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test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance

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This commit is contained in:
Sam Germain
2021-09-05 22:27:14 -06:00
parent 9e73d02663
commit 93da13212c
8 changed files with 103 additions and 310 deletions
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27
tests/conftest.py
View File

@@ -437,7 +437,10 @@ def get_markets():
'max': 500000,
},
},
'info': {},
'info': {
'leverage_buy': ['2'],
'leverage_sell': ['2'],
},
},
'TKN/BTC': {
'id': 'tknbtc',
@@ -463,7 +466,10 @@ def get_markets():
'max': 500000,
},
},
'info': {},
'info': {
'leverage_buy': ['2', '3', '4', '5'],
'leverage_sell': ['2', '3', '4', '5'],
},
},
'BLK/BTC': {
'id': 'blkbtc',
@@ -488,7 +494,10 @@ def get_markets():
'max': 500000,
},
},
'info': {},
'info': {
'leverage_buy': ['2', '3'],
'leverage_sell': ['2', '3'],
},
},
'LTC/BTC': {
'id': 'ltcbtc',
@@ -513,7 +522,10 @@ def get_markets():
'max': 500000,
},
},
'info': {},
'info': {
'leverage_buy': [],
'leverage_sell': [],
},
},
'XRP/BTC': {
'id': 'xrpbtc',
@@ -591,7 +603,10 @@ def get_markets():
'max': None
}
},
'info': {},
'info': {
'leverage_buy': [],
'leverage_sell': [],
},
},
'ETH/USDT': {
'id': 'USDT-ETH',
@@ -707,6 +722,8 @@ def get_markets():
'max': None
}
},
'info': {
}
},
}

97
tests/exchange/test_binance.py
View File

@@ -1,5 +1,5 @@
from random import randint
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest
@@ -150,62 +150,67 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max
def test_fill_leverage_brackets_binance(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock(return_value={
'ADA/BUSD': [[0.0, '0.025'],
[100000.0, '0.05'],
[500000.0, '0.1'],
[1000000.0, '0.15'],
[2000000.0, '0.25'],
[5000000.0, '0.5']],
'BTC/USDT': [[0.0, '0.004'],
[50000.0, '0.005'],
[250000.0, '0.01'],
[1000000.0, '0.025'],
[5000000.0, '0.05'],
[20000000.0, '0.1'],
[50000000.0, '0.125'],
[100000000.0, '0.15'],
[200000000.0, '0.25'],
[300000000.0, '0.5']],
"ZEC/USDT": [[0.0, '0.01'],
[5000.0, '0.025'],
[25000.0, '0.05'],
[100000.0, '0.1'],
[250000.0, '0.125'],
[1000000.0, '0.5']],
'ADA/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01],
[5000.0, 0.025],
[25000.0, 0.05],
[100000.0, 0.1],
[250000.0, 0.125],
[1000000.0, 0.5]],
})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
assert exchange._leverage_brackets == {
'ADA/BUSD': [[0.0, '0.025'],
[100000.0, '0.05'],
[500000.0, '0.1'],
[1000000.0, '0.15'],
[2000000.0, '0.25'],
[5000000.0, '0.5']],
'BTC/USDT': [[0.0, '0.004'],
[50000.0, '0.005'],
[250000.0, '0.01'],
[1000000.0, '0.025'],
[5000000.0, '0.05'],
[20000000.0, '0.1'],
[50000000.0, '0.125'],
[100000000.0, '0.15'],
[200000000.0, '0.25'],
[300000000.0, '0.5']],
"ZEC/USDT": [[0.0, '0.01'],
[5000.0, '0.025'],
[25000.0, '0.05'],
[100000.0, '0.1'],
[250000.0, '0.125'],
[1000000.0, '0.5']],
'ADA/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01],
[5000.0, 0.025],
[25000.0, 0.05],
[100000.0, 0.1],
[250000.0, 0.125],
[1000000.0, 0.5]],
}
api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock()
type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"fill_leverage_brackets",
"fill_leverage_brackets"
"load_leverage_brackets"
)

