5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
11 import portfolio
, market
, main
, store
13 limits
= ["acceptance", "unit"]
14 for test_type
in limits
:
15 if "--no{}".format(test_type
) in sys
.argv
:
16 sys
.argv
.remove("--no{}".format(test_type
))
17 limits
.remove(test_type
)
18 if "--only{}".format(test_type
) in sys
.argv
:
19 sys
.argv
.remove("--only{}".format(test_type
))
23 class WebMockTestCase(unittest
.TestCase
):
26 def market_args(self
, debug
=False, quiet
=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet }
)()
30 super(WebMockTestCase
, self
).setUp()
31 self
.wm
= requests_mock
.Mocker()
35 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
39 mock
.patch
.multiple(market
.Portfolio
,
40 data
=store
.LockedVar(None),
41 liquidities
=store
.LockedVar({}),
42 last_date
=store
.LockedVar(None),
48 mock
.patch
.multiple(portfolio
.Computation
,
49 computations
=portfolio
.Computation
.computations
),
51 for patcher
in self
.patchers
:
55 for patcher
in self
.patchers
:
58 super(WebMockTestCase
, self
).tearDown()
60 @unittest.skipUnless("unit" in limits
, "Unit skipped")
61 class poloniexETest(unittest
.TestCase
):
63 super(poloniexETest
, self
).setUp()
64 self
.wm
= requests_mock
.Mocker()
67 self
.s
= market
.ccxt
.poloniexE()
71 super(poloniexETest
, self
).tearDown()
73 def test_nanoseconds(self
):
74 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
75 time
.return_value
= 123456.7890123456
76 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
79 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
80 time
.return_value
= 123456.7890123456
81 self
.assertEqual(123456789012345, self
.s
.nonce())
83 def test_order_precision(self
):
84 self
.assertEqual(8, self
.s
.order_precision("FOO"))
86 def test_transfer_balance(self
):
87 with self
.subTest(success
=True),\
88 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
89 t
.return_value
= { "success": 1 }
90 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
91 t
.assert_called_once_with({
94 "fromAccount": "exchange",
95 "toAccount": "margin",
98 self
.assertTrue(result
)
100 with self
.subTest(success
=False),\
101 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
102 t
.return_value
= { "success": 0 }
103 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
105 def test_close_margin_position(self
):
106 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
107 self
.s
.close_margin_position("FOO", "BAR")
108 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
110 def test_tradable_balances(self
):
111 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
113 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
114 "BAR": { "exchange": "1", "margin": "0" }
,
116 balances
= self
.s
.tradable_balances()
117 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
118 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
119 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
120 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
122 def test_margin_summary(self
):
123 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
125 "currentMargin": "1.49680968",
126 "lendingFees": "0.0000001",
128 "totalBorrowedValue": "0.00673602",
129 "totalValue": "0.01000000",
130 "netValue": "0.01008254",
133 'current_margin': D('1.49680968'),
134 'gains': D('0.00008254'),
135 'lending_fees': D('0.0000001'),
136 'total': D('0.01000000'),
137 'total_borrowed': D('0.00673602')
139 self
.assertEqual(expected
, self
.s
.margin_summary())
141 def test_create_order(self
):
142 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
143 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
144 with self
.subTest(account
="unspecified"):
145 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
146 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
147 margin
.assert_not_called()
148 exchange
.reset_mock()
151 with self
.subTest(account
="exchange"):
152 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
153 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
154 margin
.assert_not_called()
155 exchange
.reset_mock()
158 with self
.subTest(account
="margin"):
159 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
160 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
161 exchange
.assert_not_called()
162 exchange
.reset_mock()
165 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
166 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
168 def test_parse_ticker(self
):
172 "highestBid": "10.5",
175 "percentChange": "0.1",
182 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
183 ms
.return_value
= 1520292715123
184 result
= self
.s
.parse_ticker(ticker
, market
)
188 "timestamp": 1520292715123,
189 "datetime": "2018-03-05T23:31:55.123Z",
202 "baseVolume": D("10"),
203 "quoteVolume": D("20"),
206 self
.assertEqual(expected
, result
)
208 def test_fetch_margin_balance(self
):
209 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
210 get_margin_position
.return_value
= {
213 "basePrice": "0.06818560",
214 "lendingFees": "0.00000001",
215 "liquidationPrice": "0.15107132",
217 "total": "0.00681856",
223 "lendingFees": "0.00000001",
224 "liquidationPrice": "0.6",
233 "liquidationPrice": "-1",
239 balances
= self
.s
.fetch_margin_balance()
240 self
.assertEqual(2, len(balances
))
244 "borrowedPrice": D("0.06818560"),
245 "lendingFees": D("1E-8"),
246 "pl": D("-0.00000371"),
247 "liquidationPrice": D("0.15107132"),
249 "total": D("0.00681856"),
250 "baseCurrency": "BTC"
254 "borrowedPrice": D("0.1"),
255 "lendingFees": D("1E-8"),
256 "pl": D("0.00000371"),
257 "liquidationPrice": D("0.6"),
260 "baseCurrency": "BTC"
263 self
.assertEqual(expected
, balances
)
266 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
268 def test_fetch_balance(self
):
269 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
270 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
271 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
272 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
273 balances
.return_value
= {
290 "ETH": {"available": "10", "onOrders": "1"}
,
291 "BTC": {"available": "1", "onOrders": "0"}
,
292 "DASH": {"available": "0", "onOrders": "3"}
294 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
295 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
296 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
297 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
298 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
299 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
301 result
= self
.s
.fetch_balance()
302 load_markets
.assert_called_once()
303 self
.assertEqual(expected
, result
)
305 def test_fetch_balance_per_type(self
):
306 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
307 balances
.return_value
= {
309 "BLK": "159.83673869",
311 "USDT": "0.00002625",
321 "BLK": "159.83673869",
323 "USDT": "0.00002625",
331 "BLK": D("159.83673869"),
332 "BTC": D("0.00005959"),
333 "USDT": D("0.00002625"),
334 "XMR": D("0.18719303")
336 "margin": {"BTC": D("0.03019227")}
,
337 "BLK": {"exchange": D("159.83673869")}
,
338 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
339 "USDT": {"exchange": D("0.00002625")}
,
340 "XMR": {"exchange": D("0.18719303")}
342 result
= self
.s
.fetch_balance_per_type()
343 self
.assertEqual(expected
, result
)
345 def test_fetch_all_balances(self
):
347 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
348 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
349 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
350 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
352 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
353 balance
.return_value
= json
.load(f
)
354 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
355 margin_balance
.return_value
= json
.load(f
)
356 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
357 balance_per_type
.return_value
= json
.load(f
)
359 result
= self
.s
.fetch_all_balances()
361 "total": D("-12779.79821852"),
362 "exchange_used": D("0E-8"),
363 "exchange_total": D("0E-8"),
364 "exchange_free": D("0E-8"),
365 "margin_available": 0,
366 "margin_in_position": 0,
367 "margin_borrowed": D("12779.79821852"),
368 "margin_total": D("-12779.79821852"),
369 "margin_pending_gain": 0,
370 "margin_lending_fees": D("-9E-8"),
371 "margin_pending_base_gain": D("0.00024059"),
372 "margin_position_type": "short",
373 "margin_liquidation_price": D("0.00000246"),
374 "margin_borrowed_base_price": D("0.00599149"),
375 "margin_borrowed_base_currency": "BTC"
377 expected_btc
= {"total": D("0.05432165"),
378 "exchange_used": D("0E-8"),
379 "exchange_total": D("0.00005959"),
380 "exchange_free": D("0.00005959"),
381 "margin_available": D("0.03019227"),
382 "margin_in_position": D("0.02406979"),
383 "margin_borrowed": 0,
384 "margin_total": D("0.05426206"),
385 "margin_pending_gain": D("0.00093955"),
386 "margin_lending_fees": 0,
387 "margin_pending_base_gain": 0,
388 "margin_position_type": None,
389 "margin_liquidation_price": 0,
390 "margin_borrowed_base_price": 0,
391 "margin_borrowed_base_currency": None
393 expected_xmr
= {"total": D("0.18719303"),
394 "exchange_used": D("0E-8"),
395 "exchange_total": D("0.18719303"),
396 "exchange_free": D("0.18719303"),
397 "margin_available": 0,
398 "margin_in_position": 0,
399 "margin_borrowed": 0,
401 "margin_pending_gain": 0,
402 "margin_lending_fees": 0,
403 "margin_pending_base_gain": 0,
404 "margin_position_type": None,
405 "margin_liquidation_price": 0,
406 "margin_borrowed_base_price": 0,
407 "margin_borrowed_base_currency": None
409 self
.assertEqual(expected_xmr
, result
["XMR"])
410 self
.assertEqual(expected_doge
, result
["DOGE"])
411 self
.assertEqual(expected_btc
, result
["BTC"])
413 def test_create_margin_order(self
):
414 with self
.assertRaises(market
.ExchangeError
):
415 self
.s
.create_margin_order("FOO", "market", "buy", "10")
417 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
418 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
419 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
420 mock
.patch
.object(self
.s
, "market") as market_mock
,\
421 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
422 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
424 margin_buy
.return_value
= {
427 margin_sell
.return_value
= {
430 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
431 ptp
.return_value
= D("0.1")
432 atp
.return_value
= D("12")
434 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
435 self
.assertEqual(123, order
["id"])
436 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
437 margin_sell
.assert_not_called()
438 margin_buy
.reset_mock()
439 margin_sell
.reset_mock()
441 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
442 self
.assertEqual(456, order
["id"])
443 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
444 margin_buy
.assert_not_called()
446 def test_create_exchange_order(self
):
447 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
448 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
450 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
452 @unittest.skipUnless("unit" in limits
, "Unit skipped")
453 class NoopLockTest(unittest
.TestCase
):
455 noop_lock
= store
.NoopLock()
457 self
.assertTrue(True)
459 @unittest.skipUnless("unit" in limits
, "Unit skipped")
460 class LockedVar(unittest
.TestCase
):
462 def test_values(self
):
463 locked_var
= store
.LockedVar("Foo")
464 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
465 self
.assertEqual("Foo", locked_var
.val
)
468 with self
.subTest(desc
="Normal case"):
469 locked_var
= store
.LockedVar("Foo")
470 self
.assertEqual("Foo", locked_var
.get())
471 with self
.subTest(desc
="Dict"):
472 locked_var
= store
.LockedVar({"foo": "bar"}
)
473 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
474 self
.assertEqual("bar", locked_var
.get("foo"))
475 self
.assertIsNone(locked_var
.get("other"))
478 locked_var
= store
.LockedVar("Foo")
479 locked_var
.set("Bar")
480 self
.assertEqual("Bar", locked_var
.get())
482 def test__getattr(self
):
483 dummy
= type('Dummy', (object,), {})()
484 dummy
.attribute
= "Hey"
486 locked_var
= store
.LockedVar(dummy
)
487 self
.assertEqual("Hey", locked_var
.attribute
)
488 with self
.assertRaises(AttributeError):
491 def test_start_lock(self
):
492 locked_var
= store
.LockedVar("Foo")
493 locked_var
.start_lock()
494 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
496 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
497 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
498 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
500 with locked_var
.lock
:
505 self
.assertEqual("Foo", locked_var
.val
)
509 self
.assertEqual("Bar", locked_var
.get()[0:3])
511 def test_wait_for_notification(self
):
512 with self
.assertRaises(RuntimeError):
513 store
.Portfolio
.wait_for_notification()
515 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
516 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
517 mock
.patch
.object(store
.time
, "sleep") as sleep
:
518 store
.Portfolio
.start_worker(poll
=3)
520 store
.Portfolio
.worker_notify
.set()
522 store
.Portfolio
.callback
.wait()
524 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
525 get
.assert_called_once_with(refetch
=True)
526 sleep
.assert_called_once_with(3)
527 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
528 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
530 store
.Portfolio
.callback
.clear()
531 store
.Portfolio
.worker_started
= False
532 store
.Portfolio
.worker_notify
.set()
533 store
.Portfolio
.callback
.wait()
535 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
537 def test_notify_and_wait(self
):
538 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
539 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
540 store
.Portfolio
.notify_and_wait()
541 callback
.clear
.assert_called_once_with()
542 worker_notify
.set.assert_called_once_with()
543 callback
.wait
.assert_called_once_with()
545 @unittest.skipUnless("unit" in limits
, "Unit skipped")
546 class PortfolioTest(WebMockTestCase
):
548 super(PortfolioTest
, self
).setUp()
550 with open("test_samples/test_portfolio.json") as example
:
551 self
.json_response
= example
.read()
553 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
555 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
556 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
557 with self
.subTest(parallel
=False):
558 self
.wm
.get(market
.Portfolio
.URL
, [
559 {"text":'{ "foo": "bar" }
', "status_code": 200},
560 {"text": "System Error", "status_code": 500},
561 {"exc": requests.exceptions.ConnectTimeout},
563 market.Portfolio.get_cryptoportfolio()
564 self.assertIn("foo", market.Portfolio.data.get())
565 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
566 self.assertTrue(self.wm.called)
567 self.assertEqual(1, self.wm.call_count)
568 market.Portfolio.report.log_error.assert_not_called()
569 market.Portfolio.report.log_http_request.assert_called_once()
570 parse_cryptoportfolio.assert_called_once_with()
571 market.Portfolio.report.log_http_request.reset_mock()
572 parse_cryptoportfolio.reset_mock()
573 market.Portfolio.data = store.LockedVar(None)
575 market.Portfolio.get_cryptoportfolio()
576 self.assertIsNone(market.Portfolio.data.get())
577 self.assertEqual(2, self.wm.call_count)
578 parse_cryptoportfolio.assert_not_called()
579 market.Portfolio.report.log_error.assert_not_called()
580 market.Portfolio.report.log_http_request.assert_called_once()
581 market.Portfolio.report.log_http_request.reset_mock()
582 parse_cryptoportfolio.reset_mock()
584 market.Portfolio.data = store.LockedVar("Foo")
585 market.Portfolio.get_cryptoportfolio()
586 self.assertEqual(2, self.wm.call_count)
587 parse_cryptoportfolio.assert_not_called()
589 market.Portfolio.get_cryptoportfolio(refetch=True)
590 self.assertEqual("Foo", market.Portfolio.data.get())
591 self.assertEqual(3, self.wm.call_count)
592 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
594 market.Portfolio.report.log_http_request.assert_not_called()
595 with self.subTest(parallel=True):
596 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
597 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
598 with self.subTest(worker=True):
599 market.Portfolio.data = store.LockedVar(None)
600 market.Portfolio.worker = mock.Mock()
601 is_worker.return_value = True
602 self.wm.get(market.Portfolio.URL, [
603 {"text":'{ "foo": "bar" }', "status_code": 200},
605 market
.Portfolio
.get_cryptoportfolio()
606 self
.assertIn("foo", market
.Portfolio
.data
.get())
607 parse_cryptoportfolio
.reset_mock()
608 with self
.subTest(worker
=False):
609 market
.Portfolio
.data
= store
.LockedVar(None)
610 market
.Portfolio
.worker
= mock
.Mock()
611 is_worker
.return_value
= False
612 market
.Portfolio
.get_cryptoportfolio()
613 notify
.assert_called_once_with()
614 parse_cryptoportfolio
