mirror of
https://github.com/freqtrade/freqtrade.git
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858 lines
30 KiB
Python
858 lines
30 KiB
Python
from datetime import UTC, datetime
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from unittest.mock import MagicMock, PropertyMock
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import pytest
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from tests.conftest import EXMS, get_mock_coro, get_patched_exchange
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@pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
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def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode):
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# test if liq price calculated by dry_run_liquidation_price() is close to ccxt liq price
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# testing different pairs with large/small prices, different leverages, long, short
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markets = {
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"BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}, "info": {}},
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"ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}, "info": {}},
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"SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}, "info": {}},
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"DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}, "info": {}},
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"XYZ-AAPL/USDC:USDC": {
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"limits": {"leverage": {"max": 10}},
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"info": {"hip3": True, "dex": "xyz"},
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},
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"XYZ-TSLA/USDC:USDC": {
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"limits": {"leverage": {"max": 10}},
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"info": {"hip3": True, "dex": "xyz"},
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},
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"XYZ-GOOGL/USDC:USDC": {
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"limits": {"leverage": {"max": 10}},
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"info": {"hip3": True, "dex": "xyz"},
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},
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}
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positions = [
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2458.5,
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"side": "long",
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"contracts": 0.015,
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"collateral": 36.864593,
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"leverage": 1.0,
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"liquidationPrice": 0.86915825,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 63287.0,
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"side": "long",
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"contracts": 0.00039,
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"collateral": 24.673292,
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"leverage": 1.0,
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"liquidationPrice": 22.37166537,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 146.82,
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"side": "long",
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"contracts": 0.16,
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"collateral": 23.482979,
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"leverage": 1.0,
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"liquidationPrice": 0.05269872,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 145.83,
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"side": "long",
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"contracts": 0.33,
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"collateral": 24.045107,
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"leverage": 2.0,
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"liquidationPrice": 74.83696193,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2459.5,
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"side": "long",
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"contracts": 0.0199,
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"collateral": 24.454895,
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"leverage": 2.0,
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"liquidationPrice": 1243.0411908,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 62739.0,
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"side": "long",
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"contracts": 0.00077,
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"collateral": 24.137992,
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"leverage": 2.0,
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"liquidationPrice": 31708.03843631,
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},
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{
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"symbol": "DOGE/USDC:USDC",
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"entryPrice": 0.11586,
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"side": "long",
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"contracts": 437.0,
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"collateral": 25.29769,
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"leverage": 2.0,
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"liquidationPrice": 0.05945697,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2642.8,
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"side": "short",
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"contracts": 0.019,
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"collateral": 25.091876,
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"leverage": 2.0,
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"liquidationPrice": 3924.18322043,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 155.89,
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"side": "short",
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"contracts": 0.32,
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"collateral": 24.924941,
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"leverage": 2.0,
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"liquidationPrice": 228.07847866,
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},
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{
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"symbol": "DOGE/USDC:USDC",
