[ExchangeTests] add cross position tests

additional_tests/exchanges_tests/abstract_authenticated_exchange_tester.py

@@ -229,7 +229,7 @@ async def test_create_and_cancel_limit_orders(self):
         async with self.local_exchange_manager():
             await self.inner_test_create_and_cancel_limit_orders()
 
-    async def inner_test_create_and_cancel_limit_orders(self, symbol=None, settlement_currency=None):
+    async def inner_test_create_and_cancel_limit_orders(self, symbol=None, settlement_currency=None, margin_type=None):
         symbol = symbol or self.SYMBOL
         # # DEBUG tools p1, uncomment to create specific orders
         # symbol = "ADA/USDT"
@@ -247,7 +247,11 @@ async def inner_test_create_and_cancel_limit_orders(self, symbol=None, settlemen
         min_size = personal_data.decimal_adapt_quantity(
             market_status,
             # add 25% to min order size to avoid rounding of amount of price ending up just bellow min cost
-            decimal.Decimal(str(self.EXPECTED_QUOTE_MIN_ORDER_SIZE)) * decimal.Decimal("1.25") / price
+            decimal.Decimal(str(self.EXPECTED_QUOTE_MIN_ORDER_SIZE)) * (
+                decimal.Decimal("1.25") if symbols.parse_symbol(symbol).is_spot() else decimal.Decimal("1")
+            ) / (
+                decimal.Decimal("1") if symbols.parse_symbol(symbol).is_inverse() else price
+            )
         )
         self.check_order_size_and_price(min_size, price, symbol=symbol, allow_empty_size=False)
         size = min(min_size, default_size)

additional_tests/exchanges_tests/abstract_authenticated_future_exchange_tester.py

@@ -42,10 +42,25 @@ async def test_get_empty_linear_and_inverse_positions(self):
             await self.inner_test_get_empty_linear_and_inverse_positions()
 
     async def inner_test_get_empty_linear_and_inverse_positions(self):
+        if self.exchange_manager.exchange.SUPPORTS_SET_MARGIN_TYPE:
+            await self.set_margin_type(trading_enums.MarginType.ISOLATED)
+            await self._inner_test_get_empty_linear_and_inverse_positions_for_margin_type(
+                trading_enums.MarginType.ISOLATED
+            )
+            await self.set_margin_type(trading_enums.MarginType.CROSS)
+            await self._inner_test_get_empty_linear_and_inverse_positions_for_margin_type(
+                trading_enums.MarginType.CROSS
+            )
+        else:
+            await self._inner_test_get_empty_linear_and_inverse_positions_for_margin_type(None)
+
+    async def _inner_test_get_empty_linear_and_inverse_positions_for_margin_type(
+        self, margin_type: trading_enums.MarginType
+    ):
         positions = await self.get_positions()
         self._check_positions_content(positions)
         position = await self.get_position(self.SYMBOL)
-        self._check_position_content(position, self.SYMBOL)
+        self._check_position_content(position, self.SYMBOL, margin_type=margin_type)
         for contract_type in (trading_enums.FutureContractType.LINEAR_PERPETUAL,
                               trading_enums.FutureContractType.INVERSE_PERPETUAL):
             if not self.has_empty_position(self.get_filtered_positions(positions, contract_type)):
@@ -134,11 +149,13 @@ def _check_positions_content(self, positions):
         for position in positions:
             self._check_position_content(position, None)
 
-    def _check_position_content(self, position, symbol, position_mode=None):
+    def _check_position_content(self, position, symbol, position_mode=None, margin_type=None):
         if symbol:
             assert position[trading_enums.ExchangeConstantsPositionColumns.SYMBOL.value] == symbol
         else:
             assert position[trading_enums.ExchangeConstantsPositionColumns.SYMBOL.value]
+        if margin_type:
+            assert position[trading_enums.ExchangeConstantsPositionColumns.MARGIN_TYPE.value] == margin_type
         leverage = position[trading_enums.ExchangeConstantsPositionColumns.LEVERAGE.value]
         assert isinstance(leverage, decimal.Decimal)
         # should not be 0 in octobot
@@ -149,11 +166,28 @@ def _check_position_content(self, position, symbol, position_mode=None):
             assert position[trading_enums.ExchangeConstantsPositionColumns.POSITION_MODE.value] is position_mode
 
