mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-13 03:33:55 +00:00
350 lines
12 KiB
Python
350 lines
12 KiB
Python
from unittest.mock import MagicMock # , PropertyMock
|
|
|
|
from tests.conftest import get_patched_exchange
|
|
|
|
|
|
def test_get_maintenance_ratio_and_amt_okex(
|
|
default_conf,
|
|
mocker,
|
|
):
|
|
api_mock = MagicMock()
|
|
default_conf['trading_mode'] = 'futures'
|
|
default_conf['margin_mode'] = 'isolated'
|
|
default_conf['dry_run'] = True
|
|
api_mock.fetch_leverage_tiers = MagicMock(return_value={
|
|
'SHIB/USDT:USDT': [
|
|
{
|
|
'tier': 1,
|
|
'notionalFloor': 0,
|
|
'notionalCap': 2000,
|
|
'maintenanceMarginRatio': 0.01,
|
|
'maxLeverage': 75,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.013',
|
|
'instId': '',
|
|
'maxLever': '75',
|
|
'maxSz': '2000',
|
|
'minSz': '0',
|
|
'mmr': '0.01',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '1',
|
|
'uly': 'SHIB-USDT'
|
|
}
|
|
},
|
|
{
|
|
'tier': 2,
|
|
# TODO-lev: What about a value between 2000 and 2001?
|
|
'notionalFloor': 2001,
|
|
'notionalCap': 4000,
|
|
'maintenanceMarginRatio': 0.015,
|
|
'maxLeverage': 50,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.02',
|
|
'instId': '',
|
|
'maxLever': '50',
|
|
'maxSz': '4000',
|
|
'minSz': '2001',
|
|
'mmr': '0.015',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '2',
|
|
'uly': 'SHIB-USDT'
|
|
}
|
|
},
|
|
{
|
|
'tier': 3,
|
|
'notionalFloor': 4001,
|
|
'notionalCap': 8000,
|
|
'maintenanceMarginRatio': 0.02,
|
|
'maxLeverage': 20,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.05',
|
|
'instId': '',
|
|
'maxLever': '20',
|
|
'maxSz': '8000',
|
|
'minSz': '4001',
|
|
'mmr': '0.02',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '3',
|
|
'uly': 'SHIB-USDT'
|
|
}
|
|
},
|
|
],
|
|
'DOGE/USDT:USDT': [
|
|
{
|
|
'tier': 1,
|
|
'notionalFloor': 0,
|
|
'notionalCap': 500,
|
|
'maintenanceMarginRatio': 0.02,
|
|
'maxLeverage': 75,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.013',
|
|
'instId': '',
|
|
'maxLever': '75',
|
|
'maxSz': '500',
|
|
'minSz': '0',
|
|
'mmr': '0.01',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '1',
|
|
'uly': 'DOGE-USDT'
|
|
}
|
|
},
|
|
{
|
|
'tier': 2,
|
|
'notionalFloor': 501,
|
|
'notionalCap': 1000,
|
|
'maintenanceMarginRatio': 0.025,
|
|
'maxLeverage': 50,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.02',
|
|
'instId': '',
|
|
'maxLever': '50',
|
|
'maxSz': '1000',
|
|
'minSz': '501',
|
|
'mmr': '0.015',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '2',
|
|
'uly': 'DOGE-USDT'
|
|
}
|
|
},
|
|
{
|
|
'tier': 3,
|
|
'notionalFloor': 1001,
|
|
'notionalCap': 2000,
|
|
'maintenanceMarginRatio': 0.03,
|
|
'maxLeverage': 20,
|
|
'info': {
|
|
'baseMaxLoan': '',
|
|
'imr': '0.05',
|
|
'instId': '',
|
|
'maxLever': '20',
|
|
'maxSz': '2000',
|
|
'minSz': '1001',
|
|
'mmr': '0.02',
|
|
'optMgnFactor': '0',
|
|
'quoteMaxLoan': '',
|
|
'tier': '3',
|
|
'uly': 'DOGE-USDT'
|
|
}
|
|
},
|
|
]
|
|
})
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okex")
|
|
assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2000) == (0.01, None)
|
|
assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 2001) == (0.015, None)
|
|
assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 4001) == (0.02, None)
|
|
assert exchange.get_maintenance_ratio_and_amt('SHIB/USDT:USDT', 8000) == (0.02, None)
|
|
|
|
assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 1) == (0.02, None)
|
|
assert exchange.get_maintenance_ratio_and_amt('DOGE/USDT:USDT', 2000) == (0.03, None)
|
|
|
|
|
|
def test_get_max_pair_stake_amount_okex(default_conf, mocker):
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, id="okex")
|
|
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
|
|
|
|
default_conf['trading_mode'] = 'futures'
|
|
default_conf['margin_mode'] = 'isolated'
|
|
exchange = get_patched_exchange(mocker, default_conf, id="okex")
|
|
exchange._leverage_tiers = {
|
|
'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_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
|
|
assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000
|
|
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0) == 1000000000
|
|
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000
|
|
|
|
exchange.get_leverage_tiers_for_pair = MagicMock(return_value=None)
|
|
assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers
|