418 lines
13 KiB
Python
418 lines
13 KiB
Python
from datetime import datetime, timezone
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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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def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
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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}}},
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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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}
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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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api_mock = MagicMock()
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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default_conf["stake_currency"] = "USDC"
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api_mock.load_markets = get_mock_coro(return_value=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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position["collateral"],
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[],
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)
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assert pytest.approx(liq_price_returned, rel=0.0001) == liq_price_calculated
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def test_hyperliquid_get_funding_fees(default_conf, mocker):
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now = datetime.now(timezone.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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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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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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exchange._fetch_and_calculate_funding_fees = MagicMock()
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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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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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}
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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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exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
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mocker.patch.multiple(
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EXMS,
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markets=PropertyMock(return_value=markets),
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)
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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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def test_hyperliquid__lev_prep(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.set_margin_mode = MagicMock()
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type(api_mock).has = PropertyMock(return_value={"setMarginMode": True})
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exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="hyperliquid")
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exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
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assert api_mock.set_margin_mode.call_count == 0
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# test in futures mode
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api_mock.set_margin_mode.reset_mock()
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default_conf["dry_run"] = False
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="hyperliquid")
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exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
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assert api_mock.set_margin_mode.call_count == 1
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api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 3})
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api_mock.reset_mock()
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exchange._lev_prep("BTC/USDC:USDC", 19.99, "sell")
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assert api_mock.set_margin_mode.call_count == 1
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api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 19})
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def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
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default_conf_usdt["dry_run"] = False
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(
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return_value={
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"id": "12345",
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"symbol": "ETH/USDC:USDC",
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"status": "closed",
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"filled": 0.1,
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"average": None,
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"timestamp": 1630000000,
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}
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)
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mocker.patch(f"{EXMS}.exchange_has", return_value=True)
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gtfo_mock = mocker.patch(
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f"{EXMS}.get_trades_for_order",
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return_value=[
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{
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"order_id": "12345",
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"price": 1000,
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"amount": 3,
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"filled": 3,
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"remaining": 0,
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},
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{
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"order_id": "12345",
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"price": 3000,
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"amount": 1,
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"filled": 1,
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"remaining": 0,
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},
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],
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)
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exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, exchange="hyperliquid")
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o = exchange.fetch_order("12345", "ETH/USDC:USDC")
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# Uses weighted average
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assert o["average"] == 1500
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assert gtfo_mock.call_count == 1
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