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Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers

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This commit is contained in:
Sam Germain
2022-02-16 03:50:24 -06:00
parent c9da6f480f ff5b3c323a
commit dbd2df6406
9 changed files with 81 additions and 45 deletions
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32
tests/commands/test_commands.py
View File

@@ -231,9 +231,9 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 10 active markets: "
"BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, "
"TKN/BTC, XLTCUSDT, XRP/BTC.\n"
assert ("Exchange Bittrex has 12 active markets: "
"ADA/USDT:USDT, BLK/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, "
"LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
@@ -246,7 +246,7 @@ def test_list_markets(mocker, markets_static, capsys):
pargs['config'] = None
start_list_markets(pargs, False)
captured = capsys.readouterr()
assert re.match("\nExchange Binance has 10 active markets:\n",
assert re.match("\nExchange Binance has 12 active markets:\n",
captured.out)
patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
@@ -258,9 +258,9 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 12 markets: "
"BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
"TKN/BTC, XLTCUSDT, XRP/BTC.\n"
assert ("Exchange Bittrex has 14 markets: "
"ADA/USDT:USDT, BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, "
"LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
in captured.out)
# Test list-pairs subcommand: active pairs
@@ -297,8 +297,8 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 6 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
assert ("Exchange Bittrex has 7 active markets with ETH, LTC as base currencies: "
"ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC
@@ -323,8 +323,8 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 3 active markets with USDT, USD as quote currencies: "
"ETH/USDT, LTC/USD, XLTCUSDT.\n"
assert ("Exchange Bittrex has 5 active markets with USDT, USD as quote currencies: "
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, LTC/USD, XLTCUSDT.\n"
in captured.out)
# active markets, quote=USDT
@@ -336,8 +336,8 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 2 active markets with USDT as quote currency: "
"ETH/USDT, XLTCUSDT.\n"
assert ("Exchange Bittrex has 4 active markets with USDT as quote currency: "
"ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, XLTCUSDT.\n"
in captured.out)
# active markets, base=LTC, quote=USDT
@@ -399,7 +399,7 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ("Exchange Bittrex has 10 active markets:\n"
assert ("Exchange Bittrex has 12 active markets:\n"
in captured.out)
# Test tabular output, no markets found
@@ -422,8 +422,8 @@ def test_list_markets(mocker, markets_static, capsys):
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
assert ('["BLK/BTC","ETH/BTC","ETH/USDT","LTC/BTC","LTC/ETH","LTC/USD","NEO/BTC",'
'"TKN/BTC","XLTCUSDT","XRP/BTC"]'
assert ('["ADA/USDT:USDT","BLK/BTC","ETH/BTC","ETH/USDT","ETH/USDT:USDT",'
'"LTC/BTC","LTC/ETH","LTC/USD","NEO/BTC","TKN/BTC","XLTCUSDT","XRP/BTC"]'
in captured.out)
# Test --print-csv

8
tests/conftest.py
View File

@@ -891,8 +891,8 @@ def get_markets():
'future': True,
'swap': True,
'margin': True,
'linear': False,
'inverse': True,
'linear': None,
'inverse': False,
'type': 'spot',
'contractSize': None,
'taker': 0.0006,
@@ -1398,7 +1398,9 @@ def markets_static():
# market list. Do not modify this list without a good reason! Do not modify market parameters
# of listed pairs in get_markets() without a good reason either!
static_markets = ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC',
'ADA/USDT:USDT', 'ETH/USDT:USDT',
]
all_markets = get_markets()
return {m: all_markets[m] for m in static_markets}

2
tests/exchange/test_binance.py
View File

@@ -486,7 +486,7 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
api_mock,
"binance",
"fill_leverage_tiers",
"fetch_leverage_tiers"
"fetch_leverage_tiers",
)

2
tests/exchange/test_ccxt_compat.py
View File

@@ -341,9 +341,9 @@ class TestCCXTExchange():
def test_ccxt_get_max_leverage_futures(self, exchange_futures):
futures, futures_name = exchange_futures
# TODO-lev: binance, gateio, and okx test
if futures:
leverage_in_market_futures = EXCHANGES[futures_name]['leverage_in_market']['futures']
# TODO-lev: binance, gateio, and okx don't have leverage_in_market
if leverage_in_market_futures:
futures_pair = EXCHANGES[futures_name].get(
'futures_pair',

18
tests/exchange/test_exchange.py
View File

@@ -3003,8 +3003,9 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'XLTCUSDT': 'active': True, not a pair
# 'XRP/BTC': 'active': False
([], [], False, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC'],
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT',
'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC', 'ADA/USDT:USDT',
'ETH/USDT:USDT'],
'all markets'),
([], [], False, False, True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
@@ -3012,7 +3013,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
'all markets, only spot pairs'),
([], [], False, True, False, False,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC'],
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC', 'ADA/USDT:USDT', 'ETH/USDT:USDT'],
'active markets'),
([], [], True, False, False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
@@ -3023,7 +3024,8 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
'TKN/BTC', 'XRP/BTC'],
'active pairs'),
(['ETH', 'LTC'], [], False, False, False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT'],
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT',
'ETH/USDT:USDT'],
'all markets, base=ETH, LTC'),
(['LTC'], [], False, False, False, False,
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT'],
@@ -3032,13 +3034,13 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT'],
'spot markets, base=LTC'),
([], ['USDT'], False, False, False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT'],
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT', 'ADA/USDT:USDT', 'ETH/USDT:USDT'],
'all markets, quote=USDT'),
([], ['USDT'], False, False, False, True,
['ETH/USDT', 'LTC/USDT'],
['ADA/USDT:USDT', 'ETH/USDT:USDT'],
'Futures markets, quote=USDT'),
([], ['USDT', 'USD'], False, False, False, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT'],
['ETH/USDT', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT', 'ADA/USDT:USDT', 'ETH/USDT:USDT'],
'all markets, quote=USDT, USD'),
([], ['USDT', 'USD'], False, False, True, False,
['ETH/USDT', 'LTC/USD', 'LTC/USDT'],
@@ -4247,7 +4249,7 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers):
mocker,
default_conf,
api_mock,
"binance",
"ftx",
"load_leverage_tiers",
"fetch_leverage_tiers",
)

3
tests/exchange/test_okx.py
View File

@@ -309,7 +309,8 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
exchange.trading_mode = TradingMode.FUTURES
exchange.margin_mode = MarginMode.ISOLATED
exchange.markets = markets
assert exchange.load_leverage_tiers() == {
# Initialization of load_leverage_tiers happens as part of exchange init.
exchange._leverage_tiers == {
'ADA/USDT:USDT': [
{
'tier': 1,