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test: Update binance test for new approach

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Matthias
2024-08-29 19:56:24 +02:00
parent ec79b0b17b
commit 82bc3270e7
1 changed files with 54 additions and 20 deletions
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74
tests/exchange/test_binance.py
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@@ -172,7 +172,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
@pytest.mark.parametrize(
"is_short, trading_mode, margin_mode, wallet_balance, "
"mm_ex_1, upnl_ex_1, maintenance_amt, amount, open_rate, "
"maintenance_amt, amount, open_rate, mark_price, other_contracts,"
"mm_ratio, expected",
[
(
@@ -180,11 +180,11 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
"futures",
"isolated",
1535443.01,
0.0,
0.0,
135365.00,
3683.979,
1456.84,
1456.84, # mark price
[],
0.10,
1114.78,
),
@@ -193,11 +193,11 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
"futures",
"isolated",
1535443.01,
0.0,
0.0,
16300.000,
109.488,
32481.980,
32481.980,
[],
0.025,
18778.73,
),
@@ -206,11 +206,24 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
"futures",
"cross",
1535443.01,
71200.81144,
-56354.57,
# 71200.81144, # tmm1
# -56354.57, # upnl1
135365.00,
3683.979,
1456.84,
3683.979, # amount
1456.84, # open_rate
1335.18, # mark_price
[
{
# From calc example
"pair": "BTC/USDT:USDT",
"open_rate": 32481.98,
"amount": 109.488,
"stake_amount": 3556387.02624, # open_rate * amount
"mark_price": 31967.27,
"mm_ratio": 0.025,
"maintenance_amt": 16300.0,
}
],
0.10,
1153.26,
),
@@ -219,11 +232,24 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
"futures",
"cross",
1535443.01,
356512.508,
-448192.89,
16300.000,
109.488,
32481.980,
# 356512.508, # tmm1
# -448192.89, # upnl1
16300.0,
109.488, # amount
32481.980, # open_rate
31967.27, # mark_price
[
{
# From calc example
"pair": "ETH/USDT:USDT",
"open_rate": 1456.84,
"amount": 3683.979,
"stake_amount": 5366967.96,
"mark_price": 1335.18,
"mm_ratio": 0.10,
"maintenance_amt": 135365.00,
}
],
0.025,
26316.89,
),
@@ -232,15 +258,15 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
def test_liquidation_price_binance(
mocker,
default_conf,
open_rate,
is_short,
trading_mode,
margin_mode,
wallet_balance,
mm_ex_1,
upnl_ex_1,
maintenance_amt,
amount,
open_rate,
mark_price,
other_contracts,
mm_ratio,
expected,
):
@@ -248,7 +274,14 @@ def test_liquidation_price_binance(
default_conf["margin_mode"] = margin_mode
default_conf["liquidation_buffer"] = 0.0
exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
def get_maint_ratio(pair, stake_amount):
if pair != "DOGE/USDT":
oc = [c for c in other_contracts if c["pair"] == pair][0]
return oc["mm_ratio"], oc["maintenance_amt"]
return mm_ratio, maintenance_amt
exchange.get_maintenance_ratio_and_amt = get_maint_ratio
assert (
pytest.approx(
round(
@@ -257,11 +290,12 @@ def test_liquidation_price_binance(
open_rate=open_rate,
is_short=is_short,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
amount=amount,
stake_amount=open_rate * amount,
leverage=5,
other_trades=other_contracts,
# mm_ex_1=mm_ex_1,
# upnl_ex_1=upnl_ex_1,
),
2,
)