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switch notionalFloor -> minNotional and notionalCap -> maxNotional

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This commit is contained in:
Sam Germain
2022-04-16 21:47:44 -06:00
parent 4019c05fee
commit 591a2fb7fc
6 changed files with 4404 additions and 4404 deletions
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16
tests/exchange/test_ccxt_compat.py
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@@ -369,25 +369,25 @@ class TestCCXTExchange():
pair_tiers = leverage_tiers[futures_pair]
assert len(pair_tiers) > 0
oldLeverage = float('inf')
oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = -1
oldMaintenanceMarginRate = oldminNotional = oldmaxNotional = -1
for tier in pair_tiers:
for key in [
'maintenanceMarginRate',
'notionalFloor',
'notionalCap',
'minNotional',
'maxNotional',
'maxLeverage'
]:
assert key in tier
assert tier[key] >= 0.0
assert tier['notionalCap'] > tier['notionalFloor']
assert tier['maxNotional'] > tier['minNotional']
assert tier['maxLeverage'] <= oldLeverage
assert tier['maintenanceMarginRate'] >= oldMaintenanceMarginRate
assert tier['notionalFloor'] > oldNotionalFloor
assert tier['notionalCap'] > oldNotionalCap
assert tier['minNotional'] > oldminNotional
assert tier['maxNotional'] > oldmaxNotional
oldLeverage = tier['maxLeverage']
oldMaintenanceMarginRate = tier['maintenanceMarginRate']
oldNotionalFloor = tier['notionalFloor']
oldNotionalCap = tier['notionalCap']
oldminNotional = tier['minNotional']
oldmaxNotional = tier['maxNotional']
def test_ccxt_dry_run_liquidation_price(self, exchange_futures):
futures, futures_name = exchange_futures