Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs

This commit is contained in:
Sam Germain 2022-02-01 12:53:38 -06:00
parent 45e533fc3e
commit 30519aa3be
17 changed files with 147 additions and 147 deletions

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@ -155,7 +155,7 @@ CONF_SCHEMA = {
'ignore_roi_if_buy_signal': {'type': 'boolean'},
'ignore_buying_expired_candle_after': {'type': 'number'},
'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
'collateral': {'type': 'string', 'enum': COLLATERAL_TYPES},
'margin_mode': {'type': 'string', 'enum': COLLATERAL_TYPES},
'backtest_breakdown': {
'type': 'array',
'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS}

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@ -1,7 +1,7 @@
# flake8: noqa: F401
from freqtrade.enums.backteststate import BacktestState
from freqtrade.enums.candletype import CandleType
from freqtrade.enums.collateral import Collateral
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.ordertypevalue import OrderTypeValues
from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode

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@ -1,11 +1,11 @@
from enum import Enum
class Collateral(Enum):
class MarginMode(Enum):
"""
Enum to distinguish between
cross margin/futures collateral and
isolated margin/futures collateral
cross margin/futures margin_mode and
isolated margin/futures margin_mode
"""
CROSS = "cross"
ISOLATED = "isolated"

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@ -8,7 +8,7 @@ from typing import Dict, List, Optional, Tuple
import arrow
import ccxt
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
@ -31,11 +31,11 @@ class Binance(Exchange):
"ccxt_futures_name": "future"
}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS),
(TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS),
(TradingMode.FUTURES, MarginMode.ISOLATED)
]
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
@ -177,7 +177,7 @@ class Binance(Exchange):
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:stake_amount: The total value of the traders collateral in quote currency
:stake_amount: The total value of the traders margin_mode in quote currency
"""
if stake_amount is None:
raise OperationalException('binance.get_max_leverage requires argument stake_amount')
@ -324,7 +324,7 @@ class Binance(Exchange):
side_1 = -1 if is_short else 1
position = abs(position)
cross_vars = upnl_ex_1 - mm_ex_1 if self.collateral == Collateral.CROSS else 0.0
cross_vars = upnl_ex_1 - mm_ex_1 if self.margin_mode == MarginMode.CROSS else 0.0
# mm_ratio: Binance's formula specifies maintenance margin rate which is mm_ratio * 100%
# maintenance_amt: (CUM) Maintenance Amount of position

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@ -2,7 +2,7 @@
import logging
from typing import Dict, List, Tuple
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exchange import Exchange
@ -24,8 +24,8 @@ class Bybit(Exchange):
"ccxt_futures_name": "linear"
}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.FUTURES, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.FUTURES, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.ISOLATED)
]

