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1 | import sys | |
2 | import portfolio | |
3 | import unittest | |
4 | import datetime | |
5 | from decimal import Decimal as D | |
6 | from unittest import mock | |
7 | import requests | |
8 | import requests_mock | |
9 | from io import StringIO | |
10 | import threading | |
11 | import portfolio, market, main, store | |
12 | ||
13 | limits = ["acceptance", "unit"] | |
14 | for test_type in limits: | |
15 | if "--no{}".format(test_type) in sys.argv: | |
16 | sys.argv.remove("--no{}".format(test_type)) | |
17 | limits.remove(test_type) | |
18 | if "--only{}".format(test_type) in sys.argv: | |
19 | sys.argv.remove("--only{}".format(test_type)) | |
20 | limits = [test_type] | |
21 | break | |
22 | ||
23 | class WebMockTestCase(unittest.TestCase): | |
24 | import time | |
25 | ||
26 | def market_args(self, debug=False, quiet=False, report_path=None, **kwargs): | |
27 | return main.configargparse.Namespace(report_path=report_path, | |
28 | debug=debug, quiet=quiet, **kwargs) | |
29 | ||
30 | def setUp(self): | |
31 | super().setUp() | |
32 | self.wm = requests_mock.Mocker() | |
33 | self.wm.start() | |
34 | ||
35 | # market | |
36 | self.m = mock.Mock(name="Market", spec=market.Market) | |
37 | self.m.debug = False | |
38 | ||
39 | self.patchers = [ | |
40 | mock.patch.multiple(market.Portfolio, | |
41 | data=store.LockedVar(None), | |
42 | liquidities=store.LockedVar({}), | |
43 | last_date=store.LockedVar(None), | |
44 | report=mock.Mock(), | |
45 | worker=None, | |
46 | worker_notify=None, | |
47 | worker_started=False, | |
48 | callback=None), | |
49 | mock.patch.multiple(portfolio.Computation, | |
50 | computations=portfolio.Computation.computations), | |
51 | ] | |
52 | for patcher in self.patchers: | |
53 | patcher.start() | |
54 | ||
55 | def tearDown(self): | |
56 | for patcher in self.patchers: | |
57 | patcher.stop() | |
58 | self.wm.stop() | |
59 | super().tearDown() | |
60 | ||
61 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
62 | class poloniexETest(unittest.TestCase): | |
63 | def setUp(self): | |
64 | super().setUp() | |
65 | self.wm = requests_mock.Mocker() | |
66 | self.wm.start() | |
67 | ||
68 | self.s = market.ccxt.poloniexE() | |
69 | ||
70 | def tearDown(self): | |
71 | self.wm.stop() | |
72 | super().tearDown() | |
73 | ||
74 | def test__init(self): | |
75 | with self.subTest("Nominal case"), \ | |
76 | mock.patch("market.ccxt.poloniexE.session") as session: | |
77 | session.request.return_value = "response" | |
78 | ccxt = market.ccxt.poloniexE() | |
79 | ccxt._market = mock.Mock | |
80 | ccxt._market.report = mock.Mock() | |
81 | ||
82 | ccxt.session.request("GET", "URL", data="data", | |
83 | headers="headers") | |
84 | ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
85 | 'headers', 'response') | |
86 | ||
87 | with self.subTest("Raising"),\ | |
88 | mock.patch("market.ccxt.poloniexE.session") as session: | |
89 | session.request.side_effect = market.ccxt.RequestException("Boo") | |
90 | ||
91 | ccxt = market.ccxt.poloniexE() | |
92 | ccxt._market = mock.Mock | |
93 | ccxt._market.report = mock.Mock() | |
94 | ||
95 | with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm: | |
96 | ccxt.session.request("GET", "URL", data="data", | |
97 | headers="headers") | |
98 | ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', | |
99 | 'headers', cm.exception) | |
100 | ||
101 | ||
102 | def test_nanoseconds(self): | |
103 | with mock.patch.object(market.ccxt.time, "time") as time: | |
104 | time.return_value = 123456.7890123456 | |
105 | self.assertEqual(123456789012345, self.s.nanoseconds()) | |
106 | ||
107 | def test_nonce(self): | |
108 | with mock.patch.object(market.ccxt.time, "time") as time: | |
109 | time.return_value = 123456.7890123456 | |
110 | self.assertEqual(123456789012345, self.s.nonce()) | |
111 | ||
112 | def test_request(self): | |
113 | with mock.patch.object(market.ccxt.poloniex, "request") as request,\ | |
114 | mock.patch("market.ccxt.retry_call") as retry_call: | |
115 | with self.subTest(wrapped=True): | |
116 | with self.subTest(desc="public"): | |
117 | self.s.request("foo") | |
118 | retry_call.assert_called_with(request, | |
119 | delay=1, tries=10, fargs=["foo"], | |
120 | fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | |
121 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | |
122 | request.assert_not_called() | |
123 | ||
124 | with self.subTest(desc="private GET"): | |
125 | self.s.request("foo", api="private") | |
126 | retry_call.assert_called_with(request, | |
127 | delay=1, tries=10, fargs=["foo"], | |
128 | fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, | |
129 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | |
130 | request.assert_not_called() | |
131 | ||
132 | with self.subTest(desc="private POST regexp"): | |
133 | self.s.request("returnFoo", api="private", method="POST") | |
134 | retry_call.assert_called_with(request, | |
135 | delay=1, tries=10, fargs=["returnFoo"], | |
136 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | |
137 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | |
138 | request.assert_not_called() | |
139 | ||
140 | with self.subTest(desc="private POST non-regexp"): | |
141 | self.s.request("getMarginPosition", api="private", method="POST") | |
142 | retry_call.assert_called_with(request, | |
143 | delay=1, tries=10, fargs=["getMarginPosition"], | |
144 | fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, | |
145 | exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) | |
146 | request.assert_not_called() | |
147 | retry_call.reset_mock() | |
148 | request.reset_mock() | |
149 | with self.subTest(wrapped=False): | |
150 | with self.subTest(desc="private POST non-matching regexp"): | |
151 | self.s.request("marginBuy", api="private", method="POST") | |
152 | request.assert_called_with("marginBuy", | |
153 | api="private", method="POST", params={}, | |
154 | headers=None, body=None) | |
155 | retry_call.assert_not_called() | |
156 | ||
157 | with self.subTest(desc="private POST non-matching non-regexp"): | |
158 | self.s.request("closeMarginPositionOther", api="private", method="POST") | |
159 | request.assert_called_with("closeMarginPositionOther", | |
160 | api="private", method="POST", params={}, | |
161 | headers=None, body=None) | |
162 | retry_call.assert_not_called() | |
163 | ||
164 | def test_order_precision(self): | |
165 | self.assertEqual(8, self.s.order_precision("FOO")) | |
166 | ||
167 | def test_transfer_balance(self): | |
168 | with self.subTest(success=True),\ | |
169 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
170 | t.return_value = { "success": 1 } | |
171 | result = self.s.transfer_balance("FOO", 12, "exchange", "margin") | |
172 | t.assert_called_once_with({ | |
173 | "currency": "FOO", | |
174 | "amount": 12, | |
175 | "fromAccount": "exchange", | |
176 | "toAccount": "margin", | |
177 | "confirmed": 1 | |
178 | }) | |
179 | self.assertTrue(result) | |
180 | ||
181 | with self.subTest(success=False),\ | |
182 | mock.patch.object(self.s, "privatePostTransferBalance") as t: | |
183 | t.return_value = { "success": 0 } | |
184 | self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) | |
185 | ||
186 | def test_close_margin_position(self): | |
187 | with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: | |
188 | self.s.close_margin_position("FOO", "BAR") | |
189 | c.assert_called_with({"currencyPair": "BAR_FOO"}) | |
190 | ||
191 | def test_tradable_balances(self): | |
192 | with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: | |
193 | r.return_value = { | |
194 | "FOO": { "exchange": "12.1234", "margin": "0.0123" }, | |
195 | "BAR": { "exchange": "1", "margin": "0" }, | |
196 | } | |
197 | balances = self.s.tradable_balances() | |
198 | self.assertEqual(["FOO", "BAR"], list(balances.keys())) | |
199 | self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) | |
200 | self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) | |
201 | self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) | |
202 | ||
203 | def test_margin_summary(self): | |
204 | with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: | |
205 | r.return_value = { | |
206 | "currentMargin": "1.49680968", | |
207 | "lendingFees": "0.0000001", | |
208 | "pl": "0.00008254", | |
209 | "totalBorrowedValue": "0.00673602", | |
210 | "totalValue": "0.01000000", | |
211 | "netValue": "0.01008254", | |
212 | } | |
213 | expected = { | |
214 | 'current_margin': D('1.49680968'), | |
215 | 'gains': D('0.00008254'), | |
216 | 'lending_fees': D('0.0000001'), | |
217 | 'total': D('0.01000000'), | |
218 | 'total_borrowed': D('0.00673602') | |
219 | } | |
220 | self.assertEqual(expected, self.s.margin_summary()) | |
221 | ||
222 | def test_create_order(self): | |
223 | with mock.patch.object(self.s, "create_exchange_order") as exchange,\ | |
224 | mock.patch.object(self.s, "create_margin_order") as margin: | |
225 | with self.subTest(account="unspecified"): | |
226 | self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") | |
227 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
228 | margin.assert_not_called() | |
229 | exchange.reset_mock() | |
230 | margin.reset_mock() | |
231 | ||
232 | with self.subTest(account="exchange"): | |
233 | self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") | |
234 | exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
235 | margin.assert_not_called() | |
236 | exchange.reset_mock() | |
237 | margin.reset_mock() | |
238 | ||
239 | with self.subTest(account="margin"): | |
240 | self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") | |
241 | margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") | |
242 | exchange.assert_not_called() | |
243 | exchange.reset_mock() | |
244 | margin.reset_mock() | |
245 | ||
246 | with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): | |
247 | self.s.create_order("symbol", "type", "side", "amount", account="unknown") | |
248 | ||
249 | def test_parse_ticker(self): | |
250 | ticker = { | |
251 | "high24hr": "12", | |
252 | "low24hr": "10", | |
253 | "highestBid": "10.5", | |
254 | "lowestAsk": "11.5", | |
255 | "last": "11", | |
256 | "percentChange": "0.1", | |
257 | "quoteVolume": "10", | |
258 | "baseVolume": "20" | |
259 | } | |
260 | market = { | |
261 | "symbol": "BTC/ETC" | |
262 | } | |
263 | with mock.patch.object(self.s, "milliseconds") as ms: | |
264 | ms.return_value = 1520292715123 | |
265 | result = self.s.parse_ticker(ticker, market) | |
266 | ||
267 | expected = { | |
268 | "symbol": "BTC/ETC", | |
269 | "timestamp": 1520292715123, | |
270 | "datetime": "2018-03-05T23:31:55.123Z", | |
271 | "high": D("12"), | |
272 | "low": D("10"), | |
273 | "bid": D("10.5"), | |
274 | "ask": D("11.5"), | |
275 | "vwap": None, | |
276 | "open": None, | |
277 | "close": None, | |
278 | "first": None, | |
279 | "last": D("11"), | |
280 | "change": D("0.1"), | |
281 | "percentage": None, | |
282 | "average": None, | |
283 | "baseVolume": D("10"), | |
284 | "quoteVolume": D("20"), | |
285 | "info": ticker | |
286 | } | |
287 | self.assertEqual(expected, result) | |
288 | ||
289 | def test_fetch_margin_balance(self): | |
290 | with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: | |
291 | get_margin_position.return_value = { | |
292 | "BTC_DASH": { | |
293 | "amount": "-0.1", | |
294 | "basePrice": "0.06818560", | |
295 | "lendingFees": "0.00000001", | |
296 | "liquidationPrice": "0.15107132", | |
297 | "pl": "-0.00000371", | |
298 | "total": "0.00681856", | |
299 | "type": "short" | |
300 | }, | |
301 | "BTC_ETC": { | |
302 | "amount": "-0.6", | |
303 | "basePrice": "0.1", | |
304 | "lendingFees": "0.00000001", | |
305 | "liquidationPrice": "0.6", | |
306 | "pl": "0.00000371", | |
307 | "total": "0.06", | |
308 | "type": "short" | |
309 | }, | |
310 | "BTC_ETH": { | |
311 | "amount": "0", | |
312 | "basePrice": "0", | |
313 | "lendingFees": "0", | |
314 | "liquidationPrice": "-1", | |
315 | "pl": "0", | |
316 | "total": "0", | |
317 | "type": "none" | |
318 | } | |
319 | } | |
320 | balances = self.s.fetch_margin_balance() | |
321 | self.assertEqual(2, len(balances)) | |
322 | expected = { | |
323 | "DASH": { | |
324 | "amount": D("-0.1"), | |
325 | "borrowedPrice": D("0.06818560"), | |
326 | "lendingFees": D("1E-8"), | |
327 | "pl": D("-0.00000371"), | |
328 | "liquidationPrice": D("0.15107132"), | |
329 | "type": "short", | |
330 | "total": D("0.00681856"), | |
331 | "baseCurrency": "BTC" | |
332 | }, | |
333 | "ETC": { | |
334 | "amount": D("-0.6"), | |
335 | "borrowedPrice": D("0.1"), | |
336 | "lendingFees": D("1E-8"), | |
337 | "pl": D("0.00000371"), | |
338 | "liquidationPrice": D("0.6"), | |
339 | "type": "short", | |
340 | "total": D("0.06"), | |
341 | "baseCurrency": "BTC" | |
342 | } | |
343 | } | |
344 | self.assertEqual(expected, balances) | |
345 | ||
346 | def test_sum(self): | |
347 | self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) | |
348 | ||
349 | def test_fetch_balance(self): | |
350 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
351 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ | |
352 | mock.patch.object(self.s, "common_currency_code") as ccc: | |
353 | ccc.side_effect = ["ETH", "BTC", "DASH"] | |
354 | balances.return_value = { | |
355 | "ETH": { | |
356 | "available": "10", | |
357 | "onOrders": "1", | |
358 | }, | |
359 | "BTC": { | |
360 | "available": "1", | |
361 | "onOrders": "0", | |
362 | }, | |
363 | "DASH": { | |
364 | "available": "0", | |
365 | "onOrders": "3" | |
366 | } | |
367 | } | |
368 | ||
369 | expected = { | |
370 | "info": { | |
371 | "ETH": {"available": "10", "onOrders": "1"}, | |
372 | "BTC": {"available": "1", "onOrders": "0"}, | |
373 | "DASH": {"available": "0", "onOrders": "3"} | |
374 | }, | |
375 | "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, | |
376 | "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, | |
377 | "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, | |
378 | "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, | |
379 | "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, | |
380 | "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} | |
381 | } | |
382 | result = self.s.fetch_balance() | |
383 | load_markets.assert_called_once() | |
384 | self.assertEqual(expected, result) | |
385 | ||
386 | def test_fetch_balance_per_type(self): | |
387 | with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: | |
388 | balances.return_value = { | |
389 | "exchange": { | |
390 | "BLK": "159.83673869", | |
391 | "BTC": "0.00005959", | |
392 | "USDT": "0.00002625", | |
393 | "XMR": "0.18719303" | |
394 | }, | |
395 | "margin": { | |
396 | "BTC": "0.03019227" | |
397 | } | |
398 | } | |
399 | expected = { | |
400 | "info": { | |
401 | "exchange": { | |
402 | "BLK": "159.83673869", | |
403 | "BTC": "0.00005959", | |
404 | "USDT": "0.00002625", | |
405 | "XMR": "0.18719303" | |
406 | }, | |
407 | "margin": { | |
408 | "BTC": "0.03019227" | |
409 | } | |
410 | }, | |
411 | "exchange": { | |
412 | "BLK": D("159.83673869"), | |
413 | "BTC": D("0.00005959"), | |
414 | "USDT": D("0.00002625"), | |
415 | "XMR": D("0.18719303") | |
416 | }, | |
417 | "margin": {"BTC": D("0.03019227")}, | |
418 | "BLK": {"exchange": D("159.83673869")}, | |
419 | "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, | |
420 | "USDT": {"exchange": D("0.00002625")}, | |
421 | "XMR": {"exchange": D("0.18719303")} | |
422 | } | |
423 | result = self.s.fetch_balance_per_type() | |
424 | self.assertEqual(expected, result) | |
425 | ||
426 | def test_fetch_all_balances(self): | |
427 | import json | |
428 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
429 | mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ | |
430 | mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ | |
431 | mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: | |
432 | ||
433 | with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: | |
434 | balance.return_value = json.load(f) | |
435 | with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: | |
436 | margin_balance.return_value = json.load(f) | |
437 | with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: | |
438 | balance_per_type.return_value = json.load(f) | |
439 | ||
440 | result = self.s.fetch_all_balances() | |
441 | expected_doge = { | |
442 | "total": D("-12779.79821852"), | |
443 | "exchange_used": D("0E-8"), | |
444 | "exchange_total": D("0E-8"), | |
445 | "exchange_free": D("0E-8"), | |
446 | "margin_available": 0, | |
447 | "margin_in_position": 0, | |
448 | "margin_borrowed": D("12779.79821852"), | |
449 | "margin_total": D("-12779.79821852"), | |
450 | "margin_pending_gain": 0, | |
451 | "margin_lending_fees": D("-9E-8"), | |
452 | "margin_pending_base_gain": D("0.00024059"), | |
453 | "margin_position_type": "short", | |
454 | "margin_liquidation_price": D("0.00000246"), | |
455 | "margin_borrowed_base_price": D("0.00599149"), | |
456 | "margin_borrowed_base_currency": "BTC" | |
457 | } | |
458 | expected_btc = {"total": D("0.05432165"), | |
459 | "exchange_used": D("0E-8"), | |
460 | "exchange_total": D("0.00005959"), | |
461 | "exchange_free": D("0.00005959"), | |
462 | "margin_available": D("0.03019227"), | |
463 | "margin_in_position": D("0.02406979"), | |
464 | "margin_borrowed": 0, | |
465 | "margin_total": D("0.05426206"), | |
466 | "margin_pending_gain": D("0.00093955"), | |
467 | "margin_lending_fees": 0, | |
468 | "margin_pending_base_gain": 0, | |
469 | "margin_position_type": None, | |
470 | "margin_liquidation_price": 0, | |
471 | "margin_borrowed_base_price": 0, | |
472 | "margin_borrowed_base_currency": None | |
473 | } | |
474 | expected_xmr = {"total": D("0.18719303"), | |
475 | "exchange_used": D("0E-8"), | |
476 | "exchange_total": D("0.18719303"), | |
477 | "exchange_free": D("0.18719303"), | |
478 | "margin_available": 0, | |
479 | "margin_in_position": 0, | |
480 | "margin_borrowed": 0, | |
481 | "margin_total": 0, | |
482 | "margin_pending_gain": 0, | |
483 | "margin_lending_fees": 0, | |
484 | "margin_pending_base_gain": 0, | |
485 | "margin_position_type": None, | |
486 | "margin_liquidation_price": 0, | |
487 | "margin_borrowed_base_price": 0, | |
488 | "margin_borrowed_base_currency": None | |
489 | } | |
490 | self.assertEqual(expected_xmr, result["XMR"]) | |
491 | self.assertEqual(expected_doge, result["DOGE"]) | |
492 | self.assertEqual(expected_btc, result["BTC"]) | |
493 | ||
494 | def test_create_margin_order(self): | |
495 | with self.assertRaises(market.ExchangeError): | |
496 | self.s.create_margin_order("FOO", "market", "buy", "10") | |
497 | ||
498 | with mock.patch.object(self.s, "load_markets") as load_markets,\ | |
499 | mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ | |
500 | mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ | |
501 | mock.patch.object(self.s, "market") as market_mock,\ | |
502 | mock.patch.object(self.s, "price_to_precision") as ptp,\ | |
503 | mock.patch.object(self.s, "amount_to_precision") as atp: | |
504 | ||
505 | margin_buy.return_value = { | |
506 | "orderNumber": 123 | |
507 | } | |
508 | margin_sell.return_value = { | |
509 | "orderNumber": 456 | |
510 | } | |
511 | market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } | |
512 | ptp.return_value = D("0.1") | |
513 | atp.return_value = D("12") | |
514 | ||
515 | order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") | |
516 | self.assertEqual(123, order["id"]) | |
517 | margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) | |
518 | margin_sell.assert_not_called() | |
519 | margin_buy.reset_mock() | |
520 | margin_sell.reset_mock() | |
521 | ||
522 | order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") | |
523 | self.assertEqual(456, order["id"]) | |
524 | margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) | |
525 | margin_buy.assert_not_called() | |
526 | ||
527 | def test_create_exchange_order(self): | |
528 | with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: | |
529 | self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") | |
530 | ||
531 | create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") | |
532 | ||
533 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
534 | class NoopLockTest(unittest.TestCase): | |
535 | def test_with(self): | |
536 | noop_lock = store.NoopLock() | |
537 | with noop_lock: | |
538 | self.assertTrue(True) | |
539 | ||
540 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
541 | class LockedVar(unittest.TestCase): | |
542 | ||
543 | def test_values(self): | |
544 | locked_var = store.LockedVar("Foo") | |
545 | self.assertIsInstance(locked_var.lock, store.NoopLock) | |
546 | self.assertEqual("Foo", locked_var.val) | |
547 | ||
548 | def test_get(self): | |
549 | with self.subTest(desc="Normal case"): | |
550 | locked_var = store.LockedVar("Foo") | |
551 | self.assertEqual("Foo", locked_var.get()) | |
552 | with self.subTest(desc="Dict"): | |
553 | locked_var = store.LockedVar({"foo": "bar"}) | |
554 | self.assertEqual({"foo": "bar"}, locked_var.get()) | |
555 | self.assertEqual("bar", locked_var.get("foo")) | |
556 | self.assertIsNone(locked_var.get("other")) | |
557 | ||
558 | def test_set(self): | |
559 | locked_var = store.LockedVar("Foo") | |
560 | locked_var.set("Bar") | |
561 | self.assertEqual("Bar", locked_var.get()) | |
562 | ||
563 | def test__getattr(self): | |
564 | dummy = type('Dummy', (object,), {})() | |
565 | dummy.attribute = "Hey" | |
566 | ||
567 | locked_var = store.LockedVar(dummy) | |
568 | self.assertEqual("Hey", locked_var.attribute) | |
569 | with self.assertRaises(AttributeError): | |
570 | locked_var.other | |
571 | ||
572 | def test_start_lock(self): | |
573 | locked_var = store.LockedVar("Foo") | |
574 | locked_var.start_lock() | |
575 | self.assertEqual("lock", locked_var.lock.__class__.__name__) | |
576 | ||
577 | thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) | |
578 | thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) | |
579 | thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) | |
580 | ||
581 | with locked_var.lock: | |
582 | thread1.start() | |
583 | thread2.start() | |
584 | thread3.start() | |
585 | ||
586 | self.assertEqual("Foo", locked_var.val) | |
587 | thread1.join() | |
588 | thread2.join() | |
589 | thread3.join() | |
590 | self.assertEqual("Bar", locked_var.get()[0:3]) | |
591 | ||
592 | def test_wait_for_notification(self): | |
593 | with self.assertRaises(RuntimeError): | |
594 | store.Portfolio.wait_for_notification() | |
595 | ||
596 | with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ | |
597 | mock.patch.object(store.Portfolio, "report") as report,\ | |
598 | mock.patch.object(store.time, "sleep") as sleep: | |
599 | store.Portfolio.start_worker(poll=3) | |
600 | ||
601 | store.Portfolio.worker_notify.set() | |
602 | ||
603 | store.Portfolio.callback.wait() | |
604 | ||
605 | report.print_log.assert_called_once_with("Fetching cryptoportfolio") | |
606 | get.assert_called_once_with(refetch=True) | |
607 | sleep.assert_called_once_with(3) | |
608 | self.assertFalse(store.Portfolio.worker_notify.is_set()) | |
609 | self.assertTrue(store.Portfolio.worker.is_alive()) | |
610 | ||
611 | store.Portfolio.callback.clear() | |
612 | store.Portfolio.worker_started = False | |
613 | store.Portfolio.worker_notify.set() | |
614 | store.Portfolio.callback.wait() | |
615 | ||
616 | self.assertFalse(store.Portfolio.worker.is_alive()) | |
617 | ||
618 | def test_notify_and_wait(self): | |
619 | with mock.patch.object(store.Portfolio, "callback") as callback,\ | |
620 | mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: | |
621 | store.Portfolio.notify_and_wait() | |
622 | callback.clear.assert_called_once_with() | |
623 | worker_notify.set.assert_called_once_with() | |
624 | callback.wait.assert_called_once_with() | |
625 | ||
626 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
627 | class PortfolioTest(WebMockTestCase): | |
628 | def setUp(self): | |
629 | super().setUp() | |
630 | ||
631 | with open("test_samples/test_portfolio.json") as example: | |
632 | self.json_response = example.read() | |
633 | ||
634 | self.wm.get(market.Portfolio.URL, text=self.json_response) | |
635 | ||
636 | @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") | |
637 | def test_get_cryptoportfolio(self, parse_cryptoportfolio): | |
638 | with self.subTest(parallel=False): | |
639 | self.wm.get(market.Portfolio.URL, [ | |
640 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
641 | {"text": "System Error", "status_code": 500}, | |
642 | {"exc": requests.exceptions.ConnectTimeout}, | |
643 | ]) | |
644 | market.Portfolio.get_cryptoportfolio() | |
645 | self.assertIn("foo", market.Portfolio.data.get()) | |
646 | self.assertEqual("bar", market.Portfolio.data.get()["foo"]) | |
647 | self.assertTrue(self.wm.called) | |
648 | self.assertEqual(1, self.wm.call_count) | |
649 | market.Portfolio.report.log_error.assert_not_called() | |
650 | market.Portfolio.report.log_http_request.assert_called_once() | |
651 | parse_cryptoportfolio.assert_called_once_with() | |
652 | market.Portfolio.report.log_http_request.reset_mock() | |
653 | parse_cryptoportfolio.reset_mock() | |
654 | market.Portfolio.data = store.LockedVar(None) | |
655 | ||
656 | market.Portfolio.get_cryptoportfolio() | |
657 | self.assertIsNone(market.Portfolio.data.get()) | |
658 | self.assertEqual(2, self.wm.call_count) | |
659 | parse_cryptoportfolio.assert_not_called() | |
660 | market.Portfolio.report.log_error.assert_not_called() | |
661 | market.Portfolio.report.log_http_request.assert_called_once() | |
662 | market.Portfolio.report.log_http_request.reset_mock() | |
663 | parse_cryptoportfolio.reset_mock() | |
664 | ||
665 | market.Portfolio.data = store.LockedVar("Foo") | |
666 | market.Portfolio.get_cryptoportfolio() | |
667 | self.assertEqual(2, self.wm.call_count) | |
668 | parse_cryptoportfolio.assert_not_called() | |