.assert_not_called()
616 def test_parse_cryptoportfolio(self
):
617 with self
.subTest(description
="Normal case"):
618 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
619 self
.json_response
, parse_int
=D
, parse_float
=D
))
620 market
.Portfolio
.parse_cryptoportfolio()
622 self
.assertListEqual(
624 list(market
.Portfolio
.liquidities
.get().keys()))
626 liquidities
= market
.Portfolio
.liquidities
.get()
627 self
.assertEqual(10, len(liquidities
["medium"].keys()))
628 self
.assertEqual(10, len(liquidities
["high"].keys()))
631 'BTC': (D("0.2857"), "long"),
632 'DGB': (D("0.1015"), "long"),
633 'DOGE': (D("0.1805"), "long"),
634 'SC': (D("0.0623"), "long"),
635 'ZEC': (D("0.3701"), "long"),
637 date
= portfolio
.datetime(2018, 1, 8)
638 self
.assertDictEqual(expected
, liquidities
["high"][date
])
641 'BTC': (D("1.1102e-16"), "long"),
642 'ETC': (D("0.1"), "long"),
643 'FCT': (D("0.1"), "long"),
644 'GAS': (D("0.1"), "long"),
645 'NAV': (D("0.1"), "long"),
646 'OMG': (D("0.1"), "long"),
647 'OMNI': (D("0.1"), "long"),
648 'PPC': (D("0.1"), "long"),
649 'RIC': (D("0.1"), "long"),
650 'VIA': (D("0.1"), "long"),
651 'XCP': (D("0.1"), "long"),
653 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
654 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
656 with self
.subTest(description
="Missing weight"):
657 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
658 del(data
["portfolio_2"]["weights"])
659 market
.Portfolio
.data
= store
.LockedVar(data
)
661 market
.Portfolio
.parse_cryptoportfolio()
662 self
.assertListEqual(
664 list(market
.Portfolio
.liquidities
.get().keys()))
665 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
667 with self
.subTest(description
="All missing weights"):
668 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
669 del(data
["portfolio_1"]["weights"])
670 del(data
["portfolio_2"]["weights"])
671 market
.Portfolio
.data
= store
.LockedVar(data
)
673 market
.Portfolio
.parse_cryptoportfolio()
674 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
675 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
676 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
679 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
680 def test_repartition(self
, get_cryptoportfolio
):
681 market
.Portfolio
.liquidities
= store
.LockedVar({
683 "2018-03-01": "medium_2018-03-01",
684 "2018-03-08": "medium_2018-03-08",
687 "2018-03-01": "high_2018-03-01",
688 "2018-03-08": "high_2018-03-08",
691 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
693 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
694 get_cryptoportfolio
.assert_called_once_with()
695 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
696 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
698 @mock.patch.object(market
.time
, "sleep")
699 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
700 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
702 def _get(refetch
=False):
703 if self
.call_count
!= 0:
704 self
.assertTrue(refetch
)
706 self
.assertFalse(refetch
)
708 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
709 - store
.timedelta(10)\
710 + store
.timedelta(self
.call_count
))
711 get_cryptoportfolio
.side_effect
= _get
713 market
.Portfolio
.wait_for_recent()
714 sleep
.assert_called_with(30)
715 self
.assertEqual(6, sleep
.call_count
)
716 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
717 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
720 get_cryptoportfolio
.reset_mock()
721 market
.Portfolio
.last_date
= store
.LockedVar(None)
723 market
.Portfolio
.wait_for_recent(delta
=15)
724 sleep
.assert_not_called()
725 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
728 get_cryptoportfolio
.reset_mock()
729 market
.Portfolio
.last_date
= store
.LockedVar(None)
731 market
.Portfolio
.wait_for_recent(delta
=1)
732 sleep
.assert_called_with(30)
733 self
.assertEqual(9, sleep
.call_count
)
734 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
736 def test_is_worker_thread(self
):
737 with self
.subTest(worker
=None):
738 self
.assertFalse(store
.Portfolio
.is_worker_thread())
740 with self
.subTest(worker
="not self"),\
741 mock
.patch("threading.current_thread") as current_thread
:
742 current
= mock
.Mock()
743 current_thread
.return_value
= current
744 store
.Portfolio
.worker
= mock
.Mock()
745 self
.assertFalse(store
.Portfolio
.is_worker_thread())
747 with self
.subTest(worker
="self"),\
748 mock
.patch("threading.current_thread") as current_thread
:
749 current
= mock
.Mock()
750 current_thread
.return_value
= current
751 store
.Portfolio
.worker
= current
752 self
.assertTrue(store
.Portfolio
.is_worker_thread())
754 def test_start_worker(self
):
755 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
756 store
.Portfolio
.start_worker()
757 notification
.assert_called_once_with(poll
=30)
759 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
760 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
761 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
763 self
.assertIsNotNone(store
.Portfolio
.worker
)
764 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
765 self
.assertIsNotNone(store
.Portfolio
.callback
)
766 self
.assertTrue(store
.Portfolio
.worker_started
)
768 @unittest.skipUnless("unit" in limits
, "Unit skipped")
769 class AmountTest(WebMockTestCase
):
770 def test_values(self
):
771 amount
= portfolio
.Amount("BTC", "0.65")
772 self
.assertEqual(D("0.65"), amount
.value
)
773 self
.assertEqual("BTC", amount
.currency
)
775 def test_in_currency(self
):
776 amount
= portfolio
.Amount("ETC", 10)
778 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
780 with self
.subTest(desc
="no ticker for currency"):
781 self
.m
.get_ticker
.return_value
= None
783 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
785 with self
.subTest(desc
="nominal case"):
786 self
.m
.get_ticker
.return_value
= {
792 converted_amount
= amount
.in_currency("ETH", self
.m
)
794 self
.assertEqual(D("3.0"), converted_amount
.value
)
795 self
.assertEqual("ETH", converted_amount
.currency
)
796 self
.assertEqual(amount
, converted_amount
.linked_to
)
797 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
799 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
800 self
.assertEqual(D("2"), converted_amount
.value
)
802 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
803 self
.assertEqual(D("4"), converted_amount
.value
)
805 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
806 self
.assertEqual(D("0.2"), converted_amount
.value
)
808 def test__round(self
):
809 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
810 self
.assertEqual(D("1.23456789"), round(amount
).value
)
811 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
814 amount
= portfolio
.Amount("SC", -120)
815 self
.assertEqual(120, abs(amount
).value
)
816 self
.assertEqual("SC", abs(amount
).currency
)
818 amount
= portfolio
.Amount("SC", 10)
819 self
.assertEqual(10, abs(amount
).value
)
820 self
.assertEqual("SC", abs(amount
).currency
)
823 amount1
= portfolio
.Amount("XVG", "12.9")
824 amount2
= portfolio
.Amount("XVG", "13.1")
826 self
.assertEqual(26, (amount1
+ amount2
).value
)
827 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
829 amount3
= portfolio
.Amount("ETH", "1.6")
830 with self
.assertRaises(Exception):
833 amount4
= portfolio
.Amount("ETH", 0.0)
834 self
.assertEqual(amount1
, amount1
+ amount4
)
836 self
.assertEqual(amount1
, amount1
+ 0)
838 def test__radd(self
):
839 amount
= portfolio
.Amount("XVG", "12.9")
841 self
.assertEqual(amount
, 0 + amount
)
842 with self
.assertRaises(Exception):
846 amount1
= portfolio
.Amount("XVG", "13.3")
847 amount2
= portfolio
.Amount("XVG", "13.1")
849 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
850 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
852 amount3
= portfolio
.Amount("ETH", "1.6")
853 with self
.assertRaises(Exception):
856 amount4
= portfolio
.Amount("ETH", 0.0)
857 self
.assertEqual(amount1
, amount1
- amount4
)
859 def test__rsub(self
):
860 amount
= portfolio
.Amount("ETH", "1.6")
861 with self
.assertRaises(Exception):
864 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
867 amount
= portfolio
.Amount("XEM", 11)
869 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
870 self
.assertEqual(D("33"), (amount
* 3).value
)
872 with self
.assertRaises(Exception):
875 def test__rmul(self
):
876 amount
= portfolio
.Amount("XEM", 11)
878 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
879 self
.assertEqual(D("33"), (3 * amount
).value
)
881 def test__floordiv(self
):
882 amount
= portfolio
.Amount("XEM", 11)
884 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
885 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
887 with self
.assertRaises(Exception):
890 def test__truediv(self
):
891 amount
= portfolio
.Amount("XEM", 11)
893 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
894 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
897 amount1
= portfolio
.Amount("BTD", 11.3)
898 amount2
= portfolio
.Amount("BTD", 13.1)
900 self
.assertTrue(amount1
< amount2
)
901 self
.assertFalse(amount2
< amount1
)
902 self
.assertFalse(amount1
< amount1
)
904 amount3
= portfolio
.Amount("BTC", 1.6)
905 with self
.assertRaises(Exception):
909 amount1
= portfolio
.Amount("BTD", 11.3)
910 amount2
= portfolio
.Amount("BTD", 13.1)
912 self
.assertTrue(amount1
<= amount2
)
913 self
.assertFalse(amount2
<= amount1
)
914 self
.assertTrue(amount1
<= amount1
)
916 amount3
= portfolio
.Amount("BTC", 1.6)
917 with self
.assertRaises(Exception):
921 amount1
= portfolio
.Amount("BTD", 11.3)
922 amount2
= portfolio
.Amount("BTD", 13.1)
924 self
.assertTrue(amount2
> amount1
)
925 self
.assertFalse(amount1
> amount2
)
926 self
.assertFalse(amount1
> amount1
)
928 amount3
= portfolio
.Amount("BTC", 1.6)
929 with self
.assertRaises(Exception):
933 amount1
= portfolio
.Amount("BTD", 11.3)
934 amount2
= portfolio
.Amount("BTD", 13.1)
936 self
.assertTrue(amount2
>= amount1
)
937 self
.assertFalse(amount1
>= amount2
)
938 self
.assertTrue(amount1
>= amount1
)
940 amount3
= portfolio
.Amount("BTC", 1.6)
941 with self
.assertRaises(Exception):
945 amount1
= portfolio
.Amount("BTD", 11.3)
946 amount2
= portfolio
.Amount("BTD", 13.1)
947 amount3
= portfolio
.Amount("BTD", 11.3)
949 self
.assertFalse(amount1
== amount2
)
950 self
.assertFalse(amount2
== amount1
)
951 self
.assertTrue(amount1
== amount3
)
952 self
.assertFalse(amount2
== 0)
954 amount4
= portfolio
.Amount("BTC", 1.6)
955 with self
.assertRaises(Exception):
958 amount5
= portfolio
.Amount("BTD", 0)
959 self
.assertTrue(amount5
== 0)
962 amount1
= portfolio
.Amount("BTD", 11.3)
963 amount2
= portfolio
.Amount("BTD", 13.1)
964 amount3
= portfolio
.Amount("BTD", 11.3)
966 self
.assertTrue(amount1
!= amount2
)
967 self
.assertTrue(amount2
!= amount1
)
968 self
.assertFalse(amount1
!= amount3
)
969 self
.assertTrue(amount2
!= 0)
971 amount4
= portfolio
.Amount("BTC", 1.6)
972 with self
.assertRaises(Exception):
975 amount5
= portfolio
.Amount("BTD", 0)
976 self
.assertFalse(amount5
!= 0)
979 amount1
= portfolio
.Amount("BTD", "11.3")
981 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
984 amount1
= portfolio
.Amount("BTX", 32)
985 self
.assertEqual("32.00000000 BTX", str(amount1
))
987 amount2
= portfolio
.Amount("USDT", 12000)
988 amount1
.linked_to
= amount2
989 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
991 def test__repr(self
):
992 amount1
= portfolio
.Amount("BTX", 32)
993 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
995 amount2
= portfolio
.Amount("USDT", 12000)
996 amount1
.linked_to
= amount2
997 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
999 amount3
= portfolio
.Amount("BTC", 0.1)
1000 amount2
.linked_to
= amount3
1001 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1003 def test_as_json(self
):
1004 amount
= portfolio
.Amount("BTX", 32)
1005 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1007 amount
= portfolio
.Amount("BTX", "1E-10")
1008 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1010 amount
= portfolio
.Amount("BTX", "1E-5")
1011 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1012 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1014 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1015 class BalanceTest(WebMockTestCase
):
1016 def test_values(self
):
1017 balance
= portfolio
.Balance("BTC", {
1018 "exchange_total": "0.65",
1019 "exchange_free": "0.35",
1020 "exchange_used": "0.30",
1021 "margin_total": "-10",
1022 "margin_borrowed": "10",
1023 "margin_available": "0",
1024 "margin_in_position": "0",
1025 "margin_position_type": "short",
1026 "margin_borrowed_base_currency": "USDT",
1027 "margin_liquidation_price": "1.20",
1028 "margin_pending_gain": "10",
1029 "margin_lending_fees": "0.4",
1030 "margin_borrowed_base_price": "0.15",
1032 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1033 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1034 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1035 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1036 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1037 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1039 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1040 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1041 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1042 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1043 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1044 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1046 self
.assertEqual("BTC", balance
.currency
)
1048 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1049 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1051 def test__repr(self
):
1052 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1053 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1054 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1055 "exchange_used": 1, "exchange_free": 2 })
1056 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1058 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1059 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1061 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1062 "margin_in_position": 1, "margin_available": 2 })
1063 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1065 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1066 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1068 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1069 "margin_borrowed_base_price": D("0.1"),
1070 "margin_borrowed_base_currency": "BTC",
1071 "margin_lending_fees": D("0.002") })
1072 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1074 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1075 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1076 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1078 def test_as_json(self
):
1079 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1080 as_json
= balance
.as_json()
1081 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1082 self
.assertEqual(D(0), as_json
["total"])
1083 self
.assertEqual(D(2), as_json
["exchange_total"])
1084 self
.assertEqual(D(2), as_json
["exchange_free"])
1085 self
.assertEqual(D(0), as_json
["exchange_used"])
1086 self
.assertEqual(D(0), as_json
["margin_total"])
1087 self
.assertEqual(D(0), as_json
["margin_available"])
1088 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1090 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1091 class MarketTest(WebMockTestCase
):
1093 super(MarketTest
, self
).setUp()
1095 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1097 def test_values(self
):
1098 m
= market
.Market(self
.ccxt
, self
.market_args())
1100 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1101 self
.assertFalse(m
.debug
)
1102 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1103 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1104 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1105 self
.assertEqual(m
, m
.report
.market
)
1106 self
.assertEqual(m
, m
.trades
.market
)
1107 self
.assertEqual(m
, m
.balances
.market
)
1108 self
.assertEqual(m
, m
.ccxt
._market
)
1110 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1111 self
.assertTrue(m
.debug
)
1113 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1114 self
.assertFalse(m
.debug
)
1116 with mock
.patch("market.ReportStore") as report_store
:
1117 with self
.subTest(quiet
=False):
1118 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1119 report_store
.assert_called_with(m
, verbose_print
=True)
1120 with self
.subTest(quiet
=True):
1121 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1122 report_store
.assert_called_with(m
, verbose_print
=False)
1124 @mock.patch("market.ccxt")
1125 def test_from_config(self
, ccxt
):
1126 with mock
.patch("market.ReportStore"):
1127 ccxt
.poloniexE
.return_value
= self
.ccxt
1128 self
