mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
244 lines
9.3 KiB
Python
244 lines
9.3 KiB
Python
from random import randint
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from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import DependencyException, InvalidOrderException
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from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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STOPLOSS_ORDERTYPE = 'stop-loss'
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def test_buy_kraken_trading_agreement(default_conf, mocker):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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order_type = 'limit'
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time_in_force = 'ioc'
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api_mock.options = {}
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
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order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
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amount=1, rate=200, time_in_force=time_in_force)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
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assert api_mock.create_order.call_args[0][1] == order_type
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assert api_mock.create_order.call_args[0][2] == 'buy'
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assert api_mock.create_order.call_args[0][3] == 1
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assert api_mock.create_order.call_args[0][4] == 200
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assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
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'trading_agreement': 'agree'}
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def test_sell_kraken_trading_agreement(default_conf, mocker):
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api_mock = MagicMock()
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order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
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order_type = 'market'
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api_mock.options = {}
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
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order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
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assert api_mock.create_order.call_args[0][1] == order_type
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assert api_mock.create_order.call_args[0][2] == 'sell'
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assert api_mock.create_order.call_args[0][3] == 1
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assert api_mock.create_order.call_args[0][4] is None
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assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
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def test_get_balances_prod(default_conf, mocker):
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balance_item = {
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'free': None,
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'total': 10.0,
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'used': 0.0
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}
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api_mock = MagicMock()
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api_mock.fetch_balance = MagicMock(return_value={
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'1ST': balance_item.copy(),
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'2ST': balance_item.copy(),
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'3ST': balance_item.copy(),
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'4ST': balance_item.copy(),
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})
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kraken_open_orders = [{'symbol': '1ST/EUR',
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'type': 'limit',
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'side': 'sell',
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'price': 20,
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'cost': 0.0,
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'amount': 1.0,
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'filled': 0.0,
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'average': 0.0,
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'remaining': 1.0,
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},
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{'status': 'open',
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'symbol': '2ST/EUR',
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'type': 'limit',
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'side': 'sell',
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'price': 20.0,
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'cost': 0.0,
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'amount': 2.0,
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'filled': 0.0,
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'average': 0.0,
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'remaining': 2.0,
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},
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{'status': 'open',
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'symbol': '2ST/USD',
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'type': 'limit',
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'side': 'sell',
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'price': 20.0,
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'cost': 0.0,
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'amount': 2.0,
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'filled': 0.0,
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'average': 0.0,
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'remaining': 2.0,
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},
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{'status': 'open',
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'symbol': 'BTC/3ST',
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'type': 'limit',
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'side': 'buy',
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'price': 20,
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'cost': 0.0,
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'amount': 3.0,
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'filled': 0.0,
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'average': 0.0,
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'remaining': 3.0,
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}]
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api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
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balances = exchange.get_balances()
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assert len(balances) == 4
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assert balances['1ST']['free'] == 9.0
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assert balances['1ST']['total'] == 10.0
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assert balances['1ST']['used'] == 1.0
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assert balances['2ST']['free'] == 6.0
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assert balances['2ST']['total'] == 10.0
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assert balances['2ST']['used'] == 4.0
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assert balances['3ST']['free'] == 7.0
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assert balances['3ST']['total'] == 10.0
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assert balances['3ST']['used'] == 3.0
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assert balances['4ST']['free'] == 10.0
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assert balances['4ST']['total'] == 10.0
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assert balances['4ST']['used'] == 0.0
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
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"get_balances", "fetch_balance")
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def test_stoploss_order_kraken(default_conf, mocker):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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# stoploss_on_exchange_limit_ratio is irrelevant for kraken market orders
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
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order_types={'stoploss_on_exchange_limit_ratio': 1.05})
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assert api_mock.create_order.call_count == 1
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert api_mock.create_order.call_args_list[0][1]['price'] == 220
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assert api_mock.create_order.call_args_list[0][1]['params'] == {'trading_agreement': 'agree'}
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_kraken(default_conf, mocker):
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api_mock = MagicMock()
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default_conf['dry_run'] = True
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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assert 'id' in order
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assert 'info' in order
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assert 'type' in order
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assert order['type'] == STOPLOSS_ORDERTYPE
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assert order['price'] == 220
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assert order['amount'] == 1
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def test_stoploss_adjust_kraken(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf, id='kraken')
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order = {
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'type': STOPLOSS_ORDERTYPE,
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'price': 1500,
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}
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assert exchange.stoploss_adjust(1501, order)
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assert not exchange.stoploss_adjust(1499, order)
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# Test with invalid order case ...
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order['type'] = 'stop_loss_limit'
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assert not exchange.stoploss_adjust(1501, order)
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