669 | ||
670 | market.Portfolio.get_cryptoportfolio(refetch=True) | |
671 | self.assertEqual("Foo", market.Portfolio.data.get()) | |
672 | self.assertEqual(3, self.wm.call_count) | |
673 | market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", | |
674 | exception=mock.ANY) | |
675 | market.Portfolio.report.log_http_request.assert_not_called() | |
676 | with self.subTest(parallel=True): | |
677 | with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ | |
678 | mock.patch.object(market.Portfolio, "notify_and_wait") as notify: | |
679 | with self.subTest(worker=True): | |
680 | market.Portfolio.data = store.LockedVar(None) | |
681 | market.Portfolio.worker = mock.Mock() | |
682 | is_worker.return_value = True | |
683 | self.wm.get(market.Portfolio.URL, [ | |
684 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
685 | ]) | |
686 | market.Portfolio.get_cryptoportfolio() | |
687 | self.assertIn("foo", market.Portfolio.data.get()) | |
688 | parse_cryptoportfolio.reset_mock() | |
689 | with self.subTest(worker=False): | |
690 | market.Portfolio.data = store.LockedVar(None) | |
691 | market.Portfolio.worker = mock.Mock() | |
692 | is_worker.return_value = False | |
693 | market.Portfolio.get_cryptoportfolio() | |
694 | notify.assert_called_once_with() | |
695 | parse_cryptoportfolio.assert_not_called() | |
696 | ||
697 | def test_parse_cryptoportfolio(self): | |
698 | with self.subTest(description="Normal case"): | |
699 | market.Portfolio.data = store.LockedVar(store.json.loads( | |
700 | self.json_response, parse_int=D, parse_float=D)) | |
701 | market.Portfolio.parse_cryptoportfolio() | |
702 | ||
703 | self.assertListEqual( | |
704 | ["medium", "high"], | |
705 | list(market.Portfolio.liquidities.get().keys())) | |
706 | ||
707 | liquidities = market.Portfolio.liquidities.get() | |
708 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
709 | self.assertEqual(10, len(liquidities["high"].keys())) | |
710 | ||
711 | expected = { | |
712 | 'BTC': (D("0.2857"), "long"), | |
713 | 'DGB': (D("0.1015"), "long"), | |
714 | 'DOGE': (D("0.1805"), "long"), | |
715 | 'SC': (D("0.0623"), "long"), | |
716 | 'ZEC': (D("0.3701"), "long"), | |
717 | } | |
718 | date = portfolio.datetime(2018, 1, 8) | |
719 | self.assertDictEqual(expected, liquidities["high"][date]) | |
720 | ||
721 | expected = { | |
722 | 'BTC': (D("1.1102e-16"), "long"), | |
723 | 'ETC': (D("0.1"), "long"), | |
724 | 'FCT': (D("0.1"), "long"), | |
725 | 'GAS': (D("0.1"), "long"), | |
726 | 'NAV': (D("0.1"), "long"), | |
727 | 'OMG': (D("0.1"), "long"), | |
728 | 'OMNI': (D("0.1"), "long"), | |
729 | 'PPC': (D("0.1"), "long"), | |
730 | 'RIC': (D("0.1"), "long"), | |
731 | 'VIA': (D("0.1"), "long"), | |
732 | 'XCP': (D("0.1"), "long"), | |
733 | } | |
734 | self.assertDictEqual(expected, liquidities["medium"][date]) | |
735 | self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) | |
736 | ||
737 | with self.subTest(description="Missing weight"): | |
738 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
739 | del(data["portfolio_2"]["weights"]) | |
740 | market.Portfolio.data = store.LockedVar(data) | |
741 | ||
742 | market.Portfolio.parse_cryptoportfolio() | |
743 | self.assertListEqual( | |
744 | ["medium", "high"], | |
745 | list(market.Portfolio.liquidities.get().keys())) | |
746 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
747 | ||
748 | with self.subTest(description="All missing weights"): | |
749 | data = store.json.loads(self.json_response, parse_int=D, parse_float=D) | |
750 | del(data["portfolio_1"]["weights"]) | |
751 | del(data["portfolio_2"]["weights"]) | |
752 | market.Portfolio.data = store.LockedVar(data) | |
753 | ||
754 | market.Portfolio.parse_cryptoportfolio() | |
755 | self.assertEqual({}, market.Portfolio.liquidities.get("medium")) | |
756 | self.assertEqual({}, market.Portfolio.liquidities.get("high")) | |
757 | self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) | |
758 | ||
759 | ||
760 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
761 | def test_repartition(self, get_cryptoportfolio): | |
762 | market.Portfolio.liquidities = store.LockedVar({ | |
763 | "medium": { | |
764 | "2018-03-01": "medium_2018-03-01", | |
765 | "2018-03-08": "medium_2018-03-08", | |
766 | }, | |
767 | "high": { | |
768 | "2018-03-01": "high_2018-03-01", | |
769 | "2018-03-08": "high_2018-03-08", | |
770 | } | |
771 | }) | |
772 | market.Portfolio.last_date = store.LockedVar("2018-03-08") | |
773 | ||
774 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) | |
775 | get_cryptoportfolio.assert_called_once_with() | |
776 | self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) | |
777 | self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) | |
778 | ||
779 | @mock.patch.object(market.time, "sleep") | |
780 | @mock.patch.object(market.Portfolio, "get_cryptoportfolio") | |
781 | def test_wait_for_recent(self, get_cryptoportfolio, sleep): | |
782 | self.call_count = 0 | |
783 | def _get(refetch=False): | |
784 | if self.call_count != 0: | |
785 | self.assertTrue(refetch) | |
786 | else: | |
787 | self.assertFalse(refetch) | |
788 | self.call_count += 1 | |
789 | market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ | |
790 | - store.timedelta(10)\ | |
791 | + store.timedelta(self.call_count)) | |
792 | get_cryptoportfolio.side_effect = _get | |
793 | ||
794 | market.Portfolio.wait_for_recent() | |
795 | sleep.assert_called_with(30) | |
796 | self.assertEqual(6, sleep.call_count) | |
797 | self.assertEqual(7, get_cryptoportfolio.call_count) | |
798 | market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") | |
799 | ||
800 | sleep.reset_mock() | |
801 | get_cryptoportfolio.reset_mock() | |
802 | market.Portfolio.last_date = store.LockedVar(None) | |
803 | self.call_count = 0 | |
804 | market.Portfolio.wait_for_recent(delta=15) | |
805 | sleep.assert_not_called() | |
806 | self.assertEqual(1, get_cryptoportfolio.call_count) | |
807 | ||
808 | sleep.reset_mock() | |
809 | get_cryptoportfolio.reset_mock() | |
810 | market.Portfolio.last_date = store.LockedVar(None) | |
811 | self.call_count = 0 | |
812 | market.Portfolio.wait_for_recent(delta=1) | |
813 | sleep.assert_called_with(30) | |
814 | self.assertEqual(9, sleep.call_count) | |
815 | self.assertEqual(10, get_cryptoportfolio.call_count) | |
816 | ||
817 | def test_is_worker_thread(self): | |
818 | with self.subTest(worker=None): | |
819 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
820 | ||
821 | with self.subTest(worker="not self"),\ | |
822 | mock.patch("threading.current_thread") as current_thread: | |
823 | current = mock.Mock() | |
824 | current_thread.return_value = current | |
825 | store.Portfolio.worker = mock.Mock() | |
826 | self.assertFalse(store.Portfolio.is_worker_thread()) | |
827 | ||
828 | with self.subTest(worker="self"),\ | |
829 | mock.patch("threading.current_thread") as current_thread: | |
830 | current = mock.Mock() | |
831 | current_thread.return_value = current | |
832 | store.Portfolio.worker = current | |
833 | self.assertTrue(store.Portfolio.is_worker_thread()) | |
834 | ||
835 | def test_start_worker(self): | |
836 | with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: | |
837 | store.Portfolio.start_worker() | |
838 | notification.assert_called_once_with(poll=30) | |
839 | ||
840 | self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) | |
841 | self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) | |
842 | store.Portfolio.report.start_lock.assert_called_once_with() | |
843 | ||
844 | self.assertIsNotNone(store.Portfolio.worker) | |
845 | self.assertIsNotNone(store.Portfolio.worker_notify) | |
846 | self.assertIsNotNone(store.Portfolio.callback) | |
847 | self.assertTrue(store.Portfolio.worker_started) | |
848 | ||
849 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
850 | class AmountTest(WebMockTestCase): | |
851 | def test_values(self): | |
852 | amount = portfolio.Amount("BTC", "0.65") | |
853 | self.assertEqual(D("0.65"), amount.value) | |
854 | self.assertEqual("BTC", amount.currency) | |
855 | ||
856 | def test_in_currency(self): | |
857 | amount = portfolio.Amount("ETC", 10) | |
858 | ||
859 | self.assertEqual(amount, amount.in_currency("ETC", self.m)) | |
860 | ||
861 | with self.subTest(desc="no ticker for currency"): | |
862 | self.m.get_ticker.return_value = None | |
863 | ||
864 | self.assertRaises(Exception, amount.in_currency, "ETH", self.m) | |
865 | ||
866 | with self.subTest(desc="nominal case"): | |
867 | self.m.get_ticker.return_value = { | |
868 | "bid": D("0.2"), | |
869 | "ask": D("0.4"), | |
870 | "average": D("0.3"), | |
871 | "foo": "bar", | |
872 | } | |
873 | converted_amount = amount.in_currency("ETH", self.m) | |
874 | ||
875 | self.assertEqual(D("3.0"), converted_amount.value) | |
876 | self.assertEqual("ETH", converted_amount.currency) | |
877 | self.assertEqual(amount, converted_amount.linked_to) | |
878 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
879 | ||
880 | converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") | |
881 | self.assertEqual(D("2"), converted_amount.value) | |
882 | ||
883 | converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") | |
884 | self.assertEqual(D("4"), converted_amount.value) | |
885 | ||
886 | converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) | |
887 | self.assertEqual(D("0.2"), converted_amount.value) | |
888 | ||
889 | def test__round(self): | |
890 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
891 | self.assertEqual(D("1.23456789"), round(amount).value) | |
892 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
893 | ||
894 | def test__abs(self): | |
895 | amount = portfolio.Amount("SC", -120) | |
896 | self.assertEqual(120, abs(amount).value) | |
897 | self.assertEqual("SC", abs(amount).currency) | |
898 | ||
899 | amount = portfolio.Amount("SC", 10) | |
900 | self.assertEqual(10, abs(amount).value) | |
901 | self.assertEqual("SC", abs(amount).currency) | |
902 | ||
903 | def test__add(self): | |
904 | amount1 = portfolio.Amount("XVG", "12.9") | |
905 | amount2 = portfolio.Amount("XVG", "13.1") | |
906 | ||
907 | self.assertEqual(26, (amount1 + amount2).value) | |
908 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
909 | ||
910 | amount3 = portfolio.Amount("ETH", "1.6") | |
911 | with self.assertRaises(Exception): | |
912 | amount1 + amount3 | |
913 | ||
914 | amount4 = portfolio.Amount("ETH", 0.0) | |
915 | self.assertEqual(amount1, amount1 + amount4) | |
916 | ||
917 | self.assertEqual(amount1, amount1 + 0) | |
918 | ||
919 | def test__radd(self): | |
920 | amount = portfolio.Amount("XVG", "12.9") | |
921 | ||
922 | self.assertEqual(amount, 0 + amount) | |
923 | with self.assertRaises(Exception): | |
924 | 4 + amount | |
925 | ||
926 | def test__sub(self): | |
927 | amount1 = portfolio.Amount("XVG", "13.3") | |
928 | amount2 = portfolio.Amount("XVG", "13.1") | |
929 | ||
930 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
931 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
932 | ||
933 | amount3 = portfolio.Amount("ETH", "1.6") | |
934 | with self.assertRaises(Exception): | |
935 | amount1 - amount3 | |
936 | ||
937 | amount4 = portfolio.Amount("ETH", 0.0) | |
938 | self.assertEqual(amount1, amount1 - amount4) | |
939 | ||
940 | def test__rsub(self): | |
941 | amount = portfolio.Amount("ETH", "1.6") | |
942 | with self.assertRaises(Exception): | |
943 | 3 - amount | |
944 | ||
945 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) | |
946 | ||
947 | def test__mul(self): | |
948 | amount = portfolio.Amount("XEM", 11) | |
949 | ||
950 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
951 | self.assertEqual(D("33"), (amount * 3).value) | |
952 | ||
953 | with self.assertRaises(Exception): | |
954 | amount * amount | |
955 | ||
956 | def test__rmul(self): | |
957 | amount = portfolio.Amount("XEM", 11) | |
958 | ||
959 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
960 | self.assertEqual(D("33"), (3 * amount).value) | |
961 | ||
962 | def test__floordiv(self): | |
963 | amount = portfolio.Amount("XEM", 11) | |
964 | ||
965 | self.assertEqual(D("5.5"), (amount / 2).value) | |
966 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
967 | ||
968 | with self.assertRaises(Exception): | |
969 | amount / amount | |
970 | ||
971 | def test__truediv(self): | |
972 | amount = portfolio.Amount("XEM", 11) | |
973 | ||
974 | self.assertEqual(D("5.5"), (amount / 2).value) | |
975 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
976 | ||
977 | def test__lt(self): | |
978 | amount1 = portfolio.Amount("BTD", 11.3) | |
979 | amount2 = portfolio.Amount("BTD", 13.1) | |
980 | ||
981 | self.assertTrue(amount1 < amount2) | |
982 | self.assertFalse(amount2 < amount1) | |
983 | self.assertFalse(amount1 < amount1) | |
984 | ||
985 | amount3 = portfolio.Amount("BTC", 1.6) | |
986 | with self.assertRaises(Exception): | |
987 | amount1 < amount3 | |
988 | ||
989 | def test__le(self): | |
990 | amount1 = portfolio.Amount("BTD", 11.3) | |
991 | amount2 = portfolio.Amount("BTD", 13.1) | |
992 | ||
993 | self.assertTrue(amount1 <= amount2) | |
994 | self.assertFalse(amount2 <= amount1) | |
995 | self.assertTrue(amount1 <= amount1) | |
996 | ||
997 | amount3 = portfolio.Amount("BTC", 1.6) | |
998 | with self.assertRaises(Exception): | |
999 | amount1 <= amount3 | |
1000 | ||
1001 | def test__gt(self): | |
1002 | amount1 = portfolio.Amount("BTD", 11.3) | |
1003 | amount2 = portfolio.Amount("BTD", 13.1) | |
1004 | ||
1005 | self.assertTrue(amount2 > amount1) | |
1006 | self.assertFalse(amount1 > amount2) | |
1007 | self.assertFalse(amount1 > amount1) | |
1008 | ||
1009 | amount3 = portfolio.Amount("BTC", 1.6) | |
1010 | with self.assertRaises(Exception): | |
1011 | amount3 > amount1 | |
1012 | ||
1013 | def test__ge(self): | |
1014 | amount1 = portfolio.Amount("BTD", 11.3) | |
1015 | amount2 = portfolio.Amount("BTD", 13.1) | |
1016 | ||
1017 | self.assertTrue(amount2 >= amount1) | |
1018 | self.assertFalse(amount1 >= amount2) | |
1019 | self.assertTrue(amount1 >= amount1) | |
1020 | ||
1021 | amount3 = portfolio.Amount("BTC", 1.6) | |
1022 | with self.assertRaises(Exception): | |
1023 | amount3 >= amount1 | |
1024 | ||
1025 | def test__eq(self): | |
1026 | amount1 = portfolio.Amount("BTD", 11.3) | |
1027 | amount2 = portfolio.Amount("BTD", 13.1) | |
1028 | amount3 = portfolio.Amount("BTD", 11.3) | |
1029 | ||
1030 | self.assertFalse(amount1 == amount2) | |
1031 | self.assertFalse(amount2 == amount1) | |
1032 | self.assertTrue(amount1 == amount3) | |
1033 | self.assertFalse(amount2 == 0) | |
1034 | ||
1035 | amount4 = portfolio.Amount("BTC", 1.6) | |
1036 | with self.assertRaises(Exception): | |
1037 | amount1 == amount4 | |
1038 | ||
1039 | amount5 = portfolio.Amount("BTD", 0) | |
1040 | self.assertTrue(amount5 == 0) | |
1041 | ||
1042 | def test__ne(self): | |
1043 | amount1 = portfolio.Amount("BTD", 11.3) | |
1044 | amount2 = portfolio.Amount("BTD", 13.1) | |
1045 | amount3 = portfolio.Amount("BTD", 11.3) | |
1046 | ||
1047 | self.assertTrue(amount1 != amount2) | |
1048 | self.assertTrue(amount2 != amount1) | |
1049 | self.assertFalse(amount1 != amount3) | |
1050 | self.assertTrue(amount2 != 0) | |
1051 | ||
1052 | amount4 = portfolio.Amount("BTC", 1.6) | |
1053 | with self.assertRaises(Exception): | |
1054 | amount1 != amount4 | |
1055 | ||
1056 | amount5 = portfolio.Amount("BTD", 0) | |
1057 | self.assertFalse(amount5 != 0) | |
1058 | ||
1059 | def test__neg(self): | |
1060 | amount1 = portfolio.Amount("BTD", "11.3") | |
1061 | ||
1062 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
1063 | ||
1064 | def test__str(self): | |
1065 | amount1 = portfolio.Amount("BTX", 32) | |
1066 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
1067 | ||
1068 | amount2 = portfolio.Amount("USDT", 12000) | |
1069 | amount1.linked_to = amount2 | |
1070 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
1071 | ||
1072 | def test__repr(self): | |
1073 | amount1 = portfolio.Amount("BTX", 32) | |
1074 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
1075 | ||
1076 | amount2 = portfolio.Amount("USDT", 12000) | |
1077 | amount1.linked_to = amount2 | |
1078 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
1079 | ||
1080 | amount3 = portfolio.Amount("BTC", 0.1) | |
1081 | amount2.linked_to = amount3 | |
1082 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
1083 | ||
1084 | def test_as_json(self): | |
1085 | amount = portfolio.Amount("BTX", 32) | |
1086 | self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) | |
1087 | ||
1088 | amount = portfolio.Amount("BTX", "1E-10") | |
1089 | self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) | |
1090 | ||
1091 | amount = portfolio.Amount("BTX", "1E-5") | |
1092 | self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) | |
1093 | self.assertEqual("0.00001", str(amount.as_json()["value"])) | |
1094 | ||
1095 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1096 | class BalanceTest(WebMockTestCase): | |
1097 | def test_values(self): | |
1098 | balance = portfolio.Balance("BTC", { | |
1099 | "exchange_total": "0.65", | |
1100 | "exchange_free": "0.35", | |
1101 | "exchange_used": "0.30", | |
1102 | "margin_total": "-10", | |
1103 | "margin_borrowed": "10", | |
1104 | "margin_available": "0", | |
1105 | "margin_in_position": "0", | |
1106 | "margin_position_type": "short", | |
1107 | "margin_borrowed_base_currency": "USDT", | |
1108 | "margin_liquidation_price": "1.20", | |
1109 | "margin_pending_gain": "10", | |
1110 | "margin_lending_fees": "0.4", | |
1111 | "margin_borrowed_base_price": "0.15", | |
1112 | }) | |
1113 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
1114 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
1115 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
1116 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1117 | self.assertEqual("BTC", balance.exchange_free.currency) | |
1118 | self.assertEqual("BTC", balance.exchange_total.currency) | |
1119 | ||
1120 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
1121 | self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) | |
1122 | self.assertEqual(portfolio.D("0"), balance.margin_available.value) | |
1123 | self.assertEqual("BTC", balance.margin_total.currency) | |
1124 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
1125 | self.assertEqual("BTC", balance.margin_available.currency) | |
1126 | ||
1127 | self.assertEqual("BTC", balance.currency) | |
1128 | ||
1129 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
1130 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
1131 | ||
1132 | def test__repr(self): | |
1133 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
1134 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
1135 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
1136 | "exchange_used": 1, "exchange_free": 2 }) | |
1137 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1138 | ||
1139 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
1140 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
1141 | ||
1142 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
1143 | "margin_in_position": 1, "margin_available": 2 }) | |
1144 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
1145 | ||
1146 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) | |
1147 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
1148 | ||
1149 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
1150 | "margin_borrowed_base_price": D("0.1"), | |
1151 | "margin_borrowed_base_currency": "BTC", | |
1152 | "margin_lending_fees": D("0.002") }) | |
1153 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
1154 | ||
1155 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
1156 | "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) | |
1157 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
1158 | ||
1159 | def test_as_json(self): | |
1160 | balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) | |
1161 | as_json = balance.as_json() | |
1162 | self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) | |
1163 | self.assertEqual(D(0), as_json["total"]) | |
1164 | self.assertEqual(D(2), as_json["exchange_total"]) | |
1165 | self.assertEqual(D(2), as_json["exchange_free"]) | |
1166 | self.assertEqual(D(0), as_json["exchange_used"]) | |
1167 | self.assertEqual(D(0), as_json["margin_total"]) | |
1168 | self.assertEqual(D(0), as_json["margin_available"]) | |
1169 | self.assertEqual(D(0), as_json["margin_borrowed"]) | |
1170 | ||
1171 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1172 | class MarketTest(WebMockTestCase): | |
1173 | def setUp(self): | |
1174 | super().setUp() | |
1175 | ||
1176 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
1177 | ||
1178 | def test_values(self): | |
1179 | m = market.Market(self.ccxt, self.market_args()) | |
1180 | ||
1181 | self.assertEqual(self.ccxt, m.ccxt) | |
1182 | self.assertFalse(m.debug) | |
1183 | self.assertIsInstance(m.report, market.ReportStore) | |
1184 | self.assertIsInstance(m.trades, market.TradeStore) | |
1185 | self.assertIsInstance(m.balances, market.BalanceStore) | |
1186 | self.assertEqual(m, m.report.market) | |
1187 | self.assertEqual(m, m.trades.market) | |
1188 | self.assertEqual(m, m.balances.market) | |
1189 | self.assertEqual(m, m.ccxt._market) | |
1190 | ||
1191 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
1192 | self.assertTrue(m.debug) | |
1193 | ||
1194 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
1195 | self.assertFalse(m.debug) | |
1196 | ||
1197 | with mock.patch("market.ReportStore") as report_store: | |
1198 | with self.subTest(quiet=False): | |
1199 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
1200 | report_store.assert_called_with(m, verbose_print=True) | |
1201 | report_store().log_market.assert_called_once() | |
1202 | report_store.reset_mock() | |
1203 | with self.subTest(quiet=True): | |
1204 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
1205 | report_store.assert_called_with(m, verbose_print=False) | |
1206 | report_store().log_market.assert_called_once() | |
1207 | ||
1208 | @mock.patch("market.ccxt") | |
1209 | def test_from_config(self, ccxt): | |
1210 | with mock.patch("market.ReportStore"): | |
1211 | ccxt.poloniexE.return_value = self.ccxt | |
1212 | ||
1213 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
1214 | ||
1215 | self.assertEqual(self.ccxt, m.ccxt) | |
1216 | ||
1217 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
1218 | self.assertEqual(True, m.debug) | |
1219 | ||
1220 | def test_get_tickers(self): | |
1221 | self.ccxt.fetch_tickers.side_effect = [ | |
1222 | "tickers", | |
1223 | market.NotSupported | |
1224 | ] | |
1225 | ||
1226 | m = market.Market(self.ccxt, self.market_args()) | |
1227 | self.assertEqual("tickers", m.get_tickers()) | |
1228 | self.assertEqual("tickers", m.get_tickers()) | |
1229 | self.ccxt.fetch_tickers.assert_called_once() | |
1230 | ||
1231 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
1232 | ||
1233 | def test_get_ticker(self): | |
1234 | with self.subTest(get_tickers=True): | |
1235 | self.ccxt.fetch_tickers.return_value = { | |
1236 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
1237 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
1238 | } | |
1239 | m = market.Market(self.ccxt, self.market_args()) | |
1240 | ||
1241 | ticker = m.get_ticker("ETH", "ETC") | |
1242 | self.assertEqual(1, ticker["bid"]) | |
1243 | self.assertEqual(3, ticker["ask"]) | |
1244 | self.assertEqual(2, ticker["average"]) | |
1245 | self.assertFalse(ticker["inverted"]) | |
1246 | ||
1247 | ticker = m.get_ticker("ETH", "XVG") | |
1248 | self.assertEqual(0.0625, ticker["average"]) | |
1249 | self.assertTrue(ticker["inverted"]) | |
1250 | self.assertIn("original", ticker) | |
1251 | self.assertEqual(10, ticker["original"]["bid"]) | |
1252 | self.assertEqual(25, ticker["original"]["average"]) | |
1253 | ||
1254 | ticker = m.get_ticker("XVG", "XMR") | |
1255 | self.assertIsNone(ticker) | |
1256 | ||
1257 | with self.subTest(get_tickers=False): | |
1258 | self.ccxt.fetch_tickers.return_value = None | |
1259 | self.ccxt.fetch_ticker.side_effect = [ | |
1260 | { "bid": 1, "ask": 3 }, | |
1261 | market.ExchangeError("foo"), | |
1262 | { "bid": 10, "ask": 40 }, | |
1263 | market.ExchangeError("foo"), | |
1264 | market.ExchangeError("foo"), | |
1265 | ] | |
1266 | ||
1267 | m = market.Market(self.ccxt, self.market_args()) | |
1268 | ||
1269 | ticker = m.get_ticker("ETH", "ETC") | |
1270 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
1271 | self.assertEqual(1, ticker["bid"]) | |
1272 | self.assertEqual(3, ticker["ask"]) | |
1273 | self.assertEqual(2, ticker["average"]) | |
1274 | self.assertFalse(ticker["inverted"]) | |
1275 | ||
1276 | ticker = m.get_ticker("ETH", "XVG") | |
1277 | self.assertEqual(0.0625, ticker["average"]) | |
1278 | self.assertTrue(ticker["inverted"]) | |
1279 | self.assertIn("original", ticker) | |
1280 | self.assertEqual(10, ticker["original"]["bid"]) | |
1281 | self.assertEqual(25, ticker["original"]["average"]) | |
1282 | ||
1283 | ticker = m.get_ticker("XVG", "XMR") | |
1284 | self.assertIsNone(ticker) | |
1285 | ||
1286 | def test_fetch_fees(self): | |
1287 | m = market.Market(self.ccxt, self.market_args()) | |
1288 | self.ccxt.fetch_fees.return_value = "Foo" | |
1289 | self.assertEqual("Foo", m.fetch_fees()) | |
1290 | self.ccxt.fetch_fees.assert_called_once() | |
1291 | self.ccxt.reset_mock() | |
1292 | self.assertEqual("Foo", m.fetch_fees()) | |
1293 | self.ccxt.fetch_fees.assert_not_called() | |
1294 | ||
1295 | @mock.patch.object(market.Portfolio, "repartition") | |
1296 | @mock.patch.object(market.Market, "get_ticker") | |
1297 | @mock.patch.object(market.TradeStore, "compute_trades") | |
1298 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
1299 | repartition.return_value = { | |
1300 | "XEM": (D("0.75"), "long"), | |
1301 | "BTC": (D("0.25"), "long"), | |
1302 | } | |
