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ruff format: Update tests/exchange

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This commit is contained in:
Matthias
2024-05-12 15:50:21 +02:00
parent e4796fd85b
commit c8626d9412
9 changed files with 1661 additions and 1545 deletions
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tests/exchange/test_kraken.py
+190 -192
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@@ -9,276 +9,274 @@ from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
STOPLOSS_ORDERTYPE = 'stop-loss'
STOPLOSS_LIMIT_ORDERTYPE = 'stop-loss-limit'
STOPLOSS_ORDERTYPE = "stop-loss"
STOPLOSS_LIMIT_ORDERTYPE = "stop-loss-limit"
@pytest.mark.parametrize("order_type,time_in_force,expected_params", [
('limit', 'ioc', {'timeInForce': 'IOC', 'trading_agreement': 'agree'}),
('limit', 'PO', {'postOnly': True, 'trading_agreement': 'agree'}),
('market', None, {'trading_agreement': 'agree'})
])
@pytest.mark.parametrize(
"order_type,time_in_force,expected_params",
[
("limit", "ioc", {"timeInForce": "IOC", "trading_agreement": "agree"}),
("limit", "PO", {"postOnly": True, "trading_agreement": "agree"}),
("market", None, {"trading_agreement": "agree"}),
],
)
def test_kraken_trading_agreement(default_conf, mocker, order_type, time_in_force, expected_params):
api_mock = MagicMock()
order_id = f'test_prod_{order_type}_{randint(0, 10 ** 6)}'
order_id = f"test_prod_{order_type}_{randint(0, 10 ** 6)}"
api_mock.options = {}
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'symbol': 'ETH/BTC',
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
api_mock.create_order = MagicMock(
return_value={"id": order_id, "symbol": "ETH/BTC", "info": {"foo": "bar"}}
)
default_conf["dry_run"] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.create_order(
pair='ETH/BTC',
pair="ETH/BTC",
ordertype=order_type,
side="buy",
amount=1,
rate=200,
leverage=1.0,
time_in_force=time_in_force
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 "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][2] == "buy"
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == (200 if order_type == 'limit' else None)
assert api_mock.create_order.call_args[0][4] == (200 if order_type == "limit" else None)
assert api_mock.create_order.call_args[0][5] == expected_params
def test_get_balances_prod(default_conf, mocker):
balance_item = {
'free': None,
'total': 10.0,
'used': 0.0
}
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(),
'EUR': balance_item.copy(),
'timestamp': 123123
})
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': '3ST/EUR',
'type': 'limit',
'side': 'buy',
'price': 0.02,
'cost': 0.0,
'amount': 100.0,
'filled': 0.0,
'average': 0.0,
'remaining': 100.0,
}]
api_mock.fetch_balance = MagicMock(
return_value={
"1ST": balance_item.copy(),
"2ST": balance_item.copy(),
"3ST": balance_item.copy(),
"4ST": balance_item.copy(),
"EUR": balance_item.copy(),
"timestamp": 123123,
}
)
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": "3ST/EUR",
"type": "limit",
"side": "buy",
"price": 0.02,
"cost": 0.0,
"amount": 100.0,
"filled": 0.0,
"average": 0.0,
"remaining": 100.0,
},
]
api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
default_conf['dry_run'] = False
default_conf["dry_run"] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
balances = exchange.get_balances()
assert len(balances) == 6
assert balances['1ST']['free'] == 9.0
assert balances['1ST']['total'] == 10.0
assert balances['1ST']['used'] == 1.0
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["2ST"]["free"] == 6.0
assert balances["2ST"]["total"] == 10.0
assert balances["2ST"]["used"] == 4.0
assert balances['3ST']['free'] == 10.0
assert balances['3ST']['total'] == 10.0
assert balances['3ST']['used'] == 0.0
assert balances["3ST"]["free"] == 10.0
assert balances["3ST"]["total"] == 10.0
assert balances["3ST"]["used"] == 0.0
assert balances['4ST']['free'] == 10.0
assert balances['4ST']['total'] == 10.0
assert balances['4ST']['used'] == 0.0
assert balances["4ST"]["free"] == 10.0
assert balances["4ST"]["total"] == 10.0
assert balances["4ST"]["used"] == 0.0
assert balances['EUR']['free'] == 8.0
assert balances['EUR']['total'] == 10.0
assert balances['EUR']['used'] == 2.0
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
"get_balances", "fetch_balance")
assert balances["EUR"]["free"] == 8.0
assert balances["EUR"]["total"] == 10.0
assert balances["EUR"]["used"] == 2.0
ccxt_exceptionhandlers(
mocker, default_conf, api_mock, "kraken", "get_balances", "fetch_balance"
)
@pytest.mark.parametrize('ordertype', ['market', 'limit'])
@pytest.mark.parametrize('side,adjustedprice', [
("sell", 217.8),
("buy", 222.2),
])
@pytest.mark.parametrize("ordertype", ["market", "limit"])
@pytest.mark.parametrize(
"side,adjustedprice",
