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test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments

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This commit is contained in:
Sam Germain
2022-01-14 06:58:32 -06:00
parent c2f9201512
commit 1f1ac8ce9d
4 changed files with 87 additions and 74 deletions
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55
tests/exchange/test_binance.py
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@@ -397,9 +397,9 @@ def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
("BNB/BUSD", 0.0, 0.025, 0),
("BNB/USDT", 100.0, 0.0065, 0),
("BTC/USDT", 170.30, 0.004, 0),
("BNB/BUSD", 999999.9, 0.1, 0),
("BNB/USDT", 5000000.0, 0.5, 0),
("BTC/USDT", 300000000.1, 0.5, 0),
("BNB/BUSD", 999999.9, 0.1, 27500.0),
("BNB/USDT", 5000000.0, 0.15, 233034.99999999994),
("BTC/USDT", 300000000.1, 0.5, 99891300.0),
])
def test_get_maintenance_ratio_and_amt_binance(
default_conf,
@@ -411,29 +411,30 @@ def test_get_maintenance_ratio_and_amt_binance(
):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_brackets = {
'BNB/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BNB/USDT': [[0.0, 0.0065],
[10000.0, 0.01],
[50000.0, 0.02],
[250000.0, 0.05],
[1000000.0, 0.1],
[2000000.0, 0.125],
[5000000.0, 0.15],
[10000000.0, 0.25]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
'BNB/BUSD': [[0.0, 0.025, 0.0],
[100000.0, 0.05, 2500.0],
[500000.0, 0.1, 27500.0],
[1000000.0, 0.15, 77499.99999999999],
[2000000.0, 0.25, 277500.0],
[5000000.0, 0.5, 1527500.0]],
'BNB/USDT': [[0.0, 0.0065, 0.0],
[10000.0, 0.01, 35.00000000000001],
[50000.0, 0.02, 535.0],
[250000.0, 0.05, 8035.000000000001],
[1000000.0, 0.1, 58035.0],
[2000000.0, 0.125, 108034.99999999999],
[5000000.0, 0.15, 233034.99999999994],
[10000000.0, 0.25, 1233035.0]],
'BTC/USDT': [[0.0, 0.004, 0.0],
[50000.0, 0.005, 50.0],
[250000.0, 0.01, 1300.0],
[1000000.0, 0.025, 16300.000000000002],
[5000000.0, 0.05, 141300.0],
[20000000.0, 0.1, 1141300.0],
[50000000.0, 0.125, 2391300.0],
[100000000.0, 0.15, 4891300.0],
[200000000.0, 0.25, 24891300.0],
[300000000.0, 0.5, 99891300.0]
]
}
assert exchange.get_maintenance_ratio_and_amt(pair, nominal_value) == (mm_ratio, amt)

67
tests/exchange/test_exchange.py
View File

@@ -3438,8 +3438,18 @@ def test_set_margin_mode(mocker, default_conf, collateral):
("bittrex", TradingMode.FUTURES, Collateral.CROSS, True),
("bittrex", TradingMode.FUTURES, Collateral.ISOLATED, True),
("gateio", TradingMode.MARGIN, Collateral.ISOLATED, True),
("okex", TradingMode.SPOT, None, False),
("okex", TradingMode.MARGIN, Collateral.CROSS, True),
("okex", TradingMode.MARGIN, Collateral.ISOLATED, True),
("okex", TradingMode.FUTURES, Collateral.CROSS, True),
# TODO-lev: Remove once implemented
("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
("gateio", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("okex", TradingMode.FUTURES, Collateral.ISOLATED, False), # TODO-lev: uncomment once impleme
("okex", TradingMode.FUTURES, Collateral.ISOLATED, True), # TODO-lev: remove once implemented
# * Remove once implemented
("binance", TradingMode.MARGIN, Collateral.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.CROSS, True),
("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
@@ -3449,17 +3459,15 @@ def test_set_margin_mode(mocker, default_conf, collateral):
("gateio", TradingMode.MARGIN, Collateral.CROSS, True),
("gateio", TradingMode.FUTURES, Collateral.CROSS, True),
# TODO-lev: Uncomment once implemented
# * Uncomment once implemented
# ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
# ("binance", TradingMode.FUTURES, Collateral.CROSS, False),
("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
# ("ftx", TradingMode.FUTURES, Collateral.CROSS, False),
# ("gateio", TradingMode.MARGIN, Collateral.CROSS, False),
# ("gateio", TradingMode.FUTURES, Collateral.CROSS, False),
("gateio", TradingMode.FUTURES, Collateral.ISOLATED, False),
])
def test_validate_trading_mode_and_collateral(
default_conf,
@@ -3583,36 +3591,39 @@ def test_calculate_funding_fees(
def test_get_liquidation_price(mocker, default_conf):
api_mock = MagicMock()
api_mock.fetch_positions = MagicMock(return_value=[{
'info': {},
'symbol': 'NEAR/USDT:USDT',
'timestamp': 1642164737148,
'datetime': '2022-01-14T12:52:17.148Z',
'initialMargin': 1.51072,
'initialMarginPercentage': 0.1,
'maintenanceMargin': 0.38916147,
'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884,
'notional': 15.1072,
'leverage': 9.97,
'unrealizedPnl': 0.0048,
'contracts': 8,
'contractSize': 0.1,
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'collateral': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
}])
positions = [
{
'info': {},
'symbol': 'NEAR/USDT:USDT',
'timestamp': 1642164737148,
'datetime': '2022-01-14T12:52:17.148Z',
'initialMargin': 1.51072,
'initialMarginPercentage': 0.1,
'maintenanceMargin': 0.38916147,
'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884,
'notional': 15.1072,
'leverage': 9.97,
'unrealizedPnl': 0.0048,
'contracts': 8,
'contractSize': 0.1,
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'collateral': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
}
]
api_mock.fetch_positions = MagicMock(return_value=positions)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
)
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price('NEAR/USDT:USDT')
assert liq_price == 17.47