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test: refactor hyperliquid fake markets into a fixture

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Matthias
2025-12-30 20:31:49 +01:00
parent 75a3651493
commit 0a94a6d332
1 changed files with 140 additions and 94 deletions
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234
tests/exchange/test_hyperliquid.py
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@@ -8,28 +8,118 @@ from freqtrade.exceptions import ConfigurationError
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
@pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode):
# test if liq price calculated by dry_run_liquidation_price() is close to ccxt liq price
# testing different pairs with large/small prices, different leverages, long, short
@pytest.fixture
def markets_hip3():
markets = {
"BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}, "info": {}},
"ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}, "info": {}},
"SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}, "info": {}},
"DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}, "info": {}},
"BTC/USDC:USDC": {
"quote": "USDC",
"base": "BTC",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 50}},
"info": {},
},
"ETH/USDC:USDC": {
"quote": "USDC",
"base": "ETH",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 50}},
"info": {},
},
"SOL/USDC:USDC": {
"quote": "USDC",
"base": "SOL",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 20}},
"info": {},
},
"DOGE/USDC:USDC": {
"quote": "USDC",
"base": "DOGE",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 20}},
"info": {},
},
"XYZ-AAPL/USDC:USDC": {
"quote": "USDC",
"base": "XYZ-AAPL",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 10}},
"info": {"hip3": True, "dex": "xyz"},
},
"XYZ-TSLA/USDC:USDC": {
"quote": "USDC",
"base": "XYZ-TSLA",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 10}},
"info": {"hip3": True, "dex": "xyz"},
},
"XYZ-GOOGL/USDC:USDC": {
"quote": "USDC",
"base": "XYZ-GOOGL",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 10}},
"info": {"hip3": True, "dex": "xyz"},
},
"XYZ-NVDA/USDC:USDC": {
"quote": "USDC",
"base": "XYZ-NVDA",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 10}},
"info": {"hip3": True, "dex": "xyz"},
},
"VNTL-SPACEX/USDH:USDH": {
"quote": "USDH",
"base": "VNTL-SPACEX",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 3}},
"info": {"hip3": True, "dex": "vntl"},
},
"VNTL-ANTHROPIC/USDH:USDH": {
"quote": "USDH",
"base": "VNTL-ANTHROPIC",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 3}},
"info": {"hip3": True, "dex": "vntl"},
},
"FLX-TOKEN/USDC:USDC": {
"quote": "USDC",
"base": "FLX-TOKEN",
"type": "swap",
"swap": True,
"linear": True,
"limits": {"leverage": {"max": 3}},
"info": {"hip3": True, "dex": "flx"},
},
}
return markets
@pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
def test_hyperliquid_dry_run_liquidation_price(default_conf, markets_hip3, mocker, margin_mode):
# test if liq price calculated by dry_run_liquidation_price() is close to ccxt liq price
# testing different pairs with large/small prices, different leverages, long, short
positions = [
{
"symbol": "ETH/USDC:USDC",
@@ -326,7 +416,7 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode
default_conf["margin_mode"] = margin_mode
default_conf["stake_currency"] = "USDC"
api_mock.load_markets = get_mock_coro()
api_mock.markets = markets
api_mock.markets = markets_hip3
exchange = get_patched_exchange(
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
)
@@ -402,17 +492,7 @@ def test_hyperliquid_get_funding_fees(default_conf, mocker):
assert exchange._fetch_and_calculate_funding_fees.call_count == 1
def test_hyperliquid_get_max_leverage(default_conf, mocker):
markets = {
"BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
"ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
"SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
"DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
"XYZ-TSLA/USDC:USDC": {"limits": {"leverage": {"max": 10}}},
"XYZ-NVDA/USDC:USDC": {"limits": {"leverage": {"max": 10}}},
"VNTL-SPACEX/USDH:USDH": {"limits": {"leverage": {"max": 3}}},
"VNTL-ANTHROPIC/USDH:USDH": {"limits": {"leverage": {"max": 3}}},
}
def test_hyperliquid_get_max_leverage(default_conf, mocker, markets_hip3):
exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 1.0
@@ -424,7 +504,7 @@ def test_hyperliquid_get_max_leverage(default_conf, mocker):
mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets))
mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets_hip3))
# Normal markets
assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 50
@@ -498,7 +578,7 @@ def test_hyperliquid__lev_prep(default_conf, mocker):
)
def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
def test_hyperliquid_fetch_order(default_conf_usdt, mocker, markets_hip3):
default_conf_usdt["dry_run"] = False
default_conf_usdt["trading_mode"] = "futures"
default_conf_usdt["margin_mode"] = "isolated"
@@ -506,15 +586,6 @@ def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
api_mock = MagicMock()
# Mock markets with HIP-3 info
markets = {
"ETH/USDC:USDC": {"info": {}},
"XYZ-TSLA/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}},
"VNTL-SPACEX/USDH:USDH": {"info": {"hip3": True, "dex": "vntl"}},
}
api_mock.markets = markets
api_mock.load_markets = get_mock_coro(return_value=markets)
# Test with normal market
api_mock.fetch_order = MagicMock(
return_value={
@@ -547,8 +618,9 @@ def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
},
],
)
mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
exchange = get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
o = exchange.fetch_order("12345", "ETH/USDC:USDC")
# Uses weighted average
@@ -623,29 +695,23 @@ def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
assert gtfo_mock.call_count == 1
def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker):
def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker, markets_hip3):
"""Test HIP-3 DEX configuration validation."""
api_mock = MagicMock()
markets = {
"BTC/USDC:USDC": {"info": {}},
"XYZ-AAPL/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}},
}
api_mock.load_markets = get_mock_coro(return_value=markets)
api_mock.markets = markets
# Futures mode, no dex configured
default_conf_copy = deepcopy(default_conf_usdt)
default_conf_copy["trading_mode"] = "futures"
default_conf_copy["margin_mode"] = "isolated"
exchange = get_patched_exchange(
mocker, default_conf_copy, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_copy, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
exchange.validate_config(default_conf_copy)
# Not in futures mode - no dex configured - no error
get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
# Not in futures mode
default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz"]
@@ -653,14 +719,14 @@ def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker):
ConfigurationError, match=r"HIP-3 DEXes are only supported in FUTURES trading mode\."
):
get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
# Valid single DEX
default_conf_usdt["trading_mode"] = "futures"
default_conf_usdt["margin_mode"] = "isolated"
default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz"]
exchange = get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
assert exchange._get_configured_hip3_dexes() == ["xyz"]
@@ -668,7 +734,7 @@ def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker):
default_conf_usdt["exchange"]["hip3_dexes"] = ["invalid_dex"]
with pytest.raises(ConfigurationError, match="Invalid HIP-3 DEXes configured"):
exchange = get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
exchange.validate_config(default_conf_usdt)
@@ -676,29 +742,23 @@ def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker):
default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "invalid_dex"]
with pytest.raises(ConfigurationError, match="Invalid HIP-3 DEXes configured"):
exchange = get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
exchange.validate_config(default_conf_usdt)
default_conf_usdt["margin_mode"] = "cross"
with pytest.raises(ConfigurationError, match="HIP-3 DEXes require 'isolated' margin mode"):
exchange = get_patched_exchange(
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
exchange.validate_config(default_conf_usdt)
def test_hyperliquid_get_balances_hip3(default_conf, mocker, caplog):
def test_hyperliquid_get_balances_hip3(default_conf, mocker, caplog, markets_hip3):
"""Test balance fetching from HIP-3 DEXes."""
api_mock = MagicMock()
markets = {
"BTC/USDC:USDC": {"info": {}},
"XYZ-AAPL/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}},
"VNTL-SPACEX/USDH:USDH": {"info": {"hip3": True, "dex": "vntl"}},
"FLX-TOKEN/USDC:USDC": {"info": {"hip3": True, "dex": "flx"}},
}
api_mock.load_markets = get_mock_coro()
api_mock.markets = markets
# Mock balance responses
default_balance = {"USDC": {"free": 1000, "used": 0, "total": 1000}}
@@ -720,8 +780,9 @@ def test_hyperliquid_get_balances_hip3(default_conf, mocker, caplog):
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl", "flx"]
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
exchange = get_patched_exchange(
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
balances = exchange.get_balances()
@@ -738,17 +799,9 @@ def test_hyperliquid_get_balances_hip3(default_conf, mocker, caplog):
assert log_has_re("Could not fetch balance for HIP-3 DEX.*", caplog)
def test_hyperliquid_fetch_positions_hip3(default_conf, mocker, caplog):
def test_hyperliquid_fetch_positions_hip3(default_conf, mocker, caplog, markets_hip3):
"""Test position fetching from HIP-3 DEXes."""
