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, report_path
=None, **kwargs
):
27 return main
.configargparse
.Namespace(report_path
=report_path
,
28 debug
=debug
, quiet
=quiet
, **kwargs
)
32 self
.wm
= requests_mock
.Mocker()
36 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
40 mock
.patch
.multiple(market
.Portfolio
,
41 data
=store
.LockedVar(None),
42 liquidities
=store
.LockedVar({}),
43 last_date
=store
.LockedVar(None),
49 mock
.patch
.multiple(portfolio
.Computation
,
50 computations
=portfolio
.Computation
.computations
),
52 for patcher
in self
.patchers
:
56 for patcher
in self
.patchers
:
61 @unittest.skipUnless("unit" in limits
, "Unit skipped")
62 class poloniexETest(unittest
.TestCase
):
65 self
.wm
= requests_mock
.Mocker()
68 self
.s
= market
.ccxt
.poloniexE()
75 with self
.subTest("Nominal case"), \
76 mock
.patch("market.ccxt.poloniexE.session") as session
:
77 session
.request
.return_value
= "response"
78 ccxt
= market
.ccxt
.poloniexE()
79 ccxt
._market
= mock
.Mock
80 ccxt
._market
.report
= mock
.Mock()
82 ccxt
.session
.request("GET", "URL", data
="data",
84 ccxt
._market
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
85 'headers', 'response')
87 with self
.subTest("Raising"),\
88 mock
.patch("market.ccxt.poloniexE.session") as session
:
89 session
.request
.side_effect
= market
.ccxt
.RequestException("Boo")
91 ccxt
= market
.ccxt
.poloniexE()
92 ccxt
._market
= mock
.Mock
93 ccxt
._market
.report
= mock
.Mock()
95 with self
.assertRaises(market
.ccxt
.RequestException
, msg
="Boo") as cm
:
96 ccxt
.session
.request("GET", "URL", data
="data",
98 ccxt
._market
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
99 'headers', cm
.exception
)
102 def test_nanoseconds(self
):
103 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
104 time
.return_value
= 123456.7890123456
105 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
107 def test_nonce(self
):
108 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
109 time
.return_value
= 123456.7890123456
110 self
.assertEqual(123456789012345, self
.s
.nonce())
112 def test_request(self
):
113 with mock
.patch
.object(market
.ccxt
.poloniex
, "request") as request
,\
114 mock
.patch("market.ccxt.retry_call") as retry_call
:
115 with self
.subTest(wrapped
=True):
116 with self
.subTest(desc
="public"):
117 self
.s
.request("foo")
118 retry_call
.assert_called_with(request
,
119 delay
=1, tries
=10, fargs
=["foo"],
120 fkwargs
={'api': 'public', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
121 exceptions
=(market
.ccxt
.RequestTimeout
, market
.ccxt
.InvalidNonce
))
122 request
.assert_not_called()
124 with self
.subTest(desc
="private GET"):
125 self
.s
.request("foo", api
="private")
126 retry_call
.assert_called_with(request
,
127 delay
=1, tries
=10, fargs
=["foo"],
128 fkwargs
={'api': 'private', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
129 exceptions
=(market
.ccxt
.RequestTimeout
, market
.ccxt
.InvalidNonce
))
130 request
.assert_not_called()
132 with self
.subTest(desc
="private POST regexp"):
133 self
.s
.request("returnFoo", api
="private", method
="POST")
134 retry_call
.assert_called_with(request
,
135 delay
=1, tries
=10, fargs
=["returnFoo"],
136 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
137 exceptions
=(market
.ccxt
.RequestTimeout
, market
.ccxt
.InvalidNonce
))
138 request
.assert_not_called()
140 with self
.subTest(desc
="private POST non-regexp"):
141 self
.s
.request("getMarginPosition", api
="private", method
="POST")
142 retry_call
.assert_called_with(request
,
143 delay
=1, tries
=10, fargs
=["getMarginPosition"],
144 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
145 exceptions
=(market
.ccxt
.RequestTimeout
, market
.ccxt
.InvalidNonce
))
146 request
.assert_not_called()
147 retry_call
.reset_mock()
149 with self
.subTest(wrapped
=False):
150 with self
.subTest(desc
="private POST non-matching regexp"):
151 self
.s
.request("marginBuy", api
="private", method
="POST")
152 request
.assert_called_with("marginBuy",
153 api
="private", method
="POST", params
={},
154 headers
=None, body
=None)
155 retry_call
.assert_not_called()
157 with self
.subTest(desc
="private POST non-matching non-regexp"):
158 self
.s
.request("closeMarginPositionOther", api
="private", method
="POST")
159 request
.assert_called_with("closeMarginPositionOther",
160 api
="private", method
="POST", params
={},
161 headers
=None, body
=None)
162 retry_call
.assert_not_called()
164 def test_order_precision(self
):
165 self
.assertEqual(8, self
.s
.order_precision("FOO"))
167 def test_transfer_balance(self
):
168 with self
.subTest(success
=True),\
169 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
170 t
.return_value
= { "success": 1 }
171 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
172 t
.assert_called_once_with({
175 "fromAccount": "exchange",
176 "toAccount": "margin",
179 self
.assertTrue(result
)
181 with self
.subTest(success
=False),\
182 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
183 t
.return_value
= { "success": 0 }
184 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
186 def test_close_margin_position(self
):
187 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
188 self
.s
.close_margin_position("FOO", "BAR")
189 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
191 def test_tradable_balances(self
):
192 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
194 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
195 "BAR": { "exchange": "1", "margin": "0" }
,
197 balances
= self
.s
.tradable_balances()
198 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
199 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
200 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
201 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
203 def test_margin_summary(self
):
204 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
206 "currentMargin": "1.49680968",
207 "lendingFees": "0.0000001",
209 "totalBorrowedValue": "0.00673602",
210 "totalValue": "0.01000000",
211 "netValue": "0.01008254",
214 'current_margin': D('1.49680968'),
215 'gains': D('0.00008254'),
216 'lending_fees': D('0.0000001'),
217 'total': D('0.01000000'),
218 'total_borrowed': D('0.00673602')
220 self
.assertEqual(expected
, self
.s
.margin_summary())
222 def test_create_order(self
):
223 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
224 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
