diff --git a/tests/exchange/test_okex.py b/tests/exchange/test_okex.py new file mode 100644 index 000000000..26551a9eb --- /dev/null +++ b/tests/exchange/test_okex.py @@ -0,0 +1,148 @@ +from unittest.mock import MagicMock # , PropertyMock + +from tests.conftest import get_patched_exchange + + +def test_get_maintenance_ratio_and_amt_okex( + default_conf, + mocker, +): + api_mock = MagicMock() + default_conf['trading_mode'] = 'futures' + default_conf['margin_mode'] = 'isolated' + default_conf['dry_run'] = True + api_mock.fetch_leverage_tiers = MagicMock(return_value={ + 'SHIB/USDT:USDT': [ + { + 'tier': 1, + 'notionalFloor': 0, + 'notionalCap': 2000, + 'maintenanceMarginRatio': 0.01, + 'maxLeverage': 75, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.013', + 'instId': '', + 'maxLever': '75', + 'maxSz': '2000', + 'minSz': '0', + 'mmr': '0.01', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '1', + 'uly': 'SHIB-USDT' + } + }, + { + 'tier': 2, + # TODO-lev: What about a value between 2000 and 2001? + 'notionalFloor': 2001, + 'notionalCap': 4000, + 'maintenanceMarginRatio': 0.015, + 'maxLeverage': 50, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.02', + 'instId': '', + 'maxLever': '50', + 'maxSz': '4000', + 'minSz': '2001', + 'mmr': '0.015', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '2', + 'uly': 'SHIB-USDT' + } + }, + { + 'tier': 3, + 'notionalFloor': 4001, + 'notionalCap': 8000, + 'maintenanceMarginRatio': 0.02, + 'maxLeverage': 20, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.05', + 'instId': '', + 'maxLever': '20', + 'maxSz': '8000', + 'minSz': '4001', + 'mmr': '0.02', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '3', + 'uly': 'SHIB-USDT' + } + }, + ], + 'DOGE/USDT:USDT': [ + { + 'tier': 1, + 'notionalFloor': 0, + 'notionalCap': 500, + 'maintenanceMarginRatio': 0.02, + 'maxLeverage': 75, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.013', + 'instId': '', + 'maxLever': '75', + 'maxSz': '500', + 'minSz': '0', + 'mmr': '0.01', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '1', + 'uly': 'DOGE-USDT' + } + }, + { + 'tier': 2, + 'notionalFloor': 501, + 'notionalCap': 1000, + 'maintenanceMarginRatio': 0.025, + 'maxLeverage': 50, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.02', + 'instId': '', + 'maxLever': '50', + 'maxSz': '1000', + 'minSz': '501', + 'mmr': '0.015', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '2', + 'uly': 'DOGE-USDT' + } + }, + { + 'tier': 3, + 'notionalFloor': 1001, + 'notionalCap': 2000, + 'maintenanceMarginRatio': 0.03, + 'maxLeverage': 20, + 'info': { + 'baseMaxLoan': '', + 'imr': '0.05', + 'instId': '', + 'maxLever': '20', + 'maxSz': '2000', + 'minSz': '1001', + 'mmr': '0.02', + 'optMgnFactor': '0', + 'quoteMaxLoan': '', + 'tier': '3', + 'uly': 'DOGE-USDT' + } + }, + ] + }) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okex") + assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2000) == (0.01, None) + assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2001) == (0.015, None) + assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 4001) == (0.02, None) + assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 8000) == (0.02, None) + + assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 1) == (0.02, None) + assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 2000) == (0.03, None)