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"entryPrice": 0.14333,
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"side": "short",
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"contracts": 351.0,
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"collateral": 25.136807,
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"leverage": 2.0,
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"liquidationPrice": 0.20970228,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 68595.0,
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"side": "short",
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"contracts": 0.00069,
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"collateral": 23.64871,
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"leverage": 2.0,
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"liquidationPrice": 101849.99354283,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 65536.0,
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"side": "short",
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"contracts": 0.00099,
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"collateral": 21.604172,
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"leverage": 3.0,
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"liquidationPrice": 86493.46174617,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 173.06,
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"side": "long",
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"contracts": 0.6,
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"collateral": 20.735658,
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"leverage": 5.0,
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"liquidationPrice": 142.05186667,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2545.5,
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"side": "long",
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"contracts": 0.0329,
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"collateral": 20.909894,
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"leverage": 4.0,
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"liquidationPrice": 1929.23322895,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 67400.0,
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"side": "short",
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"contracts": 0.00031,
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"collateral": 20.887308,
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"leverage": 1.0,
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"liquidationPrice": 133443.97317151,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2552.0,
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"side": "short",
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"contracts": 0.0327,
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"collateral": 20.833393,
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"leverage": 4.0,
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"liquidationPrice": 3157.53150453,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 66930.0,
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"side": "long",
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"contracts": 0.0015,
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"collateral": 20.043862,
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"leverage": 5.0,
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"liquidationPrice": 54108.51043771,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 67033.0,
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"side": "long",
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"contracts": 0.00121,
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"collateral": 20.251817,
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"leverage": 4.0,
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"liquidationPrice": 50804.00091827,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2521.9,
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"side": "long",
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"contracts": 0.0237,
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"collateral": 19.902091,
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"leverage": 3.0,
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"liquidationPrice": 1699.14071943,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 68139.0,
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"side": "short",
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"contracts": 0.00145,
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"collateral": 19.72573,
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"leverage": 5.0,
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"liquidationPrice": 80933.61590987,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 178.29,
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"side": "short",
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"contracts": 0.11,
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"collateral": 19.605036,
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"leverage": 1.0,
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"liquidationPrice": 347.82205322,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 176.23,
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"side": "long",
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"contracts": 0.33,
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"collateral": 19.364946,
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"leverage": 3.0,
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"liquidationPrice": 120.56240404,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 173.08,
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"side": "short",
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"contracts": 0.33,
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"collateral": 19.01881,
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"leverage": 3.0,
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"liquidationPrice": 225.08561715,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 68240.0,
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"side": "short",
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"contracts": 0.00105,
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"collateral": 17.887922,
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"leverage": 4.0,
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"liquidationPrice": 84431.79820839,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2518.4,
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"side": "short",
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"contracts": 0.007,
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"collateral": 17.62263,
