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Fix liquidation price tier calculation

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closes #7294
This commit is contained in:
Matthias
2022-08-26 20:04:36 +02:00
parent 753d1b2aad
commit 01126c43f7
5 changed files with 40 additions and 26 deletions
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17
tests/exchange/test_exchange.py
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@@ -4132,7 +4132,8 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
position=0.8,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=0.8,
)
assert liq_price == 17.47
@@ -4143,7 +4144,8 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
position=0.8,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=0.8,
)
assert liq_price == 17.540699999999998
@@ -4543,7 +4545,8 @@ def test_liquidation_price_is_none(
pair='DOGE/USDT',
open_rate=open_rate,
is_short=is_short,
position=71200.81144,
amount=71200.81144,
stake_amount=open_rate * 71200.81144,
wallet_balance=-56354.57,
mm_ex_1=0.10,
upnl_ex_1=0.0
@@ -4552,7 +4555,7 @@ def test_liquidation_price_is_none(
@pytest.mark.parametrize(
'exchange_name, is_short, trading_mode, margin_mode, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
'mm_ex_1, upnl_ex_1, maintenance_amt, amount, open_rate, '
'mm_ratio, expected',
[
("binance", False, 'futures', 'isolated', 1535443.01, 0.0,
@@ -4566,7 +4569,7 @@ def test_liquidation_price_is_none(
])
def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, amount, mm_ratio, expected
):
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = margin_mode
@@ -4580,7 +4583,8 @@ def test_liquidation_price(
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
position=position,
amount=amount,
stake_amount=open_rate * amount,
), 2), expected)
@@ -5111,6 +5115,7 @@ def test_get_liquidation_price(
pair='ETH/USDT:USDT',
open_rate=open_rate,
amount=amount,
stake_amount=amount * open_rate / leverage,
leverage=leverage,
is_short=is_short,
)