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freqtrade_origin/tests/exchange/test_binance.py

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Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
from datetime import datetime, timezone
redid get_max_leverage
2022-02-06 04:36:28 +00:00
from math import isclose
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
from random import randint
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-06 04:27:14 +00:00
from unittest.mock import MagicMock, PropertyMock
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
import ccxt
import pytest
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
from freqtrade.enums import MarginMode, TradingMode
Apply isort to tests
2020-09-28 17:43:15 +00:00
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
Add retrier to stoploss calls (but without retrying)
2020-06-28 09:56:29 +00:00
from tests.exchange.test_exchange import ccxt_exceptionhandlers
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
Added minor changes from lev-exchange review
2021-09-10 19:39:42 +00:00
@pytest.mark.parametrize('limitratio,expected,side', [
(None, 220 * 0.99, "sell"),
(0.99, 220 * 0.99, "sell"),
(0.98, 220 * 0.98, "sell"),
(None, 220 * 1.01, "buy"),
(0.99, 220 * 1.01, "buy"),
(0.98, 220 * 1.02, "buy"),
Add test verifying correct price reduction on limit stoploss orders
2020-05-15 06:09:53 +00:00
])
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
def test_stoploss_order_binance(
default_conf,
mocker,
limitratio,
expected,
side
):
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
Align method names to internal ccxt names These methods are reimplemented from ccxt so we can test their behaviour.
2020-01-12 13:55:05 +00:00
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=190,
side=side,
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
order_types={'stoploss_on_exchange_limit_ratio': 1.05},
leverage=1.0
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
api_mock.create_order.reset_mock()
Add test verifying correct price reduction on limit stoploss orders
2020-05-15 06:09:53 +00:00
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types=order_types,
side=side,
leverage=1.0
)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
Use named arguments for stoploss create_order call
2020-01-19 13:07:59 +00:00
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
assert api_mock.create_order.call_args_list[0][1]['side'] == side
Use named arguments for stoploss create_order call
2020-01-19 13:07:59 +00:00
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
Adjust test to reflect correct behaviour
2020-05-15 06:04:14 +00:00
# Price should be 1% below stopprice
Add test verifying correct price reduction on limit stoploss orders
2020-05-15 06:09:53 +00:00
assert api_mock.create_order.call_args_list[0][1]['price'] == expected
Use named arguments for stoploss create_order call
2020-01-19 13:07:59 +00:00
assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
Raise InvalidOrder error when stoploss-creation fails
2019-09-01 07:08:35 +00:00
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side=side,
leverage=1.0
)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
Add retrier to stoploss calls (but without retrying)
2020-06-28 09:56:29 +00:00
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
"stoploss", "create_order", retries=1,
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
pair='ETH/BTC', amount=1, stop_price=220, order_types={},
side=side, leverage=1.0)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
Use named arguments for stoploss create_order call
2020-01-19 13:07:59 +00:00
def test_stoploss_order_dry_run_binance(default_conf, mocker):
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
api_mock = MagicMock()
order_type = 'stop_loss_limit'
default_conf['dry_run'] = True
Align method names to internal ccxt names These methods are reimplemented from ccxt so we can test their behaviour.
2020-01-12 13:55:05 +00:00
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=190,
side="sell",
order_types={'stoploss_on_exchange_limit_ratio': 1.05},
leverage=1.0
)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
api_mock.create_order.reset_mock()
leverage updates on exchange classes
2021-09-17 05:05:13 +00:00
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=220,
order_types={},
side="sell",
leverage=1.0
)
Move binance-specific test to test_binance.py
2019-08-25 08:08:06 +00:00
assert 'id' in order
assert 'info' in order
assert 'type' in order
assert order['type'] == order_type
assert order['price'] == 220
assert order['amount'] == 1
move exchange-specific order-parsing to exchange class Related to stoploss_on_exchange in combination with trailing stoploss. Binance contains stopPrice in the info, while kraken returns the same value as "price".
2020-01-19 18:54:30 +00:00
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
@pytest.mark.parametrize('sl1,sl2,sl3,side', [
(1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy")
])
def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
move exchange-specific order-parsing to exchange class Related to stoploss_on_exchange in combination with trailing stoploss. Binance contains stopPrice in the info, while kraken returns the same value as "price".
