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Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs

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This commit is contained in:
Sam Germain
2022-02-01 12:53:38 -06:00
parent 45e533fc3e
commit 30519aa3be
17 changed files with 147 additions and 147 deletions
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12
tests/exchange/test_binance.py
View File

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -236,7 +236,7 @@ def test_fill_leverage_brackets_binance(default_conf, mocker):
})
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['collateral'] = Collateral.ISOLATED
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
@@ -282,7 +282,7 @@ def test_fill_leverage_brackets_binance(default_conf, mocker):
def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
api_mock = MagicMock()
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['collateral'] = Collateral.ISOLATED
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
@@ -385,14 +385,14 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
@pytest.mark.parametrize("trading_mode,collateral,config", [
@pytest.mark.parametrize("trading_mode,margin_mode,config", [
("spot", "", {}),
("margin", "cross", {"options": {"defaultType": "margin"}}),
("futures", "isolated", {"options": {"defaultType": "future"}}),
])
def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
def test__ccxt_config(default_conf, mocker, trading_mode, margin_mode, config):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id="binance")
assert exchange._ccxt_config == config

4
tests/exchange/test_ccxt_compat.py
View File

@@ -104,12 +104,12 @@ def exchange_futures(request, exchange_conf, class_mocker):
exchange_conf = deepcopy(exchange_conf)
exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures'
exchange_conf['collateral'] = 'cross'
exchange_conf['margin_mode'] = 'cross'
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
# TODO-lev: This mock should no longer be necessary once futures are enabled.
class_mocker.patch(
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode')
class_mocker.patch(
'freqtrade.exchange.binance.Binance.fill_leverage_brackets')

