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()
74 with mock
.patch("market.ccxt.poloniexE.session") as session
:
75 session
.request
.return_value
= "response"
76 ccxt
= market
.ccxt
.poloniexE()
77 ccxt
._market
= mock
.Mock
78 ccxt
._market
.report
= mock
.Mock()
80 ccxt
.session
.request("GET", "URL", data
="data",
82 ccxt
._market
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
83 'headers', 'response')
85 def test_nanoseconds(self
):
86 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
87 time
.return_value
= 123456.7890123456
88 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
91 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
92 time
.return_value
= 123456.7890123456
93 self
.assertEqual(123456789012345, self
.s
.nonce())
95 def test_request(self
):
96 with mock
.patch
.object(market
.ccxt
.poloniex
, "request") as request
,\
97 mock
.patch("market.ccxt.retry_call") as retry_call
:
98 with self
.subTest(wrapped
=True):
99 with self
.subTest(desc
="public"):
100 self
.s
.request("foo")
101 retry_call
.assert_called_with(request
,
102 delay
=1, tries
=10, fargs
=["foo"],
103 fkwargs
={'api': 'public', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
104 exceptions
=(market
.ccxt
.RequestTimeout
,))
105 request
.assert_not_called()
107 with self
.subTest(desc
="private GET"):
108 self
.s
.request("foo", api
="private")
109 retry_call
.assert_called_with(request
,
110 delay
=1, tries
=10, fargs
=["foo"],
111 fkwargs
={'api': 'private', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
112 exceptions
=(market
.ccxt
.RequestTimeout
,))
113 request
.assert_not_called()
115 with self
.subTest(desc
="private POST regexp"):
116 self
.s
.request("returnFoo", api
="private", method
="POST")
117 retry_call
.assert_called_with(request
,
118 delay
=1, tries
=10, fargs
=["returnFoo"],
119 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
120 exceptions
=(market
.ccxt
.RequestTimeout
,))
121 request
.assert_not_called()
123 with self
.subTest(desc
="private POST non-regexp"):
124 self
.s
.request("getMarginPosition", api
="private", method
="POST")
125 retry_call
.assert_called_with(request
,
126 delay
=1, tries
=10, fargs
=["getMarginPosition"],
127 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
128 exceptions
=(market
.ccxt
.RequestTimeout
,))
129 request
.assert_not_called()
130 retry_call
.reset_mock()
132 with self
.subTest(wrapped
=False):
133 with self
.subTest(desc
="private POST non-matching regexp"):
134 self
.s
.request("marginBuy", api
="private", method
="POST")
135 request
.assert_called_with("marginBuy",
136 api
="private", method
="POST", params
={},
137 headers
=None, body
=None)
138 retry_call
.assert_not_called()
140 with self
.subTest(desc
="private POST non-matching non-regexp"):
141 self
.s
.request("closeMarginPositionOther", api
="private", method
="POST")
142 request
.assert_called_with("closeMarginPositionOther",
143 api
="private", method
="POST", params
={},
144 headers
=None, body
=None)
145 retry_call
.assert_not_called()
147 def test_order_precision(self
):
148 self
.assertEqual(8, self
.s
.order_precision("FOO"))
150 def test_transfer_balance(self
):
151 with self
.subTest(success
=True),\
152 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
153 t
.return_value
= { "success": 1 }
154 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
155 t
.assert_called_once_with({
158 "fromAccount": "exchange",
159 "toAccount": "margin",
162 self
.assertTrue(result
)
164 with self
.subTest(success
=False),\
165 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
166 t
.return_value
= { "success": 0 }
167 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
169 def test_close_margin_position(self
):
170 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
171 self
.s
.close_margin_position("FOO", "BAR")
172 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
174 def test_tradable_balances(self
):
175 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
177 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
178 "BAR": { "exchange": "1", "margin": "0" }
,
180 balances
= self
.s
.tradable_balances()
181 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
182 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
183 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
184 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
186 def test_margin_summary(self
):
187 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
189 "currentMargin": "1.49680968",
190 "lendingFees": "0.0000001",
192 "totalBorrowedValue": "0.00673602",
193 "totalValue": "0.01000000",
194 "netValue": "0.01008254",
197 'current_margin': D('1.49680968'),
198 'gains': D('0.00008254'),
199 'lending_fees': D('0.0000001'),
200 'total': D('0.01000000'),
201 'total_borrowed': D('0.00673602')
203 self
.assertEqual(expected
, self
.s
.margin_summary())
205 def test_create_order(self
):
206 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
207 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
208 with self
.subTest(account
="unspecified"):
209 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
210 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
211 margin
.assert_not_called()
212 exchange
.reset_mock()
215 with self
.subTest(account
="exchange"):
216 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
217 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
218 margin
.assert_not_called()
219 exchange
.reset_mock()
222 with self
.subTest(account
="margin"):
223 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
224 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
225 exchange
.assert_not_called()
226 exchange
.reset_mock()
229 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
230 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
232 def test_parse_ticker(self
):
236 "highestBid": "10.5",
239 "percentChange": "0.1",
246 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
247 ms
.return_value
= 1520292715123
248 result
= self
.s
.parse_ticker(ticker
, market
)
252 "timestamp": 1520292715123,
253 "datetime": "2018-03-05T23:31:55.123Z",
266 "baseVolume": D("10"),
267 "quoteVolume": D("20"),
270 self
.assertEqual(expected
, result
)
272 def test_fetch_margin_balance(self
):
273 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
274 get_margin_position
.return_value
= {
277 "basePrice": "0.06818560",
278 "lendingFees": "0.00000001",
279 "liquidationPrice": "0.15107132",
281 "total": "0.00681856",
287 "lendingFees": "0.00000001",
288 "liquidationPrice": "0.6",
297 "liquidationPrice": "-1",
303 balances
= self
.s
.fetch_margin_balance()
304 self
.assertEqual(2, len(balances
))
308 "borrowedPrice": D("0.06818560"),
309 "lendingFees": D("1E-8"),
310 "pl": D("-0.00000371"),
311 "liquidationPrice": D("0.15107132"),
313 "total": D("0.00681856"),
314 "baseCurrency": "BTC"
318 "borrowedPrice": D("0.1"),
319 "lendingFees": D("1E-8"),
320 "pl": D("0.00000371"),
321 "liquidationPrice": D("0.6"),
324 "baseCurrency": "BTC"
327 self
.assertEqual(expected
, balances
)
330 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
332 def test_fetch_balance(self
):
333 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
334 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
335 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
336 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
337 balances
.return_value
= {
354 "ETH": {"available": "10", "onOrders": "1"}
,
355 "BTC": {"available": "1", "onOrders": "0"}
,
356 "DASH": {"available": "0", "onOrders": "3"}
358 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
359 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
360 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
361 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
362 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
363 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
365 result
= self
.s
.fetch_balance()
366 load_markets
.assert_called_once()
367 self
.assertEqual(expected
, result
)
369 def test_fetch_balance_per_type(self
):
370 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
371 balances
.return_value
= {
373 "BLK": "159.83673869",
375 "USDT": "0.00002625",
385 "BLK": "159.83673869",
387 "USDT": "0.00002625",
395 "BLK": D("159.83673869"),
396 "BTC": D("0.00005959"),
397 "USDT": D("0.00002625"),
398 "XMR": D("0.18719303")
400 "margin": {"BTC": D("0.03019227")}
,
401 "BLK": {"exchange": D("159.83673869")}
,
402 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
403 "USDT": {"exchange": D("0.00002625")}
,
404 "XMR": {"exchange": D("0.18719303")}
406 result
= self
.s
.fetch_balance_per_type()
407 self
.assertEqual(expected
, result
)
409 def test_fetch_all_balances(self
):
411 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
412 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
413 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
414 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
416 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
417 balance
.return_value
= json
.load(f
)
418 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
419 margin_balance
.return_value
= json
.load(f
)
420 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
421 balance_per_type
.return_value
= json
.load(f
)
423 result
= self
.s
.fetch_all_balances()
425 "total": D("-12779.79821852"),
426 "exchange_used": D("0E-8"),
427 "exchange_total": D("0E-8"),
428 "exchange_free": D("0E-8"),
429 "margin_available": 0,
430 "margin_in_position": 0,
431 "margin_borrowed": D("12779.79821852"),
432 "margin_total": D("-12779.79821852"),
433 "margin_pending_gain": 0,
434 "margin_lending_fees": D("-9E-8"),
435 "margin_pending_base_gain": D("0.00024059"),
436 "margin_position_type": "short",
437 "margin_liquidation_price": D("0.00000246"),
438 "margin_borrowed_base_price": D("0.00599149"),
439 "margin_borrowed_base_currency": "BTC"
441 expected_btc
= {"total": D("0.05432165"),
442 "exchange_used": D("0E-8"),
443 "exchange_total": D("0.00005959"),
444 "exchange_free": D("0.00005959"),
445 "margin_available": D("0.03019227"),
446 "margin_in_position": D("0.02406979"),
447 "margin_borrowed": 0,
448 "margin_total": D("0.05426206"),
449 "margin_pending_gain": D("0.00093955"),
450 "margin_lending_fees": 0,
451 "margin_pending_base_gain": 0,
452 "margin_position_type": None,
453 "margin_liquidation_price": 0,
454 "margin_borrowed_base_price": 0,
455 "margin_borrowed_base_currency": None
457 expected_xmr
= {"total": D("0.18719303"),
458 "exchange_used": D("0E-8"),
459 "exchange_total": D("0.18719303"),
460 "exchange_free": D("0.18719303"),
461 "margin_available": 0,
462 "margin_in_position": 0,
463 "margin_borrowed": 0,
465 "margin_pending_gain": 0,
466 "margin_lending_fees": 0,
467 "margin_pending_base_gain": 0,
468 "margin_position_type": None,
469 "margin_liquidation_price": 0,
470 "margin_borrowed_base_price": 0,
471 "margin_borrowed_base_currency": None
473 self
.assertEqual(expected_xmr
, result
["XMR"])
474 self
.assertEqual(expected_doge
, result
["DOGE"])
475 self
.assertEqual(expected_btc
, result
["BTC"])
477 def test_create_margin_order(self
):
478 with self
.assertRaises(market
.ExchangeError
):
479 self
.s
.create_margin_order("FOO", "market", "buy", "10")
481 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
482 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
483 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
484 mock
.patch
.object(self
.s
, "market") as market_mock
,\
485 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
486 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
488 margin_buy
.return_value
= {
491 margin_sell
.return_value
= {
494 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
495 ptp
.return_value
= D("0.1")
496 atp
.return_value
= D("12")
498 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
499 self
.assertEqual(123, order
["id"])
500 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
501 margin_sell
.assert_not_called()
502 margin_buy
.reset_mock()
503 margin_sell
.reset_mock()
505 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
506 self
.assertEqual(456, order
["id"])
507 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
508 margin_buy
.assert_not_called()
510 def test_create_exchange_order(self
):
511 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
512 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
514 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
516 @unittest.skipUnless("unit" in limits
, "Unit skipped")
517 class NoopLockTest(unittest
.TestCase
):
519 noop_lock
= store
.NoopLock()
521 self
.assertTrue(True)
523 @unittest.skipUnless("unit" in limits
, "Unit skipped")
524 class LockedVar(unittest
.TestCase
):
526 def test_values(self
):
527 locked_var
= store
.LockedVar("Foo")
528 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
529 self
.assertEqual("Foo", locked_var
.val
)
532 with self
.subTest(desc
="Normal case"):
533 locked_var
= store
.LockedVar("Foo")
534 self
.assertEqual("Foo", locked_var
.get())
535 with self
.subTest(desc
="Dict"):
536 locked_var
= store
.LockedVar({"foo": "bar"}
)
537 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
538 self
.assertEqual("bar", locked_var
.get("foo"))
539 self
.assertIsNone(locked_var
.get("other"))
542 locked_var
= store
.LockedVar("Foo")
543 locked_var
.set("Bar")
544 self
.assertEqual("Bar", locked_var
.get())
546 def test__getattr(self
):
547 dummy
= type('Dummy', (object,), {})()
548 dummy
.attribute
= "Hey"
550 locked_var
= store
.LockedVar(dummy
)
551 self
.assertEqual("Hey", locked_var
.attribute
)
552 with self
.assertRaises(AttributeError):
555 def test_start_lock(self
):
556 locked_var
= store
.LockedVar("Foo")
557 locked_var
.start_lock()
558 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
560 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
561 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
562 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
564 with locked_var
.lock
:
569 self
.assertEqual("Foo", locked_var
.val
)
573 self
.assertEqual("Bar", locked_var
.get()[0:3])
575 def test_wait_for_notification(self
):
576 with self
.assertRaises(RuntimeError):
577 store
.Portfolio
.wait_for_notification()
579 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
580 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
581 mock
.patch
.object(store
.time
, "sleep") as sleep
:
582 store
.Portfolio
.start_worker(poll
=3)
584 store
.Portfolio
.worker_notify
.set()
586 store
.Portfolio
.callback
.wait()
588 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
589 get
.assert_called_once_with(refetch
=True)
590 sleep
.assert_called_once_with(3)
591 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
592 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
594 store
.Portfolio
.callback
.clear()
595 store
.Portfolio
.worker_started
= False
596 store
.Portfolio
.worker_notify
.set()
597 store
.Portfolio
.callback
.wait()
599 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
601 def test_notify_and_wait(self
):
602 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
603 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
604 store
.Portfolio
.notify_and_wait()
605 callback
.clear
.assert_called_once_with()
606 worker_notify
.set.assert_called_once_with()
607 callback
.wait
.assert_called_once_with()
609 @unittest.skipUnless("unit" in limits
, "Unit skipped")
610 class PortfolioTest(WebMockTestCase
):
612 super(PortfolioTest
, self
).setUp()
614 with open("test_samples/test_portfolio.json") as example
:
615 self
.json_response
= example
.read()
617 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
619 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
620 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
621 with self
.subTest(parallel
=False):
622 self
.wm
.get(market
.Portfolio
.URL
, [
623 {"text":'{ "foo": "bar" }
', "status_code": 200},
624 {"text": "System Error", "status_code": 500},
625 {"exc": requests.exceptions.ConnectTimeout},
627 market.Portfolio.get_cryptoportfolio()
628 self.assertIn("foo", market.Portfolio.data.get())
629 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
630 self.assertTrue(self.wm.called)
631 self.assertEqual(1, self.wm.call_count)
632 market.Portfolio.report.log_error.assert_not_called()
633 market.Portfolio.report.log_http_request.assert_called_once()
634 parse_cryptoportfolio.assert_called_once_with()
635 market.Portfolio.report.log_http_request.reset_mock()
636 parse_cryptoportfolio.reset_mock()
637 market.Portfolio.data = store.LockedVar(None)
639 market.Portfolio.get_cryptoportfolio()
640 self.assertIsNone(market.Portfolio.data.get())
641 self.assertEqual(2, self.wm.call_count)
642 parse_cryptoportfolio.assert_not_called()
643 market.Portfolio.report.log_error.assert_not_called()
644 market.Portfolio.report.log_http_request.assert_called_once()
645 market.Portfolio.report.log_http_request.reset_mock()
646 parse_cryptoportfolio.reset_mock()
648 market.Portfolio.data = store.LockedVar("Foo")
649 market.Portfolio.get_cryptoportfolio()
650 self.assertEqual(2, self.wm.call_count)
651 parse_cryptoportfolio.assert_not_called()
653 market.Portfolio.get_cryptoportfolio(refetch=True)
654 self.assertEqual("Foo", market.Portfolio.data.get())
655 self.assertEqual(3, self.wm.call_count)
656 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
658 market.Portfolio.report.log_http_request.assert_not_called()
659 with self.subTest(parallel=True):
660 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
661 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
662 with self.subTest(worker=True):
663 market.Portfolio.data = store.LockedVar(None)
664 market.Portfolio.worker = mock.Mock()
665 is_worker.return_value = True
666 self.wm.get(market.Portfolio.URL, [
667 {"text":'{ "foo": "bar" }', "status_code": 200},
669 market
.Portfolio
.get_cryptoportfolio()
670 self
.assertIn("foo", market
.Portfolio
.data
.get())
671 parse_cryptoportfolio
.reset_mock()
672 with self
.subTest(worker
=False):
673 market
.Portfolio
.data
= store
.LockedVar(None)
674 market
.Portfolio
.worker
= mock
.Mock()
675 is_worker
.return_value
= False
676 market
.Portfolio
.get_cryptoportfolio()
677 notify
.assert_called_once_with()
678 parse_cryptoportfolio
.assert_not_called()
680 def test_parse_cryptoportfolio(self
):
681 with self
.subTest(description
="Normal case"):
682 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
683 self
.json_response
, parse_int
=D
, parse_float
=D
))
684 market
.Portfolio
.parse_cryptoportfolio()
686 self
.assertListEqual(
688 list(market
.Portfolio
.liquidities
.get().keys()))
690 liquidities
= market
.Portfolio
.liquidities
.get()
691 self
.assertEqual(10, len(liquidities
["medium"].keys()))
692 self
.assertEqual(10, len(liquidities
["high"].keys()))
695 'BTC': (D("0.2857"), "long"),
696 'DGB': (D("0.1015"), "long"),
697 'DOGE': (D("0.1805"), "long"),
698 'SC': (D("0.0623"), "long"),
699 'ZEC': (D("0.3701"), "long"),
701 date
= portfolio
.datetime(2018, 1, 8)
702 self
.assertDictEqual(expected
, liquidities
["high"][date
])
705 'BTC': (D("1.1102e-16"), "long"),
706 'ETC': (D("0.1"), "long"),
707 'FCT': (D("0.1"), "long"),
708 'GAS': (D("0.1"), "long"),
709 'NAV': (D("0.1"), "long"),
710 'OMG': (D("0.1"), "long"),
711 'OMNI': (D("0.1"), "long"),
712 'PPC': (D("0.1"), "long"),
713 'RIC': (D("0.1"), "long"),
714 'VIA': (D("0.1"), "long"),
715 'XCP': (D("0.1"), "long"),
717 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
718 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
720 with self
.subTest(description
="Missing weight"):
721 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
722 del(data
["portfolio_2"]["weights"])
723 market
.Portfolio
.data
= store
.LockedVar(data
)
725 market
.Portfolio
.parse_cryptoportfolio()
726 self
.assertListEqual(
728 list(market
.Portfolio
.liquidities
.get().keys()))
729 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
731 with self
.subTest(description
="All missing weights"):
732 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
733 del(data
["portfolio_1"]["weights"])
734 del(data
["portfolio_2"]["weights"])
735 market
.Portfolio
.data
= store
.LockedVar(data
)
737 market
.Portfolio
.parse_cryptoportfolio()
738 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
739 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
740 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
743 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
744 def test_repartition(self
, get_cryptoportfolio
):
745 market
.Portfolio
.liquidities
= store
.LockedVar({
747 "2018-03-01": "medium_2018-03-01",
748 "2018-03-08": "medium_2018-03-08",
751 "2018-03-01": "high_2018-03-01",
752 "2018-03-08": "high_2018-03-08",
755 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
757 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
758 get_cryptoportfolio
.assert_called_once_with()
759 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
760 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
762 @mock.patch.object(market
.time
, "sleep")
763 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
764 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
766 def _get(refetch
=False):
767 if self
.call_count
!= 0:
768 self
.assertTrue(refetch
)
770 self
.assertFalse(refetch
)
772 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
773 - store
.timedelta(10)\
774 + store
.timedelta(self
.call_count
))
775 get_cryptoportfolio
.side_effect
= _get
777 market
.Portfolio
.wait_for_recent()
778 sleep
.assert_called_with(30)
779 self
.assertEqual(6, sleep
.call_count
)
780 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
781 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
784 get_cryptoportfolio
.reset_mock()
785 market
.Portfolio
.last_date
= store
.LockedVar(None)
787 market
.Portfolio
.wait_for_recent(delta
=15)
788 sleep
.assert_not_called()
789 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
792 get_cryptoportfolio
.reset_mock()
793 market
.Portfolio
.last_date
= store
.LockedVar(None)
795 market
.Portfolio
.wait_for_recent(delta
=1)
796 sleep
.assert_called_with(30)
797 self
.assertEqual(9, sleep
.call_count
)
798 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
800 def test_is_worker_thread(self
):
801 with self
.subTest(worker
=None):
802 self
.assertFalse(store
.Portfolio
.is_worker_thread())
804 with self
.subTest(worker
="not self"),\
805 mock
.patch("threading.current_thread") as current_thread
:
806 current
= mock
.Mock()
807 current_thread
.return_value
= current
808 store
.Portfolio
.worker
= mock
.Mock()
809 self
.assertFalse(store
.Portfolio
.is_worker_thread())
811 with self
.subTest(worker
="self"),\
812 mock
.patch("threading.current_thread") as current_thread
:
813 current
= mock
.Mock()
814 current_thread
.return_value
= current
815 store
.Portfolio
.worker
= current
816 self
.assertTrue(store
.Portfolio
.is_worker_thread())
818 def test_start_worker(self
):
819 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
820 store
.Portfolio
.start_worker()
821 notification
.assert_called_once_with(poll
=30)
823 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
824 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
825 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
827 self
.assertIsNotNone(store
.Portfolio
.worker
)
828 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
829 self
.assertIsNotNone(store
.Portfolio
.callback
)
830 self
.assertTrue(store
.Portfolio
.worker_started
)
832 @unittest.skipUnless("unit" in limits
, "Unit skipped")
833 class AmountTest(WebMockTestCase
):
834 def test_values(self
):
835 amount
= portfolio
.Amount("BTC", "0.65")
836 self
.assertEqual(D("0.65"), amount
.value
)
837 self
.assertEqual("BTC", amount
.currency
)
839 def test_in_currency(self
):
840 amount
= portfolio
.Amount("ETC", 10)
842 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
844 with self
.subTest(desc
="no ticker for currency"):
845 self
.m
.get_ticker
.return_value
= None
847 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
849 with self
.subTest(desc
="nominal case"):
850 self
.m
.get_ticker
.return_value
= {
856 converted_amount
= amount
.in_currency("ETH", self
.m
)
858 self
.assertEqual(D("3.0"), converted_amount
.value
)
859 self
.assertEqual("ETH", converted_amount
.currency
)
860 self
.assertEqual(amount
, converted_amount
.linked_to
)
861 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
863 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
864 self
.assertEqual(D("2"), converted_amount
.value
)
866 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
867 self
.assertEqual(D("4"), converted_amount
.value
)
869 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
870 self
.assertEqual(D("0.2"), converted_amount
.value
)
872 def test__round(self
):
873 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
874 self
.assertEqual(D("1.23456789"), round(amount
).value
)
875 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
878 amount
= portfolio
.Amount("SC", -120)
879 self
.assertEqual(120, abs(amount
).value
)
880 self
.assertEqual("SC", abs(amount
).currency
)
882 amount
= portfolio
.Amount("SC", 10)
883 self
.assertEqual(10, abs(amount
).value
)
884 self
.assertEqual("SC", abs(amount
).currency
)
887 amount1
= portfolio
.Amount("XVG", "12.9")
888 amount2
= portfolio
.Amount("XVG", "13.1")
890 self
.assertEqual(26, (amount1
+ amount2
).value
)
891 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
893 amount3
= portfolio
.Amount("ETH", "1.6")
894 with self
.assertRaises(Exception):
897 amount4
= portfolio
.Amount("ETH", 0.0)
898 self
.assertEqual(amount1
, amount1
+ amount4
)
900 self
.assertEqual(amount1
, amount1
+ 0)
902 def test__radd(self
):
903 amount
= portfolio
.Amount("XVG", "12.9")
905 self
.assertEqual(amount
, 0 + amount
)
906 with self
.assertRaises(Exception):
910 amount1
= portfolio
.Amount("XVG", "13.3")
911 amount2
= portfolio
.Amount("XVG", "13.1")
913 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
914 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
916 amount3
= portfolio
.Amount("ETH", "1.6")
917 with self
.assertRaises(Exception):
920 amount4
= portfolio
.Amount("ETH", 0.0)
921 self
.assertEqual(amount1
, amount1
- amount4
)
923 def test__rsub(self
):
924 amount
= portfolio
.Amount("ETH", "1.6")
925 with self
.assertRaises(Exception):
928 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
931 amount
= portfolio
.Amount("XEM", 11)
933 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
934 self
.assertEqual(D("33"), (amount
* 3).value
)
936 with self
.assertRaises(Exception):
939 def test__rmul(self
):
940 amount
= portfolio
.Amount("XEM", 11)
942 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
943 self
.assertEqual(D("33"), (3 * amount
).value
)
945 def test__floordiv(self
):
946 amount
= portfolio
.Amount("XEM", 11)
948 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
949 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
951 with self
.assertRaises(Exception):
954 def test__truediv(self
):
955 amount
= portfolio
.Amount("XEM", 11)
957 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
958 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
961 amount1
= portfolio
.Amount("BTD", 11.3)
962 amount2
= portfolio
.Amount("BTD", 13.1)
964 self
.assertTrue(amount1
< amount2
)
965 self
.assertFalse(amount2
< amount1
)
966 self
.assertFalse(amount1
< amount1
)
968 amount3
= portfolio
.Amount("BTC", 1.6)
969 with self
.assertRaises(Exception):
973 amount1
= portfolio
.Amount("BTD", 11.3)
974 amount2
= portfolio
.Amount("BTD", 13.1)
976 self
.assertTrue(amount1
<= amount2
)
977 self
.assertFalse(amount2
<= amount1
)
978 self
.assertTrue(amount1
<= amount1
)
980 amount3
= portfolio
.Amount("BTC", 1.6)
981 with self
.assertRaises(Exception):
985 amount1
= portfolio
.Amount("BTD", 11.3)
986 amount2
= portfolio
.Amount("BTD", 13.1)
988 self
.assertTrue(amount2
> amount1
)
989 self
.assertFalse(amount1
> amount2
)
990 self
.assertFalse(amount1
> amount1
)
992 amount3
= portfolio
.Amount("BTC", 1.6)
993 with self
.assertRaises(Exception):
997 amount1
= portfolio
.Amount("BTD", 11.3)
998 amount2
= portfolio
.Amount("BTD", 13.1)
1000 self
.assertTrue(amount2
>= amount1
)
1001 self
.assertFalse(amount1
>= amount2
)
1002 self
.assertTrue(amount1
>= amount1
)
1004 amount3
= portfolio
.Amount("BTC", 1.6)
1005 with self
.assertRaises(Exception):
1009 amount1
= portfolio
.Amount("BTD", 11.3)
1010 amount2
= portfolio
.Amount("BTD", 13.1)
1011 amount3
= portfolio
.Amount("BTD", 11.3)
1013 self
.assertFalse(amount1
== amount2
)
1014 self
.assertFalse(amount2
== amount1
)
1015 self
.assertTrue(amount1
== amount3
)
1016 self
.assertFalse(amount2
== 0)
1018 amount4
= portfolio
.Amount("BTC", 1.6)
1019 with self
.assertRaises(Exception):
1022 amount5
= portfolio
.Amount("BTD", 0)
1023 self
.assertTrue(amount5
== 0)
1026 amount1
= portfolio
.Amount("BTD", 11.3)
1027 amount2
= portfolio
.Amount("BTD", 13.1)
1028 amount3
= portfolio
.Amount("BTD", 11.3)
1030 self
.assertTrue(amount1
!= amount2
)
1031 self
.assertTrue(amount2
!= amount1
)
1032 self
.assertFalse(amount1
!= amount3
)
1033 self
.assertTrue(amount2
!= 0)
1035 amount4
= portfolio
.Amount("BTC", 1.6)
1036 with self
.assertRaises(Exception):
1039 amount5
= portfolio
.Amount("BTD", 0)
1040 self
.assertFalse(amount5
!= 0)
1042 def test__neg(self
):
1043 amount1
= portfolio
.Amount("BTD", "11.3")
1045 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
1047 def test__str(self
):
1048 amount1
= portfolio
.Amount("BTX", 32)
1049 self
.assertEqual("32.00000000 BTX", str(amount1
))
1051 amount2
= portfolio
.Amount("USDT", 12000)
1052 amount1
.linked_to
= amount2
1053 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
1055 def test__repr(self
):
1056 amount1
= portfolio
.Amount("BTX", 32)
1057 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
1059 amount2
= portfolio
.Amount("USDT", 12000)
1060 amount1
.linked_to
= amount2
1061 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
1063 amount3
= portfolio
.Amount("BTC", 0.1)
1064 amount2
.linked_to
= amount3
1065 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1067 def test_as_json(self
):
1068 amount
= portfolio
.Amount("BTX", 32)
1069 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1071 amount
= portfolio
.Amount("BTX", "1E-10")
1072 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1074 amount
= portfolio
.Amount("BTX", "1E-5")
1075 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1076 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1078 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1079 class BalanceTest(WebMockTestCase
):
1080 def test_values(self
):
1081 balance
= portfolio
.Balance("BTC", {
1082 "exchange_total": "0.65",
1083 "exchange_free": "0.35",
1084 "exchange_used": "0.30",
1085 "margin_total": "-10",
1086 "margin_borrowed": "10",
1087 "margin_available": "0",
1088 "margin_in_position": "0",
1089 "margin_position_type": "short",
1090 "margin_borrowed_base_currency": "USDT",
1091 "margin_liquidation_price": "1.20",
1092 "margin_pending_gain": "10",
1093 "margin_lending_fees": "0.4",
1094 "margin_borrowed_base_price": "0.15",
1096 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1097 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1098 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1099 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1100 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1101 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1103 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1104 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1105 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1106 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1107 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1108 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1110 self
.assertEqual("BTC", balance
.currency
)
1112 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1113 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1115 def test__repr(self
):
1116 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1117 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1118 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1119 "exchange_used": 1, "exchange_free": 2 })
1120 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1122 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1123 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1125 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1126 "margin_in_position": 1, "margin_available": 2 })
1127 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1129 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1130 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1132 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1133 "margin_borrowed_base_price": D("0.1"),
1134 "margin_borrowed_base_currency": "BTC",
1135 "margin_lending_fees": D("0.002") })
1136 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1138 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1139 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1140 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1142 def test_as_json(self
):
1143 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1144 as_json
= balance
.as_json()
1145 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1146 self
.assertEqual(D(0), as_json
["total"])
1147 self
.assertEqual(D(2), as_json
["exchange_total"])
1148 self
.assertEqual(D(2), as_json
["exchange_free"])
1149 self
.assertEqual(D(0), as_json
["exchange_used"])
1150 self
.assertEqual(D(0), as_json
["margin_total"])
1151 self
.assertEqual(D(0), as_json
["margin_available"])
1152 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1155 class MarketTest(WebMockTestCase
):
1157 super(MarketTest
, self
).setUp()
1159 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1161 def test_values(self
):
1162 m
= market
.Market(self
.ccxt
, self
.market_args())
1164 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1165 self
.assertFalse(m
.debug
)
1166 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1167 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1168 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1169 self
.assertEqual(m
, m
.report
.market
)
1170 self
.assertEqual(m
, m
.trades
.market
)
1171 self
.assertEqual(m
, m
.balances
.market
)
1172 self
.assertEqual(m
, m
.ccxt
._market
)
1174 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1175 self
.assertTrue(m
.debug
)
1177 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1178 self
.assertFalse(m
.debug
)
1180 with mock
.patch("market.ReportStore") as report_store
:
1181 with self
.subTest(quiet
=False):
1182 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1183 report_store
.assert_called_with(m
, verbose_print
=True)
1184 with self
.subTest(quiet
=True):
1185 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1186 report_store
.assert_called_with(m
, verbose_print
=False)
1188 @mock.patch("market.ccxt")
1189 def test_from_config(self
, ccxt
):
1190 with mock
.patch("market.ReportStore"):
1191 ccxt
.poloniexE
.return_value
= self
.ccxt
1193 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1195 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1197 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1198 self
.assertEqual(True, m
.debug
)
1200 def test_get_tickers(self
):
1201 self
.ccxt
.fetch_tickers
.side_effect
= [
1206 m
= market
.Market(self
.ccxt
, self
.market_args())
1207 self
.assertEqual("tickers", m
.get_tickers())
1208 self
.assertEqual("tickers", m
.get_tickers())
1209 self
.ccxt
.fetch_tickers
.assert_called_once()
1211 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1213 def test_get_ticker(self
):
1214 with self
.subTest(get_tickers
=True):
1215 self
.ccxt
.fetch_tickers
.return_value
= {
1216 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1217 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1219 m
= market
.Market(self
.ccxt
, self
.market_args())
1221 ticker
= m
.get_ticker("ETH", "ETC")
1222 self
.assertEqual(1, ticker
["bid"])
1223 self
.assertEqual(3, ticker
["ask"])
1224 self
.assertEqual(2, ticker
["average"])
1225 self
.assertFalse(ticker
["inverted"])
1227 ticker
= m
.get_ticker("ETH", "XVG")
1228 self
.assertEqual(0.0625, ticker
["average"])
1229 self
.assertTrue(ticker
["inverted"])
1230 self
.assertIn("original", ticker
)
1231 self
.assertEqual(10, ticker
["original"]["bid"])
1232 self
.assertEqual(25, ticker
["original"]["average"])
1234 ticker
= m
.get_ticker("XVG", "XMR")
1235 self
.assertIsNone(ticker
)
1237 with self
.subTest(get_tickers
=False):
1238 self
.ccxt
.fetch_tickers
.return_value
= None
1239 self
.ccxt
.fetch_ticker
.side_effect
= [
1240 { "bid": 1, "ask": 3 }
,
1241 market
.ExchangeError("foo"),
1242 { "bid": 10, "ask": 40 }
,
1243 market
.ExchangeError("foo"),
1244 market
.ExchangeError("foo"),
1247 m
= market
.Market(self
.ccxt
, self
.market_args())
1249 ticker
= m
.get_ticker("ETH", "ETC")
1250 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1251 self
.assertEqual(1, ticker
["bid"])
1252 self
.assertEqual(3, ticker
["ask"])
1253 self
.assertEqual(2, ticker
["average"])
1254 self
.assertFalse(ticker
["inverted"])
1256 ticker
= m
.get_ticker("ETH", "XVG")
1257 self
.assertEqual(0.0625, ticker
["average"])
1258 self
.assertTrue(ticker
["inverted"])
1259 self
.assertIn("original", ticker
)
1260 self
.assertEqual(10, ticker
["original"]["bid"])
1261 self
.assertEqual(25, ticker
["original"]["average"])
1263 ticker
= m
.get_ticker("XVG", "XMR")
1264 self
.assertIsNone(ticker
)
1266 def test_fetch_fees(self
):
1267 m
= market
.Market(self
.ccxt
, self
.market_args())
1268 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1269 self
.assertEqual("Foo", m
.fetch_fees())
1270 self
.ccxt
.fetch_fees
.assert_called_once()
1271 self
.ccxt
.reset_mock()
1272 self
.assertEqual("Foo", m
.fetch_fees())
1273 self
.ccxt
.fetch_fees
.assert_not_called()
1275 @mock.patch.object(market
.Portfolio
, "repartition")
1276 @mock.patch.object(market
.Market
, "get_ticker")
1277 @mock.patch.object(market
.TradeStore
, "compute_trades")
1278 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1279 repartition
.return_value
= {
1280 "XEM": (D("0.75"), "long"),
1281 "BTC": (D("0.25"), "long"),
1283 def _get_ticker(c1
, c2
):
1284 if c1
== "USDT" and c2
== "BTC":
1285 return { "average": D("0.0001") }
1286 if c1
== "XVG" and c2
== "BTC":
1287 return { "average": D("0.000001") }
1288 if c1
== "XEM" and c2
== "BTC":
1289 return { "average": D("0.001") }
1290 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1291 get_ticker
.side_effect
= _get_ticker
1293 with mock
.patch("market.ReportStore"):
1294 m
= market
.Market(self
.ccxt
, self
.market_args())
1295 self
.ccxt
.fetch_all_balances
.return_value
= {
1297 "exchange_free": D("10000.0"),
1298 "exchange_used": D("0.0"),
1299 "exchange_total": D("10000.0"),
1300 "total": D("10000.0")
1303 "exchange_free": D("10000.0"),
1304 "exchange_used": D("0.0"),
1305 "exchange_total": D("10000.0"),
1306 "total": D("10000.0")
1310 m
.balances
.fetch_balances(tag
="tag")
1313 compute_trades
.assert_called()
1315 call
= compute_trades
.call_args
1316 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1317 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1318 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1319 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1320 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1321 base_currency
='BTC', compute_value
='average',
1322 liquidity
='medium', only
=None, repartition
=None)
1323 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1326 @mock.patch.object(market
.time
, "sleep")
1327 @mock.patch.object(market
.TradeStore
, "all_orders")
1328 def test_follow_orders(self
, all_orders
, time_mock
):
1329 for debug
, sleep
in [
1330 (False, None), (True, None),
1331 (False, 12), (True, 12)]:
1332 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1333 mock
.patch("market.ReportStore"):
1334 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1336 order_mock1
= mock
.Mock()
1337 order_mock2
= mock
.Mock()
1338 order_mock3
= mock
.Mock()
1339 all_orders
.side_effect
= [
1340 [order_mock1
, order_mock2
],
1341 [order_mock1
, order_mock2
],
1343 [order_mock1
, order_mock3
],
1344 [order_mock1
, order_mock3
],
1346 [order_mock1
, order_mock3
],
1347 [order_mock1
, order_mock3
],
1352 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1353 order_mock2
.get_status
.side_effect
= ["open"]
1354 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1356 order_mock1
.trade
= mock
.Mock()
1357 order_mock2
.trade
= mock
.Mock()
1358 order_mock3
.trade
= mock
.Mock()
1360 m
.follow_orders(sleep
=sleep
)
1362 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1363 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1364 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1365 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1367 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1368 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1369 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1371 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1372 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1373 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1374 m
.report
.log_stage
.assert_called()
1376 mock
.call("follow_orders_begin"),
1377 mock
.call("follow_orders_tick_1"),
1378 mock
.call("follow_orders_tick_2"),
1379 mock
.call("follow_orders_tick_3"),
1380 mock
.call("follow_orders_end"),
1382 m
.report
.log_stage
.assert_has_calls(calls
)
1383 m
.report
.log_orders
.assert_called()
1384 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1386 mock
.call([order_mock1
, order_mock2
], tick
=1),
1387 mock
.call([order_mock1
, order_mock3
], tick
=2),
1388 mock
.call([order_mock1
, order_mock3
], tick
=3),
1390 m
.report
.log_orders
.assert_has_calls(calls
)
1392 mock
.call(order_mock1
, 3, finished
=True),
1393 mock
.call(order_mock3
, 3, finished
=True),
1395 m
.report
.log_order
.assert_has_calls(calls
)
1399 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1400 time_mock
.assert_called_with(7)
1402 time_mock
.assert_called_with(30)
1404 time_mock
.assert_called_with(sleep
)
1406 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1407 def test_move_balance(self
, fetch_balances
):
1408 for debug
in [True, False]:
1409 with self
.subTest(debug
=debug
),\
1410 mock
.patch("market.ReportStore"):
1411 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1413 value_from
= portfolio
.Amount("BTC", "1.0")
1414 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1415 value_to
= portfolio
.Amount("BTC", "10.0")
1416 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1418 value_from
= portfolio
.Amount("BTC", "0.0")
1419 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1420 value_to
= portfolio
.Amount("BTC", "-3.0")
1421 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1423 value_from
= portfolio
.Amount("USDT", "0.0")
1424 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1425 value_to
= portfolio
.Amount("USDT", "-50.0")
1426 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1428 m
.trades
.all
= [trade1
, trade2
, trade3
]
1429 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1430 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1431 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1432 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1436 fetch_balances
.assert_called_with()
1437 m
.report
.log_move_balances
.assert_called_once()
1440 m
.report
.log_debug_action
.assert_called()
1441 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1443 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1444 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1445 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1447 m
.report
.reset_mock()
1448 fetch_balances
.reset_mock()
1449 with self
.subTest(retry
=True):
1450 with mock
.patch("market.ReportStore"):
1451 m
= market
.Market(self
.ccxt
, self
.market_args())
1453 value_from
= portfolio
.Amount("BTC", "0.0")
1454 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1455 value_to
= portfolio
.Amount("BTC", "-3.0")
1456 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1458 m
.trades
.all
= [trade
]
1459 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1460 m
.balances
.all
= {"BTC": balance}
1462 m
.ccxt
.transfer_balance
.side_effect
= [
1463 market
.ccxt
.RequestTimeout
,
1467 self
.ccxt
.transfer_balance
.assert_has_calls([
1468 mock
.call("BTC", 3, "exchange", "margin"),
1469 mock
.call("BTC", 3, "exchange", "margin")
1471 self
.assertEqual(2, fetch_balances
.call_count
)
1472 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
1473 self
.assertEqual(2, m
.report
.log_move_balances
.call_count
)
1475 self
.ccxt
.transfer_balance
.reset_mock()
1476 m
.report
.reset_mock()
1477 fetch_balances
.reset_mock()
1478 with self
.subTest(retry
=True, too_much
=True):
1479 with mock
.patch("market.ReportStore"):
1480 m
= market
.Market(self
.ccxt
, self
.market_args())
1482 value_from
= portfolio
.Amount("BTC", "0.0")
1483 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1484 value_to
= portfolio
.Amount("BTC", "-3.0")
1485 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1487 m
.trades
.all
= [trade
]
1488 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1489 m
.balances
.all
= {"BTC": balance}
1491 m
.ccxt
.transfer_balance
.side_effect
= [
1492 market
.ccxt
.RequestTimeout
,
1493 market
.ccxt
.RequestTimeout
,
1494 market
.ccxt
.RequestTimeout
,
1495 market
.ccxt
.RequestTimeout
,
1496 market
.ccxt
.RequestTimeout
,
1498 with self
.assertRaises(market
.ccxt
.RequestTimeout
):
1501 self
.ccxt
.transfer_balance
.reset_mock()
1502 m
.report
.reset_mock()
1503 fetch_balances
.reset_mock()
1504 with self
.subTest(retry
=True, partial_result
=True):
1505 with mock
.patch("market.ReportStore"):
1506 m
= market
.Market(self
.ccxt
, self
.market_args())
1508 value_from
= portfolio
.Amount("BTC", "1.0")
1509 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1510 value_to
= portfolio
.Amount("BTC", "10.0")
1511 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1513 value_from
= portfolio
.Amount("BTC", "0.0")
1514 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1515 value_to
= portfolio
.Amount("BTC", "-3.0")
1516 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1518 value_from
= portfolio
.Amount("USDT", "0.0")
1519 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1520 value_to
= portfolio
.Amount("USDT", "-50.0")
1521 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1523 m
.trades
.all
= [trade1
, trade2
, trade3
]
1524 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1525 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1526 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1527 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1529 call_counts
= { "BTC": 0, "USDT": 0, "ETC": 0 }
1530 def _transfer_balance(currency
, amount
, from_
, to_
):
1531 call_counts
[currency
] += 1
1532 if currency
== "BTC":
1533 m
.balances
.all
["BTC"] = portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }
)
1534 if currency
== "USDT":
1535 if call_counts
["USDT"] == 1:
1536 raise market
.ccxt
.RequestTimeout
1538 m
.balances
.all
["USDT"] = portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }
)
1539 if currency
== "ETC":
1540 m
.balances
.all
["ETC"] = portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }
)
1543 m
.ccxt
.transfer_balance
.side_effect
= _transfer_balance
1546 self
.ccxt
.transfer_balance
.assert_has_calls([
1547 mock
.call("BTC", 3, "exchange", "margin"),
1548 mock
.call('USDT', 100, 'exchange', 'margin'),
1549 mock
.call('USDT', 100, 'exchange', 'margin'),
1550 mock
.call("ETC", 5, "margin", "exchange")
1552 self
.assertEqual(2, fetch_balances
.call_count
)
1553 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
1554 self
.assertEqual(2, m
.report
.log_move_balances
.call_count
)
1555 m
.report
.log_move_balances
.asser_has_calls([
1558 'BTC': portfolio
.Amount("BTC", "3"),
1559 'USDT': portfolio
.Amount("USDT", "150"),
1560 'ETC': portfolio
.Amount("ETC", "10"),
1563 'BTC': portfolio
.Amount("BTC", "3"),
1564 'USDT': portfolio
.Amount("USDT", "100"),
1568 'BTC': portfolio
.Amount("BTC", "3"),
1569 'USDT': portfolio
.Amount("USDT", "150"),
1570 'ETC': portfolio
.Amount("ETC", "10"),
1573 'BTC': portfolio
.Amount("BTC", "0"),
1574 'USDT': portfolio
.Amount("USDT", "100"),
1575 'ETC': portfolio
.Amount("ETC", "-5"),
1580 def test_store_file_report(self
):
1581 file_open
= mock
.mock_open()
1582 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1583 with self
.subTest(file="present"),\
1584 mock
.patch("market.open", file_open
),\
1585 mock
.patch
.object(m
, "report") as report
,\
1586 mock
.patch
.object(market
, "datetime") as time_mock
:
1588 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1589 report
.to_json
.return_value
= "json_content"
1591 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1593 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1594 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1595 file_open().write
.assert_any_call("json_content")
1596 file_open().write
.assert_any_call("Foo\nBar")
1597 m
.report
.to_json
.assert_called_once_with()
1599 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="error", user_id
=1)
1600 with self
.subTest(file="error"),\
1601 mock
.patch("market.open") as file_open
,\
1602 mock
.patch
.object(m
, "report") as report
,\
1603 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1604 file_open
.side_effect
= FileNotFoundError
1606 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1608 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1610 @mock.patch.object(market
, "psycopg2")
1611 def test_store_database_report(self
, psycopg2
):
1612 connect_mock
= mock
.Mock()
1613 cursor_mock
= mock
.MagicMock()
1615 connect_mock
.cursor
.return_value
= cursor_mock
1616 psycopg2
.connect
.return_value
= connect_mock
1617 m
= market
.Market(self
.ccxt
, self
.market_args(),
1618 pg_config
={"config": "pg_config"}
, user_id
=1)
1619 cursor_mock
.fetchone
.return_value
= [42]
1621 with self
.subTest(error
=False),\
1622 mock
.patch
.object(m
, "report") as report
:
1623 report
.to_json_array
.return_value
= [
1624 ("date1", "type1", "payload1"),
1625 ("date2", "type2", "payload2"),
1627 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1628 connect_mock
.assert_has_calls([
1630 mock
.call
.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime
.datetime(2018, 3, 24), None, False)),
1631 mock
.call
.cursor().fetchone(),
1632 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1633 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1635 mock
.call
.cursor().close(),
1639 connect_mock
.reset_mock()
1640 with self
.subTest(error
=True),\
1641 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1642 psycopg2
.connect
.side_effect
= Exception("Bouh")
1643 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1644 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1646 def test_store_report(self
):
1647 m
= market
.Market(self
.ccxt
, self
.market_args(), user_id
=1)
1648 with self
.subTest(file=None, pg_config
=None),\
1649 mock
.patch
.object(m
, "report") as report
,\
1650 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1651 mock
.patch
.object(m
, "store_file_report") as file_report
:
1653 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1655 file_report
.assert_not_called()
1656 db_report
.assert_not_called()
1659 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1660 with self
.subTest(file="present", pg_config
=None),\
1661 mock
.patch
.object(m
, "report") as report
,\
1662 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1663 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1664 mock
.patch
.object(market
, "datetime") as time_mock
:
1666 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1670 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1671 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1672 db_report
.assert_not_called()
1675 m
= market
.Market(self
.ccxt
, self
.market_args(), pg_config
="present", user_id
=1)
1676 with self
.subTest(file=None, pg_config
="present"),\
1677 mock
.patch
.object(m
, "report") as report
,\
1678 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1679 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1680 mock
.patch
.object(market
, "datetime") as time_mock
:
1682 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1686 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1687 file_report
.assert_not_called()
1688 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1691 m
= market
.Market(self
.ccxt
, self
.market_args(),
1692 pg_config
="pg_config", report_path
="present", user_id
=1)
1693 with self
.subTest(file="present", pg_config
="present"),\
1694 mock
.patch
.object(m
, "report") as report
,\
1695 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1696 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1697 mock
.patch
.object(market
, "datetime") as time_mock
:
1699 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1703 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1704 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1705 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1707 def test_print_orders(self
):
1708 m
= market
.Market(self
.ccxt
, self
.market_args())
1709 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1710 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1711 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1712 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1715 log_stage
.assert_called_with("print_orders")
1716 fetch_balances
.assert_called_with(tag
="print_orders")
1717 prepare_trades
.assert_called_with(base_currency
="BTC",
1718 compute_value
="average")
1719 prepare_orders
.assert_called_with(compute_value
="average")
1721 def test_print_balances(self
):
1722 m
= market
.Market(self
.ccxt
, self
.market_args())
1724 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1725 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1726 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1727 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1729 in_currency
.return_value
= {
1730 "BTC": portfolio
.Amount("BTC", "0.65"),
1731 "ETH": portfolio
.Amount("BTC", "0.3"),
1736 log_stage
.assert_called_once_with("print_balances")
1737 fetch_balances
.assert_called_with()
1738 print_log
.assert_has_calls([
1739 mock
.call("total:"),
1740 mock
.call(portfolio
.Amount("BTC", "0.95")),
1743 @mock.patch("market.Processor.process")
1744 @mock.patch("market.ReportStore.log_error")
1745 @mock.patch("market.Market.store_report")
1746 def test_process(self
, store_report
, log_error
, process
):
1747 m
= market
.Market(self
.ccxt
, self
.market_args())
1748 with self
.subTest(before
=False, after
=False):
1751 process
.assert_not_called()
1752 store_report
.assert_called_once()
1753 log_error
.assert_not_called()
1755 process
.reset_mock()
1756 log_error
.reset_mock()
1757 store_report
.reset_mock()
1758 with self
.subTest(before
=True, after
=False):
1759 m
.process(None, before
=True)
1761 process
.assert_called_once_with("sell_all", steps
="before")
1762 store_report
.assert_called_once()
1763 log_error
.assert_not_called()
1765 process
.reset_mock()
1766 log_error
.reset_mock()
1767 store_report
.reset_mock()
1768 with self
.subTest(before
=False, after
=True):
1769 m
.process(None, after
=True)
1771 process
.assert_called_once_with("sell_all", steps
="after")
1772 store_report
.assert_called_once()
1773 log_error
.assert_not_called()
1775 process
.reset_mock()
1776 log_error
.reset_mock()
1777 store_report
.reset_mock()
1778 with self
.subTest(before
=True, after
=True):
1779 m
.process(None, before
=True, after
=True)
1781 process
.assert_has_calls([
1782 mock
.call("sell_all", steps
="before"),
1783 mock
.call("sell_all", steps
="after"),
1785 store_report
.assert_called_once()
1786 log_error
.assert_not_called()
1788 process
.reset_mock()
1789 log_error
.reset_mock()
1790 store_report
.reset_mock()
1791 with self
.subTest(action
="print_balances"),\
1792 mock
.patch
.object(m
, "print_balances") as print_balances
:
1793 m
.process(["print_balances"])
1795 process
.assert_not_called()
1796 log_error
.assert_not_called()
1797 store_report
.assert_called_once()
1798 print_balances
.assert_called_once_with()
1800 log_error
.reset_mock()
1801 store_report
.reset_mock()
1802 with self
.subTest(action
="print_orders"),\
1803 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1804 mock
.patch
.object(m
, "print_balances") as print_balances
:
1805 m
.process(["print_orders", "print_balances"])
1807 process
.assert_not_called()
1808 log_error
.assert_not_called()
1809 store_report
.assert_called_once()
1810 print_orders
.assert_called_once_with()
1811 print_balances
.assert_called_once_with()
1813 log_error
.reset_mock()
1814 store_report
.reset_mock()
1815 with self
.subTest(action
="unknown"):
1816 m
.process(["unknown"])
1817 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1818 store_report
.assert_called_once()
1820 log_error
.reset_mock()
1821 store_report
.reset_mock()
1822 with self
.subTest(unhandled_exception
=True):
1823 process
.side_effect
= Exception("bouh")
1825 m
.process(None, before
=True)
1826 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1827 store_report
.assert_called_once()
1829 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1830 class TradeStoreTest(WebMockTestCase
):
1831 def test_compute_trades(self
):
1832 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1835 "XMR": portfolio
.Amount("BTC", D("0.9")),
1836 "DASH": portfolio
.Amount("BTC", D("0.4")),
