# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import copy import logging from datetime import datetime, timezone from random import randint from unittest.mock import MagicMock, Mock, PropertyMock import arrow import ccxt import pytest from pandas import DataFrame from freqtrade.exceptions import (DependencyException, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Binance, Exchange, Kraken from freqtrade.exchange.common import API_RETRY_COUNT from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair, timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_seconds) from freqtrade.resolvers.exchange_resolver import ExchangeResolver from 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', ] # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines def get_mock_coro(return_value): async def mock_coro(*args, **kwargs): return return_value return Mock(wraps=mock_coro) def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, fun, mock_ccxt_fun, **kwargs): with pytest.raises(TemporaryError): api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) 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("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) 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("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock) await 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("DeadBeef")) 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) def test_init_ccxt_kwargs(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') caplog.set_level(logging.INFO) conf = copy.deepcopy(default_conf) conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True} ex = Exchange(conf) assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog) assert ex._api_async.aiohttp_trust_env assert not ex._api.aiohttp_trust_env # Reset logging and config caplog.clear() conf = copy.deepcopy(default_conf) conf['exchange']['ccxt_config'] = {'TestKWARG': 11} ex = Exchange(conf) assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog) assert not ex._api_async.aiohttp_trust_env assert hasattr(ex._api, 'TestKWARG') assert ex._api.TestKWARG == 11 assert not hasattr(ex._api_async, 'TestKWARG') assert log_has("Applying additional ccxt config: {'TestKWARG': 11}", caplog) def test_destroy(default_conf, mocker, caplog): caplog.set_level(logging.DEBUG) get_patched_exchange(mocker, default_conf) assert log_has('Exchange object destroyed, closing async loop', caplog) def test_init_exception(default_conf, mocker): default_conf['exchange']['name'] = 'wrong_exchange_name' with pytest.raises(OperationalException, match=f"Exchange {default_conf['exchange']['name']} is not supported"): Exchange(default_conf) default_conf['exchange']['name'] = 'binance' with pytest.raises(OperationalException, match=f"Exchange {default_conf['exchange']['name']} is not supported"): mocker.patch("ccxt.binance", MagicMock(side_effect=AttributeError)) Exchange(default_conf) with pytest.raises(OperationalException, match=r"Initialization of ccxt failed. Reason: DeadBeef"): mocker.patch("ccxt.binance", MagicMock(side_effect=ccxt.BaseError("DeadBeef"))) Exchange(default_conf) def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') exchange = ExchangeResolver.load_exchange('Bittrex', default_conf) assert isinstance(exchange, Exchange) assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) caplog.clear() exchange = ExchangeResolver.load_exchange('kraken', default_conf) assert isinstance(exchange, Exchange) assert isinstance(exchange, Kraken) assert not isinstance(exchange, Binance) assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) exchange = ExchangeResolver.load_exchange('binance', default_conf) assert isinstance(exchange, Exchange) assert isinstance(exchange, Binance) assert not isinstance(exchange, Kraken) assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) # Test mapping exchange = ExchangeResolver.load_exchange('binanceus', default_conf) assert isinstance(exchange, Exchange) assert isinstance(exchange, Binance) assert not isinstance(exchange, Kraken) def test_validate_order_time_in_force(default_conf, mocker, caplog): caplog.set_level(logging.INFO) # explicitly test bittrex, exchanges implementing other policies need seperate tests ex = get_patched_exchange(mocker, default_conf, id="bittrex") tif = { "buy": "gtc", "sell": "gtc", } ex.validate_order_time_in_force(tif) tif2 = { "buy": "fok", "sell": "ioc", } with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"): ex.validate_order_time_in_force(tif2) # Patch to see if this will pass if the values are in the ft dict ex._ft_has.update({"order_time_in_force": ["gtc", "fok", "ioc"]}) ex.validate_order_time_in_force(tif2) def test_symbol_amount_prec(default_conf, mocker): ''' Test rounds down to 4 Decimal places ''' markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}}) exchange = get_patched_exchange(mocker, default_conf, id="binance") mocker.patch('freqtrade.exchange.Exchange.markets', markets) 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 ''' markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}}) exchange = get_patched_exchange(mocker, default_conf, id="binance") mocker.patch('freqtrade.exchange.Exchange.markets', markets) 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 exchange = get_patched_exchange(mocker, default_conf, api_mock) 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 with pytest.raises(OperationalException, match=r'does not provide a sandbox api'): exchange = get_patched_exchange(mocker, default_conf, api_mock) default_conf['exchange']['sandbox'] = True exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname') def test__load_async_markets(default_conf, mocker, caplog): exchange = get_patched_exchange(mocker, default_conf) exchange._api_async.load_markets = get_mock_coro(None) exchange._load_async_markets() assert exchange._api_async.load_markets.call_count == 1 caplog.set_level(logging.DEBUG) exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef")) exchange._load_async_markets() assert log_has('Could not load async markets. Reason: deadbeef', caplog) def test__load_markets(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError")) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has('Unable to initialize markets. Reason: SomeError', caplog) expected_return = {'ETH/BTC': 'available'} api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value=expected_return) type(api_mock).markets = expected_return default_conf['exchange']['pair_whitelist'] = ['ETH/BTC'] ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False) assert ex.markets == expected_return def test__reload_markets(default_conf, mocker, caplog): caplog.set_level(logging.DEBUG) initial_markets = {'ETH/BTC': {}} def load_markets(*args, **kwargs): exchange._api.markets = updated_markets api_mock = MagicMock() api_mock.load_markets = load_markets type(api_mock).markets = initial_markets default_conf['exchange']['markets_refresh_interval'] = 10 exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance", mock_markets=False) exchange._last_markets_refresh = arrow.utcnow().timestamp updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}} assert exchange.markets == initial_markets # less than 10 minutes have passed, no reload exchange._reload_markets() assert exchange.markets == initial_markets # more than 10 minutes have passed, reload is executed exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60 exchange._reload_markets() assert exchange.markets == updated_markets assert log_has('Performing scheduled market reload..', caplog) def test__reload_markets_exception(default_conf, mocker, caplog): caplog.set_level(logging.DEBUG) api_mock = MagicMock() api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError")) default_conf['exchange']['markets_refresh_interval'] = 10 exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") # less than 10 minutes have passed, no reload exchange._reload_markets() assert exchange._last_markets_refresh == 0 assert log_has_re(r"Could not reload markets.*", caplog) def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly api_mock = MagicMock() type(api_mock).markets = PropertyMock(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') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) def test_validate_pairs_not_available(default_conf, mocker): api_mock = MagicMock() type(api_mock).markets = PropertyMock(return_value={ 'XRP/BTC': {'inactive': True} }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'not available'): 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')) type(api_mock).markets = PropertyMock(return_value={}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): Exchange(default_conf) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})) Exchange(default_conf) assert log_has('Unable to validate pairs (assuming they are correct).', caplog) def test_validate_pairs_restricted(default_conf, mocker, caplog): api_mock = MagicMock() type(api_mock).markets = PropertyMock(return_value={ 'ETH/BTC': {}, 'LTC/BTC': {}, 'XRP/BTC': {'info': {'IsRestricted': True}}, 'NEO/BTC': {'info': 'TestString'}, # info can also be a string ... }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange." f"Please check if you are impacted by this restriction " f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog) @pytest.mark.parametrize("timeframe", [ ('5m'), ("1m"), ("15m"), ("1h") ]) def test_validate_timeframes(default_conf, mocker, timeframe): default_conf["ticker_interval"] = timeframe 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._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') 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={'15s': '15s', '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._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) with pytest.raises(OperationalException, match=r"Invalid ticker interval '3m'. This exchange supports.*"): Exchange(default_conf) default_conf["ticker_interval"] = "15s" with pytest.raises(OperationalException, match=r"Timeframes < 1m are currently not supported by Freqtrade."): Exchange(default_conf) def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): default_conf["ticker_interval"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock # delete timeframes so magicmock does not autocreate it del api_mock.timeframes mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange ".*" and this exchange ' r'is therefore not supported. *'): Exchange(default_conf) def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): default_conf["ticker_interval"] = "3m" api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock # delete timeframes so magicmock does not autocreate it del api_mock.timeframes mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={'timeframes': None})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange ".*" and this exchange ' r'is therefore not supported. *'): 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._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) def test_validate_order_types(default_conf, mocker): api_mock = MagicMock() type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex') default_conf['order_types'] = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } Exchange(default_conf) type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) default_conf['order_types'] = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': 'false' } with pytest.raises(OperationalException, match=r'Exchange .* does not support market orders.'): Exchange(default_conf) default_conf['order_types'] = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True } with pytest.raises(OperationalException, match=r'On exchange stoploss is not supported for .*'): Exchange(default_conf) def test_validate_order_types_not_in_config(default_conf, mocker): api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') conf = copy.deepcopy(default_conf) Exchange(conf) def test_validate_required_startup_candles(default_conf, mocker, caplog): api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') mocker.patch('freqtrade.exchange.Exchange._load_async_markets') mocker.patch('freqtrade.exchange.Exchange.validate_pairs') mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') default_conf['startup_candle_count'] = 20 ex = Exchange(default_conf) assert ex default_conf['startup_candle_count'] = 600 with pytest.raises(OperationalException, match=r'This strategy requires 600.*'): 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") @pytest.mark.parametrize("side", [ ("buy"), ("sell") ]) @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_dry_run_order(default_conf, mocker, side, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) order = exchange.dry_run_order( pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200) assert 'id' in order assert f'dry_run_{side}_' in order["id"] assert order["side"] == side assert order["type"] == "limit" assert order["pair"] == "ETH/BTC" @pytest.mark.parametrize("side", [ ("buy"), ("sell") ]) @pytest.mark.parametrize("ordertype,rate,marketprice", [ ("market", None, None), ("market", 200, True), ("limit", 200, None), ("stop_loss_limit", 200, None) ]) @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, exchange_name): api_mock = MagicMock() order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6)) api_mock.options = {} if not marketprice else {"createMarketBuyOrderRequiresPrice": True} 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 = exchange.create_order( pair='ETH/BTC', ordertype=ordertype, side=side, 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] == ordertype assert api_mock.create_order.call_args[0][2] == side assert api_mock.create_order.call_args[0][3] == 1 assert api_mock.create_order.call_args[0][4] is rate 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', ordertype='limit', amount=1, rate=200, time_in_force='gtc') assert 'id' in order assert 'dry_run_buy_' in order['id'] @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_buy_prod(default_conf, mocker, exchange_name): api_mock = MagicMock() order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_type = 'market' time_in_force = 'gtc' api_mock.options = {} 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 = 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 api_mock.create_order.reset_mock() order_type = 'limit' order = exchange.buy( pair='ETH/BTC', ordertype=order_type, amount=1, rate=200, time_in_force=time_in_force) 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 # test exception handling with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200, time_in_force=time_in_force) with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.buy(pair='ETH/BTC', ordertype='limit', amount=1, rate=200, time_in_force=time_in_force) with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.buy(pair='ETH/BTC', ordertype='market', amount=1, rate=200, time_in_force=time_in_force) with pytest.raises(TemporaryError): api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200, time_in_force=time_in_force) with pytest.raises(OperationalException): api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200, time_in_force=time_in_force) @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)) api_mock.options = {} 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.