mirror of
https://github.com/freqtrade/freqtrade.git
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180 lines
6.7 KiB
Python
180 lines
6.7 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, exchange="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, exchange="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, exchange="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(
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mocker, default_conf, api_mock, "bybit", "additional_exchange_init", "set_position_mode"
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)
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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, exchange="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, exchange="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, exchange="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(
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return_value=[
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limit_order["buy"],
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limit_order["sell"],
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]
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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, exchange="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, exchange="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(
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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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)
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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, exchange="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(
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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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)
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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(
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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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)
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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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