mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
283 lines
9.0 KiB
Python
283 lines
9.0 KiB
Python
from random import randint
|
|
from unittest.mock import MagicMock
|
|
|
|
import ccxt
|
|
import pytest
|
|
|
|
from freqtrade.exceptions import DependencyException, InvalidOrderException
|
|
from tests.conftest import EXMS, get_patched_exchange
|
|
from tests.exchange.test_exchange import ccxt_exceptionhandlers
|
|
|
|
|
|
STOPLOSS_ORDERTYPE = "stop-loss"
|
|
STOPLOSS_LIMIT_ORDERTYPE = "stop-loss-limit"
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"order_type,time_in_force,expected_params",
|
|
[
|
|
("limit", "ioc", {"timeInForce": "IOC", "trading_agreement": "agree"}),
|
|
("limit", "PO", {"postOnly": True, "trading_agreement": "agree"}),
|
|
("market", None, {"trading_agreement": "agree"}),
|
|
],
|
|
)
|
|
def test_kraken_trading_agreement(default_conf, mocker, order_type, time_in_force, expected_params):
|
|
api_mock = MagicMock()
|
|
order_id = f"test_prod_{order_type}_{randint(0, 10 ** 6)}"
|
|
api_mock.options = {}
|
|
api_mock.create_order = MagicMock(
|
|
return_value={"id": order_id, "symbol": "ETH/BTC", "info": {"foo": "bar"}}
|
|
)
|
|
default_conf["dry_run"] = False
|
|
|
|
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
|
|
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")
|
|
|
|
order = exchange.create_order(
|
|
pair="ETH/BTC",
|
|
ordertype=order_type,
|
|
side="buy",
|
|
amount=1,
|
|
rate=200,
|
|
leverage=1.0,
|
|
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 if order_type == "limit" else None)
|
|
|
|
assert api_mock.create_order.call_args[0][5] == expected_params
|
|
|
|
|
|
def test_get_balances_prod(default_conf, mocker):
|
|
balance_item = {"free": None, "total": 10.0, "used": 0.0}
|
|
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_balance = MagicMock(
|
|
return_value={
|
|
"1ST": balance_item.copy(),
|
|
"2ND": balance_item.copy(),
|
|
"3RD": balance_item.copy(),
|
|
"4TH": balance_item.copy(),
|
|
"EUR": balance_item.copy(),
|
|
"timestamp": 123123,
|
|
}
|
|
)
|
|
kraken_open_orders = [
|
|
{
|
|
"symbol": "1ST/EUR",
|
|
"type": "limit",
|
|
"side": "sell",
|
|
"price": 20,
|
|
"cost": 0.0,
|
|
"amount": 1.0,
|
|
"filled": 0.0,
|
|
"average": 0.0,
|
|
"remaining": 1.0,
|
|
},
|
|
{
|
|
"status": "open",
|
|
"symbol": "2ND/EUR",
|
|
"type": "limit",
|
|
"side": "sell",
|
|
"price": 20.0,
|
|
"cost": 0.0,
|
|
"amount": 2.0,
|
|
"filled": 0.0,
|
|
"average": 0.0,
|
|
"remaining": 2.0,
|
|
},
|
|
{
|
|
"status": "open",
|
|
"symbol": "2ND/USD",
|
|
"type": "limit",
|
|
"side": "sell",
|
|
"price": 20.0,
|
|
"cost": 0.0,
|
|
"amount": 2.0,
|
|
"filled": 0.0,
|
|
"average": 0.0,
|
|
"remaining": 2.0,
|
|
},
|
|
{
|
|
"status": "open",
|
|
"symbol": "3RD/EUR",
|
|
"type": "limit",
|
|
"side": "buy",
|
|
"price": 0.02,
|
|
"cost": 0.0,
|
|
"amount": 100.0,
|
|
"filled": 0.0,
|
|
"average": 0.0,
|
|
"remaining": 100.0,
|
|
},
|
|
]
|
|
api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
|
|
default_conf["dry_run"] = False
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")
|
|
balances = exchange.get_balances()
|
|
assert len(balances) == 6
|
|
|
|
assert balances["1ST"]["free"] == 9.0
|
|
assert balances["1ST"]["total"] == 10.0
|
|
assert balances["1ST"]["used"] == 1.0
|
|
|
|
assert balances["2ND"]["free"] == 6.0
|
|
assert balances["2ND"]["total"] == 10.0
|
|
assert balances["2ND"]["used"] == 4.0
|
|
|
|
assert balances["3RD"]["free"] == 10.0
|
|
assert balances["3RD"]["total"] == 10.0
|
|
assert balances["3RD"]["used"] == 0.0
|
|
|
|
assert balances["4TH"]["free"] == 10.0
|
|
assert balances["4TH"]["total"] == 10.0
|
|
assert balances["4TH"]["used"] == 0.0
|
|
|
|
assert balances["EUR"]["free"] == 8.0
|
|
assert balances["EUR"]["total"] == 10.0
|
|
assert balances["EUR"]["used"] == 2.0
|
|
ccxt_exceptionhandlers(
|
|
mocker, default_conf, api_mock, "kraken", "get_balances", "fetch_balance"
