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https://github.com/freqtrade/freqtrade.git
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Merge pull request #1595 from freqtrade/binance_subclass
Create binance Subclass and parametrize exchange-tests
This commit is contained in:
Matthias
GitHub
commit
ee0e381d65
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@ -1,2 +1,3 @@
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from freqtrade.exchange.exchange import Exchange # noqa: F401
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from freqtrade.exchange.kraken import Kraken # noqa: F401
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from freqtrade.exchange.binance import Binance # noqa: F401
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26
freqtrade/exchange/binance.py
Normal file
26
freqtrade/exchange/binance.py
Normal file
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@ -0,0 +1,26 @@
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""" Binance exchange subclass """
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import logging
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from typing import Dict
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Binance(Exchange):
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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}
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def get_order_book(self, pair: str, limit: int = 100) -> dict:
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"""
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get order book level 2 from exchange
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20180619: binance support limits but only on specific range
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"""
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limit_range = [5, 10, 20, 50, 100, 500, 1000]
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# get next-higher step in the limit_range list
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limit = min(list(filter(lambda x: limit <= x, limit_range)))
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return super(Binance, self).get_order_book(pair, limit)
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@ -24,7 +24,7 @@ API_RETRY_COUNT = 4
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# Urls to exchange markets, insert quote and base with .format()
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_EXCHANGE_URLS = {
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ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}',
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ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}'
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ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}',
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}
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@ -69,11 +69,17 @@ class Exchange(object):
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_conf: Dict = {}
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_params: Dict = {}
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# Dict to specify which options each exchange implements
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# TODO: this should be merged with attributes from subclasses
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# To avoid having to copy/paste this to all subclasses.
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_ft_has = {
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"stoploss_on_exchange": False,
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}
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def __init__(self, config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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it does basic validation whether the specified exchange and pairs are valid.
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:return: None
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"""
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self._conf.update(config)
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@ -236,11 +242,11 @@ class Exchange(object):
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raise OperationalException(
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f'Exchange {self.name} does not support market orders.')
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if order_types.get('stoploss_on_exchange'):
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if self.name != 'Binance':
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raise OperationalException(
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'On exchange stoploss is not supported for %s.' % self.name
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)
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if (order_types.get("stoploss_on_exchange")
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and not self._ft_has.get("stoploss_on_exchange", False)):
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raise OperationalException(
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'On exchange stoploss is not supported for %s.' % self.name
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)
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def validate_order_time_in_force(self, order_time_in_force: Dict) -> None:
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"""
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@ -368,6 +374,7 @@ class Exchange(object):
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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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TODO: implementation maybe needs to be moved to the binance subclass
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"""
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ordertype = "stop_loss_limit"
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@ -614,18 +621,8 @@ class Exchange(object):
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Notes:
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20180619: bittrex doesnt support limits -.-
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20180619: binance support limits but only on specific range
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"""
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try:
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if self._api.name == 'Binance':
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limit_range = [5, 10, 20, 50, 100, 500, 1000]
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# get next-higher step in the limit_range list
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limit = min(list(filter(lambda x: limit <= x, limit_range)))
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# above script works like loop below (but with slightly better performance):
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# for limitx in limit_range:
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# if limit <= limitx:
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# limit = limitx
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# break
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return self._api.fetch_l2_order_book(pair, limit)
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except ccxt.NotSupported as e:
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@ -12,12 +12,16 @@ import pytest
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from pandas import DataFrame
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from freqtrade import DependencyException, OperationalException, TemporaryError
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from freqtrade.exchange import Exchange, Kraken
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from freqtrade.exchange import Exchange, Kraken, Binance
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from freqtrade.exchange.exchange import API_RETRY_COUNT
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from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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# Make sure to always keep one exchange here which is NOT subclassed!!
