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Merge branch 'ccxt-compat' into leverage-tiers

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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
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65
tests/exchange/test_ccxt_compat.py
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@ -120,7 +120,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
exchange_conf = deepcopy(exchange_conf)
exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures'
exchange_conf['margin_mode'] = 'cross'
exchange_conf['margin_mode'] = 'isolated'
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
# 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
pair_tiers = leverage_tiers[futures_pair]
assert len(pair_tiers) > 0
oldLeverage = 0
oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = float('inf')
oldLeverage = float('inf')
oldMaintenanceMarginRate = oldNotionalFloor = oldNotionalCap = -1
for tier in pair_tiers:
for key in ['maintenanceMarginRate', 'notionalFloor', 'notionalCap', 'maxLeverage']:
for key in [
'maintenanceMarginRate',
'notionalFloor',
'notionalCap',
'maxLeverage'
]:
assert key in tier
assert pair_tiers[key] > 0.0
assert pair_tiers['notionalCap'] > pair_tiers['notionalFloor']
assert tier['maxLeverage'] < oldLeverage
assert tier['maintenanceMarginRate'] > oldMaintenanceMarginRate
assert tier[key] >= 0.0
assert tier['notionalCap'] > tier['notionalFloor']
assert tier['maxLeverage'] <= oldLeverage
assert tier['maintenanceMarginRate'] >= oldMaintenanceMarginRate
assert tier['notionalFloor'] > oldNotionalFloor
assert tier['notionalCap'] > oldNotionalCap
oldLeverage = tier['maxLeverage']
@ -375,14 +380,42 @@ class TestCCXTExchange():
oldNotionalFloor = tier['notionalFloor']
oldNotionalCap = tier['notionalCap']
# def test_ccxt_get_liquidation_price():
# return # TODO-lev
def test_ccxt_dry_run_liquidation_price(self, exchange_futures):
futures, futures_name = exchange_futures
if futures and EXCHANGES[futures_name]['leverage_tiers_public']:
# def test_ccxt_liquidation_price():
# return # TODO-lev
futures_pair = EXCHANGES[futures_name].get(
'futures_pair',
EXCHANGES[futures_name]['pair']
)
# def test_ccxt_get_max_pair_stake_amount():
# return # TODO-lev
liquidation_price = futures.dry_run_liquidation_price(
futures_pair,
40000,
False,
100,
100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
# def test_ccxt_get_maintenance_ratio_and_amt():
# return # TODO-lev
liquidation_price = futures.dry_run_liquidation_price(
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