149 lines
5.0 KiB
Python
149 lines
5.0 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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