2020-01-19 18:54:30 +00:00
exchange = get_patched_exchange(mocker, default_conf, id='binance')
order = {
'type': 'stop_loss_limit',
'price': 1500,
'info': {'stopPrice': 1500},
}
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
assert exchange.stoploss_adjust(sl1, order, side=side)
assert not exchange.stoploss_adjust(sl2, order, side=side)
move exchange-specific order-parsing to exchange class Related to stoploss_on_exchange in combination with trailing stoploss. Binance contains stopPrice in the info, while kraken returns the same value as "price".
2020-01-19 18:54:30 +00:00
# Test with invalid order case
order['type'] = 'stop_loss'
Test for short exchange.stoploss exchange.stoploss_adjust
2021-09-09 20:24:07 +00:00
assert not exchange.stoploss_adjust(sl3, order, side=side)
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-08-20 08:40:22 +00:00
redid get_max_leverage
2022-02-06 04:36:28 +00:00
def test_get_max_leverage_binance(default_conf, mocker):
# Test Spot
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-08-20 08:40:22 +00:00
exchange = get_patched_exchange(mocker, default_conf, id="binance")
redid get_max_leverage
2022-02-06 04:36:28 +00:00
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 1.0
# Test Futures
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-08-20 08:40:22 +00:00
exchange._leverage_brackets = {
binance.get_max_leverage_fix
2022-01-29 09:45:01 +00:00
'BNB/BUSD': [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"min": 0, # stake(before leverage) = 0
"max": 100000, # max stake(before leverage) = 5000
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000, # stake = 10000.0
"max": 500000, # max_stake = 50000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000, # stake = 100000.0
"max": 1000000, # max_stake = 200000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000, # stake = 333333.3333333333
"max": 2000000, # max_stake = 666666.6666666666
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000, # stake = 1000000.0
"max": 5000000, # max_stake = 2500000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000, # stake = 5000000.0
"max": 30000000, # max_stake = 30000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
}
binance.get_max_leverage_fix
2022-01-29 09:45:01 +00:00
],
'BNB/USDT': [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"min": 0, # stake = 0.0
"max": 10000, # max_stake = 133.33333333333334
"mmr": 0.0065,
"lev": 75,
"maintAmt": 0.0
},
{
"min": 10000, # stake = 200.0
"max": 50000, # max_stake = 1000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 35.0
},
{
"min": 50000, # stake = 2000.0
"max": 250000, # max_stake = 10000.0
"mmr": 0.02,
"lev": 25,
"maintAmt": 535.0
},
{
"min": 250000, # stake = 25000.0
"max": 1000000, # max_stake = 100000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 8035.0
},
{
"min": 1000000, # stake = 200000.0
"max": 2000000, # max_stake = 400000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 58035.0
},
{
"min": 2000000, # stake = 500000.0
"max": 5000000, # max_stake = 1250000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 108035.0
},
{
"min": 5000000, # stake = 1666666.6666666667
"max": 10000000, # max_stake = 3333333.3333333335
"mmr": 0.15,
"lev": 3,
"maintAmt": 233035.0
},
{
"min": 10000000, # stake = 5000000.0
"max": 20000000, # max_stake = 10000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 1233035.0
},
{
"min": 20000000, # stake = 20000000.0
"max": 50000000, # max_stake = 50000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 6233035.0
},
binance.get_max_leverage_fix
2022-01-29 09:45:01 +00:00
],
'BTC/USDT': [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"min": 0, # stake = 0.0
"max": 50000, # max_stake = 400.0
"mmr": 0.004,
"lev": 125,
"maintAmt": 0.0
},
{
"min": 50000, # stake = 500.0
"max": 250000, # max_stake = 2500.0
"mmr": 0.005,
"lev": 100,
"maintAmt": 50.0
},
{
"min": 250000, # stake = 5000.0
"max": 1000000, # max_stake = 20000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 1300.0
},
{
"min": 1000000, # stake = 50000.0
"max": 7500000, # max_stake = 375000.0
"mmr": 0.025,
"lev": 20,
"maintAmt": 16300.0
},
{
"min": 7500000, # stake = 750000.0
"max": 40000000, # max_stake = 4000000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 203800.0
},
{
"min": 40000000, # stake = 8000000.0