1303 | def _get_ticker(c1, c2): | |
1304 | if c1 == "USDT" and c2 == "BTC": | |
1305 | return { "average": D("0.0001") } | |
1306 | if c1 == "XVG" and c2 == "BTC": | |
1307 | return { "average": D("0.000001") } | |
1308 | if c1 == "XEM" and c2 == "BTC": | |
1309 | return { "average": D("0.001") } | |
1310 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
1311 | get_ticker.side_effect = _get_ticker | |
1312 | ||
1313 | with mock.patch("market.ReportStore"): | |
1314 | m = market.Market(self.ccxt, self.market_args()) | |
1315 | self.ccxt.fetch_all_balances.return_value = { | |
1316 | "USDT": { | |
1317 | "exchange_free": D("10000.0"), | |
1318 | "exchange_used": D("0.0"), | |
1319 | "exchange_total": D("10000.0"), | |
1320 | "total": D("10000.0") | |
1321 | }, | |
1322 | "XVG": { | |
1323 | "exchange_free": D("10000.0"), | |
1324 | "exchange_used": D("0.0"), | |
1325 | "exchange_total": D("10000.0"), | |
1326 | "total": D("10000.0") | |
1327 | }, | |
1328 | } | |
1329 | ||
1330 | m.balances.fetch_balances(tag="tag") | |
1331 | ||
1332 | m.prepare_trades() | |
1333 | compute_trades.assert_called() | |
1334 | ||
1335 | call = compute_trades.call_args | |
1336 | self.assertEqual(1, call[0][0]["USDT"].value) | |
1337 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
1338 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
1339 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
1340 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
1341 | base_currency='BTC', compute_value='average', | |
1342 | liquidity='medium', only=None, repartition=None) | |
1343 | m.report.log_balances.assert_called_once_with(tag="tag") | |
1344 | ||
1345 | ||
1346 | @mock.patch.object(market.time, "sleep") | |
1347 | @mock.patch.object(market.TradeStore, "all_orders") | |
1348 | def test_follow_orders(self, all_orders, time_mock): | |
1349 | for debug, sleep in [ | |
1350 | (False, None), (True, None), | |
1351 | (False, 12), (True, 12)]: | |
1352 | with self.subTest(sleep=sleep, debug=debug), \ | |
1353 | mock.patch("market.ReportStore"): | |
1354 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1355 | ||
1356 | order_mock1 = mock.Mock() | |
1357 | order_mock2 = mock.Mock() | |
1358 | order_mock3 = mock.Mock() | |
1359 | all_orders.side_effect = [ | |
1360 | [order_mock1, order_mock2], | |
1361 | [order_mock1, order_mock2], | |
1362 | ||
1363 | [order_mock1, order_mock3], | |
1364 | [order_mock1, order_mock3], | |
1365 | ||
1366 | [order_mock1, order_mock3], | |
1367 | [order_mock1, order_mock3], | |
1368 | ||
1369 | [] | |
1370 | ] | |
1371 | ||
1372 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
1373 | order_mock2.get_status.side_effect = ["open"] | |
1374 | order_mock3.get_status.side_effect = ["open", "closed"] | |
1375 | ||
1376 | order_mock1.trade = mock.Mock() | |
1377 | order_mock2.trade = mock.Mock() | |
1378 | order_mock3.trade = mock.Mock() | |
1379 | ||
1380 | m.follow_orders(sleep=sleep) | |
1381 | ||
1382 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
1383 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
1384 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
1385 | self.assertEqual(3, order_mock1.get_status.call_count) | |
1386 | ||
1387 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
1388 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
1389 | self.assertEqual(1, order_mock2.get_status.call_count) | |
1390 | ||
1391 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
1392 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
1393 | self.assertEqual(2, order_mock3.get_status.call_count) | |
1394 | m.report.log_stage.assert_called() | |
1395 | calls = [ | |
1396 | mock.call("follow_orders_begin"), | |
1397 | mock.call("follow_orders_tick_1"), | |
1398 | mock.call("follow_orders_tick_2"), | |
1399 | mock.call("follow_orders_tick_3"), | |
1400 | mock.call("follow_orders_end"), | |
1401 | ] | |
1402 | m.report.log_stage.assert_has_calls(calls) | |
1403 | m.report.log_orders.assert_called() | |
1404 | self.assertEqual(3, m.report.log_orders.call_count) | |
1405 | calls = [ | |
1406 | mock.call([order_mock1, order_mock2], tick=1), | |
1407 | mock.call([order_mock1, order_mock3], tick=2), | |
1408 | mock.call([order_mock1, order_mock3], tick=3), | |
1409 | ] | |
1410 | m.report.log_orders.assert_has_calls(calls) | |
1411 | calls = [ | |
1412 | mock.call(order_mock1, 3, finished=True), | |
1413 | mock.call(order_mock3, 3, finished=True), | |
1414 | ] | |
1415 | m.report.log_order.assert_has_calls(calls) | |
1416 | ||
1417 | if sleep is None: | |
1418 | if debug: | |
1419 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
1420 | time_mock.assert_called_with(7) | |
1421 | else: | |
1422 | time_mock.assert_called_with(30) | |
1423 | else: | |
1424 | time_mock.assert_called_with(sleep) | |
1425 | ||
1426 | with self.subTest("disappearing order"), \ | |
1427 | mock.patch("market.ReportStore"): | |
1428 | all_orders.reset_mock() | |
1429 | m = market.Market(self.ccxt, self.market_args()) | |
1430 | ||
1431 | order_mock1 = mock.Mock() | |
1432 | order_mock2 = mock.Mock() | |
1433 | all_orders.side_effect = [ | |
1434 | [order_mock1, order_mock2], | |
1435 | [order_mock1, order_mock2], | |
1436 | ||
1437 | [order_mock1, order_mock2], | |
1438 | [order_mock1, order_mock2], | |
1439 | ||
1440 | [] | |
1441 | ] | |
1442 | ||
1443 | order_mock1.get_status.side_effect = ["open", "closed"] | |
1444 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | |
1445 | ||
1446 | order_mock1.trade = mock.Mock() | |
1447 | trade_mock = mock.Mock() | |
1448 | order_mock2.trade = trade_mock | |
1449 | ||
1450 | trade_mock.tick_actions_recreate.return_value = "tick1" | |
1451 | ||
1452 | m.follow_orders() | |
1453 | ||
1454 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | |
1455 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | |
1456 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | |
1457 | ||
1458 | @mock.patch.object(market.BalanceStore, "fetch_balances") | |
1459 | def test_move_balance(self, fetch_balances): | |
1460 | for debug in [True, False]: | |
1461 | with self.subTest(debug=debug),\ | |
1462 | mock.patch("market.ReportStore"): | |
1463 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
1464 | ||
1465 | value_from = portfolio.Amount("BTC", "1.0") | |
1466 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1467 | value_to = portfolio.Amount("BTC", "10.0") | |
1468 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1469 | ||
1470 | value_from = portfolio.Amount("BTC", "0.0") | |
1471 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1472 | value_to = portfolio.Amount("BTC", "-3.0") | |
1473 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1474 | ||
1475 | value_from = portfolio.Amount("USDT", "0.0") | |
1476 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
1477 | value_to = portfolio.Amount("USDT", "-50.0") | |
1478 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
1479 | ||
1480 | m.trades.all = [trade1, trade2, trade3] | |
1481 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1482 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
1483 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
1484 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
1485 | ||
1486 | m.move_balances() | |
1487 | ||
1488 | fetch_balances.assert_called_with() | |
1489 | m.report.log_move_balances.assert_called_once() | |
1490 | ||
1491 | if debug: | |
1492 | m.report.log_debug_action.assert_called() | |
1493 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
1494 | else: | |
1495 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
1496 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
1497 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
1498 | ||
1499 | m.report.reset_mock() | |
1500 | fetch_balances.reset_mock() | |
1501 | with self.subTest(retry=True): | |
1502 | with mock.patch("market.ReportStore"): | |
1503 | m = market.Market(self.ccxt, self.market_args()) | |
1504 | ||
1505 | value_from = portfolio.Amount("BTC", "0.0") | |
1506 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1507 | value_to = portfolio.Amount("BTC", "-3.0") | |
1508 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
1509 | ||
1510 | m.trades.all = [trade] | |
1511 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1512 | m.balances.all = {"BTC": balance} | |
1513 | ||
1514 | m.ccxt.transfer_balance.side_effect = [ | |
1515 | market.ccxt.RequestTimeout, | |
1516 | market.ccxt.InvalidNonce, | |
1517 | True | |
1518 | ] | |
1519 | m.move_balances() | |
1520 | self.ccxt.transfer_balance.assert_has_calls([ | |
1521 | mock.call("BTC", 3, "exchange", "margin"), | |
1522 | mock.call("BTC", 3, "exchange", "margin"), | |
1523 | mock.call("BTC", 3, "exchange", "margin") | |
1524 | ]) | |
1525 | self.assertEqual(3, fetch_balances.call_count) | |
1526 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
1527 | self.assertEqual(3, m.report.log_move_balances.call_count) | |
1528 | ||
1529 | self.ccxt.transfer_balance.reset_mock() | |
1530 | m.report.reset_mock() | |
1531 | fetch_balances.reset_mock() | |
1532 | with self.subTest(retry=True, too_much=True): | |
1533 | with mock.patch("market.ReportStore"): | |
1534 | m = market.Market(self.ccxt, self.market_args()) | |
1535 | ||
1536 | value_from = portfolio.Amount("BTC", "0.0") | |
1537 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1538 | value_to = portfolio.Amount("BTC", "-3.0") | |
1539 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
1540 | ||
1541 | m.trades.all = [trade] | |
1542 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1543 | m.balances.all = {"BTC": balance} | |
1544 | ||
1545 | m.ccxt.transfer_balance.side_effect = [ | |
1546 | market.ccxt.RequestTimeout, | |
1547 | market.ccxt.RequestTimeout, | |
1548 | market.ccxt.RequestTimeout, | |
1549 | market.ccxt.RequestTimeout, | |
1550 | market.ccxt.RequestTimeout, | |
1551 | ] | |
1552 | with self.assertRaises(market.ccxt.RequestTimeout): | |
1553 | m.move_balances() | |
1554 | ||
1555 | self.ccxt.transfer_balance.reset_mock() | |
1556 | m.report.reset_mock() | |
1557 | fetch_balances.reset_mock() | |
1558 | with self.subTest(retry=True, partial_result=True): | |
1559 | with mock.patch("market.ReportStore"): | |
1560 | m = market.Market(self.ccxt, self.market_args()) | |
1561 | ||
1562 | value_from = portfolio.Amount("BTC", "1.0") | |
1563 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1564 | value_to = portfolio.Amount("BTC", "10.0") | |
1565 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1566 | ||
1567 | value_from = portfolio.Amount("BTC", "0.0") | |
1568 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
1569 | value_to = portfolio.Amount("BTC", "-3.0") | |
1570 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
1571 | ||
1572 | value_from = portfolio.Amount("USDT", "0.0") | |
1573 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
1574 | value_to = portfolio.Amount("USDT", "-50.0") | |
1575 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
1576 | ||
1577 | m.trades.all = [trade1, trade2, trade3] | |
1578 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
1579 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
1580 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
1581 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
1582 | ||
1583 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | |
1584 | def _transfer_balance(currency, amount, from_, to_): | |
1585 | call_counts[currency] += 1 | |
1586 | if currency == "BTC": | |
1587 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | |
1588 | if currency == "USDT": | |
1589 | if call_counts["USDT"] == 1: | |
1590 | raise market.ccxt.RequestTimeout | |
1591 | else: | |
1592 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | |
1593 | if currency == "ETC": | |
1594 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | |
1595 | ||
1596 | ||
1597 | m.ccxt.transfer_balance.side_effect = _transfer_balance | |
1598 | ||
1599 | m.move_balances() | |
1600 | self.ccxt.transfer_balance.assert_has_calls([ | |
1601 | mock.call("BTC", 3, "exchange", "margin"), | |
1602 | mock.call('USDT', 100, 'exchange', 'margin'), | |
1603 | mock.call('USDT', 100, 'exchange', 'margin'), | |
1604 | mock.call("ETC", 5, "margin", "exchange") | |
1605 | ]) | |
1606 | self.assertEqual(2, fetch_balances.call_count) | |
1607 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
1608 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
1609 | m.report.log_move_balances.asser_has_calls([ | |
1610 | mock.call( | |
1611 | { | |
1612 | 'BTC': portfolio.Amount("BTC", "3"), | |
1613 | 'USDT': portfolio.Amount("USDT", "150"), | |
1614 | 'ETC': portfolio.Amount("ETC", "10"), | |
1615 | }, | |
1616 | { | |
1617 | 'BTC': portfolio.Amount("BTC", "3"), | |
1618 | 'USDT': portfolio.Amount("USDT", "100"), | |
1619 | }), | |
1620 | mock.call( | |
1621 | { | |
1622 | 'BTC': portfolio.Amount("BTC", "3"), | |
1623 | 'USDT': portfolio.Amount("USDT", "150"), | |
1624 | 'ETC': portfolio.Amount("ETC", "10"), | |
1625 | }, | |
1626 | { | |
1627 | 'BTC': portfolio.Amount("BTC", "0"), | |
1628 | 'USDT': portfolio.Amount("USDT", "100"), | |
1629 | 'ETC': portfolio.Amount("ETC", "-5"), | |
1630 | }), | |
1631 | ]) | |
1632 | ||
1633 | ||
1634 | def test_store_file_report(self): | |
1635 | file_open = mock.mock_open() | |
1636 | m = market.Market(self.ccxt, | |
1637 | self.market_args(report_path="present"), user_id=1) | |
1638 | with self.subTest(file="present"),\ | |
1639 | mock.patch("market.open", file_open),\ | |
1640 | mock.patch.object(m, "report") as report,\ | |
1641 | mock.patch.object(market, "datetime") as time_mock: | |
1642 | ||
1643 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
1644 | report.to_json.return_value = "json_content" | |
1645 | ||
1646 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
1647 | ||
1648 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
1649 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
1650 | file_open().write.assert_any_call("json_content") | |
1651 | file_open().write.assert_any_call("Foo\nBar") | |
1652 | m.report.to_json.assert_called_once_with() | |
1653 | ||
1654 | m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) | |
1655 | with self.subTest(file="error"),\ | |
1656 | mock.patch("market.open") as file_open,\ | |
1657 | mock.patch.object(m, "report") as report,\ | |
1658 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1659 | file_open.side_effect = FileNotFoundError | |
1660 | ||
1661 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
1662 | ||
1663 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
1664 | ||
1665 | @mock.patch.object(market, "psycopg2") | |
1666 | def test_store_database_report(self, psycopg2): | |
1667 | connect_mock = mock.Mock() | |
1668 | cursor_mock = mock.MagicMock() | |
1669 | ||
1670 | connect_mock.cursor.return_value = cursor_mock | |
1671 | psycopg2.connect.return_value = connect_mock | |
1672 | m = market.Market(self.ccxt, self.market_args(), | |
1673 | pg_config={"config": "pg_config"}, user_id=1) | |
1674 | cursor_mock.fetchone.return_value = [42] | |
1675 | ||
1676 | with self.subTest(error=False),\ | |
1677 | mock.patch.object(m, "report") as report: | |
1678 | report.to_json_array.return_value = [ | |
1679 | ("date1", "type1", "payload1"), | |
1680 | ("date2", "type2", "payload2"), | |
1681 | ] | |
1682 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
1683 | connect_mock.assert_has_calls([ | |
1684 | mock.call.cursor(), | |
1685 | mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), | |
1686 | mock.call.cursor().fetchone(), | |
1687 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | |
1688 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | |
1689 | mock.call.commit(), | |
1690 | mock.call.cursor().close(), | |
1691 | mock.call.close() | |
1692 | ]) | |
1693 | ||
1694 | connect_mock.reset_mock() | |
1695 | with self.subTest(error=True),\ | |
1696 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1697 | psycopg2.connect.side_effect = Exception("Bouh") | |
1698 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
1699 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | |
1700 | ||
1701 | def test_store_report(self): | |
1702 | m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) | |
1703 | with self.subTest(file=None, pg_config=None),\ | |
1704 | mock.patch.object(m, "report") as report,\ | |
1705 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1706 | mock.patch.object(m, "store_file_report") as file_report: | |
1707 | m.store_report() | |
1708 | report.merge.assert_called_with(store.Portfolio.report) | |
1709 | ||
1710 | file_report.assert_not_called() | |
1711 | db_report.assert_not_called() | |
1712 | ||
1713 | report.reset_mock() | |
1714 | m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) | |
1715 | with self.subTest(file="present", pg_config=None),\ | |
1716 | mock.patch.object(m, "report") as report,\ | |
1717 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1718 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1719 | mock.patch.object(market, "datetime") as time_mock: | |
1720 | ||
1721 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1722 | ||
1723 | m.store_report() | |
1724 | ||
1725 | report.merge.assert_called_with(store.Portfolio.report) | |
1726 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1727 | db_report.assert_not_called() | |
1728 | ||
1729 | report.reset_mock() | |
1730 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) | |
1731 | with self.subTest(file="present", pg_config=None, report_db=True),\ | |
1732 | mock.patch.object(m, "report") as report,\ | |
1733 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1734 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1735 | mock.patch.object(market, "datetime") as time_mock: | |
1736 | ||
1737 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1738 | ||
1739 | m.store_report() | |
1740 | ||
1741 | report.merge.assert_called_with(store.Portfolio.report) | |
1742 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1743 | db_report.assert_not_called() | |
1744 | ||
1745 | report.reset_mock() | |
1746 | m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1) | |
1747 | with self.subTest(file=None, pg_config="present"),\ | |
1748 | mock.patch.object(m, "report") as report,\ | |
1749 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1750 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1751 | mock.patch.object(market, "datetime") as time_mock: | |
1752 | ||
1753 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1754 | ||
1755 | m.store_report() | |
1756 | ||
1757 | report.merge.assert_called_with(store.Portfolio.report) | |
1758 | file_report.assert_not_called() | |
1759 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1760 | ||
1761 | report.reset_mock() | |
1762 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), | |
1763 | pg_config="pg_config", user_id=1) | |
1764 | with self.subTest(file="present", pg_config="present"),\ | |
1765 | mock.patch.object(m, "report") as report,\ | |
1766 | mock.patch.object(m, "store_file_report") as file_report,\ | |
1767 | mock.patch.object(m, "store_database_report") as db_report,\ | |
1768 | mock.patch.object(market, "datetime") as time_mock: | |
1769 | ||
1770 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) | |
1771 | ||
1772 | m.store_report() | |
1773 | ||
1774 | report.merge.assert_called_with(store.Portfolio.report) | |
1775 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1776 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
1777 | ||
1778 | def test_print_orders(self): | |
1779 | m = market.Market(self.ccxt, self.market_args()) | |
1780 | with mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1781 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1782 | mock.patch.object(m, "prepare_trades") as prepare_trades,\ | |
1783 | mock.patch.object(m.trades, "prepare_orders") as prepare_orders: | |
1784 | m.print_orders() | |
1785 | ||
1786 | log_stage.assert_called_with("print_orders") | |
1787 | fetch_balances.assert_called_with(tag="print_orders") | |
1788 | prepare_trades.assert_called_with(base_currency="BTC", | |
1789 | compute_value="average") | |
1790 | prepare_orders.assert_called_with(compute_value="average") | |
1791 | ||
1792 | def test_print_balances(self): | |
1793 | m = market.Market(self.ccxt, self.market_args()) | |
1794 | ||
1795 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
1796 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
1797 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
1798 | mock.patch.object(m.report, "print_log") as print_log: | |
1799 | ||
1800 | in_currency.return_value = { | |
1801 | "BTC": portfolio.Amount("BTC", "0.65"), | |
1802 | "ETH": portfolio.Amount("BTC", "0.3"), | |
1803 | } | |
1804 | ||
1805 | m.print_balances() | |
1806 | ||
1807 | log_stage.assert_called_once_with("print_balances") | |
1808 | fetch_balances.assert_called_with() | |
1809 | print_log.assert_has_calls([ | |
1810 | mock.call("total:"), | |
1811 | mock.call(portfolio.Amount("BTC", "0.95")), | |
1812 | ]) | |
1813 | ||
1814 | @mock.patch("market.Processor.process") | |
1815 | @mock.patch("market.ReportStore.log_error") | |
1816 | @mock.patch("market.Market.store_report") | |
1817 | def test_process(self, store_report, log_error, process): | |
1818 | m = market.Market(self.ccxt, self.market_args()) | |
1819 | with self.subTest(before=False, after=False): | |
1820 | m.process(None) | |
1821 | ||
1822 | process.assert_not_called() | |
1823 | store_report.assert_called_once() | |
1824 | log_error.assert_not_called() | |
1825 | ||
1826 | process.reset_mock() | |
1827 | log_error.reset_mock() | |
1828 | store_report.reset_mock() | |
1829 | with self.subTest(before=True, after=False): | |
1830 | m.process(None, before=True) | |
1831 | ||
1832 | process.assert_called_once_with("sell_all", steps="before") | |
1833 | store_report.assert_called_once() | |
1834 | log_error.assert_not_called() | |
1835 | ||
1836 | process.reset_mock() | |
1837 | log_error.reset_mock() | |
1838 | store_report.reset_mock() | |
1839 | with self.subTest(before=False, after=True): | |
1840 | m.process(None, after=True) | |
1841 | ||
1842 | process.assert_called_once_with("sell_all", steps="after") | |
1843 | store_report.assert_called_once() | |
1844 | log_error.assert_not_called() | |
1845 | ||
1846 | process.reset_mock() | |
1847 | log_error.reset_mock() | |
1848 | store_report.reset_mock() | |
1849 | with self.subTest(before=True, after=True): | |
1850 | m.process(None, before=True, after=True) | |
1851 | ||
1852 | process.assert_has_calls([ | |
1853 | mock.call("sell_all", steps="before"), | |
1854 | mock.call("sell_all", steps="after"), | |
1855 | ]) | |
1856 | store_report.assert_called_once() | |
1857 | log_error.assert_not_called() | |
1858 | ||
1859 | process.reset_mock() | |
1860 | log_error.reset_mock() | |
1861 | store_report.reset_mock() | |
1862 | with self.subTest(action="print_balances"),\ | |
1863 | mock.patch.object(m, "print_balances") as print_balances: | |
1864 | m.process(["print_balances"]) | |
1865 | ||
1866 | process.assert_not_called() | |
1867 | log_error.assert_not_called() | |
1868 | store_report.assert_called_once() | |
1869 | print_balances.assert_called_once_with() | |
1870 | ||
1871 | log_error.reset_mock() | |
1872 | store_report.reset_mock() | |
1873 | with self.subTest(action="print_orders"),\ | |
1874 | mock.patch.object(m, "print_orders") as print_orders,\ | |
1875 | mock.patch.object(m, "print_balances") as print_balances: | |
1876 | m.process(["print_orders", "print_balances"]) | |
1877 | ||
1878 | process.assert_not_called() | |
1879 | log_error.assert_not_called() | |
1880 | store_report.assert_called_once() | |
1881 | print_orders.assert_called_once_with() | |
1882 | print_balances.assert_called_once_with() | |
1883 | ||
1884 | log_error.reset_mock() | |
1885 | store_report.reset_mock() | |
1886 | with self.subTest(action="unknown"): | |
1887 | m.process(["unknown"]) | |
1888 | log_error.assert_called_once_with("market_process", message="Unknown action unknown") | |
1889 | store_report.assert_called_once() | |
1890 | ||
1891 | log_error.reset_mock() | |
1892 | store_report.reset_mock() | |
1893 | with self.subTest(unhandled_exception=True): | |
1894 | process.side_effect = Exception("bouh") | |
1895 | ||
1896 | m.process(None, before=True) | |
1897 | log_error.assert_called_with("market_process", exception=mock.ANY) | |
1898 | store_report.assert_called_once() | |
1899 | ||
1900 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1901 | class TradeStoreTest(WebMockTestCase): | |
1902 | def test_compute_trades(self): | |
1903 | self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
1904 | ||
1905 | values_in_base = { | |
1906 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
1907 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
1908 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
1909 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
1910 | } | |
1911 | new_repartition = { | |
1912 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
1913 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
1914 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
1915 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
1916 | } | |
1917 | side_effect = [ | |
1918 | (True, 1), | |
1919 | (False, 2), | |
1920 | (False, 3), | |
1921 | (True, 4), | |
1922 | (True, 5) | |
1923 | ] | |
1924 | ||
1925 | with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: | |
1926 | trade_store = market.TradeStore(self.m) | |
1927 | trade_if_matching.side_effect = side_effect | |
1928 | ||
1929 | trade_store.compute_trades(values_in_base, | |
1930 | new_repartition, only="only") | |
1931 | ||
1932 | self.assertEqual(5, trade_if_matching.call_count) | |
1933 | self.assertEqual(3, len(trade_store.all)) | |
1934 | self.assertEqual([1, 4, 5], trade_store.all) | |