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"leverage": 1.0,
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"liquidationPrice": 4986.05799151,
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},
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{
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"symbol": "ETH/USDC:USDC",
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"entryPrice": 2533.2,
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"side": "long",
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"contracts": 0.0347,
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"collateral": 17.555195,
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"leverage": 5.0,
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"liquidationPrice": 2047.7642302,
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},
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{
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"symbol": "DOGE/USDC:USDC",
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"entryPrice": 0.13284,
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"side": "long",
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"contracts": 360.0,
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"collateral": 15.943218,
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"leverage": 3.0,
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"liquidationPrice": 0.09082388,
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},
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{
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"symbol": "SOL/USDC:USDC",
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"entryPrice": 163.11,
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"side": "short",
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"contracts": 0.48,
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"collateral": 15.650731,
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"leverage": 5.0,
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"liquidationPrice": 190.94213618,
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},
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{
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"symbol": "BTC/USDC:USDC",
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"entryPrice": 67141.0,
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"side": "long",
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"contracts": 0.00067,
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"collateral": 14.979079,
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"leverage": 3.0,
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"liquidationPrice": 45236.52992613,
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},
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{
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"symbol": "XYZ-AAPL/USDC:USDC",
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"entryPrice": 250.0,
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"side": "long",
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"contracts": 0.5,
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"collateral": 25.0,
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"leverage": 5.0,
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"liquidationPrice": 210.5263157894737,
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},
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{
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"symbol": "XYZ-AAPL/USDC:USDC",
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"entryPrice": 280.0,
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"side": "long",
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"contracts": 0.5,
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"collateral": 14.0,
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"leverage": 10.0,
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"liquidationPrice": 265.2631578947368,
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},
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{
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"symbol": "XYZ-AAPL/USDC:USDC",
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"entryPrice": 260.0,
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"side": "short",
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"contracts": 0.5,
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"collateral": 26.0,
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"leverage": 5.0,
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"liquidationPrice": 297.1428571428571,
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},
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{
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"symbol": "XYZ-GOOGL/USDC:USDC",
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"entryPrice": 180.0,
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"side": "long",
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"contracts": 1.0,
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"collateral": 60.0,
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"leverage": 3.0,
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"liquidationPrice": 126.3157894736842,
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},
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{
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"symbol": "XYZ-GOOGL/USDC:USDC",
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"entryPrice": 190.0,
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"side": "short",
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"contracts": 0.5,
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"collateral": 9.5,
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"leverage": 10.0,
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"liquidationPrice": 199.04761904761904,
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},
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{
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"symbol": "XYZ-TSLA/USDC:USDC",
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"entryPrice": 350.0,
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"side": "long",
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"contracts": 1.0,
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"collateral": 50.0,
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"leverage": 7.0,
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"liquidationPrice": 315.7894736842105,
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},
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{
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"symbol": "XYZ-TSLA/USDC:USDC",
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"entryPrice": 340.0,
