.misc import safe_value_fallback2
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logger = logging.getLogger(__name__)
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class Ftx(Exchange):
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_ft_has: Dict = {
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"order_time_in_force": ['GTC', 'IOC', 'PO'],
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"stoploss_on_exchange": True,
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"ohlcv_candle_limit": 1500,
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"ohlcv_require_since": True,
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"ohlcv_volume_currency": "quote",
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"mark_ohlcv_price": "index",
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"mark_ohlcv_timeframe": "1h",
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}
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_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
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# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.MARGIN, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.CROSS)
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]
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def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop' and (
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side == "sell" and stop_loss > float(order['price']) or
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side == "buy" and stop_loss < float(order['price'])
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)
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float,
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order_types: Dict, side: BuySell, leverage: float) -> Dict:
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"""
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Creates a stoploss order.
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depending on order_types.stoploss configuration, uses 'market' or limit order.
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Limit orders are defined by having orderPrice set, otherwise a market order is used.
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"""
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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if side == "sell":
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limit_rate = stop_price * limit_price_pct
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else:
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limit_rate = stop_price * (2 - limit_price_pct)
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ordertype = "stop"
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stop_price = self.price_to_precision(pair, stop_price)
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if self._config['dry_run']:
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dry_order = self.create_dry_run_order(
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pair, ordertype, side, amount, stop_price, leverage, stop_loss=True)
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return dry_order
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try:
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params = self._params.copy()
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if order_types.get('stoploss', 'market') == 'limit':
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# set orderPrice to place limit order, otherwise it's a market order
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params['orderPrice'] = limit_rate
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if self.trading_mode == TradingMode.FUTURES:
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params.update({'reduceOnly': True})
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params['stopPrice'] = stop_price
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amount = self.amount_to_precision(pair, amount)
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self._lev_prep(pair, leverage, side)
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order = self._api.create_order(symbol=pair, type=ordertype, side=side,
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amount=amount, params=params)
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self._log_exchange_response('create_stoploss_order', order)
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logger.info('stoploss order added for %s. '
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'stop price: %s.', pair, stop_price)
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return order
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except ccxt.InsufficientFunds as e:
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raise InsufficientFundsError(
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f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not create {ordertype} {side} order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
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def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
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if self._config['dry_run']:
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return self.fetch_dry_run_order(order_id)
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try:
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orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
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order = [order for order in orders if order['id'] == order_id]
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self._log_exchange_response('fetch_stoploss_order', order)
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if len(order) == 1:
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if order[0].get('status') == 'closed':
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# Trigger order was triggered ...
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real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
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# OrderId may be None for stoploss-market orders
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# So we need to get it through the endpoint
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# /conditional_orders/{conditional_order_id}/triggers
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if not real_order_id:
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res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers(
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params={'conditional_order_id': order_id})
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self._log_exchange_response('fetch_stoploss_order2', res)
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real_order_id = res['result'][0]['orderId'] if res.get(
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'result', []) else None
