mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +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
This commit is contained in:
Sam Germain
parent
23ba49fec2
commit
8822b73f9c
|
|
@ -110,6 +110,7 @@ class Binance(Exchange):
|
|||
def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
|
||||
return stake_amount / leverage
|
||||
|
||||
@retrier
|
||||
def fill_leverage_brackets(self):
|
||||
"""
|
||||
Assigns property _leverage_brackets to a dictionary of information about the leverage
|
||||
|
|
@ -117,8 +118,8 @@ class Binance(Exchange):
|
|||
"""
|
||||
try:
|
||||
leverage_brackets = self._api.load_leverage_brackets()
|
||||
for pair, brackets in leverage_brackets.items:
|
||||
self.leverage_brackets[pair] = [
|
||||
for pair, brackets in leverage_brackets.items():
|
||||
self._leverage_brackets[pair] = [
|
||||
[
|
||||
min_amount,
|
||||
float(margin_req)
|
||||
|
|
|
|||
|
|
@ -154,13 +154,7 @@ class Exchange:
|
|||
)
|
||||
|
||||
if trading_mode != TradingMode.SPOT:
|
||||
try:
|
||||
# TODO-lev: This shouldn't need to happen, but for some reason I get that the
|
||||
# TODO-lev: method isn't implemented
|
||||
self.fill_leverage_brackets()
|
||||
except Exception as error:
|
||||
logger.debug(error)
|
||||
logger.debug("Could not load leverage_brackets")
|
||||
self.fill_leverage_brackets()
|
||||
|
||||
logger.info('Using Exchange "%s"', self.name)
|
||||
|
||||
|
|
|
|||
|
|
@ -141,30 +141,24 @@ class Kraken(Exchange):
|
|||
allowed on each pair
|
||||
"""
|
||||
leverages = {}
|
||||
try:
|
||||
for pair, market in self.markets.items():
|
||||
info = market['info']
|
||||
leverage_buy = info['leverage_buy']
|
||||
leverage_sell = info['leverage_sell']
|
||||
if len(info['leverage_buy']) > 0 or len(info['leverage_sell']) > 0:
|
||||
if leverage_buy != leverage_sell:
|
||||
logger.warning(f"The buy leverage != the sell leverage for {pair}. Please"
|
||||
"let freqtrade know because this has never happened before"
|
||||
)
|
||||
if max(leverage_buy) < max(leverage_sell):
|
||||
leverages[pair] = leverage_buy
|
||||
else:
|
||||
leverages[pair] = leverage_sell
|
||||
else:
|
||||
|
||||
for pair, market in self.markets.items():
|
||||
info = market['info']
|
||||
leverage_buy = info['leverage_buy'] if 'leverage_buy' in info else []
|
||||
leverage_sell = info['leverage_sell'] if 'leverage_sell' in info else []
|
||||
if len(leverage_buy) > 0 or len(leverage_sell) > 0:
|
||||
if leverage_buy != leverage_sell:
|
||||
logger.warning(
|
||||
f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
|
||||
"{pair}. Please let freqtrade know because this has never happened before"
|
||||
)
|
||||
if max(leverage_buy) < max(leverage_sell):
|
||||
leverages[pair] = leverage_buy
|
||||
self._leverage_brackets = leverages
|
||||
except ccxt.DDoSProtection as e:
