strengthened and fixed leverage_tier tests

freqtrade/exchange/exchange.py

@@ -1899,22 +1899,22 @@ class Exchange:
         # When exchanges can load all their leverage tiers at once in the constructor
         # then this method does nothing, it should only be implemented when the leverage
         # tiers requires per symbol fetching to avoid excess api calls
-        if (
+        if pair not in self._leverage_tiers:
-            self._api.has['fetchLeverageTiers'] and
-            not self._ft_has['can_fetch_multiple_tiers'] and
-            self.trading_mode == TradingMode.FUTURES
-        ):
             self._leverage_tiers[pair] = []
-            try:
+            if (
-                tiers = self._api.fetch_leverage_tiers(pair)
+                self._api.has['fetchLeverageTiers'] and
-                for tier in tiers[pair]:
+                not self._ft_has['can_fetch_multiple_tiers'] and
-                    self._leverage_tiers[pair].append(self.parse_leverage_tier(tier))
+                self.trading_mode == TradingMode.FUTURES
+            ):
+                try:
+                    tiers = self._api.fetch_leverage_tiers(pair)
+                    for tier in tiers[pair]:
+                        self._leverage_tiers[pair].append(self.parse_leverage_tier(tier))
 
-                return tiers
+                except ccxt.BadRequest:
-            except ccxt.BadRequest:
+                    return []
-                return []
+
-        else:
+        return self._leverage_tiers[pair]
-            return []
 
     def get_max_leverage(self, pair: str, stake_amount: Optional[float]) -> float:
         """
@@ -1934,10 +1934,7 @@ class Exchange:
                     f'{self.name}.get_max_leverage requires argument stake_amount'
                 )
 
-            if pair not in self._leverage_tiers:
+            pair_tiers = self.get_leverage_tiers_for_pair(pair)
-                self.get_leverage_tiers_for_pair(pair)
-
-            pair_tiers = self._leverage_tiers[pair]
             num_tiers = len(pair_tiers)
             if num_tiers < 1:
                 return 1.0
@@ -2282,23 +2279,30 @@ class Exchange:
         """
 
         if self._api.has['fetchLeverageTiers']:
-            if pair not in self._leverage_tiers:
+
-                # Used when fetchLeverageTiers cannot fetch all symbols at once
+            pair_tiers = self.get_leverage_tiers_for_pair(pair)
-                tiers = self.get_leverage_tiers_for_pair(pair)
+
-                if not bool(tiers):
+            if len(pair_tiers) < 1:
-                    raise InvalidOrderException(f"Cannot calculate liquidation price for {pair}")
+                raise InvalidOrderException(
-            pair_tiers = self._leverage_tiers[pair]
+                    f"Maintenance margin rate for {pair} is unavailable for {self.name}"
+                )
+
             for tier in reversed(pair_tiers):
                 if nominal_value >= tier['min']:
                     return (tier['mmr'], tier['maintAmt'])
+
             raise OperationalException("nominal value can not be lower than 0")
             # The lowest notional_floor for any pair in fetch_leverage_tiers is always 0 because it
             # describes the min amt for a tier, and the lowest tier will always go down to 0
         else:
+            if pair not in self.markets:
+                raise InvalidOrderException(
+                    f"{pair} is not tradeable on {self.name} {self.trading_mode.value}"
+                )
             mmr = self.markets[pair]['maintenanceMarginRate']
             if mmr is None:
-                raise OperationalException(
+                raise InvalidOrderException(
-                    f"Maintenance margin rate is unavailable for {self.name}"
+                    f"Maintenance margin rate for {pair} is unavailable for {self.name}"
                 )
             return (mmr, None)
 

tests/exchange/test_binance.py

@@ -403,7 +403,6 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
                 }
             }
         ],
-
     })
     default_conf['dry_run'] = False
     default_conf['trading_mode'] = TradingMode.FUTURES

tests/exchange/test_exchange.py

@@ -4300,15 +4300,63 @@ def test_parse_leverage_tier(mocker, default_conf):
     }
 
 
-def test_get_leverage_tiers_for_pair(mocker, default_conf, leverage_tiers):
+def test_get_leverage_tiers_for_pair(
+    mocker,
+    default_conf,
+    leverage_tiers,
+):
 
     api_mock = MagicMock()
-    api_mock.fetch_leverage_tiers = MagicMock()
+    api_mock.fetch_leverage_tiers = MagicMock(return_value={
+        'DOGE/USDT:USDT': [
+            {
+                'tier': 1,
+                'notionalFloor': 0,
+                'notionalCap': 500,
+                'maintenanceMarginRatio': 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': 'DOGE-USDT'
+                }
+            },
+            {
+                'tier': 2,
+                'notionalFloor': 501,
+                'notionalCap': 1000,
+                'maintenanceMarginRatio': 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': 'DOGE-USDT'
+                }
+            }
+        ],
+    })
+
     # Spot
     type(api_mock)._ft_has = PropertyMock(return_value={'fetchLeverageTiers': True})
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     exchange._ft_has['can_fetch_multiple_tiers'] = False
-    assert exchange.get_leverage_tiers_for_pair('ADA/USDT') == []
+    assert exchange.get_leverage_tiers_for_pair('DOGE/USDT:USDT') == []
 