225 with self
.subTest(account
="unspecified"):
226 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
227 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
228 margin
.assert_not_called()
229 exchange
.reset_mock()
232 with self
.subTest(account
="exchange"):
233 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
234 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
235 margin
.assert_not_called()
236 exchange
.reset_mock()
239 with self
.subTest(account
="margin"):
240 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
241 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
242 exchange
.assert_not_called()
243 exchange
.reset_mock()
246 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
247 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
249 def test_parse_ticker(self
):
253 "highestBid": "10.5",
256 "percentChange": "0.1",
263 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
264 ms
.return_value
= 1520292715123
265 result
= self
.s
.parse_ticker(ticker
, market
)
269 "timestamp": 1520292715123,
270 "datetime": "2018-03-05T23:31:55.123Z",
283 "baseVolume": D("10"),
284 "quoteVolume": D("20"),
287 self
.assertEqual(expected
, result
)
289 def test_fetch_margin_balance(self
):
290 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
291 get_margin_position
.return_value
= {
294 "basePrice": "0.06818560",
295 "lendingFees": "0.00000001",
296 "liquidationPrice": "0.15107132",
298 "total": "0.00681856",
304 "lendingFees": "0.00000001",
305 "liquidationPrice": "0.6",
314 "liquidationPrice": "-1",
320 balances
= self
.s
.fetch_margin_balance()
321 self
.assertEqual(2, len(balances
))
325 "borrowedPrice": D("0.06818560"),
326 "lendingFees": D("1E-8"),
327 "pl": D("-0.00000371"),
328 "liquidationPrice": D("0.15107132"),
330 "total": D("0.00681856"),
331 "baseCurrency": "BTC"
335 "borrowedPrice": D("0.1"),
336 "lendingFees": D("1E-8"),
337 "pl": D("0.00000371"),
338 "liquidationPrice": D("0.6"),
341 "baseCurrency": "BTC"
344 self
.assertEqual(expected
, balances
)
347 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
349 def test_fetch_balance(self
):
350 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
351 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
352 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
353 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
354 balances
.return_value
= {
371 "ETH": {"available": "10", "onOrders": "1"}
,
372 "BTC": {"available": "1", "onOrders": "0"}
,
373 "DASH": {"available": "0", "onOrders": "3"}
375 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
376 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
377 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
378 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
379 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
380 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
382 result
= self
.s
.fetch_balance()
383 load_markets
.assert_called_once()
384 self
.assertEqual(expected
, result
)
386 def test_fetch_balance_per_type(self
):
387 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
388 balances
.return_value
= {
390 "BLK": "159.83673869",
392 "USDT": "0.00002625",
402 "BLK": "159.83673869",
404 "USDT": "0.00002625",
412 "BLK": D("159.83673869"),
413 "BTC": D("0.00005959"),
414 "USDT": D("0.00002625"),
415 "XMR": D("0.18719303")
417 "margin": {"BTC": D("0.03019227")}
,
418 "BLK": {"exchange": D("159.83673869")}
,
419 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
420 "USDT": {"exchange": D("0.00002625")}
,
421 "XMR": {"exchange": D("0.18719303")}
423 result
= self
.s
.fetch_balance_per_type()
424 self
.assertEqual(expected
, result
)
426 def test_fetch_all_balances(self
):
428 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
429 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
430 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
431 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
433 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
434 balance
.return_value
= json
.load(f
)
435 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
436 margin_balance
.return_value
= json
.load(f
)
437 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
438 balance_per_type
.return_value
= json
.load(f
)
440 result
= self
.s
.fetch_all_balances()
442 "total": D("-12779.79821852"),
443 "exchange_used": D("0E-8"),
444 "exchange_total": D("0E-8"),
445 "exchange_free": D("0E-8"),
446 "margin_available": 0,
447 "margin_in_position": 0,
448 "margin_borrowed": D("12779.79821852"),
449 "margin_total": D("-12779.79821852"),
450 "margin_pending_gain": 0,
451 "margin_lending_fees": D("-9E-8"),
452 "margin_pending_base_gain": D("0.00024059"),
453 "margin_position_type": "short",
454 "margin_liquidation_price": D("0.00000246"),
455 "margin_borrowed_base_price": D("0.00599149"),
456 "margin_borrowed_base_currency": "BTC"
458 expected_btc
= {"total": D("0.05432165"),
459 "exchange_used": D("0E-8"),
460 "exchange_total": D("0.00005959"),
461 "exchange_free": D("0.00005959"),
462 "margin_available": D("0.03019227"),
463 "margin_in_position": D("0.02406979"),
464 "margin_borrowed": 0,
465 "margin_total": D("0.05426206"),
466 "margin_pending_gain": D("0.00093955"),
467 "margin_lending_fees": 0,
468 "margin_pending_base_gain": 0,
469 "margin_position_type": None,
470 "margin_liquidation_price": 0,
471 "margin_borrowed_base_price": 0,
472 "margin_borrowed_base_currency": None
474 expected_xmr
= {"total": D("0.18719303"),
475 "exchange_used": D("0E-8"),
476 "exchange_total": D("0.18719303"),
477 "exchange_free": D("0.18719303"),
478 "margin_available": 0,
479 "margin_in_position": 0,
480 "margin_borrowed": 0,
482 "margin_pending_gain": 0,
483 "margin_lending_fees": 0,
484 "margin_pending_base_gain": 0,
485 "margin_position_type": None,
486 "margin_liquidation_price": 0,
487 "margin_borrowed_base_price": 0,
488 "margin_borrowed_base_currency": None
490 self
.assertEqual(expected_xmr
, result
["XMR"])
491 self
.assertEqual(expected_doge
, result
["DOGE"])
492 self
.assertEqual(expected_btc
, result
["BTC"])
494 def test_create_margin_order(self
):
495 with self
.assertRaises(market
.ExchangeError
):
496 self
.s
.create_margin_order("FOO", "market", "buy", "10")
498 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
499 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
500 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
501 mock
