fix breaking tests
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@ -1960,12 +1960,14 @@ class Exchange:
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'Looped through all tiers without finding a max leverage. Should never be reached'
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)
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else: # Search markets.limits for max lev
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elif self.trading_mode == TradingMode.MARGIN: # Search markets.limits for max lev
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market = self.markets[pair]
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if market['limits']['leverage']['max'] is not None:
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return market['limits']['leverage']['max']
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else:
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return 1.0 # Default if max leverage cannot be found
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else:
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return 1.0
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@retrier
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def _set_leverage(
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@ -960,21 +960,40 @@ def get_markets():
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'symbol': 'NEO/USDT',
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'base': 'NEO',
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'quote': 'USDT',
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'active': True,
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'spot': True,
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'swap': False,
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'linear': None,
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'settle': '',
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'baseId': 'NEO',
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'quoteId': 'USDT',
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'settleId': '',
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'type': 'spot',
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'spot': True,
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'margin': True,
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'swap': False,
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'futures': False,
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'option': False,
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'active': True,
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'contract': False,
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'linear': None,
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'inverse': None,
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'taker': 0.0006,
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'maker': 0.0002,
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'contractSize': None,
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'expiry': None,
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'expiryDatetime': None,
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'strike': None,
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'optionType': None,
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'tierBased': None,
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'percentage': None,
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'lot': 0.00000001,
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'precision': {
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'price': 8,
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'amount': 8,
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'cost': 8,
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},
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'lot': 0.00000001,
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'contractSize': None,
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'limits': {
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"leverage": {
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'min': 1,
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'max': 10
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},
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'amount': {
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'min': 0.01,
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'max': 1000,
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@ -1071,10 +1090,10 @@ def get_markets():
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'quote': 'USDT',
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'active': True,
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'spot': False,
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'swap': True,
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'linear': True,
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'type': 'swap',
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'contractSize': 0.01,
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'swap': False,
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'linear': False,
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'taker': 0.0006,
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'maker': 0.0002,
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'precision': {
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@ -1162,7 +1181,6 @@ def get_markets():
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'taker': 0.0006,
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'maker': 0.0002,
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'contractSize': 10,
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'maintenanceMarginRate': 0.02,
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'active': True,
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'expiry': None,
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'expiryDatetime': None,
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@ -1191,6 +1209,83 @@ def get_markets():
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'amount': 1
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},
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'info': {}
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},
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'ADA/USDT:USDT': {
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'limits': {
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'leverage': {
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'min': 1,
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'max': 20,
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},
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'amount': {
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'min': 1,
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'max': 1000000,
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},
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'price': {
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'min': 0.52981,
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'max': 1.58943,
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},
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'cost': {
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'min': None,
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'max': None,
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}
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},
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'precision': {
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'amount': 1,
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'price': 0.00001
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},
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'tierBased': True,
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'percentage': True,
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'taker': 0.0000075,
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'maker': -0.0000025,
