ruff format: Update tests/exchange
This commit is contained in:
Matthias
+390
-383
@@ -11,167 +11,160 @@ from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('side,type,time_in_force,expected', [
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('buy', 'limit', 'gtc', {'timeInForce': 'GTC'}),
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('buy', 'limit', 'IOC', {'timeInForce': 'IOC'}),
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('buy', 'market', 'IOC', {}),
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('buy', 'limit', 'PO', {'timeInForce': 'PO'}),
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('sell', 'limit', 'PO', {'timeInForce': 'PO'}),
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('sell', 'market', 'PO', {}),
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])
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@pytest.mark.parametrize(
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"side,type,time_in_force,expected",
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[
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("buy", "limit", "gtc", {"timeInForce": "GTC"}),
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("buy", "limit", "IOC", {"timeInForce": "IOC"}),
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("buy", "market", "IOC", {}),
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("buy", "limit", "PO", {"timeInForce": "PO"}),
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("sell", "limit", "PO", {"timeInForce": "PO"}),
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("sell", "market", "PO", {}),
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],
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)
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def test__get_params_binance(default_conf, mocker, side, type, time_in_force, expected):
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exchange = get_patched_exchange(mocker, default_conf, id='binance')
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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assert exchange._get_params(side, type, 1, False, time_in_force) == expected
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@pytest.mark.parametrize('trademode', [TradingMode.FUTURES, TradingMode.SPOT])
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@pytest.mark.parametrize('limitratio,expected,side', [
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(None, 220 * 0.99, "sell"),
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(0.99, 220 * 0.99, "sell"),
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(0.98, 220 * 0.98, "sell"),
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(None, 220 * 1.01, "buy"),
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(0.99, 220 * 1.01, "buy"),
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(0.98, 220 * 1.02, "buy"),
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])
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@pytest.mark.parametrize("trademode", [TradingMode.FUTURES, TradingMode.SPOT])
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@pytest.mark.parametrize(
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"limitratio,expected,side",
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[
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(None, 220 * 0.99, "sell"),
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(0.99, 220 * 0.99, "sell"),
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(0.98, 220 * 0.98, "sell"),
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(None, 220 * 1.01, "buy"),
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(0.99, 220 * 1.01, "buy"),
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(0.98, 220 * 1.02, "buy"),
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],
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)
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def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
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api_mock = MagicMock()
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order_id = f'test_prod_buy_{randint(0, 10 ** 6)}'
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order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
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order_id = f"test_prod_buy_{randint(0, 10 ** 6)}"
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order_type = "stop_loss_limit" if trademode == TradingMode.SPOT else "stop"
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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default_conf['margin_mode'] = MarginMode.ISOLATED
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default_conf['trading_mode'] = trademode
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mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
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mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
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api_mock.create_order = MagicMock(return_value={"id": order_id, "info": {"foo": "bar"}})
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default_conf["dry_run"] = False
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default_conf["margin_mode"] = MarginMode.ISOLATED
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default_conf["trading_mode"] = trademode
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mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
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mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange = get_patched_exchange(mocker, default_conf, api_mock, "binance")
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with pytest.raises(InvalidOrderException):
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order = exchange.create_stoploss(
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pair='ETH/BTC',
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pair="ETH/BTC",
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amount=1,
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stop_price=190,
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side=side,
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order_types={'stoploss': 'limit', 'stoploss_on_exchange_limit_ratio': 1.05},
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leverage=1.0
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order_types={"stoploss": "limit", "stoploss_on_exchange_limit_ratio": 1.05},
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leverage=1.0,
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)
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api_mock.create_order.reset_mock()
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order_types = {'stoploss': 'limit', 'stoploss_price_type': 'mark'}
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order_types = {"stoploss": "limit", "stoploss_price_type": "mark"}
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if limitratio is not None:
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order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
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order_types.update({"stoploss_on_exchange_limit_ratio": limitratio})
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order = exchange.create_stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types=order_types,
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side=side,
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leverage=1.0
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pair="ETH/BTC", amount=1, stop_price=220, order_types=order_types, side=side, leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
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assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert "id" in order
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assert "info" in order
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assert order["id"] == order_id
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assert api_mock.create_order.call_args_list[0][1]["symbol"] == "ETH/BTC"
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assert api_mock.create_order.call_args_list[0][1]["type"] == order_type
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assert api_mock.create_order.call_args_list[0][1]["side"] == side
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assert api_mock.create_order.call_args_list[0][1]["amount"] == 1
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# Price should be 1% below stopprice
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assert api_mock.create_order.call_args_list[0][1]['price'] == expected
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assert api_mock.create_order.call_args_list[0][1]["price"] == expected
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if trademode == TradingMode.SPOT:
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params_dict = {'stopPrice': 220}
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params_dict = {"stopPrice": 220}
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else:
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params_dict = {'stopPrice': 220, 'reduceOnly': True, 'workingType': 'MARK_PRICE'}
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assert api_mock.create_order.call_args_list[0][1]['params'] == params_dict
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params_dict = {"stopPrice": 220, "reduceOnly": True, "workingType": "MARK_PRICE"}
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assert api_mock.create_order.call_args_list[0][1]["params"] == params_dict
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange = get_patched_exchange(mocker, default_conf, api_mock, "binance")
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exchange.create_stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0)
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pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
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)
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")
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)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, "binance")
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exchange.create_stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side=side, leverage=1.0
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)
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
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"create_stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={},
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side=side, leverage=1.0)
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ccxt_exceptionhandlers(
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mocker,
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default_conf,
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api_mock,
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"binance",
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"create_stoploss",
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"create_order",
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retries=1,
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pair="ETH/BTC",
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0,
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)
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def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
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api_mock = MagicMock()
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order_type = 'stop_loss_limit'
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default_conf['dry_run'] = True
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mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y)
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mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y, **kwargs: y)
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order_type = "stop_loss_limit"
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default_conf["dry_run"] = True
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mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
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mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange = get_patched_exchange(mocker, default_conf, api_mock, "binance")
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with pytest.raises(InvalidOrderException):
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order = exchange.create_stoploss(
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pair='ETH/BTC',
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pair="ETH/BTC",
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amount=1,
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stop_price=190,
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side="sell",
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order_types={'stoploss_on_exchange_limit_ratio': 1.05},
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leverage=1.0
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order_types={"stoploss_on_exchange_limit_ratio": 1.05},
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leverage=1.0,
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)
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api_mock.create_order.reset_mock()
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order = exchange.create_stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side="sell",
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leverage=1.0
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pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side="sell", leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert 'type' in order
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assert "id" in order
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assert "info" in order
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assert "type" in order
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assert order['type'] == order_type
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assert order['price'] == 220
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assert order['amount'] == 1
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assert order["type"] == order_type
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assert order["price"] == 220
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assert order["amount"] == 1
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@pytest.mark.parametrize('sl1,sl2,sl3,side', [
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(1501, 1499, 1501, "sell"),
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(1499, 1501, 1499, "buy")
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])
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@pytest.mark.parametrize(
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"sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
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)
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def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
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exchange = get_patched_exchange(mocker, default_conf, id='binance')
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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order = {
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'type': 'stop_loss_limit',
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'price': 1500,
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'stopPrice': 1500,
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'info': {'stopPrice': 1500},
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"type": "stop_loss_limit",
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"price": 1500,
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"stopPrice": 1500,
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"info": {"stopPrice": 1500},
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}
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assert exchange.stoploss_adjust(sl1, order, side=side)
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assert not exchange.stoploss_adjust(sl2, order, side=side)
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@@ -179,314 +172,316 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
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def test_fill_leverage_tiers_binance(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.fetch_leverage_tiers = MagicMock(return_value={
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'ADA/BUSD': [
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 100000,
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"maintenanceMarginRate": 0.025,
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"maxLeverage": 20,
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"info": {
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"bracket": "1",
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"initialLeverage": "20",
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"maxNotional": "100000",
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"minNotional": "0",
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"maintMarginRatio": "0.025",
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"cum": "0.0"
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}
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},
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{
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"tier": 2,
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"minNotional": 100000,
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"maxNotional": 500000,
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"maintenanceMarginRate": 0.05,
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"maxLeverage": 10,
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"info": {
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"bracket": "2",
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"initialLeverage": "10",
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"maxNotional": "500000",
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"minNotional": "100000",
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"maintMarginRatio": "0.05",
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"cum": "2500.0"
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}
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},
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{
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"tier": 3,
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"minNotional": 500000,
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"maxNotional": 1000000,
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"maintenanceMarginRate": 0.1,
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"maxLeverage": 5,
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"info": {
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"bracket": "3",
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"initialLeverage": "5",
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"maxNotional": "1000000",
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"minNotional": "500000",
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"maintMarginRatio": "0.1",
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"cum": "27500.0"
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}
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},
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{
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"tier": 4,
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"minNotional": 1000000,
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"maxNotional": 2000000,
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"maintenanceMarginRate": 0.15,
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"maxLeverage": 3,
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"info": {
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"bracket": "4",
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"initialLeverage": "3",
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"maxNotional": "2000000",
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"minNotional": "1000000",
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"maintMarginRatio": "0.15",
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"cum": "77500.0"
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}
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},
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{
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"tier": 5,
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"minNotional": 2000000,
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"maxNotional": 5000000,
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"maintenanceMarginRate": 0.25,
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"maxLeverage": 2,
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"info": {
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"bracket": "5",
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"initialLeverage": "2",
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"maxNotional": "5000000",
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"minNotional": "2000000",
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"maintMarginRatio": "0.25",
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"cum": "277500.0"
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}
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},
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{
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"tier": 6,
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"minNotional": 5000000,
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"maxNotional": 30000000,
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"maintenanceMarginRate": 0.5,
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"maxLeverage": 1,
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"info": {
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"bracket": "6",
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"initialLeverage": "1",
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"maxNotional": "30000000",
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"minNotional": "5000000",
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"maintMarginRatio": "0.5",
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"cum": "1527500.0"
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}
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}
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],
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"ZEC/USDT": [
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{
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"tier": 1,
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"minNotional": 0,
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"maxNotional": 50000,
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"maintenanceMarginRate": 0.01,
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"maxLeverage": 50,
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"info": {
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"bracket": "1",
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"initialLeverage": "50",
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"maxNotional": "50000",
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"minNotional": "0",
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"maintMarginRatio": "0.01",
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"cum": "0.0"
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}
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},
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{
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"tier": 2,
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"minNotional": 50000,
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"maxNotional": 150000,
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"maintenanceMarginRate": 0.025,
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"maxLeverage": 20,
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"info": {
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"bracket": "2",
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"initialLeverage": "20",
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"maxNotional": "150000",
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"minNotional": "50000",
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"maintMarginRatio": "0.025",
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"cum": "750.0"
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}
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},
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{
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"tier": 3,
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"minNotional": 150000,
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"maxNotional": 250000,
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"maintenanceMarginRate": 0.05,
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"maxLeverage": 10,
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"info": {
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"bracket": "3",
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"initialLeverage": "10",
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"maxNotional": "250000",
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"minNotional": "150000",
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"maintMarginRatio": "0.05",
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"cum": "4500.0"
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}
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},
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{
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"tier": 4,
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"minNotional": 250000,
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"maxNotional": 500000,
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"maintenanceMarginRate": 0.1,
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"maxLeverage": 5,
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"info": {
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"bracket": "4",
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"initialLeverage": "5",
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"maxNotional": "500000",
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"minNotional": "250000",
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"maintMarginRatio": "0.1",
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"cum": "17000.0"
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}
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},
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{
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"tier": 5,
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"minNotional": 500000,
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"maxNotional": 1000000,
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"maintenanceMarginRate": 0.125,
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"maxLeverage": 4,
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"info": {
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"bracket": "5",
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"initialLeverage": "4",
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"maxNotional": "1000000",
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"minNotional": "500000",
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"maintMarginRatio": "0.125",
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"cum": "29500.0"
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}
|
||||
},
|
||||
{
|
||||
"tier": 6,
|
||||
"minNotional": 1000000,
|
||||
"maxNotional": 2000000,
|
||||
"maintenanceMarginRate": 0.25,
|
||||
"maxLeverage": 2,
|
||||
"info": {
|
||||
"bracket": "6",
|
||||
"initialLeverage": "2",
|
||||
"maxNotional": "2000000",
|
||||
"minNotional": "1000000",
|
||||
"maintMarginRatio": "0.25",
|
||||
"cum": "154500.0"
|
||||
}
|
||||
},
|
||||
{
|
||||
"tier": 7,
|
||||
"minNotional": 2000000,
|
||||
"maxNotional": 30000000,
|
||||
"maintenanceMarginRate": 0.5,
|
||||
"maxLeverage": 1,
|
||||
"info": {
|
||||
"bracket": "7",
|
||||
"initialLeverage": "1",
|
||||
"maxNotional": "30000000",
|
||||
"minNotional": "2000000",
|
||||
"maintMarginRatio": "0.5",
|
||||
"cum": "654500.0"
|
||||
}
|
||||
}
|
||||
],
|
||||
})
|
||||
default_conf['dry_run'] = False
|
||||
default_conf['trading_mode'] = TradingMode.FUTURES
|
||||
default_conf['margin_mode'] = MarginMode.ISOLATED
|
||||
api_mock.fetch_leverage_tiers = MagicMock(
|
||||
return_value={
|
||||
"ADA/BUSD": [
|
||||
{
|
||||
"tier": 1,
|
||||
"minNotional": 0,
|
||||
"maxNotional": 100000,
|
||||
"maintenanceMarginRate": 0.025,
|
||||
"maxLeverage": 20,
|
||||
"info": {
|
||||
"bracket": "1",
|
||||
"initialLeverage": "20",
|
||||
"maxNotional": "100000",
|
||||
"minNotional": "0",
|
||||
"maintMarginRatio": "0.025",
|
||||
"cum": "0.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 2,
|
||||
"minNotional": 100000,
|
||||
"maxNotional": 500000,
|
||||
"maintenanceMarginRate": 0.05,
|
||||
"maxLeverage": 10,
|
||||
"info": {
|
||||
"bracket": "2",
|
||||
"initialLeverage": "10",
|
||||
"maxNotional": "500000",
|
||||
"minNotional": "100000",
|
||||
"maintMarginRatio": "0.05",
|
||||
"cum": "2500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 3,
|
||||
"minNotional": 500000,
|
||||
"maxNotional": 1000000,
|
||||
"maintenanceMarginRate": 0.1,
|
||||
"maxLeverage": 5,
|
||||
"info": {
|
||||
"bracket": "3",
|
||||
"initialLeverage": "5",
|
||||
"maxNotional": "1000000",
|
||||
"minNotional": "500000",
|
||||
"maintMarginRatio": "0.1",
|
||||
"cum": "27500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 4,
|
||||
"minNotional": 1000000,
|
||||
"maxNotional": 2000000,
|
||||
"maintenanceMarginRate": 0.15,
|
||||
"maxLeverage": 3,
|
||||
"info": {
|
||||
"bracket": "4",
|
||||
"initialLeverage": "3",
|
||||
"maxNotional": "2000000",
|
||||
"minNotional": "1000000",
|
||||
"maintMarginRatio": "0.15",
|
||||
"cum": "77500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 5,
|
||||
"minNotional": 2000000,
|
||||
"maxNotional": 5000000,
|
||||
"maintenanceMarginRate": 0.25,
|
||||
"maxLeverage": 2,
|
||||
"info": {
|
||||
"bracket": "5",
|
||||
"initialLeverage": "2",
|
||||
"maxNotional": "5000000",
|
||||
"minNotional": "2000000",
|
||||
"maintMarginRatio": "0.25",
|
||||
"cum": "277500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 6,
|
||||
"minNotional": 5000000,
|
||||
"maxNotional": 30000000,
|
||||
"maintenanceMarginRate": 0.5,
|
||||
"maxLeverage": 1,
|
||||
"info": {
|
||||
"bracket": "6",
|
||||
"initialLeverage": "1",
|
||||
"maxNotional": "30000000",
|
||||
"minNotional": "5000000",
|
||||
"maintMarginRatio": "0.5",
|
||||
"cum": "1527500.0",
|
||||
},
|
||||
},
|
||||
],
|
||||
"ZEC/USDT": [
|
||||
{
|
||||
"tier": 1,
|
||||
"minNotional": 0,
|
||||
"maxNotional": 50000,
|
||||
"maintenanceMarginRate": 0.01,
|
||||
"maxLeverage": 50,
|
||||
"info": {
|
||||
"bracket": "1",
|
||||
"initialLeverage": "50",
|
||||
"maxNotional": "50000",
|
||||
"minNotional": "0",
|
||||
"maintMarginRatio": "0.01",
|
||||
"cum": "0.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 2,
|
||||
"minNotional": 50000,
|
||||
"maxNotional": 150000,
|
||||
"maintenanceMarginRate": 0.025,
|
||||
"maxLeverage": 20,
|
||||
"info": {
|
||||
"bracket": "2",
|
||||
"initialLeverage": "20",
|
||||
"maxNotional": "150000",
|
||||
"minNotional": "50000",
|
||||
"maintMarginRatio": "0.025",
|
||||
"cum": "750.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 3,
|
||||
"minNotional": 150000,
|
||||
"maxNotional": 250000,
|
||||
"maintenanceMarginRate": 0.05,
|
||||
"maxLeverage": 10,
|
||||
"info": {
|
||||
"bracket": "3",
|
||||
"initialLeverage": "10",
|
||||
"maxNotional": "250000",
|
||||
"minNotional": "150000",
|
||||
"maintMarginRatio": "0.05",
|
||||
"cum": "4500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 4,
|
||||
"minNotional": 250000,
|
||||
"maxNotional": 500000,
|
||||
"maintenanceMarginRate": 0.1,
|
||||
"maxLeverage": 5,
|
||||
"info": {
|
||||
"bracket": "4",
|
||||
"initialLeverage": "5",
|
||||
"maxNotional": "500000",
|
||||
"minNotional": "250000",
|
||||
"maintMarginRatio": "0.1",
|
||||
"cum": "17000.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 5,
|
||||
"minNotional": 500000,
|
||||
"maxNotional": 1000000,
|
||||
"maintenanceMarginRate": 0.125,
|
||||
"maxLeverage": 4,
|
||||
"info": {
|
||||
"bracket": "5",
|
||||
"initialLeverage": "4",
|
||||
"maxNotional": "1000000",
|
||||
"minNotional": "500000",
|
||||
"maintMarginRatio": "0.125",
|
||||
"cum": "29500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 6,
|
||||
"minNotional": 1000000,
|
||||
"maxNotional": 2000000,
|
||||
"maintenanceMarginRate": 0.25,
|
||||
"maxLeverage": 2,
|
||||
"info": {
|
||||
"bracket": "6",
|
||||
"initialLeverage": "2",
|
||||
"maxNotional": "2000000",
|
||||
"minNotional": "1000000",
|
||||
"maintMarginRatio": "0.25",
|
||||
"cum": "154500.0",
|
||||
},
|
||||
},
|
||||
{
|
||||
"tier": 7,
|
||||
"minNotional": 2000000,
|
||||
"maxNotional": 30000000,
|
||||
"maintenanceMarginRate": 0.5,
|
||||
"maxLeverage": 1,
|
||||
"info": {
|
||||
"bracket": "7",
|
||||
"initialLeverage": "1",
|
||||
"maxNotional": "30000000",
|
||||
"minNotional": "2000000",
|
||||
"maintMarginRatio": "0.5",
|
||||
"cum": "654500.0",
|
||||
},
|
||||
},
|
||||
],
|
||||
}
|
||||
)
|
||||
default_conf["dry_run"] = False
|
||||
default_conf["trading_mode"] = TradingMode.FUTURES
|
||||
default_conf["margin_mode"] = MarginMode.ISOLATED
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
|
||||
exchange.fill_leverage_tiers()
|
||||
|
||||
assert exchange._leverage_tiers == {
|
||||
'ADA/BUSD': [
|
||||
"ADA/BUSD": [
|
||||
{
|
||||
"minNotional": 0,
|
||||
"maxNotional": 100000,
|
||||
"maintenanceMarginRate": 0.025,
|
||||
"maxLeverage": 20,
|
||||
"maintAmt": 0.0
|
||||
"maintAmt": 0.0,
|
||||
},
|
||||
{
|
||||
"minNotional": 100000,
|
||||
"maxNotional": 500000,
|
||||
"maintenanceMarginRate": 0.05,
|
||||
"maxLeverage": 10,
|
||||
"maintAmt": 2500.0
|
||||
"maintAmt": 2500.0,
|
||||
},
|
||||
{
|
||||
"minNotional": 500000,
|
||||
"maxNotional": 1000000,
|
||||
"maintenanceMarginRate": 0.1,
|
||||
"maxLeverage": 5,
|
||||
"maintAmt": 27500.0
|
||||
"maintAmt": 27500.0,
|
||||
},
|
||||
{
|
||||
"minNotional": 1000000,
|
||||
"maxNotional": 2000000,
|
||||
"maintenanceMarginRate": 0.15,
|
||||
"maxLeverage": 3,
|
||||
"maintAmt": 77500.0
|
||||
"maintAmt": 77500.0,
|
||||
},
|
||||
{
|
||||
"minNotional": 2000000,
|
||||
"maxNotional": 5000000,
|
||||
"maintenanceMarginRate": 0.25,
|
||||
"maxLeverage": 2,
|
||||
"maintAmt": 277500.0
|
||||
"maintAmt": 277500.0,
|
||||
},
|
||||
{
|
||||
"minNotional": 5000000,
|
||||
"maxNotional": 30000000,
|
||||
"maintenanceMarginRate": 0.5,
|
||||
"maxLeverage": 1,
|
||||
"maintAmt": 1527500.0
|
||||
}
|
||||
"maintAmt": 1527500.0,
|
||||
},
|
||||
],
|
||||
"ZEC/USDT": [
|
||||
{
|
||||
'minNotional': 0,
|
||||
'maxNotional': 50000,
|
||||
'maintenanceMarginRate': 0.01,
|
||||
'maxLeverage': 50,
|
||||
'maintAmt': 0.0
|
||||
"minNotional": 0,
|
||||
"maxNotional": 50000,
|
||||
"maintenanceMarginRate": 0.01,
|
||||
"maxLeverage": 50,
|
||||
"maintAmt": 0.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 50000,
|
||||
'maxNotional': 150000,
|
||||
'maintenanceMarginRate': 0.025,
|
||||
'maxLeverage': 20,
|
||||
'maintAmt': 750.0
|
||||
"minNotional": 50000,
|
||||
"maxNotional": 150000,
|
||||
"maintenanceMarginRate": 0.025,
|
||||
"maxLeverage": 20,
|
||||
"maintAmt": 750.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 150000,
|
||||
'maxNotional': 250000,
|
||||
'maintenanceMarginRate': 0.05,
|
||||
'maxLeverage': 10,
|
||||
'maintAmt': 4500.0
|
||||
"minNotional": 150000,
|
||||
"maxNotional": 250000,
|
||||
"maintenanceMarginRate": 0.05,
|
||||
"maxLeverage": 10,
|
||||
"maintAmt": 4500.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 250000,
|
||||
'maxNotional': 500000,
|
||||
'maintenanceMarginRate': 0.1,
|
||||
'maxLeverage': 5,
|
||||
'maintAmt': 17000.0
|
||||
"minNotional": 250000,
|
||||
"maxNotional": 500000,
|
||||
"maintenanceMarginRate": 0.1,
|
||||
"maxLeverage": 5,
|
||||
"maintAmt": 17000.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 500000,
|
||||
'maxNotional': 1000000,
|
||||
'maintenanceMarginRate': 0.125,
|
||||
'maxLeverage': 4,
|
||||
'maintAmt': 29500.0
|
||||
"minNotional": 500000,
|
||||
"maxNotional": 1000000,
|
||||
"maintenanceMarginRate": 0.125,
|
||||
"maxLeverage": 4,
|
||||
"maintAmt": 29500.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 1000000,
|
||||
'maxNotional': 2000000,
|
||||
'maintenanceMarginRate': 0.25,
|
||||
'maxLeverage': 2,
|
||||
'maintAmt': 154500.0
|
||||
"minNotional": 1000000,
|
||||
"maxNotional": 2000000,
|
||||
"maintenanceMarginRate": 0.25,
|
||||
"maxLeverage": 2,
|
||||
"maintAmt": 154500.0,
|
||||
},
|
||||
{
|
||||
'minNotional': 2000000,
|
||||
'maxNotional': 30000000,
|
||||
'maintenanceMarginRate': 0.5,
|
||||
'maxLeverage': 1,
|
||||
'maintAmt': 654500.0
|
||||
"minNotional": 2000000,
|
||||
"maxNotional": 30000000,
|
||||
"maintenanceMarginRate": 0.5,
|
||||
"maxLeverage": 1,
|
||||
"maintAmt": 654500.0,
|
||||
},
|
||||
]
|
||||
],
|
||||
}
|
||||
|
||||
api_mock = MagicMock()
|
||||
api_mock.load_leverage_tiers = MagicMock()
|
||||
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
|
||||
type(api_mock).has = PropertyMock(return_value={"fetchLeverageTiers": True})
|
||||
|
||||
ccxt_exceptionhandlers(
|
||||
mocker,
|
||||
@@ -500,8 +495,8 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
|
||||
|
||||
def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers):
|
||||
api_mock = MagicMock()
|
||||
default_conf['trading_mode'] = TradingMode.FUTURES
|
||||
default_conf['margin_mode'] = MarginMode.ISOLATED
|
||||
default_conf["trading_mode"] = TradingMode.FUTURES
|
||||
default_conf["margin_mode"] = MarginMode.ISOLATED
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
|
||||
exchange.fill_leverage_tiers()
|
||||
assert len(exchange._leverage_tiers.keys()) > 100
|
||||
@@ -516,35 +511,42 @@ def test_additional_exchange_init_binance(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": True})
|
||||
api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": True})
|
||||
default_conf['dry_run'] = False
|
||||
default_conf['trading_mode'] = TradingMode.FUTURES
|
||||
default_conf['margin_mode'] = MarginMode.ISOLATED
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*"):
|
||||
default_conf["dry_run"] = False
|
||||
default_conf["trading_mode"] = TradingMode.FUTURES
|
||||
default_conf["margin_mode"] = MarginMode.ISOLATED
|
||||
with pytest.raises(
|
||||
OperationalException,
|
||||
match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*",
|
||||
):
|
||||
get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
|
||||
api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": False})
|
||||
api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": False})
|
||||
exchange = get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
|
||||
assert exchange
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'binance',
|
||||
"additional_exchange_init", "fapiPrivateGetPositionSideDual")
|
||||
ccxt_exceptionhandlers(
|
||||
mocker,
|
||||
default_conf,
|
||||
api_mock,
|
||||
"binance",
|
||||
"additional_exchange_init",
|
||||
"fapiPrivateGetPositionSideDual",
|
||||
)
|
||||
|
||||
|
||||
def test__set_leverage_binance(mocker, default_conf):
|
||||
|
||||
api_mock = MagicMock()
|
||||
api_mock.set_leverage = MagicMock()
|
||||
type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
|
||||
default_conf['dry_run'] = False
|
||||
default_conf['trading_mode'] = TradingMode.FUTURES
|
||||
default_conf['margin_mode'] = MarginMode.ISOLATED
|
||||
type(api_mock).has = PropertyMock(return_value={"setLeverage": True})
|
||||
default_conf["dry_run"] = False
|
||||
default_conf["trading_mode"] = TradingMode.FUTURES
|
||||
default_conf["margin_mode"] = MarginMode.ISOLATED
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
|
||||
exchange._set_leverage(3.2, 'BTC/USDT:USDT')
|
||||
exchange._set_leverage(3.2, "BTC/USDT:USDT")