.ccxt
.session
.request
.return_value
= "response"
1130 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1132 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1134 self
.ccxt
.session
.request("GET", "URL", data
="data",
1136 m
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
1137 'headers', 'response')
1139 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1140 self
.assertEqual(True, m
.debug
)
1142 def test_get_tickers(self
):
1143 self
.ccxt
.fetch_tickers
.side_effect
= [
1148 m
= market
.Market(self
.ccxt
, self
.market_args())
1149 self
.assertEqual("tickers", m
.get_tickers())
1150 self
.assertEqual("tickers", m
.get_tickers())
1151 self
.ccxt
.fetch_tickers
.assert_called_once()
1153 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1155 def test_get_ticker(self
):
1156 with self
.subTest(get_tickers
=True):
1157 self
.ccxt
.fetch_tickers
.return_value
= {
1158 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1159 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1161 m
= market
.Market(self
.ccxt
, self
.market_args())
1163 ticker
= m
.get_ticker("ETH", "ETC")
1164 self
.assertEqual(1, ticker
["bid"])
1165 self
.assertEqual(3, ticker
["ask"])
1166 self
.assertEqual(2, ticker
["average"])
1167 self
.assertFalse(ticker
["inverted"])
1169 ticker
= m
.get_ticker("ETH", "XVG")
1170 self
.assertEqual(0.0625, ticker
["average"])
1171 self
.assertTrue(ticker
["inverted"])
1172 self
.assertIn("original", ticker
)
1173 self
.assertEqual(10, ticker
["original"]["bid"])
1174 self
.assertEqual(25, ticker
["original"]["average"])
1176 ticker
= m
.get_ticker("XVG", "XMR")
1177 self
.assertIsNone(ticker
)
1179 with self
.subTest(get_tickers
=False):
1180 self
.ccxt
.fetch_tickers
.return_value
= None
1181 self
.ccxt
.fetch_ticker
.side_effect
= [
1182 { "bid": 1, "ask": 3 }
,
1183 market
.ExchangeError("foo"),
1184 { "bid": 10, "ask": 40 }
,
1185 market
.ExchangeError("foo"),
1186 market
.ExchangeError("foo"),
1189 m
= market
.Market(self
.ccxt
, self
.market_args())
1191 ticker
= m
.get_ticker("ETH", "ETC")
1192 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1193 self
.assertEqual(1, ticker
["bid"])
1194 self
.assertEqual(3, ticker
["ask"])
1195 self
.assertEqual(2, ticker
["average"])
1196 self
.assertFalse(ticker
["inverted"])
1198 ticker
= m
.get_ticker("ETH", "XVG")
1199 self
.assertEqual(0.0625, ticker
["average"])
1200 self
.assertTrue(ticker
["inverted"])
1201 self
.assertIn("original", ticker
)
1202 self
.assertEqual(10, ticker
["original"]["bid"])
1203 self
.assertEqual(25, ticker
["original"]["average"])
1205 ticker
= m
.get_ticker("XVG", "XMR")
1206 self
.assertIsNone(ticker
)
1208 def test_fetch_fees(self
):
1209 m
= market
.Market(self
.ccxt
, self
.market_args())
1210 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1211 self
.assertEqual("Foo", m
.fetch_fees())
1212 self
.ccxt
.fetch_fees
.assert_called_once()
1213 self
.ccxt
.reset_mock()
1214 self
.assertEqual("Foo", m
.fetch_fees())
1215 self
.ccxt
.fetch_fees
.assert_not_called()
1217 @mock.patch.object(market
.Portfolio
, "repartition")
1218 @mock.patch.object(market
.Market
, "get_ticker")
1219 @mock.patch.object(market
.TradeStore
, "compute_trades")
1220 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1221 repartition
.return_value
= {
1222 "XEM": (D("0.75"), "long"),
1223 "BTC": (D("0.25"), "long"),
1225 def _get_ticker(c1
, c2
):
1226 if c1
== "USDT" and c2
== "BTC":
1227 return { "average": D("0.0001") }
1228 if c1
== "XVG" and c2
== "BTC":
1229 return { "average": D("0.000001") }
1230 if c1
== "XEM" and c2
== "BTC":
1231 return { "average": D("0.001") }
1232 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1233 get_ticker
.side_effect
= _get_ticker
1235 with mock
.patch("market.ReportStore"):
1236 m
= market
.Market(self
.ccxt
, self
.market_args())
1237 self
.ccxt
.fetch_all_balances
.return_value
= {
1239 "exchange_free": D("10000.0"),
1240 "exchange_used": D("0.0"),
1241 "exchange_total": D("10000.0"),
1242 "total": D("10000.0")
1245 "exchange_free": D("10000.0"),
1246 "exchange_used": D("0.0"),
1247 "exchange_total": D("10000.0"),
1248 "total": D("10000.0")
1252 m
.balances
.fetch_balances(tag
="tag")
1255 compute_trades
.assert_called()
1257 call
= compute_trades
.call_args
1258 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1259 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1260 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1261 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1262 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1263 base_currency
='BTC', compute_value
='average',
1264 liquidity
='medium', only
=None, repartition
=None)
1265 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1268 @mock.patch.object(market
.time
, "sleep")
1269 @mock.patch.object(market
.TradeStore
, "all_orders")
1270 def test_follow_orders(self
, all_orders
, time_mock
):
1271 for debug
, sleep
in [
1272 (False, None), (True, None),
1273 (False, 12), (True, 12)]:
1274 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1275 mock
.patch("market.ReportStore"):
1276 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1278 order_mock1
= mock
.Mock()
1279 order_mock2
= mock
.Mock()
1280 order_mock3
= mock
.Mock()
1281 all_orders
.side_effect
= [
1282 [order_mock1
, order_mock2
],
1283 [order_mock1
, order_mock2
],
1285 [order_mock1
, order_mock3
],
1286 [order_mock1
, order_mock3
],
1288 [order_mock1
, order_mock3
],
1289 [order_mock1
, order_mock3
],
1294 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1295 order_mock2
.get_status
.side_effect
= ["open"]
1296 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1298 order_mock1
.trade
= mock
.Mock()
1299 order_mock2
.trade
= mock
.Mock()
1300 order_mock3
.trade
= mock
.Mock()
1302 m
.follow_orders(sleep
=sleep
)
1304 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1305 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1306 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1307 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1309 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1310 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1311 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1313 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1314 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1315 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1316 m
.report
.log_stage
.assert_called()
1318 mock
.call("follow_orders_begin"),
1319 mock
.call("follow_orders_tick_1"),
1320 mock
.call("follow_orders_tick_2"),
1321 mock
.call("follow_orders_tick_3"),
1322 mock
.call("follow_orders_end"),
1324 m
.report
.log_stage
.assert_has_calls(calls
)
1325 m
.report
.log_orders
.assert_called()
1326 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1328 mock
.call([order_mock1
, order_mock2
], tick
=1),
1329 mock
.call([order_mock1
, order_mock3
], tick
=2),
1330 mock
.call([order_mock1
, order_mock3
], tick
=3),
1332 m
.report
.log_orders
.assert_has_calls(calls
)
1334 mock
.call(order_mock1
, 3, finished
=True),
1335 mock
.call(order_mock3
, 3, finished
=True),
1337 m
.report
.log_order
.assert_has_calls(calls
)
1341 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1342 time_mock
.assert_called_with(7)
1344 time_mock
.assert_called_with(30)
1346 time_mock
.assert_called_with(sleep
)
1348 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1349 def test_move_balance(self
, fetch_balances
):
1350 for debug
in [True, False]:
1351 with self
.subTest(debug
=debug
),\
1352 mock
.patch("market.ReportStore"):
1353 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1355 value_from
= portfolio
.Amount("BTC", "1.0")
1356 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1357 value_to
= portfolio
.Amount("BTC", "10.0")
1358 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1360 value_from
= portfolio
.Amount("BTC", "0.0")
1361 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1362 value_to
= portfolio
.Amount("BTC", "-3.0")
1363 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1365 value_from
= portfolio
.Amount("USDT", "0.0")
1366 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1367 value_to
= portfolio
.Amount("USDT", "-50.0")
1368 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1370 m
.trades
.all
= [trade1
, trade2
, trade3
]
1371 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1372 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1373 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1374 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1378 fetch_balances
.assert_called_with()
1379 m
.report
.log_move_balances
.assert_called_once()
1382 m
.report
.log_debug_action
.assert_called()
1383 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1385 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1386 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1387 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1389 def test_store_report(self
):
1391 file_open
= mock
.mock_open()
1392 m
= market
.Market(self
.ccxt
, self
.market_args(), user_id
=1)
1393 with self
.subTest(file=None),\
1394 mock
.patch
.object(m
, "report") as report
,\
1395 mock
.patch("market.open", file_open
):
1397 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1398 file_open
.assert_not_called()
1401 file_open
= mock
.mock_open()
1402 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1403 with self
.subTest(file="present"),\
1404 mock
.patch("market.open", file_open
),\
1405 mock
.patch
.object(m
, "report") as report
,\
1406 mock
.patch
.object(market
, "datetime") as time_mock
:
1408 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1409 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1410 report
.to_json
.return_value
= "json_content"
1414 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1415 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1416 file_open().write
.assert_any_call("json_content")
1417 file_open().write
.assert_any_call("Foo\nBar")
1418 m
.report
.to_json
.assert_called_once_with()
1419 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1423 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="error", user_id
=1)
1424 with self
.subTest(file="error"),\
1425 mock
.patch("market.open") as file_open
,\
1426 mock
.patch
.object(m
, "report") as report
,\
1427 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1428 file_open
.side_effect
= FileNotFoundError
1432 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1433 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1435 def test_print_orders(self
):
1436 m
= market
.Market(self
.ccxt
, self
.market_args())
1437 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1438 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1439 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1440 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1443 log_stage
.assert_called_with("print_orders")
1444 fetch_balances
.assert_called_with(tag
="print_orders")
1445 prepare_trades
.assert_called_with(base_currency
="BTC",
1446 compute_value
="average")
1447 prepare_orders
.assert_called_with(compute_value
="average")
1449 def test_print_balances(self
):
1450 m
= market
.Market(self
.ccxt
, self
.market_args())
1452 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1453 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1454 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1455 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1457 in_currency
.return_value
= {
1458 "BTC": portfolio
.Amount("BTC", "0.65"),
1459 "ETH": portfolio
.Amount("BTC", "0.3"),
1464 log_stage
.assert_called_once_with("print_balances")
1465 fetch_balances
.assert_called_with()
1466 print_log
.assert_has_calls([
1467 mock
.call("total:"),
1468 mock
.call(portfolio
.Amount("BTC", "0.95")),
1471 @mock.patch("market.Processor.process")
1472 @mock.patch("market.ReportStore.log_error")
1473 @mock.patch("market.Market.store_report")
1474 def test_process(self
, store_report
, log_error
, process
):
1475 m
= market
.Market(self
.ccxt
, self
.market_args())
1476 with self
.subTest(before
=False, after
=False):
1479 process
.assert_not_called()
1480 store_report
.assert_called_once()
1481 log_error
.assert_not_called()
1483 process
.reset_mock()
1484 log_error
.reset_mock()
1485 store_report
.reset_mock()
1486 with self
.subTest(before
=True, after
=False):
1487 m
.process(None, before
=True)
1489 process
.assert_called_once_with("sell_all", steps
="before")
1490 store_report
.assert_called_once()
1491 log_error
.assert_not_called()
1493 process
.reset_mock()
1494 log_error
.reset_mock()
1495 store_report
.reset_mock()
1496 with self
.subTest(before
=False, after
=True):
1497 m
.process(None, after
=True)
1499 process
.assert_called_once_with("sell_all", steps
="after")
1500 store_report
.assert_called_once()
1501 log_error
.assert_not_called()
1503 process
.reset_mock()
1504 log_error
.reset_mock()
1505 store_report
.reset_mock()
1506 with self
.subTest(before
=True, after
=True):
1507 m
.process(None, before
=True, after
=True)
1509 process
.assert_has_calls([
1510 mock
.call("sell_all", steps
="before"),
1511 mock
.call("sell_all", steps
="after"),
1513 store_report
.assert_called_once()
1514 log_error
.assert_not_called()
1516 process
.reset_mock()
1517 log_error
.reset_mock()
1518 store_report
.reset_mock()
1519 with self
.subTest(action
="print_balances"),\
1520 mock
.patch
.object(m
, "print_balances") as print_balances
:
1521 m
.process(["print_balances"])
1523 process
.assert_not_called()
1524 log_error
.assert_not_called()
1525 store_report
.assert_called_once()
1526 print_balances
.assert_called_once_with()
1528 log_error
.reset_mock()
1529 store_report
.reset_mock()
1530 with self
.subTest(action
="print_orders"),\
1531 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1532 mock
.patch
.object(m
, "print_balances") as print_balances
:
1533 m
.process(["print_orders", "print_balances"])
1535 process
.assert_not_called()
1536 log_error
.assert_not_called()
1537 store_report
.assert_called_once()
1538 print_orders
.assert_called_once_with()
1539 print_balances
.assert_called_once_with()
1541 log_error
.reset_mock()
1542 store_report
.reset_mock()
1543 with self
.subTest(action
="unknown"):
1544 m
.process(["unknown"])
1545 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1546 store_report
.assert_called_once()
1548 log_error
.reset_mock()
1549 store_report
.reset_mock()
1550 with self
.subTest(unhandled_exception
=True):
1551 process
.side_effect
= Exception("bouh")
1553 m
.process(None, before
=True)
1554 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1555 store_report
.assert_called_once()
1557 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1558 class TradeStoreTest(WebMockTestCase
):
1559 def test_compute_trades(self
):
1560 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1563 "XMR": portfolio
.Amount("BTC", D("0.9")),
1564 "DASH": portfolio
.Amount("BTC", D("0.4")),
1565 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1566 "BTC": portfolio
.Amount("BTC", D("0.5")),
1569 "DASH": portfolio
.Amount("BTC", D("0.5")),
1570 "XVG": portfolio
.Amount("BTC", D("0.1")),
1571 "BTC": portfolio
.Amount("BTC", D("0.4")),
1572 "ETH": portfolio
.Amount("BTC", D("0.3")),
1582 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1583 trade_store
= market
.TradeStore(self
.m
)
1584 trade_if_matching
.side_effect
= side_effect
1586 trade_store
.compute_trades(values_in_base
,
1587 new_repartition
, only
="only")
1589 self
.assertEqual(5, trade_if_matching
.call_count
)
1590 self
.assertEqual(3, len(trade_store
.all
))
1591 self
.assertEqual([1, 4, 5], trade_store
.all
)
1592 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1594 def test_trade_if_matching(self
):
1596 with self
.subTest(only
="nope"):
1597 trade_store
= market
.TradeStore(self
.m
)
1598 result
= trade_store
.trade_if_matching(
1599 portfolio
.Amount("BTC", D("0")),
1600 portfolio
.Amount("BTC", D("0.3")),
1602 self
.assertEqual(False, result
[0])
1603 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1605 with self
.subTest(only
=None):
1606 trade_store
= market
.TradeStore(self
.m
)
1607 result
= trade_store
.trade_if_matching(
1608 portfolio
.Amount("BTC", D("0")),
1609 portfolio
.Amount("BTC", D("0.3")),
1611 self
.assertEqual(True, result
[0])
1613 with self
.subTest(only
="acquire"):
1614 trade_store
= market
.TradeStore(self
.m
)
1615 result
= trade_store
.trade_if_matching(
1616 portfolio
.Amount("BTC", D("0")),
1617 portfolio
.Amount("BTC", D("0.3")),
1618 "ETH", only
="acquire")
1619 self
.assertEqual(True, result
[0])
1621 with self
.subTest(only
="dispose"):
1622 trade_store
= market
.TradeStore(self
.m
)
1623 result
= trade_store
.trade_if_matching(
1624 portfolio
.Amount("BTC", D("0")),
1625 portfolio
.Amount("BTC", D("0.3")),
1626 "ETH", only
="dispose")
1627 self
.assertEqual(False, result