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'feeSide': 'get',
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'tiers': {
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'maker': [
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[0, 0.002], [1.5, 0.00185],
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[3, 0.00175], [6, 0.00165],
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[12.5, 0.00155], [25, 0.00145],
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[75, 0.00135], [200, 0.00125],
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[500, 0.00115], [1250, 0.00105],
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[2500, 0.00095], [3000, 0.00085],
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[6000, 0.00075], [11000, 0.00065],
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[20000, 0.00055], [40000, 0.00055],
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[75000, 0.00055]
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],
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'taker': [
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[0, 0.002], [1.5, 0.00195],
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[3, 0.00185], [6, 0.00175],
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[12.5, 0.00165], [25, 0.00155],
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[75, 0.00145], [200, 0.00135],
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[500, 0.00125], [1250, 0.00115],
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[2500, 0.00105], [3000, 0.00095],
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[6000, 0.00085], [11000, 0.00075],
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[20000, 0.00065], [40000, 0.00065],
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[75000, 0.00065]
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]
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},
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'id': 'ADA_USDT',
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'symbol': 'ADA/USDT:USDT',
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'base': 'ADA',
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'quote': 'USDT',
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'settle': 'USDT',
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'baseId': 'ADA',
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'quoteId': 'USDT',
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'settleId': 'usdt',
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'type': 'swap',
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'spot': False,
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'margin': False,
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'swap': True,
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'future': False,
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'option': False,
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'active': True,
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'contract': True,
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'linear': True,
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'inverse': False,
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'contractSize': 0.01,
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'expiry': None,
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'expiryDatetime': None,
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'strike': None,
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'optionType': None,
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'info': {}
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}
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}
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@ -171,36 +171,6 @@ def test_stoploss_adjust_binance(
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assert not exchange.stoploss_adjust(sl3, order, side=side)
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def test_get_max_leverage_binance(default_conf, mocker, leverage_tiers):
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# Test Spot
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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assert exchange.get_max_leverage("BNB/USDT", 100.0) == 1.0
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# Test Futures
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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exchange._leverage_tiers = leverage_tiers
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assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
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assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
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assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
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assert isclose(exchange.get_max_leverage("BNB/BUSD", 99999.9), 5.000005)
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assert isclose(exchange.get_max_leverage("BNB/USDT", 1500), 33.333333333333333)
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assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
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assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last tier
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assert exchange.get_max_leverage("SPONGE/USDT", 200) == 1.0 # Pair not in leverage_tiers
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assert exchange.get_max_leverage("BTC/USDT", 0.0) == 125.0 # No stake amount
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with pytest.raises(
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InvalidOrderException,
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match=r'Amount 1000000000.01 too high for BTC/USDT'
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):
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exchange.get_max_leverage("BTC/USDT", 1000000000.01)
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def test_fill_leverage_tiers_binance(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.fetch_leverage_tiers = MagicMock(return_value={
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@ -341,7 +341,7 @@ class TestCCXTExchange():
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def test_get_max_leverage_futures(self, exchange_futures):
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futures, futures_name = exchange_futures
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# TODO-lev: binance, gateio, and okex test
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# TODO-lev: binance, gateio, and okx test
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if futures:
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leverage_in_market_futures = EXCHANGES[futures_name]['leverage_in_market']['futures']
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if leverage_in_market_futures:
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@ -1207,9 +1207,20 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
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assert exchange._set_leverage.call_count == 0
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assert exchange.set_margin_mode.call_count == 0
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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},
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'symbol': 'ADA/USDT:USDT',
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'amount': 1
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})
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.trading_mode = TradingMode.FUTURES
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exchange._set_leverage = MagicMock()
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exchange.set_margin_mode = MagicMock()
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order = exchange.create_order(
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pair='XLTCUSDT',
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pair='ADA/USDT:USDT',