1837 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1838 "BTC": portfolio
.Amount("BTC", D("0.5")),
1841 "DASH": portfolio
.Amount("BTC", D("0.5")),
1842 "XVG": portfolio
.Amount("BTC", D("0.1")),
1843 "BTC": portfolio
.Amount("BTC", D("0.4")),
1844 "ETH": portfolio
.Amount("BTC", D("0.3")),
1854 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1855 trade_store
= market
.TradeStore(self
.m
)
1856 trade_if_matching
.side_effect
= side_effect
1858 trade_store
.compute_trades(values_in_base
,
1859 new_repartition
, only
="only")
1861 self
.assertEqual(5, trade_if_matching
.call_count
)
1862 self
.assertEqual(3, len(trade_store
.all
))
1863 self
.assertEqual([1, 4, 5], trade_store
.all
)
1864 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1866 def test_trade_if_matching(self
):
1868 with self
.subTest(only
="nope"):
1869 trade_store
= market
.TradeStore(self
.m
)
1870 result
= trade_store
.trade_if_matching(
1871 portfolio
.Amount("BTC", D("0")),
1872 portfolio
.Amount("BTC", D("0.3")),
1874 self
.assertEqual(False, result
[0])
1875 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1877 with self
.subTest(only
=None):
1878 trade_store
= market
.TradeStore(self
.m
)
1879 result
= trade_store
.trade_if_matching(
1880 portfolio
.Amount("BTC", D("0")),
1881 portfolio
.Amount("BTC", D("0.3")),
1883 self
.assertEqual(True, result
[0])
1885 with self
.subTest(only
="acquire"):
1886 trade_store
= market
.TradeStore(self
.m
)
1887 result
= trade_store
.trade_if_matching(
1888 portfolio
.Amount("BTC", D("0")),
1889 portfolio
.Amount("BTC", D("0.3")),
1890 "ETH", only
="acquire")
1891 self
.assertEqual(True, result
[0])
1893 with self
.subTest(only
="dispose"):
1894 trade_store
= market
.TradeStore(self
.m
)
1895 result
= trade_store
.trade_if_matching(
1896 portfolio
.Amount("BTC", D("0")),
1897 portfolio
.Amount("BTC", D("0.3")),
1898 "ETH", only
="dispose")
1899 self
.assertEqual(False, result
[0])
1901 def test_prepare_orders(self
):
1902 trade_store
= market
.TradeStore(self
.m
)
1904 trade_mock1
= mock
.Mock()
1905 trade_mock2
= mock
.Mock()
1906 trade_mock3
= mock
.Mock()
1908 trade_mock1
.prepare_order
.return_value
= 1
1909 trade_mock2
.prepare_order
.return_value
= 2
1910 trade_mock3
.prepare_order
.return_value
= 3
1912 trade_mock1
.pending
= True
1913 trade_mock2
.pending
= True
1914 trade_mock3
.pending
= False
1916 trade_store
.all
.append(trade_mock1
)
1917 trade_store
.all
.append(trade_mock2
)
1918 trade_store
.all
.append(trade_mock3
)
1920 trade_store
.prepare_orders()
1921 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1922 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1923 trade_mock3
.prepare_order
.assert_not_called()
1924 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1926 self
.m
.report
.log_orders
.reset_mock()
1928 trade_store
.prepare_orders(compute_value
="bla")
1929 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1930 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1931 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1933 trade_mock1
.prepare_order
.reset_mock()
1934 trade_mock2
.prepare_order
.reset_mock()
1935 self
.m
.report
.log_orders
.reset_mock()
1937 trade_mock1
.action
= "foo"
1938 trade_mock2
.action
= "bar"
1939 trade_store
.prepare_orders(only
="bar")
1940 trade_mock1
.prepare_order
.assert_not_called()
1941 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1942 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1944 def test_print_all_with_order(self
):
1945 trade_mock1
= mock
.Mock()
1946 trade_mock2
= mock
.Mock()
1947 trade_mock3
= mock
.Mock()
1948 trade_store
= market
.TradeStore(self
.m
)
1949 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1951 trade_store
.print_all_with_order()
1953 trade_mock1
.print_with_order
.assert_called()
1954 trade_mock2
.print_with_order
.assert_called()
1955 trade_mock3
.print_with_order
.assert_called()
1957 def test_run_orders(self
):
1958 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1959 order_mock1
= mock
.Mock()
1960 order_mock2
= mock
.Mock()
1961 order_mock3
= mock
.Mock()
1962 trade_store
= market
.TradeStore(self
.m
)
1964 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1966 trade_store
.run_orders()
1968 all_orders
.assert_called_with(state
="pending")
1970 order_mock1
.run
.assert_called()
1971 order_mock2
.run
.assert_called()
1972 order_mock3
.run
.assert_called()
1974 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1975 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1978 def test_all_orders(self
):
1979 trade_mock1
= mock
.Mock()
1980 trade_mock2
= mock
.Mock()
1982 order_mock1
= mock
.Mock()
1983 order_mock2
= mock
.Mock()
1984 order_mock3
= mock
.Mock()
1986 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1987 trade_mock2
.orders
= [order_mock3
]
1989 order_mock1
.status
= "pending"
1990 order_mock2
.status
= "open"
1991 order_mock3
.status
= "open"
1993 trade_store
= market
.TradeStore(self
.m
)
1994 trade_store
.all
.append(trade_mock1
)
1995 trade_store
.all
.append(trade_mock2
)
1997 orders
= trade_store
.all_orders()
1998 self
.assertEqual(3, len(orders
))
2000 open_orders
= trade_store
.all_orders(state
="open")
2001 self
.assertEqual(2, len(open_orders
))
2002 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
2004 def test_update_all_orders_status(self
):
2005 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
2006 order_mock1
= mock
.Mock()
2007 order_mock2
= mock
.Mock()
2008 order_mock3
= mock
.Mock()
2010 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
2012 trade_store
= market
.TradeStore(self
.m
)
2014 trade_store
.update_all_orders_status()
2015 all_orders
.assert_called_with(state
="open")
2017 order_mock1
.get_status
.assert_called()
2018 order_mock2
.get_status
.assert_called()
2019 order_mock3
.get_status
.assert_called()
2021 def test_close_trades(self
):
2022 trade_mock1
= mock
.Mock()
2023 trade_mock2
= mock
.Mock()
2024 trade_mock3
= mock
.Mock()
2026 trade_store
= market
.TradeStore(self
.m
)
2028 trade_store
.all
.append(trade_mock1
)
2029 trade_store
.all
.append(trade_mock2
)
2030 trade_store
.all
.append(trade_mock3
)
2032 trade_store
.close_trades()
2034 trade_mock1
.close
.assert_called_once_with()
2035 trade_mock2
.close
.assert_called_once_with()
2036 trade_mock3
.close
.assert_called_once_with()
2038 def test_pending(self
):
2039 trade_mock1
= mock
.Mock()
2040 trade_mock1
.pending
= True
2041 trade_mock2
= mock
.Mock()
2042 trade_mock2
.pending
= True
2043 trade_mock3
= mock
.Mock()
2044 trade_mock3
.pending
= False
2046 trade_store
= market
.TradeStore(self
.m
)
2048 trade_store
.all
.append(trade_mock1
)
2049 trade_store
.all
.append(trade_mock2
)
2050 trade_store
.all
.append(trade_mock3
)
2052 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
2054 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2055 class BalanceStoreTest(WebMockTestCase
):
2057 super(BalanceStoreTest
, self
).setUp()
2059 self
.fetch_balance
= {
2063 "exchange_total": 0,
2067 "exchange_free": D("6.0"),
2068 "exchange_used": D("1.2"),
2069 "exchange_total": D("7.2"),
2073 "exchange_free": 16,
2075 "exchange_total": 16,
2081 "exchange_total": 0,
2082 "margin_total": D("-1.0"),
2087 def test_in_currency(self
):
2088 self
.m
.get_ticker
.return_value
= {
2091 "average": D("0.1"),
2094 balance_store
= market
.BalanceStore(self
.m
)
2095 balance_store
.all
= {
2096 "BTC": portfolio
.Balance("BTC", {
2098 "exchange_total":"0.65",
2099 "exchange_free": "0.35",
2100 "exchange_used": "0.30"}),
2101 "ETH": portfolio
.Balance("ETH", {
2103 "exchange_total": 3,
2105 "exchange_used": 0}),
2108 amounts
= balance_store
.in_currency("BTC")
2109 self
.assertEqual("BTC", amounts
["ETH"].currency
)
2110 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
2111 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
2112 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2114 self
.m
.report
.log_tickers
.reset_mock()
2116 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
2117 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
2118 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
2119 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2121 self
.m
.report
.log_tickers
.reset_mock()
2123 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
2124 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
2125 self
.assertEqual(0, amounts
["ETH"].value
)
2126 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2127 "bid", "exchange_used")
2128 self
.m
.report
.log_tickers
.reset_mock()
2130 def test_fetch_balances(self
):
2131 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2133 balance_store
= market
.BalanceStore(self
.m
)
2135 balance_store
.fetch_balances()
2136 self
.assertNotIn("ETC", balance_store
.currencies())
2137 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
2139 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
2140 "exchange_total": "1", "exchange_free": "0",
2141 "exchange_used": "1" })
2142 balance_store
.fetch_balances(tag
="foo")
2143 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
2144 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
2145 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
2147 @mock.patch.object(market
.Portfolio
, "repartition")
2148 def test_dispatch_assets(self
, repartition
):
2149 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2151 balance_store
= market
.BalanceStore(self
.m
)
2152 balance_store
.fetch_balances()
2154 self
.assertNotIn("XEM", balance_store
.currencies())
2156 repartition_hash
= {
2157 "XEM": (D("0.75"), "long"),
2158 "BTC": (D("0.26"), "long"),
2159 "DASH": (D("0.10"), "short"),
2161 repartition
.return_value
= repartition_hash
2163 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
2164 repartition
.assert_called_with(liquidity
="medium")
2165 self
.assertIn("XEM", balance_store
.currencies())
2166 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
2167 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
2168 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
2169 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
2170 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
2171 "11.1"), amounts
, "medium", repartition_hash
)
2173 def test_currencies(self
):
2174 balance_store
= market
.BalanceStore(self
.m
)
2176 balance_store
.all
= {
2177 "BTC": portfolio
.Balance("BTC", {
2179 "exchange_total":"0.65",
2180 "exchange_free": "0.35",
2181 "exchange_used": "0.30"}),
2182 "ETH": portfolio
.Balance("ETH", {
2184 "exchange_total": 3,
2186 "exchange_used": 0}),
2188 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
2190 def test_as_json(self
):
2191 balance_mock1
= mock
.Mock()
2192 balance_mock1
.as_json
.return_value
= 1
2194 balance_mock2
= mock
.Mock()
2195 balance_mock2
.as_json
.return_value
= 2
2197 balance_store
= market
.BalanceStore(self
.m
)
2198 balance_store
.all
= {
2199 "BTC": balance_mock1
,
2200 "ETH": balance_mock2
,
2203 as_json
= balance_store
.as_json()
2204 self
.assertEqual(1, as_json
["BTC"])
2205 self
.assertEqual(2, as_json
["ETH"])
2208 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2209 class ComputationTest(WebMockTestCase
):
2210 def test_compute_value(self
):
2211 compute
= mock
.Mock()
2212 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
2213 compute
.assert_called_with("foo", "ask")
2215 compute
.reset_mock()
2216 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
2217 compute
.assert_called_with("foo", "bid")
2219 compute
.reset_mock()
2220 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
2221 compute
.assert_called_with("foo", "ask")
2223 compute
.reset_mock()
2224 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
2225 compute
.assert_called_with("foo", "bid")
2227 compute
.reset_mock()
2228 portfolio
.Computation
.computations
["test"] = compute
2229 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
2230 compute
.assert_called_with("foo", "bid")
2233 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2234 class TradeTest(WebMockTestCase
):
2236 def test_values_assertion(self
):
2237 value_from
= portfolio
.Amount("BTC", "1.0")
2238 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2239 value_to
= portfolio
.Amount("BTC", "1.0")
2240 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2241 self
.assertEqual("BTC", trade
.base_currency
)
2242 self
.assertEqual("ETH", trade
.currency
)
2243 self
.assertEqual(self
.m
, trade
.market
)
2245 with self
.assertRaises(AssertionError):
2246 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
2247 with self
.assertRaises(AssertionError):
2248 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
2249 with self
.assertRaises(AssertionError):
2250 value_from
.currency
= "ETH"
2251 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2252 value_from
.currency
= "BTC"
2253 with self
.assertRaises(AssertionError):
2254 value_from2
= portfolio
.Amount("BTC", "1.0")
2255 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
2257 value_from
= portfolio
.Amount("BTC", 0)
2258 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2259 self
.assertEqual(0, trade
.value_from
.linked_to
)
2261 def test_action(self
):
2262 value_from
= portfolio
.Amount("BTC", "1.0")
2263 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2264 value_to
= portfolio
.Amount("BTC", "1.0")
2265 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2267 self
.assertIsNone(trade
.action
)
2269 value_from
= portfolio
.Amount("BTC", "1.0")
2270 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
2271 value_to
= portfolio
.Amount("BTC", "2.0")
2272 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2274 self
.assertIsNone(trade
.action
)
2276 value_from
= portfolio
.Amount("BTC", "0.5")
2277 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2278 value_to
= portfolio
.Amount("BTC", "1.0")
2279 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2281 self
.assertEqual("acquire", trade
.action
)
2283 value_from
= portfolio
.Amount("BTC", "0")
2284 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2285 value_to
= portfolio
.Amount("BTC", "-1.0")
2286 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2288 self
.assertEqual("acquire", trade
.action
)
2290 def test_order_action(self
):
2291 value_from
= portfolio
.Amount("BTC", "0.5")
2292 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2293 value_to
= portfolio
.Amount("BTC", "1.0")
2294 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2296 trade
.inverted
= False
2297 self
.assertEqual("buy", trade
.order_action())
2298 trade
.inverted
= True
2299 self
.assertEqual("sell", trade
.order_action())
2301 value_from
= portfolio
.Amount("BTC", "0")
2302 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2303 value_to
= portfolio
.Amount("BTC", "-1.0")
2304 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2306 trade
.inverted
= False
2307 self
.assertEqual("sell", trade
.order_action())
2308 trade
.inverted
= True
2309 self
.assertEqual("buy", trade
.order_action())
2311 def test_trade_type(self
):
2312 value_from
= portfolio
.Amount("BTC", "0.5")
2313 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2314 value_to
= portfolio
.Amount("BTC", "1.0")
2315 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2317 self
.assertEqual("long", trade
.trade_type
)
2319 value_from
= portfolio
.Amount("BTC", "0")
2320 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2321 value_to
= portfolio
.Amount("BTC", "-1.0")
2322 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2324 self
.assertEqual("short", trade
.trade_type
)
2326 def test_is_fullfiled(self
):
2327 with self
.subTest(inverted
=False):
2328 value_from
= portfolio
.Amount("BTC", "0.5")
2329 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2330 value_to
= portfolio
.Amount("BTC", "1.0")
2331 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2333 order1
= mock
.Mock()
2334 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2336 order2
= mock
.Mock()
2337 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2338 trade
.orders
.append(order1
)
2339 trade
.orders
.append(order2
)
2341 self
.assertFalse(trade
.is_fullfiled
)
2343 order3
= mock
.Mock()
2344 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2345 trade
.orders
.append(order3
)
2347 self
.assertTrue(trade
.is_fullfiled
)
2349 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2350 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2351 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2353 with self
.subTest(inverted
=True):
2354 value_from
= portfolio
.Amount("BTC", "0.5")
2355 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2356 value_to
= portfolio
.Amount("BTC", "1.0")
2357 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2358 trade
.inverted
= True
2360 order1
= mock
.Mock()
2361 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2363 order2
= mock
.Mock()
2364 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2365 trade
.orders
.append(order1
)
2366 trade
.orders
.append(order2
)
2368 self
.assertFalse(trade
.is_fullfiled
)
2370 order3
= mock
.Mock()
2371 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2372 trade
.orders
.append(order3
)
2374 self
.assertTrue(trade
.is_fullfiled
)
2376 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2377 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2378 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2381 def test_filled_amount(self
):
2382 value_from
= portfolio
.Amount("BTC", "0.5")
2383 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2384 value_to
= portfolio
.Amount("BTC", "1.0")
2385 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2387 order1
= mock
.Mock()
2388 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2390 order2
= mock
.Mock()
2391 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2392 trade
.orders
.append(order1
)
2393 trade
.orders
.append(order2
)
2395 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2396 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2397 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2399 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2400 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2401 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2403 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2404 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2405 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2407 @mock.patch.object(portfolio
.Computation
, "compute_value")
2408 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2409 @mock.patch.object(portfolio
, "Order")
2410 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2411 Order
.return_value
= "Order"
2413 with self
.subTest(desc
="Nothing to do"):
2414 value_from
= portfolio
.Amount("BTC", "10")
2415 value_from
.rate
= D("0.1")
2416 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2417 value_to
= portfolio
.Amount("BTC", "10")
2418 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2420 trade
.prepare_order()
2422 filled_amount
.assert_not_called()
2423 compute_value
.assert_not_called()
2424 self
.assertEqual(0, len(trade
.orders
))
2425 Order
.assert_not_called()
2427 self
.m
.get_ticker
.return_value
= { "inverted": False }
2428 with self
.subTest(desc
="Already filled"):
2429 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2430 compute_value
.return_value