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@ -22,7 +22,7 @@ from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
ListPairsWithTimeframes, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
RetryableOrderError, TemporaryError)
@ -77,7 +77,7 @@ class Exchange:
}
_ft_has: Dict = {}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
]
@ -137,9 +137,9 @@ class Exchange:
self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
self.collateral: Optional[Collateral] = (
Collateral(config.get('collateral'))
if config.get('collateral')
self.margin_mode: Optional[MarginMode] = (
MarginMode(config.get('margin_mode'))
if config.get('margin_mode')
else None
)
@ -175,7 +175,7 @@ class Exchange:
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
self.validate_trading_mode_and_collateral(self.trading_mode, self.collateral)
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@ -599,23 +599,23 @@ class Exchange:
f"if you really need {startup_candles} candles for your strategy")
return required_candle_call_count
def validate_trading_mode_and_collateral(
def validate_trading_mode_and_margin_mode(
self,
trading_mode: TradingMode,
collateral: Optional[Collateral] # Only None when trading_mode = TradingMode.SPOT
margin_mode: Optional[MarginMode] # Only None when trading_mode = TradingMode.SPOT
):
"""
Checks if freqtrade can perform trades using the configured
trading mode(Margin, Futures) and Collateral(Cross, Isolated)
trading mode(Margin, Futures) and MarginMode(Cross, Isolated)
Throws OperationalException:
If the trading_mode/collateral type are not supported by freqtrade on this exchange
If the trading_mode/margin_mode type are not supported by freqtrade on this exchange
"""
if trading_mode != TradingMode.SPOT and (
(trading_mode, collateral) not in self._supported_trading_mode_collateral_pairs
(trading_mode, margin_mode) not in self._supported_trading_mode_margin_pairs
):
collateral_value = collateral and collateral.value
mm_value = margin_mode and margin_mode.value
raise OperationalException(
f"Freqtrade does not support {collateral_value} {trading_mode.value} on {self.name}"
f"Freqtrade does not support {mm_value} {trading_mode.value} on {self.name}"
)
def exchange_has(self, endpoint: str) -> bool:
@ -879,7 +879,7 @@ class Exchange:
def _lev_prep(self, pair: str, leverage: float):
if self.trading_mode != TradingMode.SPOT:
self.set_margin_mode(pair, self.collateral)
self.set_margin_mode(pair, self.margin_mode)
self._set_leverage(leverage, pair)
def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
@ -1810,7 +1810,7 @@ class Exchange:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:param nominal_value: The total value of the trade in quote currency (collateral + debt)
:param nominal_value: The total value of the trade in quote currency (margin_mode + debt)
"""
market = self.markets[pair]
if market['limits']['leverage']['max'] is not None:
@ -1830,7 +1830,7 @@ class Exchange:
have the same leverage on every trade
"""
if self._config['dry_run'] or not self.exchange_has("setLeverage"):
# Some exchanges only support one collateral type
# Some exchanges only support one margin_mode type
return
try:
@ -1851,17 +1851,17 @@ class Exchange:
return open_date.minute > 0 or open_date.second > 0
@retrier
def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}):
def set_margin_mode(self, pair: str, margin_mode: MarginMode, params: dict = {}):
"""
Set's the margin mode on the exchange to cross or isolated for a specific pair
:param pair: base/quote currency pair (e.g. "ADA/USDT")
"""
if self._config['dry_run'] or not self.exchange_has("setMarginMode"):
# Some exchanges only support one collateral type
# Some exchanges only support one margin_mode type
return
try:
self._api.set_margin_mode(pair, collateral.value, params)
self._api.set_margin_mode(pair, margin_mode.value, params)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@ -2000,11 +2000,11 @@ class Exchange:
"""
if self.trading_mode == TradingMode.SPOT:
return None
elif (self.collateral is None):
raise OperationalException(f'{self.name}.collateral must be set for liquidation_price')
elif (self.trading_mode != TradingMode.FUTURES and self.collateral != Collateral.ISOLATED):
elif (self.margin_mode is None):
raise OperationalException(f'{self.name}.margin_mode must be set for liquidation_price')
elif (self.trading_mode != TradingMode.FUTURES and self.margin_mode != MarginMode.ISOLATED):
raise OperationalException(
f"{self.name} does not support {self.collateral.value} {self.trading_mode.value}")
f"{self.name} does not support {self.margin_mode.value} {self.trading_mode.value}")
if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
@ -2064,8 +2064,8 @@ class Exchange:
:param is_short: True if the trade is a short, false otherwise
:param position: Absolute value of position size incl. leverage (in base currency)
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param collateral: Either ISOLATED or CROSS
:param wallet_balance: Amount of collateral in the wallet being used to trade
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
@ -2078,7 +2078,7 @@ class Exchange:
taker_fee_rate = market['taker']
mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, position)
if self.trading_mode == TradingMode.FUTURES and self.collateral == Collateral.ISOLATED:
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
if market['inverse']:
raise OperationalException(

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@ -4,7 +4,7 @@ from typing import Any, Dict, List, Tuple
import ccxt
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
@ -25,10 +25,10 @@ class Ftx(Exchange):
"mark_ohlcv_timeframe": "1h",
}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS)
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS)
]
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:

View File

@ -2,7 +2,7 @@
import logging
from typing import Dict, List, Optional, Tuple
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
@ -27,11 +27,11 @@ class Gateio(Exchange):
_headers = {'X-Gate-Channel-Id': 'freqtrade'}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS),
(TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS),
(TradingMode.FUTURES, MarginMode.ISOLATED)
]
def validate_ordertypes(self, order_types: Dict) -> None:

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@ -6,7 +6,7 @@ from typing import Any, Dict, List, Optional, Tuple
import ccxt
from pandas import DataFrame
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
@ -27,10 +27,10 @@ class Kraken(Exchange):
"mark_ohlcv_timeframe": "4h",
}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS)
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS)
]
def market_is_tradable(self, market: Dict[str, Any]) -> bool:

