adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #6590 from freqtrade/short_gateio

Browse Source 
Fix gateio fee handling for futures
This commit is contained in:
Matthias
2022-03-27 14:57:36 +02:00
committed by GitHub
parent fdc7077a2c 0f1de435da
commit 85bb2dcc8d
6 changed files with 160 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
tests/exchange/test_ccxt_compat.py
View File

@@ -134,7 +134,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
class_mocker.patch(
'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
yield exchange, request.param

56
tests/exchange/test_exchange.py
View File

@@ -1624,6 +1624,62 @@ def test_fetch_positions(default_conf, mocker, exchange_name):
"fetch_positions", "fetch_positions")
def test_fetch_trading_fees(default_conf, mocker):
api_mock = MagicMock()
tick = {
'1INCH/USDT:USDT': {
'info': {'user_id': '',
'taker_fee': '0.0018',
'maker_fee': '0.0018',
'gt_discount': False,
'gt_taker_fee': '0',
'gt_maker_fee': '0',
'loan_fee': '0.18',
'point_type': '1',
'futures_taker_fee': '0.0005',
'futures_maker_fee': '0'},
'symbol': '1INCH/USDT:USDT',
'maker': 0.0,
'taker': 0.0005},
'ETH/USDT:USDT': {
'info': {'user_id': '',
'taker_fee': '0.0018',
'maker_fee': '0.0018',
'gt_discount': False,
'gt_taker_fee': '0',
'gt_maker_fee': '0',
'loan_fee': '0.18',
'point_type': '1',
'futures_taker_fee': '0.0005',
'futures_maker_fee': '0'},
'symbol': 'ETH/USDT:USDT',
'maker': 0.0,
'taker': 0.0005}
}
exchange_name = 'gateio'
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
api_mock.fetch_trading_fees = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert '1INCH/USDT:USDT' in exchange._trading_fees
assert 'ETH/USDT:USDT' in exchange._trading_fees
assert api_mock.fetch_trading_fees.call_count == 1
api_mock.fetch_trading_fees.reset_mock()
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"fetch_trading_fees", "fetch_trading_fees")
api_mock.fetch_trading_fees = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.fetch_trading_fees()
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
assert exchange.fetch_trading_fees() == {}
def test_fetch_bids_asks(default_conf, mocker):
api_mock = MagicMock()
tick = {'ETH/BTC': {

46
tests/exchange/test_gateio.py
View File

@@ -1,7 +1,9 @@
from datetime import datetime, timezone
from unittest.mock import MagicMock
import pytest
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Gateio
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
@@ -70,3 +72,47 @@ def test_stoploss_adjust_gateio(mocker, default_conf, sl1, sl2, sl3, side):
}
assert exchange.stoploss_adjust(sl1, order, side)
assert not exchange.stoploss_adjust(sl2, order, side)
@pytest.mark.parametrize('takerormaker,rate,cost', [
('taker', 0.0005, 0.0001554325),
('maker', 0.0, 0.0),
])
def test_fetch_my_trades_gateio(mocker, default_conf, takerormaker, rate, cost):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
tick = {'ETH/USDT:USDT': {
'info': {'user_id': '',
'taker_fee': '0.0018',
'maker_fee': '0.0018',
'gt_discount': False,
'gt_taker_fee': '0',
'gt_maker_fee': '0',
'loan_fee': '0.18',
'point_type': '1',
'futures_taker_fee': '0.0005',
'futures_maker_fee': '0'},
'symbol': 'ETH/USDT:USDT',
'maker': 0.0,
'taker': 0.0005}
}
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(return_value=[{
'fee': {'cost': None},
'price': 3108.65,
'cost': 0.310865,
'order': '22255',
'takerOrMaker': takerormaker,
'amount': 1, # 1 contract
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, id='gateio')
exchange._trading_fees = tick
trades = exchange.get_trades_for_order('22255', 'ETH/USDT:USDT', datetime.now(timezone.utc))
trade = trades[0]
assert trade['fee']
assert trade['fee']['rate'] == rate
assert trade['fee']['currency'] == 'USDT'
assert trade['fee']['cost'] == cost