126
tests/exchange/test_exchange.py
View File

@@ -11,7 +11,7 @@ import ccxt
import pytest
from pandas import DataFrame
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
@@ -263,7 +263,7 @@ def test_amount_to_precision(
})
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
# digits counting mode
@@ -473,7 +473,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
markets["ETH/BTC"]["contractSize"] = '0.01'
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -1165,7 +1165,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
'amount': 1
})
default_conf['dry_run'] = False
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -2334,7 +2334,7 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, exchange_name,
fetch_trades_result):
caplog.set_level(logging.DEBUG)
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
default_conf['trading_mode'] = 'futures'
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
@@ -2796,7 +2796,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
since = datetime(2018, 5, 5, 0, 0, 0)
default_conf["dry_run"] = False
default_conf["trading_mode"] = trading_mode
default_conf["collateral"] = 'isolated'
default_conf["margin_mode"] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
@@ -3170,7 +3170,7 @@ def test_market_is_tradable(
quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
) -> None:
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode')
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
@@ -3400,11 +3400,11 @@ def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
)
@pytest.mark.parametrize("collateral", [
(Collateral.CROSS),
(Collateral.ISOLATED)
@pytest.mark.parametrize("margin_mode", [
(MarginMode.CROSS),
(MarginMode.ISOLATED)
])
def test_set_margin_mode(mocker, default_conf, collateral):
def test_set_margin_mode(mocker, default_conf, margin_mode):
api_mock = MagicMock()
api_mock.set_margin_mode = MagicMock()
@@ -3419,70 +3419,70 @@ def test_set_margin_mode(mocker, default_conf, collateral):
"set_margin_mode",
"set_margin_mode",
pair="XRP/USDT",
collateral=collateral
margin_mode=margin_mode
)
@pytest.mark.parametrize("exchange_name, trading_mode, collateral, exception_thrown", [
@pytest.mark.parametrize("exchange_name, trading_mode, margin_mode, exception_thrown", [
("binance", TradingMode.SPOT, None, False),
("binance", TradingMode.MARGIN, Collateral.ISOLATED, True),
("binance", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("kraken", TradingMode.SPOT, None, False),
("kraken", TradingMode.MARGIN, Collateral.ISOLATED, True),
("kraken", TradingMode.FUTURES, Collateral.ISOLATED, True),
("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("ftx", TradingMode.SPOT, None, False),
("ftx", TradingMode.MARGIN, Collateral.ISOLATED, True),
("ftx", TradingMode.FUTURES, Collateral.ISOLATED, True),
("ftx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("ftx", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("bittrex", TradingMode.SPOT, None, False),
("bittrex", TradingMode.MARGIN, Collateral.CROSS, True),
("bittrex", TradingMode.MARGIN, Collateral.ISOLATED, True),
("bittrex", TradingMode.FUTURES, Collateral.CROSS, True),
("bittrex", TradingMode.FUTURES, Collateral.ISOLATED, True),
("gateio", TradingMode.MARGIN, Collateral.ISOLATED, True),
("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True),
("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True),
("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("gateio", TradingMode.MARGIN, MarginMode.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),
("okex", TradingMode.MARGIN, MarginMode.CROSS, True),
("okex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okex", TradingMode.FUTURES, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
("gateio", TradingMode.FUTURES, Collateral.ISOLATED, False),
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# * Remove once implemented
("okex", TradingMode.FUTURES, Collateral.ISOLATED, True),
("binance", TradingMode.MARGIN, Collateral.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.CROSS, True),
("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
("kraken", TradingMode.FUTURES, Collateral.CROSS, True),
("ftx", TradingMode.MARGIN, Collateral.CROSS, True),
("ftx", TradingMode.FUTURES, Collateral.CROSS, True),
("gateio", TradingMode.MARGIN, Collateral.CROSS, True),
("gateio", TradingMode.FUTURES, Collateral.CROSS, True),
("okex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
("kraken", TradingMode.FUTURES, MarginMode.CROSS, True),
("ftx", TradingMode.MARGIN, MarginMode.CROSS, True),
("ftx", TradingMode.FUTURES, MarginMode.CROSS, True),
("gateio", TradingMode.MARGIN, MarginMode.CROSS, True),
("gateio", TradingMode.FUTURES, MarginMode.CROSS, True),
# * Uncomment once implemented
# ("okex", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
# ("binance", TradingMode.FUTURES, Collateral.CROSS, 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),
# ("okex", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# ("binance", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("ftx", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("ftx", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False),
])
def test_validate_trading_mode_and_collateral(
def test_validate_trading_mode_and_margin_mode(
default_conf,
mocker,
exchange_name,
trading_mode,
collateral,
margin_mode,
exception_thrown
):
exchange = get_patched_exchange(
mocker, default_conf, id=exchange_name, mock_supported_modes=False)
if (exception_thrown):
with pytest.raises(OperationalException):
exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
exchange.validate_trading_mode_and_margin_mode(trading_mode, margin_mode)
else:
exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
exchange.validate_trading_mode_and_margin_mode(trading_mode, margin_mode)
@pytest.mark.parametrize("exchange_name,trading_mode,ccxt_config", [
@@ -3508,7 +3508,7 @@ def test__ccxt_config(
ccxt_config
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange._ccxt_config == ccxt_config
@@ -3609,7 +3609,7 @@ def test_get_liquidation_price(mocker, default_conf):
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'collateral': 1.52549075,
'margin_mode': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
@@ -3622,7 +3622,7 @@ def test_get_liquidation_price(mocker, default_conf):
)
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price(
@@ -3786,7 +3786,7 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@@ -3826,7 +3826,7 @@ def test__order_contracts_to_amount(
):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
@@ -3910,7 +3910,7 @@ def test__trades_contracts_to_amount(
):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
@@ -3946,7 +3946,7 @@ def test__amount_to_contracts(
):
api_mock = MagicMock()
default_conf['trading_mode'] = 'spot'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@@ -3978,7 +3978,7 @@ def test__amount_to_contracts(
assert result_amount == param_amount
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,collateral', [
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
# Bittrex
('bittrex', 2.0, False, 'spot', None),
('bittrex', 2.0, False, 'spot', 'cross'),
@@ -3995,10 +3995,10 @@ def test_liquidation_price_is_none(
open_rate,
is_short,
trading_mode,
collateral
margin_mode
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.get_liquidation_price(
pair='DOGE/USDT',
@@ -4012,7 +4012,7 @@ def test_liquidation_price_is_none(
@pytest.mark.parametrize(
'exchange_name, is_short, trading_mode, collateral, wallet_balance, '
'exchange_name, is_short, trading_mode, margin_mode, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
'mm_ratio, expected',
[
@@ -4027,10 +4027,10 @@ def test_liquidation_price_is_none(
])
def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
collateral, 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, position, mm_ratio, expected
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
assert isclose(round(exchange.get_liquidation_price(