"max": 100000000, # max_stake = 20000000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 2203800.0
},
{
"min": 100000000, # stake = 25000000.0
"max": 200000000, # max_stake = 50000000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 4703800.0
},
{
"min": 200000000, # stake = 66666666.666666664
"max": 400000000, # max_stake = 133333333.33333333
"mmr": 0.15,
"lev": 3,
"maintAmt": 9703800.0
},
{
"min": 400000000, # stake = 200000000.0
"max": 600000000, # max_stake = 300000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 4.97038E7
},
{
"min": 600000000, # stake = 600000000.0
"max": 1000000000, # max_stake = 1000000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1.997038E8
},
Merge branch 'feat/short' into isolated-liq
2022-01-31 20:15:34 +00:00
]
Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage
2021-08-20 08:40:22 +00:00
}
redid get_max_leverage
2022-02-06 04:36:28 +00:00
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
assert isclose(exchange.get_max_leverage("BNB/BUSD", 99999.9), 5.000005)
assert isclose(exchange.get_max_leverage("BNB/USDT", 1500), 33.333333333333333)
assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last bracket
assert exchange.get_max_leverage("ETC/USDT", 200) == 1.0 # Pair not in leverage_brackets
assert exchange.get_max_leverage("BTC/USDT", 0.0) == 125.0 # No stake amount
with pytest.raises(
InvalidOrderException,
match=r'Amount 1000000000.01 too high for BTC/USDT'
):
exchange.get_max_leverage("BTC/USDT", 1000000000.01)
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
def test_fill_leverage_brackets_binance(default_conf, mocker):
api_mock = MagicMock()
redid get_max_leverage
2022-02-06 04:36:28 +00:00
api_mock.fetch_leverage_tiers = MagicMock(return_value={
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
'ADA/BUSD': [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"tier": 1,
"notionalFloor": 0,
"notionalCap": 100000,
"maintenanceMarginRatio": 0.025,
"maxLeverage": 20,
"info": {
"bracket": "1",
"initialLeverage": "20",
"notionalCap": "100000",
"notionalFloor": "0",
"maintMarginRatio": "0.025",
"cum": "0.0"
}
},
{
"tier": 2,
"notionalFloor": 100000,
"notionalCap": 500000,
"maintenanceMarginRatio": 0.05,
"maxLeverage": 10,
"info": {
"bracket": "2",
"initialLeverage": "10",
"notionalCap": "500000",
"notionalFloor": "100000",
"maintMarginRatio": "0.05",
"cum": "2500.0"
}
},
{
"tier": 3,
"notionalFloor": 500000,
"notionalCap": 1000000,
"maintenanceMarginRatio": 0.1,
"maxLeverage": 5,
"info": {
"bracket": "3",
"initialLeverage": "5",
"notionalCap": "1000000",
"notionalFloor": "500000",
"maintMarginRatio": "0.1",
"cum": "27500.0"
}
},
{
"tier": 4,
"notionalFloor": 1000000,
"notionalCap": 2000000,
"maintenanceMarginRatio": 0.15,
"maxLeverage": 3,
"info": {
"bracket": "4",
"initialLeverage": "3",
"notionalCap": "2000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.15",
"cum": "77500.0"
}
},
{
"tier": 5,
"notionalFloor": 2000000,
"notionalCap": 5000000,
"maintenanceMarginRatio": 0.25,
"maxLeverage": 2,
"info": {
"bracket": "5",
"initialLeverage": "2",
"notionalCap": "5000000",
"notionalFloor": "2000000",
"maintMarginRatio": "0.25",
"cum": "277500.0"
}
},
{
"tier": 6,
"notionalFloor": 5000000,
"notionalCap": 30000000,
"maintenanceMarginRatio": 0.5,
"maxLeverage": 1,
"info": {
"bracket": "6",
"initialLeverage": "1",
"notionalCap": "30000000",
"notionalFloor": "5000000",
"maintMarginRatio": "0.5",
"cum": "1527500.0"
}
}
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
],
"ZEC/USDT": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"tier": 1,
"notionalFloor": 0,
"notionalCap": 50000,
"maintenanceMarginRatio": 0.01,
"maxLeverage": 50,
"info": {
"bracket": "1",
"initialLeverage": "50",
"notionalCap": "50000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
"cum": "0.0"
}
},
{
"tier": 2,
"notionalFloor": 50000,
"notionalCap": 150000,
"maintenanceMarginRatio": 0.025,
"maxLeverage": 20,
"info": {
"bracket": "2",
"initialLeverage": "20",
"notionalCap": "150000",
"notionalFloor": "50000",
"maintMarginRatio": "0.025",
"cum": "750.0"
}
},
{
"tier": 3,
"notionalFloor": 150000,
"notionalCap": 250000,
"maintenanceMarginRatio": 0.05,
"maxLeverage": 10,
"info": {
"bracket": "3",
"initialLeverage": "10",
"notionalCap": "250000",
"notionalFloor": "150000",
"maintMarginRatio": "0.05",
"cum": "4500.0"
}
},
{
"tier": 4,
"notionalFloor": 250000,
