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test_okex test_get_maintenance_ratio_and_amt_okex

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Sam Germain 2022-02-05 20:54:58 -06:00
parent a5aba4813d
commit ff915b241c
1 changed files with 148 additions and 0 deletions
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tests/exchange/test_okex.py Normal file
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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)