361 lines
12 KiB
Python
361 lines
12 KiB
Python
from unittest.mock import MagicMock, PropertyMock
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from freqtrade.enums import MarginMode, TradingMode
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from tests.conftest import get_patched_exchange
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def test_get_maintenance_ratio_and_amt_okx(
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default_conf,
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mocker,
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):
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api_mock = MagicMock()
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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default_conf['dry_run'] = False
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mocker.patch.multiple(
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'freqtrade.exchange.Okx',
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exchange_has=MagicMock(return_value=True),
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load_leverage_tiers=MagicMock(return_value={
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'ETH/USDT:USDT': [
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{
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'tier': 1,
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'minNotional': 0,
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'maxNotional': 2000,
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'maintenanceMarginRate': 0.01,
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'maxLeverage': 75,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.013',
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'instId': '',
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'maxLever': '75',
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'maxSz': '2000',
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'minSz': '0',
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'mmr': '0.01',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '1',
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'uly': 'ETH-USDT'
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}
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},
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{
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'tier': 2,
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'minNotional': 2001,
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'maxNotional': 4000,
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'maintenanceMarginRate': 0.015,
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'maxLeverage': 50,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.02',
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'instId': '',
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'maxLever': '50',
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'maxSz': '4000',
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'minSz': '2001',
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'mmr': '0.015',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '2',
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'uly': 'ETH-USDT'
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}
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},
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{
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'tier': 3,
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'minNotional': 4001,
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'maxNotional': 8000,
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'maintenanceMarginRate': 0.02,
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'maxLeverage': 20,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.05',
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'instId': '',
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'maxLever': '20',
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'maxSz': '8000',
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'minSz': '4001',
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'mmr': '0.02',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '3',
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'uly': 'ETH-USDT'
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}
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},
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],
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'ADA/USDT:USDT': [
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{
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'tier': 1,
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'minNotional': 0,
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'maxNotional': 500,
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'maintenanceMarginRate': 0.02,
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'maxLeverage': 75,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.013',
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'instId': '',
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'maxLever': '75',
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'maxSz': '500',
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'minSz': '0',
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'mmr': '0.01',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '1',
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'uly': 'ADA-USDT'
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}
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},
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{
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'tier': 2,
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'minNotional': 501,
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'maxNotional': 1000,
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'maintenanceMarginRate': 0.025,
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'maxLeverage': 50,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.02',
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'instId': '',
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'maxLever': '50',
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'maxSz': '1000',
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'minSz': '501',
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'mmr': '0.015',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '2',
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'uly': 'ADA-USDT'
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}
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},
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{
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'tier': 3,
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'minNotional': 1001,
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'maxNotional': 2000,
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'maintenanceMarginRate': 0.03,
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'maxLeverage': 20,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.05',
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'instId': '',
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'maxLever': '20',
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'maxSz': '2000',
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'minSz': '1001',
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'mmr': '0.02',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '3',
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'uly': 'ADA-USDT'
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}
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},
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]
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})
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)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
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assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2000) == (0.01, None)
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assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 2001) == (0.015, None)
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assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 4001) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('ETH/USDT:USDT', 8000) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 1) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('ADA/USDT:USDT', 2000) == (0.03, None)
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def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
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exchange = get_patched_exchange(mocker, default_conf, id="okx")
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assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, id="okx")
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exchange._leverage_tiers = leverage_tiers
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assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
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assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000
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assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0) == 1000000000
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assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000
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assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers
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def test_load_leverage_tiers_okx(default_conf, mocker, markets):
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api_mock = MagicMock()
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type(api_mock).has = PropertyMock(return_value={
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'fetchLeverageTiers': False,
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'fetchMarketLeverageTiers': True,
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})
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api_mock.fetch_market_leverage_tiers = MagicMock(side_effect=[
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[
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{
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'tier': 1,
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'minNotional': 0,
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'maxNotional': 500,
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'maintenanceMarginRate': 0.02,
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'maxLeverage': 75,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.013',
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'instId': '',
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'maxLever': '75',
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'maxSz': '500',
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'minSz': '0',
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'mmr': '0.01',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '1',
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'uly': 'ADA-USDT'
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}
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},
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{
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'tier': 2,
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'minNotional': 501,
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'maxNotional': 1000,
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'maintenanceMarginRate': 0.025,
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'maxLeverage': 50,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.02',
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'instId': '',
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'maxLever': '50',
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'maxSz': '1000',
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'minSz': '501',
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'mmr': '0.015',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '2',
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'uly': 'ADA-USDT'
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}
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},
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{
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'tier': 3,
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'minNotional': 1001,
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'maxNotional': 2000,
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'maintenanceMarginRate': 0.03,
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'maxLeverage': 20,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.05',
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'instId': '',
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'maxLever': '20',
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'maxSz': '2000',
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'minSz': '1001',
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'mmr': '0.02',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '3',
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'uly': 'ADA-USDT'
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}
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},
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],
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[
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{
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'tier': 1,
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'minNotional': 0,
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'maxNotional': 2000,
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'maintenanceMarginRate': 0.01,
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'maxLeverage': 75,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.013',
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'instId': '',
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'maxLever': '75',
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'maxSz': '2000',
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'minSz': '0',
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'mmr': '0.01',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '1',
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'uly': 'ETH-USDT'
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}
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},
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{
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'tier': 2,
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'minNotional': 2001,
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'maxNotional': 4000,
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'maintenanceMarginRate': 0.015,
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'maxLeverage': 50,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.02',
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'instId': '',
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'maxLever': '50',
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'maxSz': '4000',
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'minSz': '2001',
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'mmr': '0.015',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '2',
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'uly': 'ETH-USDT'
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}
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},
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{
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'tier': 3,
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'minNotional': 4001,
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'maxNotional': 8000,
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'maintenanceMarginRate': 0.02,
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'maxLeverage': 20,
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'info': {
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'baseMaxLoan': '',
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'imr': '0.05',
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'instId': '',
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'maxLever': '20',
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'maxSz': '8000',
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'minSz': '4001',
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'mmr': '0.02',
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'optMgnFactor': '0',
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'quoteMaxLoan': '',
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'tier': '3',
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'uly': 'ETH-USDT'
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}
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},
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]
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])
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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default_conf['stake_currency'] = 'USDT'
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
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exchange.trading_mode = TradingMode.FUTURES
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exchange.margin_mode = MarginMode.ISOLATED
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exchange.markets = markets
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# Initialization of load_leverage_tiers happens as part of exchange init.
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assert exchange._leverage_tiers == {
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'ADA/USDT:USDT': [
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{
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'min': 0,
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'max': 500,
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'mmr': 0.02,
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'lev': 75,
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'maintAmt': None
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},
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{
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'min': 501,
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'max': 1000,
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'mmr': 0.025,
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'lev': 50,
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'maintAmt': None
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},
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{
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'min': 1001,
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'max': 2000,
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'mmr': 0.03,
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'lev': 20,
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'maintAmt': None
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},
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],
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'ETH/USDT:USDT': [
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{
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'min': 0,
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'max': 2000,
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'mmr': 0.01,
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'lev': 75,
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'maintAmt': None
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},
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{
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'min': 2001,
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'max': 4000,
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'mmr': 0.015,
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'lev': 50,
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'maintAmt': None
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},
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{
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'min': 4001,
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'max': 8000,
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'mmr': 0.02,
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'lev': 20,
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'maintAmt': None
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},
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],
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}
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