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1 | import sys | |
2 | import portfolio | |
3 | import unittest | |
4 | from decimal import Decimal as D | |
5 | from unittest import mock | |
6 | import requests | |
7 | import requests_mock | |
8 | from io import StringIO | |
9 | import helper | |
10 | ||
11 | limits = ["acceptance", "unit"] | |
12 | for test_type in limits: | |
13 | if "--no{}".format(test_type) in sys.argv: | |
14 | sys.argv.remove("--no{}".format(test_type)) | |
15 | limits.remove(test_type) | |
16 | if "--only{}".format(test_type) in sys.argv: | |
17 | sys.argv.remove("--only{}".format(test_type)) | |
18 | limits = [test_type] | |
19 | break | |
20 | ||
21 | class WebMockTestCase(unittest.TestCase): | |
22 | import time | |
23 | ||
24 | def setUp(self): | |
25 | super(WebMockTestCase, self).setUp() | |
26 | self.wm = requests_mock.Mocker() | |
27 | self.wm.start() | |
28 | ||
29 | self.patchers = [ | |
30 | mock.patch.multiple(portfolio.BalanceStore, | |
31 | all={},), | |
32 | mock.patch.multiple(portfolio.TradeStore, | |
33 | all=[], | |
34 | debug=False), | |
35 | mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}), | |
36 | mock.patch.multiple(portfolio.Computation, | |
37 | computations=portfolio.Computation.computations), | |
38 | mock.patch.multiple(helper, | |
39 | fees_cache={}, | |
40 | ticker_cache={}, | |
41 | ticker_cache_timestamp=self.time.time()), | |
42 | ] | |
43 | for patcher in self.patchers: | |
44 | patcher.start() | |
45 | ||
46 | def tearDown(self): | |
47 | for patcher in self.patchers: | |
48 | patcher.stop() | |
49 | self.wm.stop() | |
50 | super(WebMockTestCase, self).tearDown() | |
51 | ||
52 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
53 | class PortfolioTest(WebMockTestCase): | |
54 | def fill_data(self): | |
55 | if self.json_response is not None: | |
56 | portfolio.Portfolio.data = self.json_response | |
57 | ||
58 | def setUp(self): | |
59 | super(PortfolioTest, self).setUp() | |
60 | ||
61 | with open("test_portfolio.json") as example: | |
62 | self.json_response = example.read() | |
63 | ||
64 | self.wm.get(portfolio.Portfolio.URL, text=self.json_response) | |
65 | ||
66 | def test_get_cryptoportfolio(self): | |
67 | self.wm.get(portfolio.Portfolio.URL, [ | |
68 | {"text":'{ "foo": "bar" }', "status_code": 200}, | |
69 | {"text": "System Error", "status_code": 500}, | |
70 | {"exc": requests.exceptions.ConnectTimeout}, | |
71 | ]) | |
72 | portfolio.Portfolio.get_cryptoportfolio() | |
73 | self.assertIn("foo", portfolio.Portfolio.data) | |
74 | self.assertEqual("bar", portfolio.Portfolio.data["foo"]) | |
75 | self.assertTrue(self.wm.called) | |
76 | self.assertEqual(1, self.wm.call_count) | |
77 | ||
78 | portfolio.Portfolio.get_cryptoportfolio() | |
79 | self.assertIsNone(portfolio.Portfolio.data) | |
80 | self.assertEqual(2, self.wm.call_count) | |
81 | ||
82 | portfolio.Portfolio.data = "Foo" | |
83 | portfolio.Portfolio.get_cryptoportfolio() | |
84 | self.assertEqual("Foo", portfolio.Portfolio.data) | |
85 | self.assertEqual(3, self.wm.call_count) | |
86 | ||
87 | def test_parse_cryptoportfolio(self): | |
88 | portfolio.Portfolio.parse_cryptoportfolio() | |
89 | ||
90 | self.assertListEqual( | |
91 | ["medium", "high"], | |
92 | list(portfolio.Portfolio.liquidities.keys())) | |
93 | ||
94 | liquidities = portfolio.Portfolio.liquidities | |
95 | self.assertEqual(10, len(liquidities["medium"].keys())) | |
96 | self.assertEqual(10, len(liquidities["high"].keys())) | |
97 | ||
98 | expected = { | |
99 | 'BTC': (D("0.2857"), "long"), | |
100 | 'DGB': (D("0.1015"), "long"), | |
101 | 'DOGE': (D("0.1805"), "long"), | |
102 | 'SC': (D("0.0623"), "long"), | |
103 | 'ZEC': (D("0.3701"), "long"), | |
104 | } | |
105 | self.assertDictEqual(expected, liquidities["high"]['2018-01-08']) | |
106 | ||
107 | expected = { | |
108 | 'BTC': (D("1.1102e-16"), "long"), | |
109 | 'ETC': (D("0.1"), "long"), | |
110 | 'FCT': (D("0.1"), "long"), | |
111 | 'GAS': (D("0.1"), "long"), | |
112 | 'NAV': (D("0.1"), "long"), | |
113 | 'OMG': (D("0.1"), "long"), | |
114 | 'OMNI': (D("0.1"), "long"), | |
115 | 'PPC': (D("0.1"), "long"), | |
116 | 'RIC': (D("0.1"), "long"), | |
117 | 'VIA': (D("0.1"), "long"), | |
118 | 'XCP': (D("0.1"), "long"), | |
119 | } | |
120 | self.assertDictEqual(expected, liquidities["medium"]['2018-01-08']) | |
121 | ||
122 | # It doesn't refetch the data when available | |
123 | portfolio.Portfolio.parse_cryptoportfolio() | |
124 | ||
125 | self.assertEqual(1, self.wm.call_count) | |
126 | ||
127 | def test_repartition(self): | |
128 | expected_medium = { | |
129 | 'BTC': (D("1.1102e-16"), "long"), | |
130 | 'USDT': (D("0.1"), "long"), | |
131 | 'ETC': (D("0.1"), "long"), | |
132 | 'FCT': (D("0.1"), "long"), | |
133 | 'OMG': (D("0.1"), "long"), | |
134 | 'STEEM': (D("0.1"), "long"), | |
135 | 'STRAT': (D("0.1"), "long"), | |
136 | 'XEM': (D("0.1"), "long"), | |
137 | 'XMR': (D("0.1"), "long"), | |
138 | 'XVC': (D("0.1"), "long"), | |
139 | 'ZRX': (D("0.1"), "long"), | |
140 | } | |
141 | expected_high = { | |
142 | 'USDT': (D("0.1226"), "long"), | |
143 | 'BTC': (D("0.1429"), "long"), | |
144 | 'ETC': (D("0.1127"), "long"), | |
145 | 'ETH': (D("0.1569"), "long"), | |
146 | 'FCT': (D("0.3341"), "long"), | |
147 | 'GAS': (D("0.1308"), "long"), | |
148 | } | |
149 | ||
150 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition()) | |
151 | self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium")) | |
152 | self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high")) | |
153 | ||
154 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
155 | class AmountTest(WebMockTestCase): | |
156 | def test_values(self): | |
157 | amount = portfolio.Amount("BTC", "0.65") | |
158 | self.assertEqual(D("0.65"), amount.value) | |
159 | self.assertEqual("BTC", amount.currency) | |
160 | ||
161 | def test_in_currency(self): | |
162 | amount = portfolio.Amount("ETC", 10) | |
163 | ||
164 | self.assertEqual(amount, amount.in_currency("ETC", None)) | |
165 | ||
166 | ticker_mock = unittest.mock.Mock() | |
167 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
168 | ticker_mock.return_value = None | |
169 | ||
170 | self.assertRaises(Exception, amount.in_currency, "ETH", None) | |
171 | ||
172 | with mock.patch.object(helper, 'get_ticker', new=ticker_mock): | |
173 | ticker_mock.return_value = { | |
174 | "bid": D("0.2"), | |
175 | "ask": D("0.4"), | |
176 | "average": D("0.3"), | |
177 | "foo": "bar", | |
178 | } | |
179 | converted_amount = amount.in_currency("ETH", None) | |
180 | ||
181 | self.assertEqual(D("3.0"), converted_amount.value) | |
182 | self.assertEqual("ETH", converted_amount.currency) | |
183 | self.assertEqual(amount, converted_amount.linked_to) | |
184 | self.assertEqual("bar", converted_amount.ticker["foo"]) | |
185 | ||
186 | converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default") | |
187 | self.assertEqual(D("2"), converted_amount.value) | |
188 | ||
189 | converted_amount = amount.in_currency("ETH", None, compute_value="ask") | |
190 | self.assertEqual(D("4"), converted_amount.value) | |
191 | ||
192 | converted_amount = amount.in_currency("ETH", None, rate=D("0.02")) | |
193 | self.assertEqual(D("0.2"), converted_amount.value) | |
194 | ||
195 | def test__round(self): | |
196 | amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) | |
197 | self.assertEqual(D("1.23456789"), round(amount).value) | |
198 | self.assertEqual(D("1.23"), round(amount, 2).value) | |
199 | ||
200 | def test__abs(self): | |
201 | amount = portfolio.Amount("SC", -120) | |
202 | self.assertEqual(120, abs(amount).value) | |
203 | self.assertEqual("SC", abs(amount).currency) | |
204 | ||
205 | amount = portfolio.Amount("SC", 10) | |
206 | self.assertEqual(10, abs(amount).value) | |
207 | self.assertEqual("SC", abs(amount).currency) | |
208 | ||
209 | def test__add(self): | |
210 | amount1 = portfolio.Amount("XVG", "12.9") | |
211 | amount2 = portfolio.Amount("XVG", "13.1") | |
212 | ||
213 | self.assertEqual(26, (amount1 + amount2).value) | |
214 | self.assertEqual("XVG", (amount1 + amount2).currency) | |
215 | ||
216 | amount3 = portfolio.Amount("ETH", "1.6") | |
217 | with self.assertRaises(Exception): | |
218 | amount1 + amount3 | |
219 | ||
220 | amount4 = portfolio.Amount("ETH", 0.0) | |
221 | self.assertEqual(amount1, amount1 + amount4) | |
222 | ||
223 | self.assertEqual(amount1, amount1 + 0) | |
224 | ||
225 | def test__radd(self): | |
226 | amount = portfolio.Amount("XVG", "12.9") | |
227 | ||
228 | self.assertEqual(amount, 0 + amount) | |
229 | with self.assertRaises(Exception): | |
230 | 4 + amount | |
231 | ||
232 | def test__sub(self): | |
233 | amount1 = portfolio.Amount("XVG", "13.3") | |
234 | amount2 = portfolio.Amount("XVG", "13.1") | |
235 | ||
236 | self.assertEqual(D("0.2"), (amount1 - amount2).value) | |
237 | self.assertEqual("XVG", (amount1 - amount2).currency) | |
238 | ||
239 | amount3 = portfolio.Amount("ETH", "1.6") | |
240 | with self.assertRaises(Exception): | |
241 | amount1 - amount3 | |
242 | ||
243 | amount4 = portfolio.Amount("ETH", 0.0) | |
244 | self.assertEqual(amount1, amount1 - amount4) | |
245 | ||
246 | def test__rsub(self): | |
247 | amount = portfolio.Amount("ETH", "1.6") | |
248 | with self.assertRaises(Exception): | |
249 | 3 - amount | |
250 | ||
251 | self.assertEqual(portfolio.Amount("ETH", "-1.6"), -amount) | |
252 | ||
253 | def test__mul(self): | |
254 | amount = portfolio.Amount("XEM", 11) | |
255 | ||
256 | self.assertEqual(D("38.5"), (amount * D("3.5")).value) | |
257 | self.assertEqual(D("33"), (amount * 3).value) | |
258 | ||
259 | with self.assertRaises(Exception): | |
260 | amount * amount | |
261 | ||
262 | def test__rmul(self): | |
263 | amount = portfolio.Amount("XEM", 11) | |
264 | ||
265 | self.assertEqual(D("38.5"), (D("3.5") * amount).value) | |
266 | self.assertEqual(D("33"), (3 * amount).value) | |
267 | ||
268 | def test__floordiv(self): | |
269 | amount = portfolio.Amount("XEM", 11) | |
270 | ||
271 | self.assertEqual(D("5.5"), (amount / 2).value) | |
272 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
273 | ||
274 | with self.assertRaises(Exception): | |
275 | amount / amount | |
276 | ||
277 | def test__truediv(self): | |
278 | amount = portfolio.Amount("XEM", 11) | |
279 | ||
280 | self.assertEqual(D("5.5"), (amount / 2).value) | |
281 | self.assertEqual(D("4.4"), (amount / D("2.5")).value) | |
282 | ||
283 | def test__lt(self): | |
284 | amount1 = portfolio.Amount("BTD", 11.3) | |
285 | amount2 = portfolio.Amount("BTD", 13.1) | |
286 | ||
287 | self.assertTrue(amount1 < amount2) | |
288 | self.assertFalse(amount2 < amount1) | |
289 | self.assertFalse(amount1 < amount1) | |
290 | ||
291 | amount3 = portfolio.Amount("BTC", 1.6) | |
292 | with self.assertRaises(Exception): | |
293 | amount1 < amount3 | |
294 | ||
295 | def test__le(self): | |
296 | amount1 = portfolio.Amount("BTD", 11.3) | |
297 | amount2 = portfolio.Amount("BTD", 13.1) | |
298 | ||
299 | self.assertTrue(amount1 <= amount2) | |
300 | self.assertFalse(amount2 <= amount1) | |
301 | self.assertTrue(amount1 <= amount1) | |
302 | ||
303 | amount3 = portfolio.Amount("BTC", 1.6) | |
304 | with self.assertRaises(Exception): | |
305 | amount1 <= amount3 | |
306 | ||
307 | def test__gt(self): | |
308 | amount1 = portfolio.Amount("BTD", 11.3) | |
309 | amount2 = portfolio.Amount("BTD", 13.1) | |
310 | ||
311 | self.assertTrue(amount2 > amount1) | |