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EXCHANGES = ['bittrex', 'binance', 'kraken', ]
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# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
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def get_mock_coro(return_value):
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async def mock_coro(*args, **kwargs):
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@ -26,16 +30,17 @@ def get_mock_coro(return_value):
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return Mock(wraps=mock_coro)
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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fun, mock_ccxt_fun, **kwargs):
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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@ -113,7 +118,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
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mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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exchange = ExchangeResolver('Binance', default_conf).exchange
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exchange = ExchangeResolver('Bittrex', default_conf).exchange
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assert isinstance(exchange, Exchange)
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assert log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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caplog.record_tuples)
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@ -122,6 +127,15 @@ def test_exchange_resolver(default_conf, mocker, caplog):
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exchange = ExchangeResolver('Kraken', default_conf).exchange
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assert isinstance(exchange, Exchange)
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assert isinstance(exchange, Kraken)
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assert not isinstance(exchange, Binance)
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assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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caplog.record_tuples)
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exchange = ExchangeResolver('Binance', default_conf).exchange
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assert isinstance(exchange, Exchange)
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assert isinstance(exchange, Binance)
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assert not isinstance(exchange, Kraken)
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assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
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caplog.record_tuples)
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@ -447,9 +461,10 @@ def test_exchange_has(default_conf, mocker):
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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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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_dry_run_order(default_conf, mocker, side, exchange_name):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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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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@ -466,7 +481,8 @@ def test_dry_run_order(default_conf, mocker, side):
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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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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
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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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@ -478,7 +494,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate):
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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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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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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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@ -503,7 +519,8 @@ def test_buy_dry_run(default_conf, mocker):
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assert 'dry_run_buy_' in order['id']
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def test_buy_prod(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_buy_prod(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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order_type = 'market'
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@ -517,7 +534,7 @@ def test_buy_prod(default_conf, mocker):
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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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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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@ -548,25 +565,25 @@ def test_buy_prod(default_conf, mocker):
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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with pytest.raises(OperationalException):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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@ -671,7 +688,8 @@ def test_sell_dry_run(default_conf, mocker):
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assert 'dry_run_sell_' in order['id']
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def test_sell_prod(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_sell_prod(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
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order_type = 'market'
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@ -685,7 +703,7 @@ def test_sell_prod(default_conf, mocker):
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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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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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@ -710,22 +728,22 @@ def test_sell_prod(default_conf, mocker):
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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with pytest.raises(OperationalException):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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@ -736,23 +754,24 @@ def test_get_balance_dry_run(default_conf, mocker):
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assert exchange.get_balance(currency='BTC') == 999.9
