adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

get_maintenance_ratio_and_amt tests

Browse Source
This commit is contained in:
Sam Germain 2022-02-10 05:04:29 -06:00
parent 60a45ff394
commit 4a1ed01708
2 changed files with 41 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/exchange/exchange.py
View File

@ -2272,7 +2272,7 @@ class Exchange:
def get_maintenance_ratio_and_amt( def get_maintenance_ratio_and_amt(
self, self,
pair: str, pair: str,
nominal_value: Optional[float] = 0.0, nominal_value: float = 0.0,
) -> Tuple[float, Optional[float]]: ) -> Tuple[float, Optional[float]]:
""" """
:param pair: Market symbol :param pair: Market symbol
@ -2280,10 +2280,6 @@ class Exchange:
maintenance amount only on Binance maintenance amount only on Binance
:return: (maintenance margin ratio, maintenance amount) :return: (maintenance margin ratio, maintenance amount)
""" """
if nominal_value is None:
raise OperationalException(
f"nominal value is required for {self.name}.get_maintenance_ratio_and_amt"
)
if self._api.has['fetchLeverageTiers']: if self._api.has['fetchLeverageTiers']:
if pair not in self._leverage_tiers: if pair not in self._leverage_tiers:

43
tests/exchange/test_exchange.py
View File

@ -4350,10 +4350,47 @@ def test_get_leverage_tiers_for_pair(mocker, default_conf, leverage_tiers):
) )
def test_get_maintenance_ratio_and_amt(mocker, default_conf, leverage_tiers): def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage_tiers):
# TODO-lev
api_mock = MagicMock() api_mock = MagicMock()
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange pair = '1000SHIB/USDT'
exchange._leverage_tiers = {}
exchange.get_leverage_tiers_for_pair = MagicMock(return_value=[])
with pytest.raises(
InvalidOrderException,
match=f"Cannot calculate liquidation price for {pair}",
):
exchange.get_maintenance_ratio_and_amt(pair, 10000)
exchange._leverage_tiers = leverage_tiers
with pytest.raises(
OperationalException,
match='nominal value can not be lower than 0',
):
exchange.get_maintenance_ratio_and_amt(pair, -1)
@pytest.mark.parametrize('pair,value,mmr,maintAmt', [
('ADA/BUSD', 500, 0.025, 0.0),
('ADA/BUSD', 20000000, 0.5, 1527500.0),
('ZEC/USDT', 500, 0.01, 0.0),
('ZEC/USDT', 20000000, 0.5, 654500.0),
])
def test_get_maintenance_ratio_and_amt(
mocker,
default_conf,
leverage_tiers,
pair,
value,
mmr,
maintAmt
):
api_mock = MagicMock()
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt)