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Merge pull request #9032 from freqtrade/online_test_refactor
Online test refactor
This commit is contained in:
Matthias
GitHub
commit
47adebd872
0
tests/exchange_online/__init__.py
Normal file
0
tests/exchange_online/__init__.py
Normal file
329
tests/exchange_online/conftest.py
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329
tests/exchange_online/conftest.py
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@ -0,0 +1,329 @@
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from copy import deepcopy
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from pathlib import Path
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from typing import Tuple
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import pytest
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from freqtrade.constants import Config
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from freqtrade.exchange.exchange import Exchange
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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from tests.conftest import EXMS, get_default_conf_usdt
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EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
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# Exchanges that should be tested online
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EXCHANGES = {
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'bittrex': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': False,
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'timeframe': '1h',
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'leverage_tiers_public': False,
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'leverage_in_spot_market': False,
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},
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'binance': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'use_ci_proxy': True,
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'futures': True,
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'futures_pair': 'BTC/USDT:USDT',
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'hasQuoteVolumeFutures': True,
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'leverage_tiers_public': False,
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'leverage_in_spot_market': False,
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'trades_lookback_hours': 4,
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'private_methods': [
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'fapiPrivateGetPositionSideDual',
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'fapiPrivateGetMultiAssetsMargin'
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],
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'sample_order': [{
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"symbol": "SOLUSDT",
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"orderId": 3551312894,
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"orderListId": -1,
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"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
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"transactTime": 1674493798550,
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"price": "15.50000000",
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"origQty": "1.10000000",
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"executedQty": "0.00000000",
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"cummulativeQuoteQty": "0.00000000",
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"status": "NEW",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"side": "BUY",
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"workingTime": 1674493798550,
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"fills": [],
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"selfTradePreventionMode": "NONE",
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}]
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},
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'binanceus': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'futures': False,
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'sample_order': [{
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"symbol": "SOLUSDT",
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"orderId": 3551312894,
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"orderListId": -1,
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"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
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"transactTime": 1674493798550,
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"price": "15.50000000",
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"origQty": "1.10000000",
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"executedQty": "0.00000000",
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"cummulativeQuoteQty": "0.00000000",
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"status": "NEW",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"side": "BUY",
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"workingTime": 1674493798550,
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"fills": [],
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"selfTradePreventionMode": "NONE",
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}]
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},
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'kraken': {
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'pair': 'BTC/USD',
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'stake_currency': 'USD',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'leverage_tiers_public': False,
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'leverage_in_spot_market': True,
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'trades_lookback_hours': 12,
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},
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'kucoin': {
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'pair': 'XRP/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'leverage_tiers_public': False,
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'leverage_in_spot_market': True,
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'sample_order': [
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{'id': '63d6742d0adc5570001d2bbf7'}, # create order
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{
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'id': '63d6742d0adc5570001d2bbf7',
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'symbol': 'SOL-USDT',
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'opType': 'DEAL',
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'type': 'limit',
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'side': 'buy',
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'price': '15.5',
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'size': '1.1',
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'funds': '0',
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'dealFunds': '17.05',
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'dealSize': '1.1',
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'fee': '0.000065252',
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'feeCurrency': 'USDT',
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'stp': '',
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'stop': '',
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'stopTriggered': False,
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'stopPrice': '0',
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'timeInForce': 'GTC',
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'postOnly': False,
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'hidden': False,
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'iceberg': False,
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'visibleSize': '0',
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'cancelAfter': 0,
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'channel': 'API',
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'clientOid': '0a053870-11bf-41e5-be61-b272a4cb62e1',
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'remark': None,
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'tags': 'partner:ccxt',
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'isActive': False,
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'cancelExist': False,
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'createdAt': 1674493798550,
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'tradeType': 'TRADE'
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}],
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},
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'gate': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'futures': True,
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'futures_pair': 'BTC/USDT:USDT',
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'hasQuoteVolumeFutures': True,
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'leverage_tiers_public': True,
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'leverage_in_spot_market': True,
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'sample_order': [
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{
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"id": "276266139423",
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"text": "apiv4",
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"create_time": "1674493798",
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"update_time": "1674493798",
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"create_time_ms": "1674493798550",
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"update_time_ms": "1674493798550",
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"status": "closed",
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"currency_pair": "SOL_USDT",