312 | self.assertFalse(amount1 > amount2) | |
313 | self.assertFalse(amount1 > amount1) | |
314 | ||
315 | amount3 = portfolio.Amount("BTC", 1.6) | |
316 | with self.assertRaises(Exception): | |
317 | amount3 > amount1 | |
318 | ||
319 | def test__ge(self): | |
320 | amount1 = portfolio.Amount("BTD", 11.3) | |
321 | amount2 = portfolio.Amount("BTD", 13.1) | |
322 | ||
323 | self.assertTrue(amount2 >= amount1) | |
324 | self.assertFalse(amount1 >= amount2) | |
325 | self.assertTrue(amount1 >= amount1) | |
326 | ||
327 | amount3 = portfolio.Amount("BTC", 1.6) | |
328 | with self.assertRaises(Exception): | |
329 | amount3 >= amount1 | |
330 | ||
331 | def test__eq(self): | |
332 | amount1 = portfolio.Amount("BTD", 11.3) | |
333 | amount2 = portfolio.Amount("BTD", 13.1) | |
334 | amount3 = portfolio.Amount("BTD", 11.3) | |
335 | ||
336 | self.assertFalse(amount1 == amount2) | |
337 | self.assertFalse(amount2 == amount1) | |
338 | self.assertTrue(amount1 == amount3) | |
339 | self.assertFalse(amount2 == 0) | |
340 | ||
341 | amount4 = portfolio.Amount("BTC", 1.6) | |
342 | with self.assertRaises(Exception): | |
343 | amount1 == amount4 | |
344 | ||
345 | amount5 = portfolio.Amount("BTD", 0) | |
346 | self.assertTrue(amount5 == 0) | |
347 | ||
348 | def test__ne(self): | |
349 | amount1 = portfolio.Amount("BTD", 11.3) | |
350 | amount2 = portfolio.Amount("BTD", 13.1) | |
351 | amount3 = portfolio.Amount("BTD", 11.3) | |
352 | ||
353 | self.assertTrue(amount1 != amount2) | |
354 | self.assertTrue(amount2 != amount1) | |
355 | self.assertFalse(amount1 != amount3) | |
356 | self.assertTrue(amount2 != 0) | |
357 | ||
358 | amount4 = portfolio.Amount("BTC", 1.6) | |
359 | with self.assertRaises(Exception): | |
360 | amount1 != amount4 | |
361 | ||
362 | amount5 = portfolio.Amount("BTD", 0) | |
363 | self.assertFalse(amount5 != 0) | |
364 | ||
365 | def test__neg(self): | |
366 | amount1 = portfolio.Amount("BTD", "11.3") | |
367 | ||
368 | self.assertEqual(portfolio.D("-11.3"), (-amount1).value) | |
369 | ||
370 | def test__str(self): | |
371 | amount1 = portfolio.Amount("BTX", 32) | |
372 | self.assertEqual("32.00000000 BTX", str(amount1)) | |
373 | ||
374 | amount2 = portfolio.Amount("USDT", 12000) | |
375 | amount1.linked_to = amount2 | |
376 | self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) | |
377 | ||
378 | def test__repr(self): | |
379 | amount1 = portfolio.Amount("BTX", 32) | |
380 | self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) | |
381 | ||
382 | amount2 = portfolio.Amount("USDT", 12000) | |
383 | amount1.linked_to = amount2 | |
384 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) | |
385 | ||
386 | amount3 = portfolio.Amount("BTC", 0.1) | |
387 | amount2.linked_to = amount3 | |
388 | self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) | |
389 | ||
390 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
391 | class BalanceTest(WebMockTestCase): | |
392 | def test_values(self): | |
393 | balance = portfolio.Balance("BTC", { | |
394 | "exchange_total": "0.65", | |
395 | "exchange_free": "0.35", | |
396 | "exchange_used": "0.30", | |
397 | "margin_total": "-10", | |
398 | "margin_borrowed": "-10", | |
399 | "margin_free": "0", | |
400 | "margin_position_type": "short", | |
401 | "margin_borrowed_base_currency": "USDT", | |
402 | "margin_liquidation_price": "1.20", | |
403 | "margin_pending_gain": "10", | |
404 | "margin_lending_fees": "0.4", | |
405 | "margin_borrowed_base_price": "0.15", | |
406 | }) | |
407 | self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) | |
408 | self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) | |
409 | self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) | |
410 | self.assertEqual("BTC", balance.exchange_total.currency) | |
411 | self.assertEqual("BTC", balance.exchange_free.currency) | |
412 | self.assertEqual("BTC", balance.exchange_total.currency) | |
413 | ||
414 | self.assertEqual(portfolio.D("-10"), balance.margin_total.value) | |
415 | self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value) | |
416 | self.assertEqual(portfolio.D("0"), balance.margin_free.value) | |
417 | self.assertEqual("BTC", balance.margin_total.currency) | |
418 | self.assertEqual("BTC", balance.margin_borrowed.currency) | |
419 | self.assertEqual("BTC", balance.margin_free.currency) | |
420 | ||
421 | self.assertEqual("BTC", balance.currency) | |
422 | ||
423 | self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) | |
424 | self.assertEqual("USDT", balance.margin_lending_fees.currency) | |
425 | ||
426 | def test__repr(self): | |
427 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", | |
428 | repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) | |
429 | balance = portfolio.Balance("BTX", { "exchange_total": 3, | |
430 | "exchange_used": 1, "exchange_free": 2 }) | |
431 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
432 | ||
433 | balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) | |
434 | self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) | |
435 | ||
436 | balance = portfolio.Balance("BTX", { "margin_total": 3, | |
437 | "margin_borrowed": 1, "margin_free": 2 }) | |
438 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance)) | |
439 | ||
440 | balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 }) | |
441 | self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) | |
442 | ||
443 | balance = portfolio.Balance("BTX", { "margin_total": -3, | |
444 | "margin_borrowed_base_price": D("0.1"), | |
445 | "margin_borrowed_base_currency": "BTC", | |
446 | "margin_lending_fees": D("0.002") }) | |
447 | self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) | |
448 | ||
449 | balance = portfolio.Balance("BTX", { "margin_total": 1, | |
450 | "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2}) | |
451 | self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) | |
452 | ||
453 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
454 | class HelperTest(WebMockTestCase): | |
455 | def test_get_ticker(self): | |
456 | market = mock.Mock() | |
457 | market.fetch_ticker.side_effect = [ | |
458 | { "bid": 1, "ask": 3 }, | |
459 | helper.ExchangeError("foo"), | |
460 | { "bid": 10, "ask": 40 }, | |
461 | helper.ExchangeError("foo"), | |
462 | helper.ExchangeError("foo"), | |
463 | ] | |
464 | ||
465 | ticker = helper.get_ticker("ETH", "ETC", market) | |
466 | market.fetch_ticker.assert_called_with("ETH/ETC") | |
467 | self.assertEqual(1, ticker["bid"]) | |
468 | self.assertEqual(3, ticker["ask"]) | |
469 | self.assertEqual(2, ticker["average"]) | |
470 | self.assertFalse(ticker["inverted"]) | |
471 | ||
472 | ticker = helper.get_ticker("ETH", "XVG", market) | |
473 | self.assertEqual(0.0625, ticker["average"]) | |
474 | self.assertTrue(ticker["inverted"]) | |
475 | self.assertIn("original", ticker) | |
476 | self.assertEqual(10, ticker["original"]["bid"]) | |
477 | ||
478 | ticker = helper.get_ticker("XVG", "XMR", market) | |
479 | self.assertIsNone(ticker) | |
480 | ||
481 | market.fetch_ticker.assert_has_calls([ | |
482 | mock.call("ETH/ETC"), | |
483 | mock.call("ETH/XVG"), | |
484 | mock.call("XVG/ETH"), | |
485 | mock.call("XVG/XMR"), | |
486 | mock.call("XMR/XVG"), | |
487 | ]) | |
488 | ||
489 | market2 = mock.Mock() | |
490 | market2.fetch_ticker.side_effect = [ | |
491 | { "bid": 1, "ask": 3 }, | |
492 | { "bid": 1.2, "ask": 3.5 }, | |
493 | ] | |
494 | ticker1 = helper.get_ticker("ETH", "ETC", market2) | |
495 | ticker2 = helper.get_ticker("ETH", "ETC", market2) | |
496 | ticker3 = helper.get_ticker("ETC", "ETH", market2) | |
497 | market2.fetch_ticker.assert_called_once_with("ETH/ETC") | |
498 | self.assertEqual(1, ticker1["bid"]) | |
499 | self.assertDictEqual(ticker1, ticker2) | |
500 | self.assertDictEqual(ticker1, ticker3["original"]) | |
501 | ||
502 | ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True) | |
503 | ticker5 = helper.get_ticker("ETH", "ETC", market2) | |
504 | self.assertEqual(1.2, ticker4["bid"]) | |
505 | self.assertDictEqual(ticker4, ticker5) | |
506 | ||
507 | market3 = mock.Mock() | |
508 | market3.fetch_ticker.side_effect = [ | |
509 | { "bid": 1, "ask": 3 }, | |
510 | { "bid": 1.2, "ask": 3.5 }, | |
511 | ] | |
512 | ticker6 = helper.get_ticker("ETH", "ETC", market3) | |
513 | helper.ticker_cache_timestamp -= 4 | |
514 | ticker7 = helper.get_ticker("ETH", "ETC", market3) | |
515 | helper.ticker_cache_timestamp -= 2 | |
516 | ticker8 = helper.get_ticker("ETH", "ETC", market3) | |
517 | self.assertDictEqual(ticker6, ticker7) | |
518 | self.assertEqual(1.2, ticker8["bid"]) | |
519 | ||
520 | def test_fetch_fees(self): | |
521 | market = mock.Mock() | |
522 | market.fetch_fees.return_value = "Foo" | |
523 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
524 | market.fetch_fees.assert_called_once() | |
525 | self.assertEqual("Foo", helper.fetch_fees(market)) | |
526 | market.fetch_fees.assert_called_once() | |
527 | ||
528 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
529 | @mock.patch.object(helper, "get_ticker") | |
530 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
531 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
532 | repartition.return_value = { | |
533 | "XEM": (D("0.75"), "long"), | |
534 | "BTC": (D("0.25"), "long"), | |
535 | } | |
536 | def _get_ticker(c1, c2, market): | |
537 | if c1 == "USDT" and c2 == "BTC": | |
538 | return { "average": D("0.0001") } | |
539 | if c1 == "XVG" and c2 == "BTC": | |
540 | return { "average": D("0.000001") } | |
541 | if c1 == "XEM" and c2 == "BTC": | |
542 | return { "average": D("0.001") } | |
543 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
544 | get_ticker.side_effect = _get_ticker | |
545 | ||
546 | market = mock.Mock() | |
547 | market.fetch_all_balances.return_value = { | |
548 | "USDT": { | |
549 | "exchange_free": D("10000.0"), | |
550 | "exchange_used": D("0.0"), | |
551 | "exchange_total": D("10000.0"), | |
552 | "total": D("10000.0") | |
553 | }, | |
554 | "XVG": { | |
555 | "exchange_free": D("10000.0"), | |
556 | "exchange_used": D("0.0"), | |
557 | "exchange_total": D("10000.0"), | |
558 | "total": D("10000.0") | |
559 | }, | |
560 | } | |
561 | helper.prepare_trades(market) | |
562 | compute_trades.assert_called() | |
563 | ||
564 | call = compute_trades.call_args | |
565 | self.assertEqual(market, call[1]["market"]) | |
566 | self.assertEqual(1, call[0][0]["USDT"].value) | |
567 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
568 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
569 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
570 | ||
571 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
572 | @mock.patch.object(helper, "get_ticker") | |
573 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
574 | def test_update_trades(self, compute_trades, get_ticker, repartition): | |
575 | repartition.return_value = { | |
576 | "XEM": (D("0.75"), "long"), | |
577 | "BTC": (D("0.25"), "long"), | |
578 | } | |
579 | def _get_ticker(c1, c2, market): | |
580 | if c1 == "USDT" and c2 == "BTC": | |
581 | return { "average": D("0.0001") } | |
582 | if c1 == "XVG" and c2 == "BTC": | |
583 | return { "average": D("0.000001") } | |
584 | if c1 == "XEM" and c2 == "BTC": | |
585 | return { "average": D("0.001") } | |
586 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
587 | get_ticker.side_effect = _get_ticker | |
588 | ||
589 | market = mock.Mock() | |
