diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 82bf73696..73baa15f2 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -17,7 +17,6 @@ from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_ac
                                 timeframe_to_prev_date)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                        calculate_backoff, remove_exchange_credentials)
-from freqtrade.exchange.exchange import amount_to_contract_precision
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from freqtrade.util import dt_now, dt_ts
 from tests.conftest import (EXMS, generate_test_data_raw, get_mock_coro, get_patched_exchange,
@@ -4449,20 +4448,6 @@ def test_amount_to_contract_precision(
     assert result_size == expected_fut
 
 
-@pytest.mark.parametrize('amount,precision,precision_mode,contract_size,expected', [
-    (1.17, 1.0, 4, 0.01, 1.17),  # Tick size
-    (1.17, 1.0, 2, 0.01, 1.17),  #
-    (1.16, 1.0, 4, 0.01, 1.16),  #
-    (1.16, 1.0, 2, 0.01, 1.16),  #
-    (1.13, 1.0, 2, 0.01, 1.13),  #
-    (10.988, 1.0, 2, 10, 10),
-    (10.988, 1.0, 4, 10, 10),
-])
-def test_amount_to_contract_precision2(amount, precision, precision_mode, contract_size, expected):
-    res = amount_to_contract_precision(amount, precision, precision_mode, contract_size)
-    assert pytest.approx(res) == expected
-
-
 @pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
     # Bittrex
     ('bittrex', 2.0, False, 'spot', None),
diff --git a/tests/exchange/test_exchange_utils.py b/tests/exchange/test_exchange_utils.py
index 846f85625..189b54547 100644
--- a/tests/exchange/test_exchange_utils.py
+++ b/tests/exchange/test_exchange_utils.py
@@ -6,9 +6,10 @@ from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
 
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import (amount_to_precision, date_minus_candles, price_to_precision,
-                                timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
-                                timeframe_to_prev_date, timeframe_to_seconds)
+from freqtrade.exchange import (amount_to_contract_precision, amount_to_precision,
+                                date_minus_candles, price_to_precision, timeframe_to_minutes,
+                                timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date,
+                                timeframe_to_seconds)
 from freqtrade.exchange.check_exchange import check_exchange
 from tests.conftest import log_has_re
 
@@ -259,3 +260,18 @@ def test_amount_to_precision(amount, precision_mode, precision, expected,):
 def test_price_to_precision(price, precision_mode, precision, expected, rounding_mode):
     assert price_to_precision(
         price, precision, precision_mode, rounding_mode=rounding_mode) == expected
+
+
+@pytest.mark.parametrize('amount,precision,precision_mode,contract_size,expected', [
+    (1.17, 1.0, 4, 0.01, 1.17),  # Tick size
+    (1.17, 1.0, 2, 0.01, 1.17),  #
+    (1.16, 1.0, 4, 0.01, 1.16),  #
+    (1.16, 1.0, 2, 0.01, 1.16),  #
+    (1.13, 1.0, 2, 0.01, 1.13),  #
+    (10.988, 1.0, 2, 10, 10),
+    (10.988, 1.0, 4, 10, 10),
+])
+def test_amount_to_contract_precision_standalone(amount, precision, precision_mode, contract_size,
+                                                 expected):
+    res = amount_to_contract_precision(amount, precision, precision_mode, contract_size)
+    assert pytest.approx(res) == expected