.patch
.object(self
.s
, "market") as market_mock
,\
502 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
503 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
505 margin_buy
.return_value
= {
508 margin_sell
.return_value
= {
511 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
512 ptp
.return_value
= D("0.1")
513 atp
.return_value
= D("12")
515 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
516 self
.assertEqual(123, order
["id"])
517 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
518 margin_sell
.assert_not_called()
519 margin_buy
.reset_mock()
520 margin_sell
.reset_mock()
522 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
523 self
.assertEqual(456, order
["id"])
524 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
525 margin_buy
.assert_not_called()
527 def test_create_exchange_order(self
):
528 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
529 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
531 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
533 @unittest.skipUnless("unit" in limits
, "Unit skipped")
534 class NoopLockTest(unittest
.TestCase
):
536 noop_lock
= store
.NoopLock()
538 self
.assertTrue(True)
540 @unittest.skipUnless("unit" in limits
, "Unit skipped")
541 class LockedVar(unittest
.TestCase
):
543 def test_values(self
):
544 locked_var
= store
.LockedVar("Foo")
545 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
546 self
.assertEqual("Foo", locked_var
.val
)
549 with self
.subTest(desc
="Normal case"):
550 locked_var
= store
.LockedVar("Foo")
551 self
.assertEqual("Foo", locked_var
.get())
552 with self
.subTest(desc
="Dict"):
553 locked_var
= store
.LockedVar({"foo": "bar"}
)
554 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
555 self
.assertEqual("bar", locked_var
.get("foo"))
556 self
.assertIsNone(locked_var
.get("other"))
559 locked_var
= store
.LockedVar("Foo")
560 locked_var
.set("Bar")
561 self
.assertEqual("Bar", locked_var
.get())
563 def test__getattr(self
):
564 dummy
= type('Dummy', (object,), {})()
565 dummy
.attribute
= "Hey"
567 locked_var
= store
.LockedVar(dummy
)
568 self
.assertEqual("Hey", locked_var
.attribute
)
569 with self
.assertRaises(AttributeError):
572 def test_start_lock(self
):
573 locked_var
= store
.LockedVar("Foo")
574 locked_var
.start_lock()
575 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
577 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
578 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
579 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
581 with locked_var
.lock
:
586 self
.assertEqual("Foo", locked_var
.val
)
590 self
.assertEqual("Bar", locked_var
.get()[0:3])
592 def test_wait_for_notification(self
):
593 with self
.assertRaises(RuntimeError):
594 store
.Portfolio
.wait_for_notification()
596 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
597 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
598 mock
.patch
.object(store
.time
, "sleep") as sleep
:
599 store
.Portfolio
.start_worker(poll
=3)
601 store
.Portfolio
.worker_notify
.set()
603 store
.Portfolio
.callback
.wait()
605 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
606 get
.assert_called_once_with(refetch
=True)
607 sleep
.assert_called_once_with(3)
608 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
609 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
611 store
.Portfolio
.callback
.clear()
612 store
.Portfolio
.worker_started
= False
613 store
.Portfolio
.worker_notify
.set()
614 store
.Portfolio
.callback
.wait()
616 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
618 def test_notify_and_wait(self
):
619 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
620 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
621 store
.Portfolio
.notify_and_wait()
622 callback
.clear
.assert_called_once_with()
623 worker_notify
.set.assert_called_once_with()
624 callback
.wait
.assert_called_once_with()
626 @unittest.skipUnless("unit" in limits
, "Unit skipped")
627 class PortfolioTest(WebMockTestCase
):
631 with open("test_samples/test_portfolio.json") as example
:
632 self
.json_response
= example
.read()
634 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
636 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
637 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
638 with self
.subTest(parallel
=False):
639 self
.wm
.get(market
.Portfolio
.URL
, [
640 {"text":'{ "foo": "bar" }
', "status_code": 200},
641 {"text": "System Error", "status_code": 500},
642 {"exc": requests.exceptions.ConnectTimeout},
644 market.Portfolio.get_cryptoportfolio()
645 self.assertIn("foo", market.Portfolio.data.get())
646 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
647 self.assertTrue(self.wm.called)
648 self.assertEqual(1, self.wm.call_count)
649 market.Portfolio.report.log_error.assert_not_called()
650 market.Portfolio.report.log_http_request.assert_called_once()
651 parse_cryptoportfolio.assert_called_once_with()
652 market.Portfolio.report.log_http_request.reset_mock()
653 parse_cryptoportfolio.reset_mock()
654 market.Portfolio.data = store.LockedVar(None)
656 market.Portfolio.get_cryptoportfolio()
657 self.assertIsNone(market.Portfolio.data.get())
658 self.assertEqual(2, self.wm.call_count)
659 parse_cryptoportfolio.assert_not_called()
660 market.Portfolio.report.log_error.assert_not_called()
661 market.Portfolio.report.log_http_request.assert_called_once()
662 market.Portfolio.report.log_http_request.reset_mock()
663 parse_cryptoportfolio.reset_mock()
665 market.Portfolio.data = store.LockedVar("Foo")
666 market.Portfolio.get_cryptoportfolio()
667 self.assertEqual(2, self.wm.call_count)
668 parse_cryptoportfolio.assert_not_called()
670 market.Portfolio.get_cryptoportfolio(refetch=True)
671 self.assertEqual("Foo", market.Portfolio.data.get())
672 self.assertEqual(3, self.wm.call_count)
673 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
675 market.Portfolio.report.log_http_request.assert_not_called()
676 with self.subTest(parallel=True):
677 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
678 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
679 with self.subTest(worker=True):
680 market.Portfolio.data = store.LockedVar(None)
681 market.Portfolio.worker = mock.Mock()
682 is_worker.return_value = True
683 self.wm.get(market.Portfolio.URL, [
684 {"text":'{ "foo": "bar" }', "status_code": 200},
686 market
.Portfolio
.get_cryptoportfolio()
687 self
.assertIn("foo", market
.Portfolio
.data
.get())
688 parse_cryptoportfolio
.reset_mock()
689 with self
.subTest(worker
=False):
690 market
.Portfolio
.data
= store
.LockedVar(None)
691 market
.Portfolio
.worker
= mock
.Mock()
692 is_worker
.return_value
= False
693 market
.Portfolio
.get_cryptoportfolio()
694 notify
.assert_called_once_with()
695 parse_cryptoportfolio
.assert_not_called()
697 def test_parse_cryptoportfolio(self
):
698 with self
.subTest(description
="Normal case"):
699 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
700 self
.json_response
, parse_int
=D
, parse_float
=D
))
701 market
.Portfolio
.parse_cryptoportfolio()
703 self
.assertListEqual(
705 list(market
.Portfolio
.liquidities
.get().keys()))
707 liquidities
= market
.Portfolio
.liquidities
.get()
708 self
.assertEqual(10, len(liquidities
["medium"].keys()))
709 self
.assertEqual(10, len(liquidities
["high"].keys()))
712 'BTC': (D("0.2857"), "long"),
713 'DGB': (D("0.1015"), "long"),
714 'DOGE': (D("0.1805"), "long"),
715 'SC': (D("0.0623"), "long"),
716 'ZEC': (D("0.3701"), "long"),
718 date
= portfolio
.datetime(2018, 1, 8)
719 self
.assertDictEqual(expected
, liquidities
["high"][date
])
722 'BTC': (D("1.1102e-16"), "long"),
723 'ETC': (D("0.1"), "long"),
724 'FCT': (D("0.1"), "long"),
725 'GAS': (D("0.1"), "long"),
726 'NAV': (D("0.1"), "long"),
727 'OMG': (D("0.1"), "long"),
728 'OMNI': (D("0.1"), "long"),
729 'PPC': (D("0.1"), "long"),
730 'RIC': (D("0.1"), "long"),
731 'VIA': (D("0.1"), "long"),
732 'XCP': (D("0.1"), "long"),
734 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
735 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
737 with self
.subTest(description
="Missing weight"):
738 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
739 del(data
["portfolio_2"]["weights"])
740 market
.Portfolio
.data
= store
.LockedVar(data
)
742 market
.Portfolio
.parse_cryptoportfolio()
743 self
.assertListEqual(
745 list(market
.Portfolio
.liquidities
.get().keys()))
746 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
748 with self
.subTest(description
="All missing weights"):
749 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
750 del(data
["portfolio_1"]["weights"])
751 del(data
["portfolio_2"]["weights"])
752 market
.Portfolio
.data
= store
.LockedVar(data
)
754 market
.Portfolio
.parse_cryptoportfolio()
755 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
756 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
757 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
760 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
761 def test_repartition(self
, get_cryptoportfolio
):
762 market
.Portfolio
.liquidities
= store
.LockedVar({
764 "2018-03-01": "medium_2018-03-01",
765 "2018-03-08": "medium_2018-03-08",
768 "2018-03-01": "high_2018-03-01",
769 "2018-03-08": "high_2018-03-08",
772 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
774 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
775 get_cryptoportfolio
.assert_called_once_with()
776 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
777 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
779 @mock.patch.object(market
.time
, "sleep")
780 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
781 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
783 def _get(refetch
=False):
784 if self
.call_count
!= 0:
785 self
.assertTrue(refetch
)
787 self
.assertFalse(refetch
)
789 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
790 - store
.timedelta(10)\
791 + store
.timedelta(self
.call_count
))
792 get_cryptoportfolio
.side_effect
= _get
794 market
.Portfolio
.wait_for_recent()
795 sleep
.assert_called_with(30)
796 self
.assertEqual(6, sleep
.call_count
)
797 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
798 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
801 get_cryptoportfolio
.reset_mock()
802 market
.Portfolio
.last_date
= store
.LockedVar(None)
804 market
.Portfolio
.wait_for_recent(delta
=15)
805 sleep
.assert_not_called()
806 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
809 get_cryptoportfolio
.reset_mock()
810 market
.Portfolio
.last_date
= store
.LockedVar(None)
812 market
.Portfolio
.wait_for_recent(delta
=1)
813 sleep
.assert_called_with(30)
814 self
.assertEqual(9, sleep
.call_count
)
815 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
817 def test_is_worker_thread(self
):
818 with self
.subTest(worker
=None):
819 self
.assertFalse(store
.Portfolio
.is_worker_thread())
821 with self
.subTest(worker
="not self"),\
822 mock
.patch("threading.current_thread") as current_thread
:
823 current
= mock
.Mock()
824 current_thread
.return_value
= current
825 store
.Portfolio
.worker
= mock
.Mock()
826 self
.assertFalse(store
.Portfolio
.is_worker_thread())
828 with self
.subTest(worker
="self"),\
829 mock
.patch("threading.current_thread") as current_thread
:
830 current
= mock
.Mock()
831 current_thread
.return_value
= current
832 store
.Portfolio
.worker
= current
833 self
.assertTrue(store
.Portfolio
.is_worker_thread())
835 def test_start_worker(self
):
836 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
837 store
.Portfolio
.start_worker()
838 notification
.assert_called_once_with(poll
=30)
840 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
841 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
842 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
844 self
.assertIsNotNone(store
.Portfolio
.worker
)
845 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
846 self
.assertIsNotNone(store
.Portfolio
.callback
)
847 self
.assertTrue(store
.Portfolio
.worker_started
)
849 @unittest.skipUnless("unit" in limits
, "Unit skipped")
850 class AmountTest(WebMockTestCase
):
851 def test_values(self
):
852 amount
= portfolio
.Amount("BTC", "0.65")
853 self
.assertEqual(D("0.65"), amount
.value
)
854 self
.assertEqual("BTC", amount
.currency
)
856 def test_in_currency(self
):
857 amount
= portfolio
.Amount("ETC", 10)
859 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
861 with self
.subTest(desc
="no ticker for currency"):
862 self
.m
.get_ticker
.return_value
= None
864 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
866 with self
.subTest(desc
="nominal case"):
867 self
.m
.get_ticker
.return_value
= {
873 converted_amount
= amount
.in_currency("ETH", self
.m
)
875 self
.assertEqual(D("3.0"), converted_amount
.value
)
876 self
.assertEqual("ETH", converted_amount
.currency
)
877 self
.assertEqual(amount
, converted_amount
.linked_to
)
878 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
880 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
881 self
.assertEqual(D("2"), converted_amount
.value
)
883 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
884 self
.assertEqual(D("4"), converted_amount
.value
)
886 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
887 self
.assertEqual(D("0.2"), converted_amount
.value
)
889 def test__round(self
):
890 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
891 self
.assertEqual(D("1.23456789"), round(amount
).value
)
892 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
895 amount
= portfolio
.Amount("SC", -120)
896 self
.assertEqual(120, abs(amount
).value
)
897 self
.assertEqual("SC", abs(amount
).currency
)
899 amount
= portfolio
.Amount("SC", 10)
900 self
.assertEqual(10, abs(amount
).value
)
901 self
.assertEqual("SC", abs(amount
).currency
)
904 amount1
= portfolio
.Amount("XVG", "12.9")
905 amount2
= portfolio
.Amount("XVG", "13.1")
907 self
.assertEqual(26, (amount1
+ amount2
).value
)
908 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
910 amount3
= portfolio
.Amount("ETH", "1.6")
911 with self
.assertRaises(Exception):
914 amount4
= portfolio
.Amount("ETH", 0.0)
915 self
.assertEqual(amount1
, amount1
+ amount4
)
917 self
.assertEqual(amount1
, amount1
+ 0)
919 def test__radd(self
):
920 amount
= portfolio
.Amount("XVG", "12.9")
922 self
.assertEqual(amount
, 0 + amount
)
923 with self
.assertRaises(Exception):
927 amount1
= portfolio
.Amount("XVG", "13.3")
928 amount2
= portfolio
.Amount("XVG", "13.1")
930 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
931 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
933 amount3
= portfolio
.Amount("ETH", "1.6")
934 with self
.assertRaises(Exception):
937 amount4
= portfolio
.Amount("ETH", 0.0)
938 self
.assertEqual(amount1
, amount1
- amount4
)
940 def test__rsub(self
):
941 amount
= portfolio
.Amount("ETH", "1.6")
942 with self
.assertRaises(Exception):
945 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
948 amount
= portfolio
.Amount("XEM", 11)
950 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
951 self
.assertEqual(D("33"), (amount
* 3).value
)
953 with self
.assertRaises(Exception):
956 def test__rmul(self
):
957 amount
= portfolio
.Amount("XEM", 11)
959 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
960 self
.assertEqual(D("33"), (3 * amount
).value
)
962 def test__floordiv(self
):
963 amount
= portfolio
.Amount("XEM", 11)
965 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
966 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
968 with self
.assertRaises(Exception):
971 def test__truediv(self
):
972 amount
= portfolio
.Amount("XEM", 11)
974 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
975 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
978 amount1
= portfolio
.Amount("BTD", 11.3)
979 amount2
= portfolio
.Amount("BTD", 13.1)
981 self
.assertTrue(amount1
< amount2
)
982 self
.assertFalse(amount2
< amount1
)
983 self
.assertFalse(amount1
< amount1
)
985 amount3
= portfolio
.Amount("BTC", 1.6)
986 with self
.assertRaises(Exception):
990 amount1
= portfolio
.Amount("BTD", 11.3)
991 amount2
= portfolio
.Amount("BTD", 13.1)
993 self
.assertTrue(amount1
<= amount2
)
994 self
.assertFalse(amount2
<= amount1
)
995 self
.assertTrue(amount1
<= amount1
)
997 amount3
= portfolio
.Amount("BTC", 1.6)
998 with self
.assertRaises(Exception):
1002 amount1
= portfolio
.Amount("BTD", 11.3)
1003 amount2
= portfolio
.Amount("BTD", 13.1)
1005 self
.assertTrue(amount2
> amount1
)
1006 self
.assertFalse(amount1
> amount2
)
1007 self
.assertFalse(amount1
> amount1
)
1009 amount3
= portfolio
.Amount("BTC", 1.6)
1010 with self
.assertRaises(Exception):
1014 amount1
= portfolio
.Amount("BTD", 11.3)
1015 amount2
= portfolio
.Amount("BTD", 13.1)
1017 self
.assertTrue(amount2
>= amount1
)
1018 self
.assertFalse(amount1
>= amount2
)
1019 self
.assertTrue(amount1
>= amount1
)
1021 amount3
= portfolio
.Amount("BTC", 1.6)
1022 with self
.assertRaises(Exception):
1026 amount1
= portfolio
.Amount("BTD", 11.3)
1027 amount2
= portfolio
.Amount("BTD", 13.1)
1028 amount3
= portfolio
.Amount("BTD", 11.3)
1030 self
.assertFalse(amount1
== amount2
)
1031 self
.assertFalse(amount2
== amount1
)
1032 self
.assertTrue(amount1
== amount3
)
1033 self
.assertFalse(amount2
== 0)
1035 amount4
= portfolio
.Amount("BTC", 1.6)
1036 with self
.assertRaises(Exception):
1039 amount5
= portfolio
.Amount("BTD", 0)
1040 self
.assertTrue(amount5
== 0)
1043 amount1
= portfolio
.Amount("BTD", 11.3)
1044 amount2
= portfolio
.Amount("BTD", 13.1)
1045 amount3
= portfolio
.Amount("BTD", 11.3)
1047 self
.assertTrue(amount1
!= amount2
)
1048 self
.assertTrue(amount2
!= amount1
)
1049 self
.assertFalse(amount1
!= amount3
)
1050 self
.assertTrue(amount2
!= 0)
1052 amount4
= portfolio
.Amount("BTC", 1.6)
1053 with self
.assertRaises(Exception):
1056 amount5
= portfolio
.Amount("BTD", 0)
1057 self
.assertFalse(amount5
!= 0)
1059 def test__neg(self
):
1060 amount1
= portfolio
.Amount("BTD", "11.3")
1062 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
1064 def test__str(self
):
1065 amount1
= portfolio
.Amount("BTX", 32)
1066 self
.assertEqual("32.00000000 BTX", str(amount1
))
1068 amount2
= portfolio
.Amount("USDT", 12000)
1069 amount1
.linked_to
= amount2
1070 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
1072 def test__repr(self
):
1073 amount1
= portfolio
.Amount("BTX", 32)
1074 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
1076 amount2
= portfolio
.Amount("USDT", 12000)
1077 amount1
.linked_to
= amount2
1078 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
1080 amount3
= portfolio
.Amount("BTC", 0.1)
1081 amount2
.linked_to
= amount3
1082 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1084 def test_as_json(self
):
1085 amount
= portfolio
.Amount("BTX", 32)
1086 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1088 amount
= portfolio
.Amount("BTX", "1E-10")
1089 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1091 amount
= portfolio
.Amount("BTX", "1E-5")
1092 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1093 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1095 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1096 class BalanceTest(WebMockTestCase
):
1097 def test_values(self
):
1098 balance
= portfolio
.Balance("BTC", {
1099 "exchange_total": "0.65",
1100 "exchange_free": "0.35",
1101 "exchange_used": "0.30",
1102 "margin_total": "-10",
1103 "margin_borrowed": "10",
1104 "margin_available": "0",
1105 "margin_in_position": "0",
1106 "margin_position_type": "short",
1107 "margin_borrowed_base_currency": "USDT",
1108 "margin_liquidation_price": "1.20",
1109 "margin_pending_gain": "10",
1110 "margin_lending_fees": "0.4",
1111 "margin_borrowed_base_price": "0.15",
1113 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1114 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1115 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1116 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1117 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1118 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1120 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1121 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1122 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1123 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1124 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1125 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1127 self
.assertEqual("BTC", balance
.currency
)
1129 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1130 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1132 def test__repr(self
):
1133 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1134 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1135 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1136 "exchange_used": 1, "exchange_free": 2 })
1137 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1139 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1140 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1142 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1143 "margin_in_position": 1, "margin_available": 2 })
1144 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1146 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1147 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1149 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1150 "margin_borrowed_base_price": D("0.1"),
1151 "margin_borrowed_base_currency": "BTC",
1152 "margin_lending_fees": D("0.002") })
1153 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1155 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1156 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1157 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1159 def test_as_json(self
):
1160 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1161 as_json
= balance
.as_json()
1162 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1163 self
.assertEqual(D(0), as_json
["total"])
1164 self
.assertEqual(D(2), as_json
["exchange_total"])
1165 self
.assertEqual(D(2), as_json
["exchange_free"])
1166 self
.assertEqual(D(0), as_json
["exchange_used"])
1167 self
.assertEqual(D(0), as_json
["margin_total"])
1168 self
.assertEqual(D(0), as_json
["margin_available"])
1169 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1171 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1172 class MarketTest(WebMockTestCase
):
1176 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1178 def test_values(self
):
1179 m
= market
.Market(self
.ccxt
, self
.market_args())
1181 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1182 self
.assertFalse(m
.debug
)
1183 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1184 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1185 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1186 self
.assertEqual(m
, m
.report
.market
)
1187 self
.assertEqual(m
, m
.trades
.market
)
1188 self
.assertEqual(m
, m
.balances
.market
)
1189 self
.assertEqual(m
, m
.ccxt
._market
)
1191 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1192 self
.assertTrue(m
.debug
)
1194 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1195 self
.assertFalse(m
.debug
)
1197 with mock
.patch("market.ReportStore") as report_store
:
1198 with self
.subTest(quiet
=False):
1199 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1200 report_store
.assert_called_with(m
, verbose_print
=True)
1201 report_store().log_market
.assert_called_once()
1202 report_store
.reset_mock()
1203 with self
.subTest(quiet
=True):
1204 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1205 report_store
.assert_called_with(m
, verbose_print
=False)
1206 report_store().log_market
.assert_called_once()
1208 @mock.patch("market.ccxt")
1209 def test_from_config(self
, ccxt
):
1210 with mock
.patch("market.ReportStore"):
1211 ccxt
.poloniexE
.return_value
= self
.ccxt
1213 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1215 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1217 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1218 self
.assertEqual(True, m
.debug
)
1220 def test_get_tickers(self
):
1221 self
.ccxt
.fetch_tickers
.side_effect
= [
1226 m
= market
.Market(self
.ccxt
, self
.market_args())
1227 self
.assertEqual("tickers", m
.get_tickers())
1228 self
.assertEqual("tickers", m
.get_tickers())
1229 self
.ccxt
.fetch_tickers
.assert_called_once()
1231 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1233 def test_get_ticker(self
):
1234 with self
.subTest(get_tickers
=True):
1235 self
.ccxt
.fetch_tickers
.return_value
= {
1236 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1237 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1239 m
= market
.Market(self
.ccxt
, self
.market_args())
1241 ticker
= m
.get_ticker("ETH", "ETC")
1242 self
.assertEqual(1, ticker
["bid"])
1243 self
.assertEqual(3, ticker
["ask"])
1244 self
.assertEqual(2, ticker
["average"])
1245 self
.assertFalse(ticker
["inverted"])
1247 ticker
= m
.get_ticker("ETH", "XVG")
1248 self
.assertEqual(0.0625, ticker
["average"])
1249 self
.assertTrue(ticker
["inverted"])
1250 self
.assertIn("original", ticker
)
1251 self
.assertEqual(10, ticker
["original"]["bid"])
1252 self
.assertEqual(25, ticker
["original"]["average"])
1254 ticker
= m
.get_ticker("XVG", "XMR")
1255 self
.assertIsNone(ticker
)
1257 with self
.subTest(get_tickers
=False):
1258 self
.ccxt
.fetch_tickers
.return_value
= None
1259 self
.ccxt
.fetch_ticker
.side_effect
= [
1260 { "bid": 1, "ask": 3 }
,
1261 market
.ExchangeError("foo"),
1262 { "bid": 10, "ask": 40 }
,
1263 market
.ExchangeError("foo"),
1264 market
.ExchangeError("foo"),
1267 m
= market
.Market(self
.ccxt
, self
.market_args())
1269 ticker
= m
.get_ticker("ETH", "ETC")
1270 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1271 self
.assertEqual(1, ticker
["bid"])
1272 self
.assertEqual(3, ticker
["ask"])
1273 self
.assertEqual(2, ticker
["average"])
1274 self
.assertFalse(ticker
["inverted"])
1276 ticker
= m
.get_ticker("ETH", "XVG")
1277 self
.assertEqual(0.0625, ticker
["average"])
1278 self
.assertTrue(ticker
["inverted"])
1279 self
.assertIn("original", ticker
)
1280 self
.assertEqual(10, ticker
["original"]["bid"])
1281 self
.assertEqual(25, ticker
["original"]["average"])
1283 ticker
= m
.get_ticker("XVG", "XMR")
1284 self
.assertIsNone(ticker
)
1286 def test_fetch_fees(self
):
1287 m
= market
.Market(self
.ccxt
, self
.market_args())
1288 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1289 self
.assertEqual("Foo", m
.fetch_fees())
1290 self
.ccxt
.fetch_fees
.assert_called_once()
1291 self
.ccxt
.reset_mock()
1292 self
.assertEqual("Foo", m
.fetch_fees())
1293 self
.ccxt
.fetch_fees
.assert_not_called()
1295 @mock.patch.object(market
.Portfolio
, "repartition")
1296 @mock.patch.object(market
.Market
, "get_ticker")
1297 @mock.patch.object(market
.TradeStore
, "compute_trades")
1298 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1299 repartition
.return_value
= {
1300 "XEM": (D("0.75"), "long"),
1301 "BTC": (D("0.25"), "long"),
1303 def _get_ticker(c1
, c2
):
1304 if c1
== "USDT" and c2
== "BTC":
1305 return { "average": D("0.0001") }
1306 if c1
== "XVG" and c2
== "BTC":
1307 return { "average": D("0.000001") }
1308 if c1
== "XEM" and c2
== "BTC":
1309 return { "average": D("0.001") }
1310 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1311 get_ticker
.side_effect
= _get_ticker
1313 with mock
.patch("market.ReportStore"):
1314 m
= market
.Market(self
.ccxt
, self
.market_args())
1315 self
.ccxt
.fetch_all_balances
.return_value
= {
1317 "exchange_free": D("10000.0"),
1318 "exchange_used": D("0.0"),
1319 "exchange_total": D("10000.0"),
1320 "total": D("10000.0")
1323 "exchange_free": D("10000.0"),
1324 "exchange_used": D("0.0"),
1325 "exchange_total": D("10000.0"),
1326 "total": D("10000.0")
1330 m
.balances
.fetch_balances(tag
="tag")
1333 compute_trades
.assert_called()
1335 call
= compute_trades
.call_args
1336 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1337 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1338 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1339 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1340 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1341 base_currency
='BTC', compute_value
='average',
1342 liquidity
='medium', only
=None, repartition
=None)
1343 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1346 @mock.patch.object(market
.time
, "sleep")
1347 @mock.patch.object(market
.TradeStore
, "all_orders")
1348 def test_follow_orders(self
, all_orders
, time_mock
):
1349 for debug
, sleep
in [
1350 (False, None), (True, None),
1351 (False, 12), (True, 12)]:
1352 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1353 mock
.patch("market.ReportStore"):
1354 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1356 order_mock1
= mock
.Mock()
1357 order_mock2
= mock
.Mock()
1358 order_mock3
= mock
.Mock()
1359 all_orders
.side_effect
= [
1360 [order_mock1
, order_mock2
],
1361 [order_mock1
, order_mock2
],
1363 [order_mock1
, order_mock3
],
1364 [order_mock1
, order_mock3
],
1366 [order_mock1
, order_mock3
],
1367 [order_mock1
, order_mock3
],
1372 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1373 order_mock2
.get_status
.side_effect
= ["open"]
1374 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1376 order_mock1
.trade
= mock
.Mock()
1377 order_mock2
.trade
= mock
.Mock()
1378 order_mock3
.trade
= mock
.Mock()
1380 m
.follow_orders(sleep
=sleep
)
1382 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1383 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1384 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1385 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1387 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1388 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1389 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1391 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1392 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1393 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1394 m
.report
.log_stage
.assert_called()
1396 mock
.call("follow_orders_begin"),
1397 mock
.call("follow_orders_tick_1"),
1398 mock
.call("follow_orders_tick_2"),
1399 mock
.call("follow_orders_tick_3"),
1400 mock
.call("follow_orders_end"),
1402 m
.report
.log_stage
.assert_has_calls(calls
)
1403 m
.report
.log_orders
.assert_called()
1404 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1406 mock
.call([order_mock1
, order_mock2
], tick
=1),
1407 mock
.call([order_mock1
, order_mock3
], tick
=2),
1408 mock
.call([order_mock1
, order_mock3
], tick
=3),
1410 m
.report
.log_orders
.assert_has_calls(calls
)
1412 mock
.call(order_mock1
, 3, finished
=True),
1413 mock
.call(order_mock3
, 3, finished
=True),
1415 m
.report
.log_order
.assert_has_calls(calls
)
1419 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1420 time_mock
.assert_called_with(7)
1422 time_mock
.assert_called_with(30)
1424 time_mock
.assert_called_with(sleep
)
1426 with self
.subTest("disappearing order"), \
1427 mock
.patch("market.ReportStore"):
1428 all_orders
.reset_mock()
1429 m
= market
.Market(self
.ccxt
, self
.market_args())
1431 order_mock1
= mock
.Mock()
1432 order_mock2
= mock
.Mock()
1433 all_orders
.side_effect
= [
1434 [order_mock1
, order_mock2
],
1435 [order_mock1
, order_mock2
],
1437 [order_mock1
, order_mock2
],
1438 [order_mock1
, order_mock2
],
1443 order_mock1
.get_status
.side_effect
= ["open", "closed"]
1444 order_mock2
.get_status
.side_effect
= ["open", "error_disappeared"]
1446 order_mock1
.trade
= mock
.Mock()
1447 trade_mock
= mock
.Mock()
1448 order_mock2
.trade
= trade_mock
1450 trade_mock
.tick_actions_recreate
.return_value
= "tick1"
1454 trade_mock
.tick_actions_recreate
.assert_called_once_with(2)
1455 trade_mock
.prepare_order
.assert_called_once_with(compute_value
="tick1")
1456 m
.report
.log_error
.assert_called_once_with("follow_orders", message
=mock
.ANY
)
1458 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1459 def test_move_balance(self
, fetch_balances
):
1460 for debug
in [True, False]:
1461 with self
.subTest(debug
=debug
),\
1462 mock
.patch("market.ReportStore"):
