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750 lines
28 KiB
Python
750 lines
28 KiB
Python
from datetime import datetime, timedelta, timezone
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from unittest.mock import AsyncMock, MagicMock, PropertyMock
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import ccxt
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import pytest
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from freqtrade.enums import CandleType, MarginMode, TradingMode
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from freqtrade.exceptions import RetryableOrderError, TemporaryError
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from freqtrade.exchange.common import API_RETRY_COUNT
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from freqtrade.exchange.exchange import timeframe_to_minutes
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from tests.conftest import EXMS, get_patched_exchange, log_has
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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def test_okx_ohlcv_candle_limit(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
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timeframes = ("1m", "5m", "1h")
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start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
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for timeframe in timeframes:
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
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one_call = int(
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(
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datetime.now(timezone.utc)
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- timedelta(minutes=290 * timeframe_to_minutes(timeframe))
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).timestamp()
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* 1000
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)
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
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one_call = int(
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(
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datetime.now(timezone.utc)
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- timedelta(minutes=320 * timeframe_to_minutes(timeframe))
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).timestamp()
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* 1000
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)
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 100
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def test_get_maintenance_ratio_and_amt_okx(
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default_conf,
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mocker,
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):
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api_mock = MagicMock()
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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default_conf["dry_run"] = False
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mocker.patch.multiple(
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"freqtrade.exchange.okx.Okx",
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exchange_has=MagicMock(return_value=True),
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load_leverage_tiers=MagicMock(
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return_value={
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"ETH/USDT:USDT": [
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.01,
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"maxLeverage": 75,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.013",
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"instId": "",
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"maxLever": "75",
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"maxSz": "2000",
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"minSz": "0",
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"mmr": "0.01",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "1",
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"uly": "ETH-USDT",
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},
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},
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{
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"tier": 2,
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"minNotional": 2001,
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"maxNotional": 4000,
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"maintenanceMarginRate": 0.015,
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"maxLeverage": 50,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.02",
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"instId": "",
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"maxLever": "50",
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"maxSz": "4000",
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"minSz": "2001",
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"mmr": "0.015",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "2",
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"uly": "ETH-USDT",
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},
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},
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{
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"tier": 3,
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"minNotional": 4001,
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"maxNotional": 8000,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 20,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.05",
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"instId": "",
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"maxLever": "20",
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"maxSz": "8000",
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"minSz": "4001",
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"mmr": "0.02",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "3",
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"uly": "ETH-USDT",
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},
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},
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],
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"ADA/USDT:USDT": [
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 500,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 75,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.013",
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"instId": "",
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"maxLever": "75",
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"maxSz": "500",
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"minSz": "0",
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"mmr": "0.01",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "1",
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"uly": "ADA-USDT",
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},
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},
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{
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"tier": 2,
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"minNotional": 501,
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"maxNotional": 1000,
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"maintenanceMarginRate": 0.025,
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"maxLeverage": 50,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.02",
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"instId": "",
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"maxLever": "50",
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"maxSz": "1000",
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"minSz": "501",
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"mmr": "0.015",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "2",
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"uly": "ADA-USDT",
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},
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},
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{
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"tier": 3,
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"minNotional": 1001,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.03,
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"maxLeverage": 20,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.05",
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"instId": "",
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"maxLever": "20",
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"maxSz": "2000",
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"minSz": "1001",
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"mmr": "0.02",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "3",
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"uly": "ADA-USDT",
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},
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},
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],
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}
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),
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)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
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assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2000) == (0.01, None)
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assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2001) == (0.015, None)
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assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 4001) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 8000) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt("ADA/USDT:USDT", 1) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt("ADA/USDT:USDT", 2000) == (0.03, None)
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def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
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exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
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assert exchange.get_max_pair_stake_amount("BNB/BUSD", 1.0) == float("inf")
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
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exchange._leverage_tiers = leverage_tiers
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assert exchange.get_max_pair_stake_amount("XRP/USDT:USDT", 1.0) == 30000000
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assert exchange.get_max_pair_stake_amount("BNB/USDT:USDT", 1.0) == 50000000
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assert exchange.get_max_pair_stake_amount("BTC/USDT:USDT", 1.0) == 1000000000
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assert exchange.get_max_pair_stake_amount("BTC/USDT:USDT", 1.0, 10.0) == 100000000
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assert exchange.get_max_pair_stake_amount("TTT/USDT:USDT", 1.0) == float("inf") # Not in tiers
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@pytest.mark.parametrize(
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"mode,side,reduceonly,result",
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[
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("net", "buy", False, "net"),
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("net", "sell", True, "net"),
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("net", "sell", False, "net"),
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("net", "buy", True, "net"),
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("longshort", "buy", False, "long"),
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("longshort", "sell", True, "long"),
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("longshort", "sell", False, "short"),
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("longshort", "buy", True, "short"),
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],
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)
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def test__get_posSide(default_conf, mocker, mode, side, reduceonly, result):
