from copy import deepcopy
from pathlib import Path
from typing import Any, TypedDict
import pytest
from freqtrade.constants import Config
from freqtrade.exchange.exchange import Exchange
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import EXMS, get_default_conf_usdt
class TestExchangeOnlineSetup(TypedDict):
pair: str
stake_currency: str
use_ci_proxy: bool
hasQuoteVolume: bool
timeframe: str
candle_count: int
futures: bool
futures_only: bool | None
futures_pair: str | None
candle_count_futures: int | None
hasQuoteVolumeFutures: bool | None
leverage_tiers_public: bool
leverage_in_spot_market: bool
trades_lookback_hours: int
private_methods: list[str] | None
sample_order: list[dict[str, Any]] | None
sample_order_futures: list[dict[str, Any]] | None
sample_my_trades: list[dict[str, Any]] | None
skip_ws_tests: bool | None
EXCHANGE_FIXTURE_TYPE = tuple[Exchange, str, TestExchangeOnlineSetup]
EXCHANGE_WS_FIXTURE_TYPE = tuple[Exchange, str, str]
# Exchanges that should be tested online
EXCHANGES: dict[str, TestExchangeOnlineSetup] = {
"binance": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"use_ci_proxy": True,
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
"futures": True,
"futures_pair": "BTC/USDT:USDT",
"candle_count_futures": 499,
"hasQuoteVolumeFutures": True,
"leverage_tiers_public": False,
"leverage_in_spot_market": False,
"trades_lookback_hours": 4,
"private_methods": [
"fapiPrivateGetPositionSideDual",
"fapiPrivateGetMultiAssetsMargin",
"sapi_get_spot_delist_schedule",
],
"sample_order": [
{
"exchange_response": {
"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",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"status": "open",
"side": "buy",
"amount": 1.1,
},
},
{
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "1.10000000",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"side": "buy",
"status": "closed",
"amount": 1.1,
},
},
],
},
"binanceus": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
"futures": False,
"skip_ws_tests": True,
"sample_order": [
{
"exchange_response": {
"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",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
}
],
},
"kraken": {
"pair": "BTC/USD",
"stake_currency": "USD",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 720,
"leverage_tiers_public": False,
"leverage_in_spot_market": True,
"trades_lookback_hours": 12,
"sample_balances": {
"exchange_response": {
"result": {
"ADA": {"balance": "0.00000000", "hold_trade": "0.00000000"},
"ADA.F": {"balance": "2.00000000", "hold_trade": "0.00000000"},
"XBT": {"balance": "0.00060000", "hold_trade": "0.00000000"},
"XBT.F": {"balance": "0.00100000", "hold_trade": "0.00000000"},
"ZEUR": {"balance": "1000.00000000", "hold_trade": "0.00000000"},
"ZUSD": {"balance": "1000.00000000", "hold_trade": "0.00000000"},
}
},
"expected": {
"ADA": {"free": 0.0, "total": 0.0, "used": 0.0},
"ADA.F": {"free": 2.0, "total": 2.0, "used": 0.0},
"BTC": {"free": 0.0006, "total": 0.0006, "used": 0.0},
# XBT.F should be mapped to BTC.F
"BTC.F": {"free": 0.001, "total": 0.001, "used": 0.0},
"EUR": {"free": 1000.0, "total": 1000.0, "used": 0.0},
"USD": {"free": 1000.0, "total": 1000.0, "used": 0.0},
},
},
},
"kucoin": {
"pair": "XRP/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1500,
"leverage_tiers_public": False,
"leverage_in_spot_market": True,
"sample_order": [
{
"exchange_response": {"id": "63d6742d0adc5570001d2bbf7"},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "63d6742d0adc5570001d2bbf7",
"timestamp": None,
"datetime": None,
"price": None,
"status": None,
"amount": None,
},
}, # create order
{
"exchange_response": {
"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",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "63d6742d0adc5570001d2bbf7",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"status": "closed",