6
tests/exchange/test_exchange.py
View File

@@ -3092,7 +3092,7 @@ def test_set_leverage(mocker, default_conf, exchange_name, collateral):
def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
api_mock = MagicMock()
api_mock.set_leverage = MagicMock()
api_mock.set_margin_mode = MagicMock()
type(api_mock).has = PropertyMock(return_value={'setMarginMode': True})
ccxt_exceptionhandlers(
@@ -3137,8 +3137,8 @@ def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
# ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
# ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, False),
# ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, False)
# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
# ("ftx", TradingMode.FUTURES, Collateral.CROSS, False)
])
def test_validate_trading_mode_and_collateral(
default_conf,

2
tests/exchange/test_ftx.py
View File

@@ -209,4 +209,4 @@ def test_fill_leverage_brackets_ftx(default_conf, mocker):
# FTX only has one account wide leverage, so there's no leverage brackets
exchange = get_patched_exchange(mocker, default_conf, id="ftx")
exchange.fill_leverage_brackets()
assert bool(exchange._leverage_brackets) is False
assert exchange._leverage_brackets == {}

226
tests/exchange/test_kraken.py
View File

@@ -274,229 +274,11 @@ def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_
def test_fill_leverage_brackets_kraken(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
"ADA/BTC": {'active': True,
'altname': 'ADAXBT',
'base': 'ADA',
'baseId': 'ADA',
'darkpool': False,
'id': 'ADAXBT',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'ADAXBT',
'base': 'ADA',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2', '3'],
'leverage_sell': ['2', '3'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '5',
'pair_decimals': '8',
'quote': 'XXBT',
'wsname': 'ADA/XBT'},
'limits': {'amount': {'max': 100000000.0, 'min': 5.0},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 1e-08}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 8},
'quote': 'BTC',
'quoteId': 'XXBT',
'symbol': 'ADA/BTC',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}},
"BTC/EUR": {'active': True,
'altname': 'XBTEUR',
'base': 'BTC',
'baseId': 'XXBT',
'darkpool': False,
'id': 'XXBTZEUR',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'XBTEUR',
'base': 'XXBT',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2', '3', '4', '5'],
'leverage_sell': ['2', '3', '4', '5'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '0.0001',
'pair_decimals': '1',
'quote': 'ZEUR',
'wsname': 'XBT/EUR'},
'limits': {'amount': {'max': 100000000.0, 'min': 0.0001},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 0.1}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 1},
'quote': 'EUR',
'quoteId': 'ZEUR',
'symbol': 'BTC/EUR',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}},
"ZEC/USD": {'active': True,
'altname': 'ZECUSD',
'base': 'ZEC',
'baseId': 'XZEC',
'darkpool': False,
'id': 'XZECZUSD',
'info': {'aclass_base': 'currency',
'aclass_quote': 'currency',
'altname': 'ZECUSD',
'base': 'XZEC',
'fee_volume_currency': 'ZUSD',
'fees': [['0', '0.26'],
['50000', '0.24'],
['100000', '0.22'],
['250000', '0.2'],
['500000', '0.18'],
['1000000', '0.16'],
['2500000', '0.14'],
['5000000', '0.12'],
['10000000', '0.1']],
'fees_maker': [['0', '0.16'],
['50000', '0.14'],
['100000', '0.12'],
['250000', '0.1'],
['500000', '0.08'],
['1000000', '0.06'],
['2500000', '0.04'],
['5000000', '0.02'],
['10000000', '0']],
'leverage_buy': ['2'],
'leverage_sell': ['2'],
'lot': 'unit',
'lot_decimals': '8',
'lot_multiplier': '1',
'margin_call': '80',
'margin_stop': '40',
'ordermin': '0.035',
'pair_decimals': '2',
'quote': 'ZUSD',
'wsname': 'ZEC/USD'},
'limits': {'amount': {'max': 100000000.0, 'min': 0.035},
'cost': {'max': None, 'min': 0},
'price': {'max': None, 'min': 0.01}},
'maker': 0.0016,
'percentage': True,
'precision': {'amount': 8, 'price': 2},
'quote': 'USD',
'quoteId': 'ZUSD',
'symbol': 'ZEC/USD',
'taker': 0.0026,
'tierBased': True,
'tiers': {'maker': [[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.001],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0]],
'taker': [[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.002],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001]]}}
})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
exchange.fill_leverage_brackets()
assert exchange._leverage_brackets == {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
'BLK/BTC': ['2', '3'],
'TKN/BTC': ['2', '3', '4', '5'],
'ETH/BTC': ['2']
}
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"kraken",
"fill_leverage_brackets",
"fill_leverage_brackets"
)