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stable/tests/exchange/test_okx.py

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Add explicit test and document behavior
2022-05-14 11:52:58 +00:00
from datetime import datetime, timedelta, timezone
Add tests for leverage tiers caching
2022-08-20 11:47:34 +00:00
from pathlib import Path
moved okex.load_leverage_tiers to new method
2022-02-24 16:06:30 +00:00
from unittest.mock import MagicMock, PropertyMock
test_okex test_get_maintenance_ratio_and_amt_okex
2022-02-06 02:54:58 +00:00
Support both position modes on OKX
2022-05-07 08:56:13 +00:00
import pytest
Fix enum imports
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from freqtrade.enums import CandleType, MarginMode, TradingMode
Add explicit test and document behavior
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from freqtrade.exchange.exchange import timeframe_to_minutes
Add tests for leverage tiers caching
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from tests.conftest import get_mock_coro, get_patched_exchange, log_has
Support both position modes on OKX
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
test_okex test_get_maintenance_ratio_and_amt_okex
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Add explicit test and document behavior
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def test_okx_ohlcv_candle_limit(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='okx')
timeframes = ('1m', '5m', '1h')
start_time = int(datetime(2021, 1, 1, tzinfo=timezone.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
Revert ohlcv_candle_limit logic for okx
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Add explicit test and document behavior
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100
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(timezone.utc) - timedelta(
minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
Revert ohlcv_candle_limit logic for okx
2022-05-14 17:32:28 +00:00
Add explicit test and document behavior
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assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
Revert ohlcv_candle_limit logic for okx
2022-05-14 17:32:28 +00:00
Add explicit test and document behavior
2022-05-14 11:52:58 +00:00
one_call = int((datetime.now(timezone.utc) - timedelta(
minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 100
fix breaking tests
2022-02-13 03:59:26 +00:00
def test_get_maintenance_ratio_and_amt_okx(
test_okex test_get_maintenance_ratio_and_amt_okex
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default_conf,
mocker,
):
api_mock = MagicMock()
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
Updated exchange tests
2022-02-10 09:31:16 +00:00
default_conf['dry_run'] = False
fix breaking tests
2022-02-13 03:59:26 +00:00
mocker.patch.multiple(
Update remaining exchange mock occurances
2023-03-01 19:19:14 +00:00
'freqtrade.exchange.okx.Okx',
Update some missing mocks
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exchange_has=MagicMock(return_value=True),
fix breaking tests
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load_leverage_tiers=MagicMock(return_value={
'ETH/USDT:USDT': [
{
'tier': 1,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 0,
'maxNotional': 2000,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.01,
fix breaking tests
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 2001,
'maxNotional': 4000,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.015,
fix breaking tests
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 4001,
'maxNotional': 8000,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.02,
fix breaking tests
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 0,
'maxNotional': 500,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.02,
fix breaking tests
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 501,
'maxNotional': 1000,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.025,
fix breaking tests
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 1001,
'maxNotional': 2000,
maintenanceMarginRatio -> maintenanceMarginRate
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'maintenanceMarginRate': 0.03,
fix breaking tests
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'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, id="okx")
test_okex.test_get_maintenance_ratio_and_amt_okex change pair names
2022-02-12 21:41:02 +00:00
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)
test_okex test_get_maintenance_ratio_and_amt_okex
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fix breaking tests
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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)
okex.get_max_pair_stake_amount
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fix breaking tests
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def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
okex.get_max_pair_stake_amount
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fix breaking tests
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exchange = get_patched_exchange(mocker, default_conf, id="okx")
okex.get_max_pair_stake_amount
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assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
fix breaking tests
2022-02-13 03:59:26 +00:00
exchange = get_patched_exchange(mocker, default_conf, id="okx")
moved leverage_tiers to a fixture
2022-02-07 10:08:30 +00:00
exchange._leverage_tiers = leverage_tiers
okex.get_max_pair_stake_amount
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use Unified futures naming for futures throughout tests
2023-01-13 20:16:19 +00:00
assert exchange.get_max_pair_stake_amount('BNB/BUSD:BUSD', 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
okex.get_max_pair_stake_amount
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use Unified futures naming for futures throughout tests
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assert exchange.get_max_pair_stake_amount('TTT/USDT:USDT', 1.0) == float('inf') # Not in tiers
fix breaking tests
2022-02-13 03:59:26 +00:00
Support both position modes on OKX
2022-05-07 08:56:13 +00:00
@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, id="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'}}])
Only fetch accounts when authenticated.