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@ -1,7 +1,7 @@
import logging
from typing import Dict, List, Tuple
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exchange import Exchange
@ -20,9 +20,9 @@ class Okex(Exchange):
"funding_fee_timeframe": "8h",
}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.ISOLATED)
]

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@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.enums import (Collateral, RPCMessageType, RunMode, SellType, SignalDirection, State,
from freqtrade.enums import (MarginMode, RPCMessageType, RunMode, SellType, SignalDirection, State,
TradingMode)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError)
@ -105,9 +105,9 @@ class FreqtradeBot(LoggingMixin):
self.trading_mode = TradingMode(self.config.get('trading_mode', 'spot'))
self.collateral_type: Optional[Collateral] = None
if 'collateral' in self.config:
self.collateral_type = Collateral(self.config['collateral'])
self.margin_mode_type: Optional[MarginMode] = None
if 'margin_mode' in self.config:
self.margin_mode = MarginMode(self.config['margin_mode'])
self._schedule = Scheduler()
@ -615,7 +615,7 @@ class FreqtradeBot(LoggingMixin):
if self.trading_mode == TradingMode.SPOT:
return (0.0, None)
elif (
self.collateral_type == Collateral.ISOLATED and
self.margin_mode == MarginMode.ISOLATED and
self.trading_mode == TradingMode.FUTURES
):
wallet_balance = (amount * open_rate)/leverage

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@ -17,7 +17,7 @@ from freqtrade import constants
from freqtrade.commands import Arguments
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import PairInfo
from freqtrade.enums import CandleType, Collateral, RunMode, SignalDirection, TradingMode
from freqtrade.enums import CandleType, MarginMode, RunMode, SignalDirection, TradingMode
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import LocalTrade, Trade, init_db
@ -115,12 +115,12 @@ def patch_exchange(
if mock_supported_modes:
mocker.patch(
f'freqtrade.exchange.{id.capitalize()}._supported_trading_mode_collateral_pairs',
f'freqtrade.exchange.{id.capitalize()}._supported_trading_mode_margin_pairs',
PropertyMock(return_value=[
(TradingMode.MARGIN, Collateral.CROSS),
(TradingMode.MARGIN, Collateral.ISOLATED),
(TradingMode.FUTURES, Collateral.CROSS),
(TradingMode.FUTURES, Collateral.ISOLATED)
(TradingMode.MARGIN, MarginMode.CROSS),
(TradingMode.MARGIN, MarginMode.ISOLATED),
(TradingMode.FUTURES, MarginMode.CROSS),
(TradingMode.FUTURES, MarginMode.ISOLATED)
])
)

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@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest
from freqtrade.enums import Collateral, TradingMode
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@ -236,7 +236,7 @@ def test_fill_leverage_brackets_binance(default_conf, mocker):
})
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['collateral'] = Collateral.ISOLATED
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
@ -282,7 +282,7 @@ def test_fill_leverage_brackets_binance(default_conf, mocker):
def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
api_mock = MagicMock()
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['collateral'] = Collateral.ISOLATED
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_brackets()
@ -385,14 +385,14 @@ 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("trading_mode,collateral,config", [
@pytest.mark.parametrize("trading_mode,margin_mode,config", [
("spot", "", {}),
("margin", "cross", {"options": {"defaultType": "margin"}}),
("futures", "isolated", {"options": {"defaultType": "future"}}),
])
def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
def test__ccxt_config(default_conf, mocker, trading_mode, margin_mode, config):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id="binance")
assert exchange._ccxt_config == config

View File

@ -104,12 +104,12 @@ def exchange_futures(request, exchange_conf, class_mocker):
exchange_conf = deepcopy(exchange_conf)
exchange_conf['exchange']['name'] = request.param
exchange_conf['trading_mode'] = 'futures'
exchange_conf['collateral'] = 'cross'
exchange_conf['margin_mode'] = 'cross'
exchange_conf['stake_currency'] = EXCHANGES[request.param]['stake_currency']
# TODO-lev: This mock should no longer be necessary once futures are enabled.
class_mocker.patch(
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode')
class_mocker.patch(
'freqtrade.exchange.binance.Binance.fill_leverage_brackets')

View File

@ -11,7 +11,7 @@ import ccxt
import pytest
from pandas import DataFrame
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
@ -263,7 +263,7 @@ def test_amount_to_precision(
})
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
# digits counting mode
@ -473,7 +473,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
markets["ETH/BTC"]["contractSize"] = '0.01'
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch(
'freqtrade.exchange.Exchange.markets',
@ -1165,7 +1165,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
'amount': 1
})
default_conf['dry_run'] = False
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
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)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@ -2334,7 +2334,7 @@ async def test__async_fetch_trades(default_conf, mocker, caplog, exchange_name,
async def test__async_fetch_trades_contract_size(default_conf, mocker, caplog, exchange_name,
fetch_trades_result):
caplog.set_level(logging.DEBUG)
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
default_conf['trading_mode'] = 'futures'
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
@ -2796,7 +2796,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
since = datetime(2018, 5, 5, 0, 0, 0)
default_conf["dry_run"] = False
default_conf["trading_mode"] = trading_mode
default_conf["collateral"] = 'isolated'
default_conf["margin_mode"] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
@ -3170,7 +3170,7 @@ def test_market_is_tradable(
quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
) -> None:
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode')
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
@ -3400,11 +3400,11 @@ def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
)
@pytest.mark.parametrize("collateral", [
(Collateral.CROSS),
(Collateral.ISOLATED)
@pytest.mark.parametrize("margin_mode", [
(MarginMode.CROSS),
(MarginMode.ISOLATED)
])
def test_set_margin_mode(mocker, default_conf, collateral):
def test_set_margin_mode(mocker, default_conf, margin_mode):
api_mock = MagicMock()
api_mock.set_margin_mode = MagicMock()
@ -3419,70 +3419,70 @@ def test_set_margin_mode(mocker, default_conf, collateral):
"set_margin_mode",
"set_margin_mode",
pair="XRP/USDT",
collateral=collateral
margin_mode=margin_mode
)
@pytest.mark.parametrize("exchange_name, trading_mode, collateral, exception_thrown", [
@pytest.mark.parametrize("exchange_name, trading_mode, margin_mode, exception_thrown", [
("binance", TradingMode.SPOT, None, False),
("binance", TradingMode.MARGIN, Collateral.ISOLATED, True),
("binance", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("kraken", TradingMode.SPOT, None, False),
("kraken", TradingMode.MARGIN, Collateral.ISOLATED, True),
("kraken", TradingMode.FUTURES, Collateral.ISOLATED, True),
("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("ftx", TradingMode.SPOT, None, False),
("ftx", TradingMode.MARGIN, Collateral.ISOLATED, True),
("ftx", TradingMode.FUTURES, Collateral.ISOLATED, True),
("ftx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("ftx", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("bittrex", TradingMode.SPOT, None, False),
("bittrex", TradingMode.MARGIN, Collateral.CROSS, True),
("bittrex", TradingMode.MARGIN, Collateral.ISOLATED, True),
("bittrex", TradingMode.FUTURES, Collateral.CROSS, True),
("bittrex", TradingMode.FUTURES, Collateral.ISOLATED, True),
("gateio", TradingMode.MARGIN, Collateral.ISOLATED, True),
("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True),
("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True),
("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("gateio", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okex", TradingMode.SPOT, None, False),
("okex", TradingMode.MARGIN, Collateral.CROSS, True),
("okex", TradingMode.MARGIN, Collateral.ISOLATED, True),
("okex", TradingMode.FUTURES, Collateral.CROSS, True),
("okex", TradingMode.MARGIN, MarginMode.CROSS, True),
("okex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okex", TradingMode.FUTURES, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
("gateio", TradingMode.FUTURES, Collateral.ISOLATED, False),
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# * Remove once implemented
("okex", TradingMode.FUTURES, Collateral.ISOLATED, True),
("binance", TradingMode.MARGIN, Collateral.CROSS, True),
("binance", TradingMode.FUTURES, Collateral.CROSS, True),
("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
("kraken", TradingMode.FUTURES, Collateral.CROSS, True),
("ftx", TradingMode.MARGIN, Collateral.CROSS, True),
("ftx", TradingMode.FUTURES, Collateral.CROSS, True),
("gateio", TradingMode.MARGIN, Collateral.CROSS, True),
("gateio", TradingMode.FUTURES, Collateral.CROSS, True),
("okex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
("kraken", TradingMode.FUTURES, MarginMode.CROSS, True),
("ftx", TradingMode.MARGIN, MarginMode.CROSS, True),
