mirror of
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172 lines
6.5 KiB
Python
172 lines
6.5 KiB
Python
from datetime import datetime, timedelta, timezone
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from unittest.mock import MagicMock
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import pytest
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from freqtrade.enums.marginmode import MarginMode
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from freqtrade.enums.tradingmode import TradingMode
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from freqtrade.exceptions import OperationalException
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from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
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default_conf['dry_run'] = False
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default_conf['trading_mode'] = TradingMode.FUTURES
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default_conf['margin_mode'] = MarginMode.ISOLATED
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api_mock = MagicMock()
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api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
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api_mock.is_unified_enabled = MagicMock(return_value=[False, False])
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exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
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assert api_mock.set_position_mode.call_count == 1
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assert api_mock.is_unified_enabled.call_count == 1
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assert exchange.unified_account is False
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assert log_has("Bybit: Standard account.", caplog)
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api_mock.set_position_mode.reset_mock()
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api_mock.is_unified_enabled = MagicMock(return_value=[False, True])
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with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"):
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get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
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assert log_has("Bybit: Unified account.", caplog)
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# exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
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# assert api_mock.set_position_mode.call_count == 1
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# assert api_mock.is_unified_enabled.call_count == 1
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# assert exchange.unified_account is True
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'bybit',
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"additional_exchange_init", "set_position_mode")
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async def test_bybit_fetch_funding_rate(default_conf, mocker):
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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api_mock = MagicMock()
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api_mock.fetch_funding_rate_history = get_mock_coro(return_value=[])
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exchange = get_patched_exchange(mocker, default_conf, id='bybit', api_mock=api_mock)
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limit = 200
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# Test fetch_funding_rate_history (current data)
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await exchange._fetch_funding_rate_history(
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pair='BTC/USDT:USDT',
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timeframe='4h',
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limit=limit,
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)
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assert api_mock.fetch_funding_rate_history.call_count == 1
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assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
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kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
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assert kwargs['since'] is None
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api_mock.fetch_funding_rate_history.reset_mock()
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since_ms = 1610000000000
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# Test fetch_funding_rate_history (current data)
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await exchange._fetch_funding_rate_history(
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pair='BTC/USDT:USDT',
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timeframe='4h',
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limit=limit,
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since_ms=since_ms,
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)
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assert api_mock.fetch_funding_rate_history.call_count == 1
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assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
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kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
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assert kwargs['since'] == since_ms
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def test_bybit_get_funding_fees(default_conf, mocker):
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now = datetime.now(timezone.utc)
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exchange = get_patched_exchange(mocker, default_conf, id='bybit')
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exchange._fetch_and_calculate_funding_fees = MagicMock()
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exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 0
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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, id='bybit')
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exchange._fetch_and_calculate_funding_fees = MagicMock()
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exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 1
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def test_bybit_fetch_orders(default_conf, mocker, limit_order):
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api_mock = MagicMock()
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api_mock.fetch_orders = MagicMock(return_value=[
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limit_order['buy'],
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limit_order['sell'],
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])
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api_mock.fetch_open_orders = MagicMock(return_value=[limit_order['buy']])
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api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order['buy']])
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mocker.patch(f'{EXMS}.exchange_has', return_value=True)
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start_time = datetime.now(timezone.utc) - timedelta(days=20)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='bybit')
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# Not available in dry-run
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assert exchange.fetch_orders('mocked', start_time) == []
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assert api_mock.fetch_orders.call_count == 0
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='bybit')
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res = exchange.fetch_orders('mocked', start_time)
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# Bybit will call the endpoint 3 times, as it has a limit of 7 days per call
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assert api_mock.fetch_orders.call_count == 3
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assert api_mock.fetch_open_orders.call_count == 0
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assert api_mock.fetch_closed_orders.call_count == 0
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assert len(res) == 2 * 3
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def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
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default_conf_usdt['dry_run'] = False
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(return_value={
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'id': '123',
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'symbol': 'BTC/USDT',
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'status': 'canceled',
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'filled': 0.0,
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'remaining': 0.0,
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'amount': 20.0,
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})
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mocker.patch(f"{EXMS}.exchange_has", return_value=True)
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exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id='bybit')
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res = exchange.fetch_order('123', 'BTC/USDT')
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assert res['remaining'] is None
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assert res['filled'] == 0.0
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assert res['amount'] == 20.0
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assert res['status'] == 'canceled'
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api_mock.fetch_order = MagicMock(return_value={
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'id': '123',
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'symbol': 'BTC/USDT',
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'status': 'canceled',
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'filled': 0.0,
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'remaining': 20.0,
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'amount': 20.0,
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})
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# Don't touch orders which return correctly.
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res1 = exchange.fetch_order('123', 'BTC/USDT')
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assert res1['remaining'] == 20.0
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assert res1['filled'] == 0.0
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assert res1['amount'] == 20.0
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assert res1['status'] == 'canceled'
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# Reverse test - remaining is not touched
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api_mock.fetch_order = MagicMock(return_value={
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'id': '124',
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'symbol': 'BTC/USDT',
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'status': 'open',
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'filled': 0.0,
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'remaining': 20.0,
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'amount': 20.0,
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})
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res2 = exchange.fetch_order('123', 'BTC/USDT')
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assert res2['remaining'] == 20.0
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assert res2['filled'] == 0.0
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assert res2['amount'] == 20.0
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assert res2['status'] == 'open'
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