= D("0.125")
2432 value_from
= portfolio
.Amount("BTC", "10")
2433 value_from
.rate
= D("0.1")
2434 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2435 value_to
= portfolio
.Amount("BTC", "0")
2436 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2438 trade
.prepare_order()
2440 filled_amount
.assert_called_with(in_base_currency
=False)
2441 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2442 self
.assertEqual(0, len(trade
.orders
))
2443 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2444 Order
.assert_not_called()
2446 with self
.subTest(action
="dispose", inverted
=False):
2447 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2448 compute_value
.return_value
= D("0.125")
2450 value_from
= portfolio
.Amount("BTC", "10")
2451 value_from
.rate
= D("0.1")
2452 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2453 value_to
= portfolio
.Amount("BTC", "1")
2454 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2456 trade
.prepare_order()
2458 filled_amount
.assert_called_with(in_base_currency
=False)
2459 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2460 self
.assertEqual(1, len(trade
.orders
))
2461 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2462 D("0.125"), "BTC", "long", self
.m
,
2463 trade
, close_if_possible
=False)
2465 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2466 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2467 compute_value
.return_value
= D("0.125")
2469 value_from
= portfolio
.Amount("BTC", "10")
2470 value_from
.rate
= D("0.1")
2471 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2472 value_to
= portfolio
.Amount("BTC", "1")
2473 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2475 trade
.prepare_order(close_if_possible
=True)
2477 filled_amount
.assert_called_with(in_base_currency
=False)
2478 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2479 self
.assertEqual(1, len(trade
.orders
))
2480 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2481 D("0.125"), "BTC", "long", self
.m
,
2482 trade
, close_if_possible
=True)
2484 with self
.subTest(action
="acquire", inverted
=False):
2485 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2486 compute_value
.return_value
= D("0.125")
2488 value_from
= portfolio
.Amount("BTC", "1")
2489 value_from
.rate
= D("0.1")
2490 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2491 value_to
= portfolio
.Amount("BTC", "10")
2492 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2494 trade
.prepare_order()
2496 filled_amount
.assert_called_with(in_base_currency
=True)
2497 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2498 self
.assertEqual(1, len(trade
.orders
))
2500 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2501 D("0.125"), "BTC", "long", self
.m
,
2502 trade
, close_if_possible
=False)
2504 with self
.subTest(close_if_possible
=True):
2505 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2506 compute_value
.return_value
= D("0.125")
2508 value_from
= portfolio
.Amount("BTC", "10")
2509 value_from
.rate
= D("0.1")
2510 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2511 value_to
= portfolio
.Amount("BTC", "0")
2512 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2514 trade
.prepare_order()
2516 filled_amount
.assert_called_with(in_base_currency
=False)
2517 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2518 self
.assertEqual(1, len(trade
.orders
))
2519 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2520 D("0.125"), "BTC", "long", self
.m
,
2521 trade
, close_if_possible
=True)
2523 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2524 with self
.subTest(action
="dispose", inverted
=True):
2525 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2526 compute_value
.return_value
= D("125")
2528 value_from
= portfolio
.Amount("BTC", "10")
2529 value_from
.rate
= D("0.01")
2530 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2531 value_to
= portfolio
.Amount("BTC", "1")
2532 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2534 trade
.prepare_order(compute_value
="foo")
2536 filled_amount
.assert_called_with(in_base_currency
=True)
2537 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2538 self
.assertEqual(1, len(trade
.orders
))
2539 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2540 D("125"), "FOO", "long", self
.m
,
2541 trade
, close_if_possible
=False)
2543 with self
.subTest(action
="acquire", inverted
=True):
2544 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2545 compute_value
.return_value
= D("125")
2547 value_from
= portfolio
.Amount("BTC", "1")
2548 value_from
.rate
= D("0.01")
2549 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2550 value_to
= portfolio
.Amount("BTC", "10")
2551 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2553 trade
.prepare_order(compute_value
="foo")
2555 filled_amount
.assert_called_with(in_base_currency
=False)
2556 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2557 self
.assertEqual(1, len(trade
.orders
))
2558 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2559 D("125"), "FOO", "long", self
.m
,
2560 trade
, close_if_possible
=False)
2563 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2564 def test_update_order(self
, prepare_order
):
2565 order_mock
= mock
.Mock()
2566 new_order_mock
= mock
.Mock()
2568 value_from
= portfolio
.Amount("BTC", "0.5")
2569 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2570 value_to
= portfolio
.Amount("BTC", "1.0")
2571 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2572 prepare_order
.return_value
= new_order_mock
2574 for i
in [0, 1, 3, 4, 6]:
2575 with self
.subTest(tick
=i
):
2576 trade
.update_order(order_mock
, i
)
2577 order_mock
.cancel
.assert_not_called()
2578 new_order_mock
.run
.assert_not_called()
2579 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2580 update
="waiting", compute_value
=None, new_order
=None)
2582 order_mock
.reset_mock()
2583 new_order_mock
.reset_mock()
2585 self
.m
.report
.log_order
.reset_mock()
2587 trade
.update_order(order_mock
, 2)
2588 order_mock
.cancel
.assert_called()
2589 new_order_mock
.run
.assert_called()
2590 prepare_order
.assert_called()
2591 self
.m
.report
.log_order
.assert_called()
2592 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2594 mock
.call(order_mock
, 2, update
="adjusting",
2595 compute_value
=mock
.ANY
,
2596 new_order
=new_order_mock
),
2597 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2599 self
.m
.report
.log_order
.assert_has_calls(calls
)
2601 order_mock
.reset_mock()
2602 new_order_mock
.reset_mock()
2604 self
.m
.report
.log_order
.reset_mock()
2606 trade
.update_order(order_mock
, 5)
2607 order_mock
.cancel
.assert_called()
2608 new_order_mock
.run
.assert_called()
2609 prepare_order
.assert_called()
2610 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2611 self
.m
.report
.log_order
.assert_called()
2613 mock
.call(order_mock
, 5, update
="adjusting",
2614 compute_value
=mock
.ANY
,
2615 new_order
=new_order_mock
),
2616 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2618 self
.m
.report
.log_order
.assert_has_calls(calls
)
2620 order_mock
.reset_mock()
2621 new_order_mock
.reset_mock()
2623 self
.m
.report
.log_order
.reset_mock()
2625 trade
.update_order(order_mock
, 7)
2626 order_mock
.cancel
.assert_called()
2627 new_order_mock
.run
.assert_called()
2628 prepare_order
.assert_called_with(compute_value
="default")
2629 self
.m
.report
.log_order
.assert_called()
2630 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2632 mock
.call(order_mock
, 7, update
="market_fallback",
2633 compute_value
='default',
2634 new_order
=new_order_mock
),
2635 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2637 self
.m
.report
.log_order
.assert_has_calls(calls
)
2639 order_mock
.reset_mock()
2640 new_order_mock
.reset_mock()
2642 self
.m
.report
.log_order
.reset_mock()
2644 for i
in [10, 13, 16]:
2645 with self
.subTest(tick
=i
):
2646 trade
.update_order(order_mock
, i
)
2647 order_mock
.cancel
.assert_called()
2648 new_order_mock
.run
.assert_called()
2649 prepare_order
.assert_called_with(compute_value
="default")
2650 self
.m
.report
.log_order
.assert_called()
2651 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2653 mock
.call(order_mock
, i
, update
="market_adjust",
2654 compute_value
='default',
2655 new_order
=new_order_mock
),
2656 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2658 self
.m
.report
.log_order
.assert_has_calls(calls
)
2660 order_mock
.reset_mock()
2661 new_order_mock
.reset_mock()
2663 self
.m
.report
.log_order
.reset_mock()
2665 for i
in [8, 9, 11, 12]:
2666 with self
.subTest(tick
=i
):
2667 trade
.update_order(order_mock
, i
)
2668 order_mock
.cancel
.assert_not_called()
2669 new_order_mock
.run
.assert_not_called()
2670 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2671 compute_value
=None, new_order
=None)
2673 order_mock
.reset_mock()
2674 new_order_mock
.reset_mock()
2676 self
.m
.report
.log_order
.reset_mock()
2679 def test_print_with_order(self
):
2680 value_from
= portfolio
.Amount("BTC", "0.5")
2681 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2682 value_to
= portfolio
.Amount("BTC", "1.0")
2683 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2685 order_mock1
= mock
.Mock()
2686 order_mock1
.__repr__
= mock
.Mock()
2687 order_mock1
.__repr__
.return_value
= "Mock 1"
2688 order_mock2
= mock
.Mock()
2689 order_mock2
.__repr__
= mock
.Mock()
2690 order_mock2
.__repr__
.return_value
= "Mock 2"
2691 order_mock1
.mouvements
= []
2692 mouvement_mock1
= mock
.Mock()
2693 mouvement_mock1
.__repr__
= mock
.Mock()
2694 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2695 mouvement_mock2
= mock
.Mock()
2696 mouvement_mock2
.__repr__
= mock
.Mock()
2697 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2698 order_mock2
.mouvements
= [
2699 mouvement_mock1
, mouvement_mock2
2701 trade
.orders
.append(order_mock1
)
2702 trade
.orders
.append(order_mock2
)
2704 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2705 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2707 trade
.print_with_order()
2709 self
.m
.report
.print_log
.assert_called()
2710 calls
= self
.m
.report
.print_log
.mock_calls
2711 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2712 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2713 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2714 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2715 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2717 self
.m
.report
.print_log
.reset_mock()
2719 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2720 trade
.print_with_order()
2721 calls
= self
.m
.report
.print_log
.mock_calls
2722 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2724 self
.m
.report
.print_log
.reset_mock()
2726 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2728 trade
.print_with_order()
2729 calls
= self
.m
.report
.print_log
.mock_calls
2730 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2732 def test_close(self
):
2733 value_from
= portfolio
.Amount("BTC", "0.5")
2734 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2735 value_to
= portfolio
.Amount("BTC", "1.0")
2736 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2737 order1
= mock
.Mock()
2738 trade
.orders
.append(order1
)
2742 self
.assertEqual(True, trade
.closed
)
2743 order1
.cancel
.assert_called_once_with()
2745 def test_pending(self
):
2746 value_from
= portfolio
.Amount("BTC", "0.5")
2747 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2748 value_to
= portfolio
.Amount("BTC", "1.0")
2749 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2752 self
.assertEqual(False, trade
.pending
)
2754 trade
.closed
= False
2755 self
.assertEqual(True, trade
.pending
)
2757 order1
= mock
.Mock()
2758 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2759 trade
.orders
.append(order1
)
2760 self
.assertEqual(False, trade
.pending
)
2762 def test__repr(self
):
2763 value_from
= portfolio
.Amount("BTC", "0.5")
2764 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2765 value_to
= portfolio
.Amount("BTC", "1.0")
2766 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2768 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2770 def test_as_json(self
):
2771 value_from
= portfolio
.Amount("BTC", "0.5")
2772 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2773 value_to
= portfolio
.Amount("BTC", "1.0")
2774 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2776 as_json
= trade
.as_json()
2777 self
.assertEqual("acquire", as_json
["action"])
2778 self
.assertEqual(D("0.5"), as_json
["from"])
2779 self
.assertEqual(D("1.0"), as_json
["to"])
2780 self
.assertEqual("ETH", as_json
["currency"])
2781 self
.assertEqual("BTC", as_json
["base_currency"])
2783 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2784 class OrderTest(WebMockTestCase
):
2785 def test_values(self
):
2786 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2787 D("0.1"), "BTC", "long", "market", "trade")
2788 self
.assertEqual("buy", order
.action
)
2789 self
.assertEqual(10, order
.amount
.value
)
2790 self
.assertEqual("ETH", order
.amount
.currency
)
2791 self
.assertEqual(D("0.1"), order
.rate
)
2792 self
.assertEqual("BTC", order
.base_currency
)
2793 self
.assertEqual("market", order
.market
)
2794 self
.assertEqual("long", order
.trade_type
)
2795 self
.assertEqual("pending", order
.status
)
2796 self
.assertEqual("trade", order
.trade
)
2797 self
.assertIsNone(order
.id)
2798 self
.assertFalse(order
.close_if_possible
)
2800 def test__repr(self
):
2801 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2802 D("0.1"), "BTC", "long", "market", "trade")
2803 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2805 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2806 D("0.1"), "BTC", "long", "market", "trade",
2807 close_if_possible
=True)
2808 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2810 def test_as_json(self
):
2811 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2812 D("0.1"), "BTC", "long", "market", "trade")
2813 mouvement_mock1
= mock
.Mock()
2814 mouvement_mock1
.as_json
.return_value
= 1
2815 mouvement_mock2
= mock
.Mock()
2816 mouvement_mock2
.as_json
.return_value
= 2
2818 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2819 as_json
= order
.as_json()
2820 self
.assertEqual("buy", as_json
["action"])
2821 self
.assertEqual("long", as_json
["trade_type"])
2822 self
.assertEqual(10, as_json
["amount"])
2823 self
.assertEqual("ETH", as_json
["currency"])
2824 self
.assertEqual("BTC", as_json
["base_currency"])
2825 self
.assertEqual(D("0.1"), as_json
["rate"])
2826 self
.assertEqual("pending", as_json
["status"])
2827 self
.assertEqual(False, as_json
["close_if_possible"])
2828 self
.assertIsNone(as_json
["id"])
2829 self
.assertEqual([1, 2], as_json
["mouvements"])
2831 def test_account(self
):
2832 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2833 D("0.1"), "BTC", "long", "market", "trade")
2834 self
.assertEqual("exchange", order
.account
)
2836 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2837 D("0.1"), "BTC", "short", "market", "trade")
2838 self
.assertEqual("margin", order
.account
)
2840 def test_pending(self
):
2841 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2842 D("0.1"), "BTC", "long", "market", "trade")
2843 self
.assertTrue(order
.pending
)
2844 order
.status
= "open"
2845 self
.assertFalse(order
.pending
)
2847 def test_open(self
):
2848 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2849 D("0.1"), "BTC", "long", "market", "trade")
2850 self
.assertFalse(order
.open)
2851 order
.status
= "open"
2852 self
.assertTrue(order
.open)
2854 def test_finished(self
):
2855 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2856 D("0.1"), "BTC", "long", "market", "trade")
2857 self
.assertFalse(order
.finished
)
2858 order
.status
= "closed"
2859 self
.assertTrue(order
.finished
)
2860 order
.status
= "canceled"
2861 self
.assertTrue(order
.finished
)
2862 order
.status
= "error"
2863 self
.assertTrue(order
.finished
)
2865 @mock.patch.object(portfolio
.Order
, "fetch")
2866 def test_cancel(self
, fetch
):
2867 with self
.subTest(debug
=True):
2869 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2870 D("0.1"), "BTC", "long", self
.m
, "trade")
2871 order
.status
= "open"
2874 self
.m
.ccxt
.cancel_order
.assert_not_called()
2875 self
.m
.report
.log_debug_action
.assert_called_once()
2876 self
.m
.report
.log_debug_action
.reset_mock()
2877 self
.assertEqual("canceled", order
.status
)
2879 with self
.subTest(desc
="Nominal case"):
2880 self
.m
.debug
= False
2881 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2882 D("0.1"), "BTC", "long", self
.m
, "trade")
2883 order
.status
= "open"
2887 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2888 fetch
.assert_called_once_with()
2889 self
.m
.report
.log_debug_action
.assert_not_called()
2891 with self
.subTest(exception
=True):
2892 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2893 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2894 D("0.1"), "BTC", "long", self
.m
, "trade")
2895 order
.status
= "open"
2898 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2899 self
.m
.report
.log_error
.assert_called_once()
2902 with self
.subTest(id=None):
2903 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2904 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2905 D("0.1"), "BTC", "long", self
.m
, "trade")
2906 order
.status
= "open"
2908 self
.m
.ccxt
.cancel_order
.assert_not_called()
2911 with self
.subTest(open=False):
2912 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2913 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2914 D("0.1"), "BTC", "long", self
.m
, "trade")
2915 order
.status
= "closed"
2917 self
.m
.ccxt
.cancel_order
.assert_not_called()
2919 def test_dust_amount_remaining(self
):
2920 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2921 D("0.1"), "BTC", "long", self
.m
, "trade")
2922 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2923 self
.assertFalse(order
.dust_amount_remaining())
2925 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2926 self
.assertTrue(order
.dust_amount_remaining())
2928 @mock.patch.object(portfolio
.Order
, "fetch")
2929 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2930 def test_remaining_amount(self
, filled_amount
, fetch
):
2931 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2932 D("0.1"), "BTC", "long", self
.m
, "trade")
2934 self
.assertEqual(9, order
.remaining_amount().value
)
2936 order
.status
= "open"
2937 self
.assertEqual(9, order
.remaining_amount().value
)
2939 @mock.patch.object(portfolio
.Order
, "fetch")
2940 def test_filled_amount(self
, fetch
):
2941 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2942 D("0.1"), "BTC", "long", self
.m
, "trade")
2943 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2944 "tradeID": 42, "type": "buy", "fee": "0.0015",
2945 "date": "2017-12-30 12:00:12", "rate": "0.1",
2946 "amount": "3", "total": "0.3"
2948 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2949 "tradeID": 43, "type": "buy", "fee": "0.0015",
2950 "date": "2017-12-30 13:00:12", "rate": "0.2",
2951 "amount": "2", "total": "0.4"
2953 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2954 fetch
.assert_not_called()
2955 order
.status
= "open"
