adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Finished test_calculate_funding_fees

Browse Source
This commit is contained in:
Sam Germain
2021-11-01 06:28:03 -06:00
parent 765ee5af50
commit ba95172d07
3 changed files with 135 additions and 134 deletions
Download Patch File Download Diff File Expand all files Collapse all files

128
tests/conftest.py
View File

@@ -2370,116 +2370,20 @@ def limit_order_open(limit_buy_order_usdt_open, limit_sell_order_usdt_open):
@pytest.fixture(scope='function')
def mark_ohlcv():
return [
[
1630454400000,
2.770211435326142,
2.7760202570103396,
2.7347342529855143,
2.7357522788430635,
0
],
[
1630458000000,
2.735269545167237,
2.7651119207106896,
2.7248808874275636,
2.7492972616764053,
0
],
[
1630461600000,
2.7491481048915243,
2.7671609375432853,
2.745229551784277,
2.760245773504276,
0
],
[
1630465200000,
2.760401812866193,
2.761749613398891,
2.742224897842422,
2.761749613398891,
0
],
[
1630468800000,
2.7620775456230717,
2.775325047797592,
2.755971115233453,
2.77160966718816,
0
],
[
1630472400000,
2.7728718875620535,
2.7955600146848196,
2.7592691116925816,
2.787961168625268
],
[
1630476000000,
2.788924005374514,
2.80182349539391,
2.774329229105576,
2.7775662803443466,
0
],
[
1630479600000,
2.7813766192350453,
2.798346488192056,
2.77645121073195,
2.7799615628667596,
0
],
[
1630483200000,
2.779641041095253,
2.7925407904097304,
2.7759817614742652,
2.780262741297638,
0
],
[
1630486800000,
2.77978981220767,
2.8464871136756833,
2.7757262968052983,
2.846220775920381,
0
],
[
1630490400000,
2.846414592861413,
2.8518148465268256,
2.8155014025617695,
2.817651577376391
],
[
1630494000000,
2.8180253150511034,
2.8343230172207017,
2.8101780247041037,
2.817772761324752,
0
],
[
1630497600000,
2.8179208712533828,
2.849455604187112,
2.8133565804933927,
2.8276620505921377,
0
],
[
1630501200000,
2.829210740051151,
2.833768886983365,
2.811042782941919,
2.81926481267932,
0
],
[1630454400000, 2.77, 2.77, 2.73, 2.73, 0],
[1630458000000, 2.73, 2.76, 2.72, 2.74, 0],
[1630461600000, 2.74, 2.76, 2.74, 2.76, 0],
[1630465200000, 2.76, 2.76, 2.74, 2.76, 0],
[1630468800000, 2.76, 2.77, 2.75, 2.77, 0],
[1630472400000, 2.77, 2.79, 2.75, 2.78, 0],
[1630476000000, 2.78, 2.80, 2.77, 2.77, 0],
[1630479600000, 2.78, 2.79, 2.77, 2.77, 0],
[1630483200000, 2.77, 2.79, 2.77, 2.78, 0],
[1630486800000, 2.77, 2.84, 2.77, 2.84, 0],
[1630490400000, 2.84, 2.85, 2.81, 2.81, 0],
[1630494000000, 2.81, 2.83, 2.81, 2.81, 0],
[1630497600000, 2.81, 2.84, 2.81, 2.82, 0],
[1630501200000, 2.82, 2.83, 2.81, 2.81, 0],
]
@@ -2536,13 +2440,13 @@ def funding_rate_history():
},
{
"symbol": "ADA/USDT",
"fundingRate": 0,
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000003,
"fundingRate": 0,
"timestamp": 1630486800000,
"datetime": "2021-09-01T09:00:00.000Z"
},