     async def inner_test_create_and_cancel_limit_orders(self, symbol=None, settlement_currency=None):
+        if self.exchange_manager.exchange.SUPPORTS_SET_MARGIN_TYPE:
+            await self.set_margin_type(trading_enums.MarginType.ISOLATED)
+            await self._inner_test_create_and_cancel_limit_orders_for_margin_type(
+                symbol=symbol, settlement_currency=settlement_currency, margin_type=trading_enums.MarginType.ISOLATED
+            )
+            await self.set_margin_type(trading_enums.MarginType.CROSS)
+            await self._inner_test_create_and_cancel_limit_orders_for_margin_type(
+                symbol=symbol, settlement_currency=settlement_currency, margin_type=trading_enums.MarginType.CROSS
+            )
+        else:
+            await self._inner_test_create_and_cancel_limit_orders_for_margin_type(
+                symbol=symbol, settlement_currency=settlement_currency, margin_type=None
+            )
+
+    async def _inner_test_create_and_cancel_limit_orders_for_margin_type(
+            self, symbol=None, settlement_currency=None, margin_type=None
+    ):
         # test with linear symbol
-        await super().inner_test_create_and_cancel_limit_orders()
+        await super().inner_test_create_and_cancel_limit_orders(margin_type=margin_type)
         # test with inverse symbol
         await super().inner_test_create_and_cancel_limit_orders(
-            symbol=self.INVERSE_SYMBOL, settlement_currency=self.ORDER_CURRENCY
+            symbol=self.INVERSE_SYMBOL, settlement_currency=self.ORDER_CURRENCY, margin_type=margin_type
         )
 
     async def inner_test_create_and_fill_market_orders(self):

additional_tests/exchanges_tests/test_binance_futures.py

@@ -29,12 +29,13 @@ class TestBinanceFuturesAuthenticatedExchange(
     EXCHANGE_NAME = "binance"
     CREDENTIALS_EXCHANGE_NAME = "BINANCE_FUTURES"
     ORDER_CURRENCY = "BTC"
-    SETTLEMENT_CURRENCY = "USDT"
+    SETTLEMENT_CURRENCY = "USDC"
     SYMBOL = f"{ORDER_CURRENCY}/{SETTLEMENT_CURRENCY}:{SETTLEMENT_CURRENCY}"
     INVERSE_SYMBOL = f"{ORDER_CURRENCY}/USD:{ORDER_CURRENCY}"
-    ORDER_SIZE = 10  # % of portfolio to include in test orders
+    ORDER_SIZE = 30  # % of portfolio to include in test orders
     DUPLICATE_TRADES_RATIO = 0.1   # allow 10% duplicate in trades (due to trade id set to order id)
     VALID_ORDER_ID = "26408108410"
+    EXPECTED_QUOTE_MIN_ORDER_SIZE = 200   # min quote value of orders to create (used to check market status parsing)
 
     async def _set_account_types(self, account_types):
         # todo remove this and use both types when exchange-side multi portfolio is enabled
@@ -86,18 +87,23 @@ async def test_is_valid_account(self):
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 
-    async def inner_test_create_and_cancel_limit_orders(self, symbol=None, settlement_currency=None):
+    async def _inner_test_create_and_cancel_limit_orders_for_margin_type(
+        self, symbol=None, settlement_currency=None, margin_type=None
+    ):
         # todo remove this and use both types when exchange-side multi portfolio is enabled
         # test with linear symbol
+        await self._set_account_types(
+            [self.exchange_manager.exchange.LINEAR_TYPE]
+        )
         await abstract_authenticated_exchange_tester.AbstractAuthenticatedExchangeTester\
-            .inner_test_create_and_cancel_limit_orders(self)
+            .inner_test_create_and_cancel_limit_orders(self, margin_type=margin_type)
         # test with inverse symbol
         await self._set_account_types(
             [self.exchange_manager.exchange.INVERSE_TYPE]
         )
         await abstract_authenticated_exchange_tester.AbstractAuthenticatedExchangeTester\
             .inner_test_create_and_cancel_limit_orders(
-                self, symbol=self.INVERSE_SYMBOL, settlement_currency=self.ORDER_CURRENCY
+                self, symbol=self.INVERSE_SYMBOL, settlement_currency=self.ORDER_CURRENCY, margin_type=margin_type
             )
 
     async def test_create_and_fill_market_orders(self):

additional_tests/exchanges_tests/test_kucoin_futures.py

@@ -73,6 +73,7 @@ async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
     async def test_create_and_cancel_limit_orders(self):
+        # todo test cross position order creation (kucoin param) at next ccxt update (will support set margin type)
         await super().test_create_and_cancel_limit_orders()
 
     async def test_create_and_fill_market_orders(self):