mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 09:31:12 +00:00
442 lines
15 KiB
Python
442 lines
15 KiB
Python
from copy import deepcopy
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from pathlib import Path
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from typing import Tuple
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import pytest
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from freqtrade.constants import Config
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from freqtrade.exchange.exchange import Exchange
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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from tests.conftest import EXMS, get_default_conf_usdt
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EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
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EXCHANGE_WS_FIXTURE_TYPE = Tuple[Exchange, str, str]
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# Exchanges that should be tested online
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EXCHANGES = {
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"binance": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"use_ci_proxy": True,
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": True,
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"futures_pair": "BTC/USDT:USDT",
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"hasQuoteVolumeFutures": True,
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"leverage_tiers_public": False,
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"leverage_in_spot_market": False,
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"trades_lookback_hours": 4,
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"private_methods": ["fapiPrivateGetPositionSideDual", "fapiPrivateGetMultiAssetsMargin"],
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"sample_order": [
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{
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"symbol": "SOLUSDT",
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"orderId": 3551312894,
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"orderListId": -1,
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"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
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"transactTime": 1674493798550,
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"price": "15.50000000",
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"origQty": "1.10000000",
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"executedQty": "0.00000000",
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"cummulativeQuoteQty": "0.00000000",
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"status": "NEW",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"side": "BUY",
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"workingTime": 1674493798550,
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"fills": [],
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"selfTradePreventionMode": "NONE",
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},
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{
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"symbol": "SOLUSDT",
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"orderId": 3551312894,
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"orderListId": -1,
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"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
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"transactTime": 1674493798550,
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"price": "15.50000000",
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"origQty": "1.10000000",
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"executedQty": "1.10000000",
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"cummulativeQuoteQty": "17.05",
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"status": "FILLED",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"side": "BUY",
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"workingTime": 1674493798550,
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"fills": [],
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"selfTradePreventionMode": "NONE",
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},
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],
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},
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"binanceus": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": False,
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"sample_order": [
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{
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"symbol": "SOLUSDT",
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"orderId": 3551312894,
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"orderListId": -1,
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"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
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"transactTime": 1674493798550,
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"price": "15.50000000",
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"origQty": "1.10000000",
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"executedQty": "0.00000000",
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"cummulativeQuoteQty": "0.00000000",
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"status": "NEW",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"side": "BUY",
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"workingTime": 1674493798550,
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"fills": [],
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"selfTradePreventionMode": "NONE",
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}
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],
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},
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"kraken": {
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"pair": "BTC/USD",
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"stake_currency": "USD",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"leverage_tiers_public": False,
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"leverage_in_spot_market": True,
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"trades_lookback_hours": 12,
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},
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"kucoin": {
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"pair": "XRP/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"leverage_tiers_public": False,
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"leverage_in_spot_market": True,
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"sample_order": [
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{"id": "63d6742d0adc5570001d2bbf7"}, # create order
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{
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"id": "63d6742d0adc5570001d2bbf7",
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"symbol": "SOL-USDT",
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"opType": "DEAL",
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"type": "limit",
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"side": "buy",
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"price": "15.5",
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"size": "1.1",
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"funds": "0",
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"dealFunds": "17.05",
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"dealSize": "1.1",
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"fee": "0.000065252",
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"feeCurrency": "USDT",
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"stp": "",
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"stop": "",
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"stopTriggered": False,
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"stopPrice": "0",
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"timeInForce": "GTC",
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"postOnly": False,
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"hidden": False,
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"iceberg": False,
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"visibleSize": "0",
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"cancelAfter": 0,
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"channel": "API",
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"clientOid": "0a053870-11bf-41e5-be61-b272a4cb62e1",
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"remark": None,
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"tags": "partner:ccxt",
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"isActive": False,
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"cancelExist": False,
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"createdAt": 1674493798550,
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"tradeType": "TRADE",
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},
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],
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},
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"gate": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": True,
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"futures_pair": "BTC/USDT:USDT",
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"hasQuoteVolumeFutures": True,
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"leverage_tiers_public": True,
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"leverage_in_spot_market": True,
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"sample_order": [
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{
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"id": "276266139423",
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"text": "apiv4",
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"create_time": "1674493798",
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"update_time": "1674493798",
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"create_time_ms": "1674493798550",
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"update_time_ms": "1674493798550",
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"status": "closed",
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"currency_pair": "SOL_USDT",
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"type": "limit",
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"account": "spot",
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"side": "buy",
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"amount": "1.1",
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"price": "15.5",
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"time_in_force": "gtc",
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"iceberg": "0",
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"left": "0",
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"fill_price": "17.05",
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"filled_total": "17.05",
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"avg_deal_price": "15.5",
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"fee": "0.0000018",
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"fee_currency": "SOL",
