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https://github.com/freqtrade/freqtrade.git
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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
9e73d02663
commit
93da13212c
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@ -111,6 +111,7 @@ class Binance(Exchange):
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def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
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return stake_amount / leverage
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@retrier
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def fill_leverage_brackets(self):
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"""
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Assigns property _leverage_brackets to a dictionary of information about the leverage
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@ -118,8 +119,8 @@ class Binance(Exchange):
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"""
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try:
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leverage_brackets = self._api.load_leverage_brackets()
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for pair, brackets in leverage_brackets.items:
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self.leverage_brackets[pair] = [
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for pair, brackets in leverage_brackets.items():
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self._leverage_brackets[pair] = [
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[
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min_amount,
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float(margin_req)
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@ -158,13 +158,7 @@ class Exchange:
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)
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if trading_mode != TradingMode.SPOT:
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try:
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# TODO-lev: This shouldn't need to happen, but for some reason I get that the
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# TODO-lev: method isn't implemented
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self.fill_leverage_brackets()
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except Exception as error:
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logger.debug(error)
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logger.debug("Could not load leverage_brackets")
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self.fill_leverage_brackets()
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logger.info('Using Exchange "%s"', self.name)
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@ -141,30 +141,24 @@ class Kraken(Exchange):
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allowed on each pair
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"""
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leverages = {}
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try:
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for pair, market in self.markets.items():
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info = market['info']
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leverage_buy = info['leverage_buy']
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leverage_sell = info['leverage_sell']
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if len(info['leverage_buy']) > 0 or len(info['leverage_sell']) > 0:
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if leverage_buy != leverage_sell:
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logger.warning(f"The buy leverage != the sell leverage for {pair}. Please"
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"let freqtrade know because this has never happened before"
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)
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if max(leverage_buy) < max(leverage_sell):
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leverages[pair] = leverage_buy
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else:
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leverages[pair] = leverage_sell
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else:
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for pair, market in self.markets.items():
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info = market['info']
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leverage_buy = info['leverage_buy'] if 'leverage_buy' in info else []
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leverage_sell = info['leverage_sell'] if 'leverage_sell' in info else []
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if len(leverage_buy) > 0 or len(leverage_sell) > 0:
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if leverage_buy != leverage_sell:
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logger.warning(
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f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
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"{pair}. Please let freqtrade know because this has never happened before"
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)
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if max(leverage_buy) < max(leverage_sell):
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leverages[pair] = leverage_buy
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self._leverage_brackets = leverages
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(f'Could not fetch leverage amounts due to'
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f'{e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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else:
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leverages[pair] = leverage_sell
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else:
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leverages[pair] = leverage_buy
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self._leverage_brackets = leverages
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def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
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"""
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@ -176,7 +170,7 @@ class Kraken(Exchange):
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def set_leverage(self, pair, leverage):
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"""
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Kraken set's the leverage as an option it the order object, so it doesn't do
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Kraken set's the leverage as an option in the order object, so it doesn't do
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anything in this function
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"""
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return
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@ -437,7 +437,10 @@ def get_markets():
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'max': 500000,
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},
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},
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'info': {},
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'info': {
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'leverage_buy': ['2'],
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'leverage_sell': ['2'],
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},
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},
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'TKN/BTC': {
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'id': 'tknbtc',
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@ -463,7 +466,10 @@ def get_markets():
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'max': 500000,
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},
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},
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'info': {},
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'info': {
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'leverage_buy': ['2', '3', '4', '5'],
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'leverage_sell': ['2', '3', '4', '5'],
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},
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},
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'BLK/BTC': {
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'id': 'blkbtc',
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@ -488,7 +494,10 @@ def get_markets():
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'max': 500000,
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},
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},
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'info': {},
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'info': {
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'leverage_buy': ['2', '3'],
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'leverage_sell': ['2', '3'],
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},
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},
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'LTC/BTC': {
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'id': 'ltcbtc',
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@ -513,7 +522,10 @@ def get_markets():
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'max': 500000,
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},
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},
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'info': {},
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'info': {
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'leverage_buy': [],
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'leverage_sell': [],
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},
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},
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'XRP/BTC': {
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'id': 'xrpbtc',
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@ -591,7 +603,10 @@ def get_markets():
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'max': None
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}
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},
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'info': {},
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'info': {
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'leverage_buy': [],
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'leverage_sell': [],
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},
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},
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'ETH/USDT': {
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'id': 'USDT-ETH',
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@ -707,6 +722,8 @@ def get_markets():
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'max': None
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}
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},
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'info': {
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}
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},
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}
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@ -1,5 +1,5 @@
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from random import randint
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from unittest.mock import MagicMock
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from unittest.mock import MagicMock, PropertyMock
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import ccxt
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import pytest
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@ -150,62 +150,67 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max
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def test_fill_leverage_brackets_binance(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.load_leverage_brackets = MagicMock(return_value={
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'ADA/BUSD': [[0.0, '0.025'],
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[100000.0, '0.05'],
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[500000.0, '0.1'],
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[1000000.0, '0.15'],
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[2000000.0, '0.25'],
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[5000000.0, '0.5']],
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'BTC/USDT': [[0.0, '0.004'],
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[50000.0, '0.005'],
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[250000.0, '0.01'],
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[1000000.0, '0.025'],
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[5000000.0, '0.05'],
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[20000000.0, '0.1'],
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[50000000.0, '0.125'],
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[100000000.0, '0.15'],
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[200000000.0, '0.25'],
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[300000000.0, '0.5']],
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"ZEC/USDT": [[0.0, '0.01'],
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[5000.0, '0.025'],
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[25000.0, '0.05'],
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[100000.0, '0.1'],
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[250000.0, '0.125'],
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[1000000.0, '0.5']],
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'ADA/BUSD': [[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]],
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'BTC/USDT': [[0.0, 0.004],
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[50000.0, 0.005],
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[250000.0, 0.01],
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[1000000.0, 0.025],
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[5000000.0, 0.05],
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[20000000.0, 0.1],
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[50000000.0, 0.125],
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[100000000.0, 0.15],
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[200000000.0, 0.25],
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[300000000.0, 0.5]],
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"ZEC/USDT": [[0.0, 0.01],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]],
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})
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
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exchange.fill_leverage_brackets()
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assert exchange._leverage_brackets == {
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'ADA/BUSD': [[0.0, '0.025'],
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[100000.0, '0.05'],
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[500000.0, '0.1'],
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[1000000.0, '0.15'],
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[2000000.0, '0.25'],
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[5000000.0, '0.5']],
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'BTC/USDT': [[0.0, '0.004'],
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[50000.0, '0.005'],
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[250000.0, '0.01'],
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[1000000.0, '0.025'],
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[5000000.0, '0.05'],
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[20000000.0, '0.1'],
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[50000000.0, '0.125'],
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[100000000.0, '0.15'],
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[200000000.0, '0.25'],
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[300000000.0, '0.5']],
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"ZEC/USDT": [[0.0, '0.01'],
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[5000.0, '0.025'],
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[25000.0, '0.05'],
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[100000.0, '0.1'],
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[250000.0, '0.125'],
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[1000000.0, '0.5']],
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'ADA/BUSD': [[0.0, 0.025],
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[100000.0, 0.05],
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[500000.0, 0.1],
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[1000000.0, 0.15],
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[2000000.0, 0.25],
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[5000000.0, 0.5]],
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'BTC/USDT': [[0.0, 0.004],
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[50000.0, 0.005],
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[250000.0, 0.01],
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[1000000.0, 0.025],
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[5000000.0, 0.05],
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[20000000.0, 0.1],
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[50000000.0, 0.125],
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[100000000.0, 0.15],
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[200000000.0, 0.25],
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[300000000.0, 0.5]],
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"ZEC/USDT": [[0.0, 0.01],
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[5000.0, 0.025],
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[25000.0, 0.05],
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[100000.0, 0.1],
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[250000.0, 0.125],
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[1000000.0, 0.5]],
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}
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api_mock = MagicMock()
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api_mock.load_leverage_brackets = MagicMock()
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type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})
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ccxt_exceptionhandlers(
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mocker,
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default_conf,
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api_mock,
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"binance",
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"fill_leverage_brackets",
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"fill_leverage_brackets"
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"load_leverage_brackets"
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)
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@ -3092,7 +3092,7 @@ def test_set_leverage(mocker, default_conf, exchange_name, collateral):
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def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
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api_mock = MagicMock()
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api_mock.set_leverage = MagicMock()
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api_mock.set_margin_mode = MagicMock()
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type(api_mock).has = PropertyMock(return_value={'setMarginMode': True})
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ccxt_exceptionhandlers(
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@ -3137,8 +3137,8 @@ def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
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# ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
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# ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
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# ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
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# ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, False),
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# ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, False)
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# ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
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# ("ftx", TradingMode.FUTURES, Collateral.CROSS, False)
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])
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def test_validate_trading_mode_and_collateral(
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default_conf,
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@ -209,4 +209,4 @@ def test_fill_leverage_brackets_ftx(default_conf, mocker):
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# FTX only has one account wide leverage, so there's no leverage brackets
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exchange = get_patched_exchange(mocker, default_conf, id="ftx")
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exchange.fill_leverage_brackets()
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assert bool(exchange._leverage_brackets) is False
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assert exchange._leverage_brackets == {}
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@ -274,229 +274,11 @@ def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_
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def test_fill_leverage_brackets_kraken(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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"ADA/BTC": {'active': True,
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'altname': 'ADAXBT',
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'base': 'ADA',
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'baseId': 'ADA',
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'darkpool': False,
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'id': 'ADAXBT',
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'info': {'aclass_base': 'currency',
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'aclass_quote': 'currency',
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'altname': 'ADAXBT',
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'base': 'ADA',
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'fee_volume_currency': 'ZUSD',
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'fees': [['0', '0.26'],
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['50000', '0.24'],
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['100000', '0.22'],
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['250000', '0.2'],
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['500000', '0.18'],
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['1000000', '0.16'],
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['2500000', '0.14'],
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['5000000', '0.12'],
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['10000000', '0.1']],
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'fees_maker': [['0', '0.16'],
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['50000', '0.14'],
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['100000', '0.12'],
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['250000', '0.1'],
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['500000', '0.08'],
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['1000000', '0.06'],
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['2500000', '0.04'],
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['5000000', '0.02'],
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['10000000', '0']],
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'leverage_buy': ['2', '3'],
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'leverage_sell': ['2', '3'],
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'lot': 'unit',
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'lot_decimals': '8',
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'lot_multiplier': '1',
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'margin_call': '80',
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'margin_stop': '40',
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'ordermin': '5',
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'pair_decimals': '8',
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'quote': 'XXBT',
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'wsname': 'ADA/XBT'},
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'limits': {'amount': {'max': 100000000.0, 'min': 5.0},
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'cost': {'max': None, 'min': 0},
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'price': {'max': None, 'min': 1e-08}},
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'maker': 0.0016,
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'percentage': True,
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'precision': {'amount': 8, 'price': 8},
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'quote': 'BTC',
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'quoteId': 'XXBT',
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'symbol': 'ADA/BTC',
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'taker': 0.0026,
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'tierBased': True,
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'tiers': {'maker': [[0, 0.0016],
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[50000, 0.0014],
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[100000, 0.0012],
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[250000, 0.001],
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[500000, 0.0008],
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[1000000, 0.0006],
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[2500000, 0.0004],
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[5000000, 0.0002],
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[10000000, 0.0]],
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'taker': [[0, 0.0026],
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[50000, 0.0024],
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[100000, 0.0022],
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[250000, 0.002],
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[500000, 0.0018],
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[1000000, 0.0016],
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[2500000, 0.0014],
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[5000000, 0.0012],
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[10000000, 0.0001]]}},
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"BTC/EUR": {'active': True,
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'altname': 'XBTEUR',
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'base': 'BTC',
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'baseId': 'XXBT',
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'darkpool': False,
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'id': 'XXBTZEUR',
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'info': {'aclass_base': 'currency',
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'aclass_quote': 'currency',
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'altname': 'XBTEUR',
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'base': 'XXBT',
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'fee_volume_currency': 'ZUSD',
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'fees': [['0', '0.26'],
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['50000', '0.24'],
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['100000', '0.22'],
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['250000', '0.2'],
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['500000', '0.18'],
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['1000000', '0.16'],
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['2500000', '0.14'],
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['5000000', '0.12'],
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['10000000', '0.1']],
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'fees_maker': [['0', '0.16'],
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['50000', '0.14'],
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['100000', '0.12'],
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['250000', '0.1'],
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['500000', '0.08'],
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['1000000', '0.06'],
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['2500000', '0.04'],
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['5000000', '0.02'],
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['10000000', '0']],
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'leverage_buy': ['2', '3', '4', '5'],
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'leverage_sell': ['2', '3', '4', '5'],
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'lot': 'unit',
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'lot_decimals': '8',
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'lot_multiplier': '1',
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'margin_call': '80',
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'margin_stop': '40',
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'ordermin': '0.0001',
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'pair_decimals': '1',
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'quote': 'ZEUR',
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'wsname': 'XBT/EUR'},
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'limits': {'amount': {'max': 100000000.0, 'min': 0.0001},
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'cost': {'max': None, 'min': 0},
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'price': {'max': None, 'min': 0.1}},
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'maker': 0.0016,
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'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