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exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price

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Sam Germain
2022-01-29 18:47:17 -06:00
parent 143c37d36f
commit b8f4cebce7
8 changed files with 140 additions and 124 deletions
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8
tests/test_freqtradebot.py
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@@ -735,11 +735,11 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071
exchange_name = gateio, is_short = true
exchange_name = gateio/okex, is_short = true
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
exchange_name = gateio, is_short = false
exchange_name = gateio/okex, is_short = false
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
"""
@@ -747,10 +747,12 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order = limit_order[enter_side(is_short)]
default_conf_usdt['trading_mode'] = trading_mode
leverage = 1.0 if trading_mode == 'spot' else 5.0
default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode:
default_conf_usdt['collateral'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes')
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_exchange(mocker, id=exchange_name)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
freqtrade.strategy.leverage = MagicMock(return_value=leverage)