Merge pull request #6423 from samgermain/wallet-amt

Futures wallet amount
2022-02-26 15:55:28 +01:00
parent e25929f50a 1c26ff4c4c
commit 79ddc9abaa
13 changed files with 372 additions and 53 deletions
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1547,6 +1547,27 @@ def test_get_balances_prod(default_conf, mocker, exchange_name):
                           "get_balances", "fetch_balance")


+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_fetch_positions(default_conf, mocker, exchange_name):
+    mocker.patch('freqtrade.exchange.Exchange.validate_trading_mode_and_margin_mode')
+    api_mock = MagicMock()
+    api_mock.fetch_positions = MagicMock(return_value=[
+        {'symbol': 'ETH/USDT:USDT', 'leverage': 5},
+        {'symbol': 'XRP/USDT:USDT', 'leverage': 5},
+    ])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.fetch_positions() == []
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = 'futures'
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    res = exchange.fetch_positions()
+    assert len(res) == 2
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           "fetch_positions", "fetch_positions")
+
+
@pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_tickers(default_conf, mocker, exchange_name):
    api_mock = MagicMock()
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -603,6 +603,30 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
            'used': 5.0,
        }
    }
+    mock_pos = [
+        {
+            "symbol": "ETH/USDT:USDT",
+            "timestamp": None,
+            "datetime": None,
+            "initialMargin": 0.0,
+            "initialMarginPercentage": None,
+            "maintenanceMargin": 0.0,
+            "maintenanceMarginPercentage": 0.005,
+            "entryPrice": 0.0,
+            "notional": 100.0,
+            "leverage": 5.0,
+            "unrealizedPnl": 0.0,
+            "contracts": 100.0,
+            "contractSize": 1,
+            "marginRatio": None,
+            "liquidationPrice": 0.0,
+            "markPrice": 2896.41,
+            "collateral": 20,
+            "marginType": "isolated",
+            "side": 'short',
+            "percentage": None
+        }
+    ]

    mocker.patch.multiple(
        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
@@ -612,12 +636,15 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
+        validate_trading_mode_and_margin_mode=MagicMock(),
        get_balances=MagicMock(return_value=mock_balance),
+        fetch_positions=MagicMock(return_value=mock_pos),
        get_tickers=tickers,
        get_valid_pair_combination=MagicMock(
            side_effect=lambda a, b: f"{b}/{a}" if a == "USDT" else f"{a}/{b}")
    )
    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = 'futures'
    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
    patch_get_signal(freqtradebot)
    rpc = RPC(freqtradebot)
@@ -630,28 +657,55 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
    assert tickers.call_args_list[0][1]['cached'] is True
    assert 'USD' == result['symbol']
    assert result['currencies'] == [
-        {'currency': 'BTC',
-         'free': 10.0,
-         'balance': 12.0,
-         'used': 2.0,
-         'est_stake': 12.0,
-         'stake': 'BTC',
-         },
-        {'free': 1.0,
-         'balance': 5.0,
-         'currency': 'ETH',
-         'est_stake': 0.30794,
-         'used': 4.0,
-         'stake': 'BTC',
+        {
+            'currency': 'BTC',
+            'free': 10.0,
+            'balance': 12.0,
+            'used': 2.0,
+            'est_stake': 12.0,
+            'stake': 'BTC',
+            'is_position': False,
+            'leverage': 1.0,
+            'position': 0.0,
+            'side': 'long',
+        },
+        {
+            'free': 1.0,
+            'balance': 5.0,
+            'currency': 'ETH',
+            'est_stake': 0.30794,
+            'used': 4.0,
+            'stake': 'BTC',
+            'is_position': False,
+            'leverage': 1.0,
+            'position': 0.0,
+            'side': 'long',

-         },
-        {'free': 5.0,
-         'balance': 10.0,
-         'currency': 'USDT',
-         'est_stake': 0.0011563153318162476,
-         'used': 5.0,
-         'stake': 'BTC',
-         }
+        },
+        {
+            'free': 5.0,
+            'balance': 10.0,
+            'currency': 'USDT',
+            'est_stake': 0.0011563153318162476,
+            'used': 5.0,
+            'stake': 'BTC',
+            'is_position': False,
+            'leverage': 1.0,
+            'position': 0.0,
+            'side': 'long',
+        },
+        {
+            'free': 0.0,
+            'balance': 0.0,
+            'currency': 'ETH/USDT:USDT',
+            'est_stake': 20,
+            'used': 0,
+            'stake': 'BTC',
+            'is_position': True,
+            'leverage': 5.0,
+            'position': 1000.0,
+            'side': 'short',
+        }
    ]
    assert result['total'] == 12.309096315331816

