async def test_get_fee_to_open(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=constants.ZERO, mark_price=constants.ZERO)
assert position_inst.get_fee_to_open() == constants.ZERO
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
assert position_inst.get_fee_to_open() == decimal.Decimal("0.001")
async def test_update_pnl_with_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.entry_price = constants.ONE_HUNDRED
await position_inst.update(update_size=-constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
position_inst.update_pnl()
assert position_inst.unrealised_pnl == constants.ZERO
await position_inst.update(update_size=-constants.ONE_HUNDRED,
mark_price=constants.ONE_HUNDRED / decimal.Decimal(10))
position_inst.update_pnl()
assert position_inst.unrealised_pnl == decimal.Decimal("18.00")
async def test_update_value(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=constants.ZERO)
position_inst.update_value()
assert position_inst.value == constants.ZERO
await position_inst.update(update_size=constants.ONE_HUNDRED)
position_inst.update_value()
assert position_inst.value == constants.ZERO
await position_inst.update(mark_price=constants.ONE_HUNDRED)
position_inst.update_value()
assert position_inst.value == constants.ONE
async def test_update_average_entry_price_decreased_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=-decimal.Decimal(100), mark_price=decimal.Decimal(10))
position_inst.entry_price = decimal.Decimal(10)
position_inst.update_average_entry_price(decimal.Decimal(10), decimal.Decimal(20))
assert position_inst.entry_price == decimal.Decimal("9.473684210526315789473684211")
position_inst.update_average_entry_price(decimal.Decimal(30), decimal.Decimal('35.678'))
assert position_inst.entry_price == decimal.Decimal("7.205574131005542714808248993")
position_inst.update_average_entry_price(decimal.Decimal(2), decimal.Decimal("0.0000000025428"))
assert position_inst.entry_price == constants.ZERO
async def test_update_average_entry_price_decreased_long(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=decimal.Decimal(100), mark_price=decimal.Decimal(10))
position_inst.entry_price = decimal.Decimal(10)
position_inst.update_average_entry_price(-decimal.Decimal(10), decimal.Decimal(20))
assert position_inst.entry_price == decimal.Decimal("9.473684210526315789473684211")
position_inst.update_average_entry_price(-decimal.Decimal(25), decimal.Decimal(1.5))
assert position_inst.entry_price == constants.ZERO
position_inst.update_average_entry_price(-decimal.Decimal(2), decimal.Decimal(7000))
assert position_inst.entry_price == constants.ZERO
async def test_update_average_entry_price_increased_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=-decimal.Decimal(10), mark_price=decimal.Decimal(10))
position_inst.entry_price = decimal.Decimal(10)
position_inst.update_average_entry_price(-decimal.Decimal(10), decimal.Decimal(5))
assert position_inst.entry_price == decimal.Decimal("6.666666666666666666666666667")
position_inst.update_average_entry_price(-decimal.Decimal(100), decimal.Decimal(2))
assert position_inst.entry_price == decimal.Decimal("2.135922330097087378640776699")
position_inst.update_average_entry_price(-decimal.Decimal(2), decimal.Decimal(0.1))
assert position_inst.entry_price == decimal.Decimal("0.4861878453038674251843327502")
async def test_update_average_entry_price_increased_long(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=decimal.Decimal(10), mark_price=decimal.Decimal(10))
position_inst.entry_price = decimal.Decimal(10)
position_inst.update_average_entry_price(decimal.Decimal(10), decimal.Decimal(20))
assert position_inst.entry_price == decimal.Decimal("13.33333333333333333333333333")
position_inst.update_average_entry_price(decimal.Decimal(100), decimal.Decimal(20))
assert position_inst.entry_price == decimal.Decimal("19.13043478260869565217391304")
position_inst.update_average_entry_price(decimal.Decimal(2), decimal.Decimal(500))
assert position_inst.entry_price == decimal.Decimal("22.78218847083189506385916465")
async def test_get_size_from_margin(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
assert position_inst.get_size_from_margin(constants.ONE) == decimal.Decimal('100')
default_contract.set_current_leverage(constants.ONE_HUNDRED)
assert position_inst.get_size_from_margin(constants.ONE) == decimal.Decimal('10000')
default_contract.set_current_leverage(constants.ONE)
assert position_inst.get_size_from_margin(decimal.Decimal('0.01')) == constants.ONE
assert position_inst.get_size_from_margin(decimal.Decimal('0.1')) == decimal.Decimal('10')
assert position_inst.get_size_from_margin(decimal.Decimal('1')) == decimal.Decimal('100')
