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Merge pull request #8865 from freqtrade/online_test_trade_history

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Online test trade history
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Matthias 2023-07-07 13:55:21 +02:00 committed by GitHub
commit dacbcdb710
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2 changed files with 18 additions and 2 deletions
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2
freqtrade/data/history/history_utils.py
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@ -354,7 +354,7 @@ def _download_trades_history(exchange: Exchange,
trades = []
if not since:
since = int((datetime.now() - timedelta(days=-new_pairs_days)).timestamp()) * 1000
since = int((datetime.now() - timedelta(days=new_pairs_days)).timestamp()) * 1000
from_id = trades[-1][1] if trades else None
if trades and since < trades[-1][0]:

18
tests/exchange/test_ccxt_compat.py
View File

@ -43,6 +43,7 @@ EXCHANGES = {
'hasQuoteVolumeFutures': True,
'leverage_tiers_public': False,
'leverage_in_spot_market': False,
'trades_lookback_hours': 4,
'private_methods': [
'fapiPrivateGetPositionSideDual',
'fapiPrivateGetMultiAssetsMargin'
@ -98,6 +99,7 @@ EXCHANGES = {
'timeframe': '1h',
'leverage_tiers_public': False,
'leverage_in_spot_market': True,
'trades_lookback_hours': 12,
},
'kucoin': {
'pair': 'XRP/USDT',
@ -640,7 +642,21 @@ class TestCCXTExchange:
assert isinstance(funding_fee, float)
# assert funding_fee > 0
# TODO: tests fetch_trades (?)
def test_ccxt__async_get_trade_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange
if not (lookback := EXCHANGES[exchangename].get('trades_lookback_hours')):
pytest.skip('test_fetch_trades not enabled for this exchange')
pair = EXCHANGES[exchangename]['pair']
since = int((datetime.now(timezone.utc) - timedelta(hours=lookback)).timestamp() * 1000)
res = exch.loop.run_until_complete(
exch._async_get_trade_history(pair, since, None, None)
)
assert len(res) == 2
res_pair, res_trades = res
assert res_pair == pair
assert isinstance(res_trades, list)
assert res_trades[0][0] >= since
assert len(res_trades) > 1200
def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchangename = exchange