1935 | self.m.report.log_trades.assert_called_with(side_effect, "only") | |
1936 | ||
1937 | def test_trade_if_matching(self): | |
1938 | ||
1939 | with self.subTest(only="nope"): | |
1940 | trade_store = market.TradeStore(self.m) | |
1941 | result = trade_store.trade_if_matching( | |
1942 | portfolio.Amount("BTC", D("0")), | |
1943 | portfolio.Amount("BTC", D("0.3")), | |
1944 | "ETH", only="nope") | |
1945 | self.assertEqual(False, result[0]) | |
1946 | self.assertIsInstance(result[1], portfolio.Trade) | |
1947 | ||
1948 | with self.subTest(only=None): | |
1949 | trade_store = market.TradeStore(self.m) | |
1950 | result = trade_store.trade_if_matching( | |
1951 | portfolio.Amount("BTC", D("0")), | |
1952 | portfolio.Amount("BTC", D("0.3")), | |
1953 | "ETH", only=None) | |
1954 | self.assertEqual(True, result[0]) | |
1955 | ||
1956 | with self.subTest(only="acquire"): | |
1957 | trade_store = market.TradeStore(self.m) | |
1958 | result = trade_store.trade_if_matching( | |
1959 | portfolio.Amount("BTC", D("0")), | |
1960 | portfolio.Amount("BTC", D("0.3")), | |
1961 | "ETH", only="acquire") | |
1962 | self.assertEqual(True, result[0]) | |
1963 | ||
1964 | with self.subTest(only="dispose"): | |
1965 | trade_store = market.TradeStore(self.m) | |
1966 | result = trade_store.trade_if_matching( | |
1967 | portfolio.Amount("BTC", D("0")), | |
1968 | portfolio.Amount("BTC", D("0.3")), | |
1969 | "ETH", only="dispose") | |
1970 | self.assertEqual(False, result[0]) | |
1971 | ||
1972 | def test_prepare_orders(self): | |
1973 | trade_store = market.TradeStore(self.m) | |
1974 | ||
1975 | trade_mock1 = mock.Mock() | |
1976 | trade_mock2 = mock.Mock() | |
1977 | trade_mock3 = mock.Mock() | |
1978 | ||
1979 | trade_mock1.prepare_order.return_value = 1 | |
1980 | trade_mock2.prepare_order.return_value = 2 | |
1981 | trade_mock3.prepare_order.return_value = 3 | |
1982 | ||
1983 | trade_mock1.pending = True | |
1984 | trade_mock2.pending = True | |
1985 | trade_mock3.pending = False | |
1986 | ||
1987 | trade_store.all.append(trade_mock1) | |
1988 | trade_store.all.append(trade_mock2) | |
1989 | trade_store.all.append(trade_mock3) | |
1990 | ||
1991 | trade_store.prepare_orders() | |
1992 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
1993 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1994 | trade_mock3.prepare_order.assert_not_called() | |
1995 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") | |
1996 | ||
1997 | self.m.report.log_orders.reset_mock() | |
1998 | ||
1999 | trade_store.prepare_orders(compute_value="bla") | |
2000 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
2001 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
2002 | self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") | |
2003 | ||
2004 | trade_mock1.prepare_order.reset_mock() | |
2005 | trade_mock2.prepare_order.reset_mock() | |
2006 | self.m.report.log_orders.reset_mock() | |
2007 | ||
2008 | trade_mock1.action = "foo" | |
2009 | trade_mock2.action = "bar" | |
2010 | trade_store.prepare_orders(only="bar") | |
2011 | trade_mock1.prepare_order.assert_not_called() | |
2012 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
2013 | self.m.report.log_orders.assert_called_once_with([2], "bar", "default") | |
2014 | ||
2015 | def test_print_all_with_order(self): | |
2016 | trade_mock1 = mock.Mock() | |
2017 | trade_mock2 = mock.Mock() | |
2018 | trade_mock3 = mock.Mock() | |
2019 | trade_store = market.TradeStore(self.m) | |
2020 | trade_store.all = [trade_mock1, trade_mock2, trade_mock3] | |
2021 | ||
2022 | trade_store.print_all_with_order() | |
2023 | ||
2024 | trade_mock1.print_with_order.assert_called() | |
2025 | trade_mock2.print_with_order.assert_called() | |
2026 | trade_mock3.print_with_order.assert_called() | |
2027 | ||
2028 | def test_run_orders(self): | |
2029 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
2030 | order_mock1 = mock.Mock() | |
2031 | order_mock2 = mock.Mock() | |
2032 | order_mock3 = mock.Mock() | |
2033 | trade_store = market.TradeStore(self.m) | |
2034 | ||
2035 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
2036 | ||
2037 | trade_store.run_orders() | |
2038 | ||
2039 | all_orders.assert_called_with(state="pending") | |
2040 | ||
2041 | order_mock1.run.assert_called() | |
2042 | order_mock2.run.assert_called() | |
2043 | order_mock3.run.assert_called() | |
2044 | ||
2045 | self.m.report.log_stage.assert_called_with("run_orders") | |
2046 | self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, | |
2047 | order_mock3]) | |
2048 | ||
2049 | def test_all_orders(self): | |
2050 | trade_mock1 = mock.Mock() | |
2051 | trade_mock2 = mock.Mock() | |
2052 | ||
2053 | order_mock1 = mock.Mock() | |
2054 | order_mock2 = mock.Mock() | |
2055 | order_mock3 = mock.Mock() | |
2056 | ||
2057 | trade_mock1.orders = [order_mock1, order_mock2] | |
2058 | trade_mock2.orders = [order_mock3] | |
2059 | ||
2060 | order_mock1.status = "pending" | |
2061 | order_mock2.status = "open" | |
2062 | order_mock3.status = "open" | |
2063 | ||
2064 | trade_store = market.TradeStore(self.m) | |
2065 | trade_store.all.append(trade_mock1) | |
2066 | trade_store.all.append(trade_mock2) | |
2067 | ||
2068 | orders = trade_store.all_orders() | |
2069 | self.assertEqual(3, len(orders)) | |
2070 | ||
2071 | open_orders = trade_store.all_orders(state="open") | |
2072 | self.assertEqual(2, len(open_orders)) | |
2073 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
2074 | ||
2075 | def test_update_all_orders_status(self): | |
2076 | with mock.patch.object(market.TradeStore, "all_orders") as all_orders: | |
2077 | order_mock1 = mock.Mock() | |
2078 | order_mock2 = mock.Mock() | |
2079 | order_mock3 = mock.Mock() | |
2080 | ||
2081 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
2082 | ||
2083 | trade_store = market.TradeStore(self.m) | |
2084 | ||
2085 | trade_store.update_all_orders_status() | |
2086 | all_orders.assert_called_with(state="open") | |
2087 | ||
2088 | order_mock1.get_status.assert_called() | |
2089 | order_mock2.get_status.assert_called() | |
2090 | order_mock3.get_status.assert_called() | |
2091 | ||
2092 | def test_close_trades(self): | |
2093 | trade_mock1 = mock.Mock() | |
2094 | trade_mock2 = mock.Mock() | |
2095 | trade_mock3 = mock.Mock() | |
2096 | ||
2097 | trade_store = market.TradeStore(self.m) | |
2098 | ||
2099 | trade_store.all.append(trade_mock1) | |
2100 | trade_store.all.append(trade_mock2) | |
2101 | trade_store.all.append(trade_mock3) | |
2102 | ||
2103 | trade_store.close_trades() | |
2104 | ||
2105 | trade_mock1.close.assert_called_once_with() | |
2106 | trade_mock2.close.assert_called_once_with() | |
2107 | trade_mock3.close.assert_called_once_with() | |
2108 | ||
2109 | def test_pending(self): | |
2110 | trade_mock1 = mock.Mock() | |
2111 | trade_mock1.pending = True | |
2112 | trade_mock2 = mock.Mock() | |
2113 | trade_mock2.pending = True | |
2114 | trade_mock3 = mock.Mock() | |
2115 | trade_mock3.pending = False | |
2116 | ||
2117 | trade_store = market.TradeStore(self.m) | |
2118 | ||
2119 | trade_store.all.append(trade_mock1) | |
2120 | trade_store.all.append(trade_mock2) | |
2121 | trade_store.all.append(trade_mock3) | |
2122 | ||
2123 | self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) | |
2124 | ||
2125 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2126 | class BalanceStoreTest(WebMockTestCase): | |
2127 | def setUp(self): | |
2128 | super().setUp() | |
2129 | ||
2130 | self.fetch_balance = { | |
2131 | "ETC": { | |
2132 | "exchange_free": 0, | |
2133 | "exchange_used": 0, | |
2134 | "exchange_total": 0, | |
2135 | "margin_total": 0, | |
2136 | }, | |
2137 | "USDT": { | |
2138 | "exchange_free": D("6.0"), | |
2139 | "exchange_used": D("1.2"), | |
2140 | "exchange_total": D("7.2"), | |
2141 | "margin_total": 0, | |
2142 | }, | |
2143 | "XVG": { | |
2144 | "exchange_free": 16, | |
2145 | "exchange_used": 0, | |
2146 | "exchange_total": 16, | |
2147 | "margin_total": 0, | |
2148 | }, | |
2149 | "XMR": { | |
2150 | "exchange_free": 0, | |
2151 | "exchange_used": 0, | |
2152 | "exchange_total": 0, | |
2153 | "margin_total": D("-1.0"), | |
2154 | "margin_free": 0, | |
2155 | }, | |
2156 | } | |
2157 | ||
2158 | def test_in_currency(self): | |
2159 | self.m.get_ticker.return_value = { | |
2160 | "bid": D("0.09"), | |
2161 | "ask": D("0.11"), | |
2162 | "average": D("0.1"), | |
2163 | } | |
2164 | ||
2165 | balance_store = market.BalanceStore(self.m) | |
2166 | balance_store.all = { | |
2167 | "BTC": portfolio.Balance("BTC", { | |
2168 | "total": "0.65", | |
2169 | "exchange_total":"0.65", | |
2170 | "exchange_free": "0.35", | |
2171 | "exchange_used": "0.30"}), | |
2172 | "ETH": portfolio.Balance("ETH", { | |
2173 | "total": 3, | |
2174 | "exchange_total": 3, | |
2175 | "exchange_free": 3, | |
2176 | "exchange_used": 0}), | |
2177 | } | |
2178 | ||
2179 | amounts = balance_store.in_currency("BTC") | |
2180 | self.assertEqual("BTC", amounts["ETH"].currency) | |
2181 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
2182 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
2183 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2184 | "average", "total") | |
2185 | self.m.report.log_tickers.reset_mock() | |
2186 | ||
2187 | amounts = balance_store.in_currency("BTC", compute_value="bid") | |
2188 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
2189 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
2190 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2191 | "bid", "total") | |
2192 | self.m.report.log_tickers.reset_mock() | |
2193 | ||
2194 | amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") | |
2195 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
2196 | self.assertEqual(0, amounts["ETH"].value) | |
2197 | self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", | |
2198 | "bid", "exchange_used") | |
2199 | self.m.report.log_tickers.reset_mock() | |
2200 | ||
2201 | def test_fetch_balances(self): | |
2202 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
2203 | ||
2204 | balance_store = market.BalanceStore(self.m) | |
2205 | ||
2206 | balance_store.fetch_balances() | |
2207 | self.assertNotIn("ETC", balance_store.currencies()) | |
2208 | self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) | |
2209 | ||
2210 | balance_store.all["ETC"] = portfolio.Balance("ETC", { | |
2211 | "exchange_total": "1", "exchange_free": "0", | |
2212 | "exchange_used": "1" }) | |
2213 | balance_store.fetch_balances(tag="foo") | |
2214 | self.assertEqual(0, balance_store.all["ETC"].total) | |
2215 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) | |
2216 | self.m.report.log_balances.assert_called_with(tag="foo") | |
2217 | ||
2218 | @mock.patch.object(market.Portfolio, "repartition") | |
2219 | def test_dispatch_assets(self, repartition): | |
2220 | self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance | |
2221 | ||
2222 | balance_store = market.BalanceStore(self.m) | |
2223 | balance_store.fetch_balances() | |
2224 | ||
2225 | self.assertNotIn("XEM", balance_store.currencies()) | |
2226 | ||
2227 | repartition_hash = { | |
2228 | "XEM": (D("0.75"), "long"), | |
2229 | "BTC": (D("0.26"), "long"), | |
2230 | "DASH": (D("0.10"), "short"), | |
2231 | } | |
2232 | repartition.return_value = repartition_hash | |
2233 | ||
2234 | amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
2235 | repartition.assert_called_with(liquidity="medium") | |
2236 | self.assertIn("XEM", balance_store.currencies()) | |
2237 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
2238 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
2239 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
2240 | self.m.report.log_balances.assert_called_with(tag=None) | |
2241 | self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", | |
2242 | "11.1"), amounts, "medium", repartition_hash) | |
2243 | ||
2244 | def test_currencies(self): | |
2245 | balance_store = market.BalanceStore(self.m) | |
2246 | ||
2247 | balance_store.all = { | |
2248 | "BTC": portfolio.Balance("BTC", { | |
2249 | "total": "0.65", | |
2250 | "exchange_total":"0.65", | |
2251 | "exchange_free": "0.35", | |
2252 | "exchange_used": "0.30"}), | |
2253 | "ETH": portfolio.Balance("ETH", { | |
2254 | "total": 3, | |
2255 | "exchange_total": 3, | |
2256 | "exchange_free": 3, | |
2257 | "exchange_used": 0}), | |
2258 | } | |
2259 | self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) | |
2260 | ||
2261 | def test_as_json(self): | |
2262 | balance_mock1 = mock.Mock() | |
2263 | balance_mock1.as_json.return_value = 1 | |
2264 | ||
2265 | balance_mock2 = mock.Mock() | |
2266 | balance_mock2.as_json.return_value = 2 | |
2267 | ||
2268 | balance_store = market.BalanceStore(self.m) | |
2269 | balance_store.all = { | |
2270 | "BTC": balance_mock1, | |
2271 | "ETH": balance_mock2, | |
2272 | } | |
2273 | ||
2274 | as_json = balance_store.as_json() | |
2275 | self.assertEqual(1, as_json["BTC"]) | |
2276 | self.assertEqual(2, as_json["ETH"]) | |
2277 | ||
2278 | ||
2279 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2280 | class ComputationTest(WebMockTestCase): | |
2281 | def test_compute_value(self): | |
2282 | compute = mock.Mock() | |
2283 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
2284 | compute.assert_called_with("foo", "ask") | |
2285 | ||
2286 | compute.reset_mock() | |
2287 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
2288 | compute.assert_called_with("foo", "bid") | |
2289 | ||
2290 | compute.reset_mock() | |
2291 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
2292 | compute.assert_called_with("foo", "ask") | |
2293 | ||
2294 | compute.reset_mock() | |
2295 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
2296 | compute.assert_called_with("foo", "bid") | |
2297 | ||
2298 | compute.reset_mock() | |
2299 | portfolio.Computation.computations["test"] = compute | |
2300 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
2301 | compute.assert_called_with("foo", "bid") | |
2302 | ||
2303 | ||
2304 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2305 | class TradeTest(WebMockTestCase): | |
2306 | ||
2307 | def test_values_assertion(self): | |
2308 | value_from = portfolio.Amount("BTC", "1.0") | |
2309 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2310 | value_to = portfolio.Amount("BTC", "1.0") | |
2311 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2312 | self.assertEqual("BTC", trade.base_currency) | |
2313 | self.assertEqual("ETH", trade.currency) | |
2314 | self.assertEqual(self.m, trade.market) | |
2315 | ||
2316 | with self.assertRaises(AssertionError): | |
2317 | portfolio.Trade(value_from, -value_to, "ETH", self.m) | |
2318 | with self.assertRaises(AssertionError): | |
2319 | portfolio.Trade(value_from, value_to, "ETC", self.m) | |
2320 | with self.assertRaises(AssertionError): | |
2321 | value_from.currency = "ETH" | |
2322 | portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2323 | value_from.currency = "BTC" | |
2324 | with self.assertRaises(AssertionError): | |
2325 | value_from2 = portfolio.Amount("BTC", "1.0") | |
2326 | portfolio.Trade(value_from2, value_to, "ETH", self.m) | |
2327 | ||
2328 | value_from = portfolio.Amount("BTC", 0) | |
2329 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2330 | self.assertEqual(0, trade.value_from.linked_to) | |
2331 | ||
2332 | def test_action(self): | |
2333 | value_from = portfolio.Amount("BTC", "1.0") | |
2334 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2335 | value_to = portfolio.Amount("BTC", "1.0") | |
2336 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2337 | ||
2338 | self.assertIsNone(trade.action) | |
2339 | ||
2340 | value_from = portfolio.Amount("BTC", "1.0") | |
2341 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
2342 | value_to = portfolio.Amount("BTC", "2.0") | |
2343 | trade = portfolio.Trade(value_from, value_to, "BTC", self.m) | |
2344 | ||
2345 | self.assertIsNone(trade.action) | |
2346 | ||
2347 | value_from = portfolio.Amount("BTC", "0.5") | |
2348 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2349 | value_to = portfolio.Amount("BTC", "1.0") | |
2350 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2351 | ||
2352 | self.assertEqual("acquire", trade.action) | |
2353 | ||
2354 | value_from = portfolio.Amount("BTC", "0") | |
2355 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2356 | value_to = portfolio.Amount("BTC", "-1.0") | |
2357 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2358 | ||
2359 | self.assertEqual("acquire", trade.action) | |
2360 | ||
2361 | def test_order_action(self): | |
2362 | value_from = portfolio.Amount("BTC", "0.5") | |
2363 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2364 | value_to = portfolio.Amount("BTC", "1.0") | |
2365 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2366 | ||
2367 | trade.inverted = False | |
2368 | self.assertEqual("buy", trade.order_action()) | |
2369 | trade.inverted = True | |
2370 | self.assertEqual("sell", trade.order_action()) | |
2371 | ||
2372 | value_from = portfolio.Amount("BTC", "0") | |
2373 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2374 | value_to = portfolio.Amount("BTC", "-1.0") | |
2375 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2376 | ||
2377 | trade.inverted = False | |
2378 | self.assertEqual("sell", trade.order_action()) | |
2379 | trade.inverted = True | |
2380 | self.assertEqual("buy", trade.order_action()) | |
2381 | ||
2382 | def test_trade_type(self): | |
2383 | value_from = portfolio.Amount("BTC", "0.5") | |
2384 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2385 | value_to = portfolio.Amount("BTC", "1.0") | |
2386 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2387 | ||
2388 | self.assertEqual("long", trade.trade_type) | |
2389 | ||
2390 | value_from = portfolio.Amount("BTC", "0") | |
2391 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
2392 | value_to = portfolio.Amount("BTC", "-1.0") | |
2393 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2394 | ||
2395 | self.assertEqual("short", trade.trade_type) | |
2396 | ||
2397 | def test_is_fullfiled(self): | |
2398 | with self.subTest(inverted=False): | |
2399 | value_from = portfolio.Amount("BTC", "0.5") | |
2400 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2401 | value_to = portfolio.Amount("BTC", "1.0") | |
2402 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2403 | ||
2404 | order1 = mock.Mock() | |
2405 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2406 | ||
2407 | order2 = mock.Mock() | |
2408 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2409 | trade.orders.append(order1) | |
2410 | trade.orders.append(order2) | |
2411 | ||
2412 | self.assertFalse(trade.is_fullfiled) | |
2413 | ||
2414 | order3 = mock.Mock() | |
2415 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2416 | trade.orders.append(order3) | |
2417 | ||
2418 | self.assertTrue(trade.is_fullfiled) | |
2419 | ||
2420 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2421 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2422 | order3.filled_amount.assert_called_with(in_base_currency=True) | |
2423 | ||
2424 | with self.subTest(inverted=True): | |
2425 | value_from = portfolio.Amount("BTC", "0.5") | |
2426 | value_from.linked_to = portfolio.Amount("USDT", "1000.0") | |
2427 | value_to = portfolio.Amount("BTC", "1.0") | |
2428 | trade = portfolio.Trade(value_from, value_to, "USDT", self.m) | |
2429 | trade.inverted = True | |
2430 | ||
2431 | order1 = mock.Mock() | |
2432 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") | |
2433 | ||
2434 | order2 = mock.Mock() | |
2435 | order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") | |
2436 | trade.orders.append(order1) | |
2437 | trade.orders.append(order2) | |
2438 | ||
2439 | self.assertFalse(trade.is_fullfiled) | |
2440 | ||
2441 | order3 = mock.Mock() | |
2442 | order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") | |
2443 | trade.orders.append(order3) | |
2444 | ||
2445 | self.assertTrue(trade.is_fullfiled) | |
2446 | ||
2447 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2448 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2449 | order3.filled_amount.assert_called_with(in_base_currency=False) | |
2450 | ||
2451 | ||
2452 | def test_filled_amount(self): | |
2453 | value_from = portfolio.Amount("BTC", "0.5") | |
2454 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2455 | value_to = portfolio.Amount("BTC", "1.0") | |
2456 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2457 | ||
2458 | order1 = mock.Mock() | |
2459 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
2460 | ||
2461 | order2 = mock.Mock() | |
2462 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
2463 | trade.orders.append(order1) | |
2464 | trade.orders.append(order2) | |
2465 | ||
2466 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
2467 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2468 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2469 | ||
2470 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
2471 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
2472 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
2473 | ||
2474 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
2475 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
2476 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
2477 | ||
2478 | @mock.patch.object(portfolio.Computation, "compute_value") | |
2479 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
2480 | @mock.patch.object(portfolio, "Order") | |
2481 | def test_prepare_order(self, Order, filled_amount, compute_value): | |
2482 | Order.return_value = "Order" | |
2483 | ||
2484 | with self.subTest(desc="Nothing to do"): | |
2485 | value_from = portfolio.Amount("BTC", "10") | |
2486 | value_from.rate = D("0.1") | |
2487 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2488 | value_to = portfolio.Amount("BTC", "10") | |
2489 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2490 | ||
2491 | trade.prepare_order() | |
2492 | ||
2493 | filled_amount.assert_not_called() | |
2494 | compute_value.assert_not_called() | |
2495 | self.assertEqual(0, len(trade.orders)) | |
2496 | Order.assert_not_called() | |
2497 | ||
2498 | self.m.get_ticker.return_value = { "inverted": False } | |
2499 | with self.subTest(desc="Already filled"): | |
2500 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
2501 | compute_value.return_value = D("0.125") | |
2502 | ||
2503 | value_from = portfolio.Amount("BTC", "10") | |
2504 | value_from.rate = D("0.1") | |
2505 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2506 | value_to = portfolio.Amount("BTC", "0") | |
2507 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2508 | ||
2509 | trade.prepare_order() | |
2510 | ||
2511 | filled_amount.assert_called_with(in_base_currency=False) | |
2512 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2513 | self.assertEqual(0, len(trade.orders)) | |
2514 | self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) | |
2515 | Order.assert_not_called() | |
2516 | ||
2517 | with self.subTest(action="dispose", inverted=False): | |
2518 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2519 | compute_value.return_value = D("0.125") | |
2520 | ||
2521 | value_from = portfolio.Amount("BTC", "10") | |
2522 | value_from.rate = D("0.1") | |
2523 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2524 | value_to = portfolio.Amount("BTC", "1") | |
2525 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2526 | ||
2527 | trade.prepare_order() | |
2528 | ||
2529 | filled_amount.assert_called_with(in_base_currency=False) | |
2530 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2531 | self.assertEqual(1, len(trade.orders)) | |
2532 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2533 | D("0.125"), "BTC", "long", self.m, | |
2534 | trade, close_if_possible=False) | |
2535 | ||
2536 | with self.subTest(action="dispose", inverted=False, close_if_possible=True): | |
2537 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
2538 | compute_value.return_value = D("0.125") | |
2539 | ||
2540 | value_from = portfolio.Amount("BTC", "10") | |
2541 | value_from.rate = D("0.1") | |
2542 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2543 | value_to = portfolio.Amount("BTC", "1") | |
2544 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2545 | ||
2546 | trade.prepare_order(close_if_possible=True) | |
2547 | ||
2548 | filled_amount.assert_called_with(in_base_currency=False) | |
2549 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2550 | self.assertEqual(1, len(trade.orders)) | |
2551 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
2552 | D("0.125"), "BTC", "long", self.m, | |
2553 | trade, close_if_possible=True) | |
2554 | ||
2555 | with self.subTest(action="acquire", inverted=False): | |
2556 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
2557 | compute_value.return_value = D("0.125") | |
2558 | ||
2559 | value_from = portfolio.Amount("BTC", "1") | |
2560 | value_from.rate = D("0.1") | |
2561 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
2562 | value_to = portfolio.Amount("BTC", "10") | |
2563 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2564 | ||
2565 | trade.prepare_order() | |
2566 | ||
2567 | filled_amount.assert_called_with(in_base_currency=True) | |
2568 | compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") | |
2569 | self.assertEqual(1, len(trade.orders)) | |
2570 | ||
2571 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
2572 | D("0.125"), "BTC", "long", self.m, | |
2573 | trade, close_if_possible=False) | |
2574 | ||
2575 | with self.subTest(close_if_possible=True): | |
2576 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
2577 | compute_value.return_value = D("0.125") | |
2578 | ||
2579 | value_from = portfolio.Amount("BTC", "10") | |
2580 | value_from.rate = D("0.1") | |
2581 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2582 | value_to = portfolio.Amount("BTC", "0") | |
2583 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2584 | ||
2585 | trade.prepare_order() | |
2586 | ||
2587 | filled_amount.assert_called_with(in_base_currency=False) | |
2588 | compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") | |
2589 | self.assertEqual(1, len(trade.orders)) | |
2590 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
2591 | D("0.125"), "BTC", "long", self.m, | |
2592 | trade, close_if_possible=True) | |
2593 | ||
2594 | self.m.get_ticker.return_value = { "inverted": True, "original": {} } | |
2595 | with self.subTest(action="dispose", inverted=True): | |
2596 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
2597 | compute_value.return_value = D("125") | |
2598 | ||
2599 | value_from = portfolio.Amount("BTC", "10") | |
2600 | value_from.rate = D("0.01") | |
2601 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
2602 | value_to = portfolio.Amount("BTC", "1") | |
2603 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2604 | ||
2605 | trade.prepare_order(compute_value="foo") | |
2606 | ||
2607 | filled_amount.assert_called_with(in_base_currency=True) | |
2608 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") | |
2609 | self.assertEqual(1, len(trade.orders)) | |
2610 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
2611 | D("125"), "FOO", "long", self.m, | |
2612 | trade, close_if_possible=False) | |
2613 | ||
2614 | with self.subTest(action="acquire", inverted=True): | |
2615 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
2616 | compute_value.return_value = D("125") | |
2617 | ||
2618 | value_from = portfolio.Amount("BTC", "1") | |
2619 | value_from.rate = D("0.01") | |
2620 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
2621 | value_to = portfolio.Amount("BTC", "10") | |
2622 | trade = portfolio.Trade(value_from, value_to, "FOO", self.m) | |
2623 | ||
2624 | trade.prepare_order(compute_value="foo") | |
2625 | ||
2626 | filled_amount.assert_called_with(in_base_currency=False) | |
2627 | compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") | |
2628 | self.assertEqual(1, len(trade.orders)) | |
2629 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
2630 | D("125"), "FOO", "long", self.m, | |
2631 | trade, close_if_possible=False) | |
2632 | ||
2633 | def test_tick_actions_recreate(self): | |
2634 | value_from = portfolio.Amount("BTC", "0.5") | |
2635 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2636 | value_to = portfolio.Amount("BTC", "1.0") | |
2637 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2638 | ||
2639 | self.assertEqual("average", trade.tick_actions_recreate(0)) | |
2640 | self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) | |
2641 | self.assertEqual("average", trade.tick_actions_recreate(1)) | |
2642 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) | |
2643 | self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) | |
2644 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) | |
2645 | self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) | |
2646 | self.assertEqual("default", trade.tick_actions_recreate(7)) | |
2647 | self.assertEqual("default", trade.tick_actions_recreate(8)) | |
2648 | ||
2649 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
2650 | def test_update_order(self, prepare_order): | |
2651 | order_mock = mock.Mock() | |
2652 | new_order_mock = mock.Mock() | |
2653 | ||
2654 | value_from = portfolio.Amount("BTC", "0.5") | |
2655 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2656 | value_to = portfolio.Amount("BTC", "1.0") | |
2657 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2658 | prepare_order.return_value = new_order_mock | |
2659 | ||
2660 | for i in [0, 1, 3, 4, 6]: | |
2661 | with self.subTest(tick=i): | |
2662 | trade.update_order(order_mock, i) | |
2663 | order_mock.cancel.assert_not_called() | |
2664 | new_order_mock.run.assert_not_called() | |
2665 | self.m.report.log_order.assert_called_once_with(order_mock, i, | |
2666 | update="waiting", compute_value=None, new_order=None) | |
2667 | ||
2668 | order_mock.reset_mock() | |
2669 | new_order_mock.reset_mock() | |
2670 | trade.orders = [] | |
2671 | self.m.report.log_order.reset_mock() | |
2672 | ||
2673 | trade.update_order(order_mock, 2) | |
2674 | order_mock.cancel.assert_called() | |
2675 | new_order_mock.run.assert_called() | |
2676 | prepare_order.assert_called() | |
2677 | self.m.report.log_order.assert_called() | |
2678 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2679 | calls = [ | |
2680 | mock.call(order_mock, 2, update="adjusting", | |
2681 | compute_value=mock.ANY, | |
2682 | new_order=new_order_mock), | |
2683 | mock.call(order_mock, 2, new_order=new_order_mock), | |
2684 | ] | |
2685 | self.m.report.log_order.assert_has_calls(calls) | |
2686 | ||
2687 | order_mock.reset_mock() | |
2688 | new_order_mock.reset_mock() | |
2689 | trade.orders = [] | |
2690 | self.m.report.log_order.reset_mock() | |
2691 | ||
2692 | trade.update_order(order_mock, 5) | |
2693 | order_mock.cancel.assert_called() | |
2694 | new_order_mock.run.assert_called() | |
2695 | prepare_order.assert_called() | |
2696 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2697 | self.m.report.log_order.assert_called() | |
2698 | calls = [ | |
2699 | mock.call(order_mock, 5, update="adjusting", | |
2700 | compute_value=mock.ANY, | |
2701 | new_order=new_order_mock), | |
2702 | mock.call(order_mock, 5, new_order=new_order_mock), | |
2703 | ] | |
2704 | self.m.report.log_order.assert_has_calls(calls) | |
2705 | ||
2706 | order_mock.reset_mock() | |
2707 | new_order_mock.reset_mock() | |
2708 | trade.orders = [] | |
2709 | self.m.report.log_order.reset_mock() | |
2710 | ||
2711 | trade.update_order(order_mock, 7) | |
2712 | order_mock.cancel.assert_called() | |
2713 | new_order_mock.run.assert_called() | |
2714 | prepare_order.assert_called_with(compute_value="default") | |
2715 | self.m.report.log_order.assert_called() | |
2716 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2717 | calls = [ | |
2718 | mock.call(order_mock, 7, update="market_fallback", | |
2719 | compute_value='default', | |
2720 | new_order=new_order_mock), | |
2721 | mock.call(order_mock, 7, new_order=new_order_mock), | |
2722 | ] | |
2723 | self.m.report.log_order.assert_has_calls(calls) | |
2724 | ||
2725 | order_mock.reset_mock() | |
2726 | new_order_mock.reset_mock() | |
2727 | trade.orders = [] | |
2728 | self.m.report.log_order.reset_mock() | |
2729 | ||
2730 | for i in [10, 13, 16]: | |
2731 | with self.subTest(tick=i): | |
2732 | trade.update_order(order_mock, i) | |
2733 | order_mock.cancel.assert_called() | |
2734 | new_order_mock.run.assert_called() | |
2735 | prepare_order.assert_called_with(compute_value="default") | |
2736 | self.m.report.log_order.assert_called() | |
2737 | self.assertEqual(2, self.m.report.log_order.call_count) | |
2738 | calls = [ | |
2739 | mock.call(order_mock, i, update="market_adjust", | |
2740 | compute_value='default', | |
2741 | new_order=new_order_mock), | |
2742 | mock.call(order_mock, i, new_order=new_order_mock), | |
2743 | ] | |
2744 | self.m.report.log_order.assert_has_calls(calls) | |
2745 | ||
2746 | order_mock.reset_mock() | |
2747 | new_order_mock.reset_mock() | |
2748 | trade.orders = [] | |
2749 | self.m.report.log_order.reset_mock() | |
2750 | ||
2751 | for i in [8, 9, 11, 12]: | |
2752 | with self.subTest(tick=i): | |
2753 | trade.update_order(order_mock, i) | |
2754 | order_mock.cancel.assert_not_called() | |
2755 | new_order_mock.run.assert_not_called() | |
2756 | self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", | |
2757 | compute_value=None, new_order=None) | |
2758 | ||
2759 | order_mock.reset_mock() | |
2760 | new_order_mock.reset_mock() | |
2761 | trade.orders = [] | |
2762 | self.m.report.log_order.reset_mock() | |
2763 | ||
2764 | ||
2765 | def test_print_with_order(self): | |
2766 | value_from = portfolio.Amount("BTC", "0.5") | |
2767 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2768 | value_to = portfolio.Amount("BTC", "1.0") | |
2769 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2770 | ||
2771 | order_mock1 = mock.Mock() | |
2772 | order_mock1.__repr__ = mock.Mock() | |
2773 | order_mock1.__repr__.return_value = "Mock 1" | |
2774 | order_mock2 = mock.Mock() | |
2775 | order_mock2.__repr__ = mock.Mock() | |
2776 | order_mock2.__repr__.return_value = "Mock 2" | |
2777 | order_mock1.mouvements = [] | |
2778 | mouvement_mock1 = mock.Mock() | |
2779 | mouvement_mock1.__repr__ = mock.Mock() | |
2780 | mouvement_mock1.__repr__.return_value = "Mouvement 1" | |
2781 | mouvement_mock2 = mock.Mock() | |
2782 | mouvement_mock2.__repr__ = mock.Mock() | |
2783 | mouvement_mock2.__repr__.return_value = "Mouvement 2" | |
2784 | order_mock2.mouvements = [ | |
2785 | mouvement_mock1, mouvement_mock2 | |
2786 | ] | |
2787 | trade.orders.append(order_mock1) | |
2788 | trade.orders.append(order_mock2) | |
2789 | ||
2790 | with mock.patch.object(trade, "filled_amount") as filled: | |
2791 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2792 | ||
2793 | trade.print_with_order() | |
2794 | ||
2795 | self.m.report.print_log.assert_called() | |
2796 | calls = self.m.report.print_log.mock_calls | |
2797 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) | |
2798 | self.assertEqual("\tMock 1", str(calls[1][1][0])) | |
2799 | self.assertEqual("\tMock 2", str(calls[2][1][0])) | |
2800 | self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) | |
2801 | self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) | |
2802 | ||
2803 | self.m.report.print_log.reset_mock() | |
2804 | ||
2805 | filled.return_value = portfolio.Amount("BTC", "0.5") | |
2806 | trade.print_with_order() | |
2807 | calls = self.m.report.print_log.mock_calls | |
2808 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) | |
2809 | ||
2810 | self.m.report.print_log.reset_mock() | |
2811 | ||
2812 | filled.return_value = portfolio.Amount("BTC", "0.1") | |
2813 | trade.closed = True | |
2814 | trade.print_with_order() | |
2815 | calls = self.m.report.print_log.mock_calls | |
2816 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) | |
2817 | ||
2818 | def test_close(self): | |
2819 | value_from = portfolio.Amount("BTC", "0.5") | |
2820 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2821 | value_to = portfolio.Amount("BTC", "1.0") | |
2822 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2823 | order1 = mock.Mock() | |
2824 | trade.orders.append(order1) | |
2825 | ||
2826 | trade.close() | |
2827 | ||
2828 | self.assertEqual(True, trade.closed) | |
2829 | order1.cancel.assert_called_once_with() | |
2830 | ||
2831 | def test_pending(self): | |
2832 | value_from = portfolio.Amount("BTC", "0.5") | |
2833 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2834 | value_to = portfolio.Amount("BTC", "1.0") | |
2835 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2836 | ||
2837 | trade.closed = True | |
2838 | self.assertEqual(False, trade.pending) | |
2839 | ||
2840 | trade.closed = False | |
2841 | self.assertEqual(True, trade.pending) | |
2842 | ||
2843 | order1 = mock.Mock() | |
2844 | order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") | |
2845 | trade.orders.append(order1) | |
2846 | self.assertEqual(False, trade.pending) | |
2847 | ||
2848 | def test__repr(self): | |
2849 | value_from = portfolio.Amount("BTC", "0.5") | |
2850 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2851 | value_to = portfolio.Amount("BTC", "1.0") | |
2852 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2853 | ||
2854 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
2855 | ||
2856 | def test_as_json(self): | |
2857 | value_from = portfolio.Amount("BTC", "0.5") | |
2858 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
2859 | value_to = portfolio.Amount("BTC", "1.0") | |
2860 | trade = portfolio.Trade(value_from, value_to, "ETH", self.m) | |
2861 | ||
2862 | as_json = trade.as_json() | |
2863 | self.assertEqual("acquire", as_json["action"]) | |
2864 | self.assertEqual(D("0.5"), as_json["from"]) | |
2865 | self.assertEqual(D("1.0"), as_json["to"]) | |
2866 | self.assertEqual("ETH", as_json["currency"]) | |
2867 | self.assertEqual("BTC", as_json["base_currency"]) | |
2868 | ||
2869 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
2870 | class OrderTest(WebMockTestCase): | |
2871 | def test_values(self): | |
2872 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2873 | D("0.1"), "BTC", "long", "market", "trade") | |
2874 | self.assertEqual("buy", order.action) | |
2875 | self.assertEqual(10, order.amount.value) | |
2876 | self.assertEqual("ETH", order.amount.currency) | |
2877 | self.assertEqual(D("0.1"), order.rate) | |
2878 | self.assertEqual("BTC", order.base_currency) | |
2879 | self.assertEqual("market", order.market) | |
2880 | self.assertEqual("long", order.trade_type) | |
2881 | self.assertEqual("pending", order.status) | |
2882 | self.assertEqual("trade", order.trade) | |
2883 | self.assertIsNone(order.id) | |
2884 | self.assertFalse(order.close_if_possible) | |
2885 | ||
2886 | def test__repr(self): | |
2887 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2888 | D("0.1"), "BTC", "long", "market", "trade") | |
2889 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
2890 | ||
2891 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2892 | D("0.1"), "BTC", "long", "market", "trade", | |
2893 | close_if_possible=True) | |
2894 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
2895 | ||
2896 | def test_as_json(self): | |
2897 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2898 | D("0.1"), "BTC", "long", "market", "trade") | |
2899 | mouvement_mock1 = mock.Mock() | |
2900 | mouvement_mock1.as_json.return_value = 1 | |
2901 | mouvement_mock2 = mock.Mock() | |
2902 | mouvement_mock2.as_json.return_value = 2 | |
2903 | ||
2904 | order.mouvements = [mouvement_mock1, mouvement_mock2] | |
2905 | as_json = order.as_json() | |
2906 | self.assertEqual("buy", as_json["action"]) | |
2907 | self.assertEqual("long", as_json["trade_type"]) | |
2908 | self.assertEqual(10, as_json["amount"]) | |
2909 | self.assertEqual("ETH", as_json["currency"]) | |
2910 | self.assertEqual("BTC", as_json["base_currency"]) | |
2911 | self.assertEqual(D("0.1"), as_json["rate"]) | |
2912 | self.assertEqual("pending", as_json["status"]) | |
2913 | self.assertEqual(False, as_json["close_if_possible"]) | |
2914 | self.assertIsNone(as_json["id"]) | |
2915 | self.assertEqual([1, 2], as_json["mouvements"]) | |
2916 | ||
2917 | def test_account(self): | |
2918 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2919 | D("0.1"), "BTC", "long", "market", "trade") | |
2920 | self.assertEqual("exchange", order.account) | |
2921 | ||
2922 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
2923 | D("0.1"), "BTC", "short", "market", "trade") | |
2924 | self.assertEqual("margin", order.account) | |
2925 | ||
2926 | def test_pending(self): | |
2927 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2928 | D("0.1"), "BTC", "long", "market", "trade") | |
2929 | self.assertTrue(order.pending) | |
2930 | order.status = "open" | |
2931 | self.assertFalse(order.pending) | |
2932 | ||
2933 | def test_open(self): | |
2934 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2935 | D("0.1"), "BTC", "long", "market", "trade") | |
2936 | self.assertFalse(order.open) | |
2937 | order.status = "open" | |
2938 | self.assertTrue(order.open) | |
2939 | ||
2940 | def test_finished(self): | |
2941 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2942 | D("0.1"), "BTC", "long", "market", "trade") | |
2943 | self.assertFalse(order.finished) | |
2944 | order.status = "closed" | |
2945 | self.assertTrue(order.finished) | |
2946 | order.status = "canceled" | |
2947 | self.assertTrue(order.finished) | |
2948 | order.status = "error" | |
2949 | self.assertTrue(order.finished) | |
2950 | ||
2951 | @mock.patch.object(portfolio.Order, "fetch") | |
2952 | def test_cancel(self, fetch): | |
2953 | with self.subTest(debug=True): | |
2954 | self.m.debug = True | |
2955 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2956 | D("0.1"), "BTC", "long", self.m, "trade") | |
2957 | order.status = "open" | |
2958 | ||
2959 | order.cancel() | |
2960 | self.m.ccxt.cancel_order.assert_not_called() | |
2961 | self.m.report.log_debug_action.assert_called_once() | |
2962 | self.m.report.log_debug_action.reset_mock() | |
2963 | self.assertEqual("canceled", order.status) | |
2964 | ||
2965 | with self.subTest(desc="Nominal case"): | |
2966 | self.m.debug = False | |
2967 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2968 | D("0.1"), "BTC", "long", self.m, "trade") | |
2969 | order.status = "open" | |
2970 | order.id = 42 | |
2971 | ||
2972 | order.cancel() | |
2973 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2974 | fetch.assert_called_once_with() | |
2975 | self.m.report.log_debug_action.assert_not_called() | |
2976 | ||
2977 | with self.subTest(exception=True): | |
2978 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2979 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2980 | D("0.1"), "BTC", "long", self.m, "trade") | |
2981 | order.status = "open" | |
2982 | order.id = 42 | |
2983 | order.cancel() | |
2984 | self.m.ccxt.cancel_order.assert_called_with(42) | |
2985 | self.m.report.log_error.assert_called_once() | |
2986 | ||
2987 | self.m.reset_mock() | |
2988 | with self.subTest(id=None): | |
2989 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2990 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
2991 | D("0.1"), "BTC", "long", self.m, "trade") | |
2992 | order.status = "open" | |
2993 | order.cancel() | |
2994 | self.m.ccxt.cancel_order.assert_not_called() | |
2995 | ||
2996 | self.m.reset_mock() | |
2997 | with self.subTest(open=False): | |
2998 | self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound | |
2999 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3000 | D("0.1"), "BTC", "long", self.m, "trade") | |
3001 | order.status = "closed" | |
3002 | order.cancel() | |
3003 | self.m.ccxt.cancel_order.assert_not_called() | |
3004 | ||
3005 | def test_dust_amount_remaining(self): | |
3006 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3007 | D("0.1"), "BTC", "long", self.m, "trade") | |
3008 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
3009 | self.assertFalse(order.dust_amount_remaining()) | |
3010 | ||
3011 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
3012 | self.assertTrue(order.dust_amount_remaining()) | |
3013 | ||
3014 | @mock.patch.object(portfolio.Order, "fetch") | |
3015 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
3016 | def test_remaining_amount(self, filled_amount, fetch): | |
3017 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3018 | D("0.1"), "BTC", "long", self.m, "trade") | |
3019 | ||
3020 | self.assertEqual(9, order.remaining_amount().value) | |
3021 | ||
3022 | order.status = "open" | |
3023 | self.assertEqual(9, order.remaining_amount().value) | |
3024 | ||
3025 | @mock.patch.object(portfolio.Order, "fetch") | |
3026 | def test_filled_amount(self, fetch): | |
3027 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3028 | D("0.1"), "BTC", "long", self.m, "trade") | |
3029 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
3030 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3031 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3032 | "amount": "3", "total": "0.3" | |
3033 | })) | |
3034 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
3035 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
3036 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
3037 | "amount": "2", "total": "0.4" | |
3038 | })) | |
3039 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
3040 | fetch.assert_not_called() | |
3041 | order.status = "open" | |
3042 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
3043 | fetch.assert_called_once() | |
3044 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
3045 | ||
3046 | def test_fetch_mouvements(self): | |
3047 | self.m.ccxt.privatePostReturnOrderTrades.return_value = [ | |
3048 | { | |
3049 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3050 | "date": "2017-12-30 13:00:12", "rate": "0.1", | |
3051 | "amount": "3", "total": "0.3" | |
3052 | }, | |
3053 | { | |
3054 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
3055 | "date": "2017-12-30 12:00:12", "rate": "0.2", | |
3056 | "amount": "2", "total": "0.4" | |
3057 | } | |
3058 | ] | |
3059 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3060 | D("0.1"), "BTC", "long", self.m, "trade") | |
3061 | order.id = 12 | |
3062 | order.mouvements = ["Foo", "Bar", "Baz"] | |
3063 | ||
3064 | order.fetch_mouvements() | |
3065 | ||
3066 | self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
3067 | self.assertEqual(2, len(order.mouvements)) | |
3068 | self.assertEqual(43, order.mouvements[0].id) | |
3069 | self.assertEqual(42, order.mouvements[1].id) | |
3070 | ||
3071 | self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
3072 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3073 | D("0.1"), "BTC", "long", self.m, "trade") | |
3074 | order.fetch_mouvements() | |
3075 | self.assertEqual(0, len(order.mouvements)) | |
3076 | ||
3077 | def test_mark_finished_order(self): | |
3078 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3079 | D("0.1"), "BTC", "short", self.m, "trade", | |
3080 | close_if_possible=True) | |
3081 | order.status = "closed" | |
3082 | self.m.debug = False | |
3083 | ||
3084 | order.mark_finished_order() | |
3085 | self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") | |
3086 | self.m.ccxt.close_margin_position.reset_mock() | |
3087 | ||
3088 | order.status = "open" | |
3089 | order.mark_finished_order() | |
3090 | self.m.ccxt.close_margin_position.assert_not_called() | |
3091 | ||
3092 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3093 | D("0.1"), "BTC", "short", self.m, "trade", | |
3094 | close_if_possible=False) | |
3095 | order.status = "closed" | |
3096 | order.mark_finished_order() | |
3097 | self.m.ccxt.close_margin_position.assert_not_called() | |
3098 | ||
3099 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
3100 | D("0.1"), "BTC", "short", self.m, "trade", | |
3101 | close_if_possible=True) | |
3102 | order.status = "closed" | |
3103 | order.mark_finished_order() | |
3104 | self.m.ccxt.close_margin_position.assert_not_called() | |
3105 | ||
3106 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3107 | D("0.1"), "BTC", "long", self.m, "trade", | |
3108 | close_if_possible=True) | |
3109 | order.status = "closed" | |
3110 | order.mark_finished_order() | |
3111 | self.m.ccxt.close_margin_position.assert_not_called() | |
3112 | ||
3113 | self.m.debug = True | |
3114 | ||
3115 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3116 | D("0.1"), "BTC", "short", self.m, "trade", | |
3117 | close_if_possible=True) | |
3118 | order.status = "closed" | |
3119 | ||
3120 | order.mark_finished_order() | |
3121 | self.m.ccxt.close_margin_position.assert_not_called() | |
3122 | self.m.report.log_debug_action.assert_called_once() | |
3123 | ||
3124 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
3125 | @mock.patch.object(portfolio.Order, "mark_disappeared_order") | |
3126 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
3127 | def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): | |
3128 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3129 | D("0.1"), "BTC", "long", self.m, "trade") | |
3130 | order.id = 45 | |
3131 | with self.subTest(debug=True): | |
3132 | self.m.debug = True | |
3133 | order.fetch() | |
3134 | self.m.report.log_debug_action.assert_called_once() | |
3135 | self.m.report.log_debug_action.reset_mock() | |
3136 | self.m.ccxt.fetch_order.assert_not_called() | |
3137 | mark_finished_order.assert_not_called() | |
3138 | mark_disappeared_order.assert_not_called() | |
3139 | fetch_mouvements.assert_not_called() | |
3140 | ||
3141 | with self.subTest(debug=False): | |
3142 | self.m.debug = False | |
3143 | self.m.ccxt.fetch_order.return_value = { | |
3144 | "status": "foo", | |
3145 | "datetime": "timestamp" | |
3146 | } | |
3147 | order.fetch() | |
3148 | ||
3149 | self.m.ccxt.fetch_order.assert_called_once_with(45) | |
3150 | fetch_mouvements.assert_called_once() | |
3151 | self.assertEqual("foo", order.status) | |
3152 | self.assertEqual("timestamp", order.timestamp) | |
3153 | self.assertEqual(1, len(order.results)) | |
3154 | self.m.report.log_debug_action.assert_not_called() | |
3155 | mark_finished_order.assert_called_once() | |
3156 | mark_disappeared_order.assert_called_once() | |
3157 | ||
3158 | mark_finished_order.reset_mock() | |
3159 | with self.subTest(missing_order=True): | |
3160 | self.m.ccxt.fetch_order.side_effect = [ | |
3161 | portfolio.OrderNotCached, | |
3162 | ] | |
3163 | order.fetch() | |
3164 | self.assertEqual("closed_unknown", order.status) | |
3165 | mark_finished_order.assert_called_once() | |
3166 | ||
3167 | def test_mark_disappeared_order(self): | |
3168 | with self.subTest("Open order"): | |
3169 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3170 | D("0.1"), "BTC", "long", self.m, "trade") | |
3171 | order.id = 45 | |
3172 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
3173 | "tradeID":21336541, | |
3174 | "currencyPair":"BTC_XRP", | |
3175 | "type":"sell", | |
3176 | "rate":"0.00007013", | |
3177 | "amount":"0.00000222", | |
3178 | "total":"0.00000000", | |
3179 | "fee":"0.00150000", | |
3180 | "date":"2018-04-02 00:09:13" | |
3181 | })) | |
3182 | order.mark_disappeared_order() | |
3183 | self.assertEqual("pending", order.status) | |
3184 | ||
3185 | with self.subTest("Non-zero amount"): | |
3186 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3187 | D("0.1"), "BTC", "long", self.m, "trade") | |
3188 | order.id = 45 | |
3189 | order.status = "closed" | |
3190 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
3191 | "tradeID":21336541, | |
3192 | "currencyPair":"BTC_XRP", | |
3193 | "type":"sell", | |
3194 | "rate":"0.00007013", | |
3195 | "amount":"0.00000222", | |
3196 | "total":"0.00000010", | |
3197 | "fee":"0.00150000", | |
3198 | "date":"2018-04-02 00:09:13" | |
3199 | })) | |
3200 | order.mark_disappeared_order() | |
3201 | self.assertEqual("closed", order.status) | |
3202 | ||
3203 | with self.subTest("Other mouvements"): | |
3204 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3205 | D("0.1"), "BTC", "long", self.m, "trade") | |
3206 | order.id = 45 | |
3207 | order.status = "closed" | |
3208 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
3209 | "tradeID":21336541, | |
3210 | "currencyPair":"BTC_XRP", | |
3211 | "type":"sell", | |
3212 | "rate":"0.00007013", | |
3213 | "amount":"0.00000222", | |
3214 | "total":"0.00000001", | |
3215 | "fee":"0.00150000", | |
3216 | "date":"2018-04-02 00:09:13" | |
3217 | })) | |
3218 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
3219 | "tradeID":21336541, | |
3220 | "currencyPair":"BTC_XRP", | |
3221 | "type":"sell", | |
3222 | "rate":"0.00007013", | |
3223 | "amount":"0.00000222", | |
3224 | "total":"0.00000000", | |
3225 | "fee":"0.00150000", | |
3226 | "date":"2018-04-02 00:09:13" | |
3227 | })) | |
3228 | order.mark_disappeared_order() | |
3229 | self.assertEqual("error_disappeared", order.status) | |
3230 | ||
3231 | with self.subTest("Order disappeared"): | |
3232 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3233 | D("0.1"), "BTC", "long", self.m, "trade") | |
3234 | order.id = 45 | |
3235 | order.status = "closed" | |
3236 | order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { | |
3237 | "tradeID":21336541, | |
3238 | "currencyPair":"BTC_XRP", | |
3239 | "type":"sell", | |
3240 | "rate":"0.00007013", | |
3241 | "amount":"0.00000222", | |
3242 | "total":"0.00000000", | |
3243 | "fee":"0.00150000", | |
3244 | "date":"2018-04-02 00:09:13" | |
3245 | })) | |
3246 | order.mark_disappeared_order() | |
3247 | self.assertEqual("error_disappeared", order.status) | |
3248 | ||
3249 | @mock.patch.object(portfolio.Order, "fetch") | |
3250 | def test_get_status(self, fetch): | |
3251 | with self.subTest(debug=True): | |
3252 | self.m.debug = True | |
3253 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3254 | D("0.1"), "BTC", "long", self.m, "trade") | |
3255 | self.assertEqual("pending", order.get_status()) | |
3256 | fetch.assert_not_called() | |
3257 | self.m.report.log_debug_action.assert_called_once() | |
3258 | ||
3259 | with self.subTest(debug=False, finished=False): | |
3260 | self.m.debug = False | |
3261 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3262 | D("0.1"), "BTC", "long", self.m, "trade") | |
3263 | def _fetch(order): | |
3264 | def update_status(): | |
3265 | order.status = "open" | |
3266 | return update_status | |
3267 | fetch.side_effect = _fetch(order) | |
3268 | self.assertEqual("open", order.get_status()) | |
3269 | fetch.assert_called_once() | |
3270 | ||
3271 | fetch.reset_mock() | |
3272 | with self.subTest(debug=False, finished=True): | |
3273 | self.m.debug = False | |
3274 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3275 | D("0.1"), "BTC", "long", self.m, "trade") | |
3276 | def _fetch(order): | |
3277 | def update_status(): | |
3278 | order.status = "closed" | |
3279 | return update_status | |
3280 | fetch.side_effect = _fetch(order) | |
3281 | self.assertEqual("closed", order.get_status()) | |
3282 | fetch.assert_called_once() | |
3283 | ||
3284 | def test_run(self): | |
3285 | self.m.ccxt.order_precision.return_value = 4 | |
3286 | with self.subTest(debug=True): | |
3287 | self.m.debug = True | |
3288 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3289 | D("0.1"), "BTC", "long", self.m, "trade") | |
3290 | order.run() | |
3291 | self.m.ccxt.create_order.assert_not_called() | |
3292 | self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") | |
3293 | self.assertEqual("open", order.status) | |
3294 | self.assertEqual(1, len(order.results)) | |
3295 | self.assertEqual(-1, order.id) | |
3296 | ||
3297 | self.m.ccxt.create_order.reset_mock() | |
3298 | with self.subTest(debug=False): | |
3299 | self.m.debug = False | |
3300 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3301 | D("0.1"), "BTC", "long", self.m, "trade") | |
3302 | self.m.ccxt.create_order.return_value = { "id": 123 } | |
3303 | order.run() | |
3304 | self.m.ccxt.create_order.assert_called_once() | |
3305 | self.assertEqual(1, len(order.results)) | |
3306 | self.assertEqual("open", order.status) | |
3307 | ||
3308 | self.m.ccxt.create_order.reset_mock() | |
3309 | with self.subTest(exception=True): | |
3310 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
3311 | D("0.1"), "BTC", "long", self.m, "trade") | |
3312 | self.m.ccxt.create_order.side_effect = Exception("bouh") | |
3313 | order.run() | |
3314 | self.m.ccxt.create_order.assert_called_once() | |
3315 | self.assertEqual(0, len(order.results)) | |
3316 | self.assertEqual("error", order.status) | |
3317 | self.m.report.log_error.assert_called_once() | |
3318 | ||
3319 | self.m.ccxt.create_order.reset_mock() | |
3320 | with self.subTest(dust_amount_exception=True),\ | |
3321 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3322 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
3323 | D("0.1"), "BTC", "long", self.m, "trade") | |
3324 | self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder | |
3325 | order.run() | |
3326 | self.m.ccxt.create_order.assert_called_once() | |
3327 | self.assertEqual(0, len(order.results)) | |
3328 | self.assertEqual("closed", order.status) | |
3329 | mark_finished_order.assert_called_once() | |
3330 | ||
3331 | self.m.ccxt.order_precision.return_value = 8 | |
3332 | self.m.ccxt.create_order.reset_mock() | |
3333 | with self.subTest(insufficient_funds=True),\ | |
3334 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3335 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3336 | D("0.1"), "BTC", "long", self.m, "trade") | |
3337 | self.m.ccxt.create_order.side_effect = [ | |
3338 | portfolio.InsufficientFunds, | |
3339 | portfolio.InsufficientFunds, | |
3340 | portfolio.InsufficientFunds, | |
3341 | { "id": 123 }, | |
3342 | ] | |
3343 | order.run() | |
3344 | self.m.ccxt.create_order.assert_has_calls([ | |
3345 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3346 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
3347 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
3348 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
3349 | ]) | |
3350 | self.assertEqual(4, self.m.ccxt.create_order.call_count) | |
3351 | self.assertEqual(1, len(order.results)) | |
3352 | self.assertEqual("open", order.status) | |
3353 | self.assertEqual(4, order.tries) | |
3354 | self.m.report.log_error.assert_called() | |
3355 | self.assertEqual(4, self.m.report.log_error.call_count) | |
3356 | ||
3357 | self.m.ccxt.order_precision.return_value = 8 | |
3358 | self.m.ccxt.create_order.reset_mock() | |
3359 | self.m.report.log_error.reset_mock() | |
3360 | with self.subTest(insufficient_funds=True),\ | |
3361 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
3362 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3363 | D("0.1"), "BTC", "long", self.m, "trade") | |
3364 | self.m.ccxt.create_order.side_effect = [ | |
3365 | portfolio.InsufficientFunds, | |
3366 | portfolio.InsufficientFunds, | |
3367 | portfolio.InsufficientFunds, | |
3368 | portfolio.InsufficientFunds, | |
3369 | portfolio.InsufficientFunds, | |
3370 | ] | |
3371 | order.run() | |
3372 | self.m.ccxt.create_order.assert_has_calls([ | |
3373 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3374 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), | |
3375 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), | |
3376 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), | |
3377 | mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), | |
3378 | ]) | |
3379 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
3380 | self.assertEqual(0, len(order.results)) | |
3381 | self.assertEqual("error", order.status) | |
3382 | self.assertEqual(5, order.tries) | |
3383 | self.m.report.log_error.assert_called() | |
3384 | self.assertEqual(5, self.m.report.log_error.call_count) | |
3385 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) | |
3386 | ||
3387 | self.m.reset_mock() | |
3388 | with self.subTest(invalid_nonce=True): | |
3389 | with self.subTest(retry_success=True): | |
3390 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3391 | D("0.1"), "BTC", "long", self.m, "trade") | |
3392 | self.m.ccxt.create_order.side_effect = [ | |
3393 | portfolio.InvalidNonce, | |
3394 | portfolio.InvalidNonce, | |
3395 | { "id": 123 }, | |
3396 | ] | |
3397 | order.run() | |
3398 | self.m.ccxt.create_order.assert_has_calls([ | |
3399 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3400 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3401 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3402 | ]) | |
3403 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
3404 | self.assertEqual(3, order.tries) | |
3405 | self.m.report.log_error.assert_called() | |
3406 | self.assertEqual(2, self.m.report.log_error.call_count) | |
3407 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) | |
3408 | self.assertEqual(123, order.id) | |
3409 | ||
3410 | self.m.reset_mock() | |
3411 | with self.subTest(retry_success=False): | |
3412 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3413 | D("0.1"), "BTC", "long", self.m, "trade") | |
3414 | self.m.ccxt.create_order.side_effect = [ | |
3415 | portfolio.InvalidNonce, | |
3416 | portfolio.InvalidNonce, | |
3417 | portfolio.InvalidNonce, | |
3418 | portfolio.InvalidNonce, | |
3419 | portfolio.InvalidNonce, | |
3420 | ] | |
3421 | order.run() | |
3422 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
3423 | self.assertEqual(5, order.tries) | |
3424 | self.m.report.log_error.assert_called() | |
3425 | self.assertEqual(5, self.m.report.log_error.call_count) | |
3426 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) | |
3427 | self.assertEqual("error", order.status) | |
3428 | ||
3429 | self.m.reset_mock() | |
3430 | with self.subTest(request_timeout=True): | |
3431 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3432 | D("0.1"), "BTC", "long", self.m, "trade") | |
3433 | with self.subTest(retrieved=False), \ | |
3434 | mock.patch.object(order, "retrieve_order") as retrieve: | |
3435 | self.m.ccxt.create_order.side_effect = [ | |
3436 | portfolio.RequestTimeout, | |
3437 | portfolio.RequestTimeout, | |
3438 | { "id": 123 }, | |
3439 | ] | |
3440 | retrieve.return_value = False | |
3441 | order.run() | |
3442 | self.m.ccxt.create_order.assert_has_calls([ | |
3443 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3444 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3445 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3446 | ]) | |
3447 | self.assertEqual(3, self.m.ccxt.create_order.call_count) | |
3448 | self.assertEqual(3, order.tries) | |
3449 | self.m.report.log_error.assert_called() | |
3450 | self.assertEqual(2, self.m.report.log_error.call_count) | |
3451 | self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) | |
3452 | self.assertEqual(123, order.id) | |
3453 | ||
3454 | self.m.reset_mock() | |
3455 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3456 | D("0.1"), "BTC", "long", self.m, "trade") | |
3457 | with self.subTest(retrieved=True), \ | |
3458 | mock.patch.object(order, "retrieve_order") as retrieve: | |
3459 | self.m.ccxt.create_order.side_effect = [ | |
3460 | portfolio.RequestTimeout, | |
3461 | ] | |
3462 | def _retrieve(): | |
3463 | order.results.append({"id": 123}) | |
3464 | return True | |
3465 | retrieve.side_effect = _retrieve | |
3466 | order.run() | |
3467 | self.m.ccxt.create_order.assert_has_calls([ | |
3468 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3469 | ]) | |
3470 | self.assertEqual(1, self.m.ccxt.create_order.call_count) | |
3471 | self.assertEqual(1, order.tries) | |
3472 | self.m.report.log_error.assert_called() | |
3473 | self.assertEqual(1, self.m.report.log_error.call_count) | |
3474 | self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") | |
3475 | self.assertEqual(123, order.id) | |
3476 | ||
3477 | self.m.reset_mock() | |
3478 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3479 | D("0.1"), "BTC", "long", self.m, "trade") | |
3480 | with self.subTest(retrieved=False), \ | |
3481 | mock.patch.object(order, "retrieve_order") as retrieve: | |
3482 | self.m.ccxt.create_order.side_effect = [ | |
3483 | portfolio.RequestTimeout, | |
3484 | portfolio.RequestTimeout, | |
3485 | portfolio.RequestTimeout, | |
3486 | portfolio.RequestTimeout, | |
3487 | portfolio.RequestTimeout, | |
3488 | ] | |
3489 | retrieve.return_value = False | |
3490 | order.run() | |
3491 | self.m.ccxt.create_order.assert_has_calls([ | |
3492 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3493 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3494 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3495 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3496 | mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), | |
3497 | ]) | |
3498 | self.assertEqual(5, self.m.ccxt.create_order.call_count) | |
3499 | self.assertEqual(5, order.tries) | |
3500 | self.m.report.log_error.assert_called() | |
3501 | self.assertEqual(5, self.m.report.log_error.call_count) | |
3502 | self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) | |
3503 | self.assertEqual("error", order.status) | |
3504 | ||
3505 | def test_retrieve_order(self): | |
3506 | with self.subTest(similar_open_order=True): | |
3507 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3508 | D("0.1"), "BTC", "long", self.m, "trade") | |
3509 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
3510 | ||
3511 | self.m.ccxt.order_precision.return_value = 8 | |
3512 | self.m.ccxt.fetch_orders.return_value = [ | |
3513 | { # Wrong amount | |
3514 | 'amount': 0.002, 'cost': 0.1, | |
3515 | 'datetime': '2018-03-25T15:15:51.000Z', | |
3516 | 'fee': None, 'filled': 0.0, | |
3517 | 'id': '1', | |
3518 | 'info': { | |
3519 | 'amount': '0.002', | |
3520 | 'date': '2018-03-25 15:15:51', | |
3521 | 'margin': 0, 'orderNumber': '1', | |
3522 | 'price': '0.1', 'rate': '0.1', | |
3523 | 'side': 'buy', 'startingAmount': '0.002', | |
3524 | 'status': 'open', 'total': '0.0002', | |
3525 | 'type': 'limit' | |
3526 | }, | |
3527 | 'price': 0.1, 'remaining': 0.002, 'side': 'buy', | |
3528 | 'status': 'open', 'symbol': 'ETH/BTC', | |
3529 | 'timestamp': 1521990951000, 'trades': None, | |
3530 | 'type': 'limit' | |
3531 | }, | |
3532 | { # Margin | |
3533 | 'amount': 0.001, 'cost': 0.1, | |
3534 | 'datetime': '2018-03-25T15:15:51.000Z', | |
3535 | 'fee': None, 'filled': 0.0, | |
3536 | 'id': '2', | |
3537 | 'info': { | |
3538 | 'amount': '0.001', | |
3539 | 'date': '2018-03-25 15:15:51', | |
3540 | 'margin': 1, 'orderNumber': '2', | |
3541 | 'price': '0.1', 'rate': '0.1', | |
3542 | 'side': 'buy', 'startingAmount': '0.001', | |
3543 | 'status': 'open', 'total': '0.0001', | |
3544 | 'type': 'limit' | |
3545 | }, | |
3546 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
3547 | 'status': 'open', 'symbol': 'ETH/BTC', | |
3548 | 'timestamp': 1521990951000, 'trades': None, | |
3549 | 'type': 'limit' | |
3550 | }, | |
3551 | { # selling | |
3552 | 'amount': 0.001, 'cost': 0.1, | |
3553 | 'datetime': '2018-03-25T15:15:51.000Z', | |
3554 | 'fee': None, 'filled': 0.0, | |
3555 | 'id': '3', | |
3556 | 'info': { | |
3557 | 'amount': '0.001', | |
3558 | 'date': '2018-03-25 15:15:51', | |
3559 | 'margin': 0, 'orderNumber': '3', | |
3560 | 'price': '0.1', 'rate': '0.1', | |
3561 | 'side': 'sell', 'startingAmount': '0.001', | |
3562 | 'status': 'open', 'total': '0.0001', | |
3563 | 'type': 'limit' | |
3564 | }, | |
3565 | 'price': 0.1, 'remaining': 0.001, 'side': 'sell', | |
3566 | 'status': 'open', 'symbol': 'ETH/BTC', | |
3567 | 'timestamp': 1521990951000, 'trades': None, | |
3568 | 'type': 'limit' | |
3569 | }, | |
3570 | { # Wrong rate | |
3571 | 'amount': 0.001, 'cost': 0.15, | |
3572 | 'datetime': '2018-03-25T15:15:51.000Z', | |
3573 | 'fee': None, 'filled': 0.0, | |
3574 | 'id': '4', | |
3575 | 'info': { | |
3576 | 'amount': '0.001', | |
3577 | 'date': '2018-03-25 15:15:51', | |
3578 | 'margin': 0, 'orderNumber': '4', | |
3579 | 'price': '0.15', 'rate': '0.15', | |
3580 | 'side': 'buy', 'startingAmount': '0.001', | |
3581 | 'status': 'open', 'total': '0.0001', | |
3582 | 'type': 'limit' | |
3583 | }, | |
3584 | 'price': 0.15, 'remaining': 0.001, 'side': 'buy', | |
3585 | 'status': 'open', 'symbol': 'ETH/BTC', | |
3586 | 'timestamp': 1521990951000, 'trades': None, | |
3587 | 'type': 'limit' | |
3588 | }, | |
3589 | { # All good | |
3590 | 'amount': 0.001, 'cost': 0.1, | |
3591 | 'datetime': '2018-03-25T15:15:51.000Z', | |
3592 | 'fee': None, 'filled': 0.0, | |
3593 | 'id': '5', | |
3594 | 'info': { | |
3595 | 'amount': '0.001', | |
3596 | 'date': '2018-03-25 15:15:51', | |
3597 | 'margin': 0, 'orderNumber': '1', | |
3598 | 'price': '0.1', 'rate': '0.1', | |
3599 | 'side': 'buy', 'startingAmount': '0.001', | |
3600 | 'status': 'open', 'total': '0.0001', | |
3601 | 'type': 'limit' | |
3602 | }, | |
3603 | 'price': 0.1, 'remaining': 0.001, 'side': 'buy', | |
3604 | 'status': 'open', 'symbol': 'ETH/BTC', | |
3605 | 'timestamp': 1521990951000, 'trades': None, | |
3606 | 'type': 'limit' | |
3607 | } | |
3608 | ] | |
3609 | result = order.retrieve_order() | |
3610 | self.assertTrue(result) | |
3611 | self.assertEqual('5', order.results[0]["id"]) | |
3612 | self.m.ccxt.fetch_my_trades.assert_not_called() | |
3613 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
3614 | ||
3615 | self.m.reset_mock() | |
3616 | with self.subTest(similar_open_order=False, past_trades=True): | |
3617 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3618 | D("0.1"), "BTC", "long", self.m, "trade") | |
3619 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
3620 | ||
3621 | self.m.ccxt.order_precision.return_value = 8 | |
3622 | self.m.ccxt.fetch_orders.return_value = [] | |
3623 | self.m.ccxt.fetch_my_trades.return_value = [ | |
3624 | { # Wrong timestamp 1 | |
3625 | 'amount': 0.0006, | |
3626 | 'cost': 0.00006, | |
3627 | 'datetime': '2018-03-25T15:15:14.000Z', | |
3628 | 'id': '1-1', | |
3629 | 'info': { | |
3630 | 'amount': '0.0006', | |
3631 | 'category': 'exchange', | |
3632 | 'date': '2018-03-25 15:15:14', | |
3633 | 'fee': '0.00150000', | |
3634 | 'globalTradeID': 1, | |
3635 | 'orderNumber': '1', | |
3636 | 'rate': '0.1', | |
3637 | 'total': '0.00006', | |
3638 | 'tradeID': '1-1', | |
3639 | 'type': 'buy' | |
3640 | }, | |
3641 | 'order': '1', | |
3642 | 'price': 0.1, | |
3643 | 'side': 'buy', | |
3644 | 'symbol': 'ETH/BTC', | |
3645 | 'timestamp': 1521983714, | |
3646 | 'type': 'limit' | |
3647 | }, | |
3648 | { # Wrong timestamp 2 | |
3649 | 'amount': 0.0004, | |
3650 | 'cost': 0.00004, | |
3651 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3652 | 'id': '1-2', | |
3653 | 'info': { | |
3654 | 'amount': '0.0004', | |
3655 | 'category': 'exchange', | |
3656 | 'date': '2018-03-25 15:16:54', | |
3657 | 'fee': '0.00150000', | |
3658 | 'globalTradeID': 2, | |
3659 | 'orderNumber': '1', | |
3660 | 'rate': '0.1', | |
3661 | 'total': '0.00004', | |
3662 | 'tradeID': '1-2', | |
3663 | 'type': 'buy' | |
3664 | }, | |
3665 | 'order': '1', | |
3666 | 'price': 0.1, | |
3667 | 'side': 'buy', | |
3668 | 'symbol': 'ETH/BTC', | |
3669 | 'timestamp': 1521983814, | |
3670 | 'type': 'limit' | |
3671 | }, | |
3672 | { # Wrong side 1 | |
3673 | 'amount': 0.0006, | |
3674 | 'cost': 0.00006, | |
3675 | 'datetime': '2018-03-25T15:15:54.000Z', | |
3676 | 'id': '2-1', | |
3677 | 'info': { | |
3678 | 'amount': '0.0006', | |
3679 | 'category': 'exchange', | |
3680 | 'date': '2018-03-25 15:15:54', | |
3681 | 'fee': '0.00150000', | |
3682 | 'globalTradeID': 1, | |
3683 | 'orderNumber': '2', | |
3684 | 'rate': '0.1', | |
3685 | 'total': '0.00006', | |
3686 | 'tradeID': '2-1', | |
3687 | 'type': 'sell' | |
3688 | }, | |
3689 | 'order': '2', | |
3690 | 'price': 0.1, | |
3691 | 'side': 'sell', | |
3692 | 'symbol': 'ETH/BTC', | |
3693 | 'timestamp': 1521983754, | |
3694 | 'type': 'limit' | |
3695 | }, | |
3696 | { # Wrong side 2 | |
3697 | 'amount': 0.0004, | |
3698 | 'cost': 0.00004, | |
3699 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3700 | 'id': '2-2', | |
3701 | 'info': { | |
3702 | 'amount': '0.0004', | |
3703 | 'category': 'exchange', | |
3704 | 'date': '2018-03-25 15:16:54', | |
3705 | 'fee': '0.00150000', | |
3706 | 'globalTradeID': 2, | |
3707 | 'orderNumber': '2', | |
3708 | 'rate': '0.1', | |
3709 | 'total': '0.00004', | |
3710 | 'tradeID': '2-2', | |
3711 | 'type': 'buy' | |
3712 | }, | |
3713 | 'order': '2', | |
3714 | 'price': 0.1, | |
3715 | 'side': 'buy', | |
3716 | 'symbol': 'ETH/BTC', | |
3717 | 'timestamp': 1521983814, | |
3718 | 'type': 'limit' | |
3719 | }, | |
3720 | { # Margin trade 1 | |
3721 | 'amount': 0.0006, | |
3722 | 'cost': 0.00006, | |
3723 | 'datetime': '2018-03-25T15:15:54.000Z', | |
3724 | 'id': '3-1', | |
3725 | 'info': { | |
3726 | 'amount': '0.0006', | |
3727 | 'category': 'marginTrade', | |
3728 | 'date': '2018-03-25 15:15:54', | |
3729 | 'fee': '0.00150000', | |
3730 | 'globalTradeID': 1, | |
3731 | 'orderNumber': '3', | |
3732 | 'rate': '0.1', | |
3733 | 'total': '0.00006', | |
3734 | 'tradeID': '3-1', | |
3735 | 'type': 'buy' | |
3736 | }, | |
3737 | 'order': '3', | |
3738 | 'price': 0.1, | |
3739 | 'side': 'buy', | |
3740 | 'symbol': 'ETH/BTC', | |
3741 | 'timestamp': 1521983754, | |
3742 | 'type': 'limit' | |
3743 | }, | |
3744 | { # Margin trade 2 | |
3745 | 'amount': 0.0004, | |
3746 | 'cost': 0.00004, | |
3747 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3748 | 'id': '3-2', | |
3749 | 'info': { | |
3750 | 'amount': '0.0004', | |
3751 | 'category': 'marginTrade', | |
3752 | 'date': '2018-03-25 15:16:54', | |
3753 | 'fee': '0.00150000', | |
3754 | 'globalTradeID': 2, | |
3755 | 'orderNumber': '3', | |
3756 | 'rate': '0.1', | |
3757 | 'total': '0.00004', | |
3758 | 'tradeID': '3-2', | |
3759 | 'type': 'buy' | |
3760 | }, | |
3761 | 'order': '3', | |
3762 | 'price': 0.1, | |
3763 | 'side': 'buy', | |
3764 | 'symbol': 'ETH/BTC', | |
3765 | 'timestamp': 1521983814, | |
3766 | 'type': 'limit' | |
3767 | }, | |
3768 | { # Wrong amount 1 | |
3769 | 'amount': 0.0005, | |
3770 | 'cost': 0.00005, | |
3771 | 'datetime': '2018-03-25T15:15:54.000Z', | |
3772 | 'id': '4-1', | |
3773 | 'info': { | |
3774 | 'amount': '0.0005', | |
3775 | 'category': 'exchange', | |
3776 | 'date': '2018-03-25 15:15:54', | |
3777 | 'fee': '0.00150000', | |
3778 | 'globalTradeID': 1, | |
3779 | 'orderNumber': '4', | |
3780 | 'rate': '0.1', | |
3781 | 'total': '0.00005', | |
3782 | 'tradeID': '4-1', | |
3783 | 'type': 'buy' | |
3784 | }, | |
3785 | 'order': '4', | |
3786 | 'price': 0.1, | |
3787 | 'side': 'buy', | |
3788 | 'symbol': 'ETH/BTC', | |
3789 | 'timestamp': 1521983754, | |
3790 | 'type': 'limit' | |
3791 | }, | |
3792 | { # Wrong amount 2 | |
3793 | 'amount': 0.0004, | |
3794 | 'cost': 0.00004, | |
3795 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3796 | 'id': '4-2', | |
3797 | 'info': { | |
3798 | 'amount': '0.0004', | |
3799 | 'category': 'exchange', | |
3800 | 'date': '2018-03-25 15:16:54', | |
3801 | 'fee': '0.00150000', | |
3802 | 'globalTradeID': 2, | |
3803 | 'orderNumber': '4', | |
3804 | 'rate': '0.1', | |
3805 | 'total': '0.00004', | |
3806 | 'tradeID': '4-2', | |
3807 | 'type': 'buy' | |
3808 | }, | |
3809 | 'order': '4', | |
3810 | 'price': 0.1, | |
3811 | 'side': 'buy', | |
3812 | 'symbol': 'ETH/BTC', | |
3813 | 'timestamp': 1521983814, | |
3814 | 'type': 'limit' | |
3815 | }, | |
3816 | { # Wrong price 1 | |
3817 | 'amount': 0.0006, | |
3818 | 'cost': 0.000066, | |
3819 | 'datetime': '2018-03-25T15:15:54.000Z', | |
3820 | 'id': '5-1', | |
3821 | 'info': { | |
3822 | 'amount': '0.0006', | |
3823 | 'category': 'exchange', | |
3824 | 'date': '2018-03-25 15:15:54', | |
3825 | 'fee': '0.00150000', | |
3826 | 'globalTradeID': 1, | |
3827 | 'orderNumber': '5', | |
3828 | 'rate': '0.11', | |
3829 | 'total': '0.000066', | |
3830 | 'tradeID': '5-1', | |
3831 | 'type': 'buy' | |
3832 | }, | |
3833 | 'order': '5', | |
3834 | 'price': 0.11, | |
3835 | 'side': 'buy', | |
3836 | 'symbol': 'ETH/BTC', | |
3837 | 'timestamp': 1521983754, | |
3838 | 'type': 'limit' | |
3839 | }, | |
3840 | { # Wrong price 2 | |
3841 | 'amount': 0.0004, | |
3842 | 'cost': 0.00004, | |
3843 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3844 | 'id': '5-2', | |
3845 | 'info': { | |
3846 | 'amount': '0.0004', | |
3847 | 'category': 'exchange', | |
3848 | 'date': '2018-03-25 15:16:54', | |
3849 | 'fee': '0.00150000', | |
3850 | 'globalTradeID': 2, | |
3851 | 'orderNumber': '5', | |
3852 | 'rate': '0.1', | |
3853 | 'total': '0.00004', | |
3854 | 'tradeID': '5-2', | |
3855 | 'type': 'buy' | |
3856 | }, | |
3857 | 'order': '5', | |
3858 | 'price': 0.1, | |
3859 | 'side': 'buy', | |
3860 | 'symbol': 'ETH/BTC', | |
3861 | 'timestamp': 1521983814, | |
3862 | 'type': 'limit' | |
3863 | }, | |
3864 | { # All good 1 | |
3865 | 'amount': 0.0006, | |
3866 | 'cost': 0.00006, | |
3867 | 'datetime': '2018-03-25T15:15:54.000Z', | |
3868 | 'id': '7-1', | |
3869 | 'info': { | |
3870 | 'amount': '0.0006', | |
3871 | 'category': 'exchange', | |
3872 | 'date': '2018-03-25 15:15:54', | |
3873 | 'fee': '0.00150000', | |
3874 | 'globalTradeID': 1, | |
3875 | 'orderNumber': '7', | |
3876 | 'rate': '0.1', | |
3877 | 'total': '0.00006', | |
3878 | 'tradeID': '7-1', | |
3879 | 'type': 'buy' | |
3880 | }, | |
3881 | 'order': '7', | |
3882 | 'price': 0.1, | |
3883 | 'side': 'buy', | |
3884 | 'symbol': 'ETH/BTC', | |
3885 | 'timestamp': 1521983754, | |
3886 | 'type': 'limit' | |
3887 | }, | |
3888 | { # All good 2 | |