"notionalCap": 500000,
"maintenanceMarginRatio": 0.1,
"maxLeverage": 5,
"info": {
"bracket": "4",
"initialLeverage": "5",
"notionalCap": "500000",
"notionalFloor": "250000",
"maintMarginRatio": "0.1",
"cum": "17000.0"
}
},
{
"tier": 5,
"notionalFloor": 500000,
"notionalCap": 1000000,
"maintenanceMarginRatio": 0.125,
"maxLeverage": 4,
"info": {
"bracket": "5",
"initialLeverage": "4",
"notionalCap": "1000000",
"notionalFloor": "500000",
"maintMarginRatio": "0.125",
"cum": "29500.0"
}
},
{
"tier": 6,
"notionalFloor": 1000000,
"notionalCap": 2000000,
"maintenanceMarginRatio": 0.25,
"maxLeverage": 2,
"info": {
"bracket": "6",
"initialLeverage": "2",
"notionalCap": "2000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.25",
"cum": "154500.0"
}
},
{
"tier": 7,
"notionalFloor": 2000000,
"notionalCap": 30000000,
"maintenanceMarginRatio": 0.5,
"maxLeverage": 1,
"info": {
"bracket": "7",
"initialLeverage": "1",
"notionalCap": "30000000",
"notionalFloor": "2000000",
"maintMarginRatio": "0.5",
"cum": "654500.0"
}
}
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
],
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
})
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
default_conf['margin_mode'] = MarginMode.ISOLATED
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-06 04:27:14 +00:00
exchange.fill_leverage_brackets()
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
assert exchange._leverage_brackets == {
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
'ADA/BUSD': [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000,
"max": 500000,
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000,
"max": 1000000,
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000,
"max": 2000000,
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000,
"max": 5000000,
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000,
"max": 30000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
}
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
],
"ZEC/USDT": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 654500.0
},
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-06 01:32:46 +00:00
]
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
}
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-06 04:27:14 +00:00
api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock()
redid get_max_leverage
2022-02-06 04:36:28 +00:00
type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True})
test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance
2021-09-06 04:27:14 +00:00
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"fill_leverage_brackets",
redid get_max_leverage
2022-02-06 04:36:28 +00:00
"fetch_leverage_tiers"
Wrote failing test_fill_leverage_brackets_binance
2021-09-04 02:30:52 +00:00
)
set leverage more thorough tests
2021-09-12 09:09:51 +00:00
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
api_mock = MagicMock()
default_conf['trading_mode'] = TradingMode.FUTURES
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
default_conf['margin_mode'] = MarginMode.ISOLATED
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
reduced amount of code for leverage_brackets test
2021-09-19 08:33:28 +00:00
leverage_brackets = {
"1000SHIB/USDT": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 654500.0
},
reduced amount of code for leverage_brackets test
2021-09-19 08:33:28 +00:00
],
"1INCH/USDT": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
'min': 0,
'max': 5000,
'mmr': 0.012,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 5000,
'max': 25000,
'mmr': 0.025,
'lev': 20,
'maintAmt': 65.0
},
{
'min': 25000,
'max': 100000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 690.0
},
{
'min': 100000,
'max': 250000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 5690.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.125,
'lev': 2,
'maintAmt': 11940.0
},
{
'min': 1000000,
'max': 100000000,
'mmr': 0.5,
'lev': 1,
'maintAmt': 386940.0
},
reduced amount of code for leverage_brackets test
2021-09-19 08:33:28 +00:00
],
"AAVE/USDT": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 250000,
'mmr': 0.02,
'lev': 25,
'maintAmt': 500.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.05,
'lev': 10,
'maintAmt': 8000.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.1,
'lev': 5,
'maintAmt': 58000.0
},
{
'min': 2000000,
'max': 5000000,
