from unittest.mock import MagicMock # , PropertyMock from freqtrade.enums import MarginMode, TradingMode from tests.conftest import get_patched_exchange def test_get_maintenance_ratio_and_amt_okx( default_conf, mocker, ): api_mock = MagicMock() default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' default_conf['dry_run'] = False mocker.patch.multiple( 'freqtrade.exchange.Okx', exchange_has=MagicMock(return_value=True), load_leverage_tiers=MagicMock(return_value={ 'ETH/USDT:USDT': [ { 'tier': 1, 'notionalFloor': 0, 'notionalCap': 2000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, { 'tier': 2, 'notionalFloor': 2001, 'notionalCap': 4000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, { 'tier': 3, 'notionalFloor': 4001, 'notionalCap': 8000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, ], 'ADA/USDT:USDT': [ { 'tier': 1, 'notionalFloor': 0, 'notionalCap': 500, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, { 'tier': 2, 'notionalFloor': 501, 'notionalCap': 1000, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, { 'tier': 3, 'notionalFloor': 1001, 'notionalCap': 2000, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, ] }) ) exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx") assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2000) == (0.01, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2001) == (0.015, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 4001) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 8000) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 1) == (0.02, None) assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 2000) == (0.03, None) def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers): exchange = get_patched_exchange(mocker, default_conf, id="okx") assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf') default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' exchange = get_patched_exchange(mocker, default_conf, id="okx") exchange._leverage_tiers = leverage_tiers assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000 assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000 assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0) == 1000000000 assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000 assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers def test_load_leverage_tiers_okx(default_conf, mocker, markets): api_mock = MagicMock() api_mock.fetch_leverage_tiers = MagicMock(side_effect=[ { 'ADA/USDT:USDT': [ { 'tier': 1, 'notionalFloor': 0, 'notionalCap': 500, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, { 'tier': 2, 'notionalFloor': 501, 'notionalCap': 1000, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, { 'tier': 3, 'notionalFloor': 1001, 'notionalCap': 2000, 'maintenanceMarginRate': 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': 'ADA-USDT' } }, ] }, { 'ETH/USDT:USDT': [ { 'tier': 1, 'notionalFloor': 0, 'notionalCap': 2000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, { 'tier': 2, 'notionalFloor': 2001, 'notionalCap': 4000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, { 'tier': 3, 'notionalFloor': 4001, 'notionalCap': 8000, 'maintenanceMarginRate': 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': 'ETH-USDT' } }, ] }, ]) default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' default_conf['stake_currency'] = 'USDT' exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx") exchange.trading_mode = TradingMode.FUTURES exchange.margin_mode = MarginMode.ISOLATED exchange.markets = markets # Initialization of load_leverage_tiers happens as part of exchange init. assert exchange._leverage_tiers == { 'ADA/USDT:USDT': [ { 'min': 0, 'max': 500, 'mmr': 0.02, 'lev': 75, 'maintAmt': None }, { 'min': 501, 'max': 1000, 'mmr': 0.025, 'lev': 50, 'maintAmt': None }, { 'min': 1001, 'max': 2000, 'mmr': 0.03, 'lev': 20, 'maintAmt': None }, ], 'ETH/USDT:USDT': [ { 'min': 0, 'max': 2000, 'mmr': 0.01, 'lev': 75, 'maintAmt': None }, { 'min': 2001, 'max': 4000, 'mmr': 0.015, 'lev': 50, 'maintAmt': None }, { 'min': 4001, 'max': 8000, 'mmr': 0.02, 'lev': 20, 'maintAmt': None }, ], }