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ordertype=ordertype,
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side=side,
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amount=1,
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@ -2998,7 +3009,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
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# all markets, only spot pairs
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([], [], False, False, True, False,
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['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
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'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
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'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
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# active markets
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([], [], False, True, False, False,
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['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
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@ -3006,11 +3017,11 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
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# all pairs
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([], [], True, False, False, False,
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['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
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'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
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'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
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# active pairs
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([], [], True, True, False, False,
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['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
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'TKN/BTC', 'XRP/BTC']),
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'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
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# all markets, base=ETH, LTC
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(['ETH', 'LTC'], [], False, False, False, False,
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['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
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@ -3019,7 +3030,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
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['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
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# spot markets, base=LTC
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(['LTC'], [], False, False, True, False,
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['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT']),
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['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
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# all markets, quote=USDT
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([], ['USDT'], False, False, False, False,
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['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),
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@ -3031,13 +3042,13 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
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['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
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# spot markets, quote=USDT, USD
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([], ['USDT', 'USD'], False, False, True, False,
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['ETH/USDT', 'LTC/USD', 'LTC/USDT']),
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['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
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# all markets, base=LTC, quote=USDT
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(['LTC'], ['USDT'], False, False, False, False,
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['LTC/USDT', 'XLTCUSDT']),
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# all pairs, base=LTC, quote=USDT
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(['LTC'], ['USDT'], True, False, False, False,
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['LTC/USDT']),
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['LTC/USDT', 'XLTCUSDT']),
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# all markets, base=LTC, quote=USDT, NONEXISTENT
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(['LTC'], ['USDT', 'NONEXISTENT'], False, False, False, False,
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['LTC/USDT', 'XLTCUSDT']),
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@ -3486,7 +3497,7 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
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("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
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("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False),
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("okex", TradingMode.FUTURES, MarginMode.ISOLATED, False),
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("okx", TradingMode.FUTURES, MarginMode.ISOLATED, False),
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# * Remove once implemented
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("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
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@ -3560,8 +3571,8 @@ def test__ccxt_config(
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("LTC/BTC", 0.0, 1.0),
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("TKN/USDT", 210.30, 1.0),
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])
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def test_get_max_leverage_from_markets(default_conf, mocker, pair, nominal_value, max_lev):
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default_conf['trading_mode'] = 'futures'
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def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value, max_lev):
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default_conf['trading_mode'] = 'margin'
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default_conf['margin_mode'] = 'isolated'
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api_mock = MagicMock()
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type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
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@ -3836,13 +3847,13 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
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('XLTCUSDT', 1, 'spot'),
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('LTC/USD', 1, 'futures'),
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('XLTCUSDT', 0.01, 'futures'),
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('LTC/ETH', 1, 'futures'),
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('ETH/USDT:USDT', 10, 'futures')
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])
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def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
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api_mock = MagicMock()
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default_conf['trading_mode'] = trading_mode
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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mocker.patch('freqtrade.exchange.Exchange.markets', {
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'LTC/USD': {
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'symbol': 'LTC/USD',
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@ -3852,15 +3863,11 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
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'symbol': 'XLTCUSDT',
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'contractSize': '0.01',
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},
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'LTC/ETH': {
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'symbol': 'LTC/ETH',
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},
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'ETH/USDT:USDT': {
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'symbol': 'ETH/USDT:USDT',
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'contractSize': '10',
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}
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})
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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size = exchange._get_contract_size(pair)
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assert expected_size == size
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@ -3868,7 +3875,7 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
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@pytest.mark.parametrize('pair,contract_size,trading_mode', [
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('XLTCUSDT', 1, 'spot'),
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('LTC/USD', 1, 'futures'),
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('XLTCUSDT', 0.01, 'futures'),
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('ADA/USDT:USDT', 0.01, 'futures'),
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('LTC/ETH', 1, 'futures'),
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('ETH/USDT:USDT', 10, 'futures'),
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])
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@ -3952,7 +3959,7 @@ def test__order_contracts_to_amount(
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@pytest.mark.parametrize('pair,contract_size,trading_mode', [
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('XLTCUSDT', 1, 'spot'),
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('LTC/USD', 1, 'futures'),
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('XLTCUSDT', 0.01, 'futures'),
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('ADA/USDT:USDT', 0.01, 'futures'),
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('LTC/ETH', 1, 'futures'),
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('ETH/USDT:USDT', 10, 'futures'),
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])
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@ -3987,7 +3994,7 @@ def test__trades_contracts_to_amount(
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@pytest.mark.parametrize('pair,param_amount,param_size', [
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('XLTCUSDT', 40, 4000),
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('ADA/USDT:USDT', 40, 4000),
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('LTC/ETH', 30, 30),
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('LTC/USD', 30, 30),
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('ETH/USDT:USDT', 10, 1),
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@ -4003,6 +4010,7 @@ def test__amount_to_contracts(
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api_mock = MagicMock()
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default_conf['trading_mode'] = 'spot'
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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mocker.patch('freqtrade.exchange.Exchange.markets', {
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'LTC/USD': {
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'symbol': 'LTC/USD',
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@ -4020,7 +4028,6 @@ def test__amount_to_contracts(
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'contractSize': '10',
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}
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})
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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result_size = exchange._amount_to_contracts(pair, param_amount)
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assert result_size == param_amount
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result_amount = exchange._contracts_to_amount(pair, param_size)
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@ -4342,3 +4349,33 @@ def test_get_maintenance_ratio_and_amt(
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt)
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def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
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# Test Spot
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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assert exchange.get_max_leverage("BNB/USDT", 100.0) == 1.0
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# Test Futures
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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exchange._leverage_tiers = leverage_tiers
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assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
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assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
|
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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)
|
||||
|
@ -3,7 +3,7 @@ from unittest.mock import MagicMock # , PropertyMock
|
||||
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,
|
||||
mocker,
|
||||
):
|
||||
@ -11,7 +11,9 @@ def test_get_maintenance_ratio_and_amt_okex(
|
||||
default_conf['trading_mode'] = 'futures'
|
||||
default_conf['margin_mode'] = 'isolated'
|
||||
default_conf['dry_run'] = False
|
||||
api_mock.fetch_leverage_tiers = MagicMock(return_value={
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Okx',
|
||||
load_leverage_tiers=MagicMock(return_value={
|
||||
'ETH/USDT:USDT': [
|
||||
{
|
||||
'tier': 1,
|
||||
@ -74,7 +76,7 @@ def test_get_maintenance_ratio_and_amt_okex(
|
||||
}
|
||||
},
|
||||
],
|
||||
'XLTCUSDT': [
|
||||
'ADA/USDT:USDT': [
|
||||
{
|
||||
'tier': 1,
|
||||
'notionalFloor': 0,
|
||||
@ -92,7 +94,7 @@ def test_get_maintenance_ratio_and_amt_okex(
|
||||
'optMgnFactor': '0',
|
||||
'quoteMaxLoan': '',
|
||||
'tier': '1',
|
||||
'uly': 'BTC-USDT'
|
||||
'uly': 'ADA-USDT'
|
||||
}
|
||||
},
|
||||
{
|
||||
@ -112,7 +114,7 @@ def test_get_maintenance_ratio_and_amt_okex(
|
||||
'optMgnFactor': '0',
|
||||
'quoteMaxLoan': '',
|
||||
'tier': '2',
|
||||
'uly': 'BTC-USDT'
|
||||
'uly': 'ADA-USDT'
|
||||
}
|
||||
},
|
||||
{
|
||||
@ -132,29 +134,30 @@ def test_get_maintenance_ratio_and_amt_okex(
|
||||
'optMgnFactor': '0',
|
||||
'quoteMaxLoan': '',
|
||||
'tier': '3',
|
||||
'uly': 'BTC-USDT'
|
||||
'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', 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', 8000) == (0.02, None)
|
||||
|
||||
assert exchange.get_maintenance_ratio_and_amt('XLTCUSDT', 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', 1) == (0.02, 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')
|
||||
|
||||
default_conf['trading_mode'] = 'futures'
|
||||
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
|
||||
|
||||
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('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'
|
||||
# }
|
||||
# },
|
||||
# ]
|
||||
# })
|
||||
# )
|
||||
|
@ -722,8 +722,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
|
||||
(False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
|
||||
(True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
|
||||
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
|
||||
(True, 'futures', 'okex', 'isolated', 11.87413417771621),
|
||||
(False, 'futures', 'okex', 'isolated', 8.085708510208207),
|
||||
(True, 'futures', 'okex', 'isolated', 0.0, 11.87413417771621),
|
||||
(False, 'futures', 'okex', 'isolated', 0.0, 8.085708510208207),
|
||||
])
|
||||
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
|
||||
limit_order_open, is_short, trading_mode,
|
||||
|
Loading…
Reference in New Issue
Block a user