3889 | 'amount': 0.0004, | |
3890 | 'cost': 0.000036, | |
3891 | 'datetime': '2018-03-25T15:16:54.000Z', | |
3892 | 'id': '7-2', | |
3893 | 'info': { | |
3894 | 'amount': '0.0004', | |
3895 | 'category': 'exchange', | |
3896 | 'date': '2018-03-25 15:16:54', | |
3897 | 'fee': '0.00150000', | |
3898 | 'globalTradeID': 2, | |
3899 | 'orderNumber': '7', | |
3900 | 'rate': '0.09', | |
3901 | 'total': '0.000036', | |
3902 | 'tradeID': '7-2', | |
3903 | 'type': 'buy' | |
3904 | }, | |
3905 | 'order': '7', | |
3906 | 'price': 0.09, | |
3907 | 'side': 'buy', | |
3908 | 'symbol': 'ETH/BTC', | |
3909 | 'timestamp': 1521983814, | |
3910 | 'type': 'limit' | |
3911 | }, | |
3912 | ] | |
3913 | ||
3914 | result = order.retrieve_order() | |
3915 | self.assertTrue(result) | |
3916 | self.assertEqual('7', order.results[0]["id"]) | |
3917 | self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) | |
3918 | ||
3919 | self.m.reset_mock() | |
3920 | with self.subTest(similar_open_order=False, past_trades=False): | |
3921 | order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), | |
3922 | D("0.1"), "BTC", "long", self.m, "trade") | |
3923 | order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) | |
3924 | ||
3925 | self.m.ccxt.order_precision.return_value = 8 | |
3926 | self.m.ccxt.fetch_orders.return_value = [] | |
3927 | self.m.ccxt.fetch_my_trades.return_value = [] | |
3928 | result = order.retrieve_order() | |
3929 | self.assertFalse(result) | |
3930 | ||
3931 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3932 | class MouvementTest(WebMockTestCase): | |
3933 | def test_values(self): | |
3934 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3935 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3936 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3937 | "amount": "10", "total": "1" | |
3938 | }) | |
3939 | self.assertEqual("ETH", mouvement.currency) | |
3940 | self.assertEqual("BTC", mouvement.base_currency) | |
3941 | self.assertEqual(42, mouvement.id) | |
3942 | self.assertEqual("buy", mouvement.action) | |
3943 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
3944 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
3945 | self.assertEqual(D("0.1"), mouvement.rate) | |
3946 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
3947 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
3948 | ||
3949 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
3950 | self.assertIsNone(mouvement.date) | |
3951 | self.assertIsNone(mouvement.id) | |
3952 | self.assertIsNone(mouvement.action) | |
3953 | self.assertEqual(-1, mouvement.fee_rate) | |
3954 | self.assertEqual(0, mouvement.rate) | |
3955 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
3956 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
3957 | ||
3958 | def test__repr(self): | |
3959 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3960 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3961 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3962 | "amount": "10", "total": "1" | |
3963 | }) | |
3964 | self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) | |
3965 | ||
3966 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3967 | "tradeID": 42, "type": "buy", | |
3968 | "date": "garbage", "rate": "0.1", | |
3969 | "amount": "10", "total": "1" | |
3970 | }) | |
3971 | self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) | |
3972 | ||
3973 | def test_as_json(self): | |
3974 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
3975 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
3976 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
3977 | "amount": "10", "total": "1" | |
3978 | }) | |
3979 | as_json = mouvement.as_json() | |
3980 | ||
3981 | self.assertEqual(D("0.0015"), as_json["fee_rate"]) | |
3982 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) | |
3983 | self.assertEqual("buy", as_json["action"]) | |
3984 | self.assertEqual(D("10"), as_json["total"]) | |
3985 | self.assertEqual(D("1"), as_json["total_in_base"]) | |
3986 | self.assertEqual("BTC", as_json["base_currency"]) | |
3987 | self.assertEqual("ETH", as_json["currency"]) | |
3988 | ||
3989 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
3990 | class ReportStoreTest(WebMockTestCase): | |
3991 | def test_add_log(self): | |
3992 | report_store = market.ReportStore(self.m) | |
3993 | report_store.add_log({"foo": "bar"}) | |
3994 | ||
3995 | self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) | |
3996 | ||
3997 | def test_set_verbose(self): | |
3998 | report_store = market.ReportStore(self.m) | |
3999 | with self.subTest(verbose=True): | |
4000 | report_store.set_verbose(True) | |
4001 | self.assertTrue(report_store.verbose_print) | |
4002 | ||
4003 | with self.subTest(verbose=False): | |
4004 | report_store.set_verbose(False) | |
4005 | self.assertFalse(report_store.verbose_print) | |
4006 | ||
4007 | def test_merge(self): | |
4008 | report_store1 = market.ReportStore(self.m, verbose_print=False) | |
4009 | report_store2 = market.ReportStore(None, verbose_print=False) | |
4010 | ||
4011 | report_store2.log_stage("1") | |
4012 | report_store1.log_stage("2") | |
4013 | report_store2.log_stage("3") | |
4014 | ||
4015 | report_store1.merge(report_store2) | |
4016 | ||
4017 | self.assertEqual(3, len(report_store1.logs)) | |
4018 | self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) | |
4019 | self.assertEqual(6, len(report_store1.print_logs)) | |
4020 | ||
4021 | def test_print_log(self): | |
4022 | report_store = market.ReportStore(self.m) | |
4023 | with self.subTest(verbose=True),\ | |
4024 | mock.patch.object(store, "datetime") as time_mock,\ | |
4025 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
4026 | time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) | |
4027 | report_store.set_verbose(True) | |
4028 | report_store.print_log("Coucou") | |
4029 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
4030 | self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") | |
4031 | ||
4032 | with self.subTest(verbose=False),\ | |
4033 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
4034 | report_store.set_verbose(False) | |
4035 | report_store.print_log("Coucou") | |
4036 | report_store.print_log(portfolio.Amount("BTC", 1)) | |
4037 | self.assertEqual(stdout_mock.getvalue(), "") | |
4038 | ||
4039 | def test_default_json_serial(self): | |
4040 | report_store = market.ReportStore(self.m) | |
4041 | ||
4042 | self.assertEqual("2018-02-24T00:00:00", | |
4043 | report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) | |
4044 | self.assertEqual("1.00000000 BTC", | |
4045 | report_store.default_json_serial(portfolio.Amount("BTC", 1))) | |
4046 | ||
4047 | def test_to_json(self): | |
4048 | report_store = market.ReportStore(self.m) | |
4049 | report_store.logs.append({"foo": "bar"}) | |
4050 | self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) | |
4051 | report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) | |
4052 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) | |
4053 | report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) | |
4054 | self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) | |
4055 | ||
4056 | def test_to_json_array(self): | |
4057 | report_store = market.ReportStore(self.m) | |
4058 | report_store.logs.append({ | |
4059 | "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" | |
4060 | }) | |
4061 | report_store.logs.append({ | |
4062 | "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" | |
4063 | }) | |
4064 | logs = list(report_store.to_json_array()) | |
4065 | ||
4066 | self.assertEqual(2, len(logs)) | |
4067 | self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) | |
4068 | self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) | |
4069 | ||
4070 | @mock.patch.object(market.ReportStore, "print_log") | |
4071 | @mock.patch.object(market.ReportStore, "add_log") | |
4072 | def test_log_stage(self, add_log, print_log): | |
4073 | report_store = market.ReportStore(self.m) | |
4074 | c = lambda x: x | |
4075 | report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) | |
4076 | print_log.assert_has_calls([ | |
4077 | mock.call("-----------"), | |
4078 | mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), | |
4079 | ]) | |
4080 | add_log.assert_called_once_with({ | |
4081 | 'type': 'stage', | |
4082 | 'stage': 'foo', | |
4083 | 'args': { | |
4084 | 'bar': 'baz', | |
4085 | 'c': 'c = lambda x: x', | |
4086 | 'd': { | |
4087 | 'currency': 'BTC', | |
4088 | 'value': D('1') | |
4089 | } | |
4090 | } | |
4091 | }) | |
4092 | ||
4093 | @mock.patch.object(market.ReportStore, "print_log") | |
4094 | @mock.patch.object(market.ReportStore, "add_log") | |
4095 | def test_log_balances(self, add_log, print_log): | |
4096 | report_store = market.ReportStore(self.m) | |
4097 | self.m.balances.as_json.return_value = "json" | |
4098 | self.m.balances.all = { "FOO": "bar", "BAR": "baz" } | |
4099 | ||
4100 | report_store.log_balances(tag="tag") | |
4101 | print_log.assert_has_calls([ | |
4102 | mock.call("[Balance]"), | |
4103 | mock.call("\tbar"), | |
4104 | mock.call("\tbaz"), | |
4105 | ]) | |
4106 | add_log.assert_called_once_with({ | |
4107 | 'type': 'balance', | |
4108 | 'balances': 'json', | |
4109 | 'tag': 'tag' | |
4110 | }) | |
4111 | ||
4112 | @mock.patch.object(market.ReportStore, "print_log") | |
4113 | @mock.patch.object(market.ReportStore, "add_log") | |
4114 | def test_log_tickers(self, add_log, print_log): | |
4115 | report_store = market.ReportStore(self.m) | |
4116 | amounts = { | |
4117 | "BTC": portfolio.Amount("BTC", 10), | |
4118 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
4119 | } | |
4120 | amounts["ETH"].rate = D("0.1") | |
4121 | ||
4122 | report_store.log_tickers(amounts, "BTC", "default", "total") | |
4123 | print_log.assert_not_called() | |
4124 | add_log.assert_called_once_with({ | |
4125 | 'type': 'tickers', | |
4126 | 'compute_value': 'default', | |
4127 | 'balance_type': 'total', | |
4128 | 'currency': 'BTC', | |
4129 | 'balances': { | |
4130 | 'BTC': D('10'), | |
4131 | 'ETH': D('0.3') | |
4132 | }, | |
4133 | 'rates': { | |
4134 | 'BTC': None, | |
4135 | 'ETH': D('0.1') | |
4136 | }, | |
4137 | 'total': D('10.3') | |
4138 | }) | |
4139 | ||
4140 | add_log.reset_mock() | |
4141 | compute_value = lambda x: x["bid"] | |
4142 | report_store.log_tickers(amounts, "BTC", compute_value, "total") | |
4143 | add_log.assert_called_once_with({ | |
4144 | 'type': 'tickers', | |
4145 | 'compute_value': 'compute_value = lambda x: x["bid"]', | |
4146 | 'balance_type': 'total', | |
4147 | 'currency': 'BTC', | |
4148 | 'balances': { | |
4149 | 'BTC': D('10'), | |
4150 | 'ETH': D('0.3') | |
4151 | }, | |
4152 | 'rates': { | |
4153 | 'BTC': None, | |
4154 | 'ETH': D('0.1') | |
4155 | }, | |
4156 | 'total': D('10.3') | |
4157 | }) | |
4158 | ||
4159 | @mock.patch.object(market.ReportStore, "print_log") | |
4160 | @mock.patch.object(market.ReportStore, "add_log") | |
4161 | def test_log_dispatch(self, add_log, print_log): | |
4162 | report_store = market.ReportStore(self.m) | |
4163 | amount = portfolio.Amount("BTC", "10.3") | |
4164 | amounts = { | |
4165 | "BTC": portfolio.Amount("BTC", 10), | |
4166 | "ETH": portfolio.Amount("BTC", D("0.3")) | |
4167 | } | |
4168 | report_store.log_dispatch(amount, amounts, "medium", "repartition") | |
4169 | print_log.assert_not_called() | |
4170 | add_log.assert_called_once_with({ | |
4171 | 'type': 'dispatch', | |
4172 | 'liquidity': 'medium', | |
4173 | 'repartition_ratio': 'repartition', | |
4174 | 'total_amount': { | |
4175 | 'currency': 'BTC', | |
4176 | 'value': D('10.3') | |
4177 | }, | |
4178 | 'repartition': { | |
4179 | 'BTC': D('10'), | |
4180 | 'ETH': D('0.3') | |
4181 | } | |
4182 | }) | |
4183 | ||
4184 | @mock.patch.object(market.ReportStore, "print_log") | |
4185 | @mock.patch.object(market.ReportStore, "add_log") | |
4186 | def test_log_trades(self, add_log, print_log): | |
4187 | report_store = market.ReportStore(self.m) | |
4188 | trade_mock1 = mock.Mock() | |
4189 | trade_mock2 = mock.Mock() | |
4190 | trade_mock1.as_json.return_value = { "trade": "1" } | |
4191 | trade_mock2.as_json.return_value = { "trade": "2" } | |
4192 | ||
4193 | matching_and_trades = [ | |
4194 | (True, trade_mock1), | |
4195 | (False, trade_mock2), | |
4196 | ] | |
4197 | report_store.log_trades(matching_and_trades, "only") | |
4198 | ||
4199 | print_log.assert_not_called() | |
4200 | add_log.assert_called_with({ | |
4201 | 'type': 'trades', | |
4202 | 'only': 'only', | |
4203 | 'debug': False, | |
4204 | 'trades': [ | |
4205 | {'trade': '1', 'skipped': False}, | |
4206 | {'trade': '2', 'skipped': True} | |
4207 | ] | |
4208 | }) | |
4209 | ||
4210 | @mock.patch.object(market.ReportStore, "print_log") | |
4211 | @mock.patch.object(market.ReportStore, "add_log") | |
4212 | def test_log_orders(self, add_log, print_log): | |
4213 | report_store = market.ReportStore(self.m) | |
4214 | ||
4215 | order_mock1 = mock.Mock() | |
4216 | order_mock2 = mock.Mock() | |
4217 | ||
4218 | order_mock1.as_json.return_value = "order1" | |
4219 | order_mock2.as_json.return_value = "order2" | |
4220 | ||
4221 | orders = [order_mock1, order_mock2] | |
4222 | ||
4223 | report_store.log_orders(orders, tick="tick", | |
4224 | only="only", compute_value="compute_value") | |
4225 | ||
4226 | print_log.assert_called_once_with("[Orders]") | |
4227 | self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") | |
4228 | ||
4229 | add_log.assert_called_with({ | |
4230 | 'type': 'orders', | |
4231 | 'only': 'only', | |
4232 | 'compute_value': 'compute_value', | |
4233 | 'tick': 'tick', | |
4234 | 'orders': ['order1', 'order2'] | |
4235 | }) | |
4236 | ||
4237 | add_log.reset_mock() | |
4238 | def compute_value(x, y): | |
4239 | return x[y] | |
4240 | report_store.log_orders(orders, tick="tick", | |
4241 | only="only", compute_value=compute_value) | |
4242 | add_log.assert_called_with({ | |
4243 | 'type': 'orders', | |
4244 | 'only': 'only', | |
4245 | 'compute_value': 'def compute_value(x, y):\n return x[y]', | |
4246 | 'tick': 'tick', | |
4247 | 'orders': ['order1', 'order2'] | |
4248 | }) | |
4249 | ||
4250 | ||
4251 | @mock.patch.object(market.ReportStore, "print_log") | |
4252 | @mock.patch.object(market.ReportStore, "add_log") | |
4253 | def test_log_order(self, add_log, print_log): | |
4254 | report_store = market.ReportStore(self.m) | |
4255 | order_mock = mock.Mock() | |
4256 | order_mock.as_json.return_value = "order" | |
4257 | new_order_mock = mock.Mock() | |
4258 | new_order_mock.as_json.return_value = "new_order" | |
4259 | order_mock.__repr__ = mock.Mock() | |
4260 | order_mock.__repr__.return_value = "Order Mock" | |
4261 | new_order_mock.__repr__ = mock.Mock() | |
4262 | new_order_mock.__repr__.return_value = "New order Mock" | |
4263 | ||
4264 | with self.subTest(finished=True): | |
4265 | report_store.log_order(order_mock, 1, finished=True) | |
4266 | print_log.assert_called_once_with("[Order] Finished Order Mock") | |
4267 | add_log.assert_called_once_with({ | |
4268 | 'type': 'order', | |
4269 | 'tick': 1, | |
4270 | 'update': None, | |
4271 | 'order': 'order', | |
4272 | 'compute_value': None, | |
4273 | 'new_order': None | |
4274 | }) | |
4275 | ||
4276 | add_log.reset_mock() | |
4277 | print_log.reset_mock() | |
4278 | ||
4279 | with self.subTest(update="waiting"): | |
4280 | report_store.log_order(order_mock, 1, update="waiting") | |
4281 | print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") | |
4282 | add_log.assert_called_once_with({ | |
4283 | 'type': 'order', | |
4284 | 'tick': 1, | |
4285 | 'update': 'waiting', | |
4286 | 'order': 'order', | |
4287 | 'compute_value': None, | |
4288 | 'new_order': None | |
4289 | }) | |
4290 | ||
4291 | add_log.reset_mock() | |
4292 | print_log.reset_mock() | |
4293 | with self.subTest(update="adjusting"): | |
4294 | compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 | |
4295 | report_store.log_order(order_mock, 3, | |
4296 | update="adjusting", new_order=new_order_mock, | |
4297 | compute_value=compute_value) | |
4298 | print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") | |
4299 | add_log.assert_called_once_with({ | |
4300 | 'type': 'order', | |
4301 | 'tick': 3, | |
4302 | 'update': 'adjusting', | |
4303 | 'order': 'order', | |
4304 | 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', | |
4305 | 'new_order': 'new_order' | |
4306 | }) | |
4307 | ||
4308 | add_log.reset_mock() | |
4309 | print_log.reset_mock() | |
4310 | with self.subTest(update="market_fallback"): | |
4311 | report_store.log_order(order_mock, 7, | |
4312 | update="market_fallback", new_order=new_order_mock) | |
4313 | print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") | |
4314 | add_log.assert_called_once_with({ | |
4315 | 'type': 'order', | |
4316 | 'tick': 7, | |
4317 | 'update': 'market_fallback', | |
4318 | 'order': 'order', | |
4319 | 'compute_value': None, | |
4320 | 'new_order': 'new_order' | |
4321 | }) | |
4322 | ||
4323 | add_log.reset_mock() | |
4324 | print_log.reset_mock() | |
4325 | with self.subTest(update="market_adjusting"): | |
4326 | report_store.log_order(order_mock, 17, | |
4327 | update="market_adjust", new_order=new_order_mock) | |
4328 | print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") | |
4329 | add_log.assert_called_once_with({ | |
4330 | 'type': 'order', | |
4331 | 'tick': 17, | |
4332 | 'update': 'market_adjust', | |
4333 | 'order': 'order', | |
4334 | 'compute_value': None, | |
4335 | 'new_order': 'new_order' | |
4336 | }) | |
4337 | ||
4338 | @mock.patch.object(market.ReportStore, "print_log") | |
4339 | @mock.patch.object(market.ReportStore, "add_log") | |
4340 | def test_log_move_balances(self, add_log, print_log): | |
4341 | report_store = market.ReportStore(self.m) | |
4342 | needed = { | |
4343 | "BTC": portfolio.Amount("BTC", 10), | |
4344 | "USDT": 1 | |
4345 | } | |
4346 | moving = { | |
4347 | "BTC": portfolio.Amount("BTC", 3), | |
4348 | "USDT": -2 | |
4349 | } | |
4350 | report_store.log_move_balances(needed, moving) | |
4351 | print_log.assert_not_called() | |
4352 | add_log.assert_called_once_with({ | |
4353 | 'type': 'move_balances', | |
4354 | 'debug': False, | |
4355 | 'needed': { | |
4356 | 'BTC': D('10'), | |
4357 | 'USDT': 1 | |
4358 | }, | |
4359 | 'moving': { | |
4360 | 'BTC': D('3'), | |
4361 | 'USDT': -2 | |
4362 | } | |
4363 | }) | |
4364 | ||
4365 | @mock.patch.object(market.ReportStore, "print_log") | |
4366 | @mock.patch.object(market.ReportStore, "add_log") | |
4367 | def test_log_http_request(self, add_log, print_log): | |
4368 | report_store = market.ReportStore(self.m) | |
4369 | response = mock.Mock() | |
4370 | response.status_code = 200 | |
4371 | response.text = "Hey" | |
4372 | ||
4373 | report_store.log_http_request("method", "url", "body", | |
4374 | "headers", response) | |
4375 | print_log.assert_not_called() | |
4376 | add_log.assert_called_once_with({ | |
4377 | 'type': 'http_request', | |
4378 | 'method': 'method', | |
4379 | 'url': 'url', | |
4380 | 'body': 'body', | |
4381 | 'headers': 'headers', | |
4382 | 'status': 200, | |
4383 | 'response': 'Hey' | |
4384 | }) | |
4385 | ||
4386 | add_log.reset_mock() | |
4387 | report_store.log_http_request("method", "url", "body", | |
4388 | "headers", ValueError("Foo")) | |
4389 | add_log.assert_called_once_with({ | |
4390 | 'type': 'http_request', | |
4391 | 'method': 'method', | |
4392 | 'url': 'url', | |
4393 | 'body': 'body', | |
4394 | 'headers': 'headers', | |
4395 | 'status': -1, | |
4396 | 'response': None, | |
4397 | 'error': 'ValueError', | |
4398 | 'error_message': 'Foo', | |
4399 | }) | |
4400 | ||
4401 | @mock.patch.object(market.ReportStore, "add_log") | |
4402 | def test_log_market(self, add_log): | |
4403 | report_store = market.ReportStore(self.m) | |
4404 | ||
4405 | report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1) | |
4406 | add_log.assert_called_once_with({ | |
4407 | "type": "market", | |
4408 | "commit": "$Format:%H$", | |
4409 | "args": { "report_path": None, "debug": True, "quiet": False }, | |
4410 | "user_id": 4, | |
4411 | "market_id": 1, | |
4412 | }) | |
4413 | ||
4414 | @mock.patch.object(market.ReportStore, "print_log") | |
4415 | @mock.patch.object(market.ReportStore, "add_log") | |
4416 | def test_log_error(self, add_log, print_log): | |
4417 | report_store = market.ReportStore(self.m) | |
4418 | with self.subTest(message=None, exception=None): | |
4419 | report_store.log_error("action") | |
4420 | print_log.assert_called_once_with("[Error] action") | |
4421 | add_log.assert_called_once_with({ | |
4422 | 'type': 'error', | |
4423 | 'action': 'action', | |
4424 | 'exception_class': None, | |
4425 | 'exception_message': None, | |
4426 | 'message': None | |
4427 | }) | |
4428 | ||
4429 | print_log.reset_mock() | |
4430 | add_log.reset_mock() | |
4431 | with self.subTest(message="Hey", exception=None): | |
4432 | report_store.log_error("action", message="Hey") | |
4433 | print_log.assert_has_calls([ | |
4434 | mock.call("[Error] action"), | |
4435 | mock.call("\tHey") | |
4436 | ]) | |
4437 | add_log.assert_called_once_with({ | |
4438 | 'type': 'error', | |
4439 | 'action': 'action', | |
4440 | 'exception_class': None, | |
4441 | 'exception_message': None, | |
4442 | 'message': "Hey" | |
4443 | }) | |
4444 | ||
4445 | print_log.reset_mock() | |
4446 | add_log.reset_mock() | |
4447 | with self.subTest(message=None, exception=Exception("bouh")): | |
4448 | report_store.log_error("action", exception=Exception("bouh")) | |
4449 | print_log.assert_has_calls([ | |
4450 | mock.call("[Error] action"), | |
4451 | mock.call("\tException: bouh") | |
4452 | ]) | |
4453 | add_log.assert_called_once_with({ | |
4454 | 'type': 'error', | |
4455 | 'action': 'action', | |
4456 | 'exception_class': "Exception", | |
4457 | 'exception_message': "bouh", | |
4458 | 'message': None | |
4459 | }) | |
4460 | ||
4461 | print_log.reset_mock() | |
4462 | add_log.reset_mock() | |
4463 | with self.subTest(message="Hey", exception=Exception("bouh")): | |
4464 | report_store.log_error("action", message="Hey", exception=Exception("bouh")) | |
4465 | print_log.assert_has_calls([ | |
4466 | mock.call("[Error] action"), | |
4467 | mock.call("\tException: bouh"), | |
4468 | mock.call("\tHey") | |
4469 | ]) | |
4470 | add_log.assert_called_once_with({ | |
4471 | 'type': 'error', | |
4472 | 'action': 'action', | |
4473 | 'exception_class': "Exception", | |
4474 | 'exception_message': "bouh", | |
4475 | 'message': "Hey" | |
4476 | }) | |
4477 | ||
4478 | @mock.patch.object(market.ReportStore, "print_log") | |
4479 | @mock.patch.object(market.ReportStore, "add_log") | |
4480 | def test_log_debug_action(self, add_log, print_log): | |
4481 | report_store = market.ReportStore(self.m) | |
4482 | report_store.log_debug_action("Hey") | |
4483 | ||
4484 | print_log.assert_called_once_with("[Debug] Hey") | |
4485 | add_log.assert_called_once_with({ | |
4486 | 'type': 'debug_action', | |
4487 | 'action': 'Hey' | |
4488 | }) | |
4489 | ||
4490 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
4491 | class MainTest(WebMockTestCase): | |
4492 | def test_make_order(self): | |
4493 | self.m.get_ticker.return_value = { | |
4494 | "inverted": False, | |
4495 | "average": D("0.1"), | |
4496 | "bid": D("0.09"), | |
4497 | "ask": D("0.11"), | |
4498 | } | |
4499 | ||
4500 | with self.subTest(description="nominal case"): | |
4501 | main.make_order(self.m, 10, "ETH") | |
4502 | ||
4503 | self.m.report.log_stage.assert_has_calls([ | |
4504 | mock.call("make_order_begin"), | |
4505 | mock.call("make_order_end"), | |
4506 | ]) | |
4507 | self.m.balances.fetch_balances.assert_has_calls([ | |
4508 | mock.call(tag="make_order_begin"), | |
4509 | mock.call(tag="make_order_end"), | |
4510 | ]) | |
4511 | self.m.trades.all.append.assert_called_once() | |
4512 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4513 | self.assertEqual(False, trade.orders[0].close_if_possible) | |
4514 | self.assertEqual(0, trade.value_from) | |
4515 | self.assertEqual("ETH", trade.currency) | |
4516 | self.assertEqual("BTC", trade.base_currency) | |
4517 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
4518 | self.m.trades.run_orders.assert_called_once_with() | |
4519 | self.m.follow_orders.assert_called_once_with() | |
4520 | ||
4521 | order = trade.orders[0] | |
4522 | self.assertEqual(D("0.10"), order.rate) | |
4523 | ||
4524 | self.m.reset_mock() | |
4525 | with self.subTest(compute_value="default"): | |
4526 | main.make_order(self.m, 10, "ETH", action="dispose", | |
4527 | compute_value="ask") | |
4528 | ||
4529 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4530 | order = trade.orders[0] | |
4531 | self.assertEqual(D("0.11"), order.rate) | |
4532 | ||
4533 | self.m.reset_mock() | |
4534 | with self.subTest(follow=False): | |
4535 | result = main.make_order(self.m, 10, "ETH", follow=False) | |
4536 | ||
4537 | self.m.report.log_stage.assert_has_calls([ | |
4538 | mock.call("make_order_begin"), | |
4539 | mock.call("make_order_end_not_followed"), | |
4540 | ]) | |
4541 | self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") | |
4542 | ||
4543 | self.m.trades.all.append.assert_called_once() | |
4544 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4545 | self.assertEqual(0, trade.value_from) | |
4546 | self.assertEqual("ETH", trade.currency) | |
4547 | self.assertEqual("BTC", trade.base_currency) | |
4548 | self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") | |
4549 | self.m.trades.run_orders.assert_called_once_with() | |
4550 | self.m.follow_orders.assert_not_called() | |
4551 | self.assertEqual(trade.orders[0], result) | |
4552 | ||
4553 | self.m.reset_mock() | |
4554 | with self.subTest(base_currency="USDT"): | |
4555 | main.make_order(self.m, 1, "BTC", base_currency="USDT") | |
4556 | ||
4557 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4558 | self.assertEqual("BTC", trade.currency) | |