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exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
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exchange.net_only = mode == "net"
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assert exchange._get_posSide(side, reduceonly) == result
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def test_additional_exchange_init_okx(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.fetch_accounts = MagicMock(
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return_value=[
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{
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"id": "2555",
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"type": "2",
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"currency": None,
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"info": {
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"acctLv": "2",
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"autoLoan": False,
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"ctIsoMode": "automatic",
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"greeksType": "PA",
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"level": "Lv1",
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"levelTmp": "",
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"mgnIsoMode": "automatic",
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"posMode": "long_short_mode",
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"uid": "2555",
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},
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}
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]
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)
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default_conf["dry_run"] = False
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exchange = get_patched_exchange(mocker, default_conf, exchange="okx", api_mock=api_mock)
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assert api_mock.fetch_accounts.call_count == 0
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exchange.trading_mode = TradingMode.FUTURES
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# Default to netOnly
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assert exchange.net_only
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exchange.additional_exchange_init()
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assert api_mock.fetch_accounts.call_count == 1
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assert not exchange.net_only
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api_mock.fetch_accounts = MagicMock(
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return_value=[
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{
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"id": "2555",
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"type": "2",
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"currency": None,
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"info": {
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"acctLv": "2",
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"autoLoan": False,
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"ctIsoMode": "automatic",
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"greeksType": "PA",
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"level": "Lv1",
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"levelTmp": "",
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"mgnIsoMode": "automatic",
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"posMode": "net_mode",
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"uid": "2555",
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},
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}
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]
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)
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exchange.additional_exchange_init()
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assert api_mock.fetch_accounts.call_count == 1
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assert exchange.net_only
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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ccxt_exceptionhandlers(
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mocker, default_conf, api_mock, "okx", "additional_exchange_init", "fetch_accounts"
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)
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def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmp_path, caplog, time_machine):
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default_conf["datadir"] = tmp_path
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# fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json')
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api_mock = MagicMock()
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type(api_mock).has = PropertyMock(
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return_value={
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"fetchLeverageTiers": False,
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"fetchMarketLeverageTiers": True,
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}
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)
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api_mock.fetch_market_leverage_tiers = AsyncMock(
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side_effect=[
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[
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 500,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 75,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.013",
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"instId": "",
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"maxLever": "75",
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"maxSz": "500",
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"minSz": "0",
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"mmr": "0.01",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "1",
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"uly": "ADA-USDT",
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},
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},
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{
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"tier": 2,
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"minNotional": 501,
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"maxNotional": 1000,
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"maintenanceMarginRate": 0.025,
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"maxLeverage": 50,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.02",
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"instId": "",
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"maxLever": "50",
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"maxSz": "1000",
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"minSz": "501",
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"mmr": "0.015",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "2",
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"uly": "ADA-USDT",
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},
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},
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{
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"tier": 3,
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"minNotional": 1001,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.03,
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"maxLeverage": 20,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.05",
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"instId": "",
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"maxLever": "20",
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"maxSz": "2000",
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"minSz": "1001",
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"mmr": "0.02",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "3",
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"uly": "ADA-USDT",
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},
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},
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],
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TemporaryError("this Failed"),
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[
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.01,
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"maxLeverage": 75,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.013",
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"instId": "",
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"maxLever": "75",
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"maxSz": "2000",
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"minSz": "0",
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"mmr": "0.01",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "1",
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"uly": "ETH-USDT",
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},
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},
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{
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"tier": 2,
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"minNotional": 2001,
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"maxNotional": 4000,
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"maintenanceMarginRate": 0.015,
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"maxLeverage": 50,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.02",
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"instId": "",
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"maxLever": "50",
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"maxSz": "4000",
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"minSz": "2001",
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"mmr": "0.015",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "2",
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"uly": "ETH-USDT",
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},
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},
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{
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"tier": 3,
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"minNotional": 4001,
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"maxNotional": 8000,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 20,
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"info": {
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"baseMaxLoan": "",
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"imr": "0.05",
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"instId": "",
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"maxLever": "20",
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"maxSz": "8000",
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"minSz": "4001",
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"mmr": "0.02",
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"optMgnFactor": "0",
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"quoteMaxLoan": "",
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"tier": "3",
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"uly": "ETH-USDT",
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},
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},
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],
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]
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)
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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default_conf["stake_currency"] = "USDT"
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exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
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exchange.trading_mode = TradingMode.FUTURES
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exchange.margin_mode = MarginMode.ISOLATED
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exchange.markets = markets
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# Initialization of load_leverage_tiers happens as part of exchange init.
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assert exchange._leverage_tiers == {
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"ADA/USDT:USDT": [
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{
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"minNotional": 0,
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"maxNotional": 500,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 75,
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"maintAmt": None,
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},
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{
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"minNotional": 501,
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"maxNotional": 1000,
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"maintenanceMarginRate": 0.025,
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"maxLeverage": 50,
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"maintAmt": None,
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},
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{
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"minNotional": 1001,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.03,
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"maxLeverage": 20,
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"maintAmt": None,
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},
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],
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"ETH/USDT:USDT": [
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{
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"minNotional": 0,
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"maxNotional": 2000,
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"maintenanceMarginRate": 0.01,
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"maxLeverage": 75,
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"maintAmt": None,
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},
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{
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"minNotional": 2001,
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"maxNotional": 4000,
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"maintenanceMarginRate": 0.015,
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"maxLeverage": 50,
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"maintAmt": None,
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},
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{
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"minNotional": 4001,
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"maxNotional": 8000,
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"maintenanceMarginRate": 0.02,
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"maxLeverage": 20,
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"maintAmt": None,
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},
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],
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}
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filename = (
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default_conf["datadir"] / f"futures/leverage_tiers_{default_conf['stake_currency']}.json"
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)
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assert filename.is_file()
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logmsg = "Cached leverage tiers are outdated. Will update."
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assert not log_has(logmsg, caplog)
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api_mock.fetch_market_leverage_tiers.reset_mock()
|
|
|
|
exchange.load_leverage_tiers()
|
|
assert not log_has(logmsg, caplog)
|
|
|
|
assert api_mock.fetch_market_leverage_tiers.call_count == 0
|
|
# 2 day passes ...
|
|
time_machine.move_to(datetime.now() + timedelta(weeks=5))
|
|
exchange.load_leverage_tiers()
|
|
|
|
assert log_has(logmsg, caplog)
|
|
|
|
|
|
def test__set_leverage_okx(mocker, default_conf):
|
|
api_mock = MagicMock()
|
|
api_mock.set_leverage = MagicMock()
|
|
type(api_mock).has = PropertyMock(return_value={"setLeverage": True})
|
|
default_conf["dry_run"] = False
|
|
default_conf["trading_mode"] = TradingMode.FUTURES
|
|
default_conf["margin_mode"] = MarginMode.ISOLATED
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
|
|
exchange._lev_prep("BTC/USDT:USDT", 3.2, "buy")
