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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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4
freqtrade/exchange/exchange.py
View File

@ -1960,12 +1960,14 @@ class Exchange:
'Looped through all tiers without finding a max leverage. Should never be reached' 'Looped through all tiers without finding a max leverage. Should never be reached'
) )
else: # Search markets.limits for max lev elif self.trading_mode == TradingMode.MARGIN: # Search markets.limits for max lev
market = self.markets[pair] market = self.markets[pair]
if market['limits']['leverage']['max'] is not None: if market['limits']['leverage']['max'] is not None:
return market['limits']['leverage']['max'] return market['limits']['leverage']['max']
else: else:
return 1.0 # Default if max leverage cannot be found return 1.0 # Default if max leverage cannot be found
else:
return 1.0
@retrier @retrier
def _set_leverage( def _set_leverage(

113
tests/conftest.py
View File

@ -960,21 +960,40 @@ def get_markets():
'symbol': 'NEO/USDT', 'symbol': 'NEO/USDT',
'base': 'NEO', 'base': 'NEO',
'quote': 'USDT', 'quote': 'USDT',
'active': True, 'settle': '',
'spot': True, 'baseId': 'NEO',
'swap': False, 'quoteId': 'USDT',
'linear': None, 'settleId': '',
'type': 'spot', 'type': 'spot',
'spot': True,
'margin': True,
'swap': False,
'futures': False,
'option': False,
'active': True,
'contract': False,
'linear': None,
'inverse': None,
'taker': 0.0006, 'taker': 0.0006,
'maker': 0.0002, 'maker': 0.0002,
'contractSize': None,
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'tierBased': None,
'percentage': None,
'lot': 0.00000001,
'precision': { 'precision': {
'price': 8, 'price': 8,
'amount': 8, 'amount': 8,
'cost': 8, 'cost': 8,
}, },
'lot': 0.00000001,
'contractSize': None,
'limits': { 'limits': {
"leverage": {
'min': 1,
'max': 10
},
'amount': { 'amount': {
'min': 0.01, 'min': 0.01,
'max': 1000, 'max': 1000,
@ -1071,10 +1090,10 @@ def get_markets():
'quote': 'USDT', 'quote': 'USDT',
'active': True, 'active': True,
'spot': False, 'spot': False,
'swap': True,
'linear': True,
'type': 'swap', 'type': 'swap',
'contractSize': 0.01, 'contractSize': 0.01,
'swap': False,
'linear': False,
'taker': 0.0006, 'taker': 0.0006,
'maker': 0.0002, 'maker': 0.0002,
'precision': { 'precision': {
@ -1162,7 +1181,6 @@ def get_markets():
'taker': 0.0006, 'taker': 0.0006,
'maker': 0.0002, 'maker': 0.0002,
'contractSize': 10, 'contractSize': 10,
'maintenanceMarginRate': 0.02,
'active': True, 'active': True,
'expiry': None, 'expiry': None,
'expiryDatetime': None, 'expiryDatetime': None,
@ -1191,6 +1209,83 @@ def get_markets():
'amount': 1 'amount': 1
}, },
'info': {} 'info': {}
},
'ADA/USDT:USDT': {
'limits': {
'leverage': {
'min': 1,
'max': 20,
},
'amount': {
'min': 1,
'max': 1000000,
},
'price': {
'min': 0.52981,
'max': 1.58943,
},
'cost': {
'min': None,
'max': None,
}
},
'precision': {
'amount': 1,
'price': 0.00001
},
'tierBased': True,
'percentage': True,
'taker': 0.0000075,
'maker': -0.0000025,
'feeSide': 'get',
'tiers': {
'maker': [
[0, 0.002], [1.5, 0.00185],
[3, 0.00175], [6, 0.00165],
[12.5, 0.00155], [25, 0.00145],
[75, 0.00135], [200, 0.00125],
[500, 0.00115], [1250, 0.00105],
[2500, 0.00095], [3000, 0.00085],
[6000, 0.00075], [11000, 0.00065],
[20000, 0.00055], [40000, 0.00055],
[75000, 0.00055]
],
'taker': [
[0, 0.002], [1.5, 0.00195],
[3, 0.00185], [6, 0.00175],
[12.5, 0.00165], [25, 0.00155],
[75, 0.00145], [200, 0.00135],
[500, 0.00125], [1250, 0.00115],
[2500, 0.00105], [3000, 0.00095],
[6000, 0.00085], [11000, 0.00075],
[20000, 0.00065], [40000, 0.00065],
[75000, 0.00065]
]
},
'id': 'ADA_USDT',
'symbol': 'ADA/USDT:USDT',
'base': 'ADA',
'quote': 'USDT',
'settle': 'USDT',
'baseId': 'ADA',
'quoteId': 'USDT',
'settleId': 'usdt',
'type': 'swap',
'spot': False,
'margin': False,
'swap': True,
'future': False,
'option': False,
'active': True,
'contract': True,
'linear': True,
'inverse': False,
'contractSize': 0.01,
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'info': {}
} }
} }