2956 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2957 fetch
.assert_called_once()
2958 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2960 def test_fetch_mouvements(self
):
2961 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2963 "tradeID": 42, "type": "buy", "fee": "0.0015",
2964 "date": "2017-12-30 12:00:12", "rate": "0.1",
2965 "amount": "3", "total": "0.3"
2968 "tradeID": 43, "type": "buy", "fee": "0.0015",
2969 "date": "2017-12-30 13:00:12", "rate": "0.2",
2970 "amount": "2", "total": "0.4"
2973 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2974 D("0.1"), "BTC", "long", self
.m
, "trade")
2976 order
.mouvements
= ["Foo", "Bar", "Baz"]
2978 order
.fetch_mouvements()
2980 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2981 self
.assertEqual(2, len(order
.mouvements
))
2982 self
.assertEqual(42, order
.mouvements
[0].id)
2983 self
.assertEqual(43, order
.mouvements
[1].id)
2985 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2986 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2987 D("0.1"), "BTC", "long", self
.m
, "trade")
2988 order
.fetch_mouvements()
2989 self
.assertEqual(0, len(order
.mouvements
))
2991 def test_mark_finished_order(self
):
2992 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2993 D("0.1"), "BTC", "short", self
.m
, "trade",
2994 close_if_possible
=True)
2995 order
.status
= "closed"
2996 self
.m
.debug
= False
2998 order
.mark_finished_order()
2999 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
3000 self
.m
.ccxt
.close_margin_position
.reset_mock()
3002 order
.status
= "open"
3003 order
.mark_finished_order()
3004 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3006 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3007 D("0.1"), "BTC", "short", self
.m
, "trade",
3008 close_if_possible
=False)
3009 order
.status
= "closed"
3010 order
.mark_finished_order()
3011 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3013 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
3014 D("0.1"), "BTC", "short", self
.m
, "trade",
3015 close_if_possible
=True)
3016 order
.status
= "closed"
3017 order
.mark_finished_order()
3018 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3020 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3021 D("0.1"), "BTC", "long", self
.m
, "trade",
3022 close_if_possible
=True)
3023 order
.status
= "closed"
3024 order
.mark_finished_order()
3025 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3029 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3030 D("0.1"), "BTC", "short", self
.m
, "trade",
3031 close_if_possible
=True)
3032 order
.status
= "closed"
3034 order
.mark_finished_order()
3035 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3036 self
.m
.report
.log_debug_action
.assert_called_once()
3038 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
3039 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
3040 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
3041 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3042 D("0.1"), "BTC", "long", self
.m
, "trade")
3044 with self
.subTest(debug
=True):
3047 self
.m
.report
.log_debug_action
.assert_called_once()
3048 self
.m
.report
.log_debug_action
.reset_mock()
3049 self
.m
.ccxt
.fetch_order
.assert_not_called()
3050 mark_finished_order
.assert_not_called()
3051 fetch_mouvements
.assert_not_called()
3053 with self
.subTest(debug
=False):
3054 self
.m
.debug
= False
3055 self
.m
.ccxt
.fetch_order
.return_value
= {
3057 "datetime": "timestamp"
3061 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
3062 fetch_mouvements
.assert_called_once()
3063 self
.assertEqual("foo", order
.status
)
3064 self
.assertEqual("timestamp", order
.timestamp
)
3065 self
.assertEqual(1, len(order
.results
))
3066 self
.m
.report
.log_debug_action
.assert_not_called()
3067 mark_finished_order
.assert_called_once()
3069 mark_finished_order
.reset_mock()
3070 with self
.subTest(missing_order
=True):
3071 self
.m
.ccxt
.fetch_order
.side_effect
= [
3072 portfolio
.OrderNotCached
,
3075 self
.assertEqual("closed_unknown", order
.status
)
3076 mark_finished_order
.assert_called_once()
3078 @mock.patch.object(portfolio
.Order
, "fetch")
3079 def test_get_status(self
, fetch
):
3080 with self
.subTest(debug
=True):
3082 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3083 D("0.1"), "BTC", "long", self
.m
, "trade")
3084 self
.assertEqual("pending", order
.get_status())
3085 fetch
.assert_not_called()
3086 self
.m
.report
.log_debug_action
.assert_called_once()
3088 with self
.subTest(debug
=False, finished
=False):
3089 self
.m
.debug
= False
3090 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3091 D("0.1"), "BTC", "long", self
.m
, "trade")
3093 def update_status():
3094 order
.status
= "open"
3095 return update_status
3096 fetch
.side_effect
= _fetch(order
)
3097 self
.assertEqual("open", order
.get_status())
3098 fetch
.assert_called_once()
3101 with self
.subTest(debug
=False, finished
=True):
3102 self
.m
.debug
= False
3103 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3104 D("0.1"), "BTC", "long", self
.m
, "trade")
3106 def update_status():
3107 order
.status
= "closed"
3108 return update_status
3109 fetch
.side_effect
= _fetch(order
)
3110 self
.assertEqual("closed", order
.get_status())
3111 fetch
.assert_called_once()
3114 self
.m
.ccxt
.order_precision
.return_value
= 4
3115 with self
.subTest(debug
=True):
3117 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3118 D("0.1"), "BTC", "long", self
.m
, "trade")
3120 self
.m
.ccxt
.create_order
.assert_not_called()
3121 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
3122 self
.assertEqual("open", order
.status
)
3123 self
.assertEqual(1, len(order
.results
))
3124 self
.assertEqual(-1, order
.id)
3126 self
.m
.ccxt
.create_order
.reset_mock()
3127 with self
.subTest(debug
=False):
3128 self
.m
.debug
= False
3129 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3130 D("0.1"), "BTC", "long", self
.m
, "trade")
3131 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
3133 self
.m
.ccxt
.create_order
.assert_called_once()
3134 self
.assertEqual(1, len(order
.results
))
3135 self
.assertEqual("open", order
.status
)
3137 self
.m
.ccxt
.create_order
.reset_mock()
3138 with self
.subTest(exception
=True):
3139 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3140 D("0.1"), "BTC", "long", self
.m
, "trade")
3141 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
3143 self
.m
.ccxt
.create_order
.assert_called_once()
3144 self
.assertEqual(0, len(order
.results
))
3145 self
.assertEqual("error", order
.status
)
3146 self
.m
.report
.log_error
.assert_called_once()
3148 self
.m
.ccxt
.create_order
.reset_mock()
3149 with self
.subTest(dust_amount_exception
=True),\
3150 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3151 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
3152 D("0.1"), "BTC", "long", self
.m
, "trade")
3153 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
3155 self
.m
.ccxt
.create_order
.assert_called_once()
3156 self
.assertEqual(0, len(order
.results
))
3157 self
.assertEqual("closed", order
.status
)
3158 mark_finished_order
.assert_called_once()
3160 self
.m
.ccxt
.order_precision
.return_value
= 8
3161 self
.m
.ccxt
.create_order
.reset_mock()
3162 with self
.subTest(insufficient_funds
=True),\
3163 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3164 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3165 D("0.1"), "BTC", "long", self
.m
, "trade")
3166 self
.m
.ccxt
.create_order
.side_effect
= [
3167 portfolio
.InsufficientFunds
,
3168 portfolio
.InsufficientFunds
,
3169 portfolio
.InsufficientFunds
,
3173 self
.m
.ccxt
.create_order
.assert_has_calls([
3174 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3175 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3176 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3177 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3179 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
3180 self
.assertEqual(1, len(order
.results
))
3181 self
.assertEqual("open", order
.status
)
3182 self
.assertEqual(4, order
.tries
)
3183 self
.m
.report
.log_error
.assert_called()
3184 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
3186 self
.m
.ccxt
.order_precision
.return_value
= 8
3187 self
.m
.ccxt
.create_order
.reset_mock()
3188 self
.m
.report
.log_error
.reset_mock()
3189 with self
.subTest(insufficient_funds
=True),\
3190 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3191 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3192 D("0.1"), "BTC", "long", self
.m
, "trade")
3193 self
.m
.ccxt
.create_order
.side_effect
= [
3194 portfolio
.InsufficientFunds
,
3195 portfolio
.InsufficientFunds
,
3196 portfolio
.InsufficientFunds
,
3197 portfolio
.InsufficientFunds
,
3198 portfolio
.InsufficientFunds
,
3201 self
.m
.ccxt
.create_order
.assert_has_calls([
3202 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3203 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3204 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3205 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3206 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
3208 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3209 self
.assertEqual(0, len(order
.results
))
3210 self
.assertEqual("error", order
.status
)
3211 self
.assertEqual(5, order
.tries
)
3212 self
.m
.report
.log_error
.assert_called()
3213 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3214 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
)
3217 with self
.subTest(request_timeout
=True):
3218 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3219 D("0.1"), "BTC", "long", self
.m
, "trade")
3220 with self
.subTest(retrieved
=False), \
3221 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3222 self
.m
.ccxt
.create_order
.side_effect
= [
3223 portfolio
.RequestTimeout
,
3224 portfolio
.RequestTimeout
,
3227 retrieve
.return_value
= False
3229 self
.m
.ccxt
.create_order
.assert_has_calls([
3230 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3231 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3232 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3234 self
.assertEqual(3, self
.m
.ccxt
.create_order
.call_count
)
3235 self
.assertEqual(3, order
.tries
)
3236 self
.m
.report
.log_error
.assert_called()
3237 self
.assertEqual(2, self
.m
.report
.log_error
.call_count
)
3238 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying after timeout", exception
=mock
.ANY
)
3239 self
.assertEqual(123, order
.id)
3242 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3243 D("0.1"), "BTC", "long", self
.m
, "trade")
3244 with self
.subTest(retrieved
=True), \
3245 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3246 self
.m
.ccxt
.create_order
.side_effect
= [
3247 portfolio
.RequestTimeout
,
3250 order
.results
.append({"id": 123}
)
3252 retrieve
.side_effect
= _retrieve
3254 self
.m
.ccxt
.create_order
.assert_has_calls([
3255 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3257 self
.assertEqual(1, self
.m
.ccxt
.create_order
.call_count
)
3258 self
.assertEqual(1, order
.tries
)
3259 self
.m
.report
.log_error
.assert_called()
3260 self
.assertEqual(1, self
.m
.report
.log_error
.call_count
)
3261 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Timeout, found the order")
3262 self
.assertEqual(123, order
.id)
3265 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3266 D("0.1"), "BTC", "long", self
.m
, "trade")
3267 with self
.subTest(retrieved
=False), \
3268 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3269 self
.m
.ccxt
.create_order
.side_effect
= [
3270 portfolio
.RequestTimeout
,
3271 portfolio
.RequestTimeout
,
3272 portfolio
.RequestTimeout
,
3273 portfolio
.RequestTimeout
,
3274 portfolio
.RequestTimeout
,
3276 retrieve
.return_value
= False
3278 self
.m
.ccxt
.create_order
.assert_has_calls([
3279 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3280 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3281 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3282 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3283 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3285 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3286 self
.assertEqual(5, order
.tries
)
3287 self
.m
.report
.log_error
.assert_called()
3288 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3289 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception
=mock
.ANY
)
3290 self
.assertEqual("error", order
.status
)
3292 def test_retrieve_order(self
):
3293 with self
.subTest(similar_open_order
=True):
3294 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3295 D("0.1"), "BTC", "long", self
.m
, "trade")
3296 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3298 self
.m
.ccxt
.order_precision
.return_value
= 8
3299 self
.m
.ccxt
.fetch_orders
.return_value
= [
3301 'amount': 0.002, 'cost': 0.1,
3302 'datetime': '2018-03-25T15:15:51.000Z',
3303 'fee': None, 'filled': 0.0,
3307 'date': '2018-03-25 15:15:51',
3308 'margin': 0, 'orderNumber': '1',
3309 'price': '0.1', 'rate': '0.1',
3310 'side': 'buy', 'startingAmount': '0.002',
3311 'status': 'open', 'total': '0.0002',
3314 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
3315 'status': 'open', 'symbol': 'ETH/BTC',
3316 'timestamp': 1521990951000, 'trades': None,
3320 'amount': 0.001, 'cost': 0.1,
3321 'datetime': '2018-03-25T15:15:51.000Z',
3322 'fee': None, 'filled': 0.0,
3326 'date': '2018-03-25 15:15:51',
3327 'margin': 1, 'orderNumber': '2',
3328 'price': '0.1', 'rate': '0.1',
3329 'side': 'buy', 'startingAmount': '0.001',
3330 'status': 'open', 'total': '0.0001',
3333 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3334 'status': 'open', 'symbol': 'ETH/BTC',
3335 'timestamp': 1521990951000, 'trades': None,
3339 'amount': 0.001, 'cost': 0.1,
3340 'datetime': '2018-03-25T15:15:51.000Z',
3341 'fee': None, 'filled': 0.0,
3345 'date': '2018-03-25 15:15:51',
3346 'margin': 0, 'orderNumber': '3',
3347 'price': '0.1', 'rate': '0.1',
3348 'side': 'sell', 'startingAmount': '0.001',
3349 'status': 'open', 'total': '0.0001',
3352 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
3353 'status': 'open', 'symbol': 'ETH/BTC',
3354 'timestamp': 1521990951000, 'trades': None,
3358 'amount': 0.001, 'cost': 0.15,
3359 'datetime': '2018-03-25T15:15:51.000Z',
3360 'fee': None, 'filled': 0.0,
3364 'date': '2018-03-25 15:15:51',
3365 'margin': 0, 'orderNumber': '4',
3366 'price': '0.15', 'rate': '0.15',
3367 'side': 'buy', 'startingAmount': '0.001',
3368 'status': 'open', 'total': '0.0001',
3371 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
3372 'status': 'open', 'symbol': 'ETH/BTC',
3373 'timestamp': 1521990951000, 'trades': None,
3377 'amount': 0.001, 'cost': 0.1,
3378 'datetime': '2018-03-25T15:15:51.000Z',
3379 'fee': None, 'filled': 0.0,
3383 'date': '2018-03-25 15:15:51',
3384 'margin': 0, 'orderNumber': '1',
3385 'price': '0.1', 'rate': '0.1',
3386 'side': 'buy', 'startingAmount': '0.001',
3387 'status': 'open', 'total': '0.0001',
3390 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3391 'status': 'open', 'symbol': 'ETH/BTC',
3392 'timestamp': 1521990951000, 'trades': None,
3396 result
= order
.retrieve_order()
3397 self
.assertTrue(result
)
3398 self
.assertEqual('5', order
.results
[0]["id"])
3399 self
.m
.ccxt
.fetch_my_trades
.assert_not_called()
3400 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
3403 with self
.subTest(similar_open_order
=False, past_trades
=True):
3404 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3405 D("0.1"), "BTC", "long", self
.m
, "trade")
3406 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3408 self
.m
.ccxt
.order_precision
.return_value
= 8
3409 self
.m
.ccxt
.fetch_orders
.return_value
= []
3410 self
.m
.ccxt
.fetch_my_trades
.return_value
= [
3411 { # Wrong timestamp 1
3414 'datetime': '2018-03-25T15:15:14.000Z',
3418 'category': 'exchange',
3419 'date': '2018-03-25 15:15:14',
3420 'fee': '0.00150000',
3431 'symbol': 'ETH/BTC',
3432 'timestamp': 1521983714,
3435 { # Wrong timestamp 2
3438 'datetime': '2018-03-25T15:16:54.000Z',
3442 'category': 'exchange',
3443 'date': '2018-03-25 15:16:54',
3444 'fee': '0.00150000',
3455 'symbol': 'ETH/BTC',
3456 'timestamp': 1521983814,
3462 'datetime': '2018-03-25T15:15:54.000Z',
3466 'category': 'exchange',
3467 'date': '2018-03-25 15:15:54',
3468 'fee': '0.00150000',
3479 'symbol': 'ETH/BTC',
3480 'timestamp': 1521983754,
3486 'datetime': '2018-03-25T15:16:54.000Z',
3490 'category': 'exchange',
3491 'date': '2018-03-25 15:16:54',
3492 'fee': '0.00150000',
3503 'symbol': 'ETH/BTC',
3504 'timestamp': 1521983814,
3510 'datetime': '2018-03-25T15:15:54.000Z',
3514 'category': 'marginTrade',
3515 'date': '2018-03-25 15:15:54',
3516 'fee': '0.00150000',
3527 'symbol': 'ETH/BTC',
3528 'timestamp': 1521983754,
3534 'datetime': '2018-03-25T15:16:54.000Z',
3538 'category': 'marginTrade',
3539 'date': '2018-03-25 15:16:54',
3540 'fee': '0.00150000',
3551 'symbol': 'ETH/BTC',
3552 'timestamp': 1521983814,
3558 'datetime': '2018-03-25T15:15:54.000Z',
3562 'category': 'exchange',
3563 'date': '2018-03-25 15:15:54',
3564 'fee': '0.00150000',
3575 'symbol': 'ETH/BTC',
3576 'timestamp': 1521983754,
3582 'datetime': '2018-03-25T15:16:54.000Z',
3586 'category': 'exchange',
3587 'date': '2018-03-25 15:16:54',
3588 'fee': '0.00150000',
3599 'symbol': 'ETH/BTC',
3600 'timestamp': 1521983814,
3606 'datetime': '2018-03-25T15:15:54.000Z',
3610 'category': 'exchange',
3611 'date': '2018-03-25 15:15:54',
3612 'fee': '0.00150000',
3616 'total': '0.000066',
3623 'symbol': 'ETH/BTC',
3624 'timestamp': 1521983754,
3630 'datetime': '2018-03-25T15:16:54.000Z',
3634 'category': 'exchange',
3635 'date': '2018-03-25 15:16:54',
3636 'fee': '0.00150000',
3647 'symbol': 'ETH/BTC',
3648 'timestamp': 1521983814,
3654 'datetime': '2018-03-25T15:15:54.000Z',
3658 'category': 'exchange',
3659 'date': '2018-03-25 15:15:54',
3660 'fee': '0.00150000',
3671 'symbol': 'ETH/BTC',
3672 'timestamp': 1521983754,
3678 'datetime': '2018-03-25T15:16:54.000Z',
3682 'category': 'exchange',
3683 'date': '2018-03-25 15:16:54',
3684 'fee': '0.00150000',
3688 'total': '0.000036',
3695 'symbol': 'ETH/BTC',
3696 'timestamp': 1521983814,
3701 result
= order
.retrieve_order()
3702 self
.assertTrue(result
)
3703 self
.assertEqual('7', order
.results
[0]["id"])
3704 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
3707 with self
.subTest(similar_open_order
=False, past_trades
=False):
3708 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3709 D("0.1"), "BTC", "long", self
.m
, "trade")
3710 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3712 self
.m
.ccxt
.order_precision
.return_value
= 8
3713 self
.m
.ccxt
.fetch_orders
.return_value
= []
3714 self
.m
.ccxt
.fetch_my_trades
.return_value
= []
3715 result
= order
.retrieve_order()
3716 self
.assertFalse(result
)
3718 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3719 class MouvementTest(WebMockTestCase
):
3720 def test_values(self
):
3721 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3722 "tradeID": 42, "type": "buy", "fee": "0.0015",
3723 "date": "2017-12-30 12:00:12", "rate": "0.1",
3724 "amount": "10", "total": "1"
3726 self
.assertEqual("ETH", mouvement
.currency
)
3727 self
.assertEqual("BTC", mouvement
.base_currency
)
3728 self
.assertEqual(42, mouvement
.id)
3729 self
.assertEqual("buy", mouvement
.action
)
3730 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
3731 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
3732 self
.assertEqual(D("0.1"), mouvement
.rate
)
3733 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
3734 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
3736 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
3737 self
.assertIsNone(mouvement
.date
)
3738 self
.assertIsNone(mouvement
.id)
3739 self
.assertIsNone(mouvement
.action
)
3740 self
.assertEqual(-1, mouvement
.fee_rate
)
3741 self
.assertEqual(0, mouvement
.rate
)
3742 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
3743 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
3745 def test__repr(self
):
3746 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3747 "tradeID": 42, "type": "buy", "fee": "0.0015",
3748 "date": "2017-12-30 12:00:12", "rate": "0.1",
3749 "amount": "10", "total": "1"
3751 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
3753 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3754 "tradeID": 42, "type": "buy",
3755 "date": "garbage", "rate": "0.1",
3756 "amount": "10", "total": "1"
3758 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
3760 def test_as_json(self
):
3761 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3762 "tradeID": 42, "type": "buy", "fee": "0.0015",
3763 "date": "2017-12-30 12:00:12", "rate": "0.1",
3764 "amount": "10", "total": "1"
3766 as_json
= mouvement
.as_json()
3768 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
3769 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
3770 self
.assertEqual("buy", as_json
["action"])
3771 self
.assertEqual(D("10"), as_json
["total"])
3772 self
.assertEqual(D("1"), as_json
["total_in_base"])
3773 self
.assertEqual("BTC", as_json
["base_currency"])
3774 self
.assertEqual("ETH", as_json
["currency"])
3776 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3777 class ReportStoreTest(WebMockTestCase
):
3778 def test_add_log(self
):
3779 report_store
= market
.ReportStore(self
.m
)
3780 report_store
.add_log({"foo": "bar"}
)
3782 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3784 def test_set_verbose(self
):
3785 report_store
= market
.ReportStore(self
.m
)
3786 with self
.subTest(verbose
=True):
3787 report_store
.set_verbose(True)
3788 self
.assertTrue(report_store
.verbose_print
)
3790 with self
.subTest(verbose
=False):
3791 report_store
.set_verbose(False)
3792 self
.assertFalse(report_store
.verbose_print
)
3794 def test_merge(self
):
3795 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3796 report_store2
= market
.ReportStore(None, verbose_print
=False)
3798 report_store2
.log_stage("1")
3799 report_store1
.log_stage("2")
3800 report_store2
.log_stage("3")
3802 report_store1
.merge(report_store2
)
3804 self
.assertEqual(3, len(report_store1
.logs
))
3805 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3806 self
.assertEqual(6, len(report_store1
.print_logs
))
3808 def test_print_log(self
):
3809 report_store
= market
.ReportStore(self
.m
)
3810 with self
.subTest(verbose
=True),\
3811 mock
.patch
.object(store
, "datetime") as time_mock
,\
3812 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3813 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
3814 report_store
.set_verbose(True)
3815 report_store
.print_log("Coucou")
3816 report_store
.print_log(portfolio
.Amount("BTC", 1))
3817 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3819 with self
.subTest(verbose
=False),\
3820 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3821 report_store
.set_verbose(False)
3822 report_store
.print_log("Coucou")
3823 report_store
.print_log(portfolio
.Amount("BTC", 1))
3824 self
.assertEqual(stdout_mock
.getvalue(), "")
3826 def test_default_json_serial(self
):
3827 report_store
= market
.ReportStore(self
.m
)
3829 self
.assertEqual("2018-02-24T00:00:00",
3830 report_store
.default_json_serial(portfolio
.datetime(2018, 2, 24)))
3831 self
.assertEqual("1.00000000 BTC",
3832 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
3834 def test_to_json(self
):
3835 report_store
= market
.ReportStore(self
.m
)
3836 report_store
.logs
.append({"foo": "bar"}
)
3837 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3838 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3839 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3840 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3841 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())
3843 def test_to_json_array(self
):
3844 report_store
= market
.ReportStore(self
.m
)
3845 report_store
.logs
.append({
3846 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3848 report_store
.logs
.append({
3849 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3851 logs
= list(report_store
.to_json_array())
3853 self
.assertEqual(2, len(logs
))
3854 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
3855 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
3857 @mock.patch.object(market
.ReportStore
, "print_log")
3858 @mock.patch.object(market
.ReportStore
, "add_log")
3859 def test_log_stage(self
, add_log
, print_log
):
3860 report_store
= market
.ReportStore(self
.m
)
3862 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3863 print_log
.assert_has_calls([
3864 mock
.call("-----------"),
3865 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3867 add_log
.assert_called_once_with({
3872 'c': 'c = lambda x: x',
3880 @mock.patch.object(market
.ReportStore
, "print_log")
3881 @mock.patch.object(market
.ReportStore
, "add_log")
3882 def test_log_balances(self
, add_log
, print_log
):
3883 report_store
= market
.ReportStore(self
.m
)
3884 self
.m
.balances
.as_json
.return_value
= "json"
3885 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3887 report_store
.log_balances(tag
="tag")
3888 print_log
.assert_has_calls([
3889 mock
.call("[Balance]"),
3893 add_log
.assert_called_once_with({
3899 @mock.patch.object(market
.ReportStore
, "print_log")
3900 @mock.patch.object(market
.ReportStore
, "add_log")
3901 def test_log_tickers(self
, add_log
, print_log
):
3902 report_store
= market
.ReportStore(self
.m
)
3904 "BTC": portfolio
.Amount("BTC", 10),
3905 "ETH": portfolio
.Amount("BTC", D("0.3"))
3907 amounts
["ETH"].rate
= D("0.1")
3909 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3910 print_log
.assert_not_called()
3911 add_log
.assert_called_once_with({
3913 'compute_value': 'default',
3914 'balance_type': 'total',
3927 add_log
.reset_mock()
3928 compute_value
= lambda x
: x
["bid"]
3929 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3930 add_log
.assert_called_once_with({
3932 'compute_value': 'compute_value = lambda x: x["bid"]',
3933 'balance_type': 'total',
3946 @mock.patch.object(market
.ReportStore
, "print_log")
3947 @mock.patch.object(market
.ReportStore
, "add_log")
3948 def test_log_dispatch(self
, add_log
, print_log
):
3949 report_store
= market
.ReportStore(self
.m
)
3950 amount
= portfolio
.Amount("BTC", "10.3")
3952 "BTC": portfolio
.Amount("BTC", 10),
3953 "ETH": portfolio
.Amount("BTC", D("0.3"))
3955 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3956 print_log
.assert_not_called()
3957 add_log
.assert_called_once_with({
3959 'liquidity': 'medium',
3960 'repartition_ratio': 'repartition',
3971 @mock.patch.object(market
.ReportStore
, "print_log")
3972 @mock.patch.object(market
.ReportStore
, "add_log")
3973 def test_log_trades(self
, add_log
, print_log
):
3974 report_store
= market
.ReportStore(self
.m
)
3975 trade_mock1
= mock
.Mock()
3976 trade_mock2
= mock
.Mock()
3977 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3978 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3980 matching_and_trades
= [
3981 (True, trade_mock1
),
3982 (False, trade_mock2
),
3984 report_store
.log_trades(matching_and_trades
, "only")
3986 print_log
.assert_not_called()
3987 add_log
.assert_called_with({
3992 {'trade': '1', 'skipped': False}
,
3993 {'trade': '2', 'skipped': True}
3997 @mock.patch.object(market
.ReportStore
, "print_log")
3998 @mock.patch.object(market
.ReportStore
, "add_log")
3999 def test_log_orders(self
, add_log
, print_log
):
4000 report_store
= market
.ReportStore(self
.m
)
4002 order_mock1
= mock
.Mock()
4003 order_mock2
= mock
.Mock()
4005 order_mock1
.as_json
.return_value
= "order1"
4006 order_mock2
.as_json
.return_value
= "order2"
4008 orders
= [order_mock1
, order_mock2
]
4010 report_store
.log_orders(orders
, tick
="tick",
4011 only
="only", compute_value
="compute_value")
4013 print_log
.assert_called_once_with("[Orders]")
4014 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
4016 add_log
.assert_called_with({
4019 'compute_value': 'compute_value',
4021 'orders': ['order1', 'order2']
4024 add_log
.reset_mock()
4025 def compute_value(x
, y
):
4027 report_store
.log_orders(orders
, tick
="tick",
4028 only
="only", compute_value
=compute_value
)
4029 add_log
.assert_called_with({
4032 'compute_value': 'def compute_value(x, y):\n return x[y]',
4034 'orders': ['order1', 'order2']
4038 @mock.patch.object(market
.ReportStore
, "print_log")
4039 @mock.patch.object(market
.ReportStore
, "add_log")
4040 def test_log_order(self
, add_log
, print_log
):
4041 report_store
= market
.ReportStore(self
.m
)
4042 order_mock
= mock
.Mock()
4043 order_mock
.as_json
.return_value
= "order"
4044 new_order_mock
= mock
.Mock()
4045 new_order_mock
.as_json
.return_value
= "new_order"
4046 order_mock
.__repr
__ = mock
.Mock()
4047 order_mock
.__repr
__.return_value
= "Order Mock"
4048 new_order_mock
.__repr
__ = mock
.Mock()
4049 new_order_mock
.__repr
__.return_value
= "New order Mock"
4051 with self
.subTest(finished
=True):
4052 report_store
.log_order(order_mock
, 1, finished
=True)
4053 print_log
.assert_called_once_with("[Order] Finished Order Mock")
4054 add_log
.assert_called_once_with({
4059 'compute_value': None,
4063 add_log
.reset_mock()
4064 print_log
.reset_mock()
4066 with self
.subTest(update
="waiting"):
4067 report_store
.log_order(order_mock
, 1, update
="waiting")
4068 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
4069 add_log
.assert_called_once_with({
4072 'update': 'waiting',
4074 'compute_value': None,
4078 add_log
.reset_mock()
4079 print_log
.reset_mock()
4080 with self
.subTest(update
="adjusting"):
4081 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
4082 report_store
.log_order(order_mock
, 3,
4083 update
="adjusting", new_order
=new_order_mock
,
4084 compute_value
=compute_value
)
4085 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
4086 add_log
.assert_called_once_with({
4089 'update': 'adjusting',
4091 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
4092 'new_order': 'new_order'
4095 add_log
.reset_mock()
4096 print_log
.reset_mock()
4097 with self
.subTest(update
="market_fallback"):
4098 report_store
.log_order(order_mock
, 7,
4099 update
="market_fallback", new_order
=new_order_mock
)
4100 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
4101 add_log
.assert_called_once_with({
4104 'update': 'market_fallback',
4106 'compute_value': None,
4107 'new_order': 'new_order'
4110 add_log
.reset_mock()
4111 print_log
.reset_mock()
4112 with self
.subTest(update
="market_adjusting"):
4113 report_store
.log_order(order_mock
, 17,
4114 update
="market_adjust", new_order
=new_order_mock
)
4115 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
4116 add_log
.assert_called_once_with({
4119 'update': 'market_adjust',
4121 'compute_value': None,
4122 'new_order': 'new_order'
4125 @mock.patch.object(market
.ReportStore
, "print_log")
4126 @mock.patch.object(market
.ReportStore
, "add_log")
4127 def test_log_move_balances(self
, add_log
, print_log
):
4128 report_store
= market
.ReportStore(self
.m
)
4130 "BTC": portfolio
.Amount("BTC", 10),
4134 "BTC": portfolio
.Amount("BTC", 3),
4137 report_store
.log_move_balances(needed
, moving
)
4138 print_log
.assert_not_called()
4139 add_log
.assert_called_once_with({
4140 'type': 'move_balances',
4152 @mock.patch.object(market
.ReportStore
, "print_log")
4153 @mock.patch.object(market
.ReportStore
, "add_log")
4154 def test_log_http_request(self
, add_log
, print_log
):
4155 report_store
= market
.ReportStore(self
.m
)
4156 response
= mock
.Mock()
4157 response
.status_code
= 200
4158 response
.text
= "Hey"
4160 report_store
.log_http_request("method", "url", "body",
4161 "headers", response
)
4162 print_log
.assert_not_called()
4163 add_log
.assert_called_once_with({
4164 'type': 'http_request',
4168 'headers': 'headers',
4173 @mock.patch.object(market
.ReportStore
, "print_log")
4174 @mock.patch.object(market
.ReportStore
, "add_log")
4175 def test_log_error(self
, add_log
, print_log
):
4176 report_store
= market
.ReportStore(self
.m
)
4177 with self
.subTest(message
=None, exception
=None):
4178 report_store
.log_error("action")
4179 print_log
.assert_called_once_with("[Error] action")
4180 add_log
.assert_called_once_with({
4183 'exception_class': None,
4184 'exception_message': None,
4188 print_log
.reset_mock()
4189 add_log
.reset_mock()
4190 with self
.subTest(message
="Hey", exception
=None):
4191 report_store
.log_error("action", message
="Hey")
4192 print_log
.assert_has_calls([
4193 mock
.call("[Error] action"),
4196 add_log
.assert_called_once_with({
4199 'exception_class': None,
4200 'exception_message': None,
4204 print_log
.reset_mock()
4205 add_log
.reset_mock()
4206 with self
.subTest(message
=None, exception
=Exception("bouh")):
4207 report_store
.log_error("action", exception
=Exception("bouh"))
4208 print_log
.assert_has_calls([
4209 mock
.call("[Error] action"),
4210 mock
.call("\tException: bouh")
4212 add_log
.assert_called_once_with({
4215 'exception_class': "Exception",
4216 'exception_message': "bouh",
4220 print_log
.reset_mock()
4221 add_log
.reset_mock()
4222 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
4223 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
4224 print_log
.assert_has_calls([
4225 mock
.call("[Error] action"),
4226 mock
.call("\tException: bouh"),
4229 add_log
.assert_called_once_with({
4232 'exception_class': "Exception",
4233 'exception_message': "bouh",
4237 @mock.patch.object(market
.ReportStore
, "print_log")
4238 @mock.patch.object(market
.ReportStore
, "add_log")
4239 def test_log_debug_action(self
, add_log
, print_log
):
4240 report_store
= market
.ReportStore(self
.m
)
4241 report_store
.log_debug_action("Hey")
4243 print_log
.assert_called_once_with("[Debug] Hey")
4244 add_log
.assert_called_once_with({
4245 'type': 'debug_action',
4249 @unittest.skipUnless("unit" in limits
, "Unit skipped")
4250 class MainTest(WebMockTestCase
):
4251 def test_make_order(self
):
4252 self
.m
.get_ticker
.return_value
= {
4254 "average": D("0.1"),
4259 with self
.subTest(description
="nominal case"):
4260 main
.make_order(self
.m
, 10, "ETH")
4262 self
.m
.report
.log_stage
.assert_has_calls([
4263 mock
.call("make_order_begin"),
4264 mock
.call("make_order_end"),
4266 self
.m
.balances
.fetch_balances
.assert_has_calls([
4267 mock
.call(tag
="make_order_begin"),
4268 mock
.call(tag
="make_order_end"),
4270 self
.m
.trades
.all
.append
.assert_called_once()
4271 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4272 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
4273 self
.assertEqual(0, trade
.value_from
)
4274 self
.assertEqual("ETH", trade
.currency
)
4275 self
.assertEqual("BTC", trade
.base_currency
)
4276 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
4277 self
.m
.trades
.run_orders
.assert_called_once_with()
4278 self
.m
.follow_orders
.assert_called_once_with()
4280 order
= trade
.orders
[0]
4281 self
.assertEqual(D("0.10"), order
.rate
)
4284 with self
.subTest(compute_value
="default"):
4285 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
4286 compute_value
="ask")
4288 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4289 order
= trade
.orders
[0]
4290 self
.assertEqual(D("0.11"), order
.rate
)
4293 with self
.subTest(follow
=False):
4294 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
4296 self
.m
.report
.log_stage
.assert_has_calls([
4297 mock
.call("make_order_begin"),
4298 mock
.call("make_order_end_not_followed"),
4300 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
4302 self
.m
.trades
.all
.append
.assert_called_once()
4303 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4304 self
.assertEqual(0, trade
.value_from
)
4305 self
.assertEqual("ETH", trade
.currency
)
4306 self
.assertEqual("BTC", trade
.base_currency
)
4307 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
4308 self
.m
.trades
.run_orders
.assert_called_once_with()
4309 self
.m
.follow_orders
.assert_not_called()
4310 self
.assertEqual(trade
.orders
[0], result
)
4313 with self
.subTest(base_currency
="USDT"):
4314 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
4316 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4317 self
.assertEqual("BTC", trade
.currency
)
4318 self
.assertEqual("USDT", trade
.base_currency
)
4321 with self
.subTest(close_if_possible
=True):
4322 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
4324 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4325 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
4328 with self
.subTest(action
="dispose"):
4329 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
4331 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4332 self
.assertEqual(0, trade
.value_to
)
4333 self
.assertEqual(1, trade
.value_from
.value
)
4334 self
.assertEqual("ETH", trade
.currency
)
4335 self
.assertEqual("BTC", trade
.base_currency
)
4338 with self
.subTest(compute_value
="default"):
4339 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
4340 compute_value
="bid")
4342 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4343 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
4345 def test_get_user_market(self
):
4346 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
4347 mock
.patch("main.parse_config") as main_parse_config
:
4348 with self
.subTest(debug
=False):
4349 main_parse_config
.return_value
= ["pg_config", "report_path"]
4350 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
4351 m
= main
.get_user_market("config_path.ini", 1)
4353 self
.assertIsInstance(m
, market
.Market
)
4354 self
.assertFalse(m
.debug
)
4356 with self
.subTest(debug
=True):
4357 main_parse_config
.return_value
= ["pg_config", "report_path"]
4358 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
4359 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
4361 self
.assertIsInstance(m
, market
.Market
)
4362 self
.assertTrue(m
.debug
)
4364 def test_process(self
):
4365 with mock
.patch("market.Market") as market_mock
,\
4366 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4368 args_mock
= mock
.Mock()
4369 args_mock
.action
= "action"
4370 args_mock
.config
= "config"
4371 args_mock
.user
= "user"
4372 args_mock
.debug
= "debug"
4373 args_mock
.before
= "before"
4374 args_mock
.after
= "after"
4375 self
.assertEqual("", stdout_mock
.getvalue())
4377 main
.process("config", 3, 1, args_mock
, "report_path", "pg_config")
4379 market_mock
.from_config
.assert_has_calls([
4380 mock
.call("config", args_mock
, pg_config
="pg_config", market_id
=3, user_id