[
("sell", 217.8),
("buy", 222.2),
],
)
def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
api_mock = MagicMock()
order_id = f'test_prod_buy_{randint(0, 10 ** 6)}'
order_id = f"test_prod_buy_{randint(0, 10 ** 6)}"
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
api_mock.create_order = MagicMock(return_value={"id": order_id, "info": {"foo": "bar"}})
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
default_conf["dry_run"] = False
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
order = exchange.create_stoploss(
pair='ETH/BTC',
pair="ETH/BTC",
amount=1,
stop_price=220,
side=side,
order_types={
'stoploss': ordertype,
'stoploss_on_exchange_limit_ratio': 0.99
},
leverage=1.0
order_types={"stoploss": ordertype, "stoploss_on_exchange_limit_ratio": 0.99},
leverage=1.0,
)
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'] == ordertype
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree',
'stopLossPrice': 220
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"] == ordertype
assert api_mock.create_order.call_args_list[0][1]["params"] == {
"trading_agreement": "agree",
"stopLossPrice": 220,
}
assert api_mock.create_order.call_args_list[0][1]['side'] == side
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
if ordertype == 'limit':
assert api_mock.create_order.call_args_list[0][1]['price'] == adjustedprice
assert api_mock.create_order.call_args_list[0][1]["side"] == side
assert api_mock.create_order.call_args_list[0][1]["amount"] == 1
if ordertype == "limit":
assert api_mock.create_order.call_args_list[0][1]["price"] == adjustedprice
else:
assert api_mock.create_order.call_args_list[0][1]['price'] is None
assert api_mock.create_order.call_args_list[0][1]["price"] is None
# 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 = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
exchange.create_stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
)
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')
side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately.")
)
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
exchange.create_stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
)
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
"create_stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={},
side=side, leverage=1.0)
@pytest.mark.parametrize('side', ['buy', 'sell'])
def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
api_mock.create_order.reset_mock()
order = exchange.create_stoploss(
pair='ETH/BTC',
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"kraken",
"create_stoploss",
"create_order",
retries=1,
pair="ETH/BTC",
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
leverage=1.0,
)
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == 'market'
assert order['price'] == 220
assert order['amount'] == 1
@pytest.mark.parametrize("side", ["buy", "sell"])
def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
api_mock = MagicMock()
default_conf["dry_run"] = True
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, "kraken")
api_mock.create_order.reset_mock()
order = exchange.create_stoploss(
pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
)
assert "id" in order
assert "info" in order
assert "type" in order
assert order["type"] == "market"
assert order["price"] == 220
assert order["amount"] == 1
@pytest.mark.parametrize('sl1,sl2,sl3,side', [
(1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy")
])
@pytest.mark.parametrize(
"sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
)
def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
exchange = get_patched_exchange(mocker, default_conf, id='kraken')
exchange = get_patched_exchange(mocker, default_conf, id="kraken")
order = {
'type': 'market',
'stopLossPrice': 1500,
"type": "market",
"stopLossPrice": 1500,
}
assert exchange.stoploss_adjust(sl1, order, side=side)
assert not exchange.stoploss_adjust(sl2, order, side=side)
# diff. order type ...
order['type'] = 'limit'
order["type"] = "limit"
assert exchange.stoploss_adjust(sl3, order, side=side)
@pytest.mark.parametrize('trade_id, expected', [
('1234', False),
('170544369512007228', False),
('1705443695120072285', True),
('170544369512007228555', True),
])
@pytest.mark.parametrize(
"trade_id, expected",
[
("1234", False),
("170544369512007228", False),
("1705443695120072285", True),
("170544369512007228555", True),
],
)
def test__valid_trade_pagination_id_kraken(mocker, default_conf_usdt, trade_id, expected):
exchange = get_patched_exchange(mocker, default_conf_usdt, id='kraken')
assert exchange._valid_trade_pagination_id('XRP/USDT', trade_id) == expected
exchange = get_patched_exchange(mocker, default_conf_usdt, id="kraken")
assert exchange._valid_trade_pagination_id("XRP/USDT", trade_id) == expected