freqtrade_origin/tests/exchange/test_kraken.py
2020-09-28 19:43:15 +02:00

244 lines
9.3 KiB
Python

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