30
tests/exchange/test_binance.py
View File

@ -171,36 +171,6 @@ def test_stoploss_adjust_binance(
assert not exchange.stoploss_adjust(sl3, order, side=side) assert not exchange.stoploss_adjust(sl3, order, side=side)
def test_get_max_leverage_binance(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)
def test_fill_leverage_tiers_binance(default_conf, mocker): def test_fill_leverage_tiers_binance(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.fetch_leverage_tiers = MagicMock(return_value={ api_mock.fetch_leverage_tiers = MagicMock(return_value={

2
tests/exchange/test_ccxt_compat.py
View File

@ -341,7 +341,7 @@ class TestCCXTExchange():
def test_get_max_leverage_futures(self, exchange_futures): def test_get_max_leverage_futures(self, exchange_futures):
futures, futures_name = exchange_futures futures, futures_name = exchange_futures
# TODO-lev: binance, gateio, and okex test # TODO-lev: binance, gateio, and okx test
if futures: if futures:
leverage_in_market_futures = EXCHANGES[futures_name]['leverage_in_market']['futures'] leverage_in_market_futures = EXCHANGES[futures_name]['leverage_in_market']['futures']
if leverage_in_market_futures: if leverage_in_market_futures:

75
tests/exchange/test_exchange.py
View File

@ -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_leverage.call_count == 0
assert exchange.set_margin_mode.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.trading_mode = TradingMode.FUTURES
exchange._set_leverage = MagicMock()
exchange.set_margin_mode = MagicMock()
order = exchange.create_order( order = exchange.create_order(
pair='XLTCUSDT', pair='ADA/USDT:USDT',
ordertype=ordertype, ordertype=ordertype,
side=side, side=side,
amount=1, amount=1,
@ -2998,7 +3009,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# all markets, only spot pairs # all markets, only spot pairs
([], [], False, False, True, False, ([], [], False, False, True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', ['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 # active markets
([], [], False, True, False, False, ([], [], False, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC', ['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 # all pairs
([], [], True, False, False, False, ([], [], True, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', ['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 # active pairs
([], [], True, True, False, False, ([], [], True, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC', ['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 # all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False, False, False, (['ETH', 'LTC'], [], False, False, False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']), ['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']), ['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, base=LTC # spot markets, base=LTC
(['LTC'], [], False, False, True, False, (['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 # all markets, quote=USDT
([], ['USDT'], False, False, False, False, ([], ['USDT'], False, False, False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']), ['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']), ['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# spot markets, quote=USDT, USD # spot markets, quote=USDT, USD
([], ['USDT', 'USD'], False, False, True, False, ([], ['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 # all markets, base=LTC, quote=USDT
(['LTC'], ['USDT'], False, False, False, False, (['LTC'], ['USDT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']), ['LTC/USDT', 'XLTCUSDT']),
# all pairs, base=LTC, quote=USDT # all pairs, base=LTC, quote=USDT
(['LTC'], ['USDT'], True, False, False, False, (['LTC'], ['USDT'], True, False, False, False,
['LTC/USDT']), ['LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC, quote=USDT, NONEXISTENT # all markets, base=LTC, quote=USDT, NONEXISTENT
(['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False, (['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False,
['LTC/USDT', 'XLTCUSDT']), ['LTC/USDT', 'XLTCUSDT']),