"amount": 1.1,
},
},
],
},
"gate": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
"futures": True,
"futures_pair": "BTC/USDT:USDT",
"candle_count_futures": 1999,
"hasQuoteVolumeFutures": True,
"leverage_tiers_public": True,
"leverage_in_spot_market": True,
"sample_order": [
{
"exchange_response": {
"id": "276266139423",
"text": "apiv4",
"create_time": "1674493798",
"update_time": "1674493798",
"create_time_ms": "1674493798550",
"update_time_ms": "1674493798550",
"status": "closed",
"currency_pair": "SOL_USDT",
"type": "limit",
"account": "spot",
"side": "buy",
"amount": "1.1",
"price": "15.5",
"time_in_force": "gtc",
"iceberg": "0",
"left": "0",
"fill_price": "17.05",
"filled_total": "17.05",
"avg_deal_price": "15.5",
"fee": "0.0000018",
"fee_currency": "SOL",
"point_fee": "0",
"gt_fee": "0",
"gt_maker_fee": "0",
"gt_taker_fee": "0.0015",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "276266139423",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"average": 15.5,
"status": "closed",
"amount": 1.1,
},
},
{
"exchange_response": {
# 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",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "276401180529",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"status": "canceled",
"amount": 1.1,
},
},
],
"sample_my_trades": [
{
"id": "123412341234",
"create_time": "167997798",
"create_time_ms": "167997798825.566200",
"currency_pair": "SOL_USDT",
"side": "sell",
"role": "taker",
"amount": "0.0115",
"price": "1712.63",
"order_id": "1234123412",
"fee": "0.0",
"fee_currency": "USDT",
"point_fee": "0.03939049",
"gt_fee": "0.0",
"amend_text": "-",
}
],
},
"okx": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 300,
"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",
"candle_count": 1000,
"futures_pair": "BTC/USDT:USDT",
"futures": True,
"orderbook_max_entries": 50,
"leverage_tiers_public": True,
"leverage_in_spot_market": True,
"sample_order": [
{
"exchange_response": {
"orderId": "1274754916287346280",
"orderLinkId": "1666798627015730",
"symbol": "SOLUSDT",
"createdTime": "1674493798550",
"price": "15.5",
"qty": "1.1",
"orderType": "Limit",
"side": "Buy",
"orderStatus": "New",
"timeInForce": "GTC",
"accountId": "5555555",
"execQty": "0",
"orderCategory": "0",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "1274754916287346280",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"side": "buy",
"status": "open",
"amount": 1.1,
},
}
],
},
"bitmart": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 200,
"orderbook_max_entries": 50,
},
"bitget": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
"futures": True,
"futures_pair": "BTC/USDT:USDT",
"leverage_tiers_public": True,
"leverage_in_spot_market": True,
},
"coinex": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": False,
"timeframe": "1h",
"candle_count": 1000,
"orderbook_max_entries": 50,
},
"htx": {
"pair": "ETH/BTC",
"stake_currency": "BTC",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
},
"bitvavo": {
"pair": "BTC/EUR",
"stake_currency": "EUR",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1440,
"leverage_tiers_public": False,
"leverage_in_spot_market": False,
},
"bingx": {
"pair": "BTC/USDT",
"stake_currency": "USDT",
"hasQuoteVolume": True,
"timeframe": "1h",
"candle_count": 1000,
"futures": False,
"sample_order": [
{
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "LIMIT",
"side": "BUY",
"clientOrderID": "",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "1762393630149869568",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"average": 15.5,
"status": "closed",
"amount": 1.1,
},
},
{
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869567",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "MARKET",
"side": "BUY",
"clientOrderID": "",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"id": "1762393630149869567",