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"type": "limit",
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"account": "spot",
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"side": "buy",
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"amount": "1.1",
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"price": "15.5",
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"time_in_force": "gtc",
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"iceberg": "0",
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"left": "0",
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"fill_price": "17.05",
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"filled_total": "17.05",
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"avg_deal_price": "15.5",
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"fee": "0.0000018",
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"fee_currency": "SOL",
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"point_fee": "0",
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"gt_fee": "0",
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"gt_maker_fee": "0",
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"gt_taker_fee": "0.0015",
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"gt_discount": True,
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"rebated_fee": "0",
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"rebated_fee_currency": "USDT"
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},
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{
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# market order
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'id': '276401180529',
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'text': 'apiv4',
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'create_time': '1674493798',
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'update_time': '1674493798',
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'create_time_ms': '1674493798550',
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'update_time_ms': '1674493798550',
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'status': 'cancelled',
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'currency_pair': 'SOL_USDT',
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'type': 'market',
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'account': 'spot',
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'side': 'buy',
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'amount': '17.05',
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'price': '0',
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'time_in_force': 'ioc',
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'iceberg': '0',
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'left': '0.0000000016228',
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'fill_price': '17.05',
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'filled_total': '17.05',
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'avg_deal_price': '15.5',
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'fee': '0',
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'fee_currency': 'SOL',
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'point_fee': '0.0199999999967544',
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'gt_fee': '0',
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'gt_maker_fee': '0',
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'gt_taker_fee': '0',
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'gt_discount': False,
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'rebated_fee': '0',
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'rebated_fee_currency': 'USDT'
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}
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],
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},
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'okx': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'futures': True,
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'futures_pair': 'BTC/USDT:USDT',
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'hasQuoteVolumeFutures': False,
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'leverage_tiers_public': True,
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'leverage_in_spot_market': True,
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'private_methods': ['fetch_accounts'],
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},
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'bybit': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': True,
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'use_ci_proxy': True,
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'timeframe': '1h',
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'futures_pair': 'BTC/USDT:USDT',
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'futures': True,
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'leverage_tiers_public': True,
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'leverage_in_spot_market': True,
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'sample_order': [
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{
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"orderId": "1274754916287346280",
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"orderLinkId": "1666798627015730",
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"symbol": "SOLUSDT",
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"createTime": "1674493798550",
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"orderPrice": "15.5",
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"orderQty": "1.1",
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"orderType": "LIMIT",
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"side": "BUY",
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"status": "NEW",
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"timeInForce": "GTC",
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"accountId": "5555555",
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"execQty": "0",
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"orderCategory": "0"
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}
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]
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},
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'huobi': {
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'pair': 'ETH/BTC',
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'stake_currency': 'BTC',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'futures': False,
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},
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'bitvavo': {
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'pair': 'BTC/EUR',
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'stake_currency': 'EUR',
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'hasQuoteVolume': True,
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'timeframe': '1h',
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'leverage_tiers_public': False,
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'leverage_in_spot_market': False,
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},
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}
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@pytest.fixture(scope="class")
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def exchange_conf():
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config = get_default_conf_usdt((Path(__file__).parent / "testdata").resolve())
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config['exchange']['pair_whitelist'] = []
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config['exchange']['key'] = ''
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config['exchange']['secret'] = ''
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config['dry_run'] = False
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config['entry_pricing']['use_order_book'] = True
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config['exit_pricing']['use_order_book'] = True
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return config
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def set_test_proxy(config: Config, use_proxy: bool) -> Config:
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# Set proxy to test in CI.
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import os
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if use_proxy and (proxy := os.environ.get('CI_WEB_PROXY')):
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config1 = deepcopy(config)
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config1['exchange']['ccxt_config'] = {
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"httpsProxy": proxy,
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}
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return config1
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return config
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange(request, exchange_conf):
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exchange_conf = set_test_proxy(
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exchange_conf, EXCHANGES[request.param].get('use_ci_proxy', False))
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exchange_conf['exchange']['name'] = request.param
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exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
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exchange = ExchangeResolver.load_exchange(exchange_conf, validate=True)
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yield exchange, request.param
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange_futures(request, exchange_conf, class_mocker):
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if EXCHANGES[request.param].get('futures') is not True:
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pytest.skip(f"Exchange {request.param} does not support futures.")
