from datetime import UTC, datetime, timedelta from unittest.mock import AsyncMock, MagicMock, PropertyMock import ccxt import pytest from freqtrade.enums import CandleType, MarginMode, TradingMode from freqtrade.exceptions import RetryableOrderError, TemporaryError from freqtrade.exchange.common import API_RETRY_COUNT from freqtrade.exchange.exchange import timeframe_to_minutes from tests.conftest import EXMS, get_patched_exchange, log_has from tests.exchange.test_exchange import ccxt_exceptionhandlers def test_okx_ohlcv_candle_limit(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, exchange="okx") timeframes = ("1m", "5m", "1h") start_time = int(datetime(2021, 1, 1, tzinfo=UTC).timestamp() * 1000) for timeframe in timeframes: assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100 one_call = int( ( datetime.now(UTC) - timedelta(minutes=290 * timeframe_to_minutes(timeframe)) ).timestamp() * 1000 ) assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, one_call) == 100 one_call = int( ( datetime.now(UTC) - timedelta(minutes=320 * timeframe_to_minutes(timeframe)) ).timestamp() * 1000 ) assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, one_call) == 100 def test_get_maintenance_ratio_and_amt_okx( default_conf, mocker, ): api_mock = MagicMock() default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" default_conf["dry_run"] = False mocker.patch.multiple( "freqtrade.exchange.okx.Okx", exchange_has=MagicMock(return_value=True), load_leverage_tiers=MagicMock( return_value={ "ETH/USDT:USDT": [ { "tier": 1, "minNotional": 0, "maxNotional": 2000, "maintenanceMarginRate": 0.01, "maxLeverage": 75, "info": { "baseMaxLoan": "", "imr": "0.013", "instId": "", "maxLever": "75", "maxSz": "2000", "minSz": "0", "mmr": "0.01", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "1", "uly": "ETH-USDT", }, }, { "tier": 2, "minNotional": 2001, "maxNotional": 4000, "maintenanceMarginRate": 0.015, "maxLeverage": 50, "info": { "baseMaxLoan": "", "imr": "0.02", "instId": "", "maxLever": "50", "maxSz": "4000", "minSz": "2001", "mmr": "0.015", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "2", "uly": "ETH-USDT", }, }, { "tier": 3, "minNotional": 4001, "maxNotional": 8000, "maintenanceMarginRate": 0.02, "maxLeverage": 20, "info": { "baseMaxLoan": "", "imr": "0.05", "instId": "", "maxLever": "20", "maxSz": "8000", "minSz": "4001", "mmr": "0.02", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "3", "uly": "ETH-USDT", }, }, ], "ADA/USDT:USDT": [ { "tier": 1, "minNotional": 0, "maxNotional": 500, "maintenanceMarginRate": 0.02, "maxLeverage": 75, "info": { "baseMaxLoan": "", "imr": "0.013", "instId": "", "maxLever": "75", "maxSz": "500", "minSz": "0", "mmr": "0.01", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "1", "uly": "ADA-USDT", }, }, { "tier": 2, "minNotional": 501, "maxNotional": 1000, "maintenanceMarginRate": 0.025, "maxLeverage": 50, "info": { "baseMaxLoan": "", "imr": "0.02", "instId": "", "maxLever": "50", "maxSz": "1000", "minSz": "501", "mmr": "0.015", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "2", "uly": "ADA-USDT", }, }, { "tier": 3, "minNotional": 1001, "maxNotional": 2000, "maintenanceMarginRate": 0.03, "maxLeverage": 20, "info": { "baseMaxLoan": "", "imr": "0.05", "instId": "", "maxLever": "20", "maxSz": "2000", "minSz": "1001", "mmr": "0.02", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "3", "uly": "ADA-USDT", }, }, ], } ), ) exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2000) == (0.01, None) assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2001) == (0.015, None) assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 