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def test_get_balance_prod(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_balance_prod(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert exchange.get_balance(currency='BTC') == 123.4
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with pytest.raises(OperationalException):
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api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_balance(currency='BTC')
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with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'):
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={}))
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exchange.get_balance(currency='BTC')
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@ -763,7 +782,8 @@ def test_get_balances_dry_run(default_conf, mocker):
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assert exchange.get_balances() == {}
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def test_get_balances_prod(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_balances_prod(default_conf, mocker, exchange_name):
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balance_item = {
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'free': 10.0,
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'total': 10.0,
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@ -777,17 +797,18 @@ def test_get_balances_prod(default_conf, mocker):
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'3ST': balance_item
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})
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert len(exchange.get_balances()) == 3
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assert exchange.get_balances()['1ST']['free'] == 10.0
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assert exchange.get_balances()['1ST']['total'] == 10.0
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assert exchange.get_balances()['1ST']['used'] == 0.0
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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"get_balances", "fetch_balance")
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def test_get_tickers(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_tickers(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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tick = {'ETH/BTC': {
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'symbol': 'ETH/BTC',
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@ -802,7 +823,7 @@ def test_get_tickers(default_conf, mocker):
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}
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}
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api_mock.fetch_tickers = MagicMock(return_value=tick)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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# retrieve original ticker
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tickers = exchange.get_tickers()
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||||
|
||||
|
|
@ -813,20 +834,21 @@ def test_get_tickers(default_conf, mocker):
|
|||
assert tickers['BCH/BTC']['bid'] == 0.6
|
||||
assert tickers['BCH/BTC']['ask'] == 0.5
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
"get_tickers", "fetch_tickers")
|
||||
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_tickers()
|
||||
|
||||
api_mock.fetch_tickers = MagicMock(return_value={})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_tickers()
|
||||
|
||||
|
||||
def test_get_ticker(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_ticker(default_conf, mocker, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
tick = {
|
||||
'symbol': 'ETH/BTC',
|
||||
|
|
@ -836,7 +858,7 @@ def test_get_ticker(default_conf, mocker):
|
|||
}
|
||||
api_mock.fetch_ticker = MagicMock(return_value=tick)
|
||||
api_mock.markets = {'ETH/BTC': {}}
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
# retrieve original ticker
|
||||
ticker = exchange.get_ticker(pair='ETH/BTC')
|
||||
|
||||
|
|
@ -851,7 +873,7 @@ def test_get_ticker(default_conf, mocker):
|
|||
'last': 42,
|
||||
}
|
||||
api_mock.fetch_ticker = MagicMock(return_value=tick)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
|
||||
# if not caching the result we should get the same ticker
|
||||
# if not fetching a new result we should get the cached ticker
|
||||
|
|
@ -870,20 +892,21 @@ def test_get_ticker(default_conf, mocker):
|
|||
exchange.get_ticker(pair='ETH/BTC', refresh=False)
|
||||
assert api_mock.fetch_ticker.call_count == 0
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
"get_ticker", "fetch_ticker",
|
||||
pair='ETH/BTC', refresh=True)
|
||||
|
||||
api_mock.fetch_ticker = MagicMock(return_value={})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_ticker(pair='ETH/BTC', refresh=True)
|
||||
|
||||
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
|
||||
exchange.get_ticker(pair='XRP/ETH', refresh=True)
|
||||
|
||||
|
||||
def test_get_history(default_conf, mocker, caplog):
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_history(default_conf, mocker, caplog, exchange_name):
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
tick = [
|
||||
[
|
||||
arrow.utcnow().timestamp * 1000, # unix timestamp ms
|
||||
|
|
@ -962,7 +985,8 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
|
|||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test__async_get_candle_history(default_conf, mocker, caplog):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
|
||||
tick = [
|
||||
[
|
||||
arrow.utcnow().timestamp * 1000, # unix timestamp ms
|
||||
|
|
@ -975,11 +999,10 @@ async def test__async_get_candle_history(default_conf, mocker, caplog):
|
|||
]
|
||||
|
||||
caplog.set_level(logging.DEBUG)
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
# Monkey-patch async function
|
||||
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
|
||||
|
||||
exchange = Exchange(default_conf)
|
||||
pair = 'ETH/BTC'
|
||||
res = await exchange._async_get_candle_history(pair, "5m")
|
||||
assert type(res) is tuple
|
||||
|
|
@ -998,7 +1021,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog):
|
|||
api_mock = MagicMock()
|
||||
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
|
||||
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
await exchange._async_get_candle_history(pair, "5m",
|
||||
(arrow.utcnow().timestamp - 2000) * 1000)
|
||||
|
||||
|
|
@ -1051,12 +1074,13 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
|
|||
assert log_has("Async code raised an exception: TypeError", caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_order_book(default_conf, mocker, order_book_l2):