"timestamp": 1674493798550,
"datetime": "2023-01-23T17:09:58.550Z",
"price": 15.5,
"average": 15.5,
"status": "closed",
"amount": 1.1,
},
},
],
},
"hyperliquid": {
"pair": "BTC/USDC",
"stake_currency": "USDC",
"hasQuoteVolume": False,
"timeframe": "30m",
"futures": True,
"candle_count": 5000,
"orderbook_max_entries": 20,
"futures_pair": "BTC/USDC:USDC",
# Assert that HIP3 pairs are fetched as part of load_markets
"futures_alt_pairs": ["XYZ-NVDA/USDC:USDC", "VNTL-ANTHROPIC/USDH:USDH"],
"hasQuoteVolumeFutures": True,
"leverage_tiers_public": False,
"leverage_in_spot_market": False,
# TODO: re-enable hyperliquid websocket tests
"skip_ws_tests": True,
},
"krakenfutures": {
"pair": "BTC/USD:USD",
"stake_currency": "USD",
"hasQuoteVolume": False,
"skip_ws_tests": True,
"timeframe": "1h",
"futures": True,
"futures_only": True,
"candle_count": 2000,
"futures_pair": "BTC/USD:USD",
"hasQuoteVolumeFutures": False,
"leverage_tiers_public": True,
"sample_order_futures": [
{
# Regular market order
"exchange_response": {
"uid": "a11a8dc2-0440-4fe1-5212-1bx15c8f1c8e",
"accountUid": "cabdb242-5111-4dac-bac-76f33395d76d",
"tradeable": "PF_XBTUSD",
"direction": "Sell",
"quantity": "0",
"filled": "0.0004",
"timestamp": 1771354195241,
"limitPrice": "67164.00",
"orderType": "IoC",
"clientId": "",
"reduceOnly": False,
"lastUpdateTimestamp": 1771354195241,
"regulatoryExternalUid": "ae198dd6-6be0-4014-8af-ebd472190648",
"status": "closed",
},
"pair": "BTC/USD:USD",
"expected": {
"symbol": "BTC/USD:USD",
"id": "a11a8dc2-0440-4fe1-5212-1bx15c8f1c8e",
"timestamp": 1771354195241,
"datetime": "2026-02-17T18:49:55.241Z",
"price": None,
# Average should be None (it's not correct for market orders)
"average": None,
"status": "closed",
"type": "market",
"amount": 0.0004,
"filled": 0.0004,
"side": "sell",
"triggerPrice": None,
"stopPrice": None,
"stopLossPrice": None,
},
},
{
# Trigger order
"exchange_response": {
"order": {
"type": "TRIGGER_ORDER",
"orderId": "a11a8ff3-17f3-5112-8caa-9cbbacfa1c8e",
"cliOrdId": None,
"symbol": "PF_XBTUSD",
"side": "buy",
"quantity": 0.0004,
"limitPrice": 71712,
"reduceOnly": True,
"timestamp": "2026-02-17T16:26:02.918Z",
"lastUpdateTimestamp": "2026-02-17T16:26:02.918Z",
"priceTriggerOptions": {
"triggerPrice": 71641,
"triggerSignal": "LAST_PRICE",
"triggerSide": "TRIGGER_ABOVE",
"limitPriceOffsetValue": None,
"limitPriceOffsetUnit": None,
},
},
"status": "TRIGGER_PLACED",
"updateReason": None,
"error": None,
},
"pair": "BTC/USD:USD",
"expected": {
"symbol": "BTC/USD:USD",
"id": "a11a8ff3-17f3-5112-8caa-9cbbacfa1c8e",
"timestamp": 1771345562918,
"datetime": "2026-02-17T16:26:02.918Z",
# TODO: re-verify this ...
# "price": 71712.0,
"price": None,
"status": "open",
"amount": 0.0004,
# TODO: filled should be 0, not None.
"filled": None,
"side": "buy",
"triggerPrice": 71641.0,
"stopPrice": 71641.0,
# krakenfutures uses stopPrice - so this is fine.
"stopLossPrice": None,
},
},
{
# Canceled order
"exchange_response": {
"order": {
"type": "ORDER",
"orderId": "a159faef-6a0f-4651-bb78-xxfa4c71ac7e",
"cliOrdId": None,
"symbol": "PF_XBTUSD",
"side": "buy",
"quantity": 0.0022,
"filled": 0,
"limitPrice": 68000,
"reduceOnly": False,
"timestamp": "2026-03-21T07:32:21.555Z",
"lastUpdateTimestamp": "2026-03-21T07:32:21.555Z",
},
"status": "CANCELLED",
"updateReason": "CANCELLED_BY_USER",
"error": None,
},
"pair": "BTC/USD:USD",
"expected": {
"symbol": "BTC/USD:USD",