590 | market.fetch_all_balances.return_value = { | |
591 | "USDT": { | |
592 | "exchange_free": D("10000.0"), | |
593 | "exchange_used": D("0.0"), | |
594 | "exchange_total": D("10000.0"), | |
595 | "total": D("10000.0") | |
596 | }, | |
597 | "XVG": { | |
598 | "exchange_free": D("10000.0"), | |
599 | "exchange_used": D("0.0"), | |
600 | "exchange_total": D("10000.0"), | |
601 | "total": D("10000.0") | |
602 | }, | |
603 | } | |
604 | helper.update_trades(market) | |
605 | compute_trades.assert_called() | |
606 | ||
607 | call = compute_trades.call_args | |
608 | self.assertEqual(market, call[1]["market"]) | |
609 | self.assertEqual(1, call[0][0]["USDT"].value) | |
610 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
611 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
612 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
613 | ||
614 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
615 | @mock.patch.object(helper, "get_ticker") | |
616 | @mock.patch.object(portfolio.TradeStore, "compute_trades") | |
617 | def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition): | |
618 | def _get_ticker(c1, c2, market): | |
619 | if c1 == "USDT" and c2 == "BTC": | |
620 | return { "average": D("0.0001") } | |
621 | if c1 == "XVG" and c2 == "BTC": | |
622 | return { "average": D("0.000001") } | |
623 | self.fail("Should be called with {}, {}".format(c1, c2)) | |
624 | get_ticker.side_effect = _get_ticker | |
625 | ||
626 | market = mock.Mock() | |
627 | market.fetch_all_balances.return_value = { | |
628 | "USDT": { | |
629 | "exchange_free": D("10000.0"), | |
630 | "exchange_used": D("0.0"), | |
631 | "exchange_total": D("10000.0"), | |
632 | "total": D("10000.0") | |
633 | }, | |
634 | "XVG": { | |
635 | "exchange_free": D("10000.0"), | |
636 | "exchange_used": D("0.0"), | |
637 | "exchange_total": D("10000.0"), | |
638 | "total": D("10000.0") | |
639 | }, | |
640 | } | |
641 | helper.prepare_trades_to_sell_all(market) | |
642 | repartition.assert_not_called() | |
643 | compute_trades.assert_called() | |
644 | ||
645 | call = compute_trades.call_args | |
646 | self.assertEqual(market, call[1]["market"]) | |
647 | self.assertEqual(1, call[0][0]["USDT"].value) | |
648 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
649 | self.assertEqual(D("1.01"), call[0][1]["BTC"].value) | |
650 | ||
651 | @mock.patch.object(portfolio.time, "sleep") | |
652 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
653 | def test_follow_orders(self, all_orders, time_mock): | |
654 | for verbose, debug, sleep in [ | |
655 | (True, False, None), (False, False, None), | |
656 | (True, True, None), (True, False, 12), | |
657 | (True, True, 12)]: | |
658 | with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \ | |
659 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
660 | portfolio.TradeStore.debug = debug | |
661 | order_mock1 = mock.Mock() | |
662 | order_mock2 = mock.Mock() | |
663 | order_mock3 = mock.Mock() | |
664 | all_orders.side_effect = [ | |
665 | [order_mock1, order_mock2], | |
666 | [order_mock1, order_mock2], | |
667 | ||
668 | [order_mock1, order_mock3], | |
669 | [order_mock1, order_mock3], | |
670 | ||
671 | [order_mock1, order_mock3], | |
672 | [order_mock1, order_mock3], | |
673 | ||
674 | [] | |
675 | ] | |
676 | ||
677 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
678 | order_mock2.get_status.side_effect = ["open"] | |
679 | order_mock3.get_status.side_effect = ["open", "closed"] | |
680 | ||
681 | order_mock1.trade = mock.Mock() | |
682 | order_mock2.trade = mock.Mock() | |
683 | order_mock3.trade = mock.Mock() | |
684 | ||
685 | helper.follow_orders(verbose=verbose, sleep=sleep) | |
686 | ||
687 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
688 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
689 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
690 | self.assertEqual(3, order_mock1.get_status.call_count) | |
691 | ||
692 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
693 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
694 | self.assertEqual(1, order_mock2.get_status.call_count) | |
695 | ||
696 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
697 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
698 | self.assertEqual(2, order_mock3.get_status.call_count) | |
699 | ||
700 | if sleep is None: | |
701 | if debug: | |
702 | time_mock.assert_called_with(7) | |
703 | else: | |
704 | time_mock.assert_called_with(30) | |
705 | else: | |
706 | time_mock.assert_called_with(sleep) | |
707 | ||
708 | if verbose: | |
709 | self.assertNotEqual("", stdout_mock.getvalue()) | |
710 | else: | |
711 | self.assertEqual("", stdout_mock.getvalue()) | |
712 | ||
713 | @mock.patch.object(portfolio.BalanceStore, "fetch_balances") | |
714 | def test_move_balance(self, fetch_balances): | |
715 | for debug in [True, False]: | |
716 | with self.subTest(debug=debug),\ | |
717 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
718 | value_from = portfolio.Amount("BTC", "1.0") | |
719 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
720 | value_to = portfolio.Amount("BTC", "10.0") | |
721 | trade1 = portfolio.Trade(value_from, value_to, "ETH") | |
722 | ||
723 | value_from = portfolio.Amount("BTC", "0.0") | |
724 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
725 | value_to = portfolio.Amount("BTC", "-3.0") | |
726 | trade2 = portfolio.Trade(value_from, value_to, "ETH") | |
727 | ||
728 | value_from = portfolio.Amount("USDT", "0.0") | |
729 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
730 | value_to = portfolio.Amount("USDT", "-50.0") | |
731 | trade3 = portfolio.Trade(value_from, value_to, "XVG") | |
732 | ||
733 | portfolio.TradeStore.all = [trade1, trade2, trade3] | |
734 | balance1 = portfolio.Balance("BTC", { "margin_free": "0" }) | |
735 | balance2 = portfolio.Balance("USDT", { "margin_free": "100" }) | |
736 | balance3 = portfolio.Balance("ETC", { "margin_free": "10" }) | |
737 | portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
738 | ||
739 | market = mock.Mock() | |
740 | ||
741 | helper.move_balances(market, debug=debug) | |
742 | ||
743 | fetch_balances.assert_called_with(market) | |
744 | if debug: | |
745 | self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance") | |
746 | else: | |
747 | market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
748 | market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange") | |
749 | market.transfer_balance.assert_any_call("ETC", 10, "margin", "exchange") | |
750 | ||
751 | @mock.patch.object(helper, "prepare_trades") | |
752 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
753 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
754 | @mock.patch('sys.stdout', new_callable=StringIO) | |
755 | def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades): | |
756 | market = mock.Mock() | |
757 | portfolio.BalanceStore.all = { | |
758 | "BTC": portfolio.Balance("BTC", { | |
759 | "total": "0.65", | |
760 | "exchange_total":"0.65", | |
761 | "exchange_free": "0.35", | |
762 | "exchange_used": "0.30"}), | |
763 | "ETH": portfolio.Balance("ETH", { | |
764 | "total": 3, | |
765 | "exchange_total": 3, | |
766 | "exchange_free": 3, | |
767 | "exchange_used": 0}), | |
768 | } | |
769 | helper.print_orders(market) | |
770 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
771 | compute_value="average", debug=True) | |
772 | prepare_orders.assert_called_with(compute_value="average") | |
773 | print_all_with_order.assert_called() | |
774 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
775 | ||
776 | @mock.patch.object(helper, "prepare_trades") | |
777 | @mock.patch.object(helper, "follow_orders") | |
778 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
779 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
780 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
781 | @mock.patch('sys.stdout', new_callable=StringIO) | |
782 | def test_process_sell_needed__1_sell(self, stdout_mock, run_orders, | |
783 | print_all_with_order, prepare_orders, follow_orders, | |
784 | prepare_trades): | |
785 | market = mock.Mock() | |
786 | portfolio.BalanceStore.all = { | |
787 | "BTC": portfolio.Balance("BTC", { | |
788 | "total": "0.65", | |
789 | "exchange_total":"0.65", | |
790 | "exchange_free": "0.35", | |
791 | "exchange_used": "0.30"}), | |
792 | "ETH": portfolio.Balance("ETH", { | |
793 | "total": 3, | |
794 | "exchange_total": 3, | |
795 | "exchange_free": 3, | |
796 | "exchange_used": 0}), | |
797 | } | |
798 | helper.process_sell_needed__1_sell(market) | |
799 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
800 | debug=False) | |
801 | prepare_orders.assert_called_with(compute_value="average", | |
802 | only="dispose") | |
803 | print_all_with_order.assert_called() | |
804 | run_orders.assert_called() | |
805 | follow_orders.assert_called() | |
806 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
807 | ||
808 | @mock.patch.object(helper, "update_trades") | |
809 | @mock.patch.object(helper, "follow_orders") | |
810 | @mock.patch.object(helper, "move_balances") | |
811 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
812 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
813 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
814 | @mock.patch('sys.stdout', new_callable=StringIO) | |
815 | def test_process_sell_needed__2_buy(self, stdout_mock, run_orders, | |
816 | print_all_with_order, prepare_orders, move_balances, | |
817 | follow_orders, update_trades): | |
818 | market = mock.Mock() | |
819 | portfolio.BalanceStore.all = { | |
820 | "BTC": portfolio.Balance("BTC", { | |
821 | "total": "0.65", | |
822 | "exchange_total":"0.65", | |
823 | "exchange_free": "0.35", | |
824 | "exchange_used": "0.30"}), | |
825 | "ETH": portfolio.Balance("ETH", { | |
826 | "total": 3, | |
827 | "exchange_total": 3, | |
828 | "exchange_free": 3, | |
829 | "exchange_used": 0}), | |
830 | } | |
831 | helper.process_sell_needed__2_buy(market) | |
832 | update_trades.assert_called_with(market, base_currency="BTC", | |
833 | debug=False, only="acquire") | |
834 | prepare_orders.assert_called_with(compute_value="average", | |
835 | only="acquire") | |
836 | print_all_with_order.assert_called() | |
837 | move_balances.assert_called_with(market, debug=False) | |
838 | run_orders.assert_called() | |
839 | follow_orders.assert_called() | |
840 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
841 | ||
842 | @mock.patch.object(helper, "prepare_trades_to_sell_all") | |
843 | @mock.patch.object(helper, "follow_orders") | |
844 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
845 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
846 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
847 | @mock.patch('sys.stdout', new_callable=StringIO) | |
848 | def test_process_sell_all__1_sell(self, stdout_mock, run_orders, | |
849 | print_all_with_order, prepare_orders, follow_orders, | |
850 | prepare_trades_to_sell_all): | |
851 | market = mock.Mock() | |
852 | portfolio.BalanceStore.all = { | |
853 | "BTC": portfolio.Balance("BTC", { | |
854 | "total": "0.65", | |
855 | "exchange_total":"0.65", | |
856 | "exchange_free": "0.35", | |
857 | "exchange_used": "0.30"}), | |
858 | "ETH": portfolio.Balance("ETH", { | |
859 | "total": 3, | |
860 | "exchange_total": 3, | |
861 | "exchange_free": 3, | |
862 | "exchange_used": 0}), | |
863 | } | |
864 | helper.process_sell_all__1_all_sell(market) | |