'mmr': 0.125,
'lev': 4,
'maintAmt': 108000.0
},
{
'min': 5000000,
'max': 10000000,
'mmr': 0.1665,
'lev': 3,
'maintAmt': 315500.0
},
{
'min': 10000000,
'max': 20000000,
'mmr': 0.25,
'lev': 2,
'maintAmt': 1150500.0
},
{
"min": 20000000,
"max": 50000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 6150500.0
}
reduced amount of code for leverage_brackets test
2021-09-19 08:33:28 +00:00
],
"ADA/BUSD": [
redid get_max_leverage
2022-02-06 04:36:28 +00:00
{
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000,
"max": 500000,
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000,
"max": 1000000,
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000,
"max": 2000000,
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000,
"max": 5000000,
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000,
"max": 30000000,
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
},
reduced amount of code for leverage_brackets test
2021-09-19 08:33:28 +00:00
]
}
for key, value in leverage_brackets.items():
assert exchange._leverage_brackets[key] == value
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
set leverage more thorough tests
2021-09-12 09:09:51 +00:00
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})
Added leverage brackets dry run test
2021-09-17 06:41:00 +00:00
default_conf['dry_run'] = False
set leverage more thorough tests
2021-09-12 09:09:51 +00:00
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
"binance",
"_set_leverage",
"set_leverage",
pair="XRP/USDT",
leverage=5.0,
trading_mode=TradingMode.FUTURES
)
Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
@pytest.mark.asyncio
Added candle_type to a lot of methods, wrote some tests
2021-11-21 07:43:05 +00:00
@pytest.mark.parametrize('candle_type', ['mark', ''])
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
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'
Added candle_type to a lot of methods, wrote some tests
2021-11-21 07:43:05 +00:00
respair, restf, restype, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type)
Allow multiple calls to get more candles in live-run
2021-11-04 19:00:02 +00:00
assert respair == pair
assert restf == '5m'
Added candle_type to a lot of methods, wrote some tests
2021-11-21 07:43:05 +00:00
assert restype == candle_type
Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
# 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()
Added candle_type to a lot of methods, wrote some tests
2021-11-21 07:43:05 +00:00
_, _, _, res = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type)
Add test for "pair-startdate" detection
2021-09-07 17:51:07 +00:00
# Called twice - one "init" call - and one to get the actual data.
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert res == ohlcv
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
Fixed create order margin call count tests and made _ccxt_config a computed property
2021-09-17 20:16:52 +00:00
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
@pytest.mark.parametrize("trading_mode,margin_mode,config", [
Merge branch 'develop' into feat/short
2021-11-18 19:20:01 +00:00
("spot", "", {}),
Fixed create order margin call count tests and made _ccxt_config a computed property
2021-09-17 20:16:52 +00:00
("margin", "cross", {"options": {"defaultType": "margin"}}),
("futures", "isolated", {"options": {"defaultType": "future"}}),
])
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
def test__ccxt_config(default_conf, mocker, trading_mode, margin_mode, config):
Fixed create order margin call count tests and made _ccxt_config a computed property
2021-09-17 20:16:52 +00:00
default_conf['trading_mode'] = trading_mode
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 18:53:38 +00:00
default_conf['margin_mode'] = margin_mode
Fixed create order margin call count tests and made _ccxt_config a computed property
2021-09-17 20:16:52 +00:00
exchange = get_patched_exchange(mocker, default_conf, id="binance")
assert exchange._ccxt_config == config
implemented binance.get_maintenance_ratio_and_amt
2022-01-10 13:17:17 +00:00
@pytest.mark.parametrize('pair,nominal_value,mm_ratio,amt', [
("BNB/BUSD", 0.0, 0.025, 0),
("BNB/USDT", 100.0, 0.0065, 0),
("BTC/USDT", 170.30, 0.004, 0),
test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments
2022-01-14 12:58:32 +00:00
("BNB/BUSD", 999999.9, 0.1, 27500.0),