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default_conf['dry_run'] = False
Support both position modes on OKX
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exchange = get_patched_exchange(mocker, default_conf, id="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")
Add tests for leverage tiers caching
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def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog, time_machine):
default_conf['datadir'] = Path(tmpdir)
# fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json')
Filled in test_load_leverage_tiers_okx
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api_mock = MagicMock()
moved okex.load_leverage_tiers to new method
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type(api_mock).has = PropertyMock(return_value={
'fetchLeverageTiers': False,
'fetchMarketLeverageTiers': True,
})
Update tests for leverage_tier_loading
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api_mock.fetch_market_leverage_tiers = get_mock_coro(side_effect=[
updated test_load_leverage_tiers_okx
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[
{
'tier': 1,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 0,
'maxNotional': 500,
updated test_load_leverage_tiers_okx
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 501,
'maxNotional': 1000,
updated test_load_leverage_tiers_okx
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 1001,
'maxNotional': 2000,
updated test_load_leverage_tiers_okx
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'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'
}
},
],
[
{
'tier': 1,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 0,
'maxNotional': 2000,
updated test_load_leverage_tiers_okx
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 2001,
'maxNotional': 4000,
updated test_load_leverage_tiers_okx
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'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,
switch notionalFloor -> minNotional and notionalCap -> maxNotional
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'minNotional': 4001,
'maxNotional': 8000,
updated test_load_leverage_tiers_okx
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'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'
}
},
]
Filled in test_load_leverage_tiers_okx
2022-02-14 22:53:29 +00:00
])
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
default_conf['stake_currency'] = 'USDT'
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
exchange.trading_mode = TradingMode.FUTURES
exchange.margin_mode = MarginMode.ISOLATED
exchange.markets = markets
Update static-markets to include futures pair
2022-02-15 06:42:40 +00:00
# Initialization of load_leverage_tiers happens as part of exchange init.
Fix test missing assert statement
2022-02-17 18:37:24 +00:00
assert exchange._leverage_tiers == {
Filled in test_load_leverage_tiers_okx
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'ADA/USDT:USDT': [
{
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 17:34:51 +00:00
'minNotional': 0,
'maxNotional': 500,
'maintenanceMarginRate': 0.02,
'maxLeverage': 75,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
{
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 17:34:51 +00:00
'minNotional': 501,
'maxNotional': 1000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 50,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
{
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 17:34:51 +00:00
'minNotional': 1001,
'maxNotional': 2000,
'maintenanceMarginRate': 0.03,
'maxLeverage': 20,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
],
'ETH/USDT:USDT': [
{
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 17:34:51 +00:00
'minNotional': 0,
'maxNotional': 2000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 75,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
{
Update leverage tier terminology to be clear and aligned with ccxt
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'minNotional': 2001,
'maxNotional': 4000,
'maintenanceMarginRate': 0.015,
'maxLeverage': 50,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
{
Update leverage tier terminology to be clear and aligned with ccxt
2022-08-26 17:34:51 +00:00
'minNotional': 4001,
'maxNotional': 8000,
'maintenanceMarginRate': 0.02,
'maxLeverage': 20,
Filled in test_load_leverage_tiers_okx
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'maintAmt': None
},
],
}
Add tests for leverage tiers caching
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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)
api_mock.fetch_market_leverage_tiers.call_count == 0
# 2 day passes ...
Allow leverage tier cache to be 4 weeks old. we've seen from binance that it's not changing this often.
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time_machine.move_to(datetime.now() + timedelta(weeks=5))
Add tests for leverage tiers caching
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exchange.load_leverage_tiers()
assert log_has(logmsg, caplog)