[0])
1629 def test_prepare_orders(self
):
1630 trade_store
= market
.TradeStore(self
.m
)
1632 trade_mock1
= mock
.Mock()
1633 trade_mock2
= mock
.Mock()
1634 trade_mock3
= mock
.Mock()
1636 trade_mock1
.prepare_order
.return_value
= 1
1637 trade_mock2
.prepare_order
.return_value
= 2
1638 trade_mock3
.prepare_order
.return_value
= 3
1640 trade_mock1
.pending
= True
1641 trade_mock2
.pending
= True
1642 trade_mock3
.pending
= False
1644 trade_store
.all
.append(trade_mock1
)
1645 trade_store
.all
.append(trade_mock2
)
1646 trade_store
.all
.append(trade_mock3
)
1648 trade_store
.prepare_orders()
1649 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1650 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1651 trade_mock3
.prepare_order
.assert_not_called()
1652 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1654 self
.m
.report
.log_orders
.reset_mock()
1656 trade_store
.prepare_orders(compute_value
="bla")
1657 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1658 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1659 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1661 trade_mock1
.prepare_order
.reset_mock()
1662 trade_mock2
.prepare_order
.reset_mock()
1663 self
.m
.report
.log_orders
.reset_mock()
1665 trade_mock1
.action
= "foo"
1666 trade_mock2
.action
= "bar"
1667 trade_store
.prepare_orders(only
="bar")
1668 trade_mock1
.prepare_order
.assert_not_called()
1669 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1670 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1672 def test_print_all_with_order(self
):
1673 trade_mock1
= mock
.Mock()
1674 trade_mock2
= mock
.Mock()
1675 trade_mock3
= mock
.Mock()
1676 trade_store
= market
.TradeStore(self
.m
)
1677 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1679 trade_store
.print_all_with_order()
1681 trade_mock1
.print_with_order
.assert_called()
1682 trade_mock2
.print_with_order
.assert_called()
1683 trade_mock3
.print_with_order
.assert_called()
1685 def test_run_orders(self
):
1686 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1687 order_mock1
= mock
.Mock()
1688 order_mock2
= mock
.Mock()
1689 order_mock3
= mock
.Mock()
1690 trade_store
= market
.TradeStore(self
.m
)
1692 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1694 trade_store
.run_orders()
1696 all_orders
.assert_called_with(state
="pending")
1698 order_mock1
.run
.assert_called()
1699 order_mock2
.run
.assert_called()
1700 order_mock3
.run
.assert_called()
1702 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1703 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1706 def test_all_orders(self
):
1707 trade_mock1
= mock
.Mock()
1708 trade_mock2
= mock
.Mock()
1710 order_mock1
= mock
.Mock()
1711 order_mock2
= mock
.Mock()
1712 order_mock3
= mock
.Mock()
1714 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1715 trade_mock2
.orders
= [order_mock3
]
1717 order_mock1
.status
= "pending"
1718 order_mock2
.status
= "open"
1719 order_mock3
.status
= "open"
1721 trade_store
= market
.TradeStore(self
.m
)
1722 trade_store
.all
.append(trade_mock1
)
1723 trade_store
.all
.append(trade_mock2
)
1725 orders
= trade_store
.all_orders()
1726 self
.assertEqual(3, len(orders
))
1728 open_orders
= trade_store
.all_orders(state
="open")
1729 self
.assertEqual(2, len(open_orders
))
1730 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1732 def test_update_all_orders_status(self
):
1733 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1734 order_mock1
= mock
.Mock()
1735 order_mock2
= mock
.Mock()
1736 order_mock3
= mock
.Mock()
1738 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1740 trade_store
= market
.TradeStore(self
.m
)
1742 trade_store
.update_all_orders_status()
1743 all_orders
.assert_called_with(state
="open")
1745 order_mock1
.get_status
.assert_called()
1746 order_mock2
.get_status
.assert_called()
1747 order_mock3
.get_status
.assert_called()
1749 def test_close_trades(self
):
1750 trade_mock1
= mock
.Mock()
1751 trade_mock2
= mock
.Mock()
1752 trade_mock3
= mock
.Mock()
1754 trade_store
= market
.TradeStore(self
.m
)
1756 trade_store
.all
.append(trade_mock1
)
1757 trade_store
.all
.append(trade_mock2
)
1758 trade_store
.all
.append(trade_mock3
)
1760 trade_store
.close_trades()
1762 trade_mock1
.close
.assert_called_once_with()
1763 trade_mock2
.close
.assert_called_once_with()
1764 trade_mock3
.close
.assert_called_once_with()
1766 def test_pending(self
):
1767 trade_mock1
= mock
.Mock()
1768 trade_mock1
.pending
= True
1769 trade_mock2
= mock
.Mock()
1770 trade_mock2
.pending
= True
1771 trade_mock3
= mock
.Mock()
1772 trade_mock3
.pending
= False
1774 trade_store
= market
.TradeStore(self
.m
)
1776 trade_store
.all
.append(trade_mock1
)
1777 trade_store
.all
.append(trade_mock2
)
1778 trade_store
.all
.append(trade_mock3
)
1780 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
1782 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1783 class BalanceStoreTest(WebMockTestCase
):
1785 super(BalanceStoreTest
, self
).setUp()
1787 self
.fetch_balance
= {
1791 "exchange_total": 0,
1795 "exchange_free": D("6.0"),
1796 "exchange_used": D("1.2"),
1797 "exchange_total": D("7.2"),
1801 "exchange_free": 16,
1803 "exchange_total": 16,
1809 "exchange_total": 0,
1810 "margin_total": D("-1.0"),
1815 def test_in_currency(self
):
1816 self
.m
.get_ticker
.return_value
= {
1819 "average": D("0.1"),
1822 balance_store
= market
.BalanceStore(self
.m
)
1823 balance_store
.all
= {
1824 "BTC": portfolio
.Balance("BTC", {
1826 "exchange_total":"0.65",
1827 "exchange_free": "0.35",
1828 "exchange_used": "0.30"}),
1829 "ETH": portfolio
.Balance("ETH", {
1831 "exchange_total": 3,
1833 "exchange_used": 0}),
1836 amounts
= balance_store
.in_currency("BTC")
1837 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1838 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1839 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1840 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1842 self
.m
.report
.log_tickers
.reset_mock()
1844 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1845 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1846 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1847 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1849 self
.m
.report
.log_tickers
.reset_mock()
1851 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1852 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1853 self
.assertEqual(0, amounts
["ETH"].value
)
1854 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1855 "bid", "exchange_used")
1856 self
.m
.report
.log_tickers
.reset_mock()
1858 def test_fetch_balances(self
):
1859 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1861 balance_store
= market
.BalanceStore(self
.m
)
1863 balance_store
.fetch_balances()
1864 self
.assertNotIn("ETC", balance_store
.currencies())
1865 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
1867 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
1868 "exchange_total": "1", "exchange_free": "0",
1869 "exchange_used": "1" })
1870 balance_store
.fetch_balances(tag
="foo")
1871 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
1872 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
1873 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
1875 @mock.patch.object(market
.Portfolio
, "repartition")
1876 def test_dispatch_assets(self
, repartition
):
1877 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1879 balance_store
= market
.BalanceStore(self
.m
)
1880 balance_store
.fetch_balances()
1882 self
.assertNotIn("XEM", balance_store
.currencies())
1884 repartition_hash
= {
1885 "XEM": (D("0.75"), "long"),
1886 "BTC": (D("0.26"), "long"),
1887 "DASH": (D("0.10"), "short"),
1889 repartition
.return_value
= repartition_hash
1891 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1892 repartition
.assert_called_with(liquidity
="medium")
1893 self
.assertIn("XEM", balance_store
.currencies())
1894 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1895 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1896 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1897 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
1898 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
1899 "11.1"), amounts
, "medium", repartition_hash
)
1901 def test_currencies(self
):
1902 balance_store
= market
.BalanceStore(self
.m
)
1904 balance_store
.all
= {
1905 "BTC": portfolio
.Balance("BTC", {
1907 "exchange_total":"0.65",
1908 "exchange_free": "0.35",
1909 "exchange_used": "0.30"}),
1910 "ETH": portfolio
.Balance("ETH", {
1912 "exchange_total": 3,
1914 "exchange_used": 0}),
1916 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
1918 def test_as_json(self
):
1919 balance_mock1
= mock
.Mock()
1920 balance_mock1
.as_json
.return_value
= 1
1922 balance_mock2
= mock
.Mock()
1923 balance_mock2
.as_json
.return_value
= 2
1925 balance_store
= market
.BalanceStore(self
.m
)
1926 balance_store
.all
= {
1927 "BTC": balance_mock1
,
1928 "ETH": balance_mock2
,
1931 as_json
= balance_store
.as_json()
1932 self
.assertEqual(1, as_json
["BTC"])
1933 self
.assertEqual(2, as_json
["ETH"])
1936 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1937 class ComputationTest(WebMockTestCase
):
1938 def test_compute_value(self
):
1939 compute
= mock
.Mock()
1940 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1941 compute
.assert_called_with("foo", "ask")
1943 compute
.reset_mock()
1944 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1945 compute
.assert_called_with("foo", "bid")
1947 compute
.reset_mock()
1948 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1949 compute
.assert_called_with("foo", "ask")
1951 compute
.reset_mock()
1952 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1953 compute
.assert_called_with("foo", "bid")
1955 compute
.reset_mock()
1956 portfolio
.Computation
.computations
["test"] = compute
1957 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1958 compute
.assert_called_with("foo", "bid")
1961 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1962 class TradeTest(WebMockTestCase
):
1964 def test_values_assertion(self
):
1965 value_from
= portfolio
.Amount("BTC", "1.0")
1966 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1967 value_to
= portfolio
.Amount("BTC", "1.0")
1968 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1969 self
.assertEqual("BTC", trade
.base_currency
)
1970 self
.assertEqual("ETH", trade
.currency
)
1971 self
.assertEqual(self
.m
, trade
.market
)
1973 with self
.assertRaises(AssertionError):
1974 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
1975 with self
.assertRaises(AssertionError):
1976 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
1977 with self
.assertRaises(AssertionError):
1978 value_from
.currency
= "ETH"
1979 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1980 value_from
.currency
= "BTC"
1981 with self
.assertRaises(AssertionError):
1982 value_from2
= portfolio
.Amount("BTC", "1.0")
1983 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
1985 value_from
= portfolio
.Amount("BTC", 0)
1986 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1987 self
.assertEqual(0, trade
.value_from
.linked_to
)
1989 def test_action(self
):
1990 value_from
= portfolio
.Amount("BTC", "1.0")
1991 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1992 value_to
= portfolio
.Amount("BTC", "1.0")
1993 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1995 self
.assertIsNone(trade
.action
)
1997 value_from
= portfolio
.Amount("BTC", "1.0")
1998 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1999 value_to
= portfolio
.Amount("BTC", "2.0")
2000 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2002 self
.assertIsNone(trade
.action
)
2004 value_from
= portfolio
.Amount("BTC", "0.5")
2005 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2006 value_to
= portfolio
.Amount("BTC", "1.0")
2007 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2009 self
.assertEqual("acquire", trade
.action
)
2011 value_from
= portfolio
.Amount("BTC", "0")
2012 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2013 value_to
= portfolio
.Amount("BTC", "-1.0")
2014 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2016 self
.assertEqual("acquire", trade
.action
)
2018 def test_order_action(self
):
2019 value_from
= portfolio
.Amount("BTC", "0.5")
2020 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2021 value_to
= portfolio
.Amount("BTC", "1.0")
2022 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2024 trade
.inverted
= False
2025 self
.assertEqual("buy", trade
.order_action())
2026 trade
.inverted
= True
2027 self
.assertEqual("sell", trade
.order_action())
2029 value_from
= portfolio
.Amount("BTC", "0")
2030 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2031 value_to
= portfolio
.Amount("BTC", "-1.0")
2032 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2034 trade
.inverted
= False
2035 self
.assertEqual("sell", trade
.order_action())
2036 trade
.inverted
= True
2037 self
.assertEqual("buy", trade
.order_action())
2039 def test_trade_type(self
):
2040 value_from
= portfolio
.Amount("BTC", "0.5")
2041 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2042 value_to
= portfolio
.Amount("BTC", "1.0")
2043 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2045 self
.assertEqual("long", trade
.trade_type
)
2047 value_from
= portfolio
.Amount("BTC", "0")
2048 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2049 value_to
= portfolio
.Amount("BTC", "-1.0")
2050 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2052 self
.assertEqual("short", trade
.trade_type
)
2054 def test_is_fullfiled(self
):
2055 with self
.subTest(inverted
=False):
2056 value_from
= portfolio
.Amount("BTC", "0.5")
2057 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2058 value_to
= portfolio
.Amount("BTC", "1.0")
2059 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2061 order1
= mock
.Mock()
2062 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2064 order2
= mock
.Mock()
2065 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2066 trade
.orders
.append(order1
)
2067 trade
.orders
.append(order2
)
2069 self
.assertFalse(trade
.is_fullfiled
)
2071 order3
= mock
.Mock()
2072 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2073 trade
.orders
.append(order3
)
2075 self
.assertTrue(trade
.is_fullfiled
)
2077 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2078 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2079 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2081 with self
.subTest(inverted
=True):
2082 value_from
= portfolio
.Amount("BTC", "0.5")
2083 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2084 value_to
= portfolio
.Amount("BTC", "1.0")
2085 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2086 trade
.inverted
= True
2088 order1
= mock
.Mock()
2089 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2091 order2
= mock
.Mock()
2092 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2093 trade
.orders
.append(order1
)
2094 trade
.orders
.append(order2
)
2096 self
.assertFalse(trade
.is_fullfiled
)
2098 order3
= mock
.Mock()
2099 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2100 trade
.orders
.append(order3
)
2102 self
.assertTrue(trade
.is_fullfiled
)
2104 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2105 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2106 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2109 def test_filled_amount(self
):
2110 value_from
= portfolio
.Amount("BTC", "0.5")
2111 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2112 value_to
= portfolio
.Amount("BTC", "1.0")
2113 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2115 order1
= mock
.Mock()
2116 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2118 order2
= mock
.Mock()
2119 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2120 trade
.orders
.append(order1
)
2121 trade
.orders
.append(order2
)
2123 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2124 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2125 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2127 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2128 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2129 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2131 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2132 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2133 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2135 @mock.patch.object(portfolio
.Computation
, "compute_value")
2136 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2137 @mock.patch.object(portfolio
, "Order")
2138 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2139 Order
.return_value
= "Order"
2141 with self
.subTest(desc
="Nothing to do"):
2142 value_from
= portfolio
.Amount("BTC", "10")
2143 value_from
.rate
= D("0.1")
2144 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2145 value_to