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) 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 # 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): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf) order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200) assert 'id' in order assert 'dry_run_sell_' in order['id'] @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_sell_prod(default_conf, mocker, exchange_name): api_mock = MagicMock() order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6)) order_type = 'market' api_mock.options = {} 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 = 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 api_mock.create_order.reset_mock() order_type = 'limit' order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200) 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 # test exception handling with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200) with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200) # Market orders don't require price, so the behaviour is slightly different with pytest.raises(DependencyException): api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200) with pytest.raises(TemporaryError): api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200) with pytest.raises(OperationalException): api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=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' } }) api_mock.options = {} 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 default_conf['dry_run_wallet'] = 999.9 exchange = get_patched_exchange(mocker, default_conf) assert exchange.get_balance(currency='BTC') == 999.9 @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_balance_prod(default_conf, mocker, exchange_name): api_mock = MagicMock() api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4, 'total': 123.4}}) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) assert exchange.get_balance(currency='BTC') == 123.4 with pytest.raises(OperationalException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) 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, id=exchange_name) mocker.patch('freqtrade.exchange.Exchange.get_balances', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Kraken.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() == {} @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_balances_prod(default_conf, mocker, exchange_name): 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, id=exchange_name) 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, exchange_name, "get_balances", "fetch_balance") @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_tickers(default_conf, mocker, exchange_name): 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, id=exchange_name) # 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, exchange_name, "get_tickers", "fetch_tickers") with pytest.raises(OperationalException): api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef")) 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, id=exchange_name) exchange.get_tickers() @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_fetch_ticker(default_conf, mocker, exchange_name): api_mock = MagicMock() tick = { 'symbol': 'ETH/BTC', 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.0001, } api_mock.fetch_ticker = MagicMock(return_value=tick) api_mock.markets = {'ETH/BTC': {'active': True}} exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) # retrieve original ticker ticker = exchange.fetch_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, 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 ticker = exchange.fetch_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.fetch_ticker(pair='ETH/BTC', refresh=False) assert api_mock.fetch_ticker.call_count == 0 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, "fetch_ticker", "fetch_ticker", pair='ETH/BTC', refresh=True) api_mock.fetch_ticker = MagicMock(return_value={}) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.fetch_ticker(pair='ETH/BTC', refresh=True) with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'): exchange.fetch_ticker(pair='XRP/ETH', refresh=True) @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) tick = [ [ arrow.utcnow().timestamp * 1000, # unix timestamp ms 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ] ] pair = 'ETH/BTC' async def mock_candle_hist(pair, timeframe, since_ms): return pair, timeframe, tick exchange._async_get_candle_history = Mock(wraps=mock_candle_hist) # one_call calculation * 1.8 should do 2 calls since = 5 * 60 * 500 * 1.8 ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000)) assert exchange._async_get_candle_history.call_count == 2 # Returns twice the above tick assert len(ret) == 2 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None: tick = [ [ (arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ], [ arrow.utcnow().timestamp * 1000, # unix timestamp ms 3, # open 1, # high 4, # low 6, # close 5, # volume (in quote