4001) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 8000) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt("ADA/USDT:USDT", 1) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt("ADA/USDT:USDT", 2000) == (0.03, None) def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers): exchange = get_patched_exchange(mocker, default_conf, exchange="okx") assert exchange.get_max_pair_stake_amount("BNB/BUSD", 1.0) == float("inf") default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" exchange = get_patched_exchange(mocker, default_conf, exchange="okx") exchange._leverage_tiers = leverage_tiers assert exchange.get_max_pair_stake_amount("XRP/USDT:USDT", 1.0) == 30000000 assert exchange.get_max_pair_stake_amount("BNB/USDT:USDT", 1.0) == 50000000 assert exchange.get_max_pair_stake_amount("BTC/USDT:USDT", 1.0) == 1000000000 assert exchange.get_max_pair_stake_amount("BTC/USDT:USDT", 1.0, 10.0) == 100000000 assert exchange.get_max_pair_stake_amount("TTT/USDT:USDT", 1.0) == float("inf") # Not in tiers @pytest.mark.parametrize( "mode,side,reduceonly,result", [ ("net", "buy", False, "net"), ("net", "sell", True, "net"), ("net", "sell", False, "net"), ("net", "buy", True, "net"), ("longshort", "buy", False, "long"), ("longshort", "sell", True, "long"), ("longshort", "sell", False, "short"), ("longshort", "buy", True, "short"), ], ) def test__get_posSide(default_conf, mocker, mode, side, reduceonly, result): exchange = get_patched_exchange(mocker, default_conf, exchange="okx") exchange.net_only = mode == "net" assert exchange._get_posSide(side, reduceonly) == result def test_additional_exchange_init_okx(default_conf, mocker): api_mock = MagicMock() api_mock.fetch_accounts = MagicMock( return_value=[ { "id": "2555", "type": "2", "currency": None, "info": { "acctLv": "2", "autoLoan": False, "ctIsoMode": "automatic", "greeksType": "PA", "level": "Lv1", "levelTmp": "", "mgnIsoMode": "automatic", "posMode": "long_short_mode", "uid": "2555", }, } ] ) default_conf["dry_run"] = False exchange = get_patched_exchange(mocker, default_conf, exchange="okx", api_mock=api_mock) assert api_mock.fetch_accounts.call_count == 0 exchange.trading_mode = TradingMode.FUTURES # Default to netOnly assert exchange.net_only exchange.additional_exchange_init() assert api_mock.fetch_accounts.call_count == 1 assert not exchange.net_only api_mock.fetch_accounts = MagicMock( return_value=[ { "id": "2555", "type": "2", "currency": None, "info": { "acctLv": "2", "autoLoan": False, "ctIsoMode": "automatic", "greeksType": "PA", "level": "Lv1", "levelTmp": "", "mgnIsoMode": "automatic", "posMode": "net_mode", "uid": "2555", }, } ] ) exchange.additional_exchange_init() assert api_mock.fetch_accounts.call_count == 1 assert exchange.net_only default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" ccxt_exceptionhandlers( mocker, default_conf, api_mock, "okx", "additional_exchange_init", "fetch_accounts" ) def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmp_path, caplog, time_machine): default_conf["datadir"] = tmp_path # fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json') api_mock = MagicMock() type(api_mock).has = PropertyMock( return_value={ "fetchLeverageTiers": False, "fetchMarketLeverageTiers": True, } ) api_mock.fetch_market_leverage_tiers = AsyncMock( side_effect=[ [ { "tier": 1, "minNotional": 0, "maxNotional": 500, "maintenanceMarginRate": 0.02, "maxLeverage": 75, "info": { "baseMaxLoan": "", "imr": "0.013", "instId": "", "maxLever": "75", "maxSz": "500", "minSz": "0", "mmr": "0.01", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "1", "uly": "ADA-USDT", }, }, { "tier": 2, "minNotional": 