# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement # pragma pylint: disable=protected-access import logging from copy import deepcopy from random import randint from unittest.mock import MagicMock, PropertyMock import ccxt import pytest from freqtrade import OperationalException, DependencyException, TemporaryError from freqtrade.exchange import Exchange, API_RETRY_COUNT from freqtrade.tests.conftest import log_has, get_patched_exchange 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): default_conf['exchange']['name'] = 'wrong_exchange_name' with pytest.raises( OperationalException, match='Exchange {} is not supported'.format(default_conf['exchange']['name'])): Exchange(default_conf) 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)) 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)) 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': '' }) conf = deepcopy(default_conf) conf['stake_currency'] = 'ETH' mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) with pytest.raises(OperationalException, match=r'not compatible'): Exchange(conf) def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.get_name', MagicMock(return_value='Binance')) api_mock.load_markets = MagicMock(return_value={}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) 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) conf = deepcopy(default_conf) conf['stake_currency'] = 'ETH' api_mock = MagicMock() api_mock.name = MagicMock(return_value='binance') mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) with pytest.raises( OperationalException, match=r'Pair ETH/BTC not compatible with stake_currency: ETH' ): Exchange(conf) 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') 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 with pytest.raises(TemporaryError): api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_balances() assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1 with pytest.raises(OperationalException): api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_balances() assert api_mock.fetch_balance.call_count == 1 # This test is somewhat redundant with # test_exchange_bittrex.py::test_exchange_bittrex_get_ticker 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 with pytest.raises(TemporaryError): # test retrier api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_ticker(pair='ETH/BTC', refresh=True) with pytest.raises(OperationalException): api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_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) 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 with pytest.raises(TemporaryError): # test retrier api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError) exchange = get_patched_exchange(mocker, default_conf, api_mock) # new symbol to get around cache exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval']) with pytest.raises(OperationalException): api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) # new symbol to get around cache exchange.get_ticker_history('EFGH/BTC', 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 # mocker.patch.dict('freqtrade.exchange.._CONF', default_conf) 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(TemporaryError): api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError) 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 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 with pytest.raises(OperationalException): api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.cancel_order(order_id='_', pair='TKN/BTC') assert api_mock.cancel_order.call_count == 1 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(TemporaryError): api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError) 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 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 with pytest.raises(OperationalException): api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_order(order_id='_', pair='TKN/BTC') assert api_mock.fetch_order.call_count == 1 def test_get_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.get_name() == 'Binance' def test_get_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.get_id() == 'binance' def test_get_pair_detail_url(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.validate_pairs', side_effect=lambda s: True) default_conf['exchange']['name'] = 'binance' # exchange = get_patched_exchange(mocker, default_conf, api_mock) 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 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 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