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

Merge branch 'ccxt-compat' into leverage-tiers

Browse Source
This commit is contained in:
Sam Germain 2022-02-16 10:07:49 -06:00
commit f452fce4cc
1 changed files with 49 additions and 16 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

65
tests/exchange/test_ccxt_compat.py
View File

@ -120,7 +120,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
exchange_conf = deepcopy(exchange_conf) exchange_conf = deepcopy(exchange_conf)
exchange_conf['exchange']['name'] = request.param exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures' exchange_conf['trading_mode'] = 'futures'
exchange_conf['margin_mode'] = 'cross' exchange_conf['margin_mode'] = 'isolated'
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency'] exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
# TODO-lev: This mock should no longer be necessary once futures are enabled. # TODO-lev: This mock should no longer be necessary once futures are enabled.
@ -359,15 +359,20 @@ class TestCCXTExchange():
assert futures_pair in leverage_tiers assert futures_pair in leverage_tiers
pair_tiers = leverage_tiers[futures_pair] pair_tiers = leverage_tiers[futures_pair]
assert len(pair_tiers) > 0 assert len(pair_tiers) > 0
oldLeverage = 0 oldLeverage = float('inf')
oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = float('inf') oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = -1
for tier in pair_tiers: for tier in pair_tiers:
for key in ['maintenanceMarginRate', 'notionalFloor', 'notionalCap', 'maxLeverage']: for key in [
'maintenanceMarginRate',
'notionalFloor',
'notionalCap',
'maxLeverage'
]:
assert key in tier assert key in tier
assert pair_tiers[key] > 0.0 assert tier[key] >= 0.0
assert pair_tiers['notionalCap'] > pair_tiers['notionalFloor'] assert tier['notionalCap'] > tier['notionalFloor']
assert tier['maxLeverage'] < oldLeverage assert tier['maxLeverage'] <= oldLeverage
assert tier['maintenanceMarginRate'] > oldMaintenanceMarginRate assert tier['maintenanceMarginRate'] >= oldMaintenanceMarginRate
assert tier['notionalFloor'] > oldNotionalFloor assert tier['notionalFloor'] > oldNotionalFloor
assert tier['notionalCap'] > oldNotionalCap assert tier['notionalCap'] > oldNotionalCap
oldLeverage = tier['maxLeverage'] oldLeverage = tier['maxLeverage']
@ -375,14 +380,42 @@ class TestCCXTExchange():
oldNotionalFloor = tier['notionalFloor'] oldNotionalFloor = tier['notionalFloor']
oldNotionalCap = tier['notionalCap'] oldNotionalCap = tier['notionalCap']
# def test_ccxt_get_liquidation_price(): def test_ccxt_dry_run_liquidation_price(self, exchange_futures):
# return # TODO-lev futures, futures_name = exchange_futures
if futures and EXCHANGES[futures_name]['leverage_tiers_public']:
# def test_ccxt_liquidation_price(): futures_pair = EXCHANGES[futures_name].get(
# return # TODO-lev 'futures_pair',
EXCHANGES[futures_name]['pair']
)
# def test_ccxt_get_max_pair_stake_amount(): liquidation_price = futures.dry_run_liquidation_price(
# return # TODO-lev futures_pair,
40000,
False,
100,
100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
# def test_ccxt_get_maintenance_ratio_and_amt(): liquidation_price = futures.dry_run_liquidation_price(
# return # TODO-lev futures_pair,
40000,
False,
100,
100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
def test_ccxt_get_max_pair_stake_amount(self, exchange_futures):
futures, futures_name = exchange_futures
if futures:
futures_pair = EXCHANGES[futures_name].get(
'futures_pair',
EXCHANGES[futures_name]['pair']
)
max_stake_amount = futures.get_max_pair_stake_amount(futures_pair, 40000)
assert (isinstance(max_stake_amount, float))
assert max_stake_amount >= 0.0