add fetch_orders exchange wrapper

This commit is contained in:
Matthias
2023-04-25 14:33:34 +02:00
parent c4a0910908
commit 531b5727f2
2 changed files with 49 additions and 0 deletions

View File

@@ -1432,6 +1432,29 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier(retries=0)
def fetch_orders(self, pair: str, since: datetime) -> List[Dict]:
"""
Fetch all orders for a pair "since"
:param pair: Pair for the query
:param since: Starting time for the query
"""
if self._config['dry_run'] or not self.exchange_has('fetchOrders'):
return []
try:
since_ms = int((since.timestamp() - 10) * 1000)
orders: List[Dict] = self._api.fetch_orders(pair, since=since_ms)
self._log_exchange_response('fetch_orders', orders)
orders = [self._order_contracts_to_amount(o) for o in orders]
return orders
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not fetch positions due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def fetch_trading_fees(self) -> Dict[str, Any]:
"""

View File

@@ -1773,6 +1773,32 @@ def test_fetch_positions(default_conf, mocker, exchange_name):
"fetch_positions", "fetch_positions")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_fetch_orders(default_conf, mocker, exchange_name, limit_order):
api_mock = MagicMock()
api_mock.fetch_orders = MagicMock(return_value=[
limit_order['buy'],
limit_order['sell'],
])
mocker.patch(f'{EXMS}.exchange_has', return_value=True)
start_time = datetime.now(timezone.utc) - timedelta(days=5)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# Not available in dry-run
assert exchange.fetch_orders('mocked', start_time) == []
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
res = exchange.fetch_orders('mocked', start_time)
assert len(res) == 2
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"fetch_orders", "fetch_orders", retries=1,
pair='mocked', since=start_time)
def test_fetch_trading_fees(default_conf, mocker):
api_mock = MagicMock()
tick = {