diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 54941043d..5183ad0b4 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -48,11 +48,6 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]: conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED else: conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED - # Dynamically allow empty stake-currency - # Since the minimal config specifies this too. - # It's not allowed for Dry-run or live modes - conf_schema['properties']['stake_currency']['enum'] += [''] # type: ignore - try: FreqtradeValidator(conf_schema).validate(conf) return conf diff --git a/freqtrade/constants.py b/freqtrade/constants.py index e9c103db9..53bc4af53 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -33,12 +33,6 @@ USER_DATA_FILES = { 'strategy_analysis_example.ipynb': 'notebooks', } -TIMEFRAMES = [ - '1m', '3m', '5m', '15m', '30m', - '1h', '2h', '4h', '6h', '8h', '12h', - '1d', '3d', '1w', -] - SUPPORTED_FIAT = [ "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", @@ -66,8 +60,8 @@ CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, - 'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES}, - 'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']}, + 'ticker_interval': {'type': 'string'}, + 'stake_currency': {'type': 'string'}, 'stake_amount': { 'type': ['number', 'string'], 'minimum': 0.0001, diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 3ef32db62..714bb40e4 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -116,6 +116,7 @@ class Exchange: self._load_markets() # Check if all pairs are available + self.validate_stakecurrency(config['stake_currency']) self.validate_pairs(config['exchange']['pair_whitelist']) self.validate_ordertypes(config.get('order_types', {})) self.validate_order_time_in_force(config.get('order_time_in_force', {})) @@ -210,6 +211,13 @@ class Exchange: markets = {k: v for k, v in markets.items() if market_is_active(v)} return markets + def get_quote_currencies(self) -> List[str]: + """ + Return a list of supported quote currencies + """ + markets = self.markets + return sorted(set([x['quote'] for _, x in markets.items()])) + def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame: if pair_interval in self._klines: return self._klines[pair_interval].copy() if copy else self._klines[pair_interval] @@ -259,11 +267,23 @@ class Exchange: except ccxt.BaseError: logger.exception("Could not reload markets.") + def validate_stakecurrency(self, stake_currency) -> None: + """ + Checks stake-currency against available currencies on the exchange. + :param stake_currency: Stake-currency to validate + :raise: OperationalException if stake-currency is not available. + """ + quote_currencies = self.get_quote_currencies() + if stake_currency not in quote_currencies: + raise OperationalException( + f"{stake_currency} is not available as stake on {self.name}. " + f"Available currencies are: {', '.join(quote_currencies)}") + def validate_pairs(self, pairs: List[str]) -> None: """ Checks if all given pairs are tradable on the current exchange. - Raises OperationalException if one pair is not available. :param pairs: list of pairs + :raise: OperationalException if one pair is not available :return: None """ @@ -319,6 +339,10 @@ class Exchange: raise OperationalException( f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}") + if timeframe and timeframe_to_minutes(timeframe) < 1: + raise OperationalException( + f"Timeframes < 1m are currently not supported by Freqtrade.") + def validate_ordertypes(self, order_types: Dict) -> None: """ Checks if order-types configured in strategy/config are supported diff --git a/tests/conftest.py b/tests/conftest.py index 7bb4cf4c9..ac1b10284 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -60,6 +60,7 @@ def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> No mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) if mock_markets: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index cb40bdbd9..150ba3ea7 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -73,6 +73,7 @@ def test_init(default_conf, mocker, caplog): def test_init_ccxt_kwargs(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') caplog.set_level(logging.INFO) conf = copy.deepcopy(default_conf) conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True} @@ -121,9 +122,10 @@ def test_init_exception(default_conf, mocker): def test_exchange_resolver(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') exchange = ExchangeResolver.load_exchange('Bittrex', default_conf) assert isinstance(exchange, Exchange) assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog) @@ -257,9 +259,10 @@ def test__load_markets(default_conf, mocker, caplog): api_mock = MagicMock() api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError")) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has('Unable to initialize markets. Reason: SomeError', caplog) @@ -315,6 +318,44 @@ def test__reload_markets_exception(default_conf, mocker, caplog): assert log_has_re(r"Could not reload markets.