currency) ] ] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf) exchange._api_async.fetch_ohlcv = get_mock_coro(tick) pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')] # empty dicts assert not exchange._klines exchange.refresh_latest_ohlcv(pairs) assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog) assert exchange._klines assert exchange._api_async.fetch_ohlcv.call_count == 2 for pair in pairs: assert isinstance(exchange.klines(pair), DataFrame) assert len(exchange.klines(pair)) > 0 # klines function should return a different object on each call # if copy is "True" assert exchange.klines(pair) is not exchange.klines(pair) assert exchange.klines(pair) is not exchange.klines(pair, copy=True) assert exchange.klines(pair, copy=True) is not exchange.klines(pair, copy=True) assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False) # test caching exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]) assert exchange._api_async.fetch_ohlcv.call_count == 2 assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...", caplog) @pytest.mark.asyncio @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 1, # open 2, # high 3, # low 4, # close 5, # volume (in quote currency) ] ] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function exchange._api_async.fetch_ohlcv = get_mock_coro(tick) pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m") assert type(res) is tuple assert len(res) == 3 assert res[0] == pair assert res[1] == "5m" assert res[2] == tick assert exchange._api_async.fetch_ohlcv.call_count == 1 assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog) # exchange = Exchange(default_conf) await async_ccxt_exception(mocker, default_conf, MagicMock(), "_async_get_candle_history", "fetch_ohlcv", pair='ABCD/BTC', timeframe=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("Unknown error")) 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) with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' r'historical candlestick data\..*'): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported")) 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) @pytest.mark.asyncio async def test__async_get_candle_history_empty(default_conf, mocker, caplog): """ Test empty exchange result """ tick = [] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf) # Monkey-patch async function exchange._api_async.fetch_ohlcv = get_mock_coro([]) exchange = Exchange(default_conf) pair = 'ETH/BTC' res = await exchange._async_get_candle_history(pair, "5m") assert type(res) is tuple assert len(res) == 3 assert res[0] == pair assert res[1] == "5m" assert res[2] == tick assert exchange._api_async.fetch_ohlcv.call_count == 1 def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog): async def mock_get_candle_hist(pair, *args, **kwargs): if pair == 'ETH/BTC': return [[]] else: raise TypeError() exchange = get_patched_exchange(mocker, default_conf) # Monkey-patch async function with empty result exchange._api_async.fetch_ohlcv = MagicMock(side_effect=mock_get_candle_hist) pairs = [("ETH/BTC", "5m"), ("XRP/BTC", "5m")] res = exchange.refresh_latest_ohlcv(pairs) assert exchange._klines assert exchange._api_async.fetch_ohlcv.call_count == 2 assert type(res) is list assert len(res) == 2 # Test that each is in list at least once as order is not guaranteed assert type(res[0]) is tuple or type(res[1]) is tuple assert type(res[0]) is TypeError or type(res[1]) is TypeError assert log_has("Error loading ETH/BTC. Result was [[]].", caplog) assert log_has("Async code raised an exception: TypeError", caplog) @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, id=exchange_name) order_book = exchange.get_order_book(pair='ETH/BTC', limit=10) assert 'bids' in order_book assert 'asks' in order_book assert len(order_book['bids']) == 10 assert len(order_book['asks']) == 10 @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("Not supported")) 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("DeadBeef")) 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("DeadBeef")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.get_order_book(pair='ETH/BTC', limit=50) 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 @pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.asyncio async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name): def sort_data(data, key): return sorted(data, key=key) # 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] ] 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 res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) assert res[0] == 'ETH/BTC' ticks = res[2] assert sort_mock.call_count == 1 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] ] exchange._api_async.fetch_ohlcv = get_mock_coro(tick) # Reset sort mock sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data)) # Test the ticker history sort res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval']) assert res[0] == 'ETH/BTC' assert res[1] == default_conf['ticker_interval'] ticks = res[2] # Sorted not called again - data is already in order assert sort_mock.call_count == 0 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 @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name, trades_history): caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function exchange._api_async.fetch_trades = get_mock_coro(trades_history) pair = 'ETH/BTC' res = await exchange._async_fetch_trades(pair, since=None, params=None) assert type(res) is list assert isinstance(res[0], dict) assert isinstance(res[1], dict) assert exchange._api_async.fetch_trades.call_count == 1 assert exchange._api_async.fetch_trades.call_args[0][0] == pair assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000 assert log_has_re(f"Fetching trades for pair {pair}, since .