Created fixtures mark_ohlcv and funding_rate_history

This commit is contained in:
Sam Germain
2021-11-01 01:04:42 -06:00
parent 5c52b21346
commit 77d247e179
2 changed files with 68 additions and 58 deletions

View File

@@ -2365,3 +2365,67 @@ def limit_order_open(limit_buy_order_usdt_open, limit_sell_order_usdt_open):
'buy': limit_buy_order_usdt_open,
'sell': limit_sell_order_usdt_open
}
@pytest.fixture(scope='function')
def mark_ohlcv():
return [
[
1635674520000,
1.954,
1.95435369,
1.9524,
1.95255532,
0
],
[
1635674580000,
1.95255532,
1.95356934,
1.9507,
1.9507,
0
],
[
1635674640000,
1.9505,
1.95240962,
1.9502,
1.9506914,
0
],
[
1635674700000,
1.95067489,
1.95124984,
1.94852208,
1.9486,
0
]
]
@pytest.fixture(scope='function')
def funding_rate_history():
return [
{
"symbol": "ADA/USDT",
"fundingRate": 0.00042396,
"timestamp": 1635580800001
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00036859,
"timestamp": 1635609600013
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.0005205,
"timestamp": 1635638400008
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00068396,
"timestamp": 1635667200010
}
]