@ -3486,7 +3497,7 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False), ("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", 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 # * Remove once implemented
("binance", TradingMode.MARGIN, MarginMode.CROSS, True), ("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
@ -3560,8 +3571,8 @@ def test__ccxt_config(
("LTC/BTC", 0.0, 1.0), ("LTC/BTC", 0.0, 1.0),
("TKN/USDT", 210.30, 1.0), ("TKN/USDT", 210.30, 1.0),
]) ])
def test_get_max_leverage_from_markets(default_conf, mocker, pair, nominal_value, max_lev): def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value, max_lev):
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'margin'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
api_mock = MagicMock() api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False}) 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'), ('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'), ('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'), ('XLTCUSDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures') ('ETH/USDT:USDT', 10, 'futures')
]) ])
def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode): def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
api_mock = MagicMock() api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', { mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': { 'LTC/USD': {
'symbol': 'LTC/USD', 'symbol': 'LTC/USD',
@ -3852,15 +3863,11 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
'symbol': 'XLTCUSDT', 'symbol': 'XLTCUSDT',
'contractSize': '0.01', 'contractSize': '0.01',
}, },
'LTC/ETH': {
'symbol': 'LTC/ETH',
},
'ETH/USDT:USDT': { 'ETH/USDT:USDT': {
'symbol': 'ETH/USDT:USDT', 'symbol': 'ETH/USDT:USDT',
'contractSize': '10', 'contractSize': '10',
} }
}) })
exchange = get_patched_exchange(mocker, default_conf, api_mock)
size = exchange._get_contract_size(pair) size = exchange._get_contract_size(pair)
assert expected_size == size 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', [ @pytest.mark.parametrize('pair,contract_size,trading_mode', [
('XLTCUSDT', 1, 'spot'), ('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'), ('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'), ('ADA/USDT:USDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'), ('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures'), ('ETH/USDT:USDT', 10, 'futures'),
]) ])
@ -3952,7 +3959,7 @@ def test__order_contracts_to_amount(
@pytest.mark.parametrize('pair,contract_size,trading_mode', [ @pytest.mark.parametrize('pair,contract_size,trading_mode', [
('XLTCUSDT', 1, 'spot'), ('XLTCUSDT', 1, 'spot'),
('LTC/USD', 1, 'futures'), ('LTC/USD', 1, 'futures'),
('XLTCUSDT', 0.01, 'futures'), ('ADA/USDT:USDT', 0.01, 'futures'),
('LTC/ETH', 1, 'futures'), ('LTC/ETH', 1, 'futures'),
('ETH/USDT:USDT', 10, 'futures'), ('ETH/USDT:USDT', 10, 'futures'),
]) ])
@ -3987,7 +3994,7 @@ def test__trades_contracts_to_amount(
@pytest.mark.parametrize('pair,param_amount,param_size', [ @pytest.mark.parametrize('pair,param_amount,param_size', [
('XLTCUSDT', 40, 4000), ('ADA/USDT:USDT', 40, 4000),
('LTC/ETH', 30, 30), ('LTC/ETH', 30, 30),
('LTC/USD', 30, 30), ('LTC/USD', 30, 30),
('ETH/USDT:USDT', 10, 1), ('ETH/USDT:USDT', 10, 1),
@ -4003,6 +4010,7 @@ def test__amount_to_contracts(
api_mock = MagicMock() api_mock = MagicMock()
default_conf['trading_mode'] = 'spot' default_conf['trading_mode'] = 'spot'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', { mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': { 'LTC/USD': {
'symbol': 'LTC/USD', 'symbol': 'LTC/USD',
@ -4020,7 +4028,6 @@ def test__amount_to_contracts(
'contractSize': '10', 'contractSize': '10',
} }
}) })
exchange = get_patched_exchange(mocker, default_conf, api_mock)
result_size = exchange._amount_to_contracts(pair, param_amount) result_size = exchange._amount_to_contracts(pair, param_amount)
assert result_size == param_amount assert result_size == param_amount
result_amount = exchange._contracts_to_amount(pair, param_size) 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' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt) 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)