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if real_order_id:
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order1 = self._api.fetch_order(real_order_id, pair)
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self._log_exchange_response('fetch_stoploss_order1', order1)
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# Fake type to stop - as this was really a stop order.
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order1['id_stop'] = order1['id']
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order1['id'] = order_id
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order1['type'] = 'stop'
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order1['status_stop'] = 'triggered'
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return order1
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return order[0]
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else:
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raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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@retrier
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def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
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if self._config['dry_run']:
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return {}
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try:
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order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
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self._log_exchange_response('cancel_stoploss_order', order)
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return order
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not cancel order. Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
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if order['type'] == 'stop':
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return safe_value_fallback2(order, order, 'id_stop', 'id')
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return order['id']
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@ -35,9 +35,5 @@ def interest(
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elif exchange_name == "kraken":
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# Rounded based on https://kraken-fees-calculator.github.io/
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return borrowed * rate * (one + FtPrecise(ceil(hours / four)))
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elif exchange_name == "ftx":
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# As Explained under #Interest rates section in
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# https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
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return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
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else:
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raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
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|
|
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@ -30,7 +30,7 @@ def test_validate_is_int():
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assert not validate_is_int('-ee')
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@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
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@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken'])
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def test_start_new_config(mocker, caplog, exchange):
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wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
|
||||
mocker.patch.object(Path, "exists", MagicMock(return_value=True))
|
||||
|
|
|
@ -1748,28 +1748,7 @@ def limit_buy_order_canceled_empty(request):
|
|||
# https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments
|
||||
|
||||
exchange_name = request.param
|
||||
if exchange_name == 'ftx':
|
||||
return {
|
||||
'info': {},
|
||||
'id': '1234512345',
|
||||
'clientOrderId': None,
|
||||
'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
|
||||
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
|
||||
'lastTradeTimestamp': None,
|
||||
'symbol': 'LTC/USDT',
|
||||
'type': 'limit',
|
||||
'side': 'buy',
|
||||
'price': 34.3225,
|
||||
'amount': 0.55,
|
||||
'cost': 0.0,
|
||||
'average': None,
|
||||
'filled': 0.0,
|
||||
'remaining': 0.0,
|
||||
'status': 'closed',
|
||||
'fee': None,
|
||||
'trades': None
|
||||
}
|
||||
elif exchange_name == 'kraken':
|
||||
if exchange_name == 'kraken':
|
||||
return {
|
||||
'info': {},
|
||||
'id': 'AZNPFF-4AC4N-7MKTAT',
|
||||
|
|
|
@ -70,7 +70,7 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
|
|||
('BTC_USDT_USDT', 'BTC/USDT:USDT'), # Futures
|
||||
('XRP_USDT_USDT', 'XRP/USDT:USDT'), # futures
|
||||
('BTC-PERP', 'BTC-PERP'),
|
||||
('BTC-PERP_USDT', 'BTC-PERP:USDT'), # potential FTX case
|
||||
('BTC-PERP_USDT', 'BTC-PERP:USDT'),
|
||||
('UNITTEST_USDT', 'UNITTEST/USDT'),
|
||||
])
|
||||
def test_rebuild_pair_from_filename(input, expected):
|
||||
|
|
|
@ -45,16 +45,6 @@ EXCHANGES = {
|
|||
'leverage_tiers_public': False,
|
||||
'leverage_in_spot_market': True,
|
||||
},
|
||||
# 'ftx': {
|
||||
# 'pair': 'BTC/USD',
|
||||
# 'stake_currency': 'USD',
|
||||
# 'hasQuoteVolume': True,
|
||||
# 'timeframe': '5m',
|
||||
# 'futures_pair': 'BTC/USD:USD',
|
||||
# 'futures': False,
|
||||
# 'leverage_tiers_public': False, # TODO: Set to True once implemented on CCXT
|
||||
# 'leverage_in_spot_market': True,
|
||||
# },
|
||||
'kucoin': {
|
||||
'pair': 'XRP/USDT',
|
||||
'stake_currency': 'USDT',
|
||||
|
|
|
@ -27,7 +27,7 @@ from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_e
|
|||
|
||||
|
||||
# Make sure to always keep one exchange here which is NOT subclassed!!
|
||||
EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx', 'gateio']
|
||||
EXCHANGES = ['bittrex', 'binance', 'kraken', 'gateio']
|
||||
|
||||
get_entry_rate_data = [
|
||||
('other', 20, 19, 10, 0.0, 20), # Full ask side
|
||||
|
@ -3162,19 +3162,16 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
|
|||
def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
|
||||
default_conf['dry_run'] = False
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123})
|
||||
mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', return_value={'for': 123})
|
||||
mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', return_value={'for': 123})
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
|
||||
res = {'fee': {}, 'status': 'canceled', 'amount': 1234}
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res)
|
||||
mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value=res)
|
||||
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value=res)
|
||||
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
|
||||
assert co == res
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled')
|
||||
mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value='canceled')
|
||||
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value='canceled')
|
||||
# Fall back to fetch_stoploss_order
|
||||
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
|
||||
|
@ -3182,7 +3179,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
|
|||
|
||||
exc = InvalidOrderException("")
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc)
|
||||
mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', side_effect=exc)
|
||||
mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', side_effect=exc)
|
||||
co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
|
||||
assert co['amount'] == 555
|
||||
|
@ -3191,7 +3187,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
|
|||
with pytest.raises(InvalidOrderException):
|
||||
exc = InvalidOrderException("Did not find order")
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc)
|
||||
mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', side_effect=exc)
|
||||
mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', side_effect=exc)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
|
||||
|
@ -3253,9 +3248,6 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
|
|||
@pytest.mark.usefixtures("init_persistence")
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
|
||||
# Don't test FTX here - that needs a separate test
|
||||
if exchange_name == 'ftx':
|
||||
return
|
||||
default_conf['dry_run'] = True
|
||||
order = MagicMock()
|
||||
order.myid = 123
|
||||
|
@ -3699,16 +3691,6 @@ def test_date_minus_candles():
|
|||
# no darkpools
|
||||
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
|
||||
{"darkpool": True}, False),
|
||||
("BTC/USD", 'BTC', 'USD', "ftx", True, False, False, 'spot', {}, True),
|
||||
("USD/BTC", 'USD', 'BTC', "ftx", True, False, False, 'spot', {}, True),
|
||||
# Can only trade spot markets
|
||||
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
|
||||
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
|
||||
# Can only trade spot markets
|
||||
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
|
||||
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False),
|
||||
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
|
||||
|
||||
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'spot', {}, False),
|
||||
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'margin', {}, False),
|
||||
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'futures', {}, True),
|
||||
|
@ -3841,7 +3823,7 @@ def test_calculate_backoff(retrycount, max_retries, expected):
|
|||
assert calculate_backoff(retrycount, max_retries) == expected
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
|
||||
@pytest.mark.parametrize("exchange_name", ['binance'])
|
||||
def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_funding_history = MagicMock(return_value=[
|
||||
|
@ -3909,7 +3891,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
|
|||
)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
|
||||
@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
|
||||
@pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
|
||||
(9.0, 3.0, 3.0),
|
||||
(20.0, 5.0, 4.0),
|
||||
|
@ -3930,8 +3912,6 @@ def test_get_stake_amount_considering_leverage(
|
|||
|
||||
@pytest.mark.parametrize("exchange_name,trading_mode", [
|
||||
("binance", TradingMode.FUTURES),
|
||||
("ftx", TradingMode.MARGIN),
|
||||
("ftx", TradingMode.FUTURES)
|
||||
])
|
||||
def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
|
||||
|
||||
|
@ -3982,9 +3962,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
|
|||
("kraken", TradingMode.SPOT, None, False),
|
||||
("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True),
|
||||
("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True),
|
||||
("ftx", TradingMode.SPOT, None, False),
|
||||
("ftx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
|
||||
("ftx", TradingMode.FUTURES, MarginMode.ISOLATED, True),
|
||||
("bittrex", TradingMode.SPOT, None, False),
|
||||
("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True),
|
||||
("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
|
||||
|
@ -4005,8 +3982,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
|
|||
("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
|
||||
("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
|
||||
("kraken", TradingMode.FUTURES, MarginMode.CROSS, True),
|
||||
("ftx", TradingMode.MARGIN, MarginMode.CROSS, True),
|
||||
("ftx", TradingMode.FUTURES, MarginMode.CROSS, True),
|
||||
("gateio", TradingMode.MARGIN, MarginMode.CROSS, True),
|
||||
("gateio", TradingMode.FUTURES, MarginMode.CROSS, True),
|
||||
|
||||
|
@ -4015,8 +3990,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
|
|||
# ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
|
||||
# ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
|
||||
# ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False),
|
||||
# ("ftx", TradingMode.MARGIN, MarginMode.CROSS, False),
|
||||
# ("ftx", TradingMode.FUTURES, MarginMode.CROSS, False),
|
||||
# ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False),
|
||||
# ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False),
|
||||
])
|
||||
|
@ -4046,7 +4019,6 @@ def test_validate_trading_mode_and_margin_mode(
|
|||
("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}),
|
||||
("bybit", "spot", {"options": {"defaultType": "spot"}}),
|
||||
("bybit", "futures", {"options": {"defaultType": "linear"}}),
|
||||
("ftx", "futures", {"options": {"defaultType": "swap"}}),
|
||||
("gateio", "futures", {"options": {"defaultType": "swap"}}),
|
||||
("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
|
||||
("kraken", "futures", {"options": {"defaultType": "swap"}}),
|
||||
|
@ -4223,11 +4195,6 @@ def test_combine_funding_and_mark(
|
|||
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.0012443999999999999),
|
||||
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0045759),
|
||||
# ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0008289),
|
||||
('ftx', 0, 2, "2021-09-01 00:10:00", "2021-09-01 00:30:00", 30.0, 0.0),
|
||||
('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, 0.0010008),
|
||||
('ftx', 0, 13, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0146691),
|
||||
('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, 0.001668),
|
||||
('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, 0.0019932),
|
||||
('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00", 30.0, 0.0),
|
||||
('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999),
|
||||
('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.0009140999),
|
||||
|
@ -4289,7 +4256,6 @@ def test__fetch_and_calculate_funding_fees(
|
|||
d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z')
|
||||
funding_rate_history = {
|
||||
'binance': funding_rate_history_octohourly,
|
||||
'ftx': funding_rate_history_hourly,
|
||||
'gateio': funding_rate_history_octohourly,
|
||||
}[exchange][rate_start:rate_end]
