# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import logging from datetime import datetime from random import randint from unittest.mock import MagicMock, PropertyMock import ccxt import pytest from freqtrade import DependencyException, OperationalException, TemporaryError from freqtrade.exchange import API_RETRY_COUNT, Exchange from freqtrade.tests.conftest import get_patched_exchange, log_has def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs): with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) getattr(exchange, fun)(**kwargs) assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1 with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) getattr(exchange, fun)(**kwargs) assert api_mock.__dict__[mock_ccxt_fun].call_count == 1 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs): with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) assert api_mock.__dict__[mock_ccxt_fun].call_count == 1 with pytest.raises(OperationalException): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) await getattr(exchange, fun)(**kwargs) assert api_mock.__dict__[mock_ccxt_fun].call_count == 1 def test_init(default_conf, mocker, caplog): caplog.set_level(logging.INFO) get_patched_exchange(mocker, default_conf) assert log_has('Instance is running with dry_run enabled', caplog.record_tuples) def test_init_exception(default_conf, mocker): default_conf['exchange']['name'] = 'wrong_exchange_name' with pytest.raises( OperationalException, match='Exchange {} is not supported'.format(default_conf['exchange']['name'])): Exchange(default_conf) default_conf['exchange']['name'] = 'binance' with pytest.raises( OperationalException, match='Exchange {} is not supported'.format(default_conf['exchange']['name'])): mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError)) Exchange(default_conf) def test_symbol_amount_prec(default_conf, mocker): ''' Test rounds down to 4 Decimal places ''' api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' }) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance')) markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}}) type(api_mock).markets = markets mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) exchange = Exchange(default_conf) amount = 2.34559 pair = 'ETH/BTC' amount = exchange.symbol_amount_prec(pair, amount) assert amount == 2.3455 def test_symbol_price_prec(default_conf, mocker): ''' Test rounds up to 4 decimal places ''' api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' }) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='binance')) markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}}) type(api_mock).markets = markets mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) exchange = Exchange(default_conf) price = 2.34559 pair = 'ETH/BTC' price = exchange.symbol_price_prec(pair, price) assert price == 2.3456 def test_set_sandbox(default_conf, mocker): """ Test working scenario """ api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' }) url_mock = PropertyMock(return_value={'test': "api-public.sandbox.gdax.com", 'api': 'https://api.gdax.com'}) type(api_mock).urls = url_mock mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) exchange = Exchange(default_conf) liveurl = exchange._api.urls['api'] default_conf['exchange']['sandbox'] = True exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname') assert exchange._api.urls['api'] != liveurl def test_set_sandbox_exception(default_conf, mocker): """ Test Fail scenario """ api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' }) url_mock = PropertyMock(return_value={'api': 'https://api.gdax.com'}) type(api_mock).urls = url_mock mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) with pytest.raises(OperationalException, match=r'does not provide a sandbox api'): exchange = Exchange(default_conf) default_conf['exchange']['sandbox'] = True exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname') def test_validate_pairs(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': '' }) id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) Exchange(default_conf) def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) with pytest.raises(OperationalException, match=r'not available'): Exchange(default_conf) def test_validate_pairs_not_compatible(default_conf, mocker): api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value={ 'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': '' }) default_conf['stake_currency'] = 'ETH' mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) with pytest.raises(OperationalException, match=r'not compatible'): Exchange(default_conf) def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'): Exchange(default_conf) api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError()) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) Exchange(default_conf) assert log_has('Unable to validate pairs (assuming they are correct). Reason: ', caplog.record_tuples) def test_validate_pairs_stake_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) default_conf['stake_currency'] = 'ETH' api_mock = MagicMock() api_mock.name = MagicMock(return_value='binance') mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) with pytest.raises( OperationalException, match=r'Pair ETH/BTC not compatible with stake_currency: ETH' ): Exchange(default_conf) def test_validate_timeframes(default_conf, mocker): default_conf["ticker_interval"] = "5m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock timeframes = PropertyMock(return_value={'1m': '1m', '5m': '5m', '15m': '15m', '1h': '1h'}) type(api_mock).timeframes = timeframes mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) Exchange(default_conf) def test_validate_timeframes_failed(default_conf, mocker): default_conf["ticker_interval"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock timeframes = PropertyMock(return_value={'1m': '1m', '5m': '5m', '15m': '15m', '1h': '1h'}) type(api_mock).timeframes = timeframes mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'): Exchange(default_conf) def test_validate_timeframes_not_in_config(default_conf, mocker): del default_conf["ticker_interval"] api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock timeframes = PropertyMock(return_value={'1m': '1m', '5m': '5m', '15m': '15m', '1h': '1h'}) type(api_mock).timeframes = timeframes mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) Exchange(default_conf) def test_exchange_has(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf) assert not exchange.exchange_has('ASDFASDF') api_mock = MagicMock() type(api_mock).has = PropertyMock(return_value={'deadbeef': True}) exchange = get_patched_exchange(mocker, default_conf, api_mock) assert exchange.exchange_has("deadbeef") type(api_mock).has = PropertyMock(return_value={'deadbeef': False}) exchange = get_patched_exchange(mocker, default_conf, api_mock) assert not exchange.exchange_has("deadbeef") def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) order = exchange.buy(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'dry_run_buy_' in order['id'] def test_buy_prod(default_conf, mocker): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) api_mock.create_limit_buy_order = MagicMock(return_value={ 'id': order_id, 'info': { 'foo': 'bar' } }) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock) order = exchange.buy(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'info' in order assert order['id'] == order_id # test exception handling with pytest.raises(DependencyException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(DependencyException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(TemporaryError): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.buy(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(OperationalException): api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.buy(pair='ETH/BTC', rate=200, amount=1) def test_sell_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) order = exchange.sell(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'dry_run_sell_' in order['id'] def test_sell_prod(default_conf, mocker): api_mock = MagicMock() order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) api_mock.create_limit_sell_order = MagicMock(return_value={ 'id': order_id, 'info': { 'foo': 'bar' } }) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock) order = exchange.sell(pair='ETH/BTC', rate=200, amount=1) assert 'id' in order assert 'info' in order assert order['id'] == order_id # test exception handling with pytest.raises(DependencyException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(DependencyException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(TemporaryError): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.sell(pair='ETH/BTC', rate=200, amount=1) with pytest.raises(OperationalException): api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.sell(pair='ETH/BTC', rate=200, amount=1) def test_get_balance_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) assert exchange.get_balance(currency='BTC') == 999.9 def test_get_balance_prod(default_conf, mocker): api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}}) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock) assert exchange.get_balance(currency='BTC') == 123.4 with pytest.raises(OperationalException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_balance(currency='BTC') with pytest.raises(TemporaryError, match=r'.*balance due to malformed exchange response:.*'): exchange = get_patched_exchange(mocker, default_conf, api_mock) mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={})) exchange.get_balance(currency='BTC') def test_get_balances_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) assert exchange.get_balances() == {} def test_get_balances_prod(default_conf, mocker): balance_item = { 'free': 10.0, 'total': 10.0, 'used': 0.0 } api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={ '1ST': balance_item, '2ST': balance_item, '3ST': balance_item }) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock) assert len(exchange.get_balances()) == 3 assert exchange.get_balances()['1ST']['free'] == 10.0 assert exchange.get_balances()['1ST']['total'] == 10.0 assert exchange.get_balances()['1ST']['used'] == 0.0 ccxt_exceptionhandlers(mocker, default_conf, api_mock, "get_balances", "fetch_balance") def test_get_tickers(default_conf, mocker): api_mock = MagicMock() tick = {'ETH/BTC': { 'symbol': 'ETH/BTC', 'bid': 0.5, 'ask': 1, 'last': 42, }, 'BCH/BTC': { 'symbol': 'BCH/BTC', 'bid': 0.6, 'ask': 0.5, 'last': 41, } } api_mock.fetch_tickers = MagicMock(return_value=tick) exchange = get_patched_exchange(mocker, default_conf, api_mock) # retrieve original ticker tickers = exchange.get_tickers() assert 'ETH/BTC' in tickers assert 'BCH/BTC' in tickers assert tickers['ETH/BTC']['bid'] == 0.5 assert tickers['ETH/BTC']['ask'] == 1 assert tickers['BCH/BTC']['bid'] == 0.6 assert tickers['BCH/BTC']['ask'] == 0.5 