865 | prepare_trades_to_sell_all.assert_called_with(market, base_currency="BTC", | |
866 | debug=False) | |
867 | prepare_orders.assert_called_with(compute_value="average") | |
868 | print_all_with_order.assert_called() | |
869 | run_orders.assert_called() | |
870 | follow_orders.assert_called() | |
871 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
872 | ||
873 | @mock.patch.object(helper, "prepare_trades") | |
874 | @mock.patch.object(helper, "follow_orders") | |
875 | @mock.patch.object(helper, "move_balances") | |
876 | @mock.patch.object(portfolio.TradeStore, "prepare_orders") | |
877 | @mock.patch.object(portfolio.TradeStore, "print_all_with_order") | |
878 | @mock.patch.object(portfolio.TradeStore, "run_orders") | |
879 | @mock.patch('sys.stdout', new_callable=StringIO) | |
880 | def test_process_sell_all__2_all_buy(self, stdout_mock, run_orders, | |
881 | print_all_with_order, prepare_orders, move_balances, | |
882 | follow_orders, prepare_trades): | |
883 | market = mock.Mock() | |
884 | portfolio.BalanceStore.all = { | |
885 | "BTC": portfolio.Balance("BTC", { | |
886 | "total": "0.65", | |
887 | "exchange_total":"0.65", | |
888 | "exchange_free": "0.35", | |
889 | "exchange_used": "0.30"}), | |
890 | "ETH": portfolio.Balance("ETH", { | |
891 | "total": 3, | |
892 | "exchange_total": 3, | |
893 | "exchange_free": 3, | |
894 | "exchange_used": 0}), | |
895 | } | |
896 | helper.process_sell_all__2_all_buy(market) | |
897 | prepare_trades.assert_called_with(market, base_currency="BTC", | |
898 | debug=False) | |
899 | prepare_orders.assert_called_with() | |
900 | print_all_with_order.assert_called() | |
901 | move_balances.assert_called_with(market, debug=False) | |
902 | run_orders.assert_called() | |
903 | follow_orders.assert_called() | |
904 | self.assertRegex(stdout_mock.getvalue(), "Balance") | |
905 | ||
906 | ||
907 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
908 | class TradeStoreTest(WebMockTestCase): | |
909 | @mock.patch.object(portfolio.BalanceStore, "currencies") | |
910 | @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching") | |
911 | def test_compute_trades(self, add_trade_if_matching, currencies): | |
912 | currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] | |
913 | ||
914 | values_in_base = { | |
915 | "XMR": portfolio.Amount("BTC", D("0.9")), | |
916 | "DASH": portfolio.Amount("BTC", D("0.4")), | |
917 | "XVG": portfolio.Amount("BTC", D("-0.5")), | |
918 | "BTC": portfolio.Amount("BTC", D("0.5")), | |
919 | } | |
920 | new_repartition = { | |
921 | "DASH": portfolio.Amount("BTC", D("0.5")), | |
922 | "XVG": portfolio.Amount("BTC", D("0.1")), | |
923 | "BTC": portfolio.Amount("BTC", D("0.4")), | |
924 | "ETH": portfolio.Amount("BTC", D("0.3")), | |
925 | } | |
926 | ||
927 | portfolio.TradeStore.compute_trades(values_in_base, | |
928 | new_repartition, only="only", market="market") | |
929 | ||
930 | self.assertEqual(5, add_trade_if_matching.call_count) | |
931 | add_trade_if_matching.assert_any_call( | |
932 | portfolio.Amount("BTC", D("0.9")), | |
933 | portfolio.Amount("BTC", 0), | |
934 | "XMR", only="only", market="market" | |
935 | ) | |
936 | add_trade_if_matching.assert_any_call( | |
937 | portfolio.Amount("BTC", D("0.4")), | |
938 | portfolio.Amount("BTC", D("0.5")), | |
939 | "DASH", only="only", market="market" | |
940 | ) | |
941 | add_trade_if_matching.assert_any_call( | |
942 | portfolio.Amount("BTC", D("-0.5")), | |
943 | portfolio.Amount("BTC", D("0")), | |
944 | "XVG", only="only", market="market" | |
945 | ) | |
946 | add_trade_if_matching.assert_any_call( | |
947 | portfolio.Amount("BTC", D("0")), | |
948 | portfolio.Amount("BTC", D("0.1")), | |
949 | "XVG", only="only", market="market" | |
950 | ) | |
951 | add_trade_if_matching.assert_any_call( | |
952 | portfolio.Amount("BTC", D("0")), | |
953 | portfolio.Amount("BTC", D("0.3")), | |
954 | "ETH", only="only", market="market" | |
955 | ) | |
956 | ||
957 | def test_add_trade_if_matching(self): | |
958 | result = portfolio.TradeStore.add_trade_if_matching( | |
959 | portfolio.Amount("BTC", D("0")), | |
960 | portfolio.Amount("BTC", D("0.3")), | |
961 | "ETH", only="nope", market="market" | |
962 | ) | |
963 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
964 | self.assertEqual(False, result) | |
965 | ||
966 | portfolio.TradeStore.all = [] | |
967 | result = portfolio.TradeStore.add_trade_if_matching( | |
968 | portfolio.Amount("BTC", D("0")), | |
969 | portfolio.Amount("BTC", D("0.3")), | |
970 | "ETH", only=None, market="market" | |
971 | ) | |
972 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
973 | self.assertEqual(True, result) | |
974 | ||
975 | portfolio.TradeStore.all = [] | |
976 | result = portfolio.TradeStore.add_trade_if_matching( | |
977 | portfolio.Amount("BTC", D("0")), | |
978 | portfolio.Amount("BTC", D("0.3")), | |
979 | "ETH", only="acquire", market="market" | |
980 | ) | |
981 | self.assertEqual(1, len(portfolio.TradeStore.all)) | |
982 | self.assertEqual(True, result) | |
983 | ||
984 | portfolio.TradeStore.all = [] | |
985 | result = portfolio.TradeStore.add_trade_if_matching( | |
986 | portfolio.Amount("BTC", D("0")), | |
987 | portfolio.Amount("BTC", D("0.3")), | |
988 | "ETH", only="dispose", market="market" | |
989 | ) | |
990 | self.assertEqual(0, len(portfolio.TradeStore.all)) | |
991 | self.assertEqual(False, result) | |
992 | ||
993 | def test_prepare_orders(self): | |
994 | trade_mock1 = mock.Mock() | |
995 | trade_mock2 = mock.Mock() | |
996 | ||
997 | portfolio.TradeStore.all.append(trade_mock1) | |
998 | portfolio.TradeStore.all.append(trade_mock2) | |
999 | ||
1000 | portfolio.TradeStore.prepare_orders() | |
1001 | trade_mock1.prepare_order.assert_called_with(compute_value="default") | |
1002 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1003 | ||
1004 | portfolio.TradeStore.prepare_orders(compute_value="bla") | |
1005 | trade_mock1.prepare_order.assert_called_with(compute_value="bla") | |
1006 | trade_mock2.prepare_order.assert_called_with(compute_value="bla") | |
1007 | ||
1008 | trade_mock1.prepare_order.reset_mock() | |
1009 | trade_mock2.prepare_order.reset_mock() | |
1010 | ||
1011 | trade_mock1.action = "foo" | |
1012 | trade_mock2.action = "bar" | |
1013 | portfolio.TradeStore.prepare_orders(only="bar") | |
1014 | trade_mock1.prepare_order.assert_not_called() | |
1015 | trade_mock2.prepare_order.assert_called_with(compute_value="default") | |
1016 | ||
1017 | def test_print_all_with_order(self): | |
1018 | trade_mock1 = mock.Mock() | |
1019 | trade_mock2 = mock.Mock() | |
1020 | trade_mock3 = mock.Mock() | |
1021 | portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3] | |
1022 | ||
1023 | portfolio.TradeStore.print_all_with_order() | |
1024 | ||
1025 | trade_mock1.print_with_order.assert_called() | |
1026 | trade_mock2.print_with_order.assert_called() | |
1027 | trade_mock3.print_with_order.assert_called() | |
1028 | ||
1029 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
1030 | def test_run_orders(self, all_orders): | |
1031 | order_mock1 = mock.Mock() | |
1032 | order_mock2 = mock.Mock() | |
1033 | order_mock3 = mock.Mock() | |
1034 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1035 | portfolio.TradeStore.run_orders() | |
1036 | all_orders.assert_called_with(state="pending") | |
1037 | ||
1038 | order_mock1.run.assert_called() | |
1039 | order_mock2.run.assert_called() | |
1040 | order_mock3.run.assert_called() | |
1041 | ||
1042 | def test_all_orders(self): | |
1043 | trade_mock1 = mock.Mock() | |
1044 | trade_mock2 = mock.Mock() | |
1045 | ||
1046 | order_mock1 = mock.Mock() | |
1047 | order_mock2 = mock.Mock() | |
1048 | order_mock3 = mock.Mock() | |
1049 | ||
1050 | trade_mock1.orders = [order_mock1, order_mock2] | |
1051 | trade_mock2.orders = [order_mock3] | |
1052 | ||
1053 | order_mock1.status = "pending" | |
1054 | order_mock2.status = "open" | |
1055 | order_mock3.status = "open" | |
1056 | ||
1057 | portfolio.TradeStore.all.append(trade_mock1) | |
1058 | portfolio.TradeStore.all.append(trade_mock2) | |
1059 | ||
1060 | orders = portfolio.TradeStore.all_orders() | |
1061 | self.assertEqual(3, len(orders)) | |
1062 | ||
1063 | open_orders = portfolio.TradeStore.all_orders(state="open") | |
1064 | self.assertEqual(2, len(open_orders)) | |
1065 | self.assertEqual([order_mock2, order_mock3], open_orders) | |
1066 | ||
1067 | @mock.patch.object(portfolio.TradeStore, "all_orders") | |
1068 | def test_update_all_orders_status(self, all_orders): | |
1069 | order_mock1 = mock.Mock() | |
1070 | order_mock2 = mock.Mock() | |
1071 | order_mock3 = mock.Mock() | |
1072 | all_orders.return_value = [order_mock1, order_mock2, order_mock3] | |
1073 | portfolio.TradeStore.update_all_orders_status() | |
1074 | all_orders.assert_called_with(state="open") | |
1075 | ||
1076 | order_mock1.get_status.assert_called() | |
1077 | order_mock2.get_status.assert_called() | |
1078 | order_mock3.get_status.assert_called() | |
1079 | ||
1080 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1081 | class BalanceStoreTest(WebMockTestCase): | |
1082 | def setUp(self): | |
1083 | super(BalanceStoreTest, self).setUp() | |
1084 | ||
1085 | self.fetch_balance = { | |
1086 | "ETC": { | |
1087 | "exchange_free": 0, | |
1088 | "exchange_used": 0, | |
1089 | "exchange_total": 0, | |
1090 | "margin_total": 0, | |
1091 | }, | |
1092 | "USDT": { | |
1093 | "exchange_free": D("6.0"), | |
1094 | "exchange_used": D("1.2"), | |
1095 | "exchange_total": D("7.2"), | |
1096 | "margin_total": 0, | |
1097 | }, | |
1098 | "XVG": { | |
1099 | "exchange_free": 16, | |
1100 | "exchange_used": 0, | |
1101 | "exchange_total": 16, | |
1102 | "margin_total": 0, | |
1103 | }, | |
1104 | "XMR": { | |
1105 | "exchange_free": 0, | |
1106 | "exchange_used": 0, | |
1107 | "exchange_total": 0, | |
1108 | "margin_total": D("-1.0"), | |
1109 | "margin_free": 0, | |
1110 | }, | |
1111 | } | |
1112 | ||
1113 | @mock.patch.object(helper, "get_ticker") | |
1114 | def test_in_currency(self, get_ticker): | |
1115 | portfolio.BalanceStore.all = { | |
1116 | "BTC": portfolio.Balance("BTC", { | |
1117 | "total": "0.65", | |
1118 | "exchange_total":"0.65", | |
1119 | "exchange_free": "0.35", | |
1120 | "exchange_used": "0.30"}), | |
1121 | "ETH": portfolio.Balance("ETH", { | |
1122 | "total": 3, | |
1123 | "exchange_total": 3, | |
1124 | "exchange_free": 3, | |
1125 | "exchange_used": 0}), | |
1126 | } | |
1127 | market = mock.Mock() | |
1128 | get_ticker.return_value = { | |
1129 | "bid": D("0.09"), | |
1130 | "ask": D("0.11"), | |
1131 | "average": D("0.1"), | |
1132 | } | |
1133 | ||
1134 | amounts = portfolio.BalanceStore.in_currency("BTC", market) | |
1135 | self.assertEqual("BTC", amounts["ETH"].currency) | |
1136 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1137 | self.assertEqual(D("0.30"), amounts["ETH"].value) | |
1138 | ||
1139 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid") | |
1140 | self.assertEqual(D("0.65"), amounts["BTC"].value) | |
1141 | self.assertEqual(D("0.27"), amounts["ETH"].value) | |
1142 | ||
1143 | amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used") | |
1144 | self.assertEqual(D("0.30"), amounts["BTC"].value) | |
1145 | self.assertEqual(0, amounts["ETH"].value) | |
1146 | ||
1147 | def test_fetch_balances(self): | |
1148 | market = mock.Mock() | |
1149 | market.fetch_all_balances.return_value = self.fetch_balance | |
1150 | ||
1151 | portfolio.BalanceStore.fetch_balances(market) | |
1152 | self.assertNotIn("ETC", portfolio.BalanceStore.currencies()) | |
1153 | self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies())) | |
1154 | ||
1155 | portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", { | |
1156 | "exchange_total": "1", "exchange_free": "0", | |
1157 | "exchange_used": "1" }) | |
1158 | portfolio.BalanceStore.fetch_balances(market) | |
1159 | self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total) | |
1160 | self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies())) | |
1161 | ||
1162 | @mock.patch.object(portfolio.Portfolio, "repartition") | |
1163 | def test_dispatch_assets(self, repartition): | |
1164 | market = mock.Mock() | |
1165 | market.fetch_all_balances.return_value = self.fetch_balance | |
1166 | portfolio.BalanceStore.fetch_balances(market) | |
1167 | ||
1168 | self.assertNotIn("XEM", portfolio.BalanceStore.currencies()) | |
1169 | ||
1170 | repartition.return_value = { | |
1171 | "XEM": (D("0.75"), "long"), | |
1172 | "BTC": (D("0.26"), "long"), | |
1173 | "DASH": (D("0.10"), "short"), | |
1174 | } | |
1175 | ||
1176 | amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1")) | |
1177 | self.assertIn("XEM", portfolio.BalanceStore.currencies()) | |
1178 | self.assertEqual(D("2.6"), amounts["BTC"].value) | |
1179 | self.assertEqual(D("7.5"), amounts["XEM"].value) | |
1180 | self.assertEqual(D("-1.0"), amounts["DASH"].value) | |
1181 | ||
1182 | def test_currencies(self): | |
1183 | portfolio.BalanceStore.all = { | |
1184 | "BTC": portfolio.Balance("BTC", { | |
1185 | "total": "0.65", | |
1186 | "exchange_total":"0.65", | |
1187 | "exchange_free": "0.35", | |
1188 | "exchange_used": "0.30"}), | |
1189 | "ETH": portfolio.Balance("ETH", { | |
1190 | "total": 3, | |
1191 | "exchange_total": 3, | |
1192 | "exchange_free": 3, | |
1193 | "exchange_used": 0}), | |
1194 | } | |
1195 | self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies())) | |
1196 | ||
1197 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1198 | class ComputationTest(WebMockTestCase): | |
1199 | def test_compute_value(self): | |
1200 | compute = mock.Mock() | |
1201 | portfolio.Computation.compute_value("foo", "buy", compute_value=compute) | |
1202 | compute.assert_called_with("foo", "ask") | |
1203 | ||
1204 | compute.reset_mock() | |
1205 | portfolio.Computation.compute_value("foo", "sell", compute_value=compute) | |
1206 | compute.assert_called_with("foo", "bid") | |
1207 | ||
1208 | compute.reset_mock() | |
1209 | portfolio.Computation.compute_value("foo", "ask", compute_value=compute) | |
1210 | compute.assert_called_with("foo", "ask") | |
1211 | ||
1212 | compute.reset_mock() | |
1213 | portfolio.Computation.compute_value("foo", "bid", compute_value=compute) | |
1214 | compute.assert_called_with("foo", "bid") | |
1215 | ||
1216 | compute.reset_mock() | |
1217 | portfolio.Computation.computations["test"] = compute | |
1218 | portfolio.Computation.compute_value("foo", "bid", compute_value="test") | |
1219 | compute.assert_called_with("foo", "bid") | |
1220 | ||
1221 | ||
1222 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1223 | class TradeTest(WebMockTestCase): | |
1224 | ||
1225 | def test_values_assertion(self): | |
1226 | value_from = portfolio.Amount("BTC", "1.0") | |
1227 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1228 | value_to = portfolio.Amount("BTC", "1.0") | |
1229 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1230 | self.assertEqual("BTC", trade.base_currency) | |
1231 | self.assertEqual("ETH", trade.currency) | |
1232 | ||
1233 | with self.assertRaises(AssertionError): | |
1234 | portfolio.Trade(value_from, value_to, "ETC") | |
1235 | with self.assertRaises(AssertionError): | |
1236 | value_from.linked_to = None | |
1237 | portfolio.Trade(value_from, value_to, "ETH") | |
1238 | with self.assertRaises(AssertionError): | |
1239 | value_from.currency = "ETH" | |
1240 | portfolio.Trade(value_from, value_to, "ETH") | |
1241 | ||
1242 | value_from = portfolio.Amount("BTC", 0) | |
1243 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1244 | self.assertEqual(0, trade.value_from.linked_to) | |
1245 | ||
1246 | def test_action(self): | |
1247 | value_from = portfolio.Amount("BTC", "1.0") | |
1248 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1249 | value_to = portfolio.Amount("BTC", "1.0") | |
1250 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1251 | ||
1252 | self.assertIsNone(trade.action) | |
1253 | ||
1254 | value_from = portfolio.Amount("BTC", "1.0") | |
1255 | value_from.linked_to = portfolio.Amount("BTC", "1.0") | |
1256 | value_to = portfolio.Amount("BTC", "2.0") | |
1257 | trade = portfolio.Trade(value_from, value_to, "BTC") | |
1258 | ||
1259 | self.assertIsNone(trade.action) | |
1260 | ||
1261 | value_from = portfolio.Amount("BTC", "0.5") | |
1262 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1263 | value_to = portfolio.Amount("BTC", "1.0") | |
1264 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1265 | ||
1266 | self.assertEqual("acquire", trade.action) | |
1267 | ||
1268 | value_from = portfolio.Amount("BTC", "0") | |
1269 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1270 | value_to = portfolio.Amount("BTC", "-1.0") | |
1271 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1272 | ||
1273 | self.assertEqual("acquire", trade.action) | |
1274 | ||
1275 | def test_order_action(self): | |
1276 | value_from = portfolio.Amount("BTC", "0.5") | |
1277 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1278 | value_to = portfolio.Amount("BTC", "1.0") | |
1279 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1280 | ||
1281 | self.assertEqual("buy", trade.order_action(False)) | |
1282 | self.assertEqual("sell", trade.order_action(True)) | |
1283 | ||
1284 | value_from = portfolio.Amount("BTC", "0") | |
1285 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1286 | value_to = portfolio.Amount("BTC", "-1.0") | |
1287 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1288 | ||
1289 | self.assertEqual("sell", trade.order_action(False)) | |
1290 | self.assertEqual("buy", trade.order_action(True)) | |
1291 | ||
1292 | def test_trade_type(self): | |
1293 | value_from = portfolio.Amount("BTC", "0.5") | |
1294 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1295 | value_to = portfolio.Amount("BTC", "1.0") | |
1296 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1297 | ||
1298 | self.assertEqual("long", trade.trade_type) | |
1299 | ||
1300 | value_from = portfolio.Amount("BTC", "0") | |
1301 | value_from.linked_to = portfolio.Amount("ETH", "0") | |
1302 | value_to = portfolio.Amount("BTC", "-1.0") | |
1303 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1304 | ||
1305 | self.assertEqual("short", trade.trade_type) | |
1306 | ||
1307 | def test_filled_amount(self): | |
1308 | value_from = portfolio.Amount("BTC", "0.5") | |
1309 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1310 | value_to = portfolio.Amount("BTC", "1.0") | |
1311 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1312 | ||
1313 | order1 = mock.Mock() | |
1314 | order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") | |
1315 | ||
1316 | order2 = mock.Mock() | |
1317 | order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") | |
1318 | trade.orders.append(order1) | |
1319 | trade.orders.append(order2) | |
1320 | ||
1321 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) | |
1322 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1323 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1324 | ||
1325 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) | |
1326 | order1.filled_amount.assert_called_with(in_base_currency=False) | |
1327 | order2.filled_amount.assert_called_with(in_base_currency=False) | |
1328 | ||
1329 | self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) | |
1330 | order1.filled_amount.assert_called_with(in_base_currency=True) | |
1331 | order2.filled_amount.assert_called_with(in_base_currency=True) | |
1332 | ||
1333 | @mock.patch.object(helper, "get_ticker") | |
1334 | @mock.patch.object(portfolio.Computation, "compute_value") | |
1335 | @mock.patch.object(portfolio.Trade, "filled_amount") | |
1336 | @mock.patch.object(portfolio, "Order") | |
1337 | def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker): | |
1338 | Order.return_value = "Order" | |
1339 | ||
1340 | with self.subTest(desc="Nothing to do"): | |
1341 | value_from = portfolio.Amount("BTC", "10") | |
1342 | value_from.rate = D("0.1") | |
1343 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1344 | value_to = portfolio.Amount("BTC", "10") | |
1345 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1346 | ||
1347 | trade.prepare_order() | |
1348 | ||
1349 | filled_amount.assert_not_called() | |
1350 | compute_value.assert_not_called() | |
1351 | self.assertEqual(0, len(trade.orders)) | |
1352 | Order.assert_not_called() | |
1353 | ||
1354 | get_ticker.return_value = { "inverted": False } | |
1355 | with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1356 | filled_amount.return_value = portfolio.Amount("FOO", "100") | |
1357 | compute_value.return_value = D("0.125") | |
1358 | ||
1359 | value_from = portfolio.Amount("BTC", "10") | |
1360 | value_from.rate = D("0.1") | |
1361 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1362 | value_to = portfolio.Amount("BTC", "0") | |
1363 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1364 | ||
1365 | trade.prepare_order() | |
1366 | ||
1367 | filled_amount.assert_called_with(in_base_currency=False) | |
1368 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1369 | self.assertEqual(0, len(trade.orders)) | |
1370 | self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ") | |
1371 | Order.assert_not_called() | |
1372 | ||
1373 | with self.subTest(action="dispose", inverted=False): | |
1374 | filled_amount.return_value = portfolio.Amount("FOO", "60") | |
1375 | compute_value.return_value = D("0.125") | |
1376 | ||
1377 | value_from = portfolio.Amount("BTC", "10") | |
1378 | value_from.rate = D("0.1") | |
1379 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1380 | value_to = portfolio.Amount("BTC", "1") | |
1381 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1382 | ||
1383 | trade.prepare_order() | |
1384 | ||
1385 | filled_amount.assert_called_with(in_base_currency=False) | |
1386 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1387 | self.assertEqual(1, len(trade.orders)) | |
1388 | Order.assert_called_with("sell", portfolio.Amount("FOO", 30), | |
1389 | D("0.125"), "BTC", "long", "market", | |
1390 | trade, close_if_possible=False) | |
1391 | ||
1392 | with self.subTest(action="acquire", inverted=False): | |
1393 | filled_amount.return_value = portfolio.Amount("BTC", "3") | |
1394 | compute_value.return_value = D("0.125") | |
1395 | ||
1396 | value_from = portfolio.Amount("BTC", "1") | |
1397 | value_from.rate = D("0.1") | |
1398 | value_from.linked_to = portfolio.Amount("FOO", "10") | |
1399 | value_to = portfolio.Amount("BTC", "10") | |
1400 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1401 | ||
1402 | trade.prepare_order() | |
1403 | ||
1404 | filled_amount.assert_called_with(in_base_currency=True) | |
1405 | compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default") | |
1406 | self.assertEqual(1, len(trade.orders)) | |
1407 | ||
1408 | Order.assert_called_with("buy", portfolio.Amount("FOO", 48), | |
1409 | D("0.125"), "BTC", "long", "market", | |
1410 | trade, close_if_possible=False) | |
1411 | ||
1412 | with self.subTest(close_if_possible=True): | |
1413 | filled_amount.return_value = portfolio.Amount("FOO", "0") | |
1414 | compute_value.return_value = D("0.125") | |
1415 | ||
1416 | value_from = portfolio.Amount("BTC", "10") | |
1417 | value_from.rate = D("0.1") | |
1418 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1419 | value_to = portfolio.Amount("BTC", "0") | |
1420 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1421 | ||
1422 | trade.prepare_order() | |
1423 | ||
1424 | filled_amount.assert_called_with(in_base_currency=False) | |
1425 | compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default") | |
1426 | self.assertEqual(1, len(trade.orders)) | |
1427 | Order.assert_called_with("sell", portfolio.Amount("FOO", 100), | |
1428 | D("0.125"), "BTC", "long", "market", | |
1429 | trade, close_if_possible=True) | |
1430 | ||
1431 | get_ticker.return_value = { "inverted": True, "original": {} } | |
1432 | with self.subTest(action="dispose", inverted=True): | |
1433 | filled_amount.return_value = portfolio.Amount("FOO", "300") | |
1434 | compute_value.return_value = D("125") | |
1435 | ||
1436 | value_from = portfolio.Amount("BTC", "10") | |
1437 | value_from.rate = D("0.01") | |
1438 | value_from.linked_to = portfolio.Amount("FOO", "1000") | |
1439 | value_to = portfolio.Amount("BTC", "1") | |
1440 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1441 | ||
1442 | trade.prepare_order(compute_value="foo") | |
1443 | ||
1444 | filled_amount.assert_called_with(in_base_currency=True) | |
1445 | compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo") | |
1446 | self.assertEqual(1, len(trade.orders)) | |
1447 | Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), | |
1448 | D("125"), "FOO", "long", "market", | |
1449 | trade, close_if_possible=False) | |
1450 | ||
1451 | with self.subTest(action="acquire", inverted=True): | |
1452 | filled_amount.return_value = portfolio.Amount("BTC", "4") | |
1453 | compute_value.return_value = D("125") | |
1454 | ||
1455 | value_from = portfolio.Amount("BTC", "1") | |
1456 | value_from.rate = D("0.01") | |
1457 | value_from.linked_to = portfolio.Amount("FOO", "100") | |
1458 | value_to = portfolio.Amount("BTC", "10") | |
1459 | trade = portfolio.Trade(value_from, value_to, "FOO", market="market") | |
1460 | ||
1461 | trade.prepare_order(compute_value="foo") | |
1462 | ||
1463 | filled_amount.assert_called_with(in_base_currency=False) | |
1464 | compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo") | |
1465 | self.assertEqual(1, len(trade.orders)) | |
1466 | Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), | |
1467 | D("125"), "FOO", "long", "market", | |
1468 | trade, close_if_possible=False) | |
1469 | ||
1470 | ||
1471 | @mock.patch.object(portfolio.Trade, "prepare_order") | |
1472 | def test_update_order(self, prepare_order): | |
1473 | order_mock = mock.Mock() | |
1474 | new_order_mock = mock.Mock() | |
1475 | ||
1476 | value_from = portfolio.Amount("BTC", "0.5") | |
1477 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1478 | value_to = portfolio.Amount("BTC", "1.0") | |
1479 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1480 | prepare_order.return_value = new_order_mock | |
1481 | ||
1482 | for i in [0, 1, 3, 4, 6]: | |
1483 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1484 | trade.update_order(order_mock, i) | |
1485 | order_mock.cancel.assert_not_called() | |
1486 | new_order_mock.run.assert_not_called() | |
1487 | self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i)) | |
1488 | ||
1489 | order_mock.reset_mock() | |
1490 | new_order_mock.reset_mock() | |
1491 | trade.orders = [] | |
1492 | ||
1493 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1494 | trade.update_order(order_mock, 2) | |
1495 | order_mock.cancel.assert_called() | |
1496 | new_order_mock.run.assert_called() | |
1497 | prepare_order.assert_called() | |
1498 | self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting") | |
1499 | ||
1500 | order_mock.reset_mock() | |
1501 | new_order_mock.reset_mock() | |
1502 | trade.orders = [] | |
1503 | ||
1504 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1505 | trade.update_order(order_mock, 5) | |
1506 | order_mock.cancel.assert_called() | |
1507 | new_order_mock.run.assert_called() | |
1508 | prepare_order.assert_called() | |
1509 | self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting") | |
1510 | ||
1511 | order_mock.reset_mock() | |
1512 | new_order_mock.reset_mock() | |
1513 | trade.orders = [] | |
1514 | ||
1515 | with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1516 | trade.update_order(order_mock, 7) | |
1517 | order_mock.cancel.assert_called() | |
1518 | new_order_mock.run.assert_called() | |
1519 | prepare_order.assert_called_with(compute_value="default") | |
1520 | self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value") | |
1521 | self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to") | |
1522 | ||
1523 | order_mock.reset_mock() | |
1524 | new_order_mock.reset_mock() | |
1525 | trade.orders = [] | |
1526 | ||
1527 | for i in [10, 13, 16]: | |
1528 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1529 | trade.update_order(order_mock, i) | |
1530 | order_mock.cancel.assert_called() | |
1531 | new_order_mock.run.assert_called() | |
1532 | prepare_order.assert_called_with(compute_value="default") | |
1533 | self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i)) | |
1534 | self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i)) | |
1535 | ||
1536 | order_mock.reset_mock() | |
1537 | new_order_mock.reset_mock() | |
1538 | trade.orders = [] | |
1539 | ||
1540 | for i in [8, 9, 11, 12]: | |
1541 | with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1542 | trade.update_order(order_mock, i) | |
1543 | order_mock.cancel.assert_not_called() | |
1544 | new_order_mock.run.assert_not_called() | |
1545 | self.assertEqual("", stdout_mock.getvalue()) | |
1546 | ||
1547 | order_mock.reset_mock() | |
1548 | new_order_mock.reset_mock() | |
1549 | trade.orders = [] | |
1550 | ||
1551 | ||
1552 | @mock.patch('sys.stdout', new_callable=StringIO) | |
1553 | def test_print_with_order(self, mock_stdout): | |
1554 | value_from = portfolio.Amount("BTC", "0.5") | |
1555 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1556 | value_to = portfolio.Amount("BTC", "1.0") | |
1557 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1558 | ||
1559 | order_mock1 = mock.Mock() | |
1560 | order_mock1.__repr__ = mock.Mock() | |
1561 | order_mock1.__repr__.return_value = "Mock 1" | |
1562 | order_mock2 = mock.Mock() | |
1563 | order_mock2.__repr__ = mock.Mock() | |
1564 | order_mock2.__repr__.return_value = "Mock 2" | |
1565 | trade.orders.append(order_mock1) | |
1566 | trade.orders.append(order_mock2) | |
1567 | ||
1568 | trade.print_with_order() | |
1569 | ||
1570 | out = mock_stdout.getvalue().split("\n") | |
1571 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0]) | |
1572 | self.assertEqual("\tMock 1", out[1]) | |
1573 | self.assertEqual("\tMock 2", out[2]) | |
1574 | ||
1575 | def test__repr(self): | |
1576 | value_from = portfolio.Amount("BTC", "0.5") | |
1577 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
1578 | value_to = portfolio.Amount("BTC", "1.0") | |
1579 | trade = portfolio.Trade(value_from, value_to, "ETH") | |
1580 | ||
1581 | self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) | |
1582 | ||
1583 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1584 | class OrderTest(WebMockTestCase): | |
1585 | def test_values(self): | |
1586 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1587 | D("0.1"), "BTC", "long", "market", "trade") | |
1588 | self.assertEqual("buy", order.action) | |
1589 | self.assertEqual(10, order.amount.value) | |
1590 | self.assertEqual("ETH", order.amount.currency) | |
1591 | self.assertEqual(D("0.1"), order.rate) | |
1592 | self.assertEqual("BTC", order.base_currency) | |
1593 | self.assertEqual("market", order.market) | |
1594 | self.assertEqual("long", order.trade_type) | |
1595 | self.assertEqual("pending", order.status) | |
1596 | self.assertEqual("trade", order.trade) | |
1597 | self.assertIsNone(order.id) | |
1598 | self.assertFalse(order.close_if_possible) | |
1599 | ||
1600 | def test__repr(self): | |
1601 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1602 | D("0.1"), "BTC", "long", "market", "trade") | |
1603 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) | |
1604 | ||
1605 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1606 | D("0.1"), "BTC", "long", "market", "trade", | |
1607 | close_if_possible=True) | |
1608 | self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) | |
1609 | ||
1610 | def test_account(self): | |
1611 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1612 | D("0.1"), "BTC", "long", "market", "trade") | |
1613 | self.assertEqual("exchange", order.account) | |
1614 | ||
1615 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1616 | D("0.1"), "BTC", "short", "market", "trade") | |
1617 | self.assertEqual("margin", order.account) | |
1618 | ||
1619 | def test_pending(self): | |
1620 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1621 | D("0.1"), "BTC", "long", "market", "trade") | |
1622 | self.assertTrue(order.pending) | |
1623 | order.status = "open" | |
1624 | self.assertFalse(order.pending) | |
1625 | ||
1626 | def test_open(self): | |
1627 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1628 | D("0.1"), "BTC", "long", "market", "trade") | |
1629 | self.assertFalse(order.open) | |
1630 | order.status = "open" | |
1631 | self.assertTrue(order.open) | |
1632 | ||
1633 | def test_finished(self): | |
1634 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1635 | D("0.1"), "BTC", "long", "market", "trade") | |
1636 | self.assertFalse(order.finished) | |
1637 | order.status = "closed" | |
1638 | self.assertTrue(order.finished) | |
1639 | order.status = "canceled" | |
1640 | self.assertTrue(order.finished) | |
1641 | order.status = "error" | |
1642 | self.assertTrue(order.finished) | |
1643 | ||
1644 | @mock.patch.object(portfolio.Order, "fetch") | |
1645 | def test_cancel(self, fetch): | |
1646 | market = mock.Mock() | |
1647 | portfolio.TradeStore.debug = True | |
1648 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1649 | D("0.1"), "BTC", "long", market, "trade") | |
1650 | order.status = "open" | |
1651 | ||
1652 | order.cancel() | |
1653 | market.cancel_order.assert_not_called() | |
1654 | self.assertEqual("canceled", order.status) | |
1655 | ||
1656 | portfolio.TradeStore.debug = False | |
1657 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1658 | D("0.1"), "BTC", "long", market, "trade") | |
1659 | order.status = "open" | |
1660 | order.id = 42 | |
1661 | ||
1662 | order.cancel() | |
1663 | market.cancel_order.assert_called_with(42) | |
1664 | fetch.assert_called_once() | |
1665 | ||
1666 | def test_dust_amount_remaining(self): | |
1667 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1668 | D("0.1"), "BTC", "long", "market", "trade") | |
1669 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) | |
1670 | self.assertFalse(order.dust_amount_remaining()) | |
1671 | ||
1672 | order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) | |
1673 | self.assertTrue(order.dust_amount_remaining()) | |
1674 | ||
1675 | @mock.patch.object(portfolio.Order, "fetch") | |
1676 | @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) | |
1677 | def test_remaining_amount(self, filled_amount, fetch): | |
1678 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1679 | D("0.1"), "BTC", "long", "market", "trade") | |
1680 | ||
1681 | self.assertEqual(9, order.remaining_amount().value) | |
1682 | order.fetch.assert_not_called() | |
1683 | ||
1684 | order.status = "open" | |
1685 | self.assertEqual(9, order.remaining_amount().value) | |
1686 | fetch.assert_called_once() | |
1687 | ||
1688 | @mock.patch.object(portfolio.Order, "fetch") | |
1689 | def test_filled_amount(self, fetch): | |
1690 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1691 | D("0.1"), "BTC", "long", "market", "trade") | |
1692 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1693 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1694 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1695 | "amount": "3", "total": "0.3" | |
1696 | })) | |
1697 | order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { | |
1698 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
1699 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
1700 | "amount": "2", "total": "0.4" | |
1701 | })) | |
1702 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) | |
1703 | fetch.assert_not_called() | |
1704 | order.status = "open" | |
1705 | self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) | |
1706 | fetch.assert_called_once() | |
1707 | self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) | |
1708 | ||
1709 | def test_fetch_mouvements(self): | |
1710 | market = mock.Mock() | |
1711 | market.privatePostReturnOrderTrades.return_value = [ | |
1712 | { | |
1713 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1714 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1715 | "amount": "3", "total": "0.3" | |
1716 | }, | |
1717 | { | |
1718 | "tradeID": 43, "type": "buy", "fee": "0.0015", | |
1719 | "date": "2017-12-30 13:00:12", "rate": "0.2", | |
1720 | "amount": "2", "total": "0.4" | |
1721 | } | |
1722 | ] | |
1723 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1724 | D("0.1"), "BTC", "long", market, "trade") | |
1725 | order.id = 12 | |
1726 | order.mouvements = ["Foo", "Bar", "Baz"] | |
1727 | ||
1728 | order.fetch_mouvements() | |
1729 | ||
1730 | market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) | |
1731 | self.assertEqual(2, len(order.mouvements)) | |
1732 | self.assertEqual(42, order.mouvements[0].id) | |
1733 | self.assertEqual(43, order.mouvements[1].id) | |
1734 | ||
1735 | market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError | |
1736 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1737 | D("0.1"), "BTC", "long", market, "trade") | |
1738 | order.fetch_mouvements() | |
1739 | self.assertEqual(0, len(order.mouvements)) | |
1740 | ||
1741 | def test_mark_finished_order(self): | |
1742 | market = mock.Mock() | |
1743 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1744 | D("0.1"), "BTC", "short", market, "trade", | |
1745 | close_if_possible=True) | |
1746 | order.status = "closed" | |
1747 | portfolio.TradeStore.debug = False | |
1748 | ||
1749 | order.mark_finished_order() | |
1750 | market.close_margin_position.assert_called_with("ETH", "BTC") | |
1751 | market.close_margin_position.reset_mock() | |
1752 | ||
1753 | order.status = "open" | |
1754 | order.mark_finished_order() | |
1755 | market.close_margin_position.assert_not_called() | |
1756 | ||
1757 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1758 | D("0.1"), "BTC", "short", market, "trade", | |
1759 | close_if_possible=False) | |
1760 | order.status = "closed" | |
1761 | order.mark_finished_order() | |
1762 | market.close_margin_position.assert_not_called() | |
1763 | ||
1764 | order = portfolio.Order("sell", portfolio.Amount("ETH", 10), | |
1765 | D("0.1"), "BTC", "short", market, "trade", | |
1766 | close_if_possible=True) | |
1767 | order.status = "closed" | |
1768 | order.mark_finished_order() | |
1769 | market.close_margin_position.assert_not_called() | |
1770 | ||
1771 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1772 | D("0.1"), "BTC", "long", market, "trade", | |
1773 | close_if_possible=True) | |
1774 | order.status = "closed" | |
1775 | order.mark_finished_order() | |
1776 | market.close_margin_position.assert_not_called() | |
1777 | ||
1778 | portfolio.TradeStore.debug = True | |
1779 | ||
1780 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1781 | D("0.1"), "BTC", "short", market, "trade", | |
1782 | close_if_possible=True) | |
1783 | order.status = "closed" | |
1784 | ||
1785 | order.mark_finished_order() | |
1786 | market.close_margin_position.assert_not_called() | |
1787 | ||
1788 | @mock.patch.object(portfolio.Order, "fetch_mouvements") | |
1789 | def test_fetch(self, fetch_mouvements): | |
1790 | time = self.time.time() | |
1791 | with mock.patch.object(portfolio.time, "time") as time_mock: | |
1792 | market = mock.Mock() | |
1793 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1794 | D("0.1"), "BTC", "long", market, "trade") | |
1795 | order.id = 45 | |
1796 | with self.subTest(debug=True): | |
1797 | portfolio.TradeStore.debug = True | |
1798 | order.fetch() | |
1799 | time_mock.assert_not_called() | |
1800 | order.fetch(force=True) | |
1801 | time_mock.assert_not_called() | |
1802 | market.fetch_order.assert_not_called() | |
1803 | fetch_mouvements.assert_not_called() | |
1804 | self.assertIsNone(order.fetch_cache_timestamp) | |
1805 | ||
1806 | with self.subTest(debug=False): | |
1807 | portfolio.TradeStore.debug = False | |
1808 | time_mock.return_value = time | |
1809 | market.fetch_order.return_value = { | |
1810 | "status": "foo", | |
1811 | "datetime": "timestamp" | |
1812 | } | |
1813 | order.fetch() | |
1814 | ||
1815 | market.fetch_order.assert_called_once() | |
1816 | fetch_mouvements.assert_called_once() | |
1817 | self.assertEqual("foo", order.status) | |
1818 | self.assertEqual("timestamp", order.timestamp) | |
1819 | self.assertEqual(time, order.fetch_cache_timestamp) | |
1820 | self.assertEqual(1, len(order.results)) | |
1821 | ||
1822 | market.fetch_order.reset_mock() | |
1823 | fetch_mouvements.reset_mock() | |
1824 | ||
1825 | time_mock.return_value = time + 8 | |
1826 | order.fetch() | |
1827 | market.fetch_order.assert_not_called() | |
1828 | fetch_mouvements.assert_not_called() | |
1829 | ||
1830 | order.fetch(force=True) | |
1831 | market.fetch_order.assert_called_once() | |
1832 | fetch_mouvements.assert_called_once() | |
1833 | ||
1834 | market.fetch_order.reset_mock() | |
1835 | fetch_mouvements.reset_mock() | |
1836 | ||
1837 | time_mock.return_value = time + 19 | |
1838 | order.fetch() | |
1839 | market.fetch_order.assert_called_once() | |
1840 | fetch_mouvements.assert_called_once() | |
1841 | ||
1842 | @mock.patch.object(portfolio.Order, "fetch") | |
1843 | @mock.patch.object(portfolio.Order, "mark_finished_order") | |
1844 | def test_get_status(self, mark_finished_order, fetch): | |
1845 | with self.subTest(debug=True): | |
1846 | portfolio.TradeStore.debug = True | |
1847 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1848 | D("0.1"), "BTC", "long", "market", "trade") | |
1849 | self.assertEqual("pending", order.get_status()) | |
1850 | fetch.assert_not_called() | |
1851 | ||
1852 | with self.subTest(debug=False, finished=False): | |
1853 | portfolio.TradeStore.debug = False | |
1854 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1855 | D("0.1"), "BTC", "long", "market", "trade") | |
1856 | def _fetch(order): | |
1857 | def update_status(): | |
1858 | order.status = "open" | |
1859 | return update_status | |
1860 | fetch.side_effect = _fetch(order) | |
1861 | self.assertEqual("open", order.get_status()) | |
1862 | mark_finished_order.assert_not_called() | |
1863 | fetch.assert_called_once() | |
1864 | ||
1865 | mark_finished_order.reset_mock() | |
1866 | fetch.reset_mock() | |
1867 | with self.subTest(debug=False, finished=True): | |
1868 | portfolio.TradeStore.debug = False | |
1869 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1870 | D("0.1"), "BTC", "long", "market", "trade") | |
1871 | def _fetch(order): | |
1872 | def update_status(): | |
1873 | order.status = "closed" | |
1874 | return update_status | |
1875 | fetch.side_effect = _fetch(order) | |
1876 | self.assertEqual("closed", order.get_status()) | |
1877 | mark_finished_order.assert_called_once() | |
1878 | fetch.assert_called_once() | |
1879 | ||
1880 | def test_run(self): | |
1881 | market = mock.Mock() | |
1882 | ||
1883 | market.order_precision.return_value = 4 | |
1884 | with self.subTest(debug=True),\ | |
1885 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1886 | portfolio.TradeStore.debug = True | |
1887 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1888 | D("0.1"), "BTC", "long", market, "trade") | |
1889 | order.run() | |
1890 | market.create_order.assert_not_called() | |
1891 | self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue()) | |
1892 | self.assertEqual("open", order.status) | |
1893 | self.assertEqual(1, len(order.results)) | |
1894 | self.assertEqual(-1, order.id) | |
1895 | ||
1896 | market.create_order.reset_mock() | |
1897 | with self.subTest(debug=False): | |
1898 | portfolio.TradeStore.debug = False | |
1899 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1900 | D("0.1"), "BTC", "long", market, "trade") | |
1901 | market.create_order.return_value = { "id": 123 } | |
1902 | order.run() | |
1903 | market.create_order.assert_called_once() | |
1904 | self.assertEqual(1, len(order.results)) | |
1905 | self.assertEqual("open", order.status) | |
1906 | ||
1907 | market.create_order.reset_mock() | |
1908 | with self.subTest(exception=True),\ | |
1909 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
1910 | order = portfolio.Order("buy", portfolio.Amount("ETH", 10), | |
1911 | D("0.1"), "BTC", "long", market, "trade") | |
1912 | market.create_order.side_effect = Exception("bouh") | |
1913 | order.run() | |
1914 | market.create_order.assert_called_once() | |
1915 | self.assertEqual(0, len(order.results)) | |
1916 | self.assertEqual("error", order.status) | |
1917 | self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order") | |
1918 | self.assertRegex(stdout_mock.getvalue(), "Exception: bouh") | |
1919 | ||
1920 | market.create_order.reset_mock() | |
1921 | with self.subTest(dust_amount_exception=True),\ | |
1922 | mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: | |
1923 | order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), | |
1924 | D("0.1"), "BTC", "long", market, "trade") | |
1925 | market.create_order.side_effect = portfolio.ExchangeNotAvailable | |
1926 | order.run() | |
1927 | market.create_order.assert_called_once() | |
1928 | self.assertEqual(0, len(order.results)) | |
1929 | self.assertEqual("closed", order.status) | |
1930 | mark_finished_order.assert_called_once() | |
1931 | ||
1932 | ||
1933 | @unittest.skipUnless("unit" in limits, "Unit skipped") | |
1934 | class MouvementTest(WebMockTestCase): | |
1935 | def test_values(self): | |
1936 | mouvement = portfolio.Mouvement("ETH", "BTC", { | |
1937 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
1938 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
1939 | "amount": "10", "total": "1" | |
1940 | }) | |
1941 | self.assertEqual("ETH", mouvement.currency) | |
1942 | self.assertEqual("BTC", mouvement.base_currency) | |
1943 | self.assertEqual(42, mouvement.id) | |
1944 | self.assertEqual("buy", mouvement.action) | |
1945 | self.assertEqual(D("0.0015"), mouvement.fee_rate) | |
1946 | self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) | |
1947 | self.assertEqual(D("0.1"), mouvement.rate) | |
1948 | self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) | |
1949 | self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) | |
1950 | ||
1951 | mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) | |
1952 | self.assertIsNone(mouvement.date) | |
1953 | self.assertIsNone(mouvement.id) | |
1954 | self.assertIsNone(mouvement.action) | |
1955 | self.assertEqual(-1, mouvement.fee_rate) | |
1956 | self.assertEqual(0, mouvement.rate) | |
1957 | self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) | |
1958 | self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) | |
1959 | ||
1960 | @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") | |
1961 | class AcceptanceTest(WebMockTestCase): | |
1962 | @unittest.expectedFailure | |
1963 | def test_success_sell_only_necessary(self): | |
1964 | fetch_balance = { | |
1965 | "ETH": { | |
1966 | "exchange_free": D("1.0"), | |
1967 | "exchange_used": D("0.0"), | |
1968 | "exchange_total": D("1.0"), | |
1969 | "total": D("1.0"), | |
1970 | }, | |
1971 | "ETC": { | |
1972 | "exchange_free": D("4.0"), | |
1973 | "exchange_used": D("0.0"), | |
1974 | "exchange_total": D("4.0"), | |
1975 | "total": D("4.0"), | |
1976 | }, | |
1977 | "XVG": { | |
1978 | "exchange_free": D("1000.0"), | |
1979 | "exchange_used": D("0.0"), | |
1980 | "exchange_total": D("1000.0"), | |
1981 | "total": D("1000.0"), | |
1982 | }, | |
1983 | } | |
1984 | repartition = { | |
1985 | "ETH": (D("0.25"), "long"), | |
1986 | "ETC": (D("0.25"), "long"), | |
1987 | "BTC": (D("0.4"), "long"), | |
1988 | "BTD": (D("0.01"), "short"), | |
1989 | "B2X": (D("0.04"), "long"), | |
1990 | "USDT": (D("0.05"), "long"), | |
1991 | } | |
1992 | ||
1993 | def fetch_ticker(symbol): | |
1994 | if symbol == "ETH/BTC": | |
1995 | return { | |
1996 | "symbol": "ETH/BTC", | |
1997 | "bid": D("0.14"), | |
1998 | "ask": D("0.16") | |
1999 | } | |
2000 | if symbol == "ETC/BTC": | |
2001 | return { | |
2002 | "symbol": "ETC/BTC", | |
2003 | "bid": D("0.002"), | |
2004 | "ask": D("0.003") | |
2005 | } | |
2006 | if symbol == "XVG/BTC": | |
2007 | return { | |
2008 | "symbol": "XVG/BTC", | |
2009 | "bid": D("0.00003"), | |
2010 | "ask": D("0.00005") | |
2011 | } | |
2012 | if symbol == "BTD/BTC": | |
2013 | return { | |
2014 | "symbol": "BTD/BTC", | |
2015 | "bid": D("0.0008"), | |
2016 | "ask": D("0.0012") | |
2017 | } | |
2018 | if symbol == "B2X/BTC": | |
2019 | return { | |
2020 | "symbol": "B2X/BTC", | |
2021 | "bid": D("0.0008"), | |
2022 | "ask": D("0.0012") | |
2023 | } | |
2024 | if symbol == "USDT/BTC": | |
2025 | raise helper.ExchangeError | |
2026 | if symbol == "BTC/USDT": | |
2027 | return { | |
2028 | "symbol": "BTC/USDT", | |
2029 | "bid": D("14000"), | |
2030 | "ask": D("16000") | |
2031 | } | |
2032 | self.fail("Shouldn't have been called with {}".format(symbol)) | |
2033 | ||
2034 | market = mock.Mock() | |
2035 | market.fetch_all_balances.return_value = fetch_balance | |
2036 | market.fetch_ticker.side_effect = fetch_ticker | |
2037 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
2038 | # Action 1 | |
2039 | helper.prepare_trades(market) | |
2040 | ||
2041 | balances = portfolio.BalanceStore.all | |
2042 | self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) | |
2043 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
2044 | self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) | |
2045 | ||
2046 | ||
2047 | trades = portfolio.TradeStore.all | |
2048 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
2049 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
2050 | self.assertEqual("dispose", trades[0].action) | |
2051 | ||
2052 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
2053 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
2054 | self.assertEqual("acquire", trades[1].action) | |
2055 | ||
2056 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
2057 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
2058 | self.assertEqual("dispose", trades[2].action) | |
2059 | ||
2060 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
2061 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
2062 | self.assertEqual("acquire", trades[3].action) | |
2063 | ||
2064 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
2065 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
2066 | self.assertEqual("acquire", trades[4].action) | |
2067 | ||
2068 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
2069 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
2070 | self.assertEqual("acquire", trades[5].action) | |
2071 | ||
2072 | # Action 2 | |
2073 | portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) | |
2074 | ||
2075 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
2076 | self.assertEqual(2, len(all_orders)) | |
2077 | self.assertEqual(2, 3*all_orders[0].amount.value) | |
2078 | self.assertEqual(D("0.14014"), all_orders[0].rate) | |
2079 | self.assertEqual(1000, all_orders[1].amount.value) | |
2080 | self.assertEqual(D("0.00003003"), all_orders[1].rate) | |
2081 | ||
2082 | ||
2083 | def create_order(symbol, type, action, amount, price=None, account="exchange"): | |
2084 | self.assertEqual("limit", type) | |
2085 | if symbol == "ETH/BTC": | |
2086 | self.assertEqual("sell", action) | |
2087 | self.assertEqual(D('0.66666666'), amount) | |
2088 | self.assertEqual(D("0.14014"), price) | |
2089 | elif symbol == "XVG/BTC": | |
2090 | self.assertEqual("sell", action) | |
2091 | self.assertEqual(1000, amount) | |
2092 | self.assertEqual(D("0.00003003"), price) | |
2093 | else: | |
2094 | self.fail("I shouldn't have been called") | |
2095 | ||
2096 | return { | |
2097 | "id": symbol, | |
2098 | } | |
2099 | market.create_order.side_effect = create_order | |
2100 | market.order_precision.return_value = 8 | |
2101 | ||
2102 | # Action 3 | |
2103 | portfolio.TradeStore.run_orders() | |
2104 | ||
2105 | self.assertEqual("open", all_orders[0].status) | |
2106 | self.assertEqual("open", all_orders[1].status) | |
2107 | ||
2108 | market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } | |
2109 | market.privatePostReturnOrderTrades.return_value = [ | |
2110 | { | |
2111 | "tradeID": 42, "type": "buy", "fee": "0.0015", | |
2112 | "date": "2017-12-30 12:00:12", "rate": "0.1", | |
2113 | "amount": "10", "total": "1" | |
2114 | } | |
2115 | ] | |
2116 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
2117 | # Action 4 | |
2118 | helper.follow_orders(verbose=False) | |
2119 | ||
2120 | sleep.assert_called_with(30) | |
2121 | ||
2122 | for order in all_orders: | |
2123 | self.assertEqual("closed", order.status) | |
2124 | ||
2125 | fetch_balance = { | |
2126 | "ETH": { | |
2127 | "exchange_free": D("1.0") / 3, | |
2128 | "exchange_used": D("0.0"), | |
2129 | "exchange_total": D("1.0") / 3, | |
2130 | "margin_total": 0, | |
2131 | "total": D("1.0") / 3, | |
2132 | }, | |
2133 | "BTC": { | |
2134 | "exchange_free": D("0.134"), | |
2135 | "exchange_used": D("0.0"), | |
2136 | "exchange_total": D("0.134"), | |
2137 | "margin_total": 0, | |
2138 | "total": D("0.134"), | |
2139 | }, | |
2140 | "ETC": { | |
2141 | "exchange_free": D("4.0"), | |
2142 | "exchange_used": D("0.0"), | |
2143 | "exchange_total": D("4.0"), | |
2144 | "margin_total": 0, | |
2145 | "total": D("4.0"), | |
2146 | }, | |
2147 | "XVG": { | |
2148 | "exchange_free": D("0.0"), | |
2149 | "exchange_used": D("0.0"), | |
2150 | "exchange_total": D("0.0"), | |
2151 | "margin_total": 0, | |
2152 | "total": D("0.0"), | |
2153 | }, | |
2154 | } | |
2155 | market.fetch_all_balances.return_value = fetch_balance | |
2156 | ||
2157 | with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): | |
2158 | # Action 5 | |
2159 | helper.update_trades(market, only="acquire", compute_value="average") | |
2160 | ||
2161 | balances = portfolio.BalanceStore.all | |
2162 | self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) | |
2163 | self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) | |
2164 | self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) | |
2165 | self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) | |
2166 | ||
2167 | ||
2168 | trades = portfolio.TradeStore.all | |
2169 | self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) | |
2170 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) | |
2171 | self.assertEqual("dispose", trades[0].action) | |
2172 | ||
2173 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) | |
2174 | self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) | |
2175 | self.assertEqual("acquire", trades[1].action) | |
2176 | ||
2177 | self.assertNotIn("BTC", trades) | |
2178 | ||
2179 | self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) | |
2180 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) | |
2181 | self.assertEqual("dispose", trades[2].action) | |
2182 | ||
2183 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) | |
2184 | self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) | |
2185 | self.assertEqual("acquire", trades[3].action) | |
2186 | ||
2187 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) | |
2188 | self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) | |
2189 | self.assertEqual("acquire", trades[4].action) | |
2190 | ||
2191 | self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) | |
2192 | self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) | |
2193 | self.assertEqual("acquire", trades[5].action) | |
2194 | ||
2195 | # Action 6 | |
2196 | portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) | |
2197 | ||
2198 | all_orders = portfolio.TradeStore.all_orders(state="pending") | |
2199 | self.assertEqual(4, len(all_orders)) | |
2200 | self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) | |
2201 | self.assertEqual(D("0.003"), all_orders[0].rate) | |
2202 | self.assertEqual("buy", all_orders[0].action) | |
2203 | self.assertEqual("long", all_orders[0].trade_type) | |
2204 | ||
2205 | self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) | |
2206 | self.assertEqual(D("0.0012"), all_orders[1].rate) | |
2207 | self.assertEqual("sell", all_orders[1].action) | |
2208 | self.assertEqual("short", all_orders[1].trade_type) | |
2209 | ||
2210 | diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount | |
2211 | self.assertAlmostEqual(0, diff.value) | |
2212 | self.assertEqual(D("0.0012"), all_orders[2].rate) | |
2213 | self.assertEqual("buy", all_orders[2].action) | |
2214 | self.assertEqual("long", all_orders[2].trade_type) | |
2215 | ||
2216 | self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) | |
2217 | self.assertEqual(D("16000"), all_orders[3].rate) | |
2218 | self.assertEqual("sell", all_orders[3].action) | |
2219 | self.assertEqual("long", all_orders[3].trade_type) | |
2220 | ||
2221 | # Action 6b | |
2222 | # TODO: | |
2223 | # Move balances to margin | |
2224 | ||
2225 | # Action 7 | |
2226 | # TODO | |
2227 | # portfolio.TradeStore.run_orders() | |
2228 | ||
2229 | with mock.patch.object(portfolio.time, "sleep") as sleep: | |
2230 | # Action 8 | |
2231 | helper.follow_orders(verbose=False) | |
2232 | ||
2233 | sleep.assert_called_with(30) | |
2234 | ||
2235 | if __name__ == '__main__': | |
2236 | unittest.main() |