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Improve ccxt_compat test for funding rate

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This commit is contained in:
Matthias 2021-11-14 13:37:09 +01:00
parent e7fad04eb9
commit b3afca2a9d
1 changed files with 9 additions and 3 deletions
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12
tests/exchange/test_ccxt_compat.py
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@ -49,11 +49,16 @@ EXCHANGES = {
'hasQuoteVolume': True, 'hasQuoteVolume': True,
'timeframe': '5m', 'timeframe': '5m',
'futures': True, 'futures': True,
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
}, },
'okex': { 'okex': {
'pair': 'BTC/USDT', 'pair': 'BTC/USDT',
'hasQuoteVolume': True, 'hasQuoteVolume': True,
'timeframe': '5m', 'timeframe': '5m',
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
}, },
} }
@ -178,10 +183,11 @@ class TestCCXTExchange():
rate = exchange.get_funding_rate_history(pair, since) rate = exchange.get_funding_rate_history(pair, since)
assert isinstance(rate, dict) assert isinstance(rate, dict)
this_hour = timeframe_to_prev_date('1h') expected_tf = EXCHANGES[exchangename].get('futures_fundingrate_tf', '1h')
prev_hour = this_hour - timedelta(hours=1) this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert rate[int(this_hour.timestamp() * 1000)] != 0.0 assert rate[int(this_hour.timestamp() * 1000)] != 0.0
assert rate[int(prev_hour.timestamp() * 1000)] != 0.0 assert rate[int(prev_tick.timestamp() * 1000)] != 0.0
# TODO: tests fetch_trades (?) # TODO: tests fetch_trades (?)