def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit'
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, 'binance')
with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
api_mock.create_order.reset_mock()
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=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'] == order_type
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
# Price should be 1% below stopprice
assert api_mock.create_order.call_args_list[0][1]['price'] == expected
assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
# 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, 'binance')
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("binance Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
"stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={})
def test__set_leverage_binance(mocker, default_conf):
api_mock = MagicMock()
api_mock.set_leverage = MagicMock()
type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"_set_leverage",
"set_leverage",
pair="XRP/USDT",
leverage=5.0,
trading_mode=TradingMode.FUTURES
)
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, ordertype):
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')
order = exchange.stoploss(pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={
'stoploss': ordertype,
'stoploss_on_exchange_limit_ratio': 0.99
})
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'
if ordertype == 'limit':
assert api_mock.create_order.call_args_list[0][1][
'type'] == STOPLOSS_LIMIT_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree',
'price2': 217.8
}
else:
assert api_mock.create_order.call_args_list[0][1][
'type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree'
}
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
# 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_fill_leverage_tiers_binance(default_conf, mocker):
api_mock = MagicMock()
api_mock.fetch_leverage_tiers = MagicMock(return_value={
'ADA/BUSD': [
{
"tier": 1,
"minNotional": 0,
"maxNotional": 100000,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"info": {
"bracket": "1",
"initialLeverage": "20",
"maxNotional": "100000",
"minNotional": "0",
"maintMarginRatio": "0.025",
"cum": "0.0"
}
},
{
"tier": 2,
"minNotional": 100000,
"maxNotional": 500000,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"info": {
"bracket": "2",
"initialLeverage": "10",
"maxNotional": "500000",
"minNotional": "100000",
"maintMarginRatio": "0.05",
"cum": "2500.0"
}
},
{
"tier": 3,
"minNotional": 500000,
"maxNotional": 1000000,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"info": {
"bracket": "3",
"initialLeverage": "5",
"maxNotional": "1000000",
"minNotional": "500000",
"maintMarginRatio": "0.1",
"cum": "27500.0"
}
},
{
"tier": 4,
"minNotional": 1000000,
"maxNotional": 2000000,
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"info": {
"bracket": "4",
"initialLeverage": "3",
"maxNotional": "2000000",
"minNotional": "1000000",
"maintMarginRatio": "0.15",
"cum": "77500.0"
}
},
{
"tier": 5,
"minNotional": 2000000,
"maxNotional": 5000000,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"info": {
"bracket": "5",
"initialLeverage": "2",
"maxNotional": "5000000",
"minNotional": "2000000",
"maintMarginRatio": "0.25",
"cum": "277500.0"
}
},
{
"tier": 6,
"minNotional": 5000000,
"maxNotional": 30000000,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"info": {
"bracket": "6",
"initialLeverage": "1",
"maxNotional": "30000000",
"minNotional": "5000000",
"maintMarginRatio": "0.5",
"cum": "1527500.0"
}
}
],
"ZEC/USDT": [
{
"tier": 1,
"minNotional": 0,
"maxNotional": 50000,
"maintenanceMarginRate": 0.01,
"maxLeverage": 50,
"info": {
"bracket": "1",
"initialLeverage": "50",
"maxNotional": "50000",
"minNotional": "0",
"maintMarginRatio": "0.01",
"cum": "0.0"
}
},
{
"tier": 2,
"minNotional": 50000,
"maxNotional": 150000,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"info": {
"bracket": "2",
"initialLeverage": "20",
"maxNotional": "150000",
"minNotional": "50000",
"maintMarginRatio": "0.025",
"cum": "750.0"
}
},
{
"tier": 3,
"minNotional": 150000,
"maxNotional": 250000,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"info": {
"bracket": "3",
"initialLeverage": "10",
"maxNotional": "250000",
"minNotional": "150000",
"maintMarginRatio": "0.05",
"cum": "4500.0"
}
},
{
"tier": 4,
"minNotional": 250000,
"maxNotional": 500000,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"info": {
"bracket": "4",
"initialLeverage": "5",
"maxNotional": "500000",
"minNotional": "250000",
"maintMarginRatio": "0.1",
"cum": "17000.0"
}
},
{
"tier": 5,
"minNotional": 500000,
"maxNotional": 1000000,
"maintenanceMarginRate": 0.125,
"maxLeverage": 4,
"info": {
"bracket": "5",
"initialLeverage": "4",
"maxNotional": "1000000",
"minNotional": "500000",
"maintMarginRatio": "0.125",
"cum": "29500.0"
}
},
{
"tier": 6,
"minNotional": 1000000,
"maxNotional": 2000000,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"info": {
"bracket": "6",
"initialLeverage": "2",
"maxNotional": "2000000",
"minNotional": "1000000",
"maintMarginRatio": "0.25",
"cum": "154500.0"
}
},
{
"tier": 7,
"minNotional": 2000000,
"maxNotional": 30000000,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"info": {
"bracket": "7",
"initialLeverage": "1",
"maxNotional": "30000000",
"minNotional": "2000000",
"maintMarginRatio": "0.5",
"cum": "654500.0"
}
}
],
})
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_tiers()
assert exchange._leverage_tiers == {
'ADA/BUSD': [
{
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000,
"max": 500000,
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000,
"max": 1000000,
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000,
"max": 2000000,
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000,
"max": 5000000,
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000,
"max": 30000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
}
],
"ZEC/USDT": [
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 654500.0
},
]
}
api_mock = MagicMock()
api_mock.load_leverage_tiers = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"fill_leverage_tiers",
"fetch_leverage_tiers",
)