*", caplog) caplog.clear() exchange._api_async.fetch_trades.reset_mock() res = await exchange._async_fetch_trades(pair, since=None, params={'from': '123'}) assert exchange._api_async.fetch_trades.call_count == 1 assert exchange._api_async.fetch_trades.call_args[0][0] == pair assert exchange._api_async.fetch_trades.call_args[1]['limit'] == 1000 assert exchange._api_async.fetch_trades.call_args[1]['params'] == {'from': '123'} assert log_has_re(f"Fetching trades for pair {pair}, params: .*", caplog) exchange = Exchange(default_conf) await async_ccxt_exception(mocker, default_conf, MagicMock(), "_async_fetch_trades", "fetch_trades", pair='ABCD/BTC', since=None) api_mock = MagicMock() with pytest.raises(OperationalException, match=r'Could not fetch trade data*'): api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching ' r'historical trade data\..*'): api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported")) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) await exchange._async_fetch_trades(pair, since=(arrow.utcnow().timestamp - 2000) * 1000) @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_get_trade_history_id(default_conf, mocker, caplog, exchange_name, trades_history): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) pagination_arg = exchange._trades_pagination_arg async def mock_get_trade_hist(pair, *args, **kwargs): if 'since' in kwargs: # Return first 3 return trades_history[:-2] elif kwargs.get('params', {}).get(pagination_arg) == trades_history[-3]['id']: # Return 2 return trades_history[-3:-1] else: # Return last 2 return trades_history[-2:] # Monkey-patch async function exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' ret = await exchange._async_get_trade_history_id(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list assert len(ret[1]) == len(trades_history) assert exchange._async_fetch_trades.call_count == 3 fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] # 2nd call assert fetch_trades_cal[1][0][0] == pair assert 'params' in fetch_trades_cal[1][1] assert exchange._ft_has['trades_pagination_arg'] in fetch_trades_cal[1][1]['params'] @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_get_trade_history_time(default_conf, mocker, caplog, exchange_name, trades_history): caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): if kwargs['since'] == trades_history[0]["timestamp"]: return trades_history[:-1] else: return trades_history[-1:] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list assert len(ret[1]) == len(trades_history) assert exchange._async_fetch_trades.call_count == 2 fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] # 2nd call assert fetch_trades_cal[1][0][0] == pair assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] assert log_has_re(r"Stopping because until was reached.*", caplog) @pytest.mark.asyncio @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, exchange_name, trades_history): caplog.set_level(logging.DEBUG) async def mock_get_trade_hist(pair, *args, **kwargs): if kwargs['since'] == trades_history[0]["timestamp"]: return trades_history[:-1] else: return [] caplog.set_level(logging.DEBUG) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) # Monkey-patch async function exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist) pair = 'ETH/BTC' ret = await exchange._async_get_trade_history_time(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]-1) assert type(ret) is tuple assert ret[0] == pair assert type(ret[1]) is list assert len(ret[1]) == len(trades_history) - 1 assert exchange._async_fetch_trades.call_count == 2 fetch_trades_cal = exchange._async_fetch_trades.call_args_list # first call (using since, not fromId) assert fetch_trades_cal[0][0][0] == pair assert fetch_trades_cal[0][1]['since'] == trades_history[0]["timestamp"] @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history): mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) pair = 'ETH/BTC' exchange._async_get_trade_history_id = get_mock_coro((pair, trades_history)) exchange._async_get_trade_history_time = get_mock_coro((pair, trades_history)) ret = exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]) # Depending on the exchange, one or the other method should be called assert sum([exchange._async_get_trade_history_id.call_count, exchange._async_get_trade_history_time.call_count]) == 1 assert len(ret) == 2 assert ret[0] == pair assert