Removed leverage param from get_min_pair_stake_amount
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3f75531105
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@ -631,8 +631,12 @@ class Exchange:
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else:
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else:
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return 1 / pow(10, precision)
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return 1 / pow(10, precision)
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def get_min_pair_stake_amount(self, pair: str, price: float, stoploss: float,
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def get_min_pair_stake_amount(
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leverage: Optional[float] = 1.0) -> Optional[float]:
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self,
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pair: str,
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price: float,
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stoploss: float
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) -> Optional[float]:
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try:
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try:
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market = self.markets[pair]
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market = self.markets[pair]
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except KeyError:
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except KeyError:
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@ -666,23 +670,11 @@ class Exchange:
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# The value returned should satisfy both limits: for amount (base currency) and
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# The value returned should satisfy both limits: for amount (base currency) and
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# for cost (quote, stake currency), so max() is used here.
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# for cost (quote, stake currency), so max() is used here.
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# See also #2575 at github.
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# See also #2575 at github.
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return self._get_stake_amount_considering_leverage(
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return self._contract_size_to_amount(
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self._contract_size_to_amount(
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pair,
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pair,
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max(min_stake_amounts) * amount_reserve_percent
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max(min_stake_amounts) * amount_reserve_percent
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),
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leverage or 1.0
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)
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)
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def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
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"""
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Takes the minimum stake amount for a pair with no leverage and returns the minimum
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stake amount when leverage is considered
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:param stake_amount: The stake amount for a pair before leverage is considered
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:param leverage: The amount of leverage being used on the current trade
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"""
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return stake_amount / leverage
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# Dry-run methods
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# Dry-run methods
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def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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@ -840,15 +832,15 @@ class Exchange:
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def _amount_to_contract_size(self, pair: str, amount: float):
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def _amount_to_contract_size(self, pair: str, amount: float):
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if ('contractSize' in self._api.markets[pair]):
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if ('contractSize' in self.markets[pair]):
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return amount / self._api.markets[pair]['contractSize']
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return amount / self.markets[pair]['contractSize']
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else:
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else:
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return amount
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return amount
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def _contract_size_to_amount(self, pair: str, amount: float):
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def _contract_size_to_amount(self, pair: str, amount: float):
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if ('contractSize' in self._api.markets[pair]):
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if ('contractSize' in self.markets[pair]):
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return amount * self._api.markets[pair]['contractSize']
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return amount * self.markets[pair]['contractSize']
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else:
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else:
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return amount
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return amount
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@ -398,9 +398,6 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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expected_result = 2 * (1+0.05) / (1-abs(stoploss))
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expected_result = 2 * (1+0.05) / (1-abs(stoploss))
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
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assert isclose(result, expected_result/3)
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# min amount is set
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# min amount is set
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markets["ETH/BTC"]["limits"] = {
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markets["ETH/BTC"]["limits"] = {
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@ -414,9 +411,6 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
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expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
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assert isclose(result, expected_result/5)
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# min amount and cost are set (cost is minimal)
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# min amount and cost are set (cost is minimal)
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markets["ETH/BTC"]["limits"] = {
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markets["ETH/BTC"]["limits"] = {
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@ -430,9 +424,6 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
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expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
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assert isclose(result, expected_result/10)
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# min amount and cost are set (amount is minial)
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# min amount and cost are set (amount is minial)
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markets["ETH/BTC"]["limits"] = {
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markets["ETH/BTC"]["limits"] = {
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@ -446,24 +437,15 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
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expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
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assert isclose(result, expected_result/7.0)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
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expected_result = max(8, 2 * 2) * 1.5
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expected_result = max(8, 2 * 2) * 1.5
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
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assert isclose(result, expected_result/8.0)
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# Really big stoploss
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# Really big stoploss
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
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expected_result = max(8, 2 * 2) * 1.5
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expected_result = max(8, 2 * 2) * 1.5
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assert isclose(result, expected_result)
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
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assert isclose(result, expected_result/12)
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def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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@ -483,8 +465,6 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
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expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
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expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
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assert round(result, 8) == round(expected_result, 8)
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assert round(result, 8) == round(expected_result, 8)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
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assert round(result, 8) == round(expected_result/3, 8)
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def test_set_sandbox(default_conf, mocker):
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def test_set_sandbox(default_conf, mocker):
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@ -3263,25 +3243,6 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
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)
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)
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@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
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@pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
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(9.0, 3.0, 3.0),
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(20.0, 5.0, 4.0),
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(100.0, 100.0, 1.0)
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])
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def test_get_stake_amount_considering_leverage(
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exchange,
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stake_amount,
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leverage,
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min_stake_with_lev,
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mocker,
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default_conf
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):
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exchange = get_patched_exchange(mocker, default_conf, id=exchange)
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assert exchange._get_stake_amount_considering_leverage(
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stake_amount, leverage) == min_stake_with_lev
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@pytest.mark.parametrize("exchange_name,trading_mode", [
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@pytest.mark.parametrize("exchange_name,trading_mode", [
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("binance", TradingMode.FUTURES),
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("binance", TradingMode.FUTURES),
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("ftx", TradingMode.MARGIN),
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("ftx", TradingMode.MARGIN),
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