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added tests for hyperliquid

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gaardiolor
2024-10-28 20:34:24 +01:00
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tests/exchange/test_hyperliquid.py Normal file
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from datetime import datetime, timezone
from unittest.mock import MagicMock
from tests.conftest import get_mock_coro, get_patched_exchange
def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
# 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
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}}},
}
positions = [
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2458.5,
"side": "long",
"contracts": 0.015,
"collateral": 36.864593,
"leverage": 1.0,
"liquidationPrice": 0.86915825,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 63287.0,
"side": "long",
"contracts": 0.00039,
"collateral": 24.673292,
"leverage": 1.0,
"liquidationPrice": 22.37166537,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 146.82,
"side": "long",
"contracts": 0.16,
"collateral": 23.482979,
"leverage": 1.0,
"liquidationPrice": 0.05269872,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 145.83,
"side": "long",
"contracts": 0.33,
"collateral": 24.045107,
"leverage": 2.0,
"liquidationPrice": 74.83696193,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2459.5,
"side": "long",
"contracts": 0.0199,
"collateral": 24.454895,
"leverage": 2.0,
"liquidationPrice": 1243.0411908,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 62739.0,
"side": "long",
"contracts": 0.00077,
"collateral": 24.137992,
"leverage": 2.0,
"liquidationPrice": 31708.03843631,
},
{
"symbol": "DOGE/USDC:USDC",
"entryPrice": 0.11586,
"side": "long",
"contracts": 437.0,
"collateral": 25.29769,
"leverage": 2.0,
"liquidationPrice": 0.05945697,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2642.8,
"side": "short",
"contracts": 0.019,
"collateral": 25.091876,
"leverage": 2.0,
"liquidationPrice": 3924.18322043,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 155.89,
"side": "short",
"contracts": 0.32,
"collateral": 24.924941,
"leverage": 2.0,
"liquidationPrice": 228.07847866,
},
{
"symbol": "DOGE/USDC:USDC",
"entryPrice": 0.14333,
"side": "short",
"contracts": 351.0,
"collateral": 25.136807,
"leverage": 2.0,
"liquidationPrice": 0.20970228,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 68595.0,
"side": "short",
"contracts": 0.00069,
"collateral": 23.64871,
"leverage": 2.0,
"liquidationPrice": 101849.99354283,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 65536.0,
"side": "short",
"contracts": 0.00099,
"collateral": 21.604172,
"leverage": 3.0,
"liquidationPrice": 86493.46174617,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 173.06,
"side": "long",
"contracts": 0.6,
"collateral": 20.735658,
"leverage": 5.0,
"liquidationPrice": 142.05186667,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2545.5,
"side": "long",
"contracts": 0.0329,
"collateral": 20.909894,
"leverage": 4.0,
"liquidationPrice": 1929.23322895,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 67400.0,
"side": "short",
"contracts": 0.00031,
"collateral": 20.887308,
"leverage": 1.0,
"liquidationPrice": 133443.97317151,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2552.0,
"side": "short",
"contracts": 0.0327,
"collateral": 20.833393,
"leverage": 4.0,
"liquidationPrice": 3157.53150453,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 66930.0,
"side": "long",
"contracts": 0.0015,
"collateral": 20.043862,
"leverage": 5.0,
"liquidationPrice": 54108.51043771,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 67033.0,
"side": "long",
"contracts": 0.00121,
"collateral": 20.251817,
"leverage": 4.0,
"liquidationPrice": 50804.00091827,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2521.9,
"side": "long",
"contracts": 0.0237,
"collateral": 19.902091,
"leverage": 3.0,
"liquidationPrice": 1699.14071943,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 68139.0,
"side": "short",
"contracts": 0.00145,
"collateral": 19.72573,
"leverage": 5.0,
"liquidationPrice": 80933.61590987,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 178.29,
"side": "short",
"contracts": 0.11,
"collateral": 19.605036,
"leverage": 1.0,
"liquidationPrice": 347.82205322,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 176.23,
"side": "long",
"contracts": 0.33,
"collateral": 19.364946,
"leverage": 3.0,
"liquidationPrice": 120.56240404,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 173.08,
"side": "short",
"contracts": 0.33,
"collateral": 19.01881,
"leverage": 3.0,
"liquidationPrice": 225.08561715,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 68240.0,
"side": "short",
"contracts": 0.00105,
"collateral": 17.887922,
"leverage": 4.0,
"liquidationPrice": 84431.79820839,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2518.4,
"side": "short",
"contracts": 0.007,
"collateral": 17.62263,
"leverage": 1.0,
"liquidationPrice": 4986.05799151,
},
{
"symbol": "ETH/USDC:USDC",
"entryPrice": 2533.2,
"side": "long",
"contracts": 0.0347,
"collateral": 17.555195,
"leverage": 5.0,
"liquidationPrice": 2047.7642302,
},
{
"symbol": "DOGE/USDC:USDC",
"entryPrice": 0.13284,
"side": "long",
"contracts": 360.0,
"collateral": 15.943218,
"leverage": 3.0,
"liquidationPrice": 0.09082388,
},
{
"symbol": "SOL/USDC:USDC",
"entryPrice": 163.11,
"side": "short",
"contracts": 0.48,
"collateral": 15.650731,
"leverage": 5.0,
"liquidationPrice": 190.94213618,
},
{
"symbol": "BTC/USDC:USDC",
"entryPrice": 67141.0,
"side": "long",
"contracts": 0.00067,
"collateral": 14.979079,
"leverage": 3.0,
"liquidationPrice": 45236.52992613,
},
]
api_mock = MagicMock()
get_mock_coro(return_value=markets)
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
default_conf["stake_currency"] = "USDC"
api_mock.load_markets = get_mock_coro(return_value=markets)
exchange = get_patched_exchange(
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
)
for position in positions:
is_short = True if position["side"] == "short" else False
liq_price_returned = position["liquidationPrice"]
liq_price_calculated = exchange.dry_run_liquidation_price(
position["symbol"],
position["entryPrice"],
is_short,
position["contracts"],
position["collateral"],
position["leverage"],
position["collateral"],
[],
)
assert abs(liq_price_calculated - liq_price_returned) / liq_price_returned < 0.0001
def test_hyperliquid_get_funding_fees(default_conf, mocker):
now = datetime.now(timezone.utc)
exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
exchange._fetch_and_calculate_funding_fees = MagicMock()
exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
assert exchange._fetch_and_calculate_funding_fees.call_count == 0
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
exchange._fetch_and_calculate_funding_fees = MagicMock()
exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
assert exchange._fetch_and_calculate_funding_fees.call_count == 1