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"point_fee": "0",
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"gt_fee": "0",
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"gt_maker_fee": "0",
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"gt_taker_fee": "0.0015",
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"gt_discount": True,
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"rebated_fee": "0",
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"rebated_fee_currency": "USDT",
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},
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{
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# market order
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"id": "276401180529",
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"text": "apiv4",
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"create_time": "1674493798",
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"update_time": "1674493798",
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"create_time_ms": "1674493798550",
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"update_time_ms": "1674493798550",
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"status": "cancelled",
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"currency_pair": "SOL_USDT",
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"type": "market",
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"account": "spot",
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"side": "buy",
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"amount": "17.05",
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"price": "0",
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"time_in_force": "ioc",
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"iceberg": "0",
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"left": "0.0000000016228",
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"fill_price": "17.05",
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"filled_total": "17.05",
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"avg_deal_price": "15.5",
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"fee": "0",
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"fee_currency": "SOL",
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"point_fee": "0.0199999999967544",
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"gt_fee": "0",
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"gt_maker_fee": "0",
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"gt_taker_fee": "0",
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"gt_discount": False,
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"rebated_fee": "0",
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"rebated_fee_currency": "USDT",
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},
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],
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"sample_my_trades": [
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{
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"id": "123412341234",
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"create_time": "167997798",
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"create_time_ms": "167997798825.566200",
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"currency_pair": "SOL_USDT",
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"side": "sell",
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"role": "taker",
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"amount": "0.0115",
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"price": "1712.63",
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"order_id": "1234123412",
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"fee": "0.0",
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"fee_currency": "USDT",
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"point_fee": "0.03939049",
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"gt_fee": "0.0",
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"amend_text": "-",
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}
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],
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},
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"okx": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": True,
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"futures_pair": "BTC/USDT:USDT",
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"hasQuoteVolumeFutures": False,
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"leverage_tiers_public": True,
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"leverage_in_spot_market": True,
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"private_methods": ["fetch_accounts"],
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},
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"bybit": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"use_ci_proxy": True,
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"timeframe": "1h",
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"futures_pair": "BTC/USDT:USDT",
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"futures": True,
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"orderbook_max_entries": 50,
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"leverage_tiers_public": True,
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"leverage_in_spot_market": True,
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"sample_order": [
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{
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"orderId": "1274754916287346280",
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"orderLinkId": "1666798627015730",
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"symbol": "SOLUSDT",
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"createdTime": "1674493798550",
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"price": "15.5",
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"qty": "1.1",
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"orderType": "Limit",
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"side": "Buy",
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"orderStatus": "New",
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"timeInForce": "GTC",
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"accountId": "5555555",
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"execQty": "0",
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"orderCategory": "0",
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}
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],
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},
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"bitmart": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"orderbook_max_entries": 50,
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},
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"htx": {
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"pair": "ETH/BTC",
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"stake_currency": "BTC",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": False,
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},
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"bitvavo": {
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"pair": "BTC/EUR",
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"stake_currency": "EUR",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"leverage_tiers_public": False,
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"leverage_in_spot_market": False,
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},
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"bingx": {
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"pair": "BTC/USDT",
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"stake_currency": "USDT",
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"hasQuoteVolume": True,
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"timeframe": "1h",
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"futures": False,
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"sample_order": [
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{
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"symbol": "SOL-USDT",
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"orderId": "1762393630149869568",
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"transactTime": "1674493798550",
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"price": "15.5",
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"stopPrice": "0",
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"origQty": "1.1",
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"executedQty": "1.1",
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"cummulativeQuoteQty": "17.05",
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"status": "FILLED",
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"type": "LIMIT",
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"side": "BUY",
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"clientOrderID": "",
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},
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{
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"symbol": "SOL-USDT",
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"orderId": "1762393630149869568",
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"transactTime": "1674493798550",
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"price": "15.5",
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"stopPrice": "0",
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"origQty": "1.1",
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"executedQty": "1.1",
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"cummulativeQuoteQty": "17.05",
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"status": "FILLED",
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"type": "MARKET",
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"side": "BUY",
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"clientOrderID": "",
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},
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],
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},
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}
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@pytest.fixture(scope="class")
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def exchange_conf():
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config = get_default_conf_usdt((Path(__file__).parent / "testdata").resolve())
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config["exchange"]["pair_whitelist"] = []
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config["exchange"]["key"] = ""
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config["exchange"]["secret"] = ""
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config["dry_run"] = False
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config["entry_pricing"]["use_order_book"] = True
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config["exit_pricing"]["use_order_book"] = True
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return config
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def set_test_proxy(config: Config, use_proxy: bool) -> Config:
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# Set proxy to test in CI.