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else:
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exchange_conf = set_test_proxy(
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exchange_conf, EXCHANGES[request.param].get('use_ci_proxy', False))
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exchange_conf = deepcopy(exchange_conf)
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exchange_conf['exchange']['name'] = request.param
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exchange_conf['trading_mode'] = 'futures'
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exchange_conf['margin_mode'] = 'isolated'
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exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
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class_mocker.patch(
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'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
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class_mocker.patch(f'{EXMS}.fetch_trading_fees')
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class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
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class_mocker.patch('freqtrade.exchange.binance.Binance.additional_exchange_init')
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class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init')
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class_mocker.patch(f'{EXMS}.load_cached_leverage_tiers', return_value=None)
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class_mocker.patch(f'{EXMS}.cache_leverage_tiers')
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exchange = ExchangeResolver.load_exchange(
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exchange_conf, validate=True, load_leverage_tiers=True)
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yield exchange, request.param
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@ -5,338 +5,14 @@ However, these tests should give a good idea to determine if a new exchange is
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suitable to run with freqtrade.
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"""
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from copy import deepcopy
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from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from typing import Tuple
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import pytest
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from freqtrade.constants import Config
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from freqtrade.enums import CandleType
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
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from freqtrade.exchange.exchange import Exchange, timeframe_to_msecs
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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from tests.conftest import EXMS, get_default_conf_usdt
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EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
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# Exchanges that should be tested
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EXCHANGES = {
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'bittrex': {
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'pair': 'BTC/USDT',
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'stake_currency': 'USDT',
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'hasQuoteVolume': False,
|
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'timeframe': '1h',
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'leverage_tiers_public': False,
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'leverage_in_spot_market': False,
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},
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'binance': {
|
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'pair': 'BTC/USDT',
|
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'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,
|
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'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",
|
||||
}]
|
||||
},
|
||||
'binanceus': {
|
||||
'pair': 'BTC/USDT',
|
||||
'stake_currency': 'USDT',
|
||||
'hasQuoteVolume': True,
|
||||
'timeframe': '1h',
|
||||
'futures': False,
|
||||
'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'
|
||||
}
|
||||
],
|
||||
},
|
||||
'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,
|
||||
'leverage_tiers_public': True,
|
||||
'leverage_in_spot_market': True,
|
||||
'sample_order': [
|
||||
{
|
||||
"orderId": "1274754916287346280",
|
||||
"orderLinkId": "1666798627015730",
|
||||
"symbol": "SOLUSDT",
|
||||
"createTime": "1674493798550",
|
||||
"orderPrice": "15.5",
|
||||
"orderQty": "1.1",
|
||||
"orderType": "LIMIT",
|
||||
"side": "BUY",
|
||||
"status": "NEW",
|
||||
"timeInForce": "GTC",
|
||||
"accountId": "5555555",
|
||||
"execQty": "0",
|
||||
"orderCategory": "0"
|
||||
}
|
||||
]
|
||||
},
|
||||
'huobi': {
|
||||
'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,
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
@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,
|
||||
}
|
||||
return config1
|
||||
|
||||
return config
|
||||
|
||||
|
||||
@pytest.fixture(params=EXCHANGES, scope="class")
|
||||
def exchange(request, exchange_conf):
|
||||
exchange_conf = set_test_proxy(
|
||||
exchange_conf, EXCHANGES[request.param].get('use_ci_proxy', False))
|
||||
exchange_conf['exchange']['name'] = request.param
|
||||
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
|
||||
exchange = ExchangeResolver.load_exchange(exchange_conf, validate=True)
|
||||
|
||||
yield exchange, request.param
|
||||
|
||||
|
||||
@pytest.fixture(params=EXCHANGES, scope="class")
|
||||
def exchange_futures(request, exchange_conf, class_mocker):
|