= portfolio
.Amount("BTC", "10")
2146 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2148 trade
.prepare_order()
2150 filled_amount
.assert_not_called()
2151 compute_value
.assert_not_called()
2152 self
.assertEqual(0, len(trade
.orders
))
2153 Order
.assert_not_called()
2155 self
.m
.get_ticker
.return_value
= { "inverted": False }
2156 with self
.subTest(desc
="Already filled"):
2157 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2158 compute_value
.return_value
= D("0.125")
2160 value_from
= portfolio
.Amount("BTC", "10")
2161 value_from
.rate
= D("0.1")
2162 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2163 value_to
= portfolio
.Amount("BTC", "0")
2164 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2166 trade
.prepare_order()
2168 filled_amount
.assert_called_with(in_base_currency
=False)
2169 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2170 self
.assertEqual(0, len(trade
.orders
))
2171 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2172 Order
.assert_not_called()
2174 with self
.subTest(action
="dispose", inverted
=False):
2175 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2176 compute_value
.return_value
= D("0.125")
2178 value_from
= portfolio
.Amount("BTC", "10")
2179 value_from
.rate
= D("0.1")
2180 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2181 value_to
= portfolio
.Amount("BTC", "1")
2182 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2184 trade
.prepare_order()
2186 filled_amount
.assert_called_with(in_base_currency
=False)
2187 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2188 self
.assertEqual(1, len(trade
.orders
))
2189 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2190 D("0.125"), "BTC", "long", self
.m
,
2191 trade
, close_if_possible
=False)
2193 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2194 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2195 compute_value
.return_value
= D("0.125")
2197 value_from
= portfolio
.Amount("BTC", "10")
2198 value_from
.rate
= D("0.1")
2199 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2200 value_to
= portfolio
.Amount("BTC", "1")
2201 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2203 trade
.prepare_order(close_if_possible
=True)
2205 filled_amount
.assert_called_with(in_base_currency
=False)
2206 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2207 self
.assertEqual(1, len(trade
.orders
))
2208 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2209 D("0.125"), "BTC", "long", self
.m
,
2210 trade
, close_if_possible
=True)
2212 with self
.subTest(action
="acquire", inverted
=False):
2213 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2214 compute_value
.return_value
= D("0.125")
2216 value_from
= portfolio
.Amount("BTC", "1")
2217 value_from
.rate
= D("0.1")
2218 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2219 value_to
= portfolio
.Amount("BTC", "10")
2220 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2222 trade
.prepare_order()
2224 filled_amount
.assert_called_with(in_base_currency
=True)
2225 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2226 self
.assertEqual(1, len(trade
.orders
))
2228 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2229 D("0.125"), "BTC", "long", self
.m
,
2230 trade
, close_if_possible
=False)
2232 with self
.subTest(close_if_possible
=True):
2233 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2234 compute_value
.return_value
= D("0.125")
2236 value_from
= portfolio
.Amount("BTC", "10")
2237 value_from
.rate
= D("0.1")
2238 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2239 value_to
= portfolio
.Amount("BTC", "0")
2240 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2242 trade
.prepare_order()
2244 filled_amount
.assert_called_with(in_base_currency
=False)
2245 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2246 self
.assertEqual(1, len(trade
.orders
))
2247 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2248 D("0.125"), "BTC", "long", self
.m
,
2249 trade
, close_if_possible
=True)
2251 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2252 with self
.subTest(action
="dispose", inverted
=True):
2253 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2254 compute_value
.return_value
= D("125")
2256 value_from
= portfolio
.Amount("BTC", "10")
2257 value_from
.rate
= D("0.01")
2258 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2259 value_to
= portfolio
.Amount("BTC", "1")
2260 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2262 trade
.prepare_order(compute_value
="foo")
2264 filled_amount
.assert_called_with(in_base_currency
=True)
2265 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2266 self
.assertEqual(1, len(trade
.orders
))
2267 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2268 D("125"), "FOO", "long", self
.m
,
2269 trade
, close_if_possible
=False)
2271 with self
.subTest(action
="acquire", inverted
=True):
2272 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2273 compute_value
.return_value
= D("125")
2275 value_from
= portfolio
.Amount("BTC", "1")
2276 value_from
.rate
= D("0.01")
2277 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2278 value_to
= portfolio
.Amount("BTC", "10")
2279 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2281 trade
.prepare_order(compute_value
="foo")
2283 filled_amount
.assert_called_with(in_base_currency
=False)
2284 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2285 self
.assertEqual(1, len(trade
.orders
))
2286 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2287 D("125"), "FOO", "long", self
.m
,
2288 trade
, close_if_possible
=False)
2291 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2292 def test_update_order(self
, prepare_order
):
2293 order_mock
= mock
.Mock()
2294 new_order_mock
= mock
.Mock()
2296 value_from
= portfolio
.Amount("BTC", "0.5")
2297 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2298 value_to
= portfolio
.Amount("BTC", "1.0")
2299 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2300 prepare_order
.return_value
= new_order_mock
2302 for i
in [0, 1, 3, 4, 6]:
2303 with self
.subTest(tick
=i
):
2304 trade
.update_order(order_mock
, i
)
2305 order_mock
.cancel
.assert_not_called()
2306 new_order_mock
.run
.assert_not_called()
2307 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2308 update
="waiting", compute_value
=None, new_order
=None)
2310 order_mock
.reset_mock()
2311 new_order_mock
.reset_mock()
2313 self
.m
.report
.log_order
.reset_mock()
2315 trade
.update_order(order_mock
, 2)
2316 order_mock
.cancel
.assert_called()
2317 new_order_mock
.run
.assert_called()
2318 prepare_order
.assert_called()
2319 self
.m
.report
.log_order
.assert_called()
2320 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2322 mock
.call(order_mock
, 2, update
="adjusting",
2323 compute_value
=mock
.ANY
,
2324 new_order
=new_order_mock
),
2325 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2327 self
.m
.report
.log_order
.assert_has_calls(calls
)
2329 order_mock
.reset_mock()
2330 new_order_mock
.reset_mock()
2332 self
.m
.report
.log_order
.reset_mock()
2334 trade
.update_order(order_mock
, 5)
2335 order_mock
.cancel
.assert_called()
2336 new_order_mock
.run
.assert_called()
2337 prepare_order
.assert_called()
2338 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2339 self
.m
.report
.log_order
.assert_called()
2341 mock
.call(order_mock
, 5, update
="adjusting",
2342 compute_value
=mock
.ANY
,
2343 new_order
=new_order_mock
),
2344 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2346 self
.m
.report
.log_order
.assert_has_calls(calls
)
2348 order_mock
.reset_mock()
2349 new_order_mock
.reset_mock()
2351 self
.m
.report
.log_order
.reset_mock()
2353 trade
.update_order(order_mock
, 7)
2354 order_mock
.cancel
.assert_called()
2355 new_order_mock
.run
.assert_called()
2356 prepare_order
.assert_called_with(compute_value
="default")
2357 self
.m
.report
.log_order
.assert_called()
2358 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2360 mock
.call(order_mock
, 7, update
="market_fallback",
2361 compute_value
='default',
2362 new_order
=new_order_mock
),
2363 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2365 self
.m
.report
.log_order
.assert_has_calls(calls
)
2367 order_mock
.reset_mock()
2368 new_order_mock
.reset_mock()
2370 self
.m
.report
.log_order
.reset_mock()
2372 for i
in [10, 13, 16]:
2373 with self
.subTest(tick
=i
):
2374 trade
.update_order(order_mock
, i
)
2375 order_mock
.cancel
.assert_called()
2376 new_order_mock
.run
.assert_called()
2377 prepare_order
.assert_called_with(compute_value
="default")
2378 self
.m
.report
.log_order
.assert_called()
2379 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2381 mock
.call(order_mock
, i
, update
="market_adjust",
2382 compute_value
='default',
2383 new_order
=new_order_mock
),
2384 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2386 self
.m
.report
.log_order
.assert_has_calls(calls
)
2388 order_mock
.reset_mock()
2389 new_order_mock
.reset_mock()
2391 self
.m
.report
.log_order
.reset_mock()
2393 for i
in [8, 9, 11, 12]:
2394 with self
.subTest(tick
=i
):
2395 trade
.update_order(order_mock
, i
)
2396 order_mock
.cancel
.assert_not_called()
2397 new_order_mock
.run
.assert_not_called()
2398 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2399 compute_value
=None, new_order
=None)
2401 order_mock
.reset_mock()
2402 new_order_mock
.reset_mock()
2404 self
.m
.report
.log_order
.reset_mock()
2407 def test_print_with_order(self
):
2408 value_from
= portfolio
.Amount("BTC", "0.5")
2409 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2410 value_to
= portfolio
.Amount("BTC", "1.0")
2411 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2413 order_mock1
= mock
.Mock()
2414 order_mock1
.__repr__
= mock
.Mock()
2415 order_mock1
.__repr__
.return_value
= "Mock 1"
2416 order_mock2
= mock
.Mock()
2417 order_mock2
.__repr__
= mock
.Mock()
2418 order_mock2
.__repr__
.return_value
= "Mock 2"
2419 order_mock1
.mouvements
= []
2420 mouvement_mock1
= mock
.Mock()
2421 mouvement_mock1
.__repr__
= mock
.Mock()
2422 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2423 mouvement_mock2
= mock
.Mock()
2424 mouvement_mock2
.__repr__
= mock
.Mock()
2425 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2426 order_mock2
.mouvements
= [
2427 mouvement_mock1
, mouvement_mock2
2429 trade
.orders
.append(order_mock1
)
2430 trade
.orders
.append(order_mock2
)
2432 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2433 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2435 trade
.print_with_order()
2437 self
.m
.report
.print_log
.assert_called()
2438 calls
= self
.m
.report
.print_log
.mock_calls
2439 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2440 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2441 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2442 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2443 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2445 self
.m
.report
.print_log
.reset_mock()
2447 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2448 trade
.print_with_order()
2449 calls
= self
.m
.report
.print_log
.mock_calls
2450 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2452 self
.m
.report
.print_log
.reset_mock()
2454 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2456 trade
.print_with_order()
2457 calls
= self
.m
.report
.print_log
.mock_calls
2458 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2460 def test_close(self
):
2461 value_from
= portfolio
.Amount("BTC", "0.5")
2462 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2463 value_to
= portfolio
.Amount("BTC", "1.0")
2464 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2465 order1
= mock
.Mock()
2466 trade
.orders
.append(order1
)
2470 self
.assertEqual(True, trade
.closed
)
2471 order1
.cancel
.assert_called_once_with()
2473 def test_pending(self
):
2474 value_from
= portfolio
.Amount("BTC", "0.5")
2475 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2476 value_to
= portfolio
.Amount("BTC", "1.0")
2477 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2480 self
.assertEqual(False, trade
.pending
)
2482 trade
.closed
= False
2483 self
.assertEqual(True, trade
.pending
)
2485 order1
= mock
.Mock()
2486 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2487 trade
.orders
.append(order1
)
2488 self
.assertEqual(False, trade
.pending
)
2490 def test__repr(self
):
2491 value_from
= portfolio
.Amount("BTC", "0.5")
2492 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2493 value_to
= portfolio
.Amount("BTC", "1.0")
2494 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2496 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2498 def test_as_json(self
):
2499 value_from
= portfolio
.Amount("BTC", "0.5")
2500 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2501 value_to
= portfolio
.Amount("BTC", "1.0")
2502 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2504 as_json
= trade
.as_json()
2505 self
.assertEqual("acquire", as_json
["action"])
2506 self
.assertEqual(D("0.5"), as_json
["from"])
2507 self
.assertEqual(D("1.0"), as_json
["to"])
2508 self
.assertEqual("ETH", as_json
["currency"])
2509 self
.assertEqual("BTC", as_json
["base_currency"])
2511 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2512 class OrderTest(WebMockTestCase
):
2513 def test_values(self
):
2514 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2515 D("0.1"), "BTC", "long", "market", "trade")
2516 self
.assertEqual("buy", order
.action
)
2517 self
.assertEqual(10, order
.amount
.value
)
2518 self
.assertEqual("ETH", order
.amount
.currency
)
2519 self
.assertEqual(D("0.1"), order
.rate
)
2520 self
.assertEqual("BTC", order
.base_currency
)
2521 self
.assertEqual("market", order
.market
)
2522 self
.assertEqual("long", order
.trade_type
)
2523 self
.assertEqual("pending", order
.status
)
2524 self
.assertEqual("trade", order
.trade
)
2525 self
.assertIsNone(order
.id)
2526 self
.assertFalse(order
.close_if_possible
)
2528 def test__repr(self
):
2529 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2530 D("0.1"), "BTC", "long", "market", "trade")
2531 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2533 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2534 D("0.1"), "BTC", "long", "market", "trade",
2535 close_if_possible
=True)
2536 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2538 def test_as_json(self
):
2539 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2540 D("0.1"), "BTC", "long", "market", "trade")
2541 mouvement_mock1
= mock
.Mock()
2542 mouvement_mock1
.as_json
.return_value
= 1
2543 mouvement_mock2
= mock
.Mock()
2544 mouvement_mock2
.as_json
.return_value
= 2
2546 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2547 as_json
= order
.as_json()
2548 self
.assertEqual("buy", as_json
["action"])
2549 self
.assertEqual("long", as_json
["trade_type"])
2550 self
.assertEqual(10, as_json
["amount"])
2551 self
.assertEqual("ETH", as_json
["currency"])
2552 self
.assertEqual("BTC", as_json
["base_currency"])
2553 self
.assertEqual(D("0.1"), as_json
["rate"])
2554 self
.assertEqual("pending", as_json
["status"])
2555 self
.assertEqual(False, as_json
["close_if_possible"])
2556 self
.assertIsNone(as_json
["id"])
2557 self
.assertEqual([1, 2], as_json
["mouvements"])
2559 def test_account(self
):
2560 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2561 D("0.1"), "BTC", "long", "market", "trade")
2562 self
.assertEqual("exchange", order
.account
)
2564 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2565 D("0.1"), "BTC", "short", "market", "trade")
2566 self
.assertEqual("margin", order
.account
)
2568 def test_pending(self
):
2569 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2570 D("0.1"), "BTC", "long", "market", "trade")
2571 self
.assertTrue(order
.pending
)
2572 order
.status
= "open"
2573 self
.assertFalse(order
.pending
)
2575 def test_open(self
):
2576 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2577 D("0.1"), "BTC", "long", "market", "trade")
2578 self
.assertFalse(order
.open)
2579 order
.status
= "open"
2580 self
.assertTrue(order
.open)
2582 def test_finished(self
):
2583 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2584 D("0.1"), "BTC", "long", "market", "trade")
2585 self
.assertFalse(order
.finished
)
2586 order
.status
= "closed"
2587 self
.assertTrue(order
.finished
)
2588 order
.status
= "canceled"
2589 self
.assertTrue(order
.finished
)
2590 order
.status
= "error"
2591 self
.assertTrue(order
.finished
)
2593 @mock.patch.object(portfolio
.Order
, "fetch")
2594 def test_cancel(self
, fetch
):
2595 with self
.subTest(debug
=True):
2597 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2598 D("0.1"), "BTC", "long", self
.m
, "trade")
2599 order
.status
= "open"
2602 self
.m
.ccxt
.cancel_order
.assert_not_called()
2603 self
.m
.report
.log_debug_action
.assert_called_once()