"id": "a159faef-6a0f-4651-bb78-xxfa4c71ac7e",
"timestamp": 1774078341555,
"datetime": "2026-03-21T07:32:21.555Z",
"price": None,
"status": "canceled",
"filled": 0.0,
},
},
],
},
}
EXCHANGES_FUTURES = [exch for exch, params in EXCHANGES.items() if params.get("futures")]
EXCHANGES_SPOT = [exch for exch, params in EXCHANGES.items() if not params.get("futures_only")]
@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
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")):
config1 = deepcopy(config)
config1["exchange"]["ccxt_config"] = {
"httpsProxy": proxy,
"wsProxy": proxy,
}
return config1
return config
def get_exchange(exchange_name, exchange_conf, class_mocker):
exchange_params = EXCHANGES[exchange_name]
exchange_conf = set_test_proxy(exchange_conf, exchange_params.get("use_ci_proxy", False))
exchange_conf["exchange"]["name"] = exchange_name
exchange_conf["stake_currency"] = exchange_params["stake_currency"]
class_mocker.patch(f"{EXMS}.ft_additional_exchange_init")
exchange = ExchangeResolver.load_exchange(
exchange_conf, validate=True, load_leverage_tiers=True
)
return exchange, exchange_name, exchange_params
def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
exchange_params = EXCHANGES[exchange_name]
if exchange_params.get("futures") is not True:
pytest.skip(f"Exchange {exchange_name} does not support futures.")
exchange_conf = deepcopy(exchange_conf)
exchange_conf = set_test_proxy(exchange_conf, exchange_params.get("use_ci_proxy", False))
exchange_conf["exchange"]["name"] = exchange_name
exchange_conf["stake_currency"] = exchange_params["stake_currency"]
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(f"{EXMS}.ft_additional_exchange_init")
class_mocker.patch(f"{EXMS}.load_cached_leverage_tiers", return_value=None)
class_mocker.patch(f"{EXMS}.cache_leverage_tiers")
exchange = ExchangeResolver.load_exchange(
exchange_conf, validate=True, load_leverage_tiers=True
)
return exchange, exchange_name, exchange_params
@pytest.fixture(params=EXCHANGES_SPOT, scope="class")
def exchange(request, exchange_conf, class_mocker):
exchange, name, exchange_params = get_exchange(request.param, exchange_conf, class_mocker)
yield exchange, name, exchange_params
exchange.close()
@pytest.fixture(params=EXCHANGES_FUTURES, scope="class")
def exchange_futures(request, exchange_conf, class_mocker):
exchange, name, exchange_params = get_futures_exchange(
request.param, exchange_conf, class_mocker
)
yield exchange, name, exchange_params
exchange.close()
@pytest.fixture(params=["spot", "futures"], scope="class")
def exchange_mode(request):
return request.param
@pytest.fixture(params=EXCHANGES, scope="class")
def exchange_ws(request, exchange_conf, exchange_mode, class_mocker):
exchange_conf["exchange"]["enable_ws"] = True
exchange_param = EXCHANGES[request.param]
if exchange_param.get("skip_ws_tests"):
pytest.skip(f"{request.param} does not support websocket tests.")
if exchange_mode == "spot":
exchange, name, _ = get_exchange(request.param, exchange_conf, class_mocker)
pair = exchange_param["pair"]
elif exchange_param.get("futures"):
exchange, name, _ = get_futures_exchange(
request.param, exchange_conf, class_mocker=class_mocker
)
pair = exchange_param["futures_pair"]
else:
pytest.skip("Exchange does not support futures.")
if not exchange._exchange_ws:
pytest.skip("Exchange does not support watch_ohlcv.")
yield exchange, name, pair
exchange.close()