("ftx", TradingMode.FUTURES, MarginMode.CROSS, True),
("gateio", TradingMode.MARGIN, MarginMode.CROSS, True),
("gateio", TradingMode.FUTURES, MarginMode.CROSS, True),
# * Uncomment once implemented
# ("okex", TradingMode.FUTURES, Collateral.ISOLATED, False),
# ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
# ("binance", TradingMode.FUTURES, Collateral.CROSS, False),
# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
# ("ftx", TradingMode.FUTURES, Collateral.CROSS, False),
# ("gateio", TradingMode.MARGIN, Collateral.CROSS, False),
# ("gateio", TradingMode.FUTURES, Collateral.CROSS, False),
# ("okex", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# ("binance", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("ftx", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("ftx", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False),
])
def test_validate_trading_mode_and_collateral(
def test_validate_trading_mode_and_margin_mode(
default_conf,
mocker,
exchange_name,
trading_mode,
collateral,
margin_mode,
exception_thrown
):
exchange = get_patched_exchange(
mocker, default_conf, id=exchange_name, mock_supported_modes=False)
if (exception_thrown):
with pytest.raises(OperationalException):
exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
exchange.validate_trading_mode_and_margin_mode(trading_mode, margin_mode)
else:
exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
exchange.validate_trading_mode_and_margin_mode(trading_mode, margin_mode)
@pytest.mark.parametrize("exchange_name,trading_mode,ccxt_config", [
@ -3508,7 +3508,7 @@ def test__ccxt_config(
ccxt_config
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange._ccxt_config == ccxt_config
@ -3609,7 +3609,7 @@ def test_get_liquidation_price(mocker, default_conf):
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'collateral': 1.52549075,
'margin_mode': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
@ -3622,7 +3622,7 @@ def test_get_liquidation_price(mocker, default_conf):
)
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price(
@ -3786,7 +3786,7 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@ -3826,7 +3826,7 @@ def test__order_contracts_to_amount(
):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
@ -3910,7 +3910,7 @@ def test__trades_contracts_to_amount(
):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
@ -3946,7 +3946,7 @@ def test__amount_to_contracts(
):
api_mock = MagicMock()
default_conf['trading_mode'] = 'spot'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.markets', {
'LTC/USD': {
'symbol': 'LTC/USD',
@ -3978,7 +3978,7 @@ def test__amount_to_contracts(
assert result_amount == param_amount
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,collateral', [
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
# Bittrex
('bittrex', 2.0, False, 'spot', None),
('bittrex', 2.0, False, 'spot', 'cross'),
@ -3995,10 +3995,10 @@ def test_liquidation_price_is_none(
open_rate,
is_short,
trading_mode,
collateral
margin_mode
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.get_liquidation_price(
pair='DOGE/USDT',
@ -4012,7 +4012,7 @@ def test_liquidation_price_is_none(
@pytest.mark.parametrize(
'exchange_name, is_short, trading_mode, collateral, wallet_balance, '
'exchange_name, is_short, trading_mode, margin_mode, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
'mm_ratio, expected',
[
@ -4027,10 +4027,10 @@ def test_liquidation_price_is_none(
])
def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
collateral, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
assert isclose(round(exchange.get_liquidation_price(

View File

@ -1177,7 +1177,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
# Tests detail-data loading
default_conf_usdt.update({
"trading_mode": "futures",
"collateral": "isolated",
"margin_mode": "isolated",
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
@ -1495,7 +1495,7 @@ def test_get_strategy_run_id(default_conf_usdt):
default_conf_usdt.update({
'strategy': 'StrategyTestV2',
'max_open_trades': float('inf')
})
})
strategy = StrategyResolver.load_strategy(default_conf_usdt)
x = get_strategy_run_id(strategy)
assert isinstance(x, str)

View File

@ -749,7 +749,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
leverage = 1.0 if trading_mode == 'spot' else 5.0
default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode:
default_conf_usdt['collateral'] = margin_mode
default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes')
patch_RPCManager(mocker)
patch_exchange(mocker, id=exchange_name)
@ -4809,7 +4809,7 @@ def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls,
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
time_machine.move_to(f"{t2} +00:00")
@ -4859,7 +4859,7 @@ def test_update_funding_fees(
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['margin_mode'] = 'isolated'
date_midnight = arrow.get('2021-09-01 00:00:00')
date_eight = arrow.get('2021-09-01 08:00:00')