2604 self
.m
.report
.log_debug_action
.reset_mock()
2605 self
.assertEqual("canceled", order
.status
)
2607 with self
.subTest(desc
="Nominal case"):
2608 self
.m
.debug
= False
2609 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2610 D("0.1"), "BTC", "long", self
.m
, "trade")
2611 order
.status
= "open"
2615 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2616 fetch
.assert_called_once_with()
2617 self
.m
.report
.log_debug_action
.assert_not_called()
2619 with self
.subTest(exception
=True):
2620 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2621 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2622 D("0.1"), "BTC", "long", self
.m
, "trade")
2623 order
.status
= "open"
2626 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2627 self
.m
.report
.log_error
.assert_called_once()
2630 with self
.subTest(id=None):
2631 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2632 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2633 D("0.1"), "BTC", "long", self
.m
, "trade")
2634 order
.status
= "open"
2636 self
.m
.ccxt
.cancel_order
.assert_not_called()
2639 with self
.subTest(open=False):
2640 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2641 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2642 D("0.1"), "BTC", "long", self
.m
, "trade")
2643 order
.status
= "closed"
2645 self
.m
.ccxt
.cancel_order
.assert_not_called()
2647 def test_dust_amount_remaining(self
):
2648 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2649 D("0.1"), "BTC", "long", self
.m
, "trade")
2650 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2651 self
.assertFalse(order
.dust_amount_remaining())
2653 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2654 self
.assertTrue(order
.dust_amount_remaining())
2656 @mock.patch.object(portfolio
.Order
, "fetch")
2657 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2658 def test_remaining_amount(self
, filled_amount
, fetch
):
2659 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2660 D("0.1"), "BTC", "long", self
.m
, "trade")
2662 self
.assertEqual(9, order
.remaining_amount().value
)
2664 order
.status
= "open"
2665 self
.assertEqual(9, order
.remaining_amount().value
)
2667 @mock.patch.object(portfolio
.Order
, "fetch")
2668 def test_filled_amount(self
, fetch
):
2669 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2670 D("0.1"), "BTC", "long", self
.m
, "trade")
2671 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2672 "tradeID": 42, "type": "buy", "fee": "0.0015",
2673 "date": "2017-12-30 12:00:12", "rate": "0.1",
2674 "amount": "3", "total": "0.3"
2676 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2677 "tradeID": 43, "type": "buy", "fee": "0.0015",
2678 "date": "2017-12-30 13:00:12", "rate": "0.2",
2679 "amount": "2", "total": "0.4"
2681 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2682 fetch
.assert_not_called()
2683 order
.status
= "open"
2684 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2685 fetch
.assert_called_once()
2686 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2688 def test_fetch_mouvements(self
):
2689 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2691 "tradeID": 42, "type": "buy", "fee": "0.0015",
2692 "date": "2017-12-30 12:00:12", "rate": "0.1",
2693 "amount": "3", "total": "0.3"
2696 "tradeID": 43, "type": "buy", "fee": "0.0015",
2697 "date": "2017-12-30 13:00:12", "rate": "0.2",
2698 "amount": "2", "total": "0.4"
2701 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2702 D("0.1"), "BTC", "long", self
.m
, "trade")
2704 order
.mouvements
= ["Foo", "Bar", "Baz"]
2706 order
.fetch_mouvements()
2708 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2709 self
.assertEqual(2, len(order
.mouvements
))
2710 self
.assertEqual(42, order
.mouvements
[0].id)
2711 self
.assertEqual(43, order
.mouvements
[1].id)
2713 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2714 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2715 D("0.1"), "BTC", "long", self
.m
, "trade")
2716 order
.fetch_mouvements()
2717 self
.assertEqual(0, len(order
.mouvements
))
2719 def test_mark_finished_order(self
):
2720 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2721 D("0.1"), "BTC", "short", self
.m
, "trade",
2722 close_if_possible
=True)
2723 order
.status
= "closed"
2724 self
.m
.debug
= False
2726 order
.mark_finished_order()
2727 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
2728 self
.m
.ccxt
.close_margin_position
.reset_mock()
2730 order
.status
= "open"
2731 order
.mark_finished_order()
2732 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2734 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2735 D("0.1"), "BTC", "short", self
.m
, "trade",
2736 close_if_possible
=False)
2737 order
.status
= "closed"
2738 order
.mark_finished_order()
2739 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2741 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2742 D("0.1"), "BTC", "short", self
.m
, "trade",
2743 close_if_possible
=True)
2744 order
.status
= "closed"
2745 order
.mark_finished_order()
2746 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2748 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2749 D("0.1"), "BTC", "long", self
.m
, "trade",
2750 close_if_possible
=True)
2751 order
.status
= "closed"
2752 order
.mark_finished_order()
2753 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2757 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2758 D("0.1"), "BTC", "short", self
.m
, "trade",
2759 close_if_possible
=True)
2760 order
.status
= "closed"
2762 order
.mark_finished_order()
2763 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2764 self
.m
.report
.log_debug_action
.assert_called_once()
2766 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
2767 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
2768 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
2769 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2770 D("0.1"), "BTC", "long", self
.m
, "trade")
2772 with self
.subTest(debug
=True):
2775 self
.m
.report
.log_debug_action
.assert_called_once()
2776 self
.m
.report
.log_debug_action
.reset_mock()
2777 self
.m
.ccxt
.fetch_order
.assert_not_called()
2778 mark_finished_order
.assert_not_called()
2779 fetch_mouvements
.assert_not_called()
2781 with self
.subTest(debug
=False):
2782 self
.m
.debug
= False
2783 self
.m
.ccxt
.fetch_order
.return_value
= {
2785 "datetime": "timestamp"
2789 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
2790 fetch_mouvements
.assert_called_once()
2791 self
.assertEqual("foo", order
.status
)
2792 self
.assertEqual("timestamp", order
.timestamp
)
2793 self
.assertEqual(1, len(order
.results
))
2794 self
.m
.report
.log_debug_action
.assert_not_called()
2795 mark_finished_order
.assert_called_once()
2797 mark_finished_order
.reset_mock()
2798 with self
.subTest(missing_order
=True):
2799 self
.m
.ccxt
.fetch_order
.side_effect
= [
2800 portfolio
.OrderNotCached
,
2803 self
.assertEqual("closed_unknown", order
.status
)
2804 mark_finished_order
.assert_called_once()
2806 @mock.patch.object(portfolio
.Order
, "fetch")
2807 def test_get_status(self
, fetch
):
2808 with self
.subTest(debug
=True):
2810 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2811 D("0.1"), "BTC", "long", self
.m
, "trade")
2812 self
.assertEqual("pending", order
.get_status())
2813 fetch
.assert_not_called()
2814 self
.m
.report
.log_debug_action
.assert_called_once()
2816 with self
.subTest(debug
=False, finished
=False):
2817 self
.m
.debug
= False
2818 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2819 D("0.1"), "BTC", "long", self
.m
, "trade")
2821 def update_status():
2822 order
.status
= "open"
2823 return update_status
2824 fetch
.side_effect
= _fetch(order
)
2825 self
.assertEqual("open", order
.get_status())
2826 fetch
.assert_called_once()
2829 with self
.subTest(debug
=False, finished
=True):
2830 self
.m
.debug
= False
2831 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2832 D("0.1"), "BTC", "long", self
.m
, "trade")
2834 def update_status():
2835 order
.status
= "closed"
2836 return update_status
2837 fetch
.side_effect
= _fetch(order
)
2838 self
.assertEqual("closed", order
.get_status())
2839 fetch
.assert_called_once()
2842 self
.m
.ccxt
.order_precision
.return_value
= 4
2843 with self
.subTest(debug
=True):
2845 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2846 D("0.1"), "BTC", "long", self
.m
, "trade")
2848 self
.m
.ccxt
.create_order
.assert_not_called()
2849 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2850 self
.assertEqual("open", order
.status
)
2851 self
.assertEqual(1, len(order
.results
))
2852 self
.assertEqual(-1, order
.id)
2854 self
.m
.ccxt
.create_order
.reset_mock()
2855 with self
.subTest(debug
=False):
2856 self
.m
.debug
= False
2857 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2858 D("0.1"), "BTC", "long", self
.m
, "trade")
2859 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
2861 self
.m
.ccxt
.create_order
.assert_called_once()
2862 self
.assertEqual(1, len(order
.results
))
2863 self
.assertEqual("open", order
.status
)
2865 self
.m
.ccxt
.create_order
.reset_mock()
2866 with self
.subTest(exception
=True):
2867 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2868 D("0.1"), "BTC", "long", self
.m
, "trade")
2869 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
2871 self
.m
.ccxt
.create_order
.assert_called_once()
2872 self
.assertEqual(0, len(order
.results
))
2873 self
.assertEqual("error", order
.status
)
2874 self
.m
.report
.log_error
.assert_called_once()
2876 self
.m
.ccxt
.create_order
.reset_mock()
2877 with self
.subTest(dust_amount_exception
=True),\
2878 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2879 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
2880 D("0.1"), "BTC", "long", self
.m
, "trade")
2881 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
2883 self
.m
.ccxt
.create_order
.assert_called_once()
2884 self
.assertEqual(0, len(order
.results
))
2885 self
.assertEqual("closed", order
.status
)
2886 mark_finished_order
.assert_called_once()
2888 self
.m
.ccxt
.order_precision
.return_value
= 8
2889 self
.m
.ccxt
.create_order
.reset_mock()
2890 with self
.subTest(insufficient_funds
=True),\
2891 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2892 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
2893 D("0.1"), "BTC", "long", self
.m
, "trade")
2894 self
.m
.ccxt
.create_order
.side_effect
= [
2895 portfolio
.InsufficientFunds
,
2896 portfolio
.InsufficientFunds
,
2897 portfolio
.InsufficientFunds
,
2901 self
.m
.ccxt
.create_order
.assert_has_calls([
2902 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
2903 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
2904 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
2905 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
2907 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
2908 self
.assertEqual(1, len(order
.results
))
2909 self
.assertEqual("open", order
.status
)
2910 self
.assertEqual(4, order
.tries
)
2911 self
.m
.report
.log_error
.assert_called()
2912 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
2914 self
.m
.ccxt
.order_precision
.return_value
= 8
2915 self
.m
.ccxt
.create_order
.reset_mock()
2916 self
.m
.report
.log_error
.reset_mock()
2917 with self
.subTest(insufficient_funds
=True),\
2918 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2919 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
2920 D("0.1"), "BTC", "long", self
.m
, "trade")
2921 self
.m
.ccxt
.create_order
.side_effect
= [
2922 portfolio
.InsufficientFunds
,
2923 portfolio
.InsufficientFunds
,
2924 portfolio
.InsufficientFunds
,
2925 portfolio
.InsufficientFunds
,
2926 portfolio
.InsufficientFunds
,
2929 self
.m
.ccxt
.create_order
.assert_has_calls([
2930 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
2931 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
2932 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
2933 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
2934 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
2936 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
2937 self
.assertEqual(0, len(order
.results
))
2938 self
.assertEqual("error", order
.status
)
2939 self
.assertEqual(5, order
.tries
)
2940 self
.m
.report
.log_error
.assert_called()
2941 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
2942 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception
=mock
.ANY
)
2945 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2946 class MouvementTest(WebMockTestCase
):
2947 def test_values(self
):
2948 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2949 "tradeID": 42, "type": "buy", "fee": "0.0015",
2950 "date": "2017-12-30 12:00:12", "rate": "0.1",
2951 "amount": "10", "total": "1"
2953 self
.assertEqual("ETH", mouvement
.currency
)
2954 self
.assertEqual("BTC", mouvement
.base_currency
)
2955 self
.assertEqual(42, mouvement
.id)
2956 self
.assertEqual("buy", mouvement
.action
)
2957 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
2958 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
2959 self
.assertEqual(D("0.1"), mouvement
.rate
)
2960 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
2961 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
2963 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
2964 self
.assertIsNone(mouvement
.date
)
2965 self
.assertIsNone(mouvement
.id)
2966 self
.assertIsNone(mouvement
.action
)
2967 self
.assertEqual(-1, mouvement
.fee_rate
)
2968 self
.assertEqual(0, mouvement
.rate
)
2969 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
2970 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
2972 def test__repr(self
):
2973 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2974 "tradeID": 42, "type": "buy", "fee": "0.0015",
2975 "date": "2017-12-30 12:00:12", "rate": "0.1",
2976 "amount": "10", "total": "1"
2978 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
2980 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2981 "tradeID": 42, "type": "buy",
2982 "date": "garbage", "rate": "0.1",
2983 "amount": "10", "total": "1"
2985 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
2987 def test_as_json(self
):
2988 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2989 "tradeID": 42, "type": "buy", "fee": "0.0015",
2990 "date": "2017-12-30 12:00:12", "rate": "0.1",
2991 "amount": "10", "total": "1"
2993 as_json
= mouvement
.as_json()
2995 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
2996 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
2997 self
.assertEqual("buy", as_json
["action"])
2998 self
.assertEqual(D("10"), as_json
["total"])
2999 self
.assertEqual(D("1"), as_json
["total_in_base"])
3000 self
.assertEqual("BTC", as_json
["base_currency"])
3001 self
.assertEqual("ETH", as_json
["currency"])
3003 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3004 class ReportStoreTest(WebMockTestCase
):
3005 def test_add_log(self
):
3006 report_store
= market
.ReportStore(self
.m
)
3007 report_store
.add_log({"foo": "bar"}
)
3009 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3011 def test_set_verbose(self
):
3012 report_store
= market
.ReportStore(self
.m
)
3013 with self
.subTest(verbose
=True):
3014 report_store
.set_verbose(True)
3015 self
.assertTrue(report_store
.verbose_print
)
3017 with self
.subTest(verbose
=False):
3018 report_store
.set_verbose(False)
3019 self
.assertFalse(report_store
.verbose_print
)
3021 def test_merge(self
):
3022 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3023 report_store2
= market
.ReportStore(None, verbose_print
=False)
3025 report_store2
.log_stage("1")
3026 report_store1
.log_stage("2")
3027 report_store2
.log_stage("3")
3029 report_store1
.merge(report_store2
)
3031 self
.assertEqual(3, len(report_store1
.logs
))
3032 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3033 self
.assertEqual(6, len(report_store1
.print_logs
))
3035 def test_print_log(self
):
3036 report_store
= market
.ReportStore(self
.m
)
3037 with self
.subTest(verbose
=True),\
3038 mock
.patch
.object(store
, "datetime") as time_mock
,\
3039 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3040 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
3041 report_store
.set_verbose(True)
3042 report_store
.print_log("Coucou")
3043 report_store
.print_log(portfolio
.Amount("BTC", 1))
3044 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3046 with self
.subTest(verbose
=False),\
3047 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3048 report_store
.set_verbose(False)
3049 report_store
.print_log("Coucou")
3050 report_store
.print_log(portfolio
.Amount("BTC", 1))
3051 self
.assertEqual(stdout_mock
.getvalue(), "")
3053 def test_to_json(self
):
3054 report_store
= market
.ReportStore(self
.m
)
3055 report_store
.logs
.append({"foo": "bar"}
)