||||
if EXCHANGES[request.param].get('futures') is not True:
|
||||
yield None, request.param
|
||||
else:
|
||||
exchange_conf = set_test_proxy(
|
||||
exchange_conf, EXCHANGES[request.param].get('use_ci_proxy', False))
|
||||
exchange_conf = deepcopy(exchange_conf)
|
||||
exchange_conf['exchange']['name'] = request.param
|
||||
exchange_conf['trading_mode'] = 'futures'
|
||||
exchange_conf['margin_mode'] = 'isolated'
|
||||
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
|
||||
|
||||
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')
|
||||
|
||||
exchange = ExchangeResolver.load_exchange(
|
||||
exchange_conf, validate=True, load_leverage_tiers=True)
|
||||
|
||||
yield exchange, request.param
|
||||
from freqtrade.exchange.exchange import timeframe_to_msecs
|
||||
from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES
|
||||
|
||||
|
||||
@pytest.mark.longrun
|
||||
|
|
@ -371,9 +47,6 @@ class TestCCXTExchange:
|
|||
|
||||
def test_load_markets_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
# exchange_futures only returns values for supported exchanges
|
||||
return
|
||||
pair = EXCHANGES[exchangename]['pair']
|
||||
pair = EXCHANGES[exchangename].get('futures_pair', pair)
|
||||
markets = exchange.markets
|
||||
|
|
@ -561,9 +234,6 @@ class TestCCXTExchange:
|
|||
def test_ccxt__async_get_candle_history_futures(
|
||||
self, exchange_futures: EXCHANGE_FIXTURE_TYPE, candle_type):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
# exchange_futures only returns values for supported exchanges
|
||||
return
|
||||
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
|
||||
timeframe = EXCHANGES[exchangename]['timeframe']
|
||||
if candle_type == CandleType.FUNDING_RATE:
|
||||
|
|
@ -579,9 +249,6 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
# exchange_futures only returns values for supported exchanges
|
||||
return
|
||||
|
||||
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
|
||||
since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
|
||||
|
|
@ -617,9 +284,6 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt_fetch_mark_price_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
# exchange_futures only returns values for supported exchanges
|
||||
return
|
||||
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
|
||||
since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
|
||||
pair_tf = (pair, '1h', CandleType.MARK)
|
||||
|
|
@ -641,9 +305,6 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt__calculate_funding_fees(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
exchange, exchangename = exchange_futures
|
||||
if not exchange:
|
||||
# exchange_futures only returns values for supported exchanges
|
||||
return
|
||||
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
|
||||
since = datetime.now(timezone.utc) - timedelta(days=5)
|
||||
|
||||
|
|
@ -690,31 +351,29 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt_get_max_leverage_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
if futures:
|
||||
leverage_tiers_public = EXCHANGES[futures_name].get('leverage_tiers_public')
|
||||
if leverage_tiers_public:
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
EXCHANGES[futures_name]['pair']
|
||||
)
|
||||
futures_leverage = futures.get_max_leverage(futures_pair, 20)
|
||||
assert (isinstance(futures_leverage, float) or isinstance(futures_leverage, int))
|
||||
assert futures_leverage >= 1.0
|
||||
|
||||
def test_ccxt_get_contract_size(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
if futures:
|
||||
leverage_tiers_public = EXCHANGES[futures_name].get('leverage_tiers_public')
|
||||
if leverage_tiers_public:
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
EXCHANGES[futures_name]['pair']
|
||||
)
|
||||
contract_size = futures.get_contract_size(futures_pair)
|
||||
assert (isinstance(contract_size, float) or isinstance(contract_size, int))
|
||||
assert contract_size >= 0.0
|
||||
futures_leverage = futures.get_max_leverage(futures_pair, 20)
|
||||
assert (isinstance(futures_leverage, float) or isinstance(futures_leverage, int))
|
||||
assert futures_leverage >= 1.0
|
||||
|
||||
def test_ccxt_get_contract_size(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
EXCHANGES[futures_name]['pair']
|
||||
)
|
||||
contract_size = futures.get_contract_size(futures_pair)
|
||||
assert (isinstance(contract_size, float) or isinstance(contract_size, int))
|
||||
assert contract_size >= 0.0
|
||||
|
||||
def test_ccxt_load_leverage_tiers(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
|
||||
if EXCHANGES[futures_name].get('leverage_tiers_public'):
|
||||
leverage_tiers = futures.load_leverage_tiers()
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
|
|
@ -747,7 +406,7 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt_dry_run_liquidation_price(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
|
||||
if EXCHANGES[futures_name].get('leverage_tiers_public'):
|
||||
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
|
|
@ -780,14 +439,13 @@ class TestCCXTExchange:
|
|||
|
||||
def test_ccxt_get_max_pair_stake_amount(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
|
||||
futures, futures_name = exchange_futures
|
||||
if futures:
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
EXCHANGES[futures_name]['pair']
|
||||
)
|
||||
max_stake_amount = futures.get_max_pair_stake_amount(futures_pair, 40000)
|
||||
assert (isinstance(max_stake_amount, float))
|
||||
assert max_stake_amount >= 0.0
|
||||
futures_pair = EXCHANGES[futures_name].get(
|
||||
'futures_pair',
|
||||
EXCHANGES[futures_name]['pair']
|
||||
)
|
||||
max_stake_amount = futures.get_max_pair_stake_amount(futures_pair, 40000)
|
||||
assert (isinstance(max_stake_amount, float))
|
||||
assert max_stake_amount >= 0.0
|
||||
|
||||
def test_private_method_presence(self, exchange: EXCHANGE_FIXTURE_TYPE):
|
||||
exch, exchangename = exchange
|
||||
Loading…
Reference in New Issue
Block a user