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Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage

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This commit is contained in:
Sam Germain
2021-08-20 02:40:22 -06:00
parent 180d92f879
commit 97bb555d41
6 changed files with 245 additions and 23 deletions
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45
tests/exchange/test_binance.py
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@@ -106,3 +106,48 @@ def test_stoploss_adjust_binance(mocker, default_conf):
# Test with invalid order case
order['type'] = 'stop_loss'
assert not exchange.stoploss_adjust(1501, order, side="sell")
@pytest.mark.parametrize('pair,nominal_value,max_lev', [
("BNB/BUSD", 0.0, 40.0),
("BNB/USDT", 100.0, 153.84615384615384),
("BTC/USDT", 170.30, 250.0),
("BNB/BUSD", 999999.9, 10.0),
("BNB/USDT", 5000000.0, 6.666666666666667),
("BTC/USDT", 300000000.1, 2.0),
])
def test_get_max_leverage_binance(
default_conf,
mocker,
pair,
nominal_value,
max_lev
):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_brackets = {
'BNB/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]],
'BNB/USDT': [[0.0, 0.0065],
[10000.0, 0.01],
[50000.0, 0.02],
[250000.0, 0.05],
[1000000.0, 0.1],
[2000000.0, 0.125],
[5000000.0, 0.15],
[10000000.0, 0.25]],
'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]],
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev

61
tests/exchange/test_exchange.py
View File

@@ -442,11 +442,6 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
)
def apply_leverage_to_stake_amount():
# TODO-lev
return
def test_set_sandbox(default_conf, mocker):
"""
Test working scenario
@@ -2893,7 +2888,61 @@ def test_calculate_backoff(retrycount, max_retries, expected):
assert calculate_backoff(retrycount, max_retries) == expected
def test_get_max_leverage():
@pytest.mark.parametrize('exchange,stake_amount,leverage,min_stake_with_lev', [
('binance', 9.0, 3.0, 3.0),
('binance', 20.0, 5.0, 4.0),
('binance', 100.0, 100.0, 1.0),
# Kraken
('kraken', 9.0, 3.0, 9.0),
('kraken', 20.0, 5.0, 20.0),
('kraken', 100.0, 100.0, 100.0),
# FTX
# TODO-lev: - implement FTX tests
# ('ftx', 9.0, 3.0, 10.0),
# ('ftx', 20.0, 5.0, 20.0),
# ('ftx', 100.0, 100.0, 100.0),
])
def test_apply_leverage_to_stake_amount(
exchange,
stake_amount,
leverage,
min_stake_with_lev,
mocker,
default_conf
):
exchange = get_patched_exchange(mocker, default_conf, id=exchange)
assert exchange._apply_leverage_to_stake_amount(stake_amount, leverage) == min_stake_with_lev
@pytest.mark.parametrize('exchange_name,pair,nominal_value,max_lev', [
# Kraken
("kraken", "ADA/BTC", 0.0, 3.0),
("kraken", "BTC/EUR", 100.0, 5.0),
("kraken", "ZEC/USD", 173.31, 2.0),
# FTX
("ftx", "ADA/BTC", 0.0, 20.0),
("ftx", "BTC/EUR", 100.0, 20.0),
("ftx", "ZEC/USD", 173.31, 20.0),
# Binance tests this method inside it's own test file
])
def test_get_max_leverage(
default_conf,
mocker,
exchange_name,
pair,
nominal_value,
max_lev
):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._leverage_brackets = {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev
def test_fill_leverage_brackets():
# TODO-lev
return