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ruff format: More updates to tests

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This commit is contained in:
Matthias
2024-05-12 15:38:09 +02:00
parent 23427bec08
commit 099b1fc8c4
5 changed files with 852 additions and 795 deletions
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tests/exchange_online/conftest.py
+231 -227
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@@ -14,128 +14,130 @@ 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",
}]
},
'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
"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": [
{
'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'
}],
"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",
}
],
},
'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': [
"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",
@@ -164,65 +166,65 @@ EXCHANGES = {
"gt_taker_fee": "0.0015",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT"
"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'
}
"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",
},
],
},
'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'],
"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': [
"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",
@@ -236,38 +238,38 @@ EXCHANGES = {
"timeInForce": "GTC",
"accountId": "5555555",
"execQty": "0",
"orderCategory": "0"
"orderCategory": "0",
}
]
],
},
'bitmart': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
'timeframe': '1h',
'orderbook_max_entries': 50,
"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,
"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,
"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,
"bingx": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"futures": False,
},
}
@@ -275,21 +277,22 @@ EXCHANGES = {
@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
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')):
if use_proxy and (proxy := os.environ.get("CI_WEB_PROXY")):
config1 = deepcopy(config)
config1['exchange']['ccxt_config'] = {
config1["exchange"]["ccxt_config"] = {
"httpsProxy": proxy,
}
return config1
@@ -299,44 +302,45 @@ def set_test_proxy(config: Config, use_proxy: bool) -> 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)
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:
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'
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')
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')
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)