*", caplog) +@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT']) +def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog): + default_conf['stake_currency'] = stake_currency + api_mock = MagicMock() + type(api_mock).markets = PropertyMock(return_value={ + 'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'}, + 'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'}, + }) + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + Exchange(default_conf) + + +def test_validate_stake_currency_error(default_conf, mocker, caplog): + default_conf['stake_currency'] = 'XRP' + api_mock = MagicMock() + type(api_mock).markets = PropertyMock(return_value={ + 'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'}, + 'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'}, + }) + mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + with pytest.raises(OperationalException, + match=r'XRP is not available as stake on .*' + 'Available currencies are: BTC, ETH, USDT'): + Exchange(default_conf) + + +def test_get_quote_currencies(default_conf, mocker): + ex = get_patched_exchange(mocker, default_conf) + + assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT']) + + def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly api_mock = MagicMock() type(api_mock).markets = PropertyMock(return_value={ @@ -324,8 +365,9 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d type(api_mock).id = id_mock mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -335,8 +377,9 @@ def test_validate_pairs_not_available(default_conf, mocker): 'XRP/BTC': {'inactive': True} }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'not available'): Exchange(default_conf) @@ -349,8 +392,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog): type(api_mock).markets = PropertyMock(return_value={}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): Exchange(default_conf) @@ -368,8 +412,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog): 'NEO/BTC': {'info': 'TestString'}, # info can also be a string ... }) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange." @@ -377,8 +422,11 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog): f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog) -def test_validate_timeframes(default_conf, mocker): - default_conf["ticker_interval"] = "5m" +@pytest.mark.parametrize("timeframe", [ + ('5m'), ("1m"), ("15m"), ("1h") +]) +def test_validate_timeframes(default_conf, mocker, timeframe): + default_conf["ticker_interval"] = timeframe api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock @@ -390,7 +438,8 @@ def test_validate_timeframes(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -399,7 +448,8 @@ def test_validate_timeframes_failed(default_conf, mocker): api_mock = MagicMock() id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock - timeframes = PropertyMock(return_value={'1m': '1m', + timeframes = PropertyMock(return_value={'15s': '15s', + '1m': '1m', '5m': '5m', '15m': '15m', '1h': '1h'}) @@ -411,6 +461,11 @@ def test_validate_timeframes_failed(default_conf, mocker): with pytest.raises(OperationalException, match=r"Invalid ticker interval '3m'. This exchange supports.*"): Exchange(default_conf) + default_conf["ticker_interval"] = "15s" + + with pytest.raises(OperationalException, + match=r"Timeframes < 1m are currently not supported by Freqtrade."): + Exchange(default_conf) def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): @@ -424,7 +479,8 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange ".*" and this exchange ' @@ -445,6 +501,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={'timeframes': None})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange ".*" and this exchange ' @@ -465,7 +522,8 @@ def test_validate_timeframes_not_in_config(default_conf, mocker): mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') Exchange(default_conf) @@ -475,8 +533,9 @@ def test_validate_order_types(default_conf, mocker): type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True}) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex') default_conf['order_types'] = { 'buy': 'limit', @@ -517,8 +576,9 @@ def test_validate_order_types_not_in_config(default_conf, mocker): api_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') conf = copy.deepcopy(default_conf) Exchange(conf) @@ -529,9 +589,10 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog): mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') + mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch('freqtrade.exchange.Exchange.validate_pairs') + mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') default_conf['startup_candle_count'] = 20 ex = Exchange(default_conf) @@ -1665,7 +1726,9 @@ def test_merge_ft_has_dict(default_conf, mocker): _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), - validate_timeframes=MagicMock()) + validate_timeframes=MagicMock(), + validate_stakecurrency=MagicMock() + ) ex = Exchange(default_conf) assert ex._ft_has == Exchange._ft_has_default