|
|
assert api_mock.set_leverage.call_count == 1
|
|
# Leverage is rounded to 3.
|
|
assert api_mock.set_leverage.call_args_list[0][1]["leverage"] == 3.2
|
|
assert api_mock.set_leverage.call_args_list[0][1]["symbol"] == "BTC/USDT:USDT"
|
|
assert api_mock.set_leverage.call_args_list[0][1]["params"] == {
|
|
"mgnMode": "isolated",
|
|
"posSide": "net",
|
|
}
|
|
api_mock.set_leverage = MagicMock(side_effect=ccxt.NetworkError())
|
|
exchange._lev_prep("BTC/USDT:USDT", 3.2, "buy")
|
|
assert api_mock.fetch_leverage.call_count == 1
|
|
|
|
api_mock.fetch_leverage = MagicMock(side_effect=ccxt.NetworkError())
|
|
ccxt_exceptionhandlers(
|
|
mocker,
|
|
default_conf,
|
|
api_mock,
|
|
"okx",
|
|
"_lev_prep",
|
|
"set_leverage",
|
|
pair="XRP/USDT:USDT",
|
|
leverage=5.0,
|
|
side="buy",
|
|
)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_fetch_stoploss_order_okx(default_conf, mocker):
|
|
default_conf["dry_run"] = False
|
|
mocker.patch("freqtrade.exchange.common.time.sleep")
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_order = MagicMock()
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
|
|
|
|
exchange.fetch_stoploss_order("1234", "ETH/BTC")
|
|
assert api_mock.fetch_order.call_count == 1
|
|
assert api_mock.fetch_order.call_args_list[0][0][0] == "1234"
|
|
assert api_mock.fetch_order.call_args_list[0][0][1] == "ETH/BTC"
|
|
assert api_mock.fetch_order.call_args_list[0][1]["params"] == {"stop": True}
|
|
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound)
|
|
api_mock.fetch_open_orders = MagicMock(return_value=[])
|
|
api_mock.fetch_closed_orders = MagicMock(return_value=[])
|
|
api_mock.fetch_canceled_orders = MagicMock(creturn_value=[])
|
|
|
|
with pytest.raises(RetryableOrderError):
|
|
exchange.fetch_stoploss_order("1234", "ETH/BTC")
|
|
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
|
|
assert api_mock.fetch_open_orders.call_count == API_RETRY_COUNT + 1
|
|
assert api_mock.fetch_closed_orders.call_count == API_RETRY_COUNT + 1
|
|
assert api_mock.fetch_canceled_orders.call_count == API_RETRY_COUNT + 1
|
|
|
|
api_mock.fetch_order.reset_mock()
|
|
api_mock.fetch_open_orders.reset_mock()
|
|
api_mock.fetch_closed_orders.reset_mock()
|
|
api_mock.fetch_canceled_orders.reset_mock()
|
|
|
|
api_mock.fetch_closed_orders = MagicMock(
|
|
return_value=[{"id": "1234", "status": "closed", "info": {"ordId": "123455"}}]
|
|
)
|
|
mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value={"id": "123455"}))
|
|
resp = exchange.fetch_stoploss_order("1234", "ETH/BTC")
|
|
assert api_mock.fetch_order.call_count == 1
|
|
assert api_mock.fetch_open_orders.call_count == 1
|
|
assert api_mock.fetch_closed_orders.call_count == 1
|
|
assert api_mock.fetch_canceled_orders.call_count == 0
|
|
|
|
assert resp["id"] == "1234"
|
|
assert resp["id_stop"] == "123455"
|
|
assert resp["type"] == "stoploss"
|
|
|
|
default_conf["dry_run"] = True
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
|
|
dro_mock = mocker.patch(f"{EXMS}.fetch_dry_run_order", MagicMock(return_value={"id": "123455"}))
|
|
|
|
api_mock.fetch_order.reset_mock()
|
|
api_mock.fetch_open_orders.reset_mock()
|
|
api_mock.fetch_closed_orders.reset_mock()
|
|
api_mock.fetch_canceled_orders.reset_mock()
|
|
resp = exchange.fetch_stoploss_order("1234", "ETH/BTC")
|
|
|
|
assert api_mock.fetch_order.call_count == 0
|
|
assert api_mock.fetch_open_orders.call_count == 0
|
|
assert api_mock.fetch_closed_orders.call_count == 0
|
|
assert api_mock.fetch_canceled_orders.call_count == 0
|
|
assert dro_mock.call_count == 1
|
|
|
|
|
|
def test_fetch_stoploss_order_okx_exceptions(default_conf_usdt, mocker):
|
|
default_conf_usdt["dry_run"] = False
|
|
api_mock = MagicMock()
|
|
ccxt_exceptionhandlers(
|
|
mocker,
|
|
default_conf_usdt,
|
|
api_mock,
|
|
"okx",
|
|
"fetch_stoploss_order",
|
|
"fetch_order",
|
|
retries=API_RETRY_COUNT + 1,
|
|
order_id="12345",
|
|
pair="ETH/USDT",
|
|
)
|
|
|
|
# Test 2nd part of the function
|
|
api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound())
|
|
api_mock.fetch_closed_orders = MagicMock(return_value=[])
|
|