4559 | self.assertEqual("USDT", trade.base_currency) | |
4560 | ||
4561 | self.m.reset_mock() | |
4562 | with self.subTest(close_if_possible=True): | |
4563 | main.make_order(self.m, 10, "ETH", close_if_possible=True) | |
4564 | ||
4565 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4566 | self.assertEqual(True, trade.orders[0].close_if_possible) | |
4567 | ||
4568 | self.m.reset_mock() | |
4569 | with self.subTest(action="dispose"): | |
4570 | main.make_order(self.m, 10, "ETH", action="dispose") | |
4571 | ||
4572 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4573 | self.assertEqual(0, trade.value_to) | |
4574 | self.assertEqual(1, trade.value_from.value) | |
4575 | self.assertEqual("ETH", trade.currency) | |
4576 | self.assertEqual("BTC", trade.base_currency) | |
4577 | ||
4578 | self.m.reset_mock() | |
4579 | with self.subTest(compute_value="default"): | |
4580 | main.make_order(self.m, 10, "ETH", action="dispose", | |
4581 | compute_value="bid") | |
4582 | ||
4583 | trade = self.m.trades.all.append.mock_calls[0][1][0] | |
4584 | self.assertEqual(D("0.9"), trade.value_from.value) | |
4585 | ||
4586 | def test_get_user_market(self): | |
4587 | with mock.patch("main.fetch_markets") as main_fetch_markets,\ | |
4588 | mock.patch("main.parse_args") as main_parse_args,\ | |
4589 | mock.patch("main.parse_config") as main_parse_config: | |
4590 | with self.subTest(debug=False): | |
4591 | main_parse_args.return_value = self.market_args() | |
4592 | main_parse_config.return_value = "pg_config" | |
4593 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | |
4594 | m = main.get_user_market("config_path.ini", 1) | |
4595 | ||
4596 | self.assertIsInstance(m, market.Market) | |
4597 | self.assertFalse(m.debug) | |
4598 | main_parse_args.assert_called_once_with(["--config", "config_path.ini"]) | |
4599 | ||
4600 | main_parse_args.reset_mock() | |
4601 | with self.subTest(debug=True): | |
4602 | main_parse_args.return_value = self.market_args(debug=True) | |
4603 | main_parse_config.return_value = "pg_config" | |
4604 | main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] | |
4605 | m = main.get_user_market("config_path.ini", 1, debug=True) | |
4606 | ||
4607 | self.assertIsInstance(m, market.Market) | |
4608 | self.assertTrue(m.debug) | |
4609 | main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"]) | |
4610 | ||
4611 | def test_process(self): | |
4612 | with mock.patch("market.Market") as market_mock,\ | |
4613 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
4614 | ||
4615 | args_mock = mock.Mock() | |
4616 | args_mock.action = "action" | |
4617 | args_mock.config = "config" | |
4618 | args_mock.user = "user" | |
4619 | args_mock.debug = "debug" | |
4620 | args_mock.before = "before" | |
4621 | args_mock.after = "after" | |
4622 | self.assertEqual("", stdout_mock.getvalue()) | |
4623 | ||
4624 | main.process("config", 3, 1, args_mock, "pg_config") | |
4625 | ||
4626 | market_mock.from_config.assert_has_calls([ | |
4627 | mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1), | |
4628 | mock.call().process("action", before="before", after="after"), | |
4629 | ]) | |
4630 | ||
4631 | with self.subTest(exception=True): | |
4632 | market_mock.from_config.side_effect = Exception("boo") | |
4633 | main.process(3, "config", 1, args_mock, "pg_config") | |
4634 | self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) | |
4635 | ||
4636 | def test_main(self): | |
4637 | with self.subTest(parallel=False): | |
4638 | with mock.patch("main.parse_args") as parse_args,\ | |
4639 | mock.patch("main.parse_config") as parse_config,\ | |
4640 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
4641 | mock.patch("main.process") as process: | |
4642 | ||
4643 | args_mock = mock.Mock() | |
4644 | args_mock.parallel = False | |
4645 | args_mock.user = "user" | |
4646 | parse_args.return_value = args_mock | |
4647 | ||
4648 | parse_config.return_value = "pg_config" | |
4649 | ||
4650 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | |
4651 | ||
4652 | main.main(["Foo", "Bar"]) | |
4653 | ||
4654 | parse_args.assert_called_with(["Foo", "Bar"]) | |
4655 | parse_config.assert_called_with(args_mock) | |
4656 | fetch_markets.assert_called_with("pg_config", "user") | |
4657 | ||
4658 | self.assertEqual(2, process.call_count) | |
4659 | process.assert_has_calls([ | |
4660 | mock.call("config1", 3, 1, args_mock, "pg_config"), | |
4661 | mock.call("config2", 1, 2, args_mock, "pg_config"), | |
4662 | ]) | |
4663 | with self.subTest(parallel=True): | |
4664 | with mock.patch("main.parse_args") as parse_args,\ | |
4665 | mock.patch("main.parse_config") as parse_config,\ | |
4666 | mock.patch("main.fetch_markets") as fetch_markets,\ | |
4667 | mock.patch("main.process") as process,\ | |
4668 | mock.patch("store.Portfolio.start_worker") as start: | |
4669 | ||
4670 | args_mock = mock.Mock() | |
4671 | args_mock.parallel = True | |
4672 | args_mock.user = "user" | |
4673 | parse_args.return_value = args_mock | |
4674 | ||
4675 | parse_config.return_value = "pg_config" | |
4676 | ||
4677 | fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] | |
4678 | ||
4679 | main.main(["Foo", "Bar"]) | |
4680 | ||
4681 | parse_args.assert_called_with(["Foo", "Bar"]) | |
4682 | parse_config.assert_called_with(args_mock) | |
4683 | fetch_markets.assert_called_with("pg_config", "user") | |
4684 | ||
4685 | start.assert_called_once_with() | |
4686 | self.assertEqual(2, process.call_count) | |
4687 | process.assert_has_calls([ | |
4688 | mock.call.__bool__(), | |
4689 | mock.call("config1", 3, 1, args_mock, "pg_config"), | |
4690 | mock.call.__bool__(), | |
4691 | mock.call("config2", 1, 2, args_mock, "pg_config"), | |
4692 | ]) | |
4693 | ||
4694 | @mock.patch.object(main.sys, "exit") | |
4695 | @mock.patch("main.os") | |
4696 | def test_parse_config(self, os, exit): | |
4697 | with self.subTest(report_path=None): | |
4698 | args = main.configargparse.Namespace(**{ | |
4699 | "db_host": "host", | |
4700 | "db_port": "port", | |
4701 | "db_user": "user", | |
4702 | "db_password": "password", | |
4703 | "db_database": "database", | |
4704 | "report_path": None, | |
4705 | }) | |
4706 | ||
4707 | result = main.parse_config(args) | |
4708 | self.assertEqual({ "host": "host", "port": "port", "user": | |
4709 | "user", "password": "password", "database": "database" | |
4710 | }, result) | |
4711 | with self.assertRaises(AttributeError): | |
4712 | args.db_password | |
4713 | ||
4714 | with self.subTest(report_path="present"): | |
4715 | args = main.configargparse.Namespace(**{ | |
4716 | "db_host": "host", | |
4717 | "db_port": "port", | |
4718 | "db_user": "user", | |
4719 | "db_password": "password", | |
4720 | "db_database": "database", | |
4721 | "report_path": "report_path", | |
4722 | }) | |
4723 | ||
4724 | os.path.exists.return_value = False | |
4725 | ||
4726 | result = main.parse_config(args) | |
4727 | ||
4728 | os.path.exists.assert_called_once_with("report_path") | |
4729 | os.makedirs.assert_called_once_with("report_path") | |
4730 | ||
4731 | def test_parse_args(self): | |
4732 | with self.subTest(config="config.ini"): | |
4733 | args = main.parse_args([]) | |
4734 | self.assertEqual("config.ini", args.config) | |
4735 | self.assertFalse(args.before) | |
4736 | self.assertFalse(args.after) | |
4737 | self.assertFalse(args.debug) | |
4738 | ||
4739 | args = main.parse_args(["--before", "--after", "--debug"]) | |
4740 | self.assertTrue(args.before) | |
4741 | self.assertTrue(args.after) | |
4742 | self.assertTrue(args.debug) | |
4743 | ||
4744 | with self.subTest(config="inexistant"), \ | |
4745 | self.assertRaises(SystemExit), \ | |
4746 | mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock: | |
4747 | args = main.parse_args(["--config", "foo.bar"]) | |
4748 | ||
4749 | @mock.patch.object(main, "psycopg2") | |
4750 | def test_fetch_markets(self, psycopg2): | |
4751 | connect_mock = mock.Mock() | |
4752 | cursor_mock = mock.MagicMock() | |
4753 | cursor_mock.__iter__.return_value = ["row_1", "row_2"] | |
4754 | ||
4755 | connect_mock.cursor.return_value = cursor_mock | |
4756 | psycopg2.connect.return_value = connect_mock | |
4757 | ||
4758 | with self.subTest(user=None): | |
4759 | rows = list(main.fetch_markets({"foo": "bar"}, None)) | |
4760 | ||
4761 | psycopg2.connect.assert_called_once_with(foo="bar") | |
4762 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs") | |
4763 | ||
4764 | self.assertEqual(["row_1", "row_2"], rows) | |
4765 | ||
4766 | psycopg2.connect.reset_mock() | |
4767 | cursor_mock.execute.reset_mock() | |
4768 | with self.subTest(user=1): | |
4769 | rows = list(main.fetch_markets({"foo": "bar"}, 1)) | |
4770 | ||
4771 | psycopg2.connect.assert_called_once_with(foo="bar") | |
4772 | cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1) | |
4773 | ||
4774 | self.assertEqual(["row_1", "row_2"], rows) | |
4775 | ||
4776 | ||
4777 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
4778 | class ProcessorTest(WebMockTestCase): | |
4779 | def test_values(self): | |
4780 | processor = market.Processor(self.m) | |
4781 | ||
4782 | self.assertEqual(self.m, processor.market) | |
4783 | ||
4784 | def test_run_action(self): | |
4785 | processor = market.Processor(self.m) | |
4786 | ||
4787 | with mock.patch.object(processor, "parse_args") as parse_args: | |
4788 | method_mock = mock.Mock() | |
4789 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
4790 | ||
4791 | processor.run_action("foo", "bar", "baz") | |
4792 | ||
4793 | parse_args.assert_called_with("foo", "bar", "baz") | |
4794 | ||
4795 | method_mock.assert_called_with(foo="bar") | |
4796 | ||
4797 | processor.run_action("wait_for_recent", "bar", "baz") | |
4798 | ||
4799 | method_mock.assert_called_with(foo="bar") | |
4800 | ||
4801 | def test_select_step(self): | |
4802 | processor = market.Processor(self.m) | |
4803 | ||
4804 | scenario = processor.scenarios["sell_all"] | |
4805 | ||
4806 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
4807 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
4808 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
4809 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
4810 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
4811 | ||
4812 | with self.assertRaises(TypeError): | |
4813 | processor.select_steps(scenario, ["wait"]) | |
4814 | ||
4815 | @mock.patch("market.Processor.process_step") | |
4816 | def test_process(self, process_step): | |
4817 | processor = market.Processor(self.m) | |
4818 | ||
4819 | processor.process("sell_all", foo="bar") | |
4820 | self.assertEqual(3, process_step.call_count) | |
4821 | ||
4822 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) | |
4823 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
4824 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
4825 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
4826 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
4827 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
4828 | ||
4829 | process_step.reset_mock() | |
4830 | ||
4831 | processor.process("sell_needed", steps=["before", "after"]) | |
4832 | self.assertEqual(3, process_step.call_count) | |
4833 | ||
4834 | def test_method_arguments(self): | |
4835 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
4836 | m = market.Market(ccxt, self.market_args()) | |
4837 | ||
4838 | processor = market.Processor(m) | |
4839 | ||
4840 | method, arguments = processor.method_arguments("wait_for_recent") | |
4841 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
4842 | self.assertEqual(["delta", "poll"], arguments) | |
4843 | ||
4844 | method, arguments = processor.method_arguments("prepare_trades") | |
4845 | self.assertEqual(m.prepare_trades, method) | |
4846 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) | |
4847 | ||
4848 | method, arguments = processor.method_arguments("prepare_orders") | |
4849 | self.assertEqual(m.trades.prepare_orders, method) | |
4850 | ||
4851 | method, arguments = processor.method_arguments("move_balances") | |
4852 | self.assertEqual(m.move_balances, method) | |
4853 | ||
4854 | method, arguments = processor.method_arguments("run_orders") | |
4855 | self.assertEqual(m.trades.run_orders, method) | |
4856 | ||
4857 | method, arguments = processor.method_arguments("follow_orders") | |
4858 | self.assertEqual(m.follow_orders, method) | |
4859 | ||
4860 | method, arguments = processor.method_arguments("close_trades") | |
4861 | self.assertEqual(m.trades.close_trades, method) | |
4862 | ||
4863 | def test_process_step(self): | |
4864 | processor = market.Processor(self.m) | |
4865 | ||
4866 | with mock.patch.object(processor, "run_action") as run_action: | |
4867 | step = processor.scenarios["sell_needed"][1] | |
4868 | ||
4869 | processor.process_step("foo", step, {"foo":"bar"}) | |
4870 | ||
4871 | self.m.report.log_stage.assert_has_calls([ | |
4872 | mock.call("process_foo__1_sell_begin"), | |
4873 | mock.call("process_foo__1_sell_end"), | |
4874 | ]) | |
4875 | self.m.balances.fetch_balances.assert_has_calls([ | |
4876 | mock.call(tag="process_foo__1_sell_begin"), | |
4877 | mock.call(tag="process_foo__1_sell_end"), | |
4878 | ]) | |
4879 | ||
4880 | self.assertEqual(5, run_action.call_count) | |
4881 | ||
4882 | run_action.assert_has_calls([ | |
4883 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
4884 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
4885 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
4886 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
4887 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
4888 | ]) | |
4889 | ||
4890 | self.m.reset_mock() | |
4891 | with mock.patch.object(processor, "run_action") as run_action: | |
4892 | step = processor.scenarios["sell_needed"][0] | |
4893 | ||
4894 | processor.process_step("foo", step, {"foo":"bar"}) | |
4895 | self.m.balances.fetch_balances.assert_not_called() | |
4896 | ||
4897 | def test_parse_args(self): | |
4898 | processor = market.Processor(self.m) | |
4899 | ||
4900 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4901 | method_mock = mock.Mock() | |
4902 | method_arguments.return_value = [ | |
4903 | method_mock, | |
4904 | ["foo2", "foo"] | |
4905 | ] | |
4906 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) | |
4907 | ||
4908 | self.assertEqual(method_mock, method) | |
4909 | self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) | |
4910 | ||
4911 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4912 | method_mock = mock.Mock() | |
4913 | method_arguments.return_value = [ | |
4914 | method_mock, | |
4915 | ["repartition"] | |
4916 | ] | |
4917 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
4918 | ||
4919 | self.assertEqual(1, len(args["repartition"])) | |
4920 | self.assertIn("BTC", args["repartition"]) | |
4921 | ||
4922 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4923 | method_mock = mock.Mock() | |
4924 | method_arguments.return_value = [ | |
4925 | method_mock, | |
4926 | ["repartition", "base_currency"] | |
4927 | ] | |
4928 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
4929 | ||
4930 | self.assertEqual(1, len(args["repartition"])) | |
4931 | self.assertIn("USDT", args["repartition"]) | |
4932 | ||
4933 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
4934 | method_mock = mock.Mock() | |
4935 | method_arguments.return_value = [ | |
4936 | method_mock, | |
4937 | ["repartition", "base_currency"] | |
4938 | ] | |
4939 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
4940 | ||
4941 | self.assertEqual(1, len(args["repartition"])) | |
4942 | self.assertIn("ETH", args["repartition"]) | |
4943 | ||
4944 | ||
4945 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
4946 | class AcceptanceTest(WebMockTestCase): | |
4947 | @unittest.expectedFailure | |
4948 | def test_success_sell_only_necessary(self): | |
4949 | # FIXME: catch stdout | |
4950 | self.m.report.verbose_print = False | |
4951 | fetch_balance = { | |
4952 | "ETH": { | |
4953 | "exchange_free": D("1.0"), | |
4954 | "exchange_used": D("0.0"), | |
4955 | "exchange_total": D("1.0"), | |
4956 | "total": D("1.0"), | |
4957 | }, | |
4958 | "ETC": { | |
4959 | "exchange_free": D("4.0"), | |
4960 | "exchange_used": D("0.0"), | |
4961 | "exchange_total": D("4.0"), | |
4962 | "total": D("4.0"), | |
4963 | }, | |
4964 | "XVG": { | |
4965 | "exchange_free": D("1000.0"), | |
4966 | "exchange_used": D("0.0"), | |
4967 | "exchange_total": D("1000.0"), | |
4968 | "total": D("1000.0"), | |
4969 | }, | |
4970 | } | |
4971 | repartition = { | |
4972 | "ETH": (D("0.25"), "long"), | |
4973 | "ETC": (D("0.25"), "long"), | |
4974 | "BTC": (D("0.4"), "long"), | |
4975 | "BTD": (D("0.01"), "short"), | |
4976 | "B2X": (D("0.04"), "long"), | |
4977 | "USDT": (D("0.05"), "long"), | |
4978 | } | |
4979 | ||
4980 | def fetch_ticker(symbol): | |
4981 | if symbol == "ETH/BTC": | |
4982 | return { | |
4983 | "symbol": "ETH/BTC", | |
4984 | "bid": D("0.14"), | |
4985 | "ask": D("0.16") | |
4986 | } | |
4987 | if symbol == "ETC/BTC": | |
4988 | return { | |
4989 | "symbol": "ETC/BTC", | |
4990 | "bid": D("0.002"), | |
4991 | "ask": D("0.003") | |
4992 | } | |
4993 | if symbol == "XVG/BTC": | |
4994 | return { | |
4995 | "symbol": "XVG/BTC", | |
4996 | "bid": D("0.00003"), | |
4997 | "ask": D("0.00005") | |
4998 | } | |
4999 | if symbol == "BTD/BTC": | |
5000 | return { | |
5001 | "symbol": "BTD/BTC", | |
5002 | "bid": D("0.0008"), | |
5003 | "ask": D("0.0012") | |
5004 | } | |
5005 | if symbol == "B2X/BTC": | |
5006 | return { | |
5007 | "symbol": "B2X/BTC", | |
5008 | "bid": D("0.0008"), | |
5009 | "ask": D("0.0012") | |
5010 | } | |
5011 | if symbol == "USDT/BTC": | |
5012 | raise helper.ExchangeError | |
5013 | if symbol == "BTC/USDT": | |
5014 | return { | |
5015 | "symbol": "BTC/USDT", | |
5016 | "bid": D("14000"), | |
5017 | "ask": D("16000") | |
5018 | } | |
5019 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
5020 | ||
5021 | market = mock.Mock() | |
5022 | market.fetch_all_balances.return_value = fetch_balance | |
5023 | market.fetch_ticker.side_effect = fetch_ticker | |
5024 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
5025 | # Action 1 | |
5026 | helper.prepare_trades(market) | |
5027 | ||
5028 | balances = portfolio.BalanceStore.all | |
5029 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
5030 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
5031 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
5032 | ||
5033 | ||
5034 | trades = portfolio.TradeStore.all | |
5035 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
5036 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
5037 | self.assertEqual("dispose", trades[0].action) | |
5038 | ||
5039 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
5040 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
5041 | self.assertEqual("acquire", trades[1].action) | |
5042 | ||
5043 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
5044 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
5045 | self.assertEqual("dispose", trades[2].action) | |
5046 | ||
5047 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
5048 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
5049 | self.assertEqual("acquire", trades[3].action) | |
5050 | ||
5051 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
5052 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
5053 | self.assertEqual("acquire", trades[4].action) | |
5054 | ||
5055 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
5056 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
5057 | self.assertEqual("acquire", trades[5].action) | |
5058 | ||
5059 | # Action 2 | |
5060 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
5061 | ||
5062 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
5063 | self.assertEqual(2, len(all_orders)) | |
5064 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
5065 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
5066 | self.assertEqual(1000, all_orders[1].amount.value) | |
5067 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
5068 | ||
5069 | ||
5070 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
5071 | self.assertEqual("limit", type) | |
5072 | if symbol == "ETH/BTC": | |
5073 | self.assertEqual("sell", action) | |
5074 | self.assertEqual(D('0.66666666'), amount) | |
5075 | self.assertEqual(D("0.14014"), price) | |
5076 | elif symbol == "XVG/BTC": | |
5077 | self.assertEqual("sell", action) | |
5078 | self.assertEqual(1000, amount) | |
5079 | self.assertEqual(D("0.00003003"), price) | |
5080 | else: | |
5081 | self.fail("I shouldn't have been called") | |
5082 | ||
5083 | return { | |
5084 | "id": symbol, | |
5085 | } | |
5086 | market.create_order.side_effect = create_order | |
5087 | market.order_precision.return_value = 8 | |
5088 | ||
5089 | # Action 3 | |
5090 | portfolio.TradeStore.run_orders() | |
5091 | ||
5092 | self.assertEqual("open", all_orders[0].status) | |
5093 | self.assertEqual("open", all_orders[1].status) | |
5094 | ||
5095 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
5096 | market.privatePostReturnOrderTrades.return_value = [ | |
5097 | { | |
5098 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
5099 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
5100 | "amount": "10", "total": "1" | |
5101 | } | |
5102 | ] | |
5103 | with mock.patch.object(market.time, "sleep") as sleep: | |
5104 | # Action 4 | |
5105 | helper.follow_orders(verbose=False) | |
5106 | ||
5107 | sleep.assert_called_with(30) | |
5108 | ||
5109 | for order in all_orders: | |
5110 | self.assertEqual("closed", order.status) | |
5111 | ||
5112 | fetch_balance = { | |
5113 | "ETH": { | |
5114 | "exchange_free": D("1.0") / 3, | |
5115 | "exchange_used": D("0.0"), | |
5116 | "exchange_total": D("1.0") / 3, | |
5117 | "margin_total": 0, | |
5118 | "total": D("1.0") / 3, | |
5119 | }, | |
5120 | "BTC": { | |
5121 | "exchange_free": D("0.134"), | |
5122 | "exchange_used": D("0.0"), | |
5123 | "exchange_total": D("0.134"), | |
5124 | "margin_total": 0, | |
5125 | "total": D("0.134"), | |
5126 | }, | |
5127 | "ETC": { | |
5128 | "exchange_free": D("4.0"), | |
5129 | "exchange_used": D("0.0"), | |
5130 | "exchange_total": D("4.0"), | |
5131 | "margin_total": 0, | |
5132 | "total": D("4.0"), | |
5133 | }, | |
5134 | "XVG": { | |
5135 | "exchange_free": D("0.0"), | |
5136 | "exchange_used": D("0.0"), | |
5137 | "exchange_total": D("0.0"), | |
5138 | "margin_total": 0, | |
5139 | "total": D("0.0"), | |
5140 | }, | |
5141 | } | |
5142 | market.fetch_all_balances.return_value = fetch_balance | |
5143 | ||
5144 | with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): | |
5145 | # Action 5 | |
5146 | helper.prepare_trades(market, only="acquire", compute_value="average") | |
5147 | ||
5148 | balances = portfolio.BalanceStore.all | |
5149 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
5150 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
5151 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
5152 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
5153 | ||
5154 | ||
5155 | trades = portfolio.TradeStore.all | |
5156 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
5157 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
5158 | self.assertEqual("dispose", trades[0].action) | |
5159 | ||
5160 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
5161 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
5162 | self.assertEqual("acquire", trades[1].action) | |
5163 | ||
5164 | self.assertNotIn("BTC", trades) | |
5165 | ||
5166 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
5167 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
5168 | self.assertEqual("dispose", trades[2].action) | |
5169 | ||
5170 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
5171 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
5172 | self.assertEqual("acquire", trades[3].action) | |
5173 | ||
5174 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
5175 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
5176 | self.assertEqual("acquire", trades[4].action) | |
5177 | ||
5178 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
5179 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
5180 | self.assertEqual("acquire", trades[5].action) | |
5181 | ||
5182 | # Action 6 | |
5183 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
5184 | ||
5185 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
5186 | self.assertEqual(4, len(all_orders)) | |
5187 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
5188 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
5189 | self.assertEqual("buy", all_orders[0].action) | |
5190 | self.assertEqual("long", all_orders[0].trade_type) | |
5191 | ||
5192 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
5193 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
5194 | self.assertEqual("sell", all_orders[1].action) | |
5195 | self.assertEqual("short", all_orders[1].trade_type) | |
5196 | ||
5197 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
5198 | self.assertAlmostEqual(0, diff.value) | |
5199 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
5200 | self.assertEqual("buy", all_orders[2].action) | |
5201 | self.assertEqual("long", all_orders[2].trade_type) | |
5202 | ||
5203 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
5204 | self.assertEqual(D("16000"), all_orders[3].rate) | |
5205 | self.assertEqual("sell", all_orders[3].action) | |
5206 | self.assertEqual("long", all_orders[3].trade_type) | |
5207 | ||
5208 | # Action 6b | |
5209 | # TODO: | |
5210 | # Move balances to margin | |
5211 | ||
5212 | # Action 7 | |
5213 | # TODO | |
5214 | # portfolio.TradeStore.run_orders() | |
5215 | ||
5216 | with mock.patch.object(market.time, "sleep") as sleep: | |
5217 | # Action 8 | |
5218 | helper.follow_orders(verbose=False) | |
5219 | ||
5220 | sleep.assert_called_with(30) | |
5221 | ||
5222 | if __name__ == '__main__': | |
5223 | unittest.main() |