501, "maxNotional": 1000, "maintenanceMarginRate": 0.025, "maxLeverage": 50, "info": { "baseMaxLoan": "", "imr": "0.02", "instId": "", "maxLever": "50", "maxSz": "1000", "minSz": "501", "mmr": "0.015", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "2", "uly": "ADA-USDT", }, }, { "tier": 3, "minNotional": 1001, "maxNotional": 2000, "maintenanceMarginRate": 0.03, "maxLeverage": 20, "info": { "baseMaxLoan": "", "imr": "0.05", "instId": "", "maxLever": "20", "maxSz": "2000", "minSz": "1001", "mmr": "0.02", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "3", "uly": "ADA-USDT", }, }, ], TemporaryError("this Failed"), [ { "tier": 1, "minNotional": 0, "maxNotional": 2000, "maintenanceMarginRate": 0.01, "maxLeverage": 75, "info": { "baseMaxLoan": "", "imr": "0.013", "instId": "", "maxLever": "75", "maxSz": "2000", "minSz": "0", "mmr": "0.01", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "1", "uly": "ETH-USDT", }, }, { "tier": 2, "minNotional": 2001, "maxNotional": 4000, "maintenanceMarginRate": 0.015, "maxLeverage": 50, "info": { "baseMaxLoan": "", "imr": "0.02", "instId": "", "maxLever": "50", "maxSz": "4000", "minSz": "2001", "mmr": "0.015", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "2", "uly": "ETH-USDT", }, }, { "tier": 3, "minNotional": 4001, "maxNotional": 8000, "maintenanceMarginRate": 0.02, "maxLeverage": 20, "info": { "baseMaxLoan": "", "imr": "0.05", "instId": "", "maxLever": "20", "maxSz": "8000", "minSz": "4001", "mmr": "0.02", "optMgnFactor": "0", "quoteMaxLoan": "", "tier": "3", "uly": "ETH-USDT", }, }, ], ] ) default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" default_conf["stake_currency"] = "USDT" exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") exchange.trading_mode = TradingMode.FUTURES exchange.margin_mode = MarginMode.ISOLATED exchange.markets = markets # Initialization of load_leverage_tiers happens as part of exchange init. assert exchange._leverage_tiers == { "ADA/USDT:USDT": [ { "minNotional": 0, "maxNotional": 500, "maintenanceMarginRate": 0.02, "maxLeverage": 75, "maintAmt": None, }, { "minNotional": 501, "maxNotional": 1000, "maintenanceMarginRate": 0.025, "maxLeverage": 50, "maintAmt": None, }, { "minNotional": 1001, "maxNotional": 2000, "maintenanceMarginRate": 0.03, "maxLeverage": 20, "maintAmt": None, }, ], "ETH/USDT:USDT": [ { "minNotional": 0, "maxNotional": 2000, "maintenanceMarginRate": 0.01, "maxLeverage": 75, "maintAmt": None, }, { "minNotional": 2001, "maxNotional": 4000, "maintenanceMarginRate": 0.015, "maxLeverage": 50, "maintAmt": None, }, { "minNotional": 4001, "maxNotional": 8000, "maintenanceMarginRate": 0.02, "maxLeverage": 20, "maintAmt": None, }, ], } filename = ( default_conf["datadir"] / f"futures/leverage_tiers_{default_conf['stake_currency']}.json" ) assert filename.is_file() logmsg = "Cached leverage tiers are outdated. Will update." assert not log_has(logmsg, caplog) api_mock.fetch_market_leverage_tiers.reset_mock() exchange.load_leverage_tiers() assert not log_has(logmsg, caplog) assert api_mock.fetch_market_leverage_tiers.call_count == 0 # 2 day passes ... time_machine.move_to(datetime.now() + timedelta(weeks=5)) exchange.load_leverage_tiers() assert log_has(logmsg, caplog) def test__set_leverage_okx(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 default_conf["trading_mode"] = TradingMode.FUTURES default_conf["margin_mode"] = MarginMode.ISOLATED exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") exchange._lev_prep("BTC/USDT:USDT", 3.2, "buy") assert api_mock.set_leverage.call_count == 1 # Leverage is rounded to 3. assert api_mock.set_leverage.call_args_list[0][1]["leverage"] == 