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exchange.get_max_amount_tradable looks at cost also

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This commit is contained in:
Sam Germain 2022-01-31 03:57:47 -06:00
parent 6e8420914e
commit ff5fffefb4
2 changed files with 89 additions and 93 deletions
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36
freqtrade/exchange/exchange.py
View File

@ -2119,19 +2119,39 @@ class Exchange:
raise OperationalException( raise OperationalException(
"Freqtrade only supports isolated futures for leverage trading") "Freqtrade only supports isolated futures for leverage trading")
def get_max_amount_tradable(self, pair: str) -> float: def get_max_amount_tradable(self, pair: str, price: float) -> float:
''' '''
Gets the maximum amount of a currency that the exchange will let you trade Gets the maximum amount of a currency that the exchange will let you trade
''' '''
try:
market = self.markets[pair]
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
market = self.markets[pair] market = self.markets[pair]
contractSize = market['contractSize'] limits = market['limits']
if not contractSize or market['spot']: max_amounts = []
contractSize = 1
maxAmount = market['limits']['amount']['max'] if (limits['cost']['max'] is not None):
if maxAmount: max_amounts.append(
return maxAmount * contractSize self._contracts_to_amount(
else: pair,
limits['cost']['max'] / price
)
)
if (limits['amount']['max'] is not None):
max_amounts.append(
self._contracts_to_amount(
pair,
limits['amount']['max']
)
)
if not max_amounts:
return float('inf') return float('inf')
else:
return min(max_amounts)
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool: def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:

146
tests/exchange/test_exchange.py
View File

@ -4049,143 +4049,119 @@ def test_get_max_amount_tradable(
default_conf, default_conf,
): ):
api_mock = MagicMock() api_mock = MagicMock()
default_conf['collateral'] = 'isolated'
default_conf['trading_mode'] = 'futures'
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock)
markets = { markets = {
'XRP/USDT': { 'XRP/USDT:USDT': {
'limits': { 'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': { 'amount': {
'min': 0.001, 'min': 0.001,
'max': 10000 'max': 10000
}, },
'price': {
'min': 39.86,
'max': 306177
},
'cost': { 'cost': {
'min': 5, 'min': 5,
'max': None 'max': None
}, },
'market': {
'min': 0.001,
'max': 2000
},
},
'precision': {
'price': 2,
'amount': 3,
'base': 8,
'quote': 8
}, },
'contractSize': None, 'contractSize': None,
'spot': False, 'spot': False,
'swap': True
}, },
'LTC/USDT': { 'LTC/USDT:USDT': {
'limits': { 'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': { 'amount': {
'min': 0.001, 'min': 0.001,
'max': None 'max': None
}, },
'price': {
'min': 39.86,
'max': 306177
},
'cost': { 'cost': {
'min': 5, 'min': 5,
'max': None 'max': None
}, },
'market': {
'min': 0.001,
'max': 2000
},
},
'precision': {
'price': 2,
'amount': 3,
'base': 8,
'quote': 8
}, },
'contractSize': 0.01, 'contractSize': 0.01,
'spot': False, 'spot': False,
'swap': True
}, },
'ETH/USDT': { 'ETH/USDT:USDT': {
'limits': { 'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': { 'amount': {
'min': 0.001, 'min': 0.001,
'max': 10000 'max': 10000
}, },
'price': {
'min': 39.86,
'max': 306177
},
'cost': { 'cost': {
'min': 5, 'min': 5,
'max': None 'max': 30000,
}, },
'market': {
'min': 0.001,
'max': 2000
},
},
'precision': {
'price': 2,
'amount': 3,
'base': 8,
'quote': 8
}, },
'contractSize': 0.01, 'contractSize': 0.01,
'spot': False, 'spot': False,
'swap': True
}, },
'BTC/USDT': { 'BTC/USDT': {
'limits': { 'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': { 'amount': {
'min': 0.001, 'min': 0.001,
'max': 10000 'max': 10000
}, },
'price': {
'min': 39.86,
'max': 306177
},
'cost': { 'cost': {
'min': 5, 'min': 5,
'max': None 'max': None
}, },
'market': {
'min': 0.001,
'max': 2000
},
},
'precision': {
'price': 2,
'amount': 3,
'base': 8,
'quote': 8
}, },
'contractSize': 0.01, 'contractSize': 0.01,
'spot': True, 'spot': True,
'swap': False },
} 'ADA/USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500,
},
},
'contractSize': 0.01,
'spot': True,
},
'DOGE/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500
},
},
'contractSize': None,
'spot': False,
},
'LUNA/USDT:USDT': {
'limits': {
'amount': {
'min': 0.001,
'max': 10000
},
'cost': {
'min': 5,
'max': 500
},
},
'contractSize': 0.01,
'spot': False,
},
} }
mocker.patch('freqtrade.exchange.Exchange.markets', markets) mocker.patch('freqtrade.exchange.Exchange.markets', markets)
assert exchange.get_max_amount_tradable('XRP/USDT') == 10000 assert exchange.get_max_amount_tradable('XRP/USDT:USDT', 2.0) == 10000
assert exchange.get_max_amount_tradable('LTC/USDT') == float('inf') assert exchange.get_max_amount_tradable('LTC/USDT:USDT', 2.0) == float('inf')
assert exchange.get_max_amount_tradable('ETH/USDT') == 100 assert exchange.get_max_amount_tradable('ETH/USDT:USDT', 2.0) == 100
assert exchange.get_max_amount_tradable('BTC/USDT') == 10000 assert exchange.get_max_amount_tradable('DOGE/USDT:USDT', 2.0) == 250
assert exchange.get_max_amount_tradable('LUNA/USDT:USDT', 2.0) == 2.5
default_conf['trading_mode'] = 'spot'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
assert exchange.get_max_amount_tradable('BTC/USDT', 2.0) == 10000
assert exchange.get_max_amount_tradable('ADA/USDT', 2.0) == 250