api_mock.fetch_canceled_orders = MagicMock(return_value=[])
|
|
|
|
ccxt_exceptionhandlers(
|
|
mocker,
|
|
default_conf_usdt,
|
|
api_mock,
|
|
"okx",
|
|
"fetch_stoploss_order",
|
|
"fetch_open_orders",
|
|
retries=API_RETRY_COUNT + 1,
|
|
order_id="12345",
|
|
pair="ETH/USDT",
|
|
)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
|
|
)
|
|
def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side):
|
|
exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
|
|
order = {
|
|
"type": "stoploss",
|
|
"price": 1500,
|
|
"stopLossPrice": 1500,
|
|
}
|
|
assert exchange.stoploss_adjust(sl1, order, side=side)
|
|
assert not exchange.stoploss_adjust(sl2, order, side=side)
|
|
|
|
|
|
def test_stoploss_cancel_okx(mocker, default_conf):
|
|
exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
|
|
|
|
exchange.cancel_order = MagicMock()
|
|
|
|
exchange.cancel_stoploss_order("1234", "ETH/USDT")
|
|
assert exchange.cancel_order.call_count == 1
|
|
assert exchange.cancel_order.call_args_list[0][1]["order_id"] == "1234"
|
|
assert exchange.cancel_order.call_args_list[0][1]["pair"] == "ETH/USDT"
|
|
assert exchange.cancel_order.call_args_list[0][1]["params"] == {"stop": True}
|
|
|
|
|
|
def test__get_stop_params_okx(mocker, default_conf):
|
|
default_conf["trading_mode"] = "futures"
|
|
default_conf["margin_mode"] = "isolated"
|
|
exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
|
|
params = exchange._get_stop_params("sell", "market", 1500)
|
|
|
|
assert params["tdMode"] == "isolated"
|
|
assert params["posSide"] == "net"
|
|
|
|
|
|
def test_fetch_orders_okx(default_conf, mocker, limit_order):
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_orders = MagicMock(
|
|
return_value=[
|
|
limit_order["buy"],
|
|
limit_order["sell"],
|
|
]
|
|
)
|
|
api_mock.fetch_open_orders = MagicMock(return_value=[limit_order["buy"]])
|
|
api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
|
start_time = datetime.now(timezone.utc) - timedelta(days=20)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
|
|
# Not available in dry-run
|
|
assert exchange.fetch_orders("mocked", start_time) == []
|
|
assert api_mock.fetch_orders.call_count == 0
|
|
default_conf["dry_run"] = False
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
|
|
|
|
def has_resp(_, endpoint):
|
|
if endpoint == "fetchOrders":
|
|
return False
|
|
if endpoint == "fetchClosedOrders":
|
|
return True
|
|
if endpoint == "fetchOpenOrders":
|
|
return True
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", has_resp)
|
|
|
|
history_params = {"method": "privateGetTradeOrdersHistoryArchive"}
|
|
|
|
# happy path without fetchOrders
|
|
exchange.fetch_orders("mocked", start_time)
|
|
assert api_mock.fetch_orders.call_count == 0
|
|
assert api_mock.fetch_open_orders.call_count == 1
|
|
assert api_mock.fetch_closed_orders.call_count == 2
|
|
assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1]
|
|
assert api_mock.fetch_closed_orders.call_args_list[1][1]["params"] == history_params
|
|
|
|
api_mock.fetch_open_orders.reset_mock()
|
|
api_mock.fetch_closed_orders.reset_mock()
|
|
|
|
# regular closed_orders endpoint only has history for 7 days.
|
|
exchange.fetch_orders("mocked", datetime.now(timezone.utc) - timedelta(days=6))
|
|
assert api_mock.fetch_orders.call_count == 0
|
|
assert api_mock.fetch_open_orders.call_count == 1
|
|
assert api_mock.fetch_closed_orders.call_count == 1
|
|
assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1]
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
|
|
|
# Unhappy path - first fetch-orders call fails.
|
|
api_mock.fetch_orders = MagicMock(side_effect=ccxt.NotSupported())
|
|
api_mock.fetch_open_orders.reset_mock()
|
|
api_mock.fetch_closed_orders.reset_mock()
|
|
|
|
exchange.fetch_orders("mocked", start_time)
|
|
|
|
assert api_mock.fetch_orders.call_count == 1
|
|
assert api_mock.fetch_open_orders.call_count == 1
|
|
assert api_mock.fetch_closed_orders.call_count == 2
|
|
assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1]
|
|
assert api_mock.fetch_closed_orders.call_args_list[1][1]["params"] == history_params
|