|
||||
raise DDosProtection(e) from e
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(f'Could not fetch leverage amounts due to'
|
||||
f'{e.__class__.__name__}. Message: {e}') from e
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e) from e
|
||||
else:
|
||||
leverages[pair] = leverage_sell
|
||||
else:
|
||||
leverages[pair] = leverage_buy
|
||||
self._leverage_brackets = leverages
|
||||
|
||||
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
|
||||
"""
|
||||
|
|
@ -176,7 +170,7 @@ class Kraken(Exchange):
|
|||
|
||||
def set_leverage(self, pair, leverage):
|
||||
"""
|
||||
Kraken set's the leverage as an option it the order object, so it doesn't do
|
||||
Kraken set's the leverage as an option in the order object, so it doesn't do
|
||||
anything in this function
|
||||
"""
|
||||
return
|
||||
|
|
|
|||
|
|
@ -437,7 +437,10 @@ def get_markets():
|
|||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': {},
|
||||
'info': {
|
||||
'leverage_buy': ['2'],
|
||||
'leverage_sell': ['2'],
|
||||
},
|
||||
},
|
||||
'TKN/BTC': {
|
||||
'id': 'tknbtc',
|
||||
|
|
@ -463,7 +466,10 @@ def get_markets():
|
|||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': {},
|
||||
'info': {
|
||||
'leverage_buy': ['2', '3', '4', '5'],
|
||||
'leverage_sell': ['2', '3', '4', '5'],
|
||||
},
|
||||
},
|
||||
'BLK/BTC': {
|
||||
'id': 'blkbtc',
|
||||
|
|
@ -488,7 +494,10 @@ def get_markets():
|
|||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': {},
|
||||
'info': {
|
||||
'leverage_buy': ['2', '3'],
|
||||
'leverage_sell': ['2', '3'],
|
||||
},
|
||||
},
|
||||
'LTC/BTC': {
|
||||
'id': 'ltcbtc',
|
||||
|
|
@ -513,7 +522,10 @@ def get_markets():
|
|||
'max': 500000,
|
||||
},
|
||||
},
|
||||
'info': {},
|
||||
'info': {
|
||||
'leverage_buy': [],
|
||||
'leverage_sell': [],
|
||||
},
|
||||
},
|
||||
'XRP/BTC': {
|
||||
'id': 'xrpbtc',
|
||||
|
|
@ -591,7 +603,10 @@ def get_markets():
|
|||
'max': None
|
||||
}
|
||||
},
|
||||
'info': {},
|
||||
'info': {
|
||||
'leverage_buy': [],
|
||||
'leverage_sell': [],
|
||||
},
|
||||
},
|
||||
'ETH/USDT': {
|
||||
'id': 'USDT-ETH',
|
||||
|
|
@ -707,6 +722,8 @@ def get_markets():
|
|||
'max': None
|
||||
}
|
||||
},
|
||||
'info': {
|
||||
}
|
||||
},
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
from random import randint
|
||||
from unittest.mock import MagicMock
|
||||
from unittest.mock import MagicMock, PropertyMock
|
||||
|
||||
import ccxt
|
||||
import pytest
|
||||
|
|
@ -150,62 +150,67 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max
|
|||
def test_fill_leverage_brackets_binance(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.load_leverage_brackets = MagicMock(return_value={
|
||||
'ADA/BUSD': [[0.0, '0.025'],
|
||||
[100000.0, '0.05'],
|
||||
[500000.0, '0.1'],
|
||||
[1000000.0, '0.15'],
|
||||
[2000000.0, '0.25'],
|
||||
[5000000.0, '0.5']],
|
||||
'BTC/USDT': [[0.0, '0.004'],
|
||||
[50000.0, '0.005'],
|
||||
[250000.0, '0.01'],
|
||||
[1000000.0, '0.025'],
|
||||
[5000000.0, '0.05'],
|
||||
[20000000.0, '0.1'],
|
||||
[50000000.0, '0.125'],
|
||||
[100000000.0, '0.15'],
|
||||
[200000000.0, '0.25'],
|
||||
[300000000.0, '0.5']],
|
||||
"ZEC/USDT": [[0.0, '0.01'],
|
||||
[5000.0, '0.025'],
|
||||
[25000.0, '0.05'],
|
||||
[100000.0, '0.1'],
|
||||
[250000.0, '0.125'],
|
||||
[1000000.0, '0.5']],
|
||||
'ADA/BUSD': [[0.0, 0.025],
|
||||
[100000.0, 0.05],
|
||||
[500000.0, 0.1],
|
||||
[1000000.0, 0.15],
|
||||
[2000000.0, 0.25],
|
||||
[5000000.0, 0.5]],
|
||||
'BTC/USDT': [[0.0, 0.004],
|
||||
[50000.0, 0.005],
|
||||
[250000.0, 0.01],
|
||||
[1000000.0, 0.025],
|
||||
[5000000.0, 0.05],
|
||||
[20000000.0, 0.1],
|
||||
[50000000.0, 0.125],
|
||||
[100000000.0, 0.15],
|
||||
[200000000.0, 0.25],
|
||||
[300000000.0, 0.5]],
|
||||
"ZEC/USDT": [[0.0, 0.01],
|
||||
[5000.0, 0.025],
|
||||
[25000.0, 0.05],
|
||||
[100000.0, 0.1],
|
||||
[250000.0, 0.125],
|
||||
[1000000.0, 0.5]],
|
||||
|
||||
})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
|
||||
exchange.fill_leverage_brackets()
|
||||
|
||||
assert exchange._leverage_brackets == {
|
||||
'ADA/BUSD': [[0.0, '0.025'],
|
||||
[100000.0, '0.05'],
|
||||
[500000.0, '0.1'],
|
||||
[1000000.0, '0.15'],
|
||||
[2000000.0, '0.25'],
|
||||
[5000000.0, '0.5']],
|
||||
'BTC/USDT': [[0.0, '0.004'],
|
||||
[50000.0, '0.005'],
|
||||
[250000.0, '0.01'],
|
||||
[1000000.0, '0.025'],
|
||||
[5000000.0, '0.05'],
|
||||
[20000000.0, '0.1'],
|
||||
[50000000.0, '0.125'],
|
||||
[100000000.0, '0.15'],
|
||||
[200000000.0, '0.25'],
|
||||
[300000000.0, '0.5']],
|
||||
"ZEC/USDT": [[0.0, '0.01'],
|
||||
[5000.0, '0.025'],
|
||||
[25000.0, '0.05'],
|
||||
[100000.0, '0.1'],
|
||||
[250000.0, '0.125'],
|
||||
[1000000.0, '0.5']],
|
||||
'ADA/BUSD': [[0.0, 0.025],
|
||||
[100000.0, 0.05],
|
||||
[500000.0, 0.1],
|
||||
[1000000.0, 0.15],
|
||||
[2000000.0, 0.25],
|
||||
[5000000.0, 0.5]],
|
||||
'BTC/USDT': [[0.0, 0.004],
|
||||
[50000.0, 0.005],
|
||||
[250000.0, 0.01],
|
||||
[1000000.0, 0.025],
|
||||
[5000000.0, 0.05],
|
||||
[20000000.0, 0.1],
|
||||
[50000000.0, 0.125],
|
||||
[100000000.0, 0.15],
|
||||
[200000000.0, 0.25],
|
||||
[300000000.0, 0.5]],
|
||||
"ZEC/USDT": [[0.0, 0.01],
|
||||
[5000.0, 0.025],
|
||||
[25000.0, 0.05],
|
||||
[100000.0, 0.1],
|
||||
[250000.0, 0.125],
|
||||
[1000000.0, 0.5]],
|
||||
}
|
||||
|
||||
api_mock = MagicMock()
|
||||
api_mock.load_leverage_brackets = MagicMock()
|
||||
type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})
|
||||
|
||||
ccxt_exceptionhandlers(
|
||||
mocker,
|
||||
default_conf,
|
||||
api_mock,
|
||||
"binance",
|
||||
"fill_leverage_brackets",
|
||||
"fill_leverage_brackets"
|
||||
"load_leverage_brackets"
|
||||
)
|
||||
|
|
|
|||
|
|
@ -3085,7 +3085,7 @@ def test_set_leverage(mocker, default_conf, exchange_name, collateral):
|
|||
def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
|
||||
|
||||
api_mock = MagicMock()
|
||||
api_mock.set_leverage = MagicMock()
|
||||
api_mock.set_margin_mode = MagicMock()
|
||||
type(api_mock).has = PropertyMock(return_value={'setMarginMode': True})
|
||||
|
||||
ccxt_exceptionhandlers(
|
||||
|
|
@ -3130,8 +3130,8 @@ def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
|
|||
# ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
|
||||
# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
|
||||
# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
|
||||
# ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, False),
|
||||
# ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, False)
|
||||
# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
|
||||
# ("ftx", TradingMode.FUTURES, Collateral.CROSS, False)
|
||||
])
|
||||
def test_validate_trading_mode_and_collateral(
|
||||
default_conf,
|
||||
|
|
|
|||
|
|
@ -209,4 +209,4 @@ def test_fill_leverage_brackets_ftx(default_conf, mocker):
|
|||
# FTX only has one account wide leverage, so there's no leverage brackets
|
||||
exchange = get_patched_exchange(mocker, default_conf, id="ftx")
|
||||
exchange.fill_leverage_brackets()
|
||||
assert bool(exchange._leverage_brackets) is False
|
||||
assert exchange._leverage_brackets == {}
|
||||
|
|
|
|||
|
|
@ -274,229 +274,11 @@ def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_
|
|||
|
||||
def test_fill_leverage_brackets_kraken(default_conf, mocker):
|
||||
api_mock = MagicMock()
|
||||
api_mock.load_markets = MagicMock(return_value={
|
||||
"ADA/BTC": {'active': True,
|
||||
'altname': 'ADAXBT',
|
||||
'base': 'ADA',
|
||||
'baseId': 'ADA',
|
||||
'darkpool': False,
|
||||
'id': 'ADAXBT',
|
||||
'info': {'aclass_base': 'currency',
|
||||
'aclass_quote': 'currency',
|
||||
'altname': 'ADAXBT',
|
||||
'base': 'ADA',
|
||||
'fee_volume_currency': 'ZUSD',
|
||||
'fees': [['0', '0.26'],
|
||||
['50000', '0.24'],
|
||||
['100000', '0.22'],
|
||||
['250000', '0.2'],
|
||||
['500000', '0.18'],
|
||||
['1000000', '0.16'],
|
||||
['2500000', '0.14'],
|
||||
['5000000', '0.12'],
|
||||
['10000000', '0.1']],
|
||||
'fees_maker': [['0', '0.16'],
|
||||
['50000', '0.14'],
|
||||
['100000', '0.12'],
|
||||
['250000', '0.1'],
|
||||
['500000', '0.08'],
|
||||
['1000000', '0.06'],
|
||||
['2500000', '0.04'],
|
||||
['5000000', '0.02'],
|
||||
['10000000', '0']],
|
||||
'leverage_buy': ['2', '3'],
|
||||
'leverage_sell': ['2', '3'],
|
||||
'lot': 'unit',
|
||||
'lot_decimals': '8',
|
||||
'lot_multiplier': '1',
|
||||