--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -453,6 +453,10 @@ def test_api_balance(botclient, mocker, rpc_balance, tickers):
        'used': 0.0,
        'est_stake': 12.0,
        'stake': 'BTC',
+        'is_position': False,
+        'leverage': 1.0,
+        'position': 0.0,
+        'side': 'long',
    }
    assert 'starting_capital' in response
    assert 'starting_capital_fiat' in response
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -905,6 +905,10 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
            'balance': i,
            'est_stake': 1,
            'stake': 'BTC',
+            'is_position': False,
+            'leverage': 1.0,
+            'position': 0.0,
+            'side': 'long',
        })
    mocker.patch('freqtrade.rpc.rpc.RPC._rpc_balance', return_value={
        'currencies': balances,
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -95,6 +95,7 @@ def test_enter_exit_side(fee, is_short):
    )
    assert trade.enter_side == enter_side
    assert trade.exit_side == exit_side
+    assert trade.trade_direction == 'short' if is_short else 'long'


@pytest.mark.usefixtures("init_persistence")
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -6,7 +6,7 @@ import pytest

 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exceptions import DependencyException
-from tests.conftest import get_patched_freqtradebot, patch_wallet
+from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_wallet


 def test_sync_wallet_at_boot(mocker, default_conf):
@@ -234,3 +234,125 @@ def test_get_starting_balance(mocker, default_conf, available_capital, closed_pr
    freqtrade = get_patched_freqtradebot(mocker, default_conf)

    assert freqtrade.wallets.get_starting_balance() == expected
+
+
+def test_sync_wallet_futures_live(mocker, default_conf):
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    mock_result = [
+        {
+            "symbol": "ETH/USDT:USDT",
+            "timestamp": None,
+            "datetime": None,
+            "initialMargin": 0.0,
+            "initialMarginPercentage": None,
+            "maintenanceMargin": 0.0,
+            "maintenanceMarginPercentage": 0.005,
+            "entryPrice": 0.0,
+            "notional": 100.0,
+            "leverage": 5.0,
+            "unrealizedPnl": 0.0,
+            "contracts": 100.0,
+            "contractSize": 1,
+            "marginRatio": None,
+            "liquidationPrice": 0.0,
+            "markPrice": 2896.41,
+            "collateral": 20,
+            "marginType": "isolated",
+            "side": 'short',
+            "percentage": None
+        },
+        {
+            "symbol": "ADA/USDT:USDT",
+            "timestamp": None,
+            "datetime": None,
+            "initialMargin": 0.0,
+            "initialMarginPercentage": None,
+            "maintenanceMargin": 0.0,
+            "maintenanceMarginPercentage": 0.005,
+            "entryPrice": 0.0,
+            "notional": 100.0,
+            "leverage": 5.0,
+            "unrealizedPnl": 0.0,
+            "contracts": 100.0,
+            "contractSize": 1,
+            "marginRatio": None,
+            "liquidationPrice": 0.0,
+            "markPrice": 0.91,
+            "collateral": 20,
+            "marginType": "isolated",
+            "side": 'short',
+            "percentage": None
+        },
+        {
+            # Closed position
+            "symbol": "SOL/BUSD:BUSD",
+            "timestamp": None,
+            "datetime": None,
+            "initialMargin": 0.0,
+            "initialMarginPercentage": None,
+            "maintenanceMargin": 0.0,
+            "maintenanceMarginPercentage": 0.005,
+            "entryPrice": 0.0,
+            "notional": 0.0,
+            "leverage": 5.0,
+            "unrealizedPnl": 0.0,
+            "contracts": 0.0,
+            "contractSize": 1,
+            "marginRatio": None,
+            "liquidationPrice": 0.0,
+            "markPrice": 15.41,
+            "collateral": 0.0,
+            "marginType": "isolated",
+            "side": 'short',
+            "percentage": None
+        }
+    ]
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "USDT": {
+                "free": 900,
+                "used": 100,
+                "total": 1000
+            },
+        }),
+        fetch_positions=MagicMock(return_value=mock_result)
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert len(freqtrade.wallets._wallets) == 1
+    assert len(freqtrade.wallets._positions) == 2
+
+    assert 'USDT' in freqtrade.wallets._wallets
+    assert 'ETH/USDT:USDT' in freqtrade.wallets._positions
+    assert freqtrade.wallets._last_wallet_refresh > 0
+
+    # Remove ETH/USDT:USDT position
+    del mock_result[0]
+    freqtrade.wallets.update()
+    assert len(freqtrade.wallets._positions) == 1
+    assert 'ETH/USDT:USDT' not in freqtrade.wallets._positions
+
+
+def test_sync_wallet_futures_dry(mocker, default_conf, fee):
+    default_conf['dry_run'] = True
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    assert len(freqtrade.wallets._wallets) == 1
+    assert len(freqtrade.wallets._positions) == 0
+
+    create_mock_trades(fee, is_short=None)
+
+    freqtrade.wallets.update()
+
+    assert len(freqtrade.wallets._wallets) == 1
+    assert len(freqtrade.wallets._positions) == 4
+    positions = freqtrade.wallets.get_all_positions()
+    positions['ETH/BTC'].side == 'short'
+    positions['ETC/BTC'].side == 'long'
+    positions['XRP/BTC'].side == 'long'
+    positions['LTC/BTC'].side == 'short'