3056 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3057 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3058 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3059 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3060 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store
.to_json())
3062 @mock.patch.object(market
.ReportStore
, "print_log")
3063 @mock.patch.object(market
.ReportStore
, "add_log")
3064 def test_log_stage(self
, add_log
, print_log
):
3065 report_store
= market
.ReportStore(self
.m
)
3067 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3068 print_log
.assert_has_calls([
3069 mock
.call("-----------"),
3070 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3072 add_log
.assert_called_once_with({
3077 'c': 'c = lambda x: x',
3085 @mock.patch.object(market
.ReportStore
, "print_log")
3086 @mock.patch.object(market
.ReportStore
, "add_log")
3087 def test_log_balances(self
, add_log
, print_log
):
3088 report_store
= market
.ReportStore(self
.m
)
3089 self
.m
.balances
.as_json
.return_value
= "json"
3090 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3092 report_store
.log_balances(tag
="tag")
3093 print_log
.assert_has_calls([
3094 mock
.call("[Balance]"),
3098 add_log
.assert_called_once_with({
3104 @mock.patch.object(market
.ReportStore
, "print_log")
3105 @mock.patch.object(market
.ReportStore
, "add_log")
3106 def test_log_tickers(self
, add_log
, print_log
):
3107 report_store
= market
.ReportStore(self
.m
)
3109 "BTC": portfolio
.Amount("BTC", 10),
3110 "ETH": portfolio
.Amount("BTC", D("0.3"))
3112 amounts
["ETH"].rate
= D("0.1")
3114 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3115 print_log
.assert_not_called()
3116 add_log
.assert_called_once_with({
3118 'compute_value': 'default',
3119 'balance_type': 'total',
3132 add_log
.reset_mock()
3133 compute_value
= lambda x
: x
["bid"]
3134 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3135 add_log
.assert_called_once_with({
3137 'compute_value': 'compute_value = lambda x: x["bid"]',
3138 'balance_type': 'total',
3151 @mock.patch.object(market
.ReportStore
, "print_log")
3152 @mock.patch.object(market
.ReportStore
, "add_log")
3153 def test_log_dispatch(self
, add_log
, print_log
):
3154 report_store
= market
.ReportStore(self
.m
)
3155 amount
= portfolio
.Amount("BTC", "10.3")
3157 "BTC": portfolio
.Amount("BTC", 10),
3158 "ETH": portfolio
.Amount("BTC", D("0.3"))
3160 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3161 print_log
.assert_not_called()
3162 add_log
.assert_called_once_with({
3164 'liquidity': 'medium',
3165 'repartition_ratio': 'repartition',
3176 @mock.patch.object(market
.ReportStore
, "print_log")
3177 @mock.patch.object(market
.ReportStore
, "add_log")
3178 def test_log_trades(self
, add_log
, print_log
):
3179 report_store
= market
.ReportStore(self
.m
)
3180 trade_mock1
= mock
.Mock()
3181 trade_mock2
= mock
.Mock()
3182 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3183 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3185 matching_and_trades
= [
3186 (True, trade_mock1
),
3187 (False, trade_mock2
),
3189 report_store
.log_trades(matching_and_trades
, "only")
3191 print_log
.assert_not_called()
3192 add_log
.assert_called_with({
3197 {'trade': '1', 'skipped': False}
,
3198 {'trade': '2', 'skipped': True}
3202 @mock.patch.object(market
.ReportStore
, "print_log")
3203 @mock.patch.object(market
.ReportStore
, "add_log")
3204 def test_log_orders(self
, add_log
, print_log
):
3205 report_store
= market
.ReportStore(self
.m
)
3207 order_mock1
= mock
.Mock()
3208 order_mock2
= mock
.Mock()
3210 order_mock1
.as_json
.return_value
= "order1"
3211 order_mock2
.as_json
.return_value
= "order2"
3213 orders
= [order_mock1
, order_mock2
]
3215 report_store
.log_orders(orders
, tick
="tick",
3216 only
="only", compute_value
="compute_value")
3218 print_log
.assert_called_once_with("[Orders]")
3219 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
3221 add_log
.assert_called_with({
3224 'compute_value': 'compute_value',
3226 'orders': ['order1', 'order2']
3229 add_log
.reset_mock()
3230 def compute_value(x
, y
):
3232 report_store
.log_orders(orders
, tick
="tick",
3233 only
="only", compute_value
=compute_value
)
3234 add_log
.assert_called_with({
3237 'compute_value': 'def compute_value(x, y):\n return x[y]',
3239 'orders': ['order1', 'order2']
3243 @mock.patch.object(market
.ReportStore
, "print_log")
3244 @mock.patch.object(market
.ReportStore
, "add_log")
3245 def test_log_order(self
, add_log
, print_log
):
3246 report_store
= market
.ReportStore(self
.m
)
3247 order_mock
= mock
.Mock()
3248 order_mock
.as_json
.return_value
= "order"
3249 new_order_mock
= mock
.Mock()
3250 new_order_mock
.as_json
.return_value
= "new_order"
3251 order_mock
.__repr
__ = mock
.Mock()
3252 order_mock
.__repr
__.return_value
= "Order Mock"
3253 new_order_mock
.__repr
__ = mock
.Mock()
3254 new_order_mock
.__repr
__.return_value
= "New order Mock"
3256 with self
.subTest(finished
=True):
3257 report_store
.log_order(order_mock
, 1, finished
=True)
3258 print_log
.assert_called_once_with("[Order] Finished Order Mock")
3259 add_log
.assert_called_once_with({
3264 'compute_value': None,
3268 add_log
.reset_mock()
3269 print_log
.reset_mock()
3271 with self
.subTest(update
="waiting"):
3272 report_store
.log_order(order_mock
, 1, update
="waiting")
3273 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3274 add_log
.assert_called_once_with({
3277 'update': 'waiting',
3279 'compute_value': None,
3283 add_log
.reset_mock()
3284 print_log
.reset_mock()
3285 with self
.subTest(update
="adjusting"):
3286 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
3287 report_store
.log_order(order_mock
, 3,
3288 update
="adjusting", new_order
=new_order_mock
,
3289 compute_value
=compute_value
)
3290 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3291 add_log
.assert_called_once_with({
3294 'update': 'adjusting',
3296 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3297 'new_order': 'new_order'
3300 add_log
.reset_mock()
3301 print_log
.reset_mock()
3302 with self
.subTest(update
="market_fallback"):
3303 report_store
.log_order(order_mock
, 7,
3304 update
="market_fallback", new_order
=new_order_mock
)
3305 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3306 add_log
.assert_called_once_with({
3309 'update': 'market_fallback',
3311 'compute_value': None,
3312 'new_order': 'new_order'
3315 add_log
.reset_mock()
3316 print_log
.reset_mock()
3317 with self
.subTest(update
="market_adjusting"):
3318 report_store
.log_order(order_mock
, 17,
3319 update
="market_adjust", new_order
=new_order_mock
)
3320 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3321 add_log
.assert_called_once_with({
3324 'update': 'market_adjust',
3326 'compute_value': None,
3327 'new_order': 'new_order'
3330 @mock.patch.object(market
.ReportStore
, "print_log")
3331 @mock.patch.object(market
.ReportStore
, "add_log")
3332 def test_log_move_balances(self
, add_log
, print_log
):
3333 report_store
= market
.ReportStore(self
.m
)
3335 "BTC": portfolio
.Amount("BTC", 10),
3339 "BTC": portfolio
.Amount("BTC", 3),
3342 report_store
.log_move_balances(needed
, moving
)
3343 print_log
.assert_not_called()
3344 add_log
.assert_called_once_with({
3345 'type': 'move_balances',
3357 @mock.patch.object(market
.ReportStore
, "print_log")
3358 @mock.patch.object(market
.ReportStore
, "add_log")
3359 def test_log_http_request(self
, add_log
, print_log
):
3360 report_store
= market
.ReportStore(self
.m
)
3361 response
= mock
.Mock()
3362 response
.status_code
= 200
3363 response
.text
= "Hey"
3365 report_store
.log_http_request("method", "url", "body",
3366 "headers", response
)
3367 print_log
.assert_not_called()
3368 add_log
.assert_called_once_with({
3369 'type': 'http_request',
3373 'headers': 'headers',
3378 @mock.patch.object(market
.ReportStore
, "print_log")
3379 @mock.patch.object(market
.ReportStore
, "add_log")
3380 def test_log_error(self
, add_log
, print_log
):
3381 report_store
= market
.ReportStore(self
.m
)
3382 with self
.subTest(message
=None, exception
=None):
3383 report_store
.log_error("action")
3384 print_log
.assert_called_once_with("[Error] action")
3385 add_log
.assert_called_once_with({
3388 'exception_class': None,
3389 'exception_message': None,
3393 print_log
.reset_mock()
3394 add_log
.reset_mock()
3395 with self
.subTest(message
="Hey", exception
=None):
3396 report_store
.log_error("action", message
="Hey")
3397 print_log
.assert_has_calls([
3398 mock
.call("[Error] action"),
3401 add_log
.assert_called_once_with({
3404 'exception_class': None,
3405 'exception_message': None,
3409 print_log
.reset_mock()
3410 add_log
.reset_mock()
3411 with self
.subTest(message
=None, exception
=Exception("bouh")):
3412 report_store
.log_error("action", exception
=Exception("bouh"))
3413 print_log
.assert_has_calls([
3414 mock
.call("[Error] action"),
3415 mock
.call("\tException: bouh")
3417 add_log
.assert_called_once_with({
3420 'exception_class': "Exception",
3421 'exception_message': "bouh",
3425 print_log
.reset_mock()
3426 add_log
.reset_mock()
3427 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
3428 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
3429 print_log
.assert_has_calls([
3430 mock
.call("[Error] action"),
3431 mock
.call("\tException: bouh"),
3434 add_log
.assert_called_once_with({
3437 'exception_class': "Exception",
3438 'exception_message': "bouh",
3442 @mock.patch.object(market
.ReportStore
, "print_log")
3443 @mock.patch.object(market
.ReportStore
, "add_log")
3444 def test_log_debug_action(self
, add_log
, print_log
):
3445 report_store
= market
.ReportStore(self
.m
)
3446 report_store
.log_debug_action("Hey")
3448 print_log
.assert_called_once_with("[Debug] Hey")
3449 add_log
.assert_called_once_with({
3450 'type': 'debug_action',
3454 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3455 class MainTest(WebMockTestCase
):
3456 def test_make_order(self
):
3457 self
.m
.get_ticker
.return_value
= {
3459 "average": D("0.1"),
3464 with self
.subTest(description
="nominal case"):
3465 main
.make_order(self
.m
, 10, "ETH")
3467 self
.m
.report
.log_stage
.assert_has_calls([
3468 mock
.call("make_order_begin"),
3469 mock
.call("make_order_end"),
3471 self
.m
.balances
.fetch_balances
.assert_has_calls([
3472 mock
.call(tag
="make_order_begin"),
3473 mock
.call(tag
="make_order_end"),
3475 self
.m
.trades
.all
.append
.assert_called_once()
3476 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3477 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
3478 self
.assertEqual(0, trade
.value_from
)
3479 self
.assertEqual("ETH", trade
.currency
)
3480 self
.assertEqual("BTC", trade
.base_currency
)
3481 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3482 self
.m
.trades
.run_orders
.assert_called_once_with()
3483 self
.m
.follow_orders
.assert_called_once_with()
3485 order
= trade
.orders
[0]
3486 self
.assertEqual(D("0.10"), order
.rate
)
3489 with self
.subTest(compute_value
="default"):
3490 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3491 compute_value
="ask")
3493 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3494 order
= trade
.orders
[0]
3495 self
.assertEqual(D("0.11"), order
.rate
)
3498 with self
.subTest(follow
=False):
3499 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
3501 self
.m
.report
.log_stage
.assert_has_calls([
3502 mock
.call("make_order_begin"),
3503 mock
.call("make_order_end_not_followed"),
3505 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
3507 self
.m
.trades
.all
.append
.assert_called_once()
3508 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3509 self
.assertEqual(0, trade
.value_from
)
3510 self
.assertEqual("ETH", trade
.currency
)
3511 self
.assertEqual("BTC", trade
.base_currency
)
3512 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3513 self
.m
.trades
.run_orders
.assert_called_once_with()
3514 self
.m
.follow_orders
.assert_not_called()
3515 self
.assertEqual(trade
.orders
[0], result
)
3518 with self
.subTest(base_currency
="USDT"):
3519 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
3521 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3522 self
.assertEqual("BTC", trade
.currency
)
3523 self
.assertEqual("USDT", trade
.base_currency
)
3526 with self
.subTest(close_if_possible
=True):
3527 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
3529 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3530 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
3533 with self
.subTest(action
="dispose"):
3534 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
3536 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3537 self
.assertEqual(0, trade
.value_to
)
3538 self
.assertEqual(1, trade
.value_from
.value
)
3539 self
.assertEqual("ETH", trade
.currency
)
3540 self
.assertEqual("BTC", trade
.base_currency
)
3543 with self
.subTest(compute_value
="default"):
3544 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3545 compute_value
="bid")
3547 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3548 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
3550 def test_get_user_market(self
):
3551 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
3552 mock
.patch("main.parse_config") as main_parse_config
:
3553 with self
.subTest(debug
=False):
3554 main_parse_config
.return_value
= ["pg_config", "report_path"]
3555 main_fetch_markets
.return_value
= [({"key": "market_config"}
,)]
3556 m
= main
.get_user_market("config_path.ini", 1)
3558 self
.assertIsInstance(m
, market
.Market
)
3559 self
.assertFalse(m
.debug
)
3561 with self
.subTest(debug
=True):
3562 main_parse_config
.return_value
= ["pg_config", "report_path"]
3563 main_fetch_markets
.return_value
= [({"key": "market_config"}
,)]
3564 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
3566 self
.assertIsInstance(m
, market
.Market
)
3567 self
.assertTrue(m
.debug
)
3569 def test_process(self
):
3570 with mock
.patch("market.Market") as market_mock
,\
3571 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3573 args_mock
= mock
.Mock()
3574 args_mock
.action
= "action"
3575 args_mock
.config
= "config"
3576 args_mock
.user
= "user"
3577 args_mock
.debug
= "debug"
3578 args_mock
.before
= "before"
3579 args_mock
.after
= "after"
3580 self
.assertEqual("", stdout_mock
.getvalue())
3582 main
.process("config", 1, "report_path", args_mock
)
3584 market_mock
.from_config
.assert_has_calls([
3585 mock
.call("config", args_mock
, user_id
=1, report_path
="report_path"),
3586 mock
.call().process("action", before
="before", after
="after"),
3589 with self
.subTest(exception
=True):
3590 market_mock
.from_config
.side_effect
= Exception("boo")
3591 main
.process("config", 1, "report_path", args_mock
)
3592 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
3594 def test_main(self
):
3595 with self
.subTest(parallel
=False):
3596 with mock
.patch("main.parse_args") as parse_args
,\
3597 mock
.patch("main.parse_config") as parse_config
,\
3598 mock
.patch("main.fetch_markets") as fetch_markets
,\
3599 mock
.patch("main.process") as process
:
3601 args_mock
= mock
.Mock()
3602 args_mock
.parallel
= False
3603 args_mock
.config
= "config"
3604 args_mock
.user
= "user"
3605 parse_args
.return_value
= args_mock
3607 parse_config
.return_value
= ["pg_config", "report_path"]
3609 fetch_markets
.return_value
= [["config1", 1], ["config2", 2]]
3611 main
.main(["Foo", "Bar"])
3613 parse_args
.assert_called_with(["Foo", "Bar"])
3614 parse_config
.assert_called_with("config")
3615 fetch_markets
.assert_called_with("pg_config", "user")
3617 self
.assertEqual(2, process
.call_count
)
3618 process
.assert_has_calls([
3619 mock
.call("config1", 1, "report_path", args_mock
),
3620 mock
.call("config2", 2, "report_path", args_mock
),
3622 with self
.subTest(parallel
=True):
3623 with mock
.patch("main.parse_args") as parse_args
,\
3624 mock
.patch("main.parse_config") as parse_config
,\
3625 mock
.patch("main.fetch_markets") as fetch_markets
,\
3626 mock
.patch("main.process") as process
,\
3627 mock
.patch("store.Portfolio.start_worker") as start
:
3629 args_mock
= mock
.Mock()
3630 args_mock
.parallel
= True
3631 args_mock
.config
= "config"
3632 args_mock
.user
= "user"
3633 parse_args
.return_value
= args_mock
3635 parse_config
.return_value
= ["pg_config", "report_path"]
3637 fetch_markets
.return_value
= [["config1", 1], ["config2", 2]]
3639 main
.main(["Foo", "Bar"])
3641 parse_args
.assert_called_with(["Foo", "Bar"])
3642 parse_config
.assert_called_with("config")
3643 fetch_markets
.assert_called_with("pg_config", "user")
3645 start
.assert_called_once_with()
3646 self
.assertEqual(2, process
.call_count
)
3647 process
.assert_has_calls([
3648 mock
.call
.__bool
__(),
3649 mock
.call("config1", 1, "report_path", args_mock
),
3650 mock
.call
.__bool
__(),
3651 mock
.call("config2", 2, "report_path", args_mock