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"side": "short",
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"contracts": 0.9999705882352942,
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"collateral": 113.33,
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"leverage": 3.0,
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"liquidationPrice": 431.74603174603175,
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},
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{
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"symbol": "XYZ-TSLA/USDC:USDC",
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"entryPrice": 360.0,
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"side": "long",
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"contracts": 0.5,
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"collateral": 90.0,
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"leverage": 2.0,
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"liquidationPrice": 189.4736842105263,
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},
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]
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api_mock = MagicMock()
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = margin_mode
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default_conf["stake_currency"] = "USDC"
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# Configure HIP-3 DEXes
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default_conf["exchange"]["hip3_dexes"] = ["xyz"]
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api_mock.load_markets = get_mock_coro()
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api_mock.markets = markets
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exchange = get_patched_exchange(
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mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
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)
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for position in positions:
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is_short = True if position["side"] == "short" else False
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liq_price_returned = position["liquidationPrice"]
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liq_price_calculated = exchange.dry_run_liquidation_price(
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position["symbol"],
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position["entryPrice"],
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is_short,
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position["contracts"],
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position["collateral"],
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position["leverage"],
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# isolated doesn't use wallet-balance
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wallet_balance=0.0 if margin_mode == "isolated" else position["collateral"],
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open_trades=[],
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)
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# Assume full position size is the wallet balance
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assert pytest.approx(liq_price_returned, rel=0.0001) == liq_price_calculated
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if margin_mode == "cross":
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# test with larger wallet balance
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liq_price_calculated_cross = exchange.dry_run_liquidation_price(
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position["symbol"],
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position["entryPrice"],
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is_short,
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position["contracts"],
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position["collateral"],
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position["leverage"],
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wallet_balance=position["collateral"] * 2,
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open_trades=[],
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)
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# Assume full position size is the wallet balance
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# This
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if position["side"] == "long":
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assert liq_price_returned > liq_price_calculated_cross < position["entryPrice"]
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else:
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assert liq_price_returned < liq_price_calculated_cross > position["entryPrice"]
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def test_hyperliquid_get_funding_fees(default_conf, mocker):
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now = datetime.now(UTC)
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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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exchange._fetch_and_calculate_funding_fees = MagicMock()
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# Spot mode - no funding fees
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exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 0
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
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# Mock validate_config to skip validation
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mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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exchange._fetch_and_calculate_funding_fees = MagicMock()
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# Normal market
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exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 1
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# HIP-3 XYZ market
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exchange._fetch_and_calculate_funding_fees.reset_mock()
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exchange.get_funding_fees("XYZ-TSLA/USDC:USDC", 1, False, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 1
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# HIP-3 VNTL market
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exchange._fetch_and_calculate_funding_fees.reset_mock()
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exchange.get_funding_fees("VNTL-SPACEX/USDH:USDH", 1, True, now)
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assert exchange._fetch_and_calculate_funding_fees.call_count == 1
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def test_hyperliquid_get_max_leverage(default_conf, mocker):
