dekun
83 lines
2.7 KiB
Python
83 lines
2.7 KiB
Python
"""Gate 持仓指标:全仓保证金不得误用 unrealised_pnl."""
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from __future__ import annotations
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import unittest
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class TestGatePositionMetrics(unittest.TestCase):
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def test_cross_margin_not_equal_unrealised_pnl(self):
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from crypto_monitor_gate.app import parse_ccxt_position_metrics
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pos = {
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"side": "long",
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"contracts": 400,
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"collateral": 21.19,
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"initialMargin": None,
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"notional": 3098.54,
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"unrealizedPnl": 21.19,
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"markPrice": 77463.5,
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"leverage": 0,
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"marginMode": "cross",
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"symbol": "BTC/USDT:USDT",
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"info": {
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"value": "3098.54",
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"leverage": "0",
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"cross_leverage_limit": "20",
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"margin": "21.19",
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"unrealised_pnl": "21.19",
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"mark_price": "77463.5",
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},
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}
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out = parse_ccxt_position_metrics(pos, order_leverage=20)
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self.assertIsNotNone(out)
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self.assertAlmostEqual(out["unrealized_pnl"], 21.19)
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self.assertGreater(out["initial_margin"], 150)
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self.assertLess(out["initial_margin"], 160)
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pct = out["unrealized_pnl"] / out["initial_margin"] * 100
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self.assertGreater(pct, 12)
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self.assertLess(pct, 16)
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def test_cross_margin_trusts_api_when_sane(self):
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from crypto_monitor_gate.app import parse_ccxt_position_metrics
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pos = {
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"side": "long",
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"contracts": 1,
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"collateral": 157.03,
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"notional": 3098.54,
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"unrealizedPnl": 21.19,
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"leverage": 0,
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"marginMode": "cross",
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"info": {
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"value": "3098.54",
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"leverage": "0",
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"cross_leverage_limit": "20",
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"margin": "157.03",
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"unrealised_pnl": "21.19",
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},
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}
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out = parse_ccxt_position_metrics(pos, order_leverage=20)
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self.assertIsNotNone(out)
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self.assertAlmostEqual(out["initial_margin"], 157.03)
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def test_isolated_uses_api_margin(self):
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from crypto_monitor_gate.app import parse_ccxt_position_metrics
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pos = {
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"side": "long",
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"contracts": 10,
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"collateral": 88.5,
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"notional": 885.0,
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"unrealizedPnl": 3.2,
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"leverage": 10,
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"marginMode": "isolated",
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"info": {"value": "885", "leverage": "10", "margin": "88.5", "unrealised_pnl": "3.2"},
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}
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out = parse_ccxt_position_metrics(pos, order_leverage=10)
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self.assertIsNotNone(out)
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self.assertAlmostEqual(out["initial_margin"], 88.5)
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if __name__ == "__main__":
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unittest.main()
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