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feat: Add Orderflow -> exchange support validation

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This commit is contained in:
Matthias 2024-07-21 20:09:14 +02:00
parent 8591b9f0c8
commit 72f6ee8e8b
2 changed files with 25 additions and 0 deletions
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9
freqtrade/exchange/exchange.py
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@ -328,6 +328,7 @@ class Exchange:
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config["exit_pricing"])
self.validate_pricing(config["entry_pricing"])
self.validate_orderflow(config["exchange"])
def _init_ccxt(
self, exchange_config: Dict[str, Any], sync: bool, ccxt_kwargs: Dict[str, Any]
@ -795,6 +796,14 @@ class Exchange:
f"Time in force policies are not supported for {self.name} yet."
)
def validate_orderflow(self, exchange: Dict) -> None:
if exchange.get("use_public_trades", False) and (
not self.exchange_has("fetchTrades") or not self._ft_has["trades_has_history"]
):
raise ConfigurationError(
f"Trade data not available for {self.name}. Can't use orderflow feature."
)
def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
"""
Checks if required startup_candles is more than ohlcv_candle_limit().

16
tests/exchange/test_exchange.py
View File

@ -326,6 +326,22 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
def test_validate_orderflow(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
# Test bybit - as it doesn't support historic trades data.
ex = get_patched_exchange(mocker, default_conf, exchange="bybit")
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
ex.validate_orderflow({"use_public_trades": False})
with pytest.raises(ConfigurationError, match=r"Trade data not available for.*"):
ex.validate_orderflow({"use_public_trades": True})
# Binance supports orderflow.
ex = get_patched_exchange(mocker, default_conf, exchange="binance")
ex.validate_orderflow({"use_public_trades": False})
ex.validate_orderflow({"use_public_trades": True})
@pytest.mark.parametrize(
"price,precision_mode,precision,expected",
[