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) def test_get_max_pair_stake_amount_okex(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, id="okex") 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="okex") exchange._leverage_tiers = { 'BNB/BUSD': [ { "min": 0, # stake(before leverage) = 0 "max": 100000, # max stake(before leverage) = 5000 "mmr": 0.025, "lev": 20, "maintAmt": 0.0 }, { "min": 100000, # stake = 10000.0 "max": 500000, # max_stake = 50000.0 "mmr": 0.05, "lev": 10, "maintAmt": 2500.0 }, { "min": 500000, # stake = 100000.0 "max": 1000000, # max_stake = 200000.0 "mmr": 0.1, "lev": 5, "maintAmt": 27500.0 }, { "min": 1000000, # stake = 333333.3333333333 "max": 2000000, # max_stake = 666666.6666666666 "mmr": 0.15, "lev": 3, "maintAmt": 77500.0 }, { "min": 2000000, # stake = 1000000.0 "max": 5000000, # max_stake = 2500000.0 "mmr": 0.25, "lev": 2, "maintAmt": 277500.0 }, { "min": 5000000, # stake = 5000000.0 "max": 30000000, # max_stake = 30000000.0 "mmr": 0.5, "lev": 1, "maintAmt": 1527500.0 } ], 'BNB/USDT': [ { "min": 0, # stake = 0.0 "max": 10000, # max_stake = 133.33333333333334 "mmr": 0.0065, "lev": 75, "maintAmt": 0.0 }, { "min": 10000, # stake = 200.0 "max": 50000, # max_stake = 1000.0 "mmr": 0.01, "lev": 50, "maintAmt": 35.0 }, { "min": 50000, # stake = 2000.0 "max": 250000, # max_stake = 10000.0 "mmr": 0.02, "lev": 25, "maintAmt": 535.0 }, { "min": 250000, # stake = 25000.0 "max": 1000000, # max_stake = 100000.0 "mmr": 0.05, "lev": 10, "maintAmt": 8035.0 }, { "min": 1000000, # stake = 200000.0 "max": 2000000, # max_stake = 400000.0 "mmr": 0.1, "lev": 5, "maintAmt": 58035.0 }, { "min": 2000000, # stake = 500000.0 "max": 5000000, # max_stake = 1250000.0 "mmr": 0.125, "lev": 4, "maintAmt": 108035.0 }, { "min": 5000000, # stake = 1666666.6666666667 "max": 10000000, # max_stake = 3333333.3333333335 "mmr": 0.15, "lev": 3, "maintAmt": 233035.0 }, { "min": 10000000, # stake = 5000000.0 "max": 20000000, # max_stake = 10000000.0 "mmr": 0.25, "lev": 2, "maintAmt": 1233035.0 }, { "min": 20000000, # stake = 20000000.0 "max": 50000000, # max_stake = 50000000.0 "mmr": 0.5, "lev": 1, "maintAmt": 6233035.0 }, ], 'BTC/USDT': [ { "min": 0, # stake = 0.0 "max": 50000, # max_stake = 400.0 "mmr": 0.004, "lev": 125, "maintAmt": 0.0 }, { "min": 50000, # stake = 500.0 "max": 250000, # max_stake = 2500.0 "mmr": 0.005, "lev": 100, "maintAmt": 50.0 }, { "min": 250000, # stake = 5000.0 "max": 1000000, # max_stake = 20000.0 "mmr": 0.01, "lev": 50, "maintAmt": 1300.0 }, { "min": 1000000, # stake = 50000.0 "max": 7500000, # max_stake = 375000.0 "mmr": 0.025, "lev": 20, "maintAmt": 16300.0 }, { "min": 7500000, # stake = 750000.0 "max": 40000000, # max_stake = 4000000.0 "mmr": 0.05, "lev": 10, "maintAmt": 203800.0 }, { "min": 40000000, # stake = 8000000.0 "max": 100000000, # max_stake = 20000000.0 "mmr": 0.1, "lev": 5, "maintAmt": 2203800.0 }, { "min": 100000000, # stake = 25000000.0 "max": 200000000, # max_stake = 50000000.0 "mmr": 0.125, "lev": 4, "maintAmt": 4703800.0 }, { "min": 200000000, # stake = 66666666.666666664 "max": 400000000, # max_stake = 133333333.33333333 "mmr": 0.15, "lev": 3, "maintAmt": 9703800.0 }, { "min": 400000000, # stake = 200000000.0 "max": 600000000, # max_stake = 300000000.0 "mmr": 0.25, "lev": 2, "maintAmt": 4.97038E7 }, { "min": 600000000, # stake = 600000000.0 "max": 1000000000, # max_stake = 1000000000.0 "mmr": 0.5, "lev": 1, "maintAmt": 1.997038E8 }, ] } 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 exchange.get_leverage_tiers_for_pair = MagicMock(return_value=None) assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers