from datetime import datetime, timezone from math import isclose from random import randint from unittest.mock import MagicMock, PropertyMock import ccxt import pytest 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 @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"), ]) def test_stoploss_order_binance( default_conf, mocker, limitratio, expected, side ): 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 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, 'binance') with pytest.raises(OperationalException): order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=190, side=side, order_types={'stoploss_on_exchange_limit_ratio': 1.05}, leverage=1.0 ) api_mock.create_order.reset_mock() order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio} order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types, side=side, leverage=1.0 ) assert 'id' in order assert 'info' in order assert order['id'] == order_id 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 assert api_mock.create_order.call_args_list[0][1]['side'] == side assert api_mock.create_order.call_args_list[0][1]['amount'] == 1 # Price should be 1% below stopprice assert api_mock.create_order.call_args_list[0][1]['price'] == expected assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220} # 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') exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0) with pytest.raises(InvalidOrderException): api_mock.create_order = MagicMock( side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0 ) ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance", "stoploss", "create_order", retries=1, pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side, leverage=1.0) def test_stoploss_order_dry_run_binance(default_conf, mocker): api_mock = MagicMock() order_type = 'stop_loss_limit' default_conf['dry_run'] = True 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, 'binance') with pytest.raises(OperationalException): 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 ) api_mock.create_order.reset_mock() order = exchange.stoploss( pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell", leverage=1.0 ) 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 @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): exchange = get_patched_exchange(mocker, default_conf, id='binance') order = { 'type': 'stop_loss_limit', 'price': 1500, 'info': {'stopPrice': 1500}, } assert exchange.stoploss_adjust(sl1, order, side=side) assert not exchange.stoploss_adjust(sl2, order, side=side) # Test with invalid order case order['type'] = 'stop_loss' assert not exchange.stoploss_adjust(sl3, order, side=side) def test_get_max_leverage_binance(default_conf, mocker): # Test Spot exchange = get_patched_exchange(mocker, default_conf, id="binance") 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") exchange._leverage_brackets = { '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 }, ] } 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) def test_fill_leverage_brackets_binance(default_conf, mocker): api_mock = MagicMock() api_mock.fetch_leverage_tiers = MagicMock(return_value={ 'ADA/BUSD': [ { "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" } } ], "ZEC/USDT": [ { "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" } } ], }) default_conf['dry_run'] = False default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") exchange.fill_leverage_brackets() assert exchange._leverage_brackets == { 'ADA/BUSD': [ { "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 } ], "ZEC/USDT": [ { '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 }, ] } api_mock = MagicMock() api_mock.load_leverage_brackets = MagicMock() type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True}) ccxt_exceptionhandlers( mocker, default_conf, api_mock, "binance", "fill_leverage_brackets", "fetch_leverage_tiers" ) def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker): api_mock = MagicMock() default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") exchange.fill_leverage_brackets() leverage_brackets = { "1000SHIB/USDT": [ { '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 }, ], "1INCH/USDT": [ { '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 }, ], "AAVE/USDT": [ { '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 } ], "ADA/BUSD": [ { "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 }, ] } for key, value in leverage_brackets.items(): assert exchange._leverage_brackets[key] == value 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}) default_conf['dry_run'] = False 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 ) @pytest.mark.asyncio @pytest.mark.parametrize('candle_type', ['mark', '']) async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type): 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' respair, restf, restype, res = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type) assert respair == pair assert restf == '5m' assert restype == candle_type # 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() _, _, _, res = await exchange._async_get_historic_ohlcv( pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type) # 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) @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, margin_mode, config): default_conf['trading_mode'] = trading_mode default_conf['margin_mode'] = margin_mode exchange = get_patched_exchange(mocker, default_conf, id="binance") assert exchange._ccxt_config == config @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), ("BNB/BUSD", 999999.9, 0.1, 27500.0), ("BNB/USDT", 5000000.0, 0.15, 233035.0), ("BTC/USDT", 600000000, 0.5, 1.997038E8), ]) def test_get_maintenance_ratio_and_amt_binance( default_conf, mocker, pair, nominal_value, mm_ratio, amt, ): exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange._leverage_brackets = { '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 }, ] } (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)