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markets = {
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"BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
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"ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
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"SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
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"DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
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"XYZ-TSLA/USDC:USDC": {"limits": {"leverage": {"max": 10}}},
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"XYZ-NVDA/USDC:USDC": {"limits": {"leverage": {"max": 10}}},
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"VNTL-SPACEX/USDH:USDH": {"limits": {"leverage": {"max": 3}}},
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"VNTL-ANTHROPIC/USDH:USDH": {"limits": {"leverage": {"max": 3}}},
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}
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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 1.0
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
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# Mock validate_config to skip validation
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mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets))
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# Normal markets
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assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 50
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assert exchange.get_max_leverage("ETH/USDC:USDC", 20) == 50
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assert exchange.get_max_leverage("SOL/USDC:USDC", 50) == 20
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assert exchange.get_max_leverage("DOGE/USDC:USDC", 3) == 20
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# HIP-3 markets
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assert exchange.get_max_leverage("XYZ-TSLA/USDC:USDC", 1) == 10
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assert exchange.get_max_leverage("XYZ-NVDA/USDC:USDC", 5) == 10
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|
assert exchange.get_max_leverage("VNTL-SPACEX/USDH:USDH", 2) == 3
|
|
assert exchange.get_max_leverage("VNTL-ANTHROPIC/USDH:USDH", 1) == 3
|
|
|
|
|
|
def test_hyperliquid__lev_prep(default_conf, mocker):
|
|
api_mock = MagicMock()
|
|
api_mock.set_margin_mode = MagicMock()
|
|
type(api_mock).has = PropertyMock(return_value={"setMarginMode": True})
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="hyperliquid")
|
|
exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
|
|
|
|
assert api_mock.set_margin_mode.call_count == 0
|
|
|
|
# test in futures mode
|
|
api_mock.set_margin_mode.reset_mock()
|
|
default_conf["dry_run"] = False
|
|
|
|
default_conf["trading_mode"] = "futures"
|
|
default_conf["margin_mode"] = "isolated"
|
|
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
|
|
|
|
# Mock validate_config to skip validation
|
|
mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
|
|
|
|
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="hyperliquid")
|
|
|
|
# Normal market
|
|
exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 3})
|
|
|
|
api_mock.reset_mock()
|
|
exchange._lev_prep("BTC/USDC:USDC", 19.99, "sell")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 19})
|
|
|
|
# HIP-3 XYZ market
|
|
api_mock.reset_mock()
|
|
exchange._lev_prep("XYZ-TSLA/USDC:USDC", 5.7, "buy")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with("isolated", "XYZ-TSLA/USDC:USDC", {"leverage": 5})
|
|
|
|
api_mock.reset_mock()
|
|
exchange._lev_prep("XYZ-TSLA/USDC:USDC", 10.0, "sell")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with("isolated", "XYZ-TSLA/USDC:USDC", {"leverage": 10})
|
|
|
|
# HIP-3 VNTL market
|
|
api_mock.reset_mock()
|
|
exchange._lev_prep("VNTL-SPACEX/USDH:USDH", 2.5, "buy")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with(
|
|
"isolated", "VNTL-SPACEX/USDH:USDH", {"leverage": 2}
|
|
)
|
|
|
|
api_mock.reset_mock()
|
|
exchange._lev_prep("VNTL-ANTHROPIC/USDH:USDH", 3.0, "sell")
|
|
assert api_mock.set_margin_mode.call_count == 1
|
|
api_mock.set_margin_mode.assert_called_with(
|
|
"isolated", "VNTL-ANTHROPIC/USDH:USDH", {"leverage": 3}
|
|
)
|
|
|
|
|
|
def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
|
|
default_conf_usdt["dry_run"] = False
|
|
default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
|
|
|
|
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={
|
|
"id": "12345",
|
|
"symbol": "ETH/USDC:USDC",
|
|
"status": "closed",
|
|
"filled": 0.1,
|
|
"average": None,
|
|
"timestamp": 1630000000,
|
|
}
|
|
)
|
|
|
|
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
|
|
gtfo_mock = mocker.patch(
|
|
f"{EXMS}.get_trades_for_order",
|
|
return_value=[
|
|
{
|
|
"order_id": "12345",
|
|
"price": 1000,
|
|
"amount": 3,
|
|
"filled": 3,
|
|
"remaining": 0,
|
|
},
|
|
{
|
|
"order_id": "12345",
|
|
"price": 3000,
|
|
"amount": 1,
|
|
"filled": 1,
|
|
"remaining": 0,
|
|
},
|
|
],
|
|
)
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
o = exchange.fetch_order("12345", "ETH/USDC:USDC")
|
|
# Uses weighted average
|
|
assert o["average"] == 1500
|
|
assert gtfo_mock.call_count == 1
|
|
|
|
# Test with HIP-3 XYZ market
|
|
api_mock.fetch_order = MagicMock(
|
|
return_value={
|
|
"id": "67890",
|
|
"symbol": "XYZ-TSLA/USDC:USDC",
|
|
"status": "closed",
|
|
"filled": 2.5,
|
|
"average": None,
|
|
"timestamp": 1630000100,
|
|
}
|
|
)
|
|
gtfo_mock.reset_mock()
|
|
gtfo_mock.return_value = [
|
|
{
|
|
"order_id": "67890",
|
|
"price": 250,
|
|
"amount": 1.5,
|
|
"filled": 1.5,
|
|
"remaining": 0,
|
|
},
|
|
{
|
|
"order_id": "67890",
|
|
"price": 260,
|
|
"amount": 1.0,
|
|
"filled": 1.0,
|
|
"remaining": 0,
|
|
},
|
|
]
|
|
|
|
o = exchange.fetch_order("67890", "XYZ-TSLA/USDC:USDC")
|
|
# Weighted average: (250*1.5 + 260*1.0) / 2.5 = 254
|
|
assert o["average"] == 254
|
|
assert gtfo_mock.call_count == 1
|
|
|
|
# Test with HIP-3 VNTL market
|
|
api_mock.fetch_order = MagicMock(
|
|
return_value={
|
|
"id": "11111",
|
|
"symbol": "VNTL-SPACEX/USDH:USDH",
|
|
"status": "closed",
|
|
"filled": 5.0,
|
|
"average": None,
|
|
"timestamp": 1630000200,
|
|
}
|
|
)
|
|
gtfo_mock.reset_mock()
|
|
gtfo_mock.return_value = [
|
|
{
|
|
"order_id": "11111",
|
|
"price": 100,
|
|
"amount": 3.0,
|
|
"filled": 3.0,
|
|
"remaining": 0,
|
|
},
|
|
{
|
|
"order_id": "11111",
|
|
"price": 105,
|
|
"amount": 2.0,
|
|
"filled": 2.0,
|
|
"remaining": 0,
|
|
},
|
|
]
|
|
|
|
o = exchange.fetch_order("11111", "VNTL-SPACEX/USDH:USDH")
|
|
assert o["average"] == 102
|
|
assert gtfo_mock.call_count == 1
|
|
|
|
|
|
def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker):
|
|
"""Test HIP-3 DEX configuration validation."""
