switch notionalFloor -> minNotional and notionalCap -> maxNotional

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

View File

@@ -19,8 +19,8 @@ def test_get_maintenance_ratio_and_amt_okx(
'ETH/USDT:USDT': [
{
'tier': 1,
'notionalFloor': 0,
'notionalCap': 2000,
'minNotional': 0,
'maxNotional': 2000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 75,
'info': {
@@ -39,8 +39,8 @@ def test_get_maintenance_ratio_and_amt_okx(
},
{
'tier': 2,
'notionalFloor': 2001,
'notionalCap': 4000,
'minNotional': 2001,
'maxNotional': 4000,
'maintenanceMarginRate': 0.015,
'maxLeverage': 50,
'info': {
@@ -59,8 +59,8 @@ def test_get_maintenance_ratio_and_amt_okx(
},
{
'tier': 3,
'notionalFloor': 4001,
'notionalCap': 8000,
'minNotional': 4001,
'maxNotional': 8000,
'maintenanceMarginRate': 0.02,
'maxLeverage': 20,
'info': {
@@ -81,8 +81,8 @@ def test_get_maintenance_ratio_and_amt_okx(
'ADA/USDT:USDT': [
{
'tier': 1,
'notionalFloor': 0,
'notionalCap': 500,
'minNotional': 0,
'maxNotional': 500,
'maintenanceMarginRate': 0.02,
'maxLeverage': 75,
'info': {
@@ -101,8 +101,8 @@ def test_get_maintenance_ratio_and_amt_okx(
},
{
'tier': 2,
'notionalFloor': 501,
'notionalCap': 1000,
'minNotional': 501,
'maxNotional': 1000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 50,
'info': {
@@ -121,8 +121,8 @@ def test_get_maintenance_ratio_and_amt_okx(
},
{
'tier': 3,
'notionalFloor': 1001,
'notionalCap': 2000,
'minNotional': 1001,
'maxNotional': 2000,
'maintenanceMarginRate': 0.03,
'maxLeverage': 20,
'info': {
@@ -180,8 +180,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
[
{
'tier': 1,
'notionalFloor': 0,
'notionalCap': 500,
'minNotional': 0,
'maxNotional': 500,
'maintenanceMarginRate': 0.02,
'maxLeverage': 75,
'info': {
@@ -200,8 +200,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
},
{
'tier': 2,
'notionalFloor': 501,
'notionalCap': 1000,
'minNotional': 501,
'maxNotional': 1000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 50,
'info': {
@@ -220,8 +220,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
},
{
'tier': 3,
'notionalFloor': 1001,
'notionalCap': 2000,
'minNotional': 1001,
'maxNotional': 2000,
'maintenanceMarginRate': 0.03,
'maxLeverage': 20,
'info': {
@@ -242,8 +242,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
[
{
'tier': 1,
'notionalFloor': 0,
'notionalCap': 2000,
'minNotional': 0,
'maxNotional': 2000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 75,
'info': {
@@ -262,8 +262,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
},
{
'tier': 2,
'notionalFloor': 2001,
'notionalCap': 4000,
'minNotional': 2001,
'maxNotional': 4000,
'maintenanceMarginRate': 0.015,
'maxLeverage': 50,
'info': {
@@ -282,8 +282,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
},
{
'tier': 3,
'notionalFloor': 4001,
'notionalCap': 8000,
'minNotional': 4001,
'maxNotional': 8000,
'maintenanceMarginRate': 0.02,
'maxLeverage': 20,
'info': {