Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers

This commit is contained in:
Sam Germain 2022-02-14 09:40:53 -06:00
commit 5cd2501397
6 changed files with 12 additions and 7 deletions

View File

@ -1856,7 +1856,7 @@ class Exchange:
raise OperationalException(e) from e
def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
if self.trading_mode == TradingMode.FUTURES and self._api.has['fetchLeverageTiers']:
if self.trading_mode == TradingMode.FUTURES and self.exchange_has('fetchLeverageTiers'):
try:
return self._api.fetch_leverage_tiers()
except ccxt.DDoSProtection as e:
@ -2259,7 +2259,7 @@ class Exchange:
:return: (maintenance margin ratio, maintenance amount)
"""
if self._api.has['fetchLeverageTiers']:
if self.exchange_has('fetchLeverageTiers'):
if pair not in self._leverage_tiers:
raise InvalidOrderException(

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@ -70,8 +70,9 @@ class Okx(Exchange):
symbols = []
for symbol, market in markets.items():
if (market["swap"] and market["linear"]):
symbols.append(market["symbol"])
if (self.market_is_future(market)
and market['quote'] == self._config['stake_currency']):
symbols.append(symbol)
tiers = {}
for symbol in symbols:

View File

@ -592,6 +592,7 @@ def test_get_maintenance_ratio_and_amt_binance(
mm_ratio,
amt,
):
mocker.patch('freqtrade.exchange.Exchange.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)

View File

@ -4312,6 +4312,7 @@ def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage
api_mock = MagicMock()
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange._leverage_tiers = leverage_tiers
@ -4348,6 +4349,7 @@ def test_get_maintenance_ratio_and_amt(
api_mock = MagicMock()
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt)

View File

@ -13,6 +13,7 @@ def test_get_maintenance_ratio_and_amt_okx(
default_conf['dry_run'] = False
mocker.patch.multiple(
'freqtrade.exchange.Okx',
exchange_has=MagicMock(return_value=True),
load_leverage_tiers=MagicMock(return_value={
'ETH/USDT:USDT': [
{

View File

@ -722,8 +722,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
(False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
(True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
(True, 'futures', 'okex', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okex', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,
@ -784,7 +784,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
get_max_leverage=MagicMock(return_value=10),
)
mocker.patch.multiple(
'freqtrade.exchange.Okex',
'freqtrade.exchange.Okx',
get_max_pair_stake_amount=MagicMock(return_value=500000),
)
pair = 'ETH/USDT'