api_mock = MagicMock()
markets = {
"BTC/USDC:USDC": {"info": {}},
"XYZ-AAPL/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}},
"VNTL-SPACEX/USDH:USDH": {"info": {"hip3": True, "dex": "vntl"}},
"FLX-TOKEN/USDC:USDC": {"info": {"hip3": True, "dex": "flx"}},
}
api_mock.load_markets = get_mock_coro(return_value=markets)
api_mock.markets = markets
# Mock position responses
default_positions = [{"symbol": "BTC/USDC:USDC", "contracts": 0.5}]
@@ -770,8 +823,9 @@ def test_hyperliquid_fetch_positions_hip3(default_conf, mocker, caplog):
default_conf["margin_mode"] = "isolated"
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl", "flx"]
mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
exchange = get_patched_exchange(
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
)
# Mock super().fetch_positions() to return default positions
@@ -791,21 +845,13 @@ def test_hyperliquid_fetch_positions_hip3(default_conf, mocker, caplog):
assert positions_mock.call_count == 4
def test_hyperliquid_market_is_tradable(default_conf, mocker):
def test_hyperliquid_market_is_tradable(default_conf, mocker, markets_hip3):
"""Test market_is_tradable filters HIP-3 markets correctly."""
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
api_mock = MagicMock()
markets = {
"BTC/USDC:USDC": {"info": {}, "active": True},
"ETH/USDC:USDC": {"info": {}, "active": True},
"XYZ-AAPL/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}, "active": True},
"XYZ-TSLA/USDC:USDC": {"info": {"hip3": True, "dex": "xyz"}, "active": True},
"VNTL-SPACEX/USDH:USDH": {"info": {"hip3": True, "dex": "vntl"}, "active": True},
"FLX-TOKEN/USDC:USDC": {"info": {"hip3": True, "dex": "flx"}, "active": True},
}
api_mock.load_markets = get_mock_coro(return_value=markets)
api_mock.markets = markets
api_mock.load_markets = get_mock_coro(return_value=markets_hip3)
api_mock.markets = markets_hip3
# Mock parent call - we only want to test hyperliquid specifics here.
mocker.patch(f"{EXMS}.market_is_tradable", return_value=True)
@@ -815,12 +861,12 @@ def test_hyperliquid_market_is_tradable(default_conf, mocker):
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
)
assert exchange.market_is_tradable(markets["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["XYZ-AAPL/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets["XYZ-TSLA/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets["VNTL-SPACEX/USDH:USDH"]) is False
assert exchange.market_is_tradable(markets["FLX-TOKEN/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is False
assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False
# Test 2: Only 'xyz' configured - default + xyz markets tradable
default_conf["exchange"]["hip3_dexes"] = ["xyz"]
@@ -828,12 +874,12 @@ def test_hyperliquid_market_is_tradable(default_conf, mocker):
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
)
assert exchange.market_is_tradable(markets["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["XYZ-AAPL/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["XYZ-TSLA/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["VNTL-SPACEX/USDH:USDH"]) is False
assert exchange.market_is_tradable(markets["FLX-TOKEN/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is False
assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False
# Test 3: 'xyz' and 'vntl' configured - default + xyz + vntl markets tradable
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
@@ -841,9 +887,9 @@ def test_hyperliquid_market_is_tradable(default_conf, mocker):
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
)
assert exchange.market_is_tradable(markets["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["XYZ-AAPL/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["XYZ-TSLA/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets["VNTL-SPACEX/USDH:USDH"]) is True
assert exchange.market_is_tradable(markets["FLX-TOKEN/USDC:USDC"]) is False
assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is True
assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is True
assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False