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Merge pull request #1652 from freqtrade/fix/tif-market_order_combo

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Fix/tif market order combo
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Misagh 2019-03-12 11:46:15 +01:00 committed by GitHub
commit d14134ddce
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3 changed files with 146 additions and 72 deletions
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4
freqtrade/exchange/exchange.py
View File

@ -352,7 +352,7 @@ class Exchange(object):
return dry_order
params = self._params.copy()
if time_in_force != 'gtc':
if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force})
return self.create_order(pair, ordertype, 'buy', amount, rate, params)
@ -365,7 +365,7 @@ class Exchange(object):
return dry_order
params = self._params.copy()
if time_in_force != 'gtc':
if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force})
return self.create_order(pair, ordertype, 'sell', amount, rate, params)

147
freqtrade/tests/exchange/test_exchange.py
View File

@ -4,7 +4,7 @@ import copy
import logging
from datetime import datetime
from random import randint
from unittest.mock import Mock, MagicMock, PropertyMock
from unittest.mock import MagicMock, Mock, PropertyMock
import arrow
import ccxt
@ -12,11 +12,10 @@ import pytest
from pandas import DataFrame
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import Exchange, Kraken, Binance
from freqtrade.exchange import Binance, Exchange, Kraken
from freqtrade.exchange.exchange import API_RETRY_COUNT
from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
# Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', ]
@ -591,11 +590,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
amount=1, rate=200, time_in_force=time_in_force)
def test_buy_considers_time_in_force(default_conf, mocker):
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
time_in_force = 'ioc'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
@ -605,7 +603,27 @@ def test_buy_considers_time_in_force(default_conf, mocker):
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit'
time_in_force = 'ioc'
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
order_type = 'market'
time_in_force = 'ioc'
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
@ -618,68 +636,8 @@ def test_buy_considers_time_in_force(default_conf, mocker):
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc'}
def test_buy_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
time_in_force = 'ioc'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
'trading_agreement': 'agree'}
def test_sell_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
# Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
def test_sell_dry_run(default_conf, mocker):
@ -750,6 +708,55 @@ def test_sell_prod(default_conf, mocker, exchange_name):
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.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.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit'
time_in_force = 'ioc'
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
order_type = 'market'
time_in_force = 'ioc'
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
# Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
def test_get_balance_dry_run(default_conf, mocker):
default_conf['dry_run'] = True

67
freqtrade/tests/exchange/test_kraken.py Normal file
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@ -0,0 +1,67 @@
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
from random import randint
from unittest.mock import MagicMock
from freqtrade.tests.conftest import get_patched_exchange
def test_buy_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'limit'
time_in_force = 'ioc'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
'trading_agreement': 'agree'}
def test_sell_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}