from datetime import datetime, timedelta, timezone from unittest.mock import MagicMock, PropertyMock import pytest from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums.candletype import CandleType from freqtrade.exchange.exchange import timeframe_to_minutes from tests.conftest import get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers def test_okx_ohlcv_candle_limit(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, id='okx') timeframes = ('1m', '5m', '1h') start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000) for timeframe in timeframes: assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100 one_call = int((datetime.now(timezone.utc) - timedelta( minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000) assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300 one_call = int((datetime.now(timezone.utc) - timedelta( minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000) assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 100 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, 'minNotional': 0, 'maxNotional': 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, 'minNotional': 2001, 'maxNotional': 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, 'minNotional': 4001, 'maxNotional': 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, 'minNotional': 0, 'maxNotional': 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, 'minNotional': 501, 'maxNotional': 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, 'minNotional': 1001, 'maxNotional': 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 @pytest.mark.parametrize('mode,side,reduceonly,result', [ ('net', 'buy', False, 'net'), ('net', 'sell', True, 'net'), ('net', 'sell', False, 'net'), ('net', 'buy', True, 'net'), ('longshort', 'buy', False, 'long'), ('longshort', 'sell', True, 'long'), ('longshort', 'sell', False, 'short'), ('longshort', 'buy', True, 'short'), ]) def test__get_posSide(default_conf, mocker, mode, side, reduceonly, result): exchange = get_patched_exchange(mocker, default_conf, id="okx") exchange.net_only = mode == 'net' assert exchange._get_posSide(side, reduceonly) == result def test_additional_exchange_init_okx(default_conf, mocker): api_mock = MagicMock() api_mock.fetch_accounts = MagicMock(return_value=[ {'id': '2555', 'type': '2', 'currency': None, 'info': {'acctLv': '2', 'autoLoan': False, 'ctIsoMode': 'automatic', 'greeksType': 'PA', 'level': 'Lv1', 'levelTmp': '', 'mgnIsoMode': 'automatic', 'posMode': 'long_short_mode', 'uid': '2555'}}]) default_conf['dry_run'] = False exchange = get_patched_exchange(mocker, default_conf, id="okx", api_mock=api_mock) assert api_mock.fetch_accounts.call_count == 0 exchange.trading_mode = TradingMode.FUTURES # Default to netOnly assert exchange.net_only exchange.additional_exchange_init() assert api_mock.fetch_accounts.call_count == 1 assert not exchange.net_only api_mock.fetch_accounts = MagicMock(return_value=[ {'id': '2555', 'type': '2', 'currency': None, 'info': {'acctLv': '2', 'autoLoan': False, 'ctIsoMode': 'automatic', 'greeksType': 'PA', 'level': 'Lv1', 'levelTmp': '', 'mgnIsoMode': 'automatic', 'posMode': 'net_mode', 'uid': '2555'}}]) exchange.additional_exchange_init() assert api_mock.fetch_accounts.call_count == 1 assert exchange.net_only default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'okx', "additional_exchange_init", "fetch_accounts") def test_load_leverage_tiers_okx(default_conf, mocker, markets): api_mock = MagicMock() type(api_mock).has = PropertyMock(return_value={ 'fetchLeverageTiers': False, 'fetchMarketLeverageTiers': True, }) api_mock.fetch_market_leverage_tiers = MagicMock(side_effect=[ [ { 'tier': 1, 'minNotional': 0, 'maxNotional': 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, 'minNotional': 501, 'maxNotional': 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, 'minNotional': 1001, 'maxNotional': 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' } }, ], [ { 'tier': 1, 'minNotional': 0, 'maxNotional': 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, 'minNotional': 2001, 'maxNotional': 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, 'minNotional': 4001, 'maxNotional': 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 }, ], }