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bybit: Initial implementation liquidation calculation

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Matthias
2022-12-31 11:19:27 +01:00
parent 93ce963e9b
commit 31745a9dc2
2 changed files with 74 additions and 1 deletions
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12
tests/exchange/test_exchange.py
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@@ -5115,7 +5115,7 @@ def test_get_liquidation_price1(mocker, default_conf):
)
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize('liquidation_buffer', [0.0])
@pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
(False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
@@ -5144,6 +5144,16 @@ def test_get_liquidation_price1(mocker, default_conf):
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
# bybit, long
(False, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 0.1),
(False, 'futures', 'bybit', 'isolated', 3.0, 10.0, 1.0, 6.7666666),
(False, 'futures', 'bybit', 'isolated', 5.0, 10.0, 1.0, 8.1),
(False, 'futures', 'bybit', 'isolated', 10.0, 10.0, 1.0, 9.1),
# bybit, short
(True, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 19.9),
(True, 'futures', 'bybit', 'isolated', 3.0, 10.0, 1.0, 13.233333),
(True, 'futures', 'bybit', 'isolated', 5.0, 10.0, 1.0, 11.9),
(True, 'futures', 'bybit', 'isolated', 10.0, 10.0, 1.0, 10.9),
]
)
def test_get_liquidation_price(