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import os
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if use_proxy and (proxy := os.environ.get("CI_WEB_PROXY")):
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config1 = deepcopy(config)
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config1["exchange"]["ccxt_config"] = {
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"httpsProxy": proxy,
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"wsProxy": proxy,
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}
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return config1
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return config
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def get_exchange(exchange_name, exchange_conf):
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exchange_conf = set_test_proxy(
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exchange_conf, EXCHANGES[exchange_name].get("use_ci_proxy", False)
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)
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exchange_conf["exchange"]["name"] = exchange_name
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exchange_conf["stake_currency"] = EXCHANGES[exchange_name]["stake_currency"]
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exchange = ExchangeResolver.load_exchange(
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exchange_conf, validate=True, load_leverage_tiers=True
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)
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return exchange, exchange_name
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def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
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if EXCHANGES[exchange_name].get("futures") is not True:
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pytest.skip(f"Exchange {exchange_name} does not support futures.")
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else:
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exchange_conf = deepcopy(exchange_conf)
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exchange_conf = set_test_proxy(
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exchange_conf, EXCHANGES[exchange_name].get("use_ci_proxy", False)
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)
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exchange_conf["trading_mode"] = "futures"
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exchange_conf["margin_mode"] = "isolated"
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class_mocker.patch("freqtrade.exchange.binance.Binance.fill_leverage_tiers")
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class_mocker.patch(f"{EXMS}.fetch_trading_fees")
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class_mocker.patch("freqtrade.exchange.okx.Okx.additional_exchange_init")
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class_mocker.patch("freqtrade.exchange.binance.Binance.additional_exchange_init")
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class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
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class_mocker.patch(f"{EXMS}.load_cached_leverage_tiers", return_value=None)
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class_mocker.patch(f"{EXMS}.cache_leverage_tiers")
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return get_exchange(exchange_name, exchange_conf)
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange(request, exchange_conf, class_mocker):
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class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
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return get_exchange(request.param, exchange_conf)
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange_futures(request, exchange_conf, class_mocker):
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return get_futures_exchange(request.param, exchange_conf, class_mocker)
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@pytest.fixture(params=["spot", "futures"], scope="class")
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def exchange_mode(request):
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return request.param
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@pytest.fixture(params=EXCHANGES, scope="class")
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def exchange_ws(request, exchange_conf, exchange_mode, class_mocker):
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class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
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exchange_conf["exchange"]["enable_ws"] = True
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if exchange_mode == "spot":
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exchange, name = get_exchange(request.param, exchange_conf)
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pair = EXCHANGES[request.param]["pair"]
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elif EXCHANGES[request.param].get("futures"):
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exchange, name = get_futures_exchange(
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request.param, exchange_conf, class_mocker=class_mocker
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)
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pair = EXCHANGES[request.param]["futures_pair"]
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else:
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pytest.skip("Exchange does not support futures.")
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if not exchange._has_watch_ohlcv:
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pytest.skip("Exchange does not support watch_ohlcv.")
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yield exchange, name, pair
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exchange.close()
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