=1, report_path
="report_path"),
4381 mock
.call().process("action", before
="before", after
="after"),
4384 with self
.subTest(exception
=True):
4385 market_mock
.from_config
.side_effect
= Exception("boo")
4386 main
.process(3, "config", 1, "report_path", args_mock
, "pg_config")
4387 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
4389 def test_main(self
):
4390 with self
.subTest(parallel
=False):
4391 with mock
.patch("main.parse_args") as parse_args
,\
4392 mock
.patch("main.parse_config") as parse_config
,\
4393 mock
.patch("main.fetch_markets") as fetch_markets
,\
4394 mock
.patch("main.process") as process
:
4396 args_mock
= mock
.Mock()
4397 args_mock
.parallel
= False
4398 args_mock
.config
= "config"
4399 args_mock
.user
= "user"
4400 parse_args
.return_value
= args_mock
4402 parse_config
.return_value
= ["pg_config", "report_path"]
4404 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
4406 main
.main(["Foo", "Bar"])
4408 parse_args
.assert_called_with(["Foo", "Bar"])
4409 parse_config
.assert_called_with("config")
4410 fetch_markets
.assert_called_with("pg_config", "user")
4412 self
.assertEqual(2, process
.call_count
)
4413 process
.assert_has_calls([
4414 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
4415 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
4417 with self
.subTest(parallel
=True):
4418 with mock
.patch("main.parse_args") as parse_args
,\
4419 mock
.patch("main.parse_config") as parse_config
,\
4420 mock
.patch("main.fetch_markets") as fetch_markets
,\
4421 mock
.patch("main.process") as process
,\
4422 mock
.patch("store.Portfolio.start_worker") as start
:
4424 args_mock
= mock
.Mock()
4425 args_mock
.parallel
= True
4426 args_mock
.config
= "config"
4427 args_mock
.user
= "user"
4428 parse_args
.return_value
= args_mock
4430 parse_config
.return_value
= ["pg_config", "report_path"]
4432 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
4434 main
.main(["Foo", "Bar"])
4436 parse_args
.assert_called_with(["Foo", "Bar"])
4437 parse_config
.assert_called_with("config")
4438 fetch_markets
.assert_called_with("pg_config", "user")
4440 start
.assert_called_once_with()
4441 self
.assertEqual(2, process
.call_count
)
4442 process
.assert_has_calls([
4443 mock
.call
.__bool
__(),
4444 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
4445 mock
.call
.__bool
__(),
4446 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
4449 @mock.patch.object(main
.sys
, "exit")
4450 @mock.patch("main.configparser")
4451 @mock.patch("main.os")
4452 def test_parse_config(self
, os
, configparser
, exit
):
4453 with self
.subTest(pg_config
=True, report_path
=None):
4454 config_mock
= mock
.MagicMock()
4455 configparser
.ConfigParser
.return_value
= config_mock
4456 def config(element
):
4457 return element
== "postgresql"
4459 config_mock
.__contains
__.side_effect
= config
4460 config_mock
.__getitem
__.return_value
= "pg_config"
4462 result
= main
.parse_config("configfile")
4464 config_mock
.read
.assert_called_with("configfile")
4466 self
.assertEqual(["pg_config", None], result
)
4468 with self
.subTest(pg_config
=True, report_path
="present"):
4469 config_mock
= mock
.MagicMock()
4470 configparser
.ConfigParser
.return_value
= config_mock
4472 config_mock
.__contains
__.return_value
= True
4473 config_mock
.__getitem
__.side_effect
= [
4474 {"report_path": "report_path"}
,
4475 {"report_path": "report_path"}
,
4479 os
.path
.exists
.return_value
= False
4480 result
= main
.parse_config("configfile")
4482 config_mock
.read
.assert_called_with("configfile")
4483 self
.assertEqual(["pg_config", "report_path"], result
)
4484 os
.path
.exists
.assert_called_once_with("report_path")
4485 os
.makedirs
.assert_called_once_with("report_path")
4487 with self
.subTest(pg_config
=False),\
4488 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4489 config_mock
= mock
.MagicMock()
4490 configparser
.ConfigParser
.return_value
= config_mock
4491 result
= main
.parse_config("configfile")
4493 config_mock
.read
.assert_called_with("configfile")
4494 exit
.assert_called_once_with(1)
4495 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
4497 @mock.patch.object(main
.sys
, "exit")
4498 def test_parse_args(self
, exit
):
4499 with self
.subTest(config
="config.ini"):
4500 args
= main
.parse_args([])
4501 self
.assertEqual("config.ini", args
.config
)
4502 self
.assertFalse(args
.before
)
4503 self
.assertFalse(args
.after
)
4504 self
.assertFalse(args
.debug
)
4506 args
= main
.parse_args(["--before", "--after", "--debug"])
4507 self
.assertTrue(args
.before
)
4508 self
.assertTrue(args
.after
)
4509 self
.assertTrue(args
.debug
)
4511 exit
.assert_not_called()
4513 with self
.subTest(config
="inexistant"),\
4514 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4515 args
= main
.parse_args(["--config", "foo.bar"])
4516 exit
.assert_called_once_with(1)
4517 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
4519 @mock.patch.object(main
, "psycopg2")
4520 def test_fetch_markets(self
, psycopg2
):
4521 connect_mock
= mock
.Mock()
4522 cursor_mock
= mock
.MagicMock()
4523 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
4525 connect_mock
.cursor
.return_value
= cursor_mock
4526 psycopg2
.connect
.return_value
= connect_mock
4528 with self
.subTest(user
=None):
4529 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
4531 psycopg2
.connect
.assert_called_once_with(foo
="bar")
4532 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
4534 self
.assertEqual(["row_1", "row_2"], rows
)
4536 psycopg2
.connect
.reset_mock()
4537 cursor_mock
.execute
.reset_mock()
4538 with self
.subTest(user
=1):
4539 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
4541 psycopg2
.connect
.assert_called_once_with(foo
="bar")
4542 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
4544 self
.assertEqual(["row_1", "row_2"], rows
)
4547 @unittest.skipUnless("unit" in limits
, "Unit skipped")
4548 class ProcessorTest(WebMockTestCase
):
4549 def test_values(self
):
4550 processor
= market
.Processor(self
.m
)
4552 self
.assertEqual(self
.m
, processor
.market
)
4554 def test_run_action(self
):
4555 processor
= market
.Processor(self
.m
)
4557 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
4558 method_mock
= mock
.Mock()
4559 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
4561 processor
.run_action("foo", "bar", "baz")
4563 parse_args
.assert_called_with("foo", "bar", "baz")
4565 method_mock
.assert_called_with(foo
="bar")
4567 processor
.run_action("wait_for_recent", "bar", "baz")
4569 method_mock
.assert_called_with(foo
="bar")
4571 def test_select_step(self
):
4572 processor
= market
.Processor(self
.m
)
4574 scenario
= processor
.scenarios
["sell_all"]
4576 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
4577 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
4578 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
4579 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
4580 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
4582 with self
.assertRaises(TypeError):
4583 processor
.select_steps(scenario
, ["wait"])
4585 @mock.patch("market.Processor.process_step")
4586 def test_process(self
, process_step
):
4587 processor
= market
.Processor(self
.m
)
4589 processor
.process("sell_all", foo
="bar")
4590 self
.assertEqual(3, process_step
.call_count
)
4592 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
4593 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
4594 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
4595 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
4596 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
4597 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
4599 process_step
.reset_mock()
4601 processor
.process("sell_needed", steps
=["before", "after"])
4602 self
.assertEqual(3, process_step
.call_count
)
4604 def test_method_arguments(self
):
4605 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
4606 m
= market
.Market(ccxt
, self
.market_args())
4608 processor
= market
.Processor(m
)
4610 method
, arguments
= processor
.method_arguments("wait_for_recent")
4611 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
4612 self
.assertEqual(["delta", "poll"], arguments
)
4614 method
, arguments
= processor
.method_arguments("prepare_trades")
4615 self
.assertEqual(m
.prepare_trades
, method
)
4616 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
4618 method
, arguments
= processor
.method_arguments("prepare_orders")
4619 self
.assertEqual(m
.trades
.prepare_orders
, method
)
4621 method
, arguments
= processor
.method_arguments("move_balances")
4622 self
.assertEqual(m
.move_balances
, method
)
4624 method
, arguments
= processor
.method_arguments("run_orders")
4625 self
.assertEqual(m
.trades
.run_orders
, method
)
4627 method
, arguments
= processor
.method_arguments("follow_orders")
4628 self
.assertEqual(m
.follow_orders
, method
)
4630 method
, arguments
= processor
.method_arguments("close_trades")
4631 self
.assertEqual(m
.trades
.close_trades
, method
)
4633 def test_process_step(self
):
4634 processor
= market
.Processor(self
.m
)
4636 with mock
.patch
.object(processor
, "run_action") as run_action
:
4637 step
= processor
.scenarios
["sell_needed"][1]
4639 processor
.process_step("foo", step
, {"foo":"bar"}
)
4641 self
.m
.report
.log_stage
.assert_has_calls([
4642 mock
.call("process_foo__1_sell_begin"),
4643 mock
.call("process_foo__1_sell_end"),
4645 self
.m
.balances
.fetch_balances
.assert_has_calls([
4646 mock
.call(tag
="process_foo__1_sell_begin"),
4647 mock
.call(tag
="process_foo__1_sell_end"),
4650 self
.assertEqual(5, run_action
.call_count
)
4652 run_action
.assert_has_calls([
4653 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
4654 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
4655 mock
.call('run_orders', {}, {'foo': 'bar'}
),
4656 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
4657 mock
.call('close_trades', {}, {'foo': 'bar'}
),
4661 with mock
.patch
.object(processor
, "run_action") as run_action
:
4662 step
= processor
.scenarios
["sell_needed"][0]
4664 processor
.process_step("foo", step
, {"foo":"bar"}
)
4665 self
.m
.balances
.fetch_balances
.assert_not_called()
4667 def test_parse_args(self
):
4668 processor
= market
.Processor(self
.m
)
4670 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4671 method_mock
= mock
.Mock()
4672 method_arguments
.return_value
= [
4676 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
4678 self
.assertEqual(method_mock
, method
)
4679 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
4681 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4682 method_mock
= mock
.Mock()
4683 method_arguments
.return_value
= [
4687 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
4689 self
.assertEqual(1, len(args
["repartition"]))
4690 self
.assertIn("BTC", args
["repartition"])
4692 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4693 method_mock
= mock
.Mock()
4694 method_arguments
.return_value
= [
4696 ["repartition", "base_currency"]
4698 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
4700 self
.assertEqual(1, len(args
["repartition"]))
4701 self
.assertIn("USDT", args
["repartition"])
4703 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4704 method_mock
= mock
.Mock()
4705 method_arguments
.return_value
= [
4707 ["repartition", "base_currency"]
4709 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
4711 self
.assertEqual(1, len(args
["repartition"]))
4712 self
.assertIn("ETH", args
["repartition"])
4715 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
4716 class AcceptanceTest(WebMockTestCase
):
4717 @unittest.expectedFailure
4718 def test_success_sell_only_necessary(self
):
4719 # FIXME: catch stdout
4720 self
.m
.report
.verbose_print
= False
4723 "exchange_free": D("1.0"),
4724 "exchange_used": D("0.0"),
4725 "exchange_total": D("1.0"),
4729 "exchange_free": D("4.0"),
4730 "exchange_used": D("0.0"),
4731 "exchange_total": D("4.0"),
4735 "exchange_free": D("1000.0"),
4736 "exchange_used": D("0.0"),
4737 "exchange_total": D("1000.0"),
4738 "total": D("1000.0"),
4742 "ETH": (D("0.25"), "long"),
4743 "ETC": (D("0.25"), "long"),
4744 "BTC": (D("0.4"), "long"),
4745 "BTD": (D("0.01"), "short"),
4746 "B2X": (D("0.04"), "long"),
4747 "USDT": (D("0.05"), "long"),
4750 def fetch_ticker(symbol
):
4751 if symbol
== "ETH/BTC":
4753 "symbol": "ETH/BTC",
4757 if symbol
== "ETC/BTC":
4759 "symbol": "ETC/BTC",
4763 if symbol
== "XVG/BTC":
4765 "symbol": "XVG/BTC",
4766 "bid": D("0.00003"),
4769 if symbol
== "BTD/BTC":
4771 "symbol": "BTD/BTC",
4775 if symbol
== "B2X/BTC":
4777 "symbol": "B2X/BTC",
4781 if symbol
== "USDT/BTC":
4782 raise helper
.ExchangeError
4783 if symbol
== "BTC/USDT":
4785 "symbol": "BTC/USDT",
4789 self
.fail("Shouldn't have been called with {}".format(symbol
))
4791 market
= mock
.Mock()
4792 market
.fetch_all_balances
.return_value
= fetch_balance
4793 market
.fetch_ticker
.side_effect
= fetch_ticker
4794 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4796 helper
.prepare_trades(market
)
4798 balances
= portfolio
.BalanceStore
.all
4799 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
4800 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4801 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
4804 trades
= portfolio
.TradeStore
.all
4805 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4806 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4807 self
.assertEqual("dispose", trades
[0].action
)
4809 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4810 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4811 self
.assertEqual("acquire", trades
[1].action
)
4813 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4814 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4815 self
.assertEqual("dispose", trades
[2].action
)
4817 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4818 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4819 self
.assertEqual("acquire", trades
[3].action
)
4821 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4822 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4823 self
.assertEqual("acquire", trades
[4].action
)
4825 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4826 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4827 self
.assertEqual("acquire", trades
[5].action
)
4830 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4832 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4833 self
.assertEqual(2, len(all_orders
))
4834 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4835 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4836 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4837 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4840 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4841 self
.assertEqual("limit", type)
4842 if symbol
== "ETH/BTC":
4843 self
.assertEqual("sell", action
)
4844 self
.assertEqual(D('0.66666666'), amount
)
4845 self
.assertEqual(D("0.14014"), price
)
4846 elif symbol
== "XVG/BTC":
4847 self
.assertEqual("sell", action
)
4848 self
.assertEqual(1000, amount
)
4849 self
.assertEqual(D("0.00003003"), price
)
4851 self
.fail("I shouldn't have been called")
4856 market
.create_order
.side_effect
= create_order
4857 market
.order_precision
.return_value
= 8
4860 portfolio
.TradeStore
.run_orders()
4862 self
.assertEqual("open", all_orders
[0].status
)
4863 self
.assertEqual("open", all_orders
[1].status
)
4865 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4866 market
.privatePostReturnOrderTrades
.return_value
= [
4868 "tradeID": 42, "type": "buy", "fee": "0.0015",
4869 "date": "2017-12-30 12:00:12", "rate": "0.1",
4870 "amount": "10", "total": "1"
4873 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4875 helper
.follow_orders(verbose
=False)
4877 sleep
.assert_called_with(30)
4879 for order
in all_orders
:
4880 self
.assertEqual("closed", order
.status
)
4884 "exchange_free": D("1.0") / 3,
4885 "exchange_used": D("0.0"),
4886 "exchange_total": D("1.0") / 3,
4888 "total": D("1.0") / 3,
4891 "exchange_free": D("0.134"),
4892 "exchange_used": D("0.0"),
4893 "exchange_total": D("0.134"),
4895 "total": D("0.134"),
4898 "exchange_free": D("4.0"),
4899 "exchange_used": D("0.0"),
4900 "exchange_total": D("4.0"),
4905 "exchange_free": D("0.0"),
4906 "exchange_used": D("0.0"),
4907 "exchange_total": D("0.0"),
4912 market
.fetch_all_balances
.return_value
= fetch_balance
4914 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4916 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4918 balances
= portfolio
.BalanceStore
.all
4919 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4920 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4921 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4922 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4925 trades
= portfolio
.TradeStore
.all
4926 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4927 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4928 self
.assertEqual("dispose", trades
[0].action
)
4930 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4931 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4932 self
.assertEqual("acquire", trades
[1].action
)
4934 self
.assertNotIn("BTC", trades
)
4936 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4937 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4938 self
.assertEqual("dispose", trades
[2].action
)
4940 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4941 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4942 self
.assertEqual("acquire", trades
[3].action
)
4944 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4945 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4946 self
.assertEqual("acquire", trades
[4].action
)
4948 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4949 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4950 self
.assertEqual("acquire", trades
[5].action
)
4953 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4955 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4956 self
.assertEqual(4, len(all_orders
))
4957 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4958 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4959 self
.assertEqual("buy", all_orders
[0].action
)
4960 self
.assertEqual("long", all_orders
[0].trade_type
)
4962 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4963 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4964 self
.assertEqual("sell", all_orders
[1].action
)
4965 self
.assertEqual("short", all_orders
[1].trade_type
)
4967 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4968 self
.assertAlmostEqual(0, diff
.value
)
4969 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4970 self
.assertEqual("buy", all_orders
[2].action
)
4971 self
.assertEqual("long", all_orders
[2].trade_type
)
4973 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4974 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4975 self
.assertEqual("sell", all_orders
[3].action
)
4976 self
.assertEqual("long", all_orders
[3].trade_type
)
4980 # Move balances to margin
4984 # portfolio.TradeStore.run_orders()
4986 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4988 helper
.follow_orders(verbose
=False)
4990 sleep
.assert_called_with(30)
4992 if __name__
== '__main__':