401
tests/exchange/test_okex.py
View File

@ -3,7 +3,7 @@ from unittest.mock import MagicMock # , PropertyMock
from tests.conftest import get_patched_exchange from tests.conftest import get_patched_exchange
def test_get_maintenance_ratio_and_amt_okex( def test_get_maintenance_ratio_and_amt_okx(
default_conf, default_conf,
mocker, mocker,
): ):
@ -11,150 +11,153 @@ def test_get_maintenance_ratio_and_amt_okex(
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
default_conf['dry_run'] = False default_conf['dry_run'] = False
api_mock.fetch_leverage_tiers = MagicMock(return_value={ mocker.patch.multiple(
'ETH/USDT:USDT': [ 'freqtrade.exchange.Okx',
{ load_leverage_tiers=MagicMock(return_value={
'tier': 1, 'ETH/USDT:USDT': [
'notionalFloor': 0, {
'notionalCap': 2000, 'tier': 1,
'maintenanceMarginRatio': 0.01, 'notionalFloor': 0,
'maxLeverage': 75, 'notionalCap': 2000,
'info': { 'maintenanceMarginRatio': 0.01,
'baseMaxLoan': '', 'maxLeverage': 75,
'imr': '0.013', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '75', 'imr': '0.013',
'maxSz': '2000', 'instId': '',
'minSz': '0', 'maxLever': '75',
'mmr': '0.01', 'maxSz': '2000',
'optMgnFactor': '0', 'minSz': '0',
'quoteMaxLoan': '', 'mmr': '0.01',
'tier': '1', 'optMgnFactor': '0',
'uly': 'ETH-USDT' 'quoteMaxLoan': '',
} 'tier': '1',
}, 'uly': 'ETH-USDT'
{ }
'tier': 2, },
'notionalFloor': 2001, {
'notionalCap': 4000, 'tier': 2,
'maintenanceMarginRatio': 0.015, 'notionalFloor': 2001,
'maxLeverage': 50, 'notionalCap': 4000,
'info': { 'maintenanceMarginRatio': 0.015,
'baseMaxLoan': '', 'maxLeverage': 50,
'imr': '0.02', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '50', 'imr': '0.02',
'maxSz': '4000', 'instId': '',
'minSz': '2001', 'maxLever': '50',
'mmr': '0.015', 'maxSz': '4000',
'optMgnFactor': '0', 'minSz': '2001',
'quoteMaxLoan': '', 'mmr': '0.015',
'tier': '2', 'optMgnFactor': '0',
'uly': 'ETH-USDT' 'quoteMaxLoan': '',
} 'tier': '2',
}, 'uly': 'ETH-USDT'
{ }
'tier': 3, },
'notionalFloor': 4001, {
'notionalCap': 8000, 'tier': 3,
'maintenanceMarginRatio': 0.02, 'notionalFloor': 4001,
'maxLeverage': 20, 'notionalCap': 8000,
'info': { 'maintenanceMarginRatio': 0.02,
'baseMaxLoan': '', 'maxLeverage': 20,
'imr': '0.05', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '20', 'imr': '0.05',
'maxSz': '8000', 'instId': '',
'minSz': '4001', 'maxLever': '20',
'mmr': '0.02', 'maxSz': '8000',
'optMgnFactor': '0', 'minSz': '4001',
'quoteMaxLoan': '', 'mmr': '0.02',
'tier': '3', 'optMgnFactor': '0',
'uly': 'ETH-USDT' 'quoteMaxLoan': '',
} 'tier': '3',
}, 'uly': 'ETH-USDT'
], }
'XLTCUSDT': [ },
{ ],
'tier': 1, 'ADA/USDT:USDT': [
'notionalFloor': 0, {
'notionalCap': 500, 'tier': 1,
'maintenanceMarginRatio': 0.02, 'notionalFloor': 0,
'maxLeverage': 75, 'notionalCap': 500,
'info': { 'maintenanceMarginRatio': 0.02,
'baseMaxLoan': '', 'maxLeverage': 75,
'imr': '0.013', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '75', 'imr': '0.013',
'maxSz': '500', 'instId': '',
'minSz': '0', 'maxLever': '75',
'mmr': '0.01', 'maxSz': '500',
'optMgnFactor': '0', 'minSz': '0',
'quoteMaxLoan': '', 'mmr': '0.01',
'tier': '1', 'optMgnFactor': '0',