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
|
||||
default_conf['exchange']['name'] = exchange_name
|
||||
api_mock = MagicMock()
|
||||
|
||||
api_mock.fetch_l2_order_book = order_book_l2
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
|
||||
assert 'bids' in order_book
|
||||
assert 'asks' in order_book
|
||||
|
|
@ -1064,19 +1088,20 @@ def test_get_order_book(default_conf, mocker, order_book_l2):
|
|||
assert len(order_book['asks']) == 10
|
||||
|
||||
|
||||
def test_get_order_book_exception(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_order_book_exception(default_conf, mocker, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_order_book(pair='ETH/BTC', limit=50)
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_order_book(pair='ETH/BTC', limit=50)
|
||||
with pytest.raises(OperationalException):
|
||||
api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_order_book(pair='ETH/BTC', limit=50)
|
||||
|
||||
|
||||
|
|
@ -1089,8 +1114,9 @@ def make_fetch_ohlcv_mock(data):
|
|||
return fetch_ohlcv_mock
|
||||
|
||||
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
@pytest.mark.asyncio
|
||||
async def test___async_get_candle_history_sort(default_conf, mocker):
|
||||
async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
|
||||
def sort_data(data, key):
|
||||
return sorted(data, key=key)
|
||||
|
||||
|
|
@ -1108,7 +1134,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
|
|||
[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
|
||||
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
|
||||
]
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
|
||||
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
|
||||
# Test the ticker history sort
|
||||
|
|
@ -1170,36 +1196,39 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
|
|||
assert ticks[9][5] == 2.31452783
|
||||
|
||||
|
||||
def test_cancel_order_dry_run(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
|
||||
default_conf['dry_run'] = True
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
|
||||
|
||||
|
||||
# Ensure that if not dry_run, we should call API
|
||||
def test_cancel_order(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_cancel_order(default_conf, mocker, exchange_name):
|
||||
default_conf['dry_run'] = False
|
||||
api_mock = MagicMock()
|
||||
api_mock.cancel_order = MagicMock(return_value=123)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.cancel_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
"cancel_order", "cancel_order",
|
||||
order_id='_', pair='TKN/BTC')
|
||||
|
||||
|
||||
def test_get_order(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_order(default_conf, mocker, exchange_name):
|
||||
default_conf['dry_run'] = True
|
||||
order = MagicMock()
|
||||
order.myid = 123
|
||||
exchange = get_patched_exchange(mocker, default_conf)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
|
||||
exchange._dry_run_open_orders['X'] = order
|
||||
print(exchange.get_order('X', 'TKN/BTC'))
|
||||
assert exchange.get_order('X', 'TKN/BTC').myid == 123
|
||||
|
|
@ -1207,33 +1236,28 @@ def test_get_order(default_conf, mocker):
|
|||
default_conf['dry_run'] = False
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_order = MagicMock(return_value=456)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
assert exchange.get_order('X', 'TKN/BTC') == 456
|
||||
|
||||
with pytest.raises(DependencyException):
|
||||
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
exchange.get_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
'get_order', 'fetch_order',
|
||||
order_id='_', pair='TKN/BTC')
|
||||
|
||||
|
||||
def test_name(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_name(default_conf, mocker, exchange_name):
|
||||
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
default_conf['exchange']['name'] = exchange_name
|
||||
exchange = Exchange(default_conf)
|
||||
|
||||
assert exchange.name == 'Binance'
|
||||
|
||||
|
||||
def test_id(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
exchange = Exchange(default_conf)
|
||||
assert exchange.id == 'binance'
|
||||
assert exchange.name == exchange_name.title()
|
||||
assert exchange.id == exchange_name
|
||||
|
||||
|
||||
def test_get_pair_detail_url(default_conf, mocker, caplog):
|
||||
|
|
@ -1267,7 +1291,8 @@ def test_get_pair_detail_url(default_conf, mocker, caplog):
|
|||
assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_trades_for_order(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_trades_for_order(default_conf, mocker, exchange_name):
|
||||
order_id = 'ABCD-ABCD'
|
||||
since = datetime(2018, 5, 5)
|
||||
default_conf["dry_run"] = False
|
||||
|
|
@ -1294,13 +1319,13 @@ def test_get_trades_for_order(default_conf, mocker):
|
|||
'amount': 0.2340606,
|
||||
'fee': {'cost': 0.06179, 'currency': 'BTC'}
|
||||
}])
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
|
||||
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
|
||||
assert len(orders) == 1
|
||||
assert orders[0]['price'] == 165
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
'get_trades_for_order', 'fetch_my_trades',
|
||||
order_id=order_id, pair='LTC/BTC', since=since)
|
||||
|
||||
|
|
@ -1308,10 +1333,11 @@ def test_get_trades_for_order(default_conf, mocker):
|
|||
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
|
||||
|
||||
|
||||
def test_get_markets(default_conf, mocker, markets):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_markets(default_conf, mocker, markets, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_markets = markets
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
ret = exchange.get_markets()
|
||||
assert isinstance(ret, list)
|
||||
assert len(ret) == 6
|
||||
|
|
@ -1319,11 +1345,12 @@ def test_get_markets(default_conf, mocker, markets):
|
|||
assert ret[0]["id"] == "ethbtc"
|
||||
assert ret[0]["symbol"] == "ETH/BTC"
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
'get_markets', 'fetch_markets')
|
||||
|
||||
|
||||
def test_get_fee(default_conf, mocker):
|
||||
@pytest.mark.parametrize("exchange_name", EXCHANGES)
|
||||
def test_get_fee(default_conf, mocker, exchange_name):
|
||||
api_mock = MagicMock()
|
||||
api_mock.calculate_fee = MagicMock(return_value={
|
||||
'type': 'taker',
|
||||
|
|
@ -1331,11 +1358,11 @@ def test_get_fee(default_conf, mocker):
|
|||
'rate': 0.025,
|
||||
'cost': 0.05
|
||||
})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
|
||||
assert exchange.get_fee() == 0.025
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
'get_fee', 'calculate_fee')
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user