dekun
46 lines
1.3 KiB
Python
46 lines
1.3 KiB
Python
# -*- coding: utf-8 -*-
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import unittest
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from lib.exchange.okx_options_lib import format_position_row
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class OptionsDeltaFieldsTests(unittest.TestCase):
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def test_format_position_exposes_delta_bs(self):
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row = format_position_row(
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{
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"instId": "ETH-USD-261015-2500-C",
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"pos": "10",
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"avgPx": "0.02",
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"markPx": "0.025",
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"idxPx": "2600",
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"optType": "C",
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"stk": "2500",
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"deltaBS": "0.6123",
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"deltaPA": "1.23",
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},
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ct_mult=0.1,
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)
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self.assertAlmostEqual(row["delta"], 0.6123, places=4)
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self.assertAlmostEqual(row["delta_bs"], 0.6123, places=4)
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self.assertAlmostEqual(row["delta_pa"], 1.23, places=4)
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def test_format_position_falls_back_delta_field(self):
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row = format_position_row(
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{
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"instId": "BTC-USD-261015-80000-P",
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"pos": "1",
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"avgPx": "0.01",
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"markPx": "0.012",
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"idxPx": "82000",
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"optType": "P",
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"stk": "80000",
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"delta": "-0.45",
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},
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ct_mult=0.01,
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)
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self.assertAlmostEqual(row["delta"], -0.45, places=4)
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if __name__ == "__main__":
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unittest.main()
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