),
3654 @mock.patch.object(main
.sys
, "exit")
3655 @mock.patch("main.configparser")
3656 @mock.patch("main.os")
3657 def test_parse_config(self
, os
, configparser
, exit
):
3658 with self
.subTest(pg_config
=True, report_path
=None):
3659 config_mock
= mock
.MagicMock()
3660 configparser
.ConfigParser
.return_value
= config_mock
3661 def config(element
):
3662 return element
== "postgresql"
3664 config_mock
.__contains
__.side_effect
= config
3665 config_mock
.__getitem
__.return_value
= "pg_config"
3667 result
= main
.parse_config("configfile")
3669 config_mock
.read
.assert_called_with("configfile")
3671 self
.assertEqual(["pg_config", None], result
)
3673 with self
.subTest(pg_config
=True, report_path
="present"):
3674 config_mock
= mock
.MagicMock()
3675 configparser
.ConfigParser
.return_value
= config_mock
3677 config_mock
.__contains
__.return_value
= True
3678 config_mock
.__getitem
__.side_effect
= [
3679 {"report_path": "report_path"}
,
3680 {"report_path": "report_path"}
,
3684 os
.path
.exists
.return_value
= False
3685 result
= main
.parse_config("configfile")
3687 config_mock
.read
.assert_called_with("configfile")
3688 self
.assertEqual(["pg_config", "report_path"], result
)
3689 os
.path
.exists
.assert_called_once_with("report_path")
3690 os
.makedirs
.assert_called_once_with("report_path")
3692 with self
.subTest(pg_config
=False),\
3693 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3694 config_mock
= mock
.MagicMock()
3695 configparser
.ConfigParser
.return_value
= config_mock
3696 result
= main
.parse_config("configfile")
3698 config_mock
.read
.assert_called_with("configfile")
3699 exit
.assert_called_once_with(1)
3700 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
3702 @mock.patch.object(main
.sys
, "exit")
3703 def test_parse_args(self
, exit
):
3704 with self
.subTest(config
="config.ini"):
3705 args
= main
.parse_args([])
3706 self
.assertEqual("config.ini", args
.config
)
3707 self
.assertFalse(args
.before
)
3708 self
.assertFalse(args
.after
)
3709 self
.assertFalse(args
.debug
)
3711 args
= main
.parse_args(["--before", "--after", "--debug"])
3712 self
.assertTrue(args
.before
)
3713 self
.assertTrue(args
.after
)
3714 self
.assertTrue(args
.debug
)
3716 exit
.assert_not_called()
3718 with self
.subTest(config
="inexistant"),\
3719 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3720 args
= main
.parse_args(["--config", "foo.bar"])
3721 exit
.assert_called_once_with(1)
3722 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
3724 @mock.patch.object(main
, "psycopg2")
3725 def test_fetch_markets(self
, psycopg2
):
3726 connect_mock
= mock
.Mock()
3727 cursor_mock
= mock
.MagicMock()
3728 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
3730 connect_mock
.cursor
.return_value
= cursor_mock
3731 psycopg2
.connect
.return_value
= connect_mock
3733 with self
.subTest(user
=None):
3734 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
3736 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3737 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs")
3739 self
.assertEqual(["row_1", "row_2"], rows
)
3741 psycopg2
.connect
.reset_mock()
3742 cursor_mock
.execute
.reset_mock()
3743 with self
.subTest(user
=1):
3744 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
3746 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3747 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3749 self
.assertEqual(["row_1", "row_2"], rows
)
3752 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3753 class ProcessorTest(WebMockTestCase
):
3754 def test_values(self
):
3755 processor
= market
.Processor(self
.m
)
3757 self
.assertEqual(self
.m
, processor
.market
)
3759 def test_run_action(self
):
3760 processor
= market
.Processor(self
.m
)
3762 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
3763 method_mock
= mock
.Mock()
3764 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
3766 processor
.run_action("foo", "bar", "baz")
3768 parse_args
.assert_called_with("foo", "bar", "baz")
3770 method_mock
.assert_called_with(foo
="bar")
3772 processor
.run_action("wait_for_recent", "bar", "baz")
3774 method_mock
.assert_called_with(foo
="bar")
3776 def test_select_step(self
):
3777 processor
= market
.Processor(self
.m
)
3779 scenario
= processor
.scenarios
["sell_all"]
3781 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
3782 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
3783 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
3784 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
3785 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
3787 with self
.assertRaises(TypeError):
3788 processor
.select_steps(scenario
, ["wait"])
3790 @mock.patch("market.Processor.process_step")
3791 def test_process(self
, process_step
):
3792 processor
= market
.Processor(self
.m
)
3794 processor
.process("sell_all", foo
="bar")
3795 self
.assertEqual(3, process_step
.call_count
)
3797 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
3798 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
3799 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
3800 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
3801 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
3802 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
3804 process_step
.reset_mock()
3806 processor
.process("sell_needed", steps
=["before", "after"])
3807 self
.assertEqual(3, process_step
.call_count
)
3809 def test_method_arguments(self
):
3810 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
3811 m
= market
.Market(ccxt
, self
.market_args())
3813 processor
= market
.Processor(m
)
3815 method
, arguments
= processor
.method_arguments("wait_for_recent")
3816 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
3817 self
.assertEqual(["delta", "poll"], arguments
)
3819 method
, arguments
= processor
.method_arguments("prepare_trades")
3820 self
.assertEqual(m
.prepare_trades
, method
)
3821 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
3823 method
, arguments
= processor
.method_arguments("prepare_orders")
3824 self
.assertEqual(m
.trades
.prepare_orders
, method
)
3826 method
, arguments
= processor
.method_arguments("move_balances")
3827 self
.assertEqual(m
.move_balances
, method
)
3829 method
, arguments
= processor
.method_arguments("run_orders")
3830 self
.assertEqual(m
.trades
.run_orders
, method
)
3832 method
, arguments
= processor
.method_arguments("follow_orders")
3833 self
.assertEqual(m
.follow_orders
, method
)
3835 method
, arguments
= processor
.method_arguments("close_trades")
3836 self
.assertEqual(m
.trades
.close_trades
, method
)
3838 def test_process_step(self
):
3839 processor
= market
.Processor(self
.m
)
3841 with mock
.patch
.object(processor
, "run_action") as run_action
:
3842 step
= processor
.scenarios
["sell_needed"][1]
3844 processor
.process_step("foo", step
, {"foo":"bar"}
)
3846 self
.m
.report
.log_stage
.assert_has_calls([
3847 mock
.call("process_foo__1_sell_begin"),
3848 mock
.call("process_foo__1_sell_end"),
3850 self
.m
.balances
.fetch_balances
.assert_has_calls([
3851 mock
.call(tag
="process_foo__1_sell_begin"),
3852 mock
.call(tag
="process_foo__1_sell_end"),
3855 self
.assertEqual(5, run_action
.call_count
)
3857 run_action
.assert_has_calls([
3858 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
3859 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
3860 mock
.call('run_orders', {}, {'foo': 'bar'}
),
3861 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
3862 mock
.call('close_trades', {}, {'foo': 'bar'}
),
3866 with mock
.patch
.object(processor
, "run_action") as run_action
:
3867 step
= processor
.scenarios
["sell_needed"][0]
3869 processor
.process_step("foo", step
, {"foo":"bar"}
)
3870 self
.m
.balances
.fetch_balances
.assert_not_called()
3872 def test_parse_args(self
):
3873 processor
= market
.Processor(self
.m
)
3875 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3876 method_mock
= mock
.Mock()
3877 method_arguments
.return_value
= [
3881 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
3883 self
.assertEqual(method_mock
, method
)
3884 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
3886 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3887 method_mock
= mock
.Mock()
3888 method_arguments
.return_value
= [
3892 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
3894 self
.assertEqual(1, len(args
["repartition"]))
3895 self
.assertIn("BTC", args
["repartition"])
3897 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3898 method_mock
= mock
.Mock()
3899 method_arguments
.return_value
= [
3901 ["repartition", "base_currency"]
3903 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
3905 self
.assertEqual(1, len(args
["repartition"]))
3906 self
.assertIn("USDT", args
["repartition"])
3908 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3909 method_mock
= mock
.Mock()
3910 method_arguments
.return_value
= [
3912 ["repartition", "base_currency"]
3914 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
3916 self
.assertEqual(1, len(args
["repartition"]))
3917 self
.assertIn("ETH", args
["repartition"])
3920 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
3921 class AcceptanceTest(WebMockTestCase
):
3922 @unittest.expectedFailure
3923 def test_success_sell_only_necessary(self
):
3924 # FIXME: catch stdout
3925 self
.m
.report
.verbose_print
= False
3928 "exchange_free": D("1.0"),
3929 "exchange_used": D("0.0"),
3930 "exchange_total": D("1.0"),
3934 "exchange_free": D("4.0"),
3935 "exchange_used": D("0.0"),
3936 "exchange_total": D("4.0"),
3940 "exchange_free": D("1000.0"),
3941 "exchange_used": D("0.0"),
3942 "exchange_total": D("1000.0"),
3943 "total": D("1000.0"),
3947 "ETH": (D("0.25"), "long"),
3948 "ETC": (D("0.25"), "long"),
3949 "BTC": (D("0.4"), "long"),
3950 "BTD": (D("0.01"), "short"),
3951 "B2X": (D("0.04"), "long"),
3952 "USDT": (D("0.05"), "long"),
3955 def fetch_ticker(symbol
):
3956 if symbol
== "ETH/BTC":
3958 "symbol": "ETH/BTC",
3962 if symbol
== "ETC/BTC":
3964 "symbol": "ETC/BTC",
3968 if symbol
== "XVG/BTC":
3970 "symbol": "XVG/BTC",
3971 "bid": D("0.00003"),
3974 if symbol
== "BTD/BTC":
3976 "symbol": "BTD/BTC",
3980 if symbol
== "B2X/BTC":
3982 "symbol": "B2X/BTC",
3986 if symbol
== "USDT/BTC":
3987 raise helper
.ExchangeError
3988 if symbol
== "BTC/USDT":
3990 "symbol": "BTC/USDT",
3994 self
.fail("Shouldn't have been called with {}".format(symbol
))
3996 market
= mock
.Mock()
3997 market
.fetch_all_balances
.return_value
= fetch_balance
3998 market
.fetch_ticker
.side_effect
= fetch_ticker
3999 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4001 helper
.prepare_trades(market
)
4003 balances
= portfolio
.BalanceStore
.all
4004 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
4005 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4006 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
4009 trades
= portfolio
.TradeStore
.all
4010 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4011 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4012 self
.assertEqual("dispose", trades
[0].action
)
4014 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4015 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4016 self
.assertEqual("acquire", trades
[1].action
)
4018 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4019 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4020 self
.assertEqual("dispose", trades
[2].action
)
4022 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4023 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4024 self
.assertEqual("acquire", trades
[3].action
)
4026 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4027 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4028 self
.assertEqual("acquire", trades
[4].action
)
4030 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4031 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4032 self
.assertEqual("acquire", trades
[5].action
)
4035 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4037 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4038 self
.assertEqual(2, len(all_orders
))
4039 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4040 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4041 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4042 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4045 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4046 self
.assertEqual("limit", type)
4047 if symbol
== "ETH/BTC":
4048 self
.assertEqual("sell", action
)
4049 self
.assertEqual(D('0.66666666'), amount
)
4050 self
.assertEqual(D("0.14014"), price
)
4051 elif symbol
== "XVG/BTC":
4052 self
.assertEqual("sell", action
)
4053 self
.assertEqual(1000, amount
)
4054 self
.assertEqual(D("0.00003003"), price
)
4056 self
.fail("I shouldn't have been called")
4061 market
.create_order
.side_effect
= create_order
4062 market
.order_precision
.return_value
= 8
4065 portfolio
.TradeStore
.run_orders()
4067 self
.assertEqual("open", all_orders
[0].status
)
4068 self
.assertEqual("open", all_orders
[1].status
)
4070 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4071 market
.privatePostReturnOrderTrades
.return_value
= [
4073 "tradeID": 42, "type": "buy", "fee": "0.0015",
4074 "date": "2017-12-30 12:00:12", "rate": "0.1",
4075 "amount": "10", "total": "1"
4078 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4080 helper
.follow_orders(verbose
=False)
4082 sleep
.assert_called_with(30)
4084 for order
in all_orders
:
4085 self
.assertEqual("closed", order
.status
)
4089 "exchange_free": D("1.0") / 3,
4090 "exchange_used": D("0.0"),
4091 "exchange_total": D("1.0") / 3,
4093 "total": D("1.0") / 3,
4096 "exchange_free": D("0.134"),
4097 "exchange_used": D("0.0"),
4098 "exchange_total": D("0.134"),
4100 "total": D("0.134"),
4103 "exchange_free": D("4.0"),
4104 "exchange_used": D("0.0"),
4105 "exchange_total": D("4.0"),
4110 "exchange_free": D("0.0"),
4111 "exchange_used": D("0.0"),
4112 "exchange_total": D("0.0"),
4117 market
.fetch_all_balances
.return_value
= fetch_balance
4119 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4121 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4123 balances
= portfolio
.BalanceStore
.all
4124 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4125 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4126 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4127 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4130 trades
= portfolio
.TradeStore
.all
4131 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4132 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4133 self
.assertEqual("dispose", trades
[0].action
)
4135 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4136 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4137 self
.assertEqual("acquire", trades
[1].action
)
4139 self
.assertNotIn("BTC", trades
)
4141 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4142 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4143 self
.assertEqual("dispose", trades
[2].action
)
4145 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4146 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4147 self
.assertEqual("acquire", trades
[3].action
)
4149 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4150 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4151 self
.assertEqual("acquire", trades
[4].action
)
4153 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4154 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4155 self
.assertEqual("acquire", trades
[5].action
)
4158 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4160 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4161 self
.assertEqual(4, len(all_orders
))
4162 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4163 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4164 self
.assertEqual("buy", all_orders
[0].action
)
4165 self
.assertEqual("long", all_orders
[0].trade_type
)
4167 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4168 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4169 self
.assertEqual("sell", all_orders
[1].action
)
4170 self
.assertEqual("short", all_orders
[1].trade_type
)
4172 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4173 self
.assertAlmostEqual(0, diff
.value
)
4174 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4175 self
.assertEqual("buy", all_orders
[2].action
)
4176 self
.assertEqual("long", all_orders
[2].trade_type
)
4178 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4179 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4180 self
.assertEqual("sell", all_orders
[3].action
)
4181 self
.assertEqual("long", all_orders
[3].trade_type
)
4185 # Move balances to margin
4189 # portfolio.TradeStore.run_orders()
4191 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4193 helper
.follow_orders(verbose
=False)
4195 sleep
.assert_called_with(30)
4197 if __name__
== '__main__':