|
||||
api_mock = MagicMock()
|
||||
|
@ -5056,7 +5022,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
|
|||
exchange.get_max_leverage("BTC/USDT", 1000000000.01)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx'])
|
||||
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gateio', 'okx'])
|
||||
def test__get_params(mocker, default_conf, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
|
||||
|
|
|
@ -1,272 +0,0 @@
|
|||
from random import randint
|
||||
from unittest.mock import MagicMock
|
||||
|
||||
import ccxt
|
||||
import pytest
|
||||
|
||||
from freqtrade.exceptions import DependencyException, InvalidOrderException
|
||||
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
|
||||
from tests.conftest import get_patched_exchange
|
||||
|
||||
from .test_exchange import ccxt_exceptionhandlers
|
||||
|
||||
|
||||
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):
|
||||
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
|
||||
order = exchange.stoploss(
|
||||
pair='ETH/BTC',
|
||||
amount=1,
|
||||
stop_price=190,
|
||||
side=side,
|
||||
order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
|
||||
leverage=1.0
|
||||
)
|
||||
|
||||
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
|
||||
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']
|
||||
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
|
||||
|
||||
assert api_mock.create_order.call_count == 1
|
||||
|
||||
api_mock.create_order.reset_mock()
|
||||
|
||||
order = exchange.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 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
|
||||
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']
|
||||
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
|
||||
|
||||
api_mock.create_order.reset_mock()
|
||||
order = exchange.stoploss(
|
||||
pair='ETH/BTC',
|
||||
amount=1,
|
||||
stop_price=220,
|
||||
order_types={'stoploss': 'limit'}, side=side,
|
||||
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'] == STOPLOSS_ORDERTYPE
|
||||
assert api_mock.create_order.call_args_list[0][1]['side'] == side
|
||||
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
|
||||
assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
|
||||
|
||||
# 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')
|
||||
exchange.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("ftx Order would trigger immediately."))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
|
||||
exchange.stoploss(
|
||||
pair='ETH/BTC',
|
||||
amount=1,
|
||||
stop_price=220,
|
||||
order_types={},
|
||||
side=side,
|
||||
leverage=1.0
|
||||
)
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
|
||||
"stoploss", "create_order", retries=1,
|
||||
pair='ETH/BTC', amount=1, stop_price=220, order_types={},
|
||||
side=side, leverage=1.0)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('side', [("sell"), ("buy")])
|
||||
def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
|
||||
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()
|
||||
|
||||
order = exchange.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'] == 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):
|
||||
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)
|
||||
# Test with invalid order case ...
|
||||
order['type'] = 'stop_loss_limit'
|
||||
assert not exchange.stoploss_adjust(sl3, order, side=side)
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
|
||||
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
|
||||
|
||||
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
|
||||
exchange.fetch_stoploss_order('Y', 'TKN/BTC')
|
||||
|
||||
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'
|
||||
|
||||
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
|
||||
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
|
||||
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
|
||||
|
||||
# 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.copy())
|
||||
|
||||
# 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()
|
||||
api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers = MagicMock(
|
||||
return_value={'result': [
|
||||
{'orderId': 'mocked_market_sell', 'type': 'market', 'side': 'sell', 'price': 0.254}
|
||||
]})
|
||||
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 == 1
|
||||
api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers.call_count == 1
|
||||
expected_resp = limit_sell_order.copy()
|
||||
expected_resp.update({
|
||||
'id_stop': 'X',
|
||||
'id': 'X',
|
||||
'type': 'stop',
|
||||
'status_stop': 'triggered',
|
||||
})
|
||||
assert expected_resp == resp
|
||||
|
||||
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')
|
||||
assert api_mock.fetch_orders.call_count == 1
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
|
||||
'fetch_stoploss_order', 'fetch_orders',
|
||||
retries=API_FETCH_ORDER_RETRY_COUNT + 1,
|
||||
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'
|
|
@ -19,11 +19,6 @@ twentyfive_hours = FtPrecise(25.0)
|
|||
('kraken', 0.00025, ten_mins, 0.03),
|
||||
('kraken', 0.00025, five_hours, 0.045),
|
||||
('kraken', 0.00025, twentyfive_hours, 0.12),
|
||||
# FTX
|
||||
('ftx', 0.0005, ten_mins, 0.00125),
|
||||
('ftx', 0.00025, ten_mins, 0.000625),
|
||||
('ftx', 0.00025, five_hours, 0.003125),
|
||||
('ftx', 0.00025, twentyfive_hours, 0.015625),
|
||||
])
|
||||
def test_interest(exchange, interest_rate, hours, expected):
|
||||
borrowed = FtPrecise(60.0)
|
||||
|
|
|
@ -612,9 +612,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
|
|||
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
|
||||
"BTC", "binance", ['ETH/BTC', 'LTC/BTC', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
|
||||
# ftx data is already in Quote currency, therefore won't require conversion
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
|
||||
"BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
|
||||
# ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
# "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
|
||||
# "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
|
||||
])
|
||||
def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
|
||||
pairlists, base_currency, exchange, volumefilter_result) -> None:
|
||||
|
@ -636,8 +636,6 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
|
|||
ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
|
||||
ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
|
||||
|
||||
mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)
|
||||
|
||||
ohlcv_data = {
|
||||
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
|
||||
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
|
||||
|
|
|
@ -3036,7 +3036,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
|
||||
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
|
||||
indirect=['limit_buy_order_canceled_empty'])
|
||||
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
|
||||
limit_buy_order_canceled_empty) -> None:
|
||||
|
|
Loading…
Reference in New Issue
Block a user