90 lines
3.7 KiB
Python
90 lines
3.7 KiB
Python
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# from decimal import Decimal
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.leverage import liquidation_price
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# from freqtrade.exceptions import OperationalException
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binance = "binance"
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kraken = "kraken"
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ftx = "ftx"
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other = "bittrex"
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def test_liquidation_price():
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spot = TradingMode.SPOT
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margin = TradingMode.MARGIN
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futures = TradingMode.FUTURES
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cross = Collateral.CROSS
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isolated = Collateral.ISOLATED
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# NONE
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assert liquidation_price(exchange_name=other, trading_mode=spot) is None
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assert liquidation_price(exchange_name=other, trading_mode=margin,
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collateral=cross) is None
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assert liquidation_price(exchange_name=other, trading_mode=margin,
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collateral=isolated) is None
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assert liquidation_price(
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exchange_name=other, trading_mode=futures, collateral=cross) is None
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assert liquidation_price(exchange_name=other, trading_mode=futures,
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collateral=isolated) is None
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# Binance
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assert liquidation_price(exchange_name=binance, trading_mode=spot) is None
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assert liquidation_price(exchange_name=binance, trading_mode=spot,
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collateral=cross) is None
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assert liquidation_price(exchange_name=binance, trading_mode=spot,
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collateral=isolated) is None
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# TODO-lev: Uncomment these assertions and make them real calculation tests
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# TODO-lev: Replace 1.0 with real value
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# assert liquidation_price(
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# exchange_name=binance,
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# trading_mode=margin,
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# collateral=cross
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# ) == 1.0
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# assert liquidation_price(
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# exchange_name=binance,
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# trading_mode=margin,
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# collateral=isolated
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# ) == 1.0
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# assert liquidation_price(
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# exchange_name=binance,
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# trading_mode=futures,
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# collateral=cross
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# ) == 1.0
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# Binance supports isolated margin, but freqtrade likely won't for a while on Binance
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# liquidation_price(exchange_name=binance, trading_mode=margin, collateral=isolated)
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# assert exception thrown #TODO-lev: Check that exception is thrown
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# Kraken
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assert liquidation_price(exchange_name=kraken, trading_mode=spot) is None
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assert liquidation_price(exchange_name=kraken, trading_mode=spot, collateral=cross) is None
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assert liquidation_price(exchange_name=kraken, trading_mode=spot,
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collateral=isolated) is None
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# TODO-lev: Uncomment these assertions and make them real calculation tests
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# assert liquidation_price(kraken, trading_mode=margin, collateral=cross) == 1.0
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# assert liquidation_price(kraken, trading_mode=margin, collateral=isolated) == 1.0
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# liquidation_price(kraken, trading_mode=futures, collateral=cross)
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# assert exception thrown #TODO-lev: Check that exception is thrown
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# liquidation_price(kraken, trading_mode=futures, collateral=isolated)
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# assert exception thrown #TODO-lev: Check that exception is thrown
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# FTX
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assert liquidation_price(ftx, trading_mode=spot) is None
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assert liquidation_price(ftx, trading_mode=spot, collateral=cross) is None
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assert liquidation_price(ftx, trading_mode=spot, collateral=isolated) is None
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# TODO-lev: Uncomment these assertions and make them real calculation tests
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# assert liquidation_price(ftx, trading_mode=margin, collateral=cross) == 1.0
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# assert liquidation_price(ftx, trading_mode=margin, collateral=isolated) == 1.0
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# liquidation_price(ftx, trading_mode=futures, collateral=cross)
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# assert exception thrown #TODO-lev: Check that exception is thrown
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# liquidation_price(ftx, trading_mode=futures, collateral=isolated)
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# assert exception thrown #TODO-lev: Check that exception is thrown
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