len(ret[1]) == len(trades_history) @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange_name, trades_history): mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=False) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) pair = 'ETH/BTC' with pytest.raises(OperationalException, match="This exchange does not suport downloading Trades."): exchange.get_historic_trades(pair, since=trades_history[0]["timestamp"], until=trades_history[-1]["timestamp"]) @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, 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 @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, id=exchange_name) assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123 with pytest.raises(InvalidOrderException): api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) 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 == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, "cancel_order", "cancel_order", order_id='_', pair='TKN/BTC') @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, id=exchange_name) exchange._dry_run_open_orders['X'] = order assert exchange.get_order('X', 'TKN/BTC').myid == 123 with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): exchange.get_order('Y', 'TKN/BTC') 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, id=exchange_name) assert exchange.get_order('X', 'TKN/BTC') == 456 with pytest.raises(InvalidOrderException): api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) 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 == 1 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, 'get_order', 'fetch_order', order_id='_', pair='TKN/BTC') @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_name(default_conf, mocker, exchange_name): exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) assert exchange.name == exchange_name.title() assert exchange.id == exchange_name @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, 0, 0, 0) 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, id=exchange_name) orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since) assert len(orders) == 1 assert orders[0]['price'] == 165 assert api_mock.fetch_my_trades.call_count == 1 # since argument should be assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int) assert api_mock.fetch_my_trades.call_args[0][0] == 'LTC/BTC' # Same test twice, hardcoded number and doing the same calculation assert api_mock.fetch_my_trades.call_args[0][1] == 1525478395000 assert api_mock.fetch_my_trades.call_args[0][1] == int(since.replace( tzinfo=timezone.utc).timestamp() - 5) * 1000 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) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False)) assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == [] @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', 'currency': 'BTC', 'rate': 0.025, 'cost': 0.05 }) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) assert exchange.get_fee('ETH/BTC') == 0.025 ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, 'get_fee', 'calculate_fee', symbol="ETH/BTC") def test_stoploss_limit_order_unsupported_exchange(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, 'bittrex') with pytest.raises(OperationalException, match=r"stoploss_limit is not implemented .*"): exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200) def test_merge_ft_has_dict(default_conf, mocker): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), validate_stakecurrency=MagicMock() ) ex = Exchange(default_conf) assert ex._ft_has == Exchange._ft_has_default ex = Kraken(default_conf) assert ex._ft_has != Exchange._ft_has_default assert ex._ft_has['trades_pagination'] == 'id' assert ex._ft_has['trades_pagination_arg'] == 'since' # Binance defines different values ex = Binance(default_conf) assert ex._ft_has != Exchange._ft_has_default assert ex._ft_has['stoploss_on_exchange'] assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc'] assert ex._ft_has['trades_pagination'] == 'id' assert ex._ft_has['trades_pagination_arg'] == 'fromId' conf = copy.deepcopy(default_conf) conf['exchange']['_ft_has_params'] = {"DeadBeef": 20, "stoploss_on_exchange": False} # Use settings from configuration (overriding stoploss_on_exchange) ex = Binance(conf) assert ex._ft_has != Exchange._ft_has_default assert not ex._ft_has['stoploss_on_exchange'] assert ex._ft_has['DeadBeef'] == 20 def test_get_valid_pair_combination(default_conf, mocker, markets): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) ex = Exchange(default_conf) assert ex.get_valid_pair_combination("ETH", "BTC") == "ETH/BTC" assert ex.get_valid_pair_combination("BTC", "ETH") == "ETH/BTC" with pytest.raises(DependencyException, match=r"Could not combine.