350 lines
12 KiB
Python
350 lines
12 KiB
Python
from unittest.mock import MagicMock # , PropertyMock
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from tests.conftest import get_patched_exchange
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def test_get_maintenance_ratio_and_amt_okex(
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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'] = True
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api_mock.fetch_leverage_tiers = MagicMock(return_value={
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'SHIB/USDT:USDT': [
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{
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'tier': 1,
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'notionalFloor': 0,
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'notionalCap': 2000,
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'maintenanceMarginRatio': 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': 'SHIB-USDT'
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}
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},
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{
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'tier': 2,
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# TODO-lev: What about a value between 2000 and 2001?
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'notionalFloor': 2001,
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'notionalCap': 4000,
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'maintenanceMarginRatio': 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': 'SHIB-USDT'
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}
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},
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{
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'tier': 3,
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'notionalFloor': 4001,
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'notionalCap': 8000,
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'maintenanceMarginRatio': 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': 'SHIB-USDT'
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}
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},
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],
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'DOGE/USDT:USDT': [
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{
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'tier': 1,
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'notionalFloor': 0,
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'notionalCap': 500,
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'maintenanceMarginRatio': 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': 'DOGE-USDT'
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}
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},
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{
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'tier': 2,
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'notionalFloor': 501,
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'notionalCap': 1000,
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'maintenanceMarginRatio': 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': 'DOGE-USDT'
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}
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},
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{
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'tier': 3,
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'notionalFloor': 1001,
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'notionalCap': 2000,
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'maintenanceMarginRatio': 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': 'DOGE-USDT'
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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="okex")
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assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2000) == (0.01, None)
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assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2001) == (0.015, None)
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assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 4001) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 8000) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 1) == (0.02, None)
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assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 2000) == (0.03, None)
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def test_get_max_pair_stake_amount_okex(default_conf, mocker):
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exchange = get_patched_exchange(mocker, default_conf, id="okex")
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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="okex")
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exchange._leverage_tiers = {
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'BNB/BUSD': [
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{
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"min": 0, # stake(before leverage) = 0
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"max": 100000, # max stake(before leverage) = 5000
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"mmr": 0.025,
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"lev": 20,
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"maintAmt": 0.0
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},
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{
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"min": 100000, # stake = 10000.0
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"max": 500000, # max_stake = 50000.0
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"mmr": 0.05,
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"lev": 10,
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"maintAmt": 2500.0
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},
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{
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"min": 500000, # stake = 100000.0
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"max": 1000000, # max_stake = 200000.0
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"mmr": 0.1,
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"lev": 5,
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"maintAmt": 27500.0
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},
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{
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"min": 1000000, # stake = 333333.3333333333
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"max": 2000000, # max_stake = 666666.6666666666
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"mmr": 0.15,
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"lev": 3,
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"maintAmt": 77500.0
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},
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{
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"min": 2000000, # stake = 1000000.0
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"max": 5000000, # max_stake = 2500000.0
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"mmr": 0.25,
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"lev": 2,
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"maintAmt": 277500.0
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},
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{
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"min": 5000000, # stake = 5000000.0
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"max": 30000000, # max_stake = 30000000.0
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"mmr": 0.5,
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"lev": 1,
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"maintAmt": 1527500.0
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}
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],
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'BNB/USDT': [
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{
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"min": 0, # stake = 0.0
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"max": 10000, # max_stake = 133.33333333333334
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"mmr": 0.0065,
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"lev": 75,
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"maintAmt": 0.0
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},
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{
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"min": 10000, # stake = 200.0
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"max": 50000, # max_stake = 1000.0
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"mmr": 0.01,
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"lev": 50,
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"maintAmt": 35.0
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},
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{
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"min": 50000, # stake = 2000.0
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"max": 250000, # max_stake = 10000.0
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"mmr": 0.02,
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"lev": 25,
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"maintAmt": 535.0
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},
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{
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"min": 250000, # stake = 25000.0
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"max": 1000000, # max_stake = 100000.0
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"mmr": 0.05,
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"lev": 10,
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"maintAmt": 8035.0
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},
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{
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"min": 1000000, # stake = 200000.0
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"max": 2000000, # max_stake = 400000.0
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"mmr": 0.1,
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"lev": 5,
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"maintAmt": 58035.0
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},
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{
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"min": 2000000, # stake = 500000.0
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"max": 5000000, # max_stake = 1250000.0
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"mmr": 0.125,
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"lev": 4,
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"maintAmt": 108035.0
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},
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{
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"min": 5000000, # stake = 1666666.6666666667
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"max": 10000000, # max_stake = 3333333.3333333335
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"mmr": 0.15,
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"lev": 3,
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"maintAmt": 233035.0
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},
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{
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"min": 10000000, # stake = 5000000.0
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"max": 20000000, # max_stake = 10000000.0
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"mmr": 0.25,
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"lev": 2,
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"maintAmt": 1233035.0
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},
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{
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"min": 20000000, # stake = 20000000.0
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"max": 50000000, # max_stake = 50000000.0
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"mmr": 0.5,
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"lev": 1,
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"maintAmt": 6233035.0
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},
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],
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'BTC/USDT': [
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{
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"min": 0, # stake = 0.0
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"max": 50000, # max_stake = 400.0
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"mmr": 0.004,
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"lev": 125,
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"maintAmt": 0.0
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},
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{
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"min": 50000, # stake = 500.0
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"max": 250000, # max_stake = 2500.0
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"mmr": 0.005,
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"lev": 100,
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"maintAmt": 50.0
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},
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{
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"min": 250000, # stake = 5000.0
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"max": 1000000, # max_stake = 20000.0
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"mmr": 0.01,
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"lev": 50,
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"maintAmt": 1300.0
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},
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{
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"min": 1000000, # stake = 50000.0
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"max": 7500000, # max_stake = 375000.0
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"mmr": 0.025,
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"lev": 20,
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"maintAmt": 16300.0
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},
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{
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"min": 7500000, # stake = 750000.0
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"max": 40000000, # max_stake = 4000000.0
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"mmr": 0.05,
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"lev": 10,
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"maintAmt": 203800.0
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},
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{
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"min": 40000000, # stake = 8000000.0
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"max": 100000000, # max_stake = 20000000.0
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"mmr": 0.1,
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"lev": 5,
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"maintAmt": 2203800.0
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},
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{
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"min": 100000000, # stake = 25000000.0
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"max": 200000000, # max_stake = 50000000.0
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"mmr": 0.125,
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"lev": 4,
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"maintAmt": 4703800.0
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},
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{
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"min": 200000000, # stake = 66666666.666666664
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"max": 400000000, # max_stake = 133333333.33333333
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"mmr": 0.15,
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"lev": 3,
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"maintAmt": 9703800.0
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},
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{
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"min": 400000000, # stake = 200000000.0
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"max": 600000000, # max_stake = 300000000.0
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"mmr": 0.25,
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"lev": 2,
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"maintAmt": 4.97038E7
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},
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{
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"min": 600000000, # stake = 600000000.0
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"max": 1000000000, # max_stake = 1000000000.0
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"mmr": 0.5,
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"lev": 1,
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"maintAmt": 1.997038E8
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},
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]
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}
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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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exchange.get_leverage_tiers_for_pair = MagicMock(return_value=None)
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assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers
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