mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-15 20:53:58 +00:00
180 lines
6.7 KiB
Python
180 lines
6.7 KiB
Python
from datetime import datetime, timedelta, timezone
|
|
from unittest.mock import MagicMock
|
|
|
|
import pytest
|
|
|
|
from freqtrade.enums.marginmode import MarginMode
|
|
from freqtrade.enums.tradingmode import TradingMode
|
|
from freqtrade.exceptions import OperationalException
|
|
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
|
|
from tests.exchange.test_exchange import ccxt_exceptionhandlers
|
|
|
|
|
|
def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
|
|
default_conf["dry_run"] = False
|
|
default_conf["trading_mode"] = TradingMode.FUTURES
|
|
default_conf["margin_mode"] = MarginMode.ISOLATED
|
|
api_mock = MagicMock()
|
|
api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
|
|
api_mock.is_unified_enabled = MagicMock(return_value=[False, False])
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
|
|
assert api_mock.set_position_mode.call_count == 1
|
|
assert api_mock.is_unified_enabled.call_count == 1
|
|
assert exchange.unified_account is False
|
|
|
|
assert log_has("Bybit: Standard account.", caplog)
|
|
|
|
api_mock.set_position_mode.reset_mock()
|
|
api_mock.is_unified_enabled = MagicMock(return_value=[False, True])
|
|
with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"):
|
|
get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
|
|
assert log_has("Bybit: Unified account.", caplog)
|
|
# exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
|
|
# assert api_mock.set_position_mode.call_count == 1
|
|
# assert api_mock.is_unified_enabled.call_count == 1
|
|
# assert exchange.unified_account is True
|
|
|
|
ccxt_exceptionhandlers(
|
|
mocker, default_conf, api_mock, "bybit", "additional_exchange_init", "set_position_mode"
|
|
)
|
|
|
|
|
|
async def test_bybit_fetch_funding_rate(default_conf, mocker):
|
|
default_conf["trading_mode"] = "futures"
|
|
default_conf["margin_mode"] = "isolated"
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_funding_rate_history = get_mock_coro(return_value=[])
|
|
exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
|
|
limit = 200
|
|
# Test fetch_funding_rate_history (current data)
|
|
await exchange._fetch_funding_rate_history(
|
|
pair="BTC/USDT:USDT",
|
|
timeframe="4h",
|
|
limit=limit,
|
|
)
|
|
|
|
assert api_mock.fetch_funding_rate_history.call_count == 1
|
|
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == "BTC/USDT:USDT"
|
|
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
|
|
assert kwargs["since"] is None
|
|
|
|
api_mock.fetch_funding_rate_history.reset_mock()
|
|
since_ms = 1610000000000
|
|
# Test fetch_funding_rate_history (current data)
|
|
await exchange._fetch_funding_rate_history(
|
|
pair="BTC/USDT:USDT",
|
|
timeframe="4h",
|
|
limit=limit,
|
|
since_ms=since_ms,
|
|
)
|
|
|
|
assert api_mock.fetch_funding_rate_history.call_count == 1
|
|
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == "BTC/USDT:USDT"
|
|
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
|
|
assert kwargs["since"] == since_ms
|
|
|
|
|
|
def test_bybit_get_funding_fees(default_conf, mocker):
|
|
now = datetime.now(timezone.utc)
|
|
exchange = get_patched_exchange(mocker, default_conf, id="bybit")
|
|
exchange._fetch_and_calculate_funding_fees = MagicMock()
|
|
exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
|
|
assert exchange._fetch_and_calculate_funding_fees.call_count == 0
|
|
|
|
default_conf["trading_mode"] = "futures"
|
|
default_conf["margin_mode"] = "isolated"
|
|
exchange = get_patched_exchange(mocker, default_conf, id="bybit")
|
|
exchange._fetch_and_calculate_funding_fees = MagicMock()
|
|
exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
|
|
|
|
assert exchange._fetch_and_calculate_funding_fees.call_count == 1
|
|
|
|
|
|
def test_bybit_fetch_orders(default_conf, mocker, limit_order):
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_orders = MagicMock(
|
|
return_value=[
|
|
limit_order["buy"],
|
|
limit_order["sell"],
|
|
]
|
|
)
|
|
api_mock.fetch_open_orders = MagicMock(return_value=[limit_order["buy"]])
|
|
api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]])
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
|
start_time = datetime.now(timezone.utc) - timedelta(days=20)
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="bybit")
|
|
# Not available in dry-run
|
|
assert exchange.fetch_orders("mocked", start_time) == []
|
|
assert api_mock.fetch_orders.call_count == 0
|
|
default_conf["dry_run"] = False
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="bybit")
|
|
res = exchange.fetch_orders("mocked", start_time)
|
|
# Bybit will call the endpoint 3 times, as it has a limit of 7 days per call
|
|
assert api_mock.fetch_orders.call_count == 3
|
|
assert api_mock.fetch_open_orders.call_count == 0
|
|
assert api_mock.fetch_closed_orders.call_count == 0
|
|
assert len(res) == 2 * 3
|
|
|
|
|
|
def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
|
|
default_conf_usdt["dry_run"] = False
|
|
|
|
api_mock = MagicMock()
|
|
api_mock.fetch_order = MagicMock(
|
|
return_value={
|
|
"id": "123",
|
|
"symbol": "BTC/USDT",
|
|
"status": "canceled",
|
|
"filled": 0.0,
|
|
"remaining": 0.0,
|
|
"amount": 20.0,
|
|
}
|
|
)
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
|
exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id="bybit")
|
|
|
|
res = exchange.fetch_order("123", "BTC/USDT")
|
|
assert res["remaining"] is None
|
|
assert res["filled"] == 0.0
|
|
assert res["amount"] == 20.0
|
|
assert res["status"] == "canceled"
|
|
|
|
api_mock.fetch_order = MagicMock(
|
|
return_value={
|
|
"id": "123",
|
|
"symbol": "BTC/USDT",
|
|
"status": "canceled",
|
|
"filled": 0.0,
|
|
"remaining": 20.0,
|
|
"amount": 20.0,
|
|
}
|
|
)
|
|
# Don't touch orders which return correctly.
|
|
res1 = exchange.fetch_order("123", "BTC/USDT")
|
|
assert res1["remaining"] == 20.0
|
|
assert res1["filled"] == 0.0
|
|
assert res1["amount"] == 20.0
|
|
assert res1["status"] == "canceled"
|
|
|
|
# Reverse test - remaining is not touched
|
|
api_mock.fetch_order = MagicMock(
|
|
return_value={
|
|
"id": "124",
|
|
"symbol": "BTC/USDT",
|
|
"status": "open",
|
|
"filled": 0.0,
|
|
"remaining": 20.0,
|
|
"amount": 20.0,
|
|
}
|
|
)
|
|
res2 = exchange.fetch_order("123", "BTC/USDT")
|
|
assert res2["remaining"] == 20.0
|
|
assert res2["filled"] == 0.0
|
|
assert res2["amount"] == 20.0
|
|
assert res2["status"] == "open"
|