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freqtrade_origin/tests/exchange_online/conftest.py
Matthias c6d132376a Add Binance filled order
2024-05-26 16:37:21 +02:00

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