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exchange.get_liquidation_price arguments are not optional

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This commit is contained in:
Sam Germain 2022-01-31 13:49:06 -06:00
parent 6c4325b7a2
commit 9de63412c1
2 changed files with 29 additions and 30 deletions
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18
freqtrade/exchange/exchange.py
View File

@ -1987,10 +1987,10 @@ class Exchange:
self, self,
pair: str, pair: str,
# Dry-run # Dry-run
open_rate: Optional[float] = None, # Entry price of position open_rate: float, # Entry price of position
is_short: Optional[bool] = None, is_short: bool,
position: Optional[float] = None, # Absolute value of position size position: float, # Absolute value of position size
wallet_balance: Optional[float] = None, # Or margin balance wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only upnl_ex_1: float = 0.0, # (Binance) Cross only
): ):
@ -2007,16 +2007,6 @@ class Exchange:
f"{self.name} does not support {self.collateral.value} {self.trading_mode.value}") f"{self.name} does not support {self.collateral.value} {self.trading_mode.value}")
if self._config['dry_run'] or not self.exchange_has("fetchPositions"): if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
if (
open_rate is None or
is_short is None or
position is None or
wallet_balance is None
):
raise OperationalException(
f"Parameters open_rate, is_short, position, wallet_balance are"
f"required by {self.name}.liquidation_price for dry_run"
)
return self.dry_run_liquidation_price( return self.dry_run_liquidation_price(
pair=pair, pair=pair,

41
tests/exchange/test_exchange.py
View File

@ -3631,7 +3631,13 @@ def test_get_liquidation_price(mocker, default_conf):
default_conf['collateral'] = 'isolated' default_conf['collateral'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price('NEAR/USDT:USDT') liq_price = exchange.get_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=0.0,
is_short=False,
position=0.0,
wallet_balance=0.0,
)
assert liq_price == 17.47 assert liq_price == 17.47
ccxt_exceptionhandlers( ccxt_exceptionhandlers(
@ -3641,7 +3647,11 @@ def test_get_liquidation_price(mocker, default_conf):
"binance", "binance",
"get_liquidation_price", "get_liquidation_price",
"fetch_positions", "fetch_positions",
pair="XRP/USDT" pair="XRP/USDT",
open_rate=0.0,
is_short=False,
position=0.0,
wallet_balance=0.0,
) )
@ -3974,15 +3984,15 @@ def test__amount_to_contracts(
assert result_amount == param_amount assert result_amount == param_amount
@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [ @pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,collateral', [
# Bittrex # Bittrex
('bittrex', 2.0, False, 3.0, 'spot', None), ('bittrex', 2.0, False, 'spot', None),
('bittrex', 2.0, False, 1.0, 'spot', 'cross'), ('bittrex', 2.0, False, 'spot', 'cross'),
('bittrex', 2.0, True, 3.0, 'spot', 'isolated'), ('bittrex', 2.0, True, 'spot', 'isolated'),
# Binance # Binance
('binance', 2.0, False, 3.0, 'spot', None), ('binance', 2.0, False, 'spot', None),
('binance', 2.0, False, 1.0, 'spot', 'cross'), ('binance', 2.0, False, 'spot', 'cross'),
('binance', 2.0, True, 3.0, 'spot', 'isolated'), ('binance', 2.0, True, 'spot', 'isolated'),
]) ])
def test_liquidation_price_is_none( def test_liquidation_price_is_none(
mocker, mocker,
@ -3990,7 +4000,6 @@ def test_liquidation_price_is_none(
exchange_name, exchange_name,
open_rate, open_rate,
is_short, is_short,
leverage,
trading_mode, trading_mode,
collateral collateral
): ):
@ -4009,21 +4018,21 @@ def test_liquidation_price_is_none(
@pytest.mark.parametrize( @pytest.mark.parametrize(
'exchange_name, is_short, leverage, trading_mode, collateral, wallet_balance, ' 'exchange_name, is_short, trading_mode, collateral, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, ' 'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
'mm_ratio, expected', 'mm_ratio, expected',
[ [
("binance", False, 1, 'futures', 'isolated', 1535443.01, 0.0, ("binance", False, 'futures', 'isolated', 1535443.01, 0.0,
0.0, 135365.00, 3683.979, 1456.84, 0.10, 1114.78), 0.0, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
("binance", False, 1, 'futures', 'isolated', 1535443.01, 0.0, ("binance", False, 'futures', 'isolated', 1535443.01, 0.0,
0.0, 16300.000, 109.488, 32481.980, 0.025, 18778.73), 0.0, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
("binance", False, 1, 'futures', 'cross', 1535443.01, 71200.81144, ("binance", False, 'futures', 'cross', 1535443.01, 71200.81144,
-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26), -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26),
("binance", False, 1, 'futures', 'cross', 1535443.01, 356512.508, ("binance", False, 'futures', 'cross', 1535443.01, 356512.508,
-448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89) -448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89)
]) ])
def test_liquidation_price( def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, leverage, trading_mode, mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
collateral, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected collateral, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
): ):
default_conf['trading_mode'] = trading_mode default_conf['trading_mode'] = trading_mode