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Merge pull request #6316 from samgermain/max-amount

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exchange.get_max_pair_stake_amount
This commit is contained in:
Matthias
2022-02-06 07:44:29 +01:00
committed by GitHub
parent 2c5f7adf28 e0d42ad9a7
commit 412fe65344
11 changed files with 321 additions and 86 deletions
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215
tests/exchange/test_exchange.py
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@@ -342,7 +342,7 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
def test__get_stake_amount_limit(mocker, default_conf) -> None:
exchange = get_patched_exchange(mocker, default_conf, id="binance")
stoploss = -0.05
@@ -356,7 +356,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
with pytest.raises(ValueError, match=r'.*get market information.*'):
exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
# no cost Min
# no cost/amount Min
markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
@@ -367,51 +367,33 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
result = exchange.get_max_pair_stake_amount('ETH/BTC', 1)
assert result == float('inf')
# no amount Min
# min/max cost is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# empty 'cost'/'amount' section
markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# min cost is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2, 'max': None},
'cost': {'min': 2, 'max': 10000},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
# min
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
expected_result = 2 * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
assert isclose(result, expected_result/3)
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
# min amount is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None},
'amount': {'min': 2, 'max': None},
'amount': {'min': 2, 'max': 10000},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -423,6 +405,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
assert isclose(result, expected_result/5)
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 20000
# min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = {
@@ -442,8 +427,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 8, 'max': None},
'amount': {'min': 2, 'max': None},
'cost': {'min': 8, 'max': 10000},
'amount': {'min': 2, 'max': 500},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -455,6 +440,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
assert isclose(result, expected_result/7.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
expected_result = max(8, 2 * 2) * 1.5
@@ -462,6 +450,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
assert isclose(result, expected_result/8.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
# Really big stoploss
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
@@ -470,6 +461,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, expected_result/12)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
markets["ETH/BTC"]["contractSize"] = '0.01'
default_conf['trading_mode'] = 'futures'
@@ -483,6 +477,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# Contract size 0.01
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
assert isclose(result, expected_result * 0.01)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10
markets["ETH/BTC"]["contractSize"] = '10'
mocker.patch(
@@ -492,6 +489,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage, Contract size 10
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, (expected_result/12) * 10.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@@ -499,10 +499,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
stoploss = -0.05
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
# Real Binance data
# ~Real Binance data
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 0.0001},
'amount': {'min': 0.001}
'cost': {'min': 0.0001, 'max': 4000},
'amount': {'min': 0.001, 'max': 10000},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@@ -511,9 +511,23 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
assert round(result, 8) == round(expected_result, 8)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0)
assert result == 4000
# Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
assert round(result, 8) == round(expected_result/3, 8)
# Contract_size
markets["ETH/BTC"]["contractSize"] = 0.1
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
assert round(result, 8) == round((expected_result/3), 8)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0)
assert result == 4000
def test_set_sandbox(default_conf, mocker):
"""
@@ -2537,7 +2551,15 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
order = exchange.create_order('ETH/BTC', 'limit', "buy", 5, 0.55, 'gtc')
order = exchange.create_order(
pair='ETH/BTC',
ordertype='limit',
side='buy',
amount=5,
rate=0.55,
time_in_force='gtc',
leverage=1.0,
)
cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
assert order['id'] == cancel_order['id']
@@ -4062,3 +4084,126 @@ def test_liquidation_price(
upnl_ex_1=upnl_ex_1,
position=position,
), 2), expected)
def test_get_max_pair_stake_amount(
mocker,
default_conf,
):
api_mock = MagicMock()
default_conf['margin_mode'] = 'isolated'
default_conf['trading_mode'] = 'futures'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
markets = {
'XRP/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': None
},
},
'contractSize': None,
'spot': False,
},
'LTC/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': None
},
'cost': {
'min': 5,
'max': None
},
},
'contractSize': 0.01,
'spot': False,
},
'ETH/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 30000,
},
},
'contractSize': 0.01,
'spot': False,
},
'BTC/USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': None
},
},
'contractSize': 0.01,
'spot': True,
},
'ADA/USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500,
},
},
'contractSize': 0.01,
'spot': True,
},
'DOGE/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500
},
},
'contractSize': None,
'spot': False,
},
'LUNA/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500
},
},
'contractSize': 0.01,
'spot': False,
},
}
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 2.0) == 20000
assert exchange.get_max_pair_stake_amount('LTC/USDT:USDT', 2.0) == float('inf')
assert exchange.get_max_pair_stake_amount('ETH/USDT:USDT', 2.0) == 200
assert exchange.get_max_pair_stake_amount('DOGE/USDT:USDT', 2.0) == 500
assert exchange.get_max_pair_stake_amount('LUNA/USDT:USDT', 2.0) == 5.0
default_conf['trading_mode'] = 'spot'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
assert exchange.get_max_pair_stake_amount('BTC/USDT', 2.0) == 20000
assert exchange.get_max_pair_stake_amount('ADA/USDT', 2.0) == 500