moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has

This commit is contained in:
Sam Germain
2022-02-05 19:32:46 -06:00
parent ee5f05208e
commit a5aba4813d
7 changed files with 150 additions and 128 deletions

View File

@@ -210,28 +210,34 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, stake_amount, 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],
],
})
default_conf['dry_run'] = False
@@ -241,28 +247,34 @@ def test_fill_leverage_brackets_binance(default_conf, mocker):
exchange.fill_leverage_brackets()
assert exchange._leverage_brackets == {
'ADA/BUSD': [[0.0, 0.025, 0.0],
[100000.0, 0.05, 2500.0],
[500000.0, 0.1, 27500.0],
[1000000.0, 0.15, 77499.99999999999],
[2000000.0, 0.25, 277500.0],
[5000000.0, 0.5, 1527500.0]],
'BTC/USDT': [[0.0, 0.004, 0.0],
[50000.0, 0.005, 50.0],
[250000.0, 0.01, 1300.0],
[1000000.0, 0.025, 16300.000000000002],
[5000000.0, 0.05, 141300.0],
[20000000.0, 0.1, 1141300.0],
[50000000.0, 0.125, 2391300.0],
[100000000.0, 0.15, 4891300.0],
[200000000.0, 0.25, 24891300.0],
[300000000.0, 0.5, 99891300.0]],
"ZEC/USDT": [[0.0, 0.01, 0.0],
[5000.0, 0.025, 75.0],
[25000.0, 0.05, 700.0],
[100000.0, 0.1, 5700.0],
[250000.0, 0.125, 11949.999999999998],
[1000000.0, 0.5, 386950.0]]
'ADA/BUSD': [
(0.0, 0.025, 0.0),
(100000.0, 0.05, 2500.0),
(500000.0, 0.1, 27500.0),
(1000000.0, 0.15, 77499.99999999999),
(2000000.0, 0.25, 277500.0),
(5000000.0, 0.5, 1527500.0),
],
'BTC/USDT': [
(0.0, 0.004, 0.0),
(50000.0, 0.005, 50.0),
(250000.0, 0.01, 1300.0),
(1000000.0, 0.025, 16300.000000000002),
(5000000.0, 0.05, 141300.0),
(20000000.0, 0.1, 1141300.0),
(50000000.0, 0.125, 2391300.0),
(100000000.0, 0.15, 4891300.0),
(200000000.0, 0.25, 24891300.0),
(300000000.0, 0.5, 99891300.0),
],
"ZEC/USDT": [
(0.0, 0.01, 0.0),
(5000.0, 0.025, 75.0),
(25000.0, 0.05, 700.0),
(100000.0, 0.1, 5700.0),
(250000.0, 0.125, 11949.999999999998),
(1000000.0, 0.5, 386950.0),
]
}
api_mock = MagicMock()
@@ -288,37 +300,37 @@ def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
leverage_brackets = {
"1000SHIB/USDT": [
[0.0, 0.01, 0.0],
[5000.0, 0.025, 75.0],
[25000.0, 0.05, 700.0],
[100000.0, 0.1, 5700.0],
[250000.0, 0.125, 11949.999999999998],
[1000000.0, 0.5, 386950.0],
(0.0, 0.01, 0.0),
(5000.0, 0.025, 75.0),
(25000.0, 0.05, 700.0),
(100000.0, 0.1, 5700.0),
(250000.0, 0.125, 11949.999999999998),
(1000000.0, 0.5, 386950.0),
],
"1INCH/USDT": [
[0.0, 0.012, 0.0],
[5000.0, 0.025, 65.0],
[25000.0, 0.05, 690.0],
[100000.0, 0.1, 5690.0],
[250000.0, 0.125, 11939.999999999998],
[1000000.0, 0.5, 386940.0],
(0.0, 0.012, 0.0),
(5000.0, 0.025, 65.0),
(25000.0, 0.05, 690.0),
(100000.0, 0.1, 5690.0),
(250000.0, 0.125, 11939.999999999998),
(1000000.0, 0.5, 386940.0),
],
"AAVE/USDT": [
[0.0, 0.01, 0.0],
[50000.0, 0.02, 500.0],
[250000.0, 0.05, 8000.000000000001],
[1000000.0, 0.1, 58000.0],
[2000000.0, 0.125, 107999.99999999999],
[5000000.0, 0.1665, 315500.00000000006],
[10000000.0, 0.25, 1150500.0],
(0.0, 0.01, 0.0),
(50000.0, 0.02, 500.0),
(250000.0, 0.05, 8000.000000000001),
(1000000.0, 0.1, 58000.0),
(2000000.0, 0.125, 107999.99999999999),
(5000000.0, 0.1665, 315500.00000000006),
(10000000.0, 0.25, 1150500.0),
],
"ADA/BUSD": [
[0.0, 0.025, 0.0],
[100000.0, 0.05, 2500.0],
[500000.0, 0.1, 27500.0],
[1000000.0, 0.15, 77499.99999999999],
[2000000.0, 0.25, 277500.0],
[5000000.0, 0.5, 1527500.0],
(0.0, 0.025, 0.0),
(100000.0, 0.05, 2500.0),
(500000.0, 0.1, 27500.0),
(1000000.0, 0.15, 77499.99999999999),
(2000000.0, 0.25, 277500.0),
(5000000.0, 0.5, 1527500.0),
]
}

View File

@@ -37,6 +37,7 @@ def test_validate_order_types_gateio(default_conf, mocker):
])
def test_get_maintenance_ratio_and_amt_gateio(default_conf, mocker, pair, mm_ratio):
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': False})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="gateio")
mocker.patch(
'freqtrade.exchange.Exchange.markets',