From a1e9e940dd8ded65a0d8a7ab5f0f7350af9b0e6a Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Wed, 16 Feb 2022 08:48:53 -0600 Subject: [PATCH] test_ccxt_load_leverage_tiers --- tests/exchange/test_ccxt_compat.py | 21 +++++++++++++-------- 1 file changed, 13 insertions(+), 8 deletions(-) diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index bae74c948..53f00944f 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -359,19 +359,24 @@ class TestCCXTExchange(): assert futures_pair in leverage_tiers pair_tiers = leverage_tiers[futures_pair] assert len(pair_tiers) > 0 - oldLeverage = 0 - oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = float('inf') + oldLeverage = float('inf') + oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = -1 for tier in pair_tiers: - for key in ['maintenanceMarginRate', 'notionalFloor', 'notionalCap', 'maxLeverage']: + for key in [ + 'maintenanceMarginRatio', # TODO-lev: Change to maintenanceMarginRate + 'notionalFloor', + 'notionalCap', + 'maxLeverage' + ]: assert key in tier - assert pair_tiers[key] > 0.0 - assert pair_tiers['notionalCap'] > pair_tiers['notionalFloor'] - assert tier['maxLeverage'] < oldLeverage - assert tier['maintenanceMarginRate'] > oldMaintenanceMarginRate + assert tier[key] >= 0.0 + assert tier['notionalCap'] > tier['notionalFloor'] + assert tier['maxLeverage'] <= oldLeverage + assert tier['maintenanceMarginRatio'] >= oldMaintenanceMarginRate assert tier['notionalFloor'] > oldNotionalFloor assert tier['notionalCap'] > oldNotionalCap oldLeverage = tier['maxLeverage'] - oldMaintenanceMarginRate = tier['maintenanceMarginRate'] + oldMaintenanceMarginRate = tier['maintenanceMarginRatio'] oldNotionalFloor = tier['notionalFloor'] oldNotionalCap = tier['notionalCap']