removed excess decimals in test_binance
2022-01-23 02:24:41 +00:00
("BNB/USDT", 5000000.0, 0.15, 233035.0),
redid get_max_leverage
2022-02-06 04:36:28 +00:00
("BTC/USDT", 600000000, 0.5, 1.997038E8),
implemented binance.get_maintenance_ratio_and_amt
2022-01-10 13:17:17 +00:00
])
def test_get_maintenance_ratio_and_amt_binance(
default_conf,
mocker,
pair,
nominal_value,
mm_ratio,
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
2022-01-14 12:11:17 +00:00
amt,
implemented binance.get_maintenance_ratio_and_amt
2022-01-10 13:17:17 +00:00
):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_brackets = {
redid get_max_leverage
2022-02-06 04:36:28 +00:00
'BNB/BUSD': [
{
"min": 0, # stake(before leverage) = 0
"max": 100000, # max stake(before leverage) = 5000
"mmr": 0.025,
"lev": 20,
"maintAmt": 0.0
},
{
"min": 100000, # stake = 10000.0
"max": 500000, # max_stake = 50000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 2500.0
},
{
"min": 500000, # stake = 100000.0
"max": 1000000, # max_stake = 200000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 27500.0
},
{
"min": 1000000, # stake = 333333.3333333333
"max": 2000000, # max_stake = 666666.6666666666
"mmr": 0.15,
"lev": 3,
"maintAmt": 77500.0
},
{
"min": 2000000, # stake = 1000000.0
"max": 5000000, # max_stake = 2500000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 277500.0
},
{
"min": 5000000, # stake = 5000000.0
"max": 30000000, # max_stake = 30000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1527500.0
}
],
'BNB/USDT': [
{
"min": 0, # stake = 0.0
"max": 10000, # max_stake = 133.33333333333334
"mmr": 0.0065,
"lev": 75,
"maintAmt": 0.0
},
{
"min": 10000, # stake = 200.0
"max": 50000, # max_stake = 1000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 35.0
},
{
"min": 50000, # stake = 2000.0
"max": 250000, # max_stake = 10000.0
"mmr": 0.02,
"lev": 25,
"maintAmt": 535.0
},
{
"min": 250000, # stake = 25000.0
"max": 1000000, # max_stake = 100000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 8035.0
},
{
"min": 1000000, # stake = 200000.0
"max": 2000000, # max_stake = 400000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 58035.0
},
{
"min": 2000000, # stake = 500000.0
"max": 5000000, # max_stake = 1250000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 108035.0
},
{
"min": 5000000, # stake = 1666666.6666666667
"max": 10000000, # max_stake = 3333333.3333333335
"mmr": 0.15,
"lev": 3,
"maintAmt": 233035.0
},
{
"min": 10000000, # stake = 5000000.0
"max": 20000000, # max_stake = 10000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 1233035.0
},
{
"min": 20000000, # stake = 20000000.0
"max": 50000000, # max_stake = 50000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 6233035.0
},
],
'BTC/USDT': [
{
"min": 0, # stake = 0.0
"max": 50000, # max_stake = 400.0
"mmr": 0.004,
"lev": 125,
"maintAmt": 0.0
},
{
"min": 50000, # stake = 500.0
"max": 250000, # max_stake = 2500.0
"mmr": 0.005,
"lev": 100,
"maintAmt": 50.0
},
{
"min": 250000, # stake = 5000.0
"max": 1000000, # max_stake = 20000.0
"mmr": 0.01,
"lev": 50,
"maintAmt": 1300.0
},
{
"min": 1000000, # stake = 50000.0
"max": 7500000, # max_stake = 375000.0
"mmr": 0.025,
"lev": 20,
"maintAmt": 16300.0
},
{
"min": 7500000, # stake = 750000.0
"max": 40000000, # max_stake = 4000000.0
"mmr": 0.05,
"lev": 10,
"maintAmt": 203800.0
},
{
"min": 40000000, # stake = 8000000.0
"max": 100000000, # max_stake = 20000000.0
"mmr": 0.1,
"lev": 5,
"maintAmt": 2203800.0
},
{
"min": 100000000, # stake = 25000000.0
"max": 200000000, # max_stake = 50000000.0
"mmr": 0.125,
"lev": 4,
"maintAmt": 4703800.0
},
{
"min": 200000000, # stake = 66666666.666666664
"max": 400000000, # max_stake = 133333333.33333333
"mmr": 0.15,
"lev": 3,
"maintAmt": 9703800.0
},
{
"min": 400000000, # stake = 200000000.0
"max": 600000000, # max_stake = 300000000.0
"mmr": 0.25,
"lev": 2,
"maintAmt": 4.97038E7
},
{
"min": 600000000, # stake = 600000000.0
"max": 1000000000, # max_stake = 1000000000.0
"mmr": 0.5,
"lev": 1,
"maintAmt": 1.997038E8
},
]
implemented binance.get_maintenance_ratio_and_amt
2022-01-10 13:17:17 +00:00
}
removed excess decimals in test_binance
2022-01-23 02:24:41 +00:00
(result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, nominal_value)
assert (round(result_ratio, 8), round(result_amt, 8)) == (mm_ratio, amt)
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