3.2 assert api_mock.set_leverage.call_args_list[0][1]["symbol"] == "BTC/USDT:USDT" assert api_mock.set_leverage.call_args_list[0][1]["params"] == { "mgnMode": "isolated", "posSide": "net", } api_mock.set_leverage = MagicMock(side_effect=ccxt.NetworkError()) exchange._lev_prep("BTC/USDT:USDT", 3.2, "buy") assert api_mock.fetch_leverage.call_count == 1 api_mock.fetch_leverage = MagicMock(side_effect=ccxt.NetworkError()) ccxt_exceptionhandlers( mocker, default_conf, api_mock, "okx", "_lev_prep", "set_leverage", pair="XRP/USDT:USDT", leverage=5.0, side="buy", ) @pytest.mark.usefixtures("init_persistence") def test_fetch_stoploss_order_okx(default_conf, mocker): default_conf["dry_run"] = False mocker.patch("freqtrade.exchange.common.time.sleep") api_mock = MagicMock() api_mock.fetch_order = MagicMock() exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") exchange.fetch_stoploss_order("1234", "ETH/BTC") assert api_mock.fetch_order.call_count == 1 assert api_mock.fetch_order.call_args_list[0][0][0] == "1234" assert api_mock.fetch_order.call_args_list[0][0][1] == "ETH/BTC" assert api_mock.fetch_order.call_args_list[0][1]["params"] == {"stop": True} api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound) api_mock.fetch_open_orders = MagicMock(return_value=[]) api_mock.fetch_closed_orders = MagicMock(return_value=[]) api_mock.fetch_canceled_orders = MagicMock(creturn_value=[]) with pytest.raises(RetryableOrderError): exchange.fetch_stoploss_order("1234", "ETH/BTC") assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1 assert api_mock.fetch_open_orders.call_count == API_RETRY_COUNT + 1 assert api_mock.fetch_closed_orders.call_count == API_RETRY_COUNT + 1 assert api_mock.fetch_canceled_orders.call_count == API_RETRY_COUNT + 1 api_mock.fetch_order.reset_mock() api_mock.fetch_open_orders.reset_mock() api_mock.fetch_closed_orders.reset_mock() api_mock.fetch_canceled_orders.reset_mock() api_mock.fetch_closed_orders = MagicMock( return_value=[{"id": "1234", "status": "closed", "info": {"ordId": "123455"}}] ) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value={"id": "123455"})) resp = exchange.fetch_stoploss_order("1234", "ETH/BTC") assert api_mock.fetch_order.call_count == 1 assert api_mock.fetch_open_orders.call_count == 1 assert api_mock.fetch_closed_orders.call_count == 1 assert api_mock.fetch_canceled_orders.call_count == 0 assert resp["id"] == "1234" assert resp["id_stop"] == "123455" assert resp["type"] == "stoploss" default_conf["dry_run"] = True exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") dro_mock = mocker.patch(f"{EXMS}.fetch_dry_run_order", MagicMock(return_value={"id": "123455"})) api_mock.fetch_order.reset_mock() api_mock.fetch_open_orders.reset_mock() api_mock.fetch_closed_orders.reset_mock() api_mock.fetch_canceled_orders.reset_mock() resp = exchange.fetch_stoploss_order("1234", "ETH/BTC") assert api_mock.fetch_order.call_count == 0 assert api_mock.fetch_open_orders.call_count == 0 assert api_mock.fetch_closed_orders.call_count == 0 assert api_mock.fetch_canceled_orders.call_count == 0 assert dro_mock.call_count == 1 def test_fetch_stoploss_order_okx_exceptions(default_conf_usdt, mocker): default_conf_usdt["dry_run"] = False api_mock = MagicMock() ccxt_exceptionhandlers( mocker, default_conf_usdt, api_mock, "okx", "fetch_stoploss_order", "fetch_order", retries=API_RETRY_COUNT + 1, order_id="12345", pair="ETH/USDT", ) # Test 2nd part of the function api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound()) api_mock.fetch_closed_orders = MagicMock(return_value=[]) api_mock.fetch_canceled_orders = MagicMock(return_value=[]) ccxt_exceptionhandlers( mocker, default_conf_usdt, api_mock, "okx", "fetch_stoploss_order", "fetch_open_orders", retries=API_RETRY_COUNT + 1, order_id="12345", pair="ETH/USDT", ) @pytest.mark.parametrize( "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")] ) def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side): exchange = get_patched_exchange(mocker, default_conf, exchange="okx") order = { "type": "stoploss", "price": 1500, "stopLossPrice": 1500, } assert exchange.stoploss_adjust(sl1, order, side=side) assert not exchange.stoploss_adjust(sl2, order, side=side) def test_stoploss_cancel_okx(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf, exchange="okx") co_mock = mocker.patch.object(exchange, "cancel_order", autospec=True) exchange.cancel_stoploss_order("1234", "ETH/USDT") assert co_mock.call_count == 1 args, _ = co_mock.call_args assert args[0] == "1234" assert args[1] == "ETH/USDT" assert args[2] == {"stop": True} def test__get_stop_params_okx(mocker, default_conf): default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" exchange = get_patched_exchange(mocker, default_conf, exchange="okx") params = exchange._get_stop_params("sell", "market", 1500) assert params["tdMode"] == "isolated" assert params["posSide"] == "net" def test_fetch_orders_okx(default_conf, mocker, limit_order): api_mock = MagicMock() api_mock.fetch_orders = MagicMock( return_value=[ limit_order["buy"], limit_order["sell"], ] ) api_mock.fetch_open_orders = MagicMock(return_value=[limit_order["buy"]]) api_mock.fetch_closed_orders = MagicMock(return_value=[limit_order["buy"]]) mocker.patch(f"{EXMS}.exchange_has", return_value=True) start_time = datetime.now(UTC) - timedelta(days=20) exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") # Not available in dry-run assert exchange.fetch_orders("mocked", start_time) == [] assert api_mock.fetch_orders.call_count == 0 default_conf["dry_run"] = False exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx") def has_resp(_, endpoint): if endpoint == "fetchOrders": return False if endpoint == "fetchClosedOrders": return True if endpoint == "fetchOpenOrders": return True mocker.patch(f"{EXMS}.exchange_has", has_resp) history_params = {"method": "privateGetTradeOrdersHistoryArchive"} # happy path without fetchOrders exchange.fetch_orders("mocked", start_time) assert api_mock.fetch_orders.call_count == 0 assert api_mock.fetch_open_orders.call_count == 1 assert api_mock.fetch_closed_orders.call_count == 2 assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1] assert api_mock.fetch_closed_orders.call_args_list[1][1]["params"] == history_params api_mock.fetch_open_orders.reset_mock() api_mock.fetch_closed_orders.reset_mock() # regular closed_orders endpoint only has history for 7 days. exchange.fetch_orders("mocked", datetime.now(UTC) - timedelta(days=6)) assert api_mock.fetch_orders.call_count == 0 assert api_mock.fetch_open_orders.call_count == 1 assert api_mock.fetch_closed_orders.call_count == 1 assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1] mocker.patch(f"{EXMS}.exchange_has", return_value=True) # Unhappy path - first fetch-orders call fails. api_mock.fetch_orders = MagicMock(side_effect=ccxt.NotSupported()) api_mock.fetch_open_orders.reset_mock() api_mock.fetch_closed_orders.reset_mock() exchange.fetch_orders("mocked", start_time) assert api_mock.fetch_orders.call_count == 1 assert api_mock.fetch_open_orders.call_count == 1 assert api_mock.fetch_closed_orders.call_count == 2 assert "params" not in api_mock.fetch_closed_orders.call_args_list[0][1] assert api_mock.fetch_closed_orders.call_args_list[1][1]["params"] == history_params