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okex.get_max_pair_stake_amount

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This commit is contained in:
Sam Germain 2022-02-07 03:44:37 -06:00
parent ff915b241c
commit 720a86778e
3 changed files with 223 additions and 1 deletions
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3
freqtrade/exchange/exchange.py
View File

@ -692,13 +692,14 @@ class Exchange:
self,
pair: str,
price: float,
leverage: float = 1.0
) -> float:
max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
if max_stake_amount is None:
# * Should never be executed
raise OperationalException(f'{self.name}.get_max_pair_stake_amount should'
'never set max_stake_amount to None')
return max_stake_amount
return max_stake_amount / leverage
def _get_stake_amount_limit(
self,

20
freqtrade/exchange/okx.py
View File

@ -49,3 +49,23 @@ class Okx(Exchange):
def get_leverage_tiers(self, pair: str):
return self._api.fetch_leverage_tiers(pair)
def get_max_pair_stake_amount(
self,
pair: str,
price: float,
leverage: float = 1.0
) -> float:
if self.trading_mode == TradingMode.SPOT:
return float('inf') # Not actually inf, but this probably won't matter for SPOT
if pair not in self._leverage_tiers:
tiers = self.get_leverage_tiers_for_pair(pair)
if not tiers: # Not a leveraged market
return float('inf')
else:
self._leverage_tiers[pair] = tiers
pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['max'] / leverage

201
tests/exchange/test_okex.py
View File

@ -146,3 +146,204 @@ def test_get_maintenance_ratio_and_amt_okex(
assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 1) == (0.02, None)
assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 2000) == (0.03, None)
def test_get_max_pair_stake_amount_okex(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id="okex")
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="okex")
exchange._leverage_tiers = {
'BNB/BUSD': [
{
"min": 0, # stake(before leverage) = 0
"max": 100000, # max stake(before leverage) = 5000
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000, # stake = 10000.0
"max": 500000, # max_stake = 50000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000, # stake = 100000.0
"max": 1000000, # max_stake = 200000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000, # stake = 333333.3333333333
"max": 2000000, # max_stake = 666666.6666666666
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000, # stake = 1000000.0
"max": 5000000, # max_stake = 2500000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000, # stake = 5000000.0
"max": 30000000, # max_stake = 30000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
}
],
'BNB/USDT': [
{
"min": 0, # stake = 0.0
"max": 10000, # max_stake = 133.33333333333334
"mmr": 0.0065,
"lev": 75,
"maintAmt": 0.0
},
{
"min": 10000, # stake = 200.0
"max": 50000, # max_stake = 1000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 35.0
},
{
"min": 50000, # stake = 2000.0
"max": 250000, # max_stake = 10000.0
"mmr": 0.02,
"lev": 25,
"maintAmt": 535.0
},
{
"min": 250000, # stake = 25000.0
"max": 1000000, # max_stake = 100000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 8035.0
},
{
"min": 1000000, # stake = 200000.0
"max": 2000000, # max_stake = 400000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 58035.0
},
{
"min": 2000000, # stake = 500000.0
"max": 5000000, # max_stake = 1250000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 108035.0
},
{
"min": 5000000, # stake = 1666666.6666666667
"max": 10000000, # max_stake = 3333333.3333333335
"mmr": 0.15,
"lev": 3,
"maintAmt": 233035.0
},
{
"min": 10000000, # stake = 5000000.0
"max": 20000000, # max_stake = 10000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 1233035.0
},
{
"min": 20000000, # stake = 20000000.0
"max": 50000000, # max_stake = 50000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 6233035.0
},
],
'BTC/USDT': [
{
"min": 0, # stake = 0.0
"max": 50000, # max_stake = 400.0
"mmr": 0.004,
"lev": 125,
"maintAmt": 0.0
},
{
"min": 50000, # stake = 500.0
"max": 250000, # max_stake = 2500.0
"mmr": 0.005,
"lev": 100,
"maintAmt": 50.0
},
{
"min": 250000, # stake = 5000.0
"max": 1000000, # max_stake = 20000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 1300.0
},
{
"min": 1000000, # stake = 50000.0
"max": 7500000, # max_stake = 375000.0
"mmr": 0.025,
"lev": 20,
"maintAmt": 16300.0
},
{
"min": 7500000, # stake = 750000.0
"max": 40000000, # max_stake = 4000000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 203800.0
},
{
"min": 40000000, # stake = 8000000.0
"max": 100000000, # max_stake = 20000000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 2203800.0
},
{
"min": 100000000, # stake = 25000000.0
"max": 200000000, # max_stake = 50000000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 4703800.0
},
{
"min": 200000000, # stake = 66666666.666666664
"max": 400000000, # max_stake = 133333333.33333333
"mmr": 0.15,
"lev": 3,
"maintAmt": 9703800.0
},
{
"min": 400000000, # stake = 200000000.0
"max": 600000000, # max_stake = 300000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 4.97038E7
},
{
"min": 600000000, # stake = 600000000.0
"max": 1000000000, # max_stake = 1000000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1.997038E8
},
]
}
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0) == 1000000000
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000
exchange.get_leverage_tiers_for_pair = MagicMock(return_value=None)
assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers