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Updated _get_funding_fee method names, added kraken._get_funding_fee

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This commit is contained in:
Sam Germain
2021-11-06 17:12:48 -06:00
parent cb97c6f388
commit 6e912c1053
4 changed files with 52 additions and 17 deletions
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33
tests/exchange/test_exchange.py
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@@ -3290,21 +3290,32 @@ def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
assert exchange.get_max_leverage(pair, nominal_value) == max_lev
@pytest.mark.parametrize('contract_size,funding_rate,mark_price,funding_fee', [
(10, 0.0001, 2.0, 0.002),
(10, 0.0002, 2.0, 0.004),
(10, 0.0002, 2.5, 0.005)
])
@pytest.mark.parametrize(
'size,funding_rate,mark_price,time_in_ratio,funding_fee,kraken_fee', [
(10, 0.0001, 2.0, 1.0, 0.002, 0.002),
(10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
(10, 0.0002, 2.5, None, 0.005, None),
])
def test__get_funding_fee(
default_conf,
mocker,
contract_size,
size,
funding_rate,
mark_price,
funding_fee
funding_fee,
kraken_fee,
time_in_ratio
):
exchange = get_patched_exchange(mocker, default_conf)
assert exchange._get_funding_fee(contract_size, funding_rate, mark_price) == funding_fee
kraken = get_patched_exchange(mocker, default_conf, id="kraken")
assert exchange._get_funding_fee(size, funding_rate, mark_price, time_in_ratio) == funding_fee
if (kraken_fee is None):
with pytest.raises(OperationalException):
kraken._get_funding_fee(size, funding_rate, mark_price, time_in_ratio)
else:
assert kraken._get_funding_fee(size, funding_rate, mark_price, time_in_ratio) == kraken_fee
@pytest.mark.parametrize('exchange,d1,d2,funding_times', [
@@ -3536,9 +3547,9 @@ def test_calculate_funding_fees(
expected_fees
):
'''
nominal_value = mark_price * contract_size
nominal_value = mark_price * size
funding_fee = nominal_value * funding_rate
contract_size: 30
size: 30
time: 0, mark: 2.77, nominal_value: 83.1, fundRate: -0.000008, fundFee: -0.0006648
time: 1, mark: 2.73, nominal_value: 81.9, fundRate: -0.000004, fundFee: -0.0003276
time: 2, mark: 2.74, nominal_value: 82.2, fundRate: 0.000012, fundFee: 0.0009864
@@ -3554,7 +3565,7 @@ def test_calculate_funding_fees(
time: 12, mark: 2.81, nominal_value: 84.3, fundRate: 0.000072, fundFee: 0.0060696
time: 13, mark: 2.82, nominal_value: 84.6, fundRate: 0.000097, fundFee: 0.0082062
contract_size: 50
size: 50
time: 0, mark: 2.77, nominal_value: 138.5, fundRate: -0.000008, fundFee: -0.001108
time: 1, mark: 2.73, nominal_value: 136.5, fundRate: -0.000004, fundFee: -0.000546
time: 2, mark: 2.74, nominal_value: 137.0, fundRate: 0.000012, fundFee: 0.001644