""" Tests in this file do NOT mock network calls, so they are expected to be fluky at times. However, these tests should give a good idea to determine if a new exchange is suitable to run with freqtrade. """ import pytest from pathlib import Path from freqtrade.resolvers.exchange_resolver import ExchangeResolver from tests.conftest import get_default_conf # Exchanges that should be tested EXCHANGES = { 'bittrex': { 'pair': 'BTC/USDT', 'hasQuoteVolume': False, 'timeframe': '5m', }, 'binance': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', }, 'kraken': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', }, 'ftx': { 'pair': 'BTC/USDT', 'hasQuoteVolume': True, 'timeframe': '5m', } } @pytest.fixture(scope="class") def exchange_conf(): config = get_default_conf((Path(__file__).parent / "testdata").resolve()) config['exchange']['pair_whitelist'] = [] return config @pytest.fixture(params=EXCHANGES, scope="class") def exchange(request, exchange_conf): exchange_conf['exchange']['name'] = request.param exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=False) yield exchange, request.param class TestCCXTExchange(): def test_load_markets(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] markets = exchange.markets assert pair in markets assert isinstance(markets[pair], dict) def test_ccxt_fetch_tickers(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] tickers = exchange.get_tickers() assert pair in tickers assert 'ask' in tickers[pair] assert tickers[pair]['ask'] is not None assert 'bid' in tickers[pair] assert tickers[pair]['bid'] is not None assert 'quoteVolume' in tickers[pair] if EXCHANGES[exchangename].get('hasQuoteVolume'): assert tickers[pair]['quoteVolume'] is not None def test_ccxt_fetch_ticker(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] ticker = exchange.fetch_ticker(pair) assert 'ask' in ticker assert ticker['ask'] is not None assert 'bid' in ticker assert ticker['bid'] is not None assert 'quoteVolume' in ticker if EXCHANGES[exchangename].get('hasQuoteVolume'): assert ticker['quoteVolume'] is not None def test_ccxt_fetch_l2_orderbook(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] l2 = exchange.fetch_l2_order_book(pair) assert 'asks' in l2 assert 'bids' in l2 for val in [1, 2, 5, 25, 100]: l2 = exchange.fetch_l2_order_book(pair, val) if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']: assert len(l2['asks']) == val assert len(l2['bids']) == val else: next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range']) assert len(l2['asks']) == next_limit assert len(l2['asks']) == next_limit def test_fetch_ohlcv(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] timeframe = EXCHANGES[exchangename]['timeframe'] pair_tf = (pair, timeframe) ohlcv = exchange.refresh_latest_ohlcv([pair_tf]) assert isinstance(ohlcv, list) assert len(exchange.klines(pair_tf)) > 200 def test_ccxt_get_fee(self, exchange): exchange, exchangename = exchange pair = EXCHANGES[exchangename]['pair'] assert exchange.get_fee(pair, 'limit', 'buy') > 0 < 1 assert exchange.get_fee(pair, 'limit', 'sell') > 0 < 1 assert exchange.get_fee(pair, 'market', 'buy') > 0 < 1 assert exchange.get_fee(pair, 'market', 'sell') > 0 < 1