async def test_update_pnl_with_loss_with_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.update_from_raw({enums.ExchangeConstantsPositionColumns.SYMBOL.value: DEFAULT_FUTURE_SYMBOL})
position_inst.entry_price = constants.ONE_HUNDRED
await position_inst.update(update_size=-constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
position_inst.update_pnl()
assert position_inst.unrealised_pnl == constants.ZERO
await position_inst.update(update_size=-constants.ONE_HUNDRED,
mark_price=constants.ONE_HUNDRED * decimal.Decimal(10.0566477))
position_inst.update_pnl()
assert position_inst.unrealised_pnl == decimal.Decimal("-1.801126572227443130874085649")
async def test_update_pnl_with_loss_with_long(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.update_from_raw({enums.ExchangeConstantsPositionColumns.SYMBOL.value: DEFAULT_FUTURE_SYMBOL})
position_inst.entry_price = constants.ONE_HUNDRED
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
position_inst.update_pnl()
assert position_inst.unrealised_pnl == constants.ZERO
await position_inst.update(update_size=constants.ONE_HUNDRED,
mark_price=constants.ONE_HUNDRED * decimal.Decimal(0.8666))
position_inst.update_pnl()
assert position_inst.unrealised_pnl == decimal.Decimal("-0.3078698361412415355738660840")
async def test_calculate_maintenance_margin(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.symbol = DEFAULT_FUTURE_SYMBOL
await position_inst.update(update_size=constants.ZERO, mark_price=constants.ZERO)
assert position_inst.calculate_maintenance_margin() == constants.ZERO
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
assert position_inst.calculate_maintenance_margin() == decimal.Decimal('0.01')
exchange_manager_inst.exchange_symbols_data.get_exchange_symbol_data(
DEFAULT_FUTURE_SYMBOL).funding_manager.funding_rate = decimal.Decimal(DEFAULT_FUTURE_FUNDING_RATE)
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
assert position_inst.calculate_maintenance_margin() == decimal.Decimal("0.02")
async def test_update_initial_margin(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
if not os.getenv('CYTHON_IGNORE'):
await position_inst.update(update_size=constants.ZERO, mark_price=constants.ZERO)
position_inst._update_initial_margin()
assert position_inst.initial_margin == constants.ZERO
await position_inst.update(update_size=constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
position_inst._update_initial_margin()
assert position_inst.initial_margin == constants.ONE
default_contract.set_current_leverage(constants.ONE_HUNDRED)
position_inst._update_initial_margin()
assert position_inst.initial_margin == decimal.Decimal("0.01")
async def test_get_bankruptcy_price_with_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.update_from_raw({enums.ExchangeConstantsPositionColumns.SYMBOL.value: DEFAULT_FUTURE_SYMBOL})
position_inst.entry_price = constants.ONE_HUNDRED
await position_inst.update(update_size=-constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
assert position_inst.get_bankruptcy_price() == constants.ZERO
assert position_inst.get_bankruptcy_price(with_mark_price=True) == constants.ZERO
default_contract.set_current_leverage(constants.ONE_HUNDRED)
assert position_inst.get_bankruptcy_price() == decimal.Decimal("101.0101010101010101010101010")
assert position_inst.get_bankruptcy_price(with_mark_price=True) == decimal.Decimal("1.010101010101010101010101010")
await position_inst.update(update_size=constants.ONE_HUNDRED,
mark_price=decimal.Decimal(2) * constants.ONE_HUNDRED)
assert position_inst.get_bankruptcy_price() == constants.ZERO
assert position_inst.get_bankruptcy_price(with_mark_price=True) == constants.ZERO
async def test_update_isolated_liquidation_price_with_short(future_trader_simulator_with_default_inverse):
config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_inverse
exchange_manager_inst.exchange_symbols_data.get_exchange_symbol_data(
DEFAULT_FUTURE_SYMBOL).funding_manager.funding_rate = decimal.Decimal(DEFAULT_FUTURE_FUNDING_RATE)
position_inst = personal_data.InversePosition(trader_inst, default_contract)
position_inst.symbol = DEFAULT_FUTURE_SYMBOL
position_inst.entry_price = constants.ONE_HUNDRED
await position_inst.update(update_size=-constants.ONE_HUNDRED, mark_price=constants.ONE_HUNDRED)
position_inst.update_isolated_liquidation_price()
assert position_inst.liquidation_price == decimal.Decimal("1.00E+4")
default_contract.set_current_leverage(constants.ONE_HUNDRED)
await position_inst.update(update_size=-constants.ONE_HUNDRED,
mark_price=constants.ONE_HUNDRED / decimal.Decimal(10))
position_inst.update_isolated_liquidation_price()
assert position_inst.liquidation_price == decimal.Decimal("1E+2")
