replace single quote docstrings with double quote docstrings
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@ -139,8 +139,11 @@ class Binance(Exchange):
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[amt, old_ratio] = [None, None]
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brackets = []
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for [notional_floor, mm_ratio] in brkts:
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amt = ((float(notional_floor) * (float(mm_ratio) - float(old_ratio))) +
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amt) if old_ratio else 0
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amt = (
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(
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(float(notional_floor) * (float(mm_ratio)) - float(old_ratio))
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) + amt
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) if old_ratio else 0
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old_ratio = mm_ratio
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brackets.append([
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float(notional_floor),
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@ -234,14 +237,14 @@ class Binance(Exchange):
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pair: str,
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nominal_value: Optional[float] = 0.0,
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):
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'''
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"""
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Maintenance amt = Floor of Position Bracket on Level n *
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difference between
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Maintenance Margin Rate on Level n and
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Maintenance Margin Rate on Level n-1)
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+ Maintenance Amount on Level n-1
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https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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'''
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"""
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if pair not in self._leverage_brackets:
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raise InvalidOrderException(f"Cannot calculate liquidation price for {pair}")
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pair_brackets = self._leverage_brackets[pair]
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@ -1985,10 +1985,10 @@ class Exchange:
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@retrier
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def get_liquidation_price(self, pair: str):
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'''
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"""
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Set's the margin mode on the exchange to cross or isolated for a specific pair
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:param pair: base/quote currency pair (e.g. "ADA/USDT")
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'''
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"""
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if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
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# Some exchanges only support one collateral type
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return
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@ -2008,9 +2008,9 @@ class Exchange:
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pair: str,
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nominal_value: Optional[float] = 0.0,
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):
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'''
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"""
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:return: The maintenance amount, and maintenance margin rate
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'''
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"""
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# TODO-lev: return the real amounts
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return 0, 0.4
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@ -266,7 +266,7 @@ def okex(
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interest: float,
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position_assets: float
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):
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'''
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"""
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PERPETUAL: https://www.okex.com/support/hc/en-us/articles/
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360053909592-VI-Introduction-to-the-isolated-mode-of-Single-Multi-currency-Portfolio-margin
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@ -293,7 +293,7 @@ def okex(
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short: (liability + interest)* (1 + maintenance margin ratio) *
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(1 + taker fee rate)
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'''
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"""
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if trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
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if is_short:
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return (liability + interest) * (1 + mm_ratio) * (1 + taker_fee_rate)
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@ -3638,7 +3638,7 @@ def test__fetch_and_calculate_funding_fees(
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amount,
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expected_fees
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):
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'''
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"""
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nominal_value = mark_price * size
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funding_fee = nominal_value * funding_rate
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size: 30
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@ -3672,7 +3672,7 @@ def test__fetch_and_calculate_funding_fees(
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time: 11, mark: 2.81, nominal_value: 140.5, fundRate: 0.000077, fundFee: 0.0108185
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time: 12, mark: 2.81, nominal_value: 140.5, fundRate: 0.000072, fundFee: 0.010116
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time: 13, mark: 2.82, nominal_value: 141.0, fundRate: 0.000097, fundFee: 0.013677
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'''
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"""
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d1 = datetime.strptime(f"{d1} +0000", '%Y-%m-%d %H:%M:%S %z')
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d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z')
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funding_rate_history = {
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@ -723,7 +723,7 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
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def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
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limit_order_open, is_short, trading_mode,
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exchange_name, margin_mode, liq_price) -> None:
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'''
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"""
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exchange_name = binance, is_short = true
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(wb + cum_b - side_1 * position * ep1) / (position * mmr_b - side_1 * position)
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((2 + 0.01) - ((-1) * 0.6 * 10)) / ((0.6 * 0.01) - ((-1) * 0.6)) = 13.217821782178218
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@ -740,7 +740,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
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exchange_name = gateio, is_short = false
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(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
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(10 - (2 / 0.6)) / (1 - (0.01 + 0.0002)) = 6.735367414292449
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'''
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"""
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open_order = limit_order_open[enter_side(is_short)]
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order = limit_order[enter_side(is_short)]
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default_conf_usdt['trading_mode'] = trading_mode
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@ -4828,7 +4828,7 @@ def test_update_funding_fees(
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limit_order_open,
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schedule_off
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):
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'''
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"""
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nominal_value = mark_price * size
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funding_fee = nominal_value * funding_rate
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size = 123
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@ -4844,7 +4844,7 @@ def test_update_funding_fees(
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"XRP/BTC"
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time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776
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time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734
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'''
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"""
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# SETUP
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time_machine.move_to("2021-09-01 00:00:00 +00:00")
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