'margin_call': '80',
|
||||
'margin_stop': '40',
|
||||
'ordermin': '5',
|
||||
'pair_decimals': '8',
|
||||
'quote': 'XXBT',
|
||||
'wsname': 'ADA/XBT'},
|
||||
'limits': {'amount': {'max': 100000000.0, 'min': 5.0},
|
||||
'cost': {'max': None, 'min': 0},
|
||||
'price': {'max': None, 'min': 1e-08}},
|
||||
'maker': 0.0016,
|
||||
'percentage': True,
|
||||
'precision': {'amount': 8, 'price': 8},
|
||||
'quote': 'BTC',
|
||||
'quoteId': 'XXBT',
|
||||
'symbol': 'ADA/BTC',
|
||||
'taker': 0.0026,
|
||||
'tierBased': True,
|
||||
'tiers': {'maker': [[0, 0.0016],
|
||||
[50000, 0.0014],
|
||||
[100000, 0.0012],
|
||||
[250000, 0.001],
|
||||
[500000, 0.0008],
|
||||
[1000000, 0.0006],
|
||||
[2500000, 0.0004],
|
||||
[5000000, 0.0002],
|
||||
[10000000, 0.0]],
|
||||
'taker': [[0, 0.0026],
|
||||
[50000, 0.0024],
|
||||
[100000, 0.0022],
|
||||
[250000, 0.002],
|
||||
[500000, 0.0018],
|
||||
[1000000, 0.0016],
|
||||
[2500000, 0.0014],
|
||||
[5000000, 0.0012],
|
||||
[10000000, 0.0001]]}},
|
||||
"BTC/EUR": {'active': True,
|
||||
'altname': 'XBTEUR',
|
||||
'base': 'BTC',
|
||||
'baseId': 'XXBT',
|
||||
'darkpool': False,
|
||||
'id': 'XXBTZEUR',
|
||||
'info': {'aclass_base': 'currency',
|
||||
'aclass_quote': 'currency',
|
||||
'altname': 'XBTEUR',
|
||||
'base': 'XXBT',
|
||||
'fee_volume_currency': 'ZUSD',
|
||||
'fees': [['0', '0.26'],
|
||||
['50000', '0.24'],
|
||||
['100000', '0.22'],
|
||||
['250000', '0.2'],
|
||||
['500000', '0.18'],
|
||||
['1000000', '0.16'],
|
||||
['2500000', '0.14'],
|
||||
['5000000', '0.12'],
|
||||
['10000000', '0.1']],
|
||||
'fees_maker': [['0', '0.16'],
|
||||
['50000', '0.14'],
|
||||
['100000', '0.12'],
|
||||
['250000', '0.1'],
|
||||
['500000', '0.08'],
|
||||
['1000000', '0.06'],
|
||||
['2500000', '0.04'],
|
||||
['5000000', '0.02'],
|
||||
['10000000', '0']],
|
||||
'leverage_buy': ['2', '3', '4', '5'],
|
||||
'leverage_sell': ['2', '3', '4', '5'],
|
||||
'lot': 'unit',
|
||||
'lot_decimals': '8',
|
||||
'lot_multiplier': '1',
|
||||
'margin_call': '80',
|
||||
'margin_stop': '40',
|
||||
'ordermin': '0.0001',
|
||||
'pair_decimals': '1',
|
||||
'quote': 'ZEUR',
|
||||
'wsname': 'XBT/EUR'},
|
||||
'limits': {'amount': {'max': 100000000.0, 'min': 0.0001},
|
||||
'cost': {'max': None, 'min': 0},
|
||||
'price': {'max': None, 'min': 0.1}},
|
||||
'maker': 0.0016,
|
||||
'percentage': True,
|
||||
'precision': {'amount': 8, 'price': 1},
|
||||
'quote': 'EUR',
|
||||
'quoteId': 'ZEUR',
|
||||
'symbol': 'BTC/EUR',
|
||||
'taker': 0.0026,
|
||||
'tierBased': True,
|
||||
'tiers': {'maker': [[0, 0.0016],
|
||||
[50000, 0.0014],
|
||||
[100000, 0.0012],
|
||||
[250000, 0.001],
|
||||
[500000, 0.0008],
|
||||
[1000000, 0.0006],
|
||||
[2500000, 0.0004],
|
||||
[5000000, 0.0002],
|
||||
[10000000, 0.0]],
|
||||
'taker': [[0, 0.0026],
|
||||
[50000, 0.0024],
|
||||
[100000, 0.0022],
|
||||
[250000, 0.002],
|
||||
[500000, 0.0018],
|
||||
[1000000, 0.0016],
|
||||
[2500000, 0.0014],
|
||||
[5000000, 0.0012],
|
||||
[10000000, 0.0001]]}},
|
||||
"ZEC/USD": {'active': True,
|
||||
'altname': 'ZECUSD',
|
||||
'base': 'ZEC',
|
||||
'baseId': 'XZEC',
|
||||
'darkpool': False,
|
||||
'id': 'XZECZUSD',
|
||||
'info': {'aclass_base': 'currency',
|
||||
'aclass_quote': 'currency',
|
||||
'altname': 'ZECUSD',
|
||||
'base': 'XZEC',
|
||||
'fee_volume_currency': 'ZUSD',
|
||||
'fees': [['0', '0.26'],
|
||||
['50000', '0.24'],
|
||||
['100000', '0.22'],
|
||||
['250000', '0.2'],
|
||||
['500000', '0.18'],
|
||||
['1000000', '0.16'],
|
||||
['2500000', '0.14'],
|
||||
['5000000', '0.12'],
|
||||
['10000000', '0.1']],
|
||||
'fees_maker': [['0', '0.16'],
|
||||
['50000', '0.14'],
|
||||
['100000', '0.12'],
|
||||
['250000', '0.1'],
|
||||
['500000', '0.08'],
|
||||
['1000000', '0.06'],
|
||||
['2500000', '0.04'],
|
||||
['5000000', '0.02'],
|
||||
['10000000', '0']],
|
||||
'leverage_buy': ['2'],
|
||||
'leverage_sell': ['2'],
|
||||
'lot': 'unit',
|
||||
'lot_decimals': '8',
|
||||
'lot_multiplier': '1',
|
||||
'margin_call': '80',
|
||||
'margin_stop': '40',
|
||||
'ordermin': '0.035',
|
||||
'pair_decimals': '2',
|
||||
'quote': 'ZUSD',
|
||||
'wsname': 'ZEC/USD'},
|
||||
'limits': {'amount': {'max': 100000000.0, 'min': 0.035},
|
||||
'cost': {'max': None, 'min': 0},
|
||||
'price': {'max': None, 'min': 0.01}},
|
||||
'maker': 0.0016,
|
||||
'percentage': True,
|
||||
'precision': {'amount': 8, 'price': 2},
|
||||
'quote': 'USD',
|
||||
'quoteId': 'ZUSD',
|
||||
'symbol': 'ZEC/USD',
|
||||
'taker': 0.0026,
|
||||
'tierBased': True,
|
||||
'tiers': {'maker': [[0, 0.0016],
|
||||
[50000, 0.0014],
|
||||
[100000, 0.0012],
|
||||
[250000, 0.001],
|
||||
[500000, 0.0008],
|
||||
[1000000, 0.0006],
|
||||
[2500000, 0.0004],
|
||||
[5000000, 0.0002],
|
||||
[10000000, 0.0]],
|
||||
'taker': [[0, 0.0026],
|
||||
[50000, 0.0024],
|
||||
[100000, 0.0022],
|
||||
[250000, 0.002],
|
||||
[500000, 0.0018],
|
||||
[1000000, 0.0016],
|
||||
[2500000, 0.0014],
|
||||
[5000000, 0.0012],
|
||||
[10000000, 0.0001]]}}
|
||||
|
||||
})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
|
||||
exchange.fill_leverage_brackets()
|
||||
|
||||
assert exchange._leverage_brackets == {
|
||||
'ADA/BTC': ['2', '3'],
|
||||
'BTC/EUR': ['2', '3', '4', '5'],
|
||||
'ZEC/USD': ['2']
|
||||
'BLK/BTC': ['2', '3'],
|
||||
'TKN/BTC': ['2', '3', '4', '5'],
|
||||
'ETH/BTC': ['2']
|
||||
}
|
||||
|
||||
ccxt_exceptionhandlers(
|
||||
mocker,
|
||||
default_conf,
|
||||
api_mock,
|
||||
"kraken",
|
||||
"fill_leverage_brackets",
|
||||
"fill_leverage_brackets"
|
||||
)
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user