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fix breaking tests

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This commit is contained in:
Sam Germain
2022-02-12 21:59:26 -06:00
parent 531b4d238c
commit 8fe3f0c933
7 changed files with 434 additions and 195 deletions
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75
tests/exchange/test_exchange.py
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@@ -1207,9 +1207,20 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
assert exchange._set_leverage.call_count == 0
assert exchange.set_margin_mode.call_count == 0
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
},
'symbol': 'ADA/USDT:USDT',
'amount': 1
})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.trading_mode = TradingMode.FUTURES
exchange._set_leverage = MagicMock()
exchange.set_margin_mode = MagicMock()
order = exchange.create_order(
pair='XLTCUSDT',
pair='ADA/USDT:USDT',
ordertype=ordertype,
side=side,
amount=1,
@@ -2998,7 +3009,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# all markets, only spot pairs
([], [], False, False, True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# active markets
([], [], False, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
@@ -3006,11 +3017,11 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# all pairs
([], [], True, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# active pairs
([], [], True, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XRP/BTC']),
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False, False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
@@ -3019,7 +3030,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, base=LTC
(['LTC'], [], False, False, True, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT']),
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, quote=USDT
([], ['USDT'], False, False, False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
@@ -3031,13 +3042,13 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False, True, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT']),
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC, quote=USDT
(['LTC'], ['USDT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
# all pairs, base=LTC, quote=USDT
(['LTC'], ['USDT'], True, False, False, False,
['LTC/USDT']),
['LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC, quote=USDT, NONEXISTENT
(['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']),
@@ -3486,7 +3497,7 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("okex", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("okx", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# * Remove once implemented
("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
@@ -3560,8 +3571,8 @@ def test__ccxt_config(
("LTC/BTC", 0.0, 1.0),
("TKN/USDT", 210.30, 1.0),
])
def test_get_max_leverage_from_markets(default_conf, mocker, pair, nominal_value, max_lev):
default_conf['trading_mode'] = 'futures'
def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value, max_lev):
default_conf['trading_mode'] = 'margin'
default_conf['margin_mode'] = 'isolated'
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
@@ -3836,13 +3847,13 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures')
])
def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@@ -3852,15 +3863,11 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
'symbol': 'XLTCUSDT',
'contractSize': '0.01',
},
'LTC/ETH': {
'symbol': 'LTC/ETH',
},
'ETH/USDT:USDT': {
'symbol': 'ETH/USDT:USDT',
'contractSize': '10',
}
})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
size = exchange._get_contract_size(pair)
assert expected_size == size
@@ -3868,7 +3875,7 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
@pytest.mark.parametrize('pair,contract_size,trading_mode', [
('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'),
('ADA/USDT:USDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures'),
])
@@ -3952,7 +3959,7 @@ def test__order_contracts_to_amount(
@pytest.mark.parametrize('pair,contract_size,trading_mode', [
('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'),
('ADA/USDT:USDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures'),
])
@@ -3987,7 +3994,7 @@ def test__trades_contracts_to_amount(
@pytest.mark.parametrize('pair,param_amount,param_size', [
('XLTCUSDT', 40, 4000),
('ADA/USDT:USDT', 40, 4000),
('LTC/ETH', 30, 30),
('LTC/USD', 30, 30),
('ETH/USDT:USDT', 10, 1),
@@ -4003,6 +4010,7 @@ def test__amount_to_contracts(
api_mock = MagicMock()
default_conf['trading_mode'] = 'spot'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@@ -4020,7 +4028,6 @@ def test__amount_to_contracts(
'contractSize': '10',
}
})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
result_size = exchange._amount_to_contracts(pair, param_amount)
assert result_size == param_amount
result_amount = exchange._contracts_to_amount(pair, param_size)
@@ -4342,3 +4349,33 @@ def test_get_maintenance_ratio_and_amt(
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt)
def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
# Test Spot
exchange = get_patched_exchange(mocker, default_conf, id="binance")
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 1.0
# Test Futures
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
assert isclose(exchange.get_max_leverage("BNB/BUSD", 99999.9), 5.000005)
assert isclose(exchange.get_max_leverage("BNB/USDT", 1500), 33.333333333333333)
assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last tier
assert exchange.get_max_leverage("SPONGE/USDT", 200) == 1.0 # Pair not in leverage_tiers
assert exchange.get_max_leverage("BTC/USDT", 0.0) == 125.0 # No stake amount
with pytest.raises(
InvalidOrderException,
match=r'Amount 1000000000.01 too high for BTC/USDT'
):
exchange.get_max_leverage("BTC/USDT", 1000000000.01)