mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 17:41:12 +00:00
Matthias
GitHub
commit
c7b6e19872
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@ -282,104 +282,95 @@ class Exchange(object):
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price = ceil(big_price) / pow(10, symbol_prec)
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return price
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def buy(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force) -> Dict:
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if self._conf['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': ordertype,
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'side': 'buy',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed',
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'fee': None
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}
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return {'id': order_id}
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def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict[str, Any]:
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order_id = f'dry_run_{side}_{randint(0, 10**6)}'
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dry_order = { # TODO: additional entry should be added for stoploss limit
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"id": order_id,
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'pair': pair,
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'price': rate,
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'amount': amount,
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"cost": amount * rate,
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'type': ordertype,
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'side': 'buy',
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'remaining': amount,
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'datetime': arrow.utcnow().isoformat(),
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'status': "open",
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'fee': None,
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"info": {}
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}
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self._store_dry_order(dry_order)
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return dry_order
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def _store_dry_order(self, dry_order: Dict) -> None:
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closed_order = dry_order.copy()
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if closed_order["type"] in ["market", "limit"]:
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closed_order.update({
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"status": "closed",
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"filled": closed_order["amount"],
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"remaining": 0
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})
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self._dry_run_open_orders[closed_order["id"]] = closed_order
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def create_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict:
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'buy',
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return self._api.create_order(pair, ordertype, side,
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
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f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Could not create {ordertype} {side} order on market {pair}.'
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f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {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 buy order due to {e.__class__.__name__}. Message: {e}')
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f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def buy(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force) -> Dict:
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if self._conf['dry_run']:
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dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
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return dry_order
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self.create_order(pair, ordertype, 'buy', amount, rate, params)
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def sell(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force='gtc') -> Dict:
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if self._conf['dry_run']:
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order_id = f'dry_run_sell_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': ordertype,
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'side': 'sell',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed'
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}
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return {'id': order_id}
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dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
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return dry_order
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'sell',
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {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 sell order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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return self.create_order(pair, ordertype, 'sell', amount, rate, params)
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def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
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"""
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creates a stoploss limit order.
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NOTICE: it is not supported by all exchanges. only binance is tested for now.
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"""
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ordertype = "stop_loss_limit"
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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stop_price = self.symbol_price_prec(pair, stop_price)
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# Ensure rate is less than stop price
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@ -388,50 +379,17 @@ class Exchange(object):
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'In stoploss limit order, stop price should be more than limit price')
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if self._conf['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'info': {},
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'id': order_id,
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'pair': pair,
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'price': stop_price,
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'amount': amount,
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'type': 'stop_loss_limit',
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'side': 'sell',
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'remaining': amount,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'open',
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'fee': None
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}
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return self._dry_run_open_orders[order_id]
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dry_order = self.dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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return dry_order
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try:
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
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amount, rate, params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s' % (pair, stop_price, rate))
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return order
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to place stoploss limit order on market {pair}. '
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f'Tried to put a stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not place stoploss limit order on market {pair}.'
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f'Tried to place stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {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 stoploss limit order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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order = self.create_order(pair, ordertype, 'sell', amount, rate, params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s' % (pair, stop_price, rate))
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return order
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@retrier
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def get_balance(self, currency: str) -> float:
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@ -578,7 +536,7 @@ class Exchange(object):
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interval_in_sec = constants.TICKER_INTERVAL_MINUTES[ticker_interval] * 60
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return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
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+ interval_in_sec) >= arrow.utcnow().timestamp)
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+ interval_in_sec) >= arrow.utcnow().timestamp)
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@retrier_async
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async def _async_get_candle_history(self, pair: str, tick_interval: str,
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@ -637,9 +595,6 @@ class Exchange(object):
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def get_order(self, order_id: str, pair: str) -> Dict:
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if self._conf['dry_run']:
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order = self._dry_run_open_orders[order_id]
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order.update({
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'id': order_id
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})
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return order
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try:
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return self._api.fetch_order(order_id, pair)
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@ -443,6 +443,56 @@ def test_exchange_has(default_conf, mocker):
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assert not exchange.exchange_has("deadbeef")
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@pytest.mark.parametrize("side", [
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("buy"),
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("sell")
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])
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def test_dry_run_order(default_conf, mocker, side):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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order = exchange.dry_run_order(
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pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
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assert 'id' in order
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assert f'dry_run_{side}_' in order["id"]
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@pytest.mark.parametrize("side", [
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("buy"),
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("sell")
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])
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@pytest.mark.parametrize("ordertype,rate", [
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("market", None),
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("limit", 200),
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("stop_loss_limit", 200)
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])
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def test_create_order(default_conf, mocker, side, ordertype, rate):
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api_mock = MagicMock()
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order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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order = exchange.create_order(
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pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
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assert api_mock.create_order.call_args[0][1] == ordertype
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assert api_mock.create_order.call_args[0][2] == side
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assert api_mock.create_order.call_args[0][3] == 1
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assert api_mock.create_order.call_args[0][4] is rate
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def test_buy_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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