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moved leverage_tiers to a fixture

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pull/6373/head
Sam Germain 4 years ago
parent 42e36f44f8
commit 68a778a983
3 changed files with 452 additions and 753 deletions
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435
tests/conftest.py
Unescape View File

@ -2841,3 +2841,438 @@ def funding_rate_history_octohourly():
"datetime": "2021-09-01T08:00:00.000Z"
}
]
@pytest.fixture(scope='function')
def leverage_tiers():
return {
"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
},
],
'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
},
],
"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
},
]
}

583
tests/exchange/test_binance.py
Unescape View File

@ -149,7 +149,15 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
(1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy")
])
def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
def test_stoploss_adjust_binance(
mocker,
default_conf,
leverage_tiers,
sl1,
sl2,
sl3,
side
):
exchange = get_patched_exchange(mocker, default_conf, id='binance')
order = {
'type': 'stop_loss_limit',
@ -163,7 +171,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
assert not exchange.stoploss_adjust(sl3, order, side=side)
def test_get_max_leverage_binance(default_conf, mocker):
def test_get_max_leverage_binance(default_conf, mocker, leverage_tiers):
# Test Spot
exchange = get_patched_exchange(mocker, default_conf, id="binance")
@ -174,189 +182,7 @@ def test_get_max_leverage_binance(default_conf, mocker):
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
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
},
]
}
exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
@ -697,212 +523,14 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
)
def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker):
def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers):
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_tiers()
leverage_tiers = {
"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
},
]
}
leverage_tiers = leverage_tiers
for key, value in leverage_tiers.items():
assert exchange._leverage_tiers[key] == value
@ -990,194 +618,13 @@ def test__ccxt_config(default_conf, mocker, trading_mode, margin_mode, config):
def test_get_maintenance_ratio_and_amt_binance(
default_conf,
mocker,
leverage_tiers,
pair,
nominal_value,
mm_ratio,
amt,
):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
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
},
]
}
exchange._leverage_tiers = leverage_tiers
(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)

187
tests/exchange/test_okex.py
Unescape View File

@ -35,7 +35,6 @@ def test_get_maintenance_ratio_and_amt_okex(
},
{
'tier': 2,
# TODO-lev: What about a value between 2000 and 2001?
'notionalFloor': 2001,
'notionalCap': 4000,
'maintenanceMarginRatio': 0.015,
@ -148,7 +147,7 @@ def test_get_maintenance_ratio_and_amt_okex(
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):
def test_get_max_pair_stake_amount_okex(default_conf, mocker, leverage_tiers):
exchange = get_patched_exchange(mocker, default_conf, id="okex")
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == float('inf')
@ -156,189 +155,7 @@ def test_get_max_pair_stake_amount_okex(default_conf, mocker):
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
},
]
}
exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000

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