ccxt_exceptionhandlers(mocker, default_conf, api_mock, "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_tickers() api_mock.fetch_tickers = MagicMock(return_value={}) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_tickers() def test_get_ticker(default_conf, mocker): api_mock = MagicMock() tick = { 'symbol': 'ETH/BTC', 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.0001, } api_mock.fetch_ticker = MagicMock(return_value=tick) exchange = get_patched_exchange(mocker, default_conf, api_mock) # retrieve original ticker ticker = exchange.get_ticker(pair='ETH/BTC') assert ticker['bid'] == 0.00001098 assert ticker['ask'] == 0.00001099 # change the ticker tick = { 'symbol': 'ETH/BTC', 'bid': 0.5, 'ask': 1, 'last': 42, } api_mock.fetch_ticker = MagicMock(return_value=tick) exchange = get_patched_exchange(mocker, default_conf, api_mock) # if not caching the result we should get the same ticker # if not fetching a new result we should get the cached ticker ticker = exchange.get_ticker(pair='ETH/BTC') assert api_mock.fetch_ticker.call_count == 1 assert ticker['bid'] == 0.5 assert ticker['ask'] == 1 assert 'ETH/BTC' in exchange._cached_ticker assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5 assert exchange._cached_ticker['ETH/BTC']['ask'] == 1 # Test caching api_mock.fetch_ticker = MagicMock() exchange.get_ticker(pair='ETH/BTC', refresh=False) assert api_mock.fetch_ticker.call_count == 0 ccxt_exceptionhandlers(mocker, default_conf, api_mock, "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_ticker(pair='ETH/BTC', refresh=True) @pytest.mark.asyncio async def test_async_get_ticker_history(default_conf, mocker): tick = [ [ 1511686200000, # unix timestamp ms 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ] ] async def async_fetch_ohlcv(pair, timeframe, since): return tick exchange = get_patched_exchange(mocker, default_conf) # Monkey-patch async function exchange._api_async.fetch_ohlcv = async_fetch_ohlcv exchange = Exchange(default_conf) pair = 'ETH/BTC' res = await exchange.async_get_ticker_history(pair, "5m") assert type(res) is tuple assert len(res) == 2 assert res[0] == pair assert res[1] == tick await async_ccxt_exception(mocker, default_conf, MagicMock(), "async_get_ticker_history", "fetch_ohlcv", pair='ABCD/BTC', tick_interval=default_conf['ticker_interval']) 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) await exchange.async_get_ticker_history(pair, "5m") def make_fetch_ohlcv_mock(data): def fetch_ohlcv_mock(pair, timeframe, since): if since: assert since > data[-1][0] return [] return data return fetch_ohlcv_mock def test_get_ticker_history(default_conf, mocker): api_mock = MagicMock() tick = [ [ 1511686200000, # unix timestamp ms 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ] ] type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) exchange = get_patched_exchange(mocker, default_conf, api_mock) # retrieve original ticker ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0][0] == 1511686200000 assert ticks[0][1] == 1 assert ticks[0][2] == 2 assert ticks[0][3] == 3 assert ticks[0][4] == 4 assert ticks[0][5] == 5 # change ticker and ensure tick changes new_tick = [ [ 1511686210000, # unix timestamp ms 6, # open 7, # high 8, # low 9, # close 10, # volume (in quote currency) ] ] api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick)) exchange = get_patched_exchange(mocker, default_conf, api_mock) ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0][0] == 1511686210000 assert ticks[0][1] == 6 assert ticks[0][2] == 7 assert ticks[0][3] == 8 assert ticks[0][4] == 9 assert ticks[0][5] == 10 ccxt_exceptionhandlers(mocker, default_conf, api_mock, "get_ticker_history", "fetch_ohlcv", pair='ABCD/BTC', tick_interval=default_conf['ticker_interval']) with pytest.raises(OperationalException, match=r'Exchange .* does not support.*'): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_ticker_history(pair='ABCD/BTC', tick_interval=default_conf['ticker_interval']) def test_get_ticker_history_sort(default_conf, mocker): api_mock = MagicMock() # GDAX use-case (real data from GDAX) # This ticker history is ordered DESC (newest first, oldest last) tick = [ [1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264], [1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526], [1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001], [1527832200000, 0.07658, 0.07658, 0.07655, 0.07656, 0.59780186], [1527831900000, 0.07658, 0.07658, 0.07658, 0.07658, 1.76278136], [1527831600000, 0.07658, 0.07658, 0.07658, 0.07658, 2.22646521], [1527831300000, 0.07655, 0.07657, 0.07655, 0.07657, 1.1753], [1527831000000, 0.07654, 0.07654, 0.07651, 0.07651, 0.8073060299999999], [1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687], [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867] ] type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) exchange = get_patched_exchange(mocker, default_conf, api_mock) # Test the ticker history sort ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0][0] == 1527830400000 assert ticks[0][1] == 0.07649 assert ticks[0][2] == 0.07651 assert ticks[0][3] == 0.07649 assert ticks[0][4] == 0.07651 assert ticks[0][5] == 2.5734867 assert ticks[9][0] == 1527833100000 assert ticks[9][1] == 0.07666 assert ticks[9][2] == 0.07671 assert ticks[9][3] == 0.07666 assert ticks[9][4] == 0.07668 assert ticks[9][5] == 16.65244264 # Bittrex use-case (real data from Bittrex) # This ticker history is ordered ASC (oldest first, newest last) tick = [ [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924], [1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037], [1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124], [1527828600000, 0.0764, 0.0766, 0.0764, 0.0766, 5.71044773], [1527828900000, 0.0764, 0.07666998, 0.0764, 0.07666998, 47.48888565], [1527829200000, 0.0765, 0.07672999, 0.0765, 0.07672999, 3.37640326], [1527829500000, 0.0766, 0.07675, 0.0765, 0.07675, 8.36203831], [1527829800000, 0.07675, 0.07677999, 0.07620002, 0.076695, 119.22963884], [1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244], [1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783] ] type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick)) exchange = get_patched_exchange(mocker, default_conf, api_mock) # Test the ticker history sort ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval']) assert ticks[0][0] == 1527827700000 assert ticks[0][1] == 0.07659999 assert ticks[0][2] == 0.0766 assert ticks[0][3] == 0.07627 assert ticks[0][4] == 0.07657998 assert ticks[0][5] == 1.85216924 assert ticks[9][0] == 1527830400000 assert ticks[9][1] == 0.07671 assert ticks[9][2] == 0.07674399 assert ticks[9][3] == 0.07629216 assert ticks[9][4] == 0.07655213 assert ticks[9][5] == 2.31452783 def test_cancel_order_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) 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): 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) 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.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, "cancel_order", "cancel_order", order_id='_', pair='TKN/BTC') def test_get_order(default_conf, mocker): default_conf['dry_run'] = True order = MagicMock() order.myid = 123 exchange = get_patched_exchange(mocker, default_conf) exchange._dry_run_open_orders['X'] = order print(exchange.get_order('X', 'TKN/BTC')) assert exchange.get_order('X', 'TKN/BTC').myid == 123 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) 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_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'get_order', 'fetch_order', order_id='_', pair='TKN/BTC') def test_name(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.validate_pairs', side_effect=lambda s: True) default_conf['exchange']['name'] = 'binance' exchange = Exchange(default_conf) assert exchange.name == 'Binance' def test_id(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.validate_pairs', side_effect=lambda s: True) default_conf['exchange']['name'] = 'binance' exchange = Exchange(default_conf) assert exchange.id == 'binance' def test_get_pair_detail_url(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.validate_pairs', side_effect=lambda s: True) default_conf['exchange']['name'] = 'binance' exchange = Exchange(default_conf) url = exchange.get_pair_detail_url('TKN/ETH') assert 'TKN' in url assert 'ETH' in url url = exchange.get_pair_detail_url('LOOONG/BTC') assert 'LOOONG' in url assert 'BTC' in url default_conf['exchange']['name'] = 'bittrex' exchange = Exchange(default_conf) url = exchange.get_pair_detail_url('TKN/ETH') assert 'TKN' in url assert 'ETH' in url url = exchange.get_pair_detail_url('LOOONG/BTC') assert 'LOOONG' in url assert 'BTC' in url default_conf['exchange']['name'] = 'poloniex' exchange = Exchange(default_conf) url = exchange.get_pair_detail_url('LOOONG/BTC') assert '' == url assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples) def test_get_trades_for_order(default_conf, mocker): order_id = 'ABCD-ABCD' since = datetime(2018, 5, 5) default_conf["dry_run"] = False mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) api_mock = MagicMock() api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV', 'order': 'ABCD-ABCD', 'info': {'pair': 'XLTCZBTC', 'time': 1519860024.4388, 'type': 'buy', 'ordertype': 'limit', 'price': '20.00000', 'cost': '38.62000', 'fee': '0.06179', 'vol': '5', 'id': 'ABCD-ABCD'}, 'timestamp': 1519860024438, 'datetime': '2018-02-28T23:20:24.438Z', 'symbol': 'LTC/BTC', 'type': 'limit', 'side': 'buy', 'price': 165.0, 'amount': 0.2340606, 'fee': {'cost': 0.06179, 'currency': 'BTC'} }]) exchange = get_patched_exchange(mocker, default_conf, api_mock) 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, 'get_trades_for_order', 'fetch_my_trades', order_id=order_id, pair='LTC/BTC', since=since) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False)) assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == [] def test_get_markets(default_conf, mocker, markets): api_mock = MagicMock() api_mock.fetch_markets = markets exchange = get_patched_exchange(mocker, default_conf, api_mock) ret = exchange.get_markets() assert isinstance(ret, list) assert len(ret) == 6 assert ret[0]["id"] == "ethbtc" assert ret[0]["symbol"] == "ETH/BTC" ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'get_markets', 'fetch_markets') def test_get_fee(default_conf, mocker): api_mock = MagicMock() api_mock.calculate_fee = MagicMock(return_value={ 'type': 'taker', 'currency': 'BTC', 'rate': 0.025, 'cost': 0.05 }) exchange = get_patched_exchange(mocker, default_conf, api_mock) assert exchange.get_fee() == 0.025 ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'get_fee', 'calculate_fee') def test_get_amount_lots(default_conf, mocker): api_mock = MagicMock() api_mock.amount_to_lots = MagicMock(return_value=1.0) api_mock.markets = None marketmock = MagicMock() api_mock.load_markets = marketmock exchange = get_patched_exchange(mocker, default_conf, api_mock) assert exchange.get_amount_lots('LTC/BTC', 1.54) == 1 assert marketmock.call_count == 1