'uly': 'BTC-USDT' 'quoteMaxLoan': '',
} 'tier': '1',
}, 'uly': 'ADA-USDT'
{ }
'tier': 2, },
'notionalFloor': 501, {
'notionalCap': 1000, 'tier': 2,
'maintenanceMarginRatio': 0.025, 'notionalFloor': 501,
'maxLeverage': 50, 'notionalCap': 1000,
'info': { 'maintenanceMarginRatio': 0.025,
'baseMaxLoan': '', 'maxLeverage': 50,
'imr': '0.02', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '50', 'imr': '0.02',
'maxSz': '1000', 'instId': '',
'minSz': '501', 'maxLever': '50',
'mmr': '0.015', 'maxSz': '1000',
'optMgnFactor': '0', 'minSz': '501',
'quoteMaxLoan': '', 'mmr': '0.015',
'tier': '2', 'optMgnFactor': '0',
'uly': 'BTC-USDT' 'quoteMaxLoan': '',
} 'tier': '2',
}, 'uly': 'ADA-USDT'
{ }
'tier': 3, },
'notionalFloor': 1001, {
'notionalCap': 2000, 'tier': 3,
'maintenanceMarginRatio': 0.03, 'notionalFloor': 1001,
'maxLeverage': 20, 'notionalCap': 2000,
'info': { 'maintenanceMarginRatio': 0.03,
'baseMaxLoan': '', 'maxLeverage': 20,
'imr': '0.05', 'info': {
'instId': '', 'baseMaxLoan': '',
'maxLever': '20', 'imr': '0.05',
'maxSz': '2000', 'instId': '',
'minSz': '1001', 'maxLever': '20',
'mmr': '0.02', 'maxSz': '2000',
'optMgnFactor': '0', 'minSz': '1001',
'quoteMaxLoan': '', 'mmr': '0.02',
'tier': '3', 'optMgnFactor': '0',
'uly': 'BTC-USDT' 'quoteMaxLoan': '',
} 'tier': '3',
}, 'uly': 'ADA-USDT'
] }
}) },
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okex") ]
})
)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2000) == (0.01, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2000) == (0.01, None)
assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2001) == (0.015, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2001) == (0.015, None)
assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 4001) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 4001) == (0.02, None)
assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 8000) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 8000) == (0.02, None)
assert exchange.get_maintenance_ratio_and_amt('XLTCUSDT', 1) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 1) == (0.02, None)
assert exchange.get_maintenance_ratio_and_amt('XLTCUSDT', 2000) == (0.03, None) assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 2000) == (0.03, None)
def test_get_max_pair_stake_amount_okex(default_conf, mocker, leverage_tiers): def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
exchange = get_patched_exchange(mocker, default_conf, id="okex") exchange = get_patched_exchange(mocker, default_conf, id="okx")
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf') assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated' default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="okex") exchange = get_patched_exchange(mocker, default_conf, id="okx")
exchange._leverage_tiers = leverage_tiers exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000 assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
@ -163,3 +166,135 @@ def test_get_max_pair_stake_amount_okex(default_conf, mocker, leverage_tiers):
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000 assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000
assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers
# def test_load_leverage_tiers_okx(default_conf, mocker):
# mocker.patch.multiple(
# 'freqtrade.exchange.okx',
# load_leverage_tiers=MagicMock(return_value={
# 'ETH/USDT:USDT': [
# {
# 'tier': 1,
# 'notionalFloor': 0,
# 'notionalCap': 2000,
# 'maintenanceMarginRatio': 0.01,
# 'maxLeverage': 75,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.013',
# 'instId': '',
# 'maxLever': '75',
# 'maxSz': '2000',
# 'minSz': '0',
# 'mmr': '0.01',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '1',
# 'uly': 'ETH-USDT'
# }
# },
# {
# 'tier': 2,
# 'notionalFloor': 2001,
# 'notionalCap': 4000,
# 'maintenanceMarginRatio': 0.015,
# 'maxLeverage': 50,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.02',
# 'instId': '',
# 'maxLever': '50',
# 'maxSz': '4000',
# 'minSz': '2001',
# 'mmr': '0.015',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '2',
# 'uly': 'ETH-USDT'
# }
# },
# {
# 'tier': 3,
# 'notionalFloor': 4001,
# 'notionalCap': 8000,
# 'maintenanceMarginRatio': 0.02,
# 'maxLeverage': 20,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.05',
# 'instId': '',
# 'maxLever': '20',
# 'maxSz': '8000',
# 'minSz': '4001',
# 'mmr': '0.02',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '3',
# 'uly': 'ETH-USDT'
# }
# },
# ],
# 'ADA/USDT:USDT': [
# {
# 'tier': 1,
# 'notionalFloor': 0,
# 'notionalCap': 500,
# 'maintenanceMarginRatio': 0.02,
# 'maxLeverage': 75,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.013',
# 'instId': '',
# 'maxLever': '75',
# 'maxSz': '500',
# 'minSz': '0',
# 'mmr': '0.01',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '1',
# 'uly': 'ADA-USDT'
# }
# },
# {
# 'tier': 2,
# 'notionalFloor': 501,
# 'notionalCap': 1000,
# 'maintenanceMarginRatio': 0.025,
# 'maxLeverage': 50,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.02',
# 'instId': '',
# 'maxLever': '50',
# 'maxSz': '1000',
# 'minSz': '501',
# 'mmr': '0.015',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '2',
# 'uly': 'ADA-USDT'
# }
# },
# {
# 'tier': 3,
# 'notionalFloor': 1001,
# 'notionalCap': 2000,
# 'maintenanceMarginRatio': 0.03,
# 'maxLeverage': 20,
# 'info': {
# 'baseMaxLoan': '',
# 'imr': '0.05',
# 'instId': '',
# 'maxLever': '20',
# 'maxSz': '2000',
# 'minSz': '1001',
# 'mmr': '0.02',
# 'optMgnFactor': '0',
# 'quoteMaxLoan': '',
# 'tier': '3',
# 'uly': 'ADA-USDT'
# }
# },
# ]
# })
# )

4
tests/test_freqtradebot.py
View File

@ -722,8 +722,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
(False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717), (False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
(True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304), (True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796), (False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
(True, 'futures', 'okex', 'isolated', 11.87413417771621), (True, 'futures', 'okex', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okex', 'isolated', 8.085708510208207), (False, 'futures', 'okex', 'isolated', 0.0, 8.085708510208207),
]) ])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode, limit_order_open, is_short, trading_mode,