     # 'can_fetch_multiple_tiers': True
     default_conf['trading_mode'] = 'futures'
@@ -4316,20 +4364,36 @@ def test_get_leverage_tiers_for_pair(mocker, default_conf, leverage_tiers):
     type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     exchange._ft_has['can_fetch_multiple_tiers'] = True
-    assert exchange.get_leverage_tiers_for_pair('ADA/USDT:USDT') == []
+    assert exchange.get_leverage_tiers_for_pair('DOGE/USDT:USDT') == []
 
     # 'fetchLeverageTiers': False
     type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     exchange._ft_has['can_fetch_multiple_tiers'] = False
-    assert exchange.get_leverage_tiers_for_pair('ADA/USDT:USDT') == []
+    assert exchange.get_leverage_tiers_for_pair('DOGE/USDT:USDT') == []
 
-    # 'fetchLeverageTiers': False
+    # 'fetchLeverageTiers': True
     type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
     exchange._ft_has['can_fetch_multiple_tiers'] = False
-    assert exchange.get_leverage_tiers_for_pair('ADA/USDT:USDT') != []
+    assert exchange.get_leverage_tiers_for_pair('DOGE/USDT:USDT') == [
+        {
+            'min': 0,
+            'max': 500,
+            'mmr': 0.02,
+            'lev': 75,
+            'maintAmt': None
+        },
+        {
+            'min': 501,
+            'max': 1000,
+            'mmr': 0.025,
+            'lev': 50,
+            'maintAmt': None
+        }
+    ]
 
+    # exception_handlers
     type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
     default_conf['dry_run'] = False
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
@@ -4341,7 +4405,7 @@ def test_get_leverage_tiers_for_pair(mocker, default_conf, leverage_tiers):
         "binance",
         "get_leverage_tiers_for_pair",
         "fetch_leverage_tiers",
-        pair='ETH/USDT:USDT',
+        pair='DOGE/USDT:USDT',
     )
 
 
@@ -4350,26 +4414,25 @@ def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage
     default_conf['trading_mode'] = 'futures'
     default_conf['margin_mode'] = 'isolated'
     exchange = get_patched_exchange(mocker, default_conf, api_mock)
-    pair = '1000SHIB/USDT'
-
-    exchange._leverage_tiers = {}
-    exchange.get_leverage_tiers_for_pair = MagicMock(return_value=[])
-
-    with pytest.raises(
-        InvalidOrderException,
-        match=f"Cannot calculate liquidation price for {pair}",
-    ):
-        exchange.get_maintenance_ratio_and_amt(pair, 10000)
 
     exchange._leverage_tiers = leverage_tiers
     with pytest.raises(
         OperationalException,
         match='nominal value can not be lower than 0',
     ):
-        exchange.get_maintenance_ratio_and_amt(pair, -1)
+        exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT', -1)
+
+    exchange._leverage_tiers = {}
+    exchange.get_leverage_tiers_for_pair = MagicMock(return_value=[])
+
+    with pytest.raises(
+        InvalidOrderException,
+        match="Maintenance margin rate for 1000SHIB/USDT is unavailable for",
+    ):
+        exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT', 10000)
 
 
-@pytest.mark.parametrize('pair,value,mmr,maintAmt', [
+@ pytest.mark.parametrize('pair,value,mmr,maintAmt', [
     ('ADA/BUSD', 500, 0.025, 0.0),
     ('ADA/BUSD', 20000000, 0.5, 1527500.0),
     ('ZEC/USDT', 500, 0.01, 0.0),

tests/exchange/test_gateio.py

@@ -2,7 +2,7 @@ from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import InvalidOrderException, OperationalException
 from freqtrade.exchange import Gateio
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_patched_exchange
@@ -31,12 +31,10 @@ def test_validate_order_types_gateio(default_conf, mocker):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
 
 
-@pytest.mark.parametrize('pair,mm_ratio', [
+def test_get_maintenance_ratio_and_amt_gateio(default_conf, mocker):
-    ("ETH/USDT:USDT", 0.005),
-    ("ADA/USDT:USDT", 0.003),
-])
-def test_get_maintenance_ratio_and_amt_gateio(default_conf, mocker, pair, mm_ratio):
     api_mock = MagicMock()
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
     type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="gateio")
     mocker.patch(
@@ -59,7 +57,29 @@ def test_get_maintenance_ratio_and_amt_gateio(default_conf, mocker, pair, mm_rat
                     'id': 'ADA_USDT',
                     'symbol': 'ADA/USDT:USDT',
                 },
+                'DOGE/USDT:USDT': {
+                    'taker': 0.0000075,
+                    'maker': -0.0000025,
+                    'maintenanceMarginRate': None,
+                    'info': {},
+                    'id': 'ADA_USDT',
+                    'symbol': 'ADA/USDT:USDT',
+                },
             }
         )
     )
-    assert exchange.get_maintenance_ratio_and_amt(pair) == (mm_ratio, None)
+
+    assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT") == (0.005, None)
+    assert exchange.get_maintenance_ratio_and_amt("ADA/USDT:USDT") == (0.003, None)
+
+    with pytest.raises(
+        InvalidOrderException,
+        match="Maintenance margin rate for DOGE/USDT:USDT is unavailable for Gateio",
+    ):
+        exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT')
+
+    with pytest.raises(
+        InvalidOrderException,
+        match="SHIB/USDT:USDT is not tradeable on Gateio futures",
+    ):
+        exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT')