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exchange: adjust tests for order fee-amount protection

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This commit is contained in:
Raphanus Lo 2022-08-02 15:12:14 +08:00
parent 76489873ee
commit d76245cb43
2 changed files with 25 additions and 8 deletions
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25
pkg/bbgo/config_test.go
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@ -82,16 +82,25 @@ func TestLoadConfig(t *testing.T) {
assert.Equal(t, map[string]interface{}{ assert.Equal(t, map[string]interface{}{
"sessions": map[string]interface{}{ "sessions": map[string]interface{}{
"max": map[string]interface{}{ "max": map[string]interface{}{
"exchange": "max", "exchange": "max",
"envVarPrefix": "MAX", "envVarPrefix": "MAX",
"takerFeeRate": 0., "takerFeeRate": 0.,
"makerFeeRate": 0., "makerFeeRate": 0.,
"modifyOrderAmountForFee": false,
}, },
"binance": map[string]interface{}{ "binance": map[string]interface{}{
"exchange": "binance", "exchange": "binance",
"envVarPrefix": "BINANCE", "envVarPrefix": "BINANCE",
"takerFeeRate": 0., "takerFeeRate": 0.,
"makerFeeRate": 0., "makerFeeRate": 0.,
"modifyOrderAmountForFee": false,
},
"ftx": map[string]interface{}{
"exchange": "ftx",
"envVarPrefix": "FTX",
"takerFeeRate": 0.,
"makerFeeRate": 0.,
"modifyOrderAmountForFee": true,
}, },
}, },
"build": map[string]interface{}{ "build": map[string]interface{}{

8
pkg/bbgo/testdata/strategy.yaml vendored
View File

@ -5,11 +5,19 @@ sessions:
envVarPrefix: MAX envVarPrefix: MAX
takerFeeRate: 0 takerFeeRate: 0
makerFeeRate: 0 makerFeeRate: 0
modifyOrderAmountForFee: false
binance: binance:
exchange: binance exchange: binance
envVarPrefix: BINANCE envVarPrefix: BINANCE
takerFeeRate: 0 takerFeeRate: 0
makerFeeRate: 0 makerFeeRate: 0
modifyOrderAmountForFee: false
ftx:
exchange: ftx
envVarPrefix: FTX
takerFeeRate: 0
makerFeeRate: 0
modifyOrderAmountForFee: true
exchangeStrategies: exchangeStrategies:
- on: ["binance"] - on: ["binance"]