|
||||
assert api_mock.set_leverage.call_count == 1
|
||||
# Leverage is rounded to 3.
|
||||
assert api_mock.set_leverage.call_args_list[0][1]['leverage'] == 3
|
||||
assert api_mock.set_leverage.call_args_list[0][1]['symbol'] == 'BTC/USDT:USDT'
|
||||
assert api_mock.set_leverage.call_args_list[0][1]["leverage"] == 3
|
||||
assert api_mock.set_leverage.call_args_list[0][1]["symbol"] == "BTC/USDT:USDT"
|
||||
|
||||
ccxt_exceptionhandlers(
|
||||
mocker,
|
||||
@@ -559,7 +561,7 @@ def test__set_leverage_binance(mocker, default_conf):
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@pytest.mark.parametrize('candle_type', [CandleType.MARK, ''])
|
||||
@pytest.mark.parametrize("candle_type", [CandleType.MARK, ""])
|
||||
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
|
||||
ohlcv = [
|
||||
[
|
||||
@@ -572,22 +574,24 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
|
||||
]
|
||||
]
|
||||
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='binance')
|
||||
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
||||
# Monkey-patch async function
|
||||
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
|
||||
|
||||
pair = 'ETH/BTC'
|
||||
pair = "ETH/BTC"
|
||||
respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv(
|
||||
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
|
||||
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type
|
||||
)
|
||||
assert respair == pair
|
||||
assert restf == '5m'
|
||||
assert restf == "5m"
|
||||
assert restype == candle_type
|
||||
# Call with very old timestamp - causes tons of requests
|
||||
assert exchange._api_async.fetch_ohlcv.call_count > 400
|
||||
# assert res == ohlcv
|
||||
exchange._api_async.fetch_ohlcv.reset_mock()
|
||||
_, _, _, res, _ = await exchange._async_get_historic_ohlcv(
|
||||
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
|
||||
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type
|
||||
)
|
||||
|
||||
# Called twice - one "init" call - and one to get the actual data.
|
||||
assert exchange._api_async.fetch_ohlcv.call_count == 2
|
||||
@@ -595,14 +599,17 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
|
||||
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
|
||||
|
||||
|
||||
@pytest.mark.parametrize('pair,nominal_value,mm_ratio,amt', [
|
||||
("XRP/USDT:USDT", 0.0, 0.025, 0),
|
||||
("BNB/USDT:USDT", 100.0, 0.0065, 0),
|
||||
("BTC/USDT:USDT", 170.30, 0.004, 0),
|
||||
("XRP/USDT:USDT", 999999.9, 0.1, 27500.0),
|
||||
("BNB/USDT:USDT", 5000000.0, 0.15, 233035.0),
|
||||
("BTC/USDT:USDT", 600000000, 0.5, 1.997038E8),
|
||||
])
|
||||
@pytest.mark.parametrize(
|
||||
"pair,nominal_value,mm_ratio,amt",
|
||||
[
|
||||
("XRP/USDT:USDT", 0.0, 0.025, 0),
|
||||
("BNB/USDT:USDT", 100.0, 0.0065, 0),
|
||||
("BTC/USDT:USDT", 170.30, 0.004, 0),
|
||||
("XRP/USDT:USDT", 999999.9, 0.1, 27500.0),
|
||||
("BNB/USDT:USDT", 5000000.0, 0.15, 233035.0),
|
||||
("BTC/USDT:USDT", 600000000, 0.5, 1.997038e8),
|
||||
],
|
||||
)
|
||||
def test_get_maintenance_ratio_and_amt_binance(
|
||||
default_conf,
|
||||
mocker,
|
||||
@@ -612,7 +619,7 @@ def test_get_maintenance_ratio_and_amt_binance(
|
||||
mm_ratio,
|
||||
amt,
|
||||
):
|
||||
mocker.patch(f'{EXMS}.exchange_has', return_value=True)
|
||||
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
||||
exchange = get_patched_exchange(mocker, default_conf, id="binance")
|
||||
exchange._leverage_tiers = leverage_tiers
|
||||
(result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, nominal_value)
|
||||
|
||||
Reference in New Issue
Block a user