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feat: Add Orderflow -> exchange support validation

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Matthias
2024-07-21 20:09:14 +02:00
parent 8591b9f0c8
commit 72f6ee8e8b
2 changed files with 25 additions and 0 deletions
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tests/exchange/test_exchange.py
+16
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@@ -326,6 +326,22 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
def test_validate_orderflow(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
# Test bybit - as it doesn't support historic trades data.
ex = get_patched_exchange(mocker, default_conf, exchange="bybit")
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
ex.validate_orderflow({"use_public_trades": False})
with pytest.raises(ConfigurationError, match=r"Trade data not available for.*"):
ex.validate_orderflow({"use_public_trades": True})
# Binance supports orderflow.
ex = get_patched_exchange(mocker, default_conf, exchange="binance")
ex.validate_orderflow({"use_public_trades": False})
ex.validate_orderflow({"use_public_trades": True})
@pytest.mark.parametrize(
"price,precision_mode,precision,expected",
[