* to get a valid pair."): ex.get_valid_pair_combination("NOPAIR", "ETH") @pytest.mark.parametrize( "base_currencies, quote_currencies, pairs_only, active_only, expected_keys", [ # Testing markets (in conftest.py): # 'BLK/BTC': 'active': True # 'BTT/BTC': 'active': True # 'ETH/BTC': 'active': True # 'ETH/USDT': 'active': True # 'LTC/BTC': 'active': False # 'LTC/USD': 'active': True # 'LTC/USDT': 'active': True # 'NEO/BTC': 'active': False # 'TKN/BTC': 'active' not set # 'XLTCUSDT': 'active': True, not a pair # 'XRP/BTC': 'active': False # all markets ([], [], False, False, ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), # active markets ([], [], False, True, ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']), # all pairs ([], [], True, False, ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), # active pairs ([], [], True, True, ['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']), # all markets, base=ETH, LTC (['ETH', 'LTC'], [], False, False, ['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), # all markets, base=LTC (['LTC'], [], False, False, ['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), # all markets, quote=USDT ([], ['USDT'], False, False, ['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']), # all markets, quote=USDT, USD ([], ['USDT', 'USD'], False, False, ['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), # all markets, base=LTC, quote=USDT (['LTC'], ['USDT'], False, False, ['LTC/USDT', 'XLTCUSDT']), # all pairs, base=LTC, quote=USDT (['LTC'], ['USDT'], True, False, ['LTC/USDT']), # all markets, base=LTC, quote=USDT, NONEXISTENT (['LTC'], ['USDT', 'NONEXISTENT'], False, False, ['LTC/USDT', 'XLTCUSDT']), # all markets, base=LTC, quote=NONEXISTENT (['LTC'], ['NONEXISTENT'], False, False, []), ]) def test_get_markets(default_conf, mocker, markets, base_currencies, quote_currencies, pairs_only, active_only, expected_keys): mocker.patch.multiple('freqtrade.exchange.Exchange', _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), markets=PropertyMock(return_value=markets)) ex = Exchange(default_conf) pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only) assert sorted(pairs.keys()) == sorted(expected_keys) def test_timeframe_to_minutes(): assert timeframe_to_minutes("5m") == 5 assert timeframe_to_minutes("10m") == 10 assert timeframe_to_minutes("1h") == 60 assert timeframe_to_minutes("1d") == 1440 def test_timeframe_to_seconds(): assert timeframe_to_seconds("5m") == 300 assert timeframe_to_seconds("10m") == 600 assert timeframe_to_seconds("1h") == 3600 assert timeframe_to_seconds("1d") == 86400 def test_timeframe_to_msecs(): assert timeframe_to_msecs("5m") == 300000 assert timeframe_to_msecs("10m") == 600000 assert timeframe_to_msecs("1h") == 3600000 assert timeframe_to_msecs("1d") == 86400000 def test_timeframe_to_prev_date(): # 2019-08-12 13:22:08 date = datetime.fromtimestamp(1565616128, tz=timezone.utc) tf_list = [ # 5m -> 2019-08-12 13:20:00 ("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)), # 10m -> 2019-08-12 13:20:00 ("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)), # 1h -> 2019-08-12 13:00:00 ("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)), # 2h -> 2019-08-12 12:00:00 ("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)), # 4h -> 2019-08-12 12:00:00 ("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)), # 1d -> 2019-08-12 00:00:00 ("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)), ] for interval, result in tf_list: assert timeframe_to_prev_date(interval, date) == result date = datetime.now(tz=timezone.utc) assert timeframe_to_prev_date("5m") < date def test_timeframe_to_next_date(): # 2019-08-12 13:22:08 date = datetime.fromtimestamp(1565616128, tz=timezone.utc) tf_list = [ # 5m -> 2019-08-12 13:25:00 ("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)), # 10m -> 2019-08-12 13:30:00 ("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)), # 1h -> 2019-08-12 14:00:00 ("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)), # 2h -> 2019-08-12 14:00:00 ("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)), # 4h -> 2019-08-12 14:00:00 ("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)), # 1d -> 2019-08-13 00:00:00 ("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)), ] for interval, result in tf_list: assert timeframe_to_next_date(interval, date) == result date = datetime.now(tz=timezone.utc) assert timeframe_to_next_date("5m") > date @pytest.mark.parametrize("market_symbol,base_currency,quote_currency,expected_result", [ ("BTC/USDT", None, None, True), ("USDT/BTC", None, None, True), ("BTCUSDT", None, None, False), ("BTC/USDT", None, "USDT", True), ("USDT/BTC", None, "USDT", False), ("BTCUSDT", None, "USDT", False), ("BTC/USDT", "BTC", None, True), ("USDT/BTC", "BTC", None, False), ("BTCUSDT", "BTC", None, False), ("BTC/USDT", "BTC", "USDT", True), ("BTC/USDT", "USDT", "BTC", False), ("BTC/USDT", "BTC", "USD", False), ("BTCUSDT", "BTC", "USDT", False), ("BTC/", None, None, False), ("/USDT", None, None, False), ]) def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_result) -> None: assert symbol_is_pair(market_symbol, base_currency, quote_currency) == expected_result @pytest.mark.parametrize("market,expected_result", [ ({'symbol': 'ETH/BTC', 'active': True}, True), ({'symbol': 'ETH/BTC', 'active': False}, False), ({'symbol': 'ETH/BTC', }, True), ]) def test_market_is_active(market, expected_result) -> None: assert market_is_active(market) == expected_result