|
|
)
|
|
|
|
|
|
@pytest.mark.parametrize("ordertype", ["market", "limit"])
|
|
@pytest.mark.parametrize(
|
|
"side,adjustedprice",
|
|
[
|
|
("sell", 217.8),
|
|
("buy", 222.2),
|
|
],
|
|
)
|
|
def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
|
|
api_mock = MagicMock()
|
|
order_id = f"test_prod_buy_{randint(0, 10 ** 6)}"
|
|
|
|
api_mock.create_order = MagicMock(return_value={"id": order_id, "info": {"foo": "bar"}})
|
|
|
|
default_conf["dry_run"] = False
|
|
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
|
|
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
|
|
|
|
order = exchange.create_stoploss(
|
|
pair="ETH/BTC",
|
|
amount=1,
|
|
stop_price=220,
|
|
side=side,
|
|
order_types={"stoploss": ordertype, "stoploss_on_exchange_limit_ratio": 0.99},
|
|
leverage=1.0,
|
|
)
|
|
|
|
assert "id" in order
|
|
assert "info" in order
|
|
assert order["id"] == order_id
|
|
assert api_mock.create_order.call_args_list[0][1]["symbol"] == "ETH/BTC"
|
|
assert api_mock.create_order.call_args_list[0][1]["type"] == ordertype
|
|
assert api_mock.create_order.call_args_list[0][1]["params"] == {
|
|
"trading_agreement": "agree",
|
|
"stopLossPrice": 220,
|
|
}
|
|
assert api_mock.create_order.call_args_list[0][1]["side"] == side
|
|
assert api_mock.create_order.call_args_list[0][1]["amount"] == 1
|
|
if ordertype == "limit":
|
|
assert api_mock.create_order.call_args_list[0][1]["price"] == adjustedprice
|
|
else:
|
|
assert api_mock.create_order.call_args_list[0][1]["price"] is None
|
|
|
|
# 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, "kraken")
|
|
exchange.create_stoploss(
|
|
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
|
|
)
|
|
|
|
with pytest.raises(InvalidOrderException):
|
|
api_mock.create_order = MagicMock(
|
|
side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately.")
|
|
)
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
|
|
exchange.create_stoploss(
|
|
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
|
|
)
|
|
|
|
ccxt_exceptionhandlers(
|
|
mocker,
|
|
default_conf,
|
|
api_mock,
|
|
"kraken",
|
|
"create_stoploss",
|
|
"create_order",
|
|
retries=1,
|
|
pair="ETH/BTC",
|
|
amount=1,
|
|
stop_price=220,
|
|
order_types={},
|
|
side=side,
|
|
leverage=1.0,
|
|
)
|
|
|
|
|
|
@pytest.mark.parametrize("side", ["buy", "sell"])
|
|
def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
|
|
api_mock = MagicMock()
|
|
default_conf["dry_run"] = True
|
|
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
|
|
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
|
|
|
|
api_mock.create_order.reset_mock()
|
|
|
|
order = exchange.create_stoploss(
|
|
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
|
|
)
|
|
|
|
assert "id" in order
|
|
assert "info" in order
|
|
assert "type" in order
|
|
|
|
assert order["type"] == "market"
|
|
assert order["price"] == 220
|
|
assert order["amount"] == 1
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
|
|
)
|
|
def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
|
|
exchange = get_patched_exchange(mocker, default_conf, exchange="kraken")
|
|
order = {
|
|
"type": "market",
|
|
"stopLossPrice": 1500,
|
|
}
|
|
assert exchange.stoploss_adjust(sl1, order, side=side)
|
|
assert not exchange.stoploss_adjust(sl2, order, side=side)
|
|
# diff. order type ...
|
|
order["type"] = "limit"
|
|
assert exchange.stoploss_adjust(sl3, order, side=side)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"trade_id, expected",
|
|
[
|
|
("1234", False),
|
|
("170544369512007228", False),
|
|
("1705443695120072285", True),
|
|
("170544369512007228555", True),
|
|
],
|
|
)
|
|
def test__valid_trade_pagination_id_kraken(mocker, default_conf_usdt, trade_id, expected):
|
|
exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="kraken")
|
|
assert exchange._valid_trade_pagination_id("XRP/USDT", trade_id) == expected
|