|
|
from freqtrade.exceptions import OperationalException
|
|
|
|
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
|
|
|
|
# Test 1: 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
|
|
)
|
|
assert exchange._get_configured_hip3_dexes() == ["xyz"]
|
|
|
|
# Test 2: Invalid DEX
|
|
default_conf_usdt["exchange"]["hip3_dexes"] = ["invalid_dex"]
|
|
with pytest.raises(OperationalException, match="Invalid HIP-3 DEXes configured"):
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
exchange.validate_config(default_conf_usdt)
|
|
|
|
# Test 3: Mix of valid and invalid DEX
|
|
default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "invalid_dex"]
|
|
with pytest.raises(OperationalException, match="Invalid HIP-3 DEXes configured"):
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
exchange.validate_config(default_conf_usdt)
|
|
|
|
default_conf_usdt["margin_mode"] = "cross"
|
|
with pytest.raises(OperationalException, match="HIP-3 DEXes require 'isolated' margin mode"):
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
exchange.validate_config(default_conf_usdt)
|
|
|
|
|
|
def test_hyperliquid_get_balances_hip3(default_conf, mocker):
|
|
"""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"}},
|
|
}
|
|
api_mock.load_markets = get_mock_coro()
|
|
api_mock.markets = markets
|
|
|
|
# Mock balance responses
|
|
default_balance = {"USDC": {"free": 1000, "used": 0, "total": 1000}}
|
|
xyz_balance = {"USDC": {"free": 0, "used": 600, "total": 600}}
|
|
vntl_balance = {"USDH": {"free": 0, "used": 300, "total": 300}}
|
|
|
|
def fetch_balance_side_effect(params=None):
|
|
if params and params.get("dex") == "xyz":
|
|
return xyz_balance
|
|
elif params and params.get("dex") == "vntl":
|
|
return vntl_balance
|
|
return default_balance
|
|
|
|
api_mock.fetch_balance = MagicMock(side_effect=fetch_balance_side_effect)
|
|
|
|
# Test with two HIP-3 DEXes
|
|
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
|
|
balances = exchange.get_balances()
|
|
|
|
# Should have combined balances
|
|
assert balances["USDC"]["free"] == 1000
|
|
assert balances["USDC"]["used"] == 600
|
|
assert balances["USDC"]["total"] == 1600
|
|
assert balances["USDH"]["free"] == 0
|
|
assert balances["USDH"]["used"] == 300
|
|
assert balances["USDH"]["total"] == 300
|
|
|
|
assert api_mock.fetch_balance.call_count == 3
|
|
|
|
|
|
def test_hyperliquid_fetch_positions_hip3(default_conf, mocker):
|
|
"""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"}},
|
|
}
|
|
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}]
|
|
xyz_positions = [{"symbol": "XYZ-AAPL/USDC:USDC", "contracts": 10}]
|
|
vntl_positions = [{"symbol": "VNTL-SPACEX/USDH:USDH", "contracts": 5}]
|
|
|
|
def fetch_positions_side_effect(symbols=None, params=None):
|
|
if params and params.get("dex") == "xyz":
|
|
return xyz_positions
|
|
elif params and params.get("dex") == "vntl":
|
|
return vntl_positions
|
|
return default_positions
|
|
|
|
positions_mock = MagicMock(side_effect=fetch_positions_side_effect)
|
|
|
|
default_conf["trading_mode"] = "futures"
|
|
default_conf["margin_mode"] = "isolated"
|
|
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
|
|
|
|
exchange = get_patched_exchange(
|
|
mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
|
|
)
|
|
|
|
# Mock super().fetch_positions() to return default positions
|
|
mocker.patch(f"{EXMS}.fetch_positions", positions_mock)
|
|
|
|
positions = exchange.fetch_positions()
|
|
|
|
# Should have all positions combined (default + HIP-3)
|
|
assert len(positions) == 3
|
|
assert any(p["symbol"] == "BTC/USDC:USDC" for p in positions)
|
|
assert any(p["symbol"] == "XYZ-AAPL/USDC:USDC" for p in positions)
|
|
assert any(p["symbol"] == "VNTL-SPACEX/USDH:USDH" for p in positions)
|
|
|
|
# Verify API calls (xyz + vntl, default is mocked separately)
|
|
assert positions_mock.call_count == 3
|
|
|
|
|
|
def test_hyperliquid_market_is_tradable(default_conf, mocker):
|
|
"""Test market_is_tradable filters HIP-3 markets correctly."""
|
|
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
|
|
|
|
# Test 1: No HIP-3 DEXes configured - only default markets tradable
|
|
default_conf["exchange"]["hip3_dexes"] = []
|
|
exchange = get_patched_exchange(
|
|
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
|
|
|
|
# Test 2: Only 'xyz' configured - default + xyz markets tradable
|
|
default_conf["exchange"]["hip3_dexes"] = ["xyz"]
|
|
exchange = get_patched_exchange(
|
|
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
|
|
|
|
# Test 3: 'xyz' and 'vntl' configured - default + xyz + vntl markets tradable
|
|
default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
|
|
exchange = get_patched_exchange(
|
|
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
|