From 07491990976ee885c7db63d469935cf83aa8cb38 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 24 Feb 2022 07:08:15 +0100 Subject: [PATCH] Add stoploss tests for kucoin --- freqtrade/exchange/exchange.py | 6 +- freqtrade/exchange/kucoin.py | 2 +- tests/exchange/test_kucoin.py | 120 +++++++++++++++++++++++++++++++++ 3 files changed, 124 insertions(+), 4 deletions(-) create mode 100644 tests/exchange/test_kucoin.py diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 60fd1ded4..b470f8ff2 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -836,6 +836,7 @@ class Exchange: if stop_price_norm <= rate: raise OperationalException( 'In stoploss limit order, stop price should be more than limit price') + rate = self.price_to_precision(pair, rate) if self._config['dry_run']: # TODO: will this work if ordertype is limit?? @@ -848,8 +849,6 @@ class Exchange: amount = self.amount_to_precision(pair, amount) - rate = self.price_to_precision(pair, rate) - order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=rate, params=params) logger.info(f"stoploss {user_order_type} order added for {pair}. " @@ -872,7 +871,8 @@ class Exchange: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( - f'Could not place stoploss order due to {e.__class__.__name__}. Message: {e}') from e + f"Could not place stoploss order due to {e.__class__.__name__}. " + f"Message: {e}") from e except ccxt.BaseError as e: raise OperationalException(e) from e diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py index efb76f0e3..037ca5f9a 100644 --- a/freqtrade/exchange/kucoin.py +++ b/freqtrade/exchange/kucoin.py @@ -33,7 +33,7 @@ class Kucoin(Exchange): Returns True if adjustment is necessary. """ # TODO: since kucoin uses Limit orders, changes to models will be required. - return order['info']['stop'] is not None and stop_loss > float(order['stopPrice']) + return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice']) def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py new file mode 100644 index 000000000..87f9ae8d9 --- /dev/null +++ b/tests/exchange/test_kucoin.py @@ -0,0 +1,120 @@ +from random import randint +from unittest.mock import MagicMock + +import ccxt +import pytest + +from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException +from tests.conftest import get_patched_exchange +from tests.exchange.test_exchange import ccxt_exceptionhandlers + + +@pytest.mark.parametrize('order_type', ['market', 'limit']) +@pytest.mark.parametrize('limitratio,expected', [ + (None, 220 * 0.99), + (0.99, 220 * 0.99), + (0.98, 220 * 0.98), +]) +def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order_type): + 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, 'kucoin') + if order_type == 'limit': + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={ + 'stoploss': order_type, + 'stoploss_on_exchange_limit_ratio': 1.05}) + + api_mock.create_order.reset_mock() + order_types = {'stoploss': order_type} + if limitratio is not None: + order_types.update({'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 + if order_type == 'limit': + assert api_mock.create_order.call_args_list[0][1]['price'] == expected + else: + assert api_mock.create_order.call_args_list[0][1]['price'] is None + + assert api_mock.create_order.call_args_list[0][1]['params'] == { + 'stopPrice': 220, + 'stop': 'loss' + } + + # 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, 'kucoin') + 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("kucoin Order would trigger immediately.")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') + exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin", + "stoploss", "create_order", retries=1, + pair='ETH/BTC', amount=1, stop_price=220, order_types={}) + + +def test_stoploss_order_dry_run_kucoin(default_conf, mocker): + api_mock = MagicMock() + order_type = 'market' + 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, 'kucoin') + + with pytest.raises(OperationalException): + order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, + order_types={'stoploss': 'limit', + 'stoploss_on_exchange_limit_ratio': 1.05}) + + 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'] == order_type + assert order['price'] == 220 + assert order['amount'] == 1 + + +def test_stoploss_adjust_kucoin(mocker, default_conf): + exchange = get_patched_exchange(mocker, default_conf, id='kucoin') + order = { + 'type': 'limit', + 'price': 1500, + 'stopPrice': 1500, + 'info': {'stopPrice': 1500, 'stop': "limit"}, + } + assert exchange.stoploss_adjust(1501, order) + assert not exchange.stoploss_adjust(1499, order) + # Test with invalid order case + order['info']['stop'] = None + assert not exchange.stoploss_adjust(1501, order)