1463 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1465 value_from
= portfolio
.Amount("BTC", "1.0")
1466 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1467 value_to
= portfolio
.Amount("BTC", "10.0")
1468 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1470 value_from
= portfolio
.Amount("BTC", "0.0")
1471 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1472 value_to
= portfolio
.Amount("BTC", "-3.0")
1473 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1475 value_from
= portfolio
.Amount("USDT", "0.0")
1476 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1477 value_to
= portfolio
.Amount("USDT", "-50.0")
1478 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1480 m
.trades
.all
= [trade1
, trade2
, trade3
]
1481 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1482 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1483 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1484 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1488 fetch_balances
.assert_called_with()
1489 m
.report
.log_move_balances
.assert_called_once()
1492 m
.report
.log_debug_action
.assert_called()
1493 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1495 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1496 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1497 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1499 m
.report
.reset_mock()
1500 fetch_balances
.reset_mock()
1501 with self
.subTest(retry
=True):
1502 with mock
.patch("market.ReportStore"):
1503 m
= market
.Market(self
.ccxt
, self
.market_args())
1505 value_from
= portfolio
.Amount("BTC", "0.0")
1506 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1507 value_to
= portfolio
.Amount("BTC", "-3.0")
1508 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1510 m
.trades
.all
= [trade
]
1511 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1512 m
.balances
.all
= {"BTC": balance}
1514 m
.ccxt
.transfer_balance
.side_effect
= [
1515 market
.ccxt
.RequestTimeout
,
1516 market
.ccxt
.InvalidNonce
,
1520 self
.ccxt
.transfer_balance
.assert_has_calls([
1521 mock
.call("BTC", 3, "exchange", "margin"),
1522 mock
.call("BTC", 3, "exchange", "margin"),
1523 mock
.call("BTC", 3, "exchange", "margin")
1525 self
.assertEqual(3, fetch_balances
.call_count
)
1526 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
1527 self
.assertEqual(3, m
.report
.log_move_balances
.call_count
)
1529 self
.ccxt
.transfer_balance
.reset_mock()
1530 m
.report
.reset_mock()
1531 fetch_balances
.reset_mock()
1532 with self
.subTest(retry
=True, too_much
=True):
1533 with mock
.patch("market.ReportStore"):
1534 m
= market
.Market(self
.ccxt
, self
.market_args())
1536 value_from
= portfolio
.Amount("BTC", "0.0")
1537 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1538 value_to
= portfolio
.Amount("BTC", "-3.0")
1539 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1541 m
.trades
.all
= [trade
]
1542 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1543 m
.balances
.all
= {"BTC": balance}
1545 m
.ccxt
.transfer_balance
.side_effect
= [
1546 market
.ccxt
.RequestTimeout
,
1547 market
.ccxt
.RequestTimeout
,
1548 market
.ccxt
.RequestTimeout
,
1549 market
.ccxt
.RequestTimeout
,
1550 market
.ccxt
.RequestTimeout
,
1552 with self
.assertRaises(market
.ccxt
.RequestTimeout
):
1555 self
.ccxt
.transfer_balance
.reset_mock()
1556 m
.report
.reset_mock()
1557 fetch_balances
.reset_mock()
1558 with self
.subTest(retry
=True, partial_result
=True):
1559 with mock
.patch("market.ReportStore"):
1560 m
= market
.Market(self
.ccxt
, self
.market_args())
1562 value_from
= portfolio
.Amount("BTC", "1.0")
1563 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1564 value_to
= portfolio
.Amount("BTC", "10.0")
1565 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1567 value_from
= portfolio
.Amount("BTC", "0.0")
1568 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1569 value_to
= portfolio
.Amount("BTC", "-3.0")
1570 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1572 value_from
= portfolio
.Amount("USDT", "0.0")
1573 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1574 value_to
= portfolio
.Amount("USDT", "-50.0")
1575 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1577 m
.trades
.all
= [trade1
, trade2
, trade3
]
1578 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1579 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1580 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1581 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1583 call_counts
= { "BTC": 0, "USDT": 0, "ETC": 0 }
1584 def _transfer_balance(currency
, amount
, from_
, to_
):
1585 call_counts
[currency
] += 1
1586 if currency
== "BTC":
1587 m
.balances
.all
["BTC"] = portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }
)
1588 if currency
== "USDT":
1589 if call_counts
["USDT"] == 1:
1590 raise market
.ccxt
.RequestTimeout
1592 m
.balances
.all
["USDT"] = portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }
)
1593 if currency
== "ETC":
1594 m
.balances
.all
["ETC"] = portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }
)
1597 m
.ccxt
.transfer_balance
.side_effect
= _transfer_balance
1600 self
.ccxt
.transfer_balance
.assert_has_calls([
1601 mock
.call("BTC", 3, "exchange", "margin"),
1602 mock
.call('USDT', 100, 'exchange', 'margin'),
1603 mock
.call('USDT', 100, 'exchange', 'margin'),
1604 mock
.call("ETC", 5, "margin", "exchange")
1606 self
.assertEqual(2, fetch_balances
.call_count
)
1607 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
1608 self
.assertEqual(2, m
.report
.log_move_balances
.call_count
)
1609 m
.report
.log_move_balances
.asser_has_calls([
1612 'BTC': portfolio
.Amount("BTC", "3"),
1613 'USDT': portfolio
.Amount("USDT", "150"),
1614 'ETC': portfolio
.Amount("ETC", "10"),
1617 'BTC': portfolio
.Amount("BTC", "3"),
1618 'USDT': portfolio
.Amount("USDT", "100"),
1622 'BTC': portfolio
.Amount("BTC", "3"),
1623 'USDT': portfolio
.Amount("USDT", "150"),
1624 'ETC': portfolio
.Amount("ETC", "10"),
1627 'BTC': portfolio
.Amount("BTC", "0"),
1628 'USDT': portfolio
.Amount("USDT", "100"),
1629 'ETC': portfolio
.Amount("ETC", "-5"),
1634 def test_store_file_report(self
):
1635 file_open
= mock
.mock_open()
1636 m
= market
.Market(self
.ccxt
,
1637 self
.market_args(report_path
="present"), user_id
=1)
1638 with self
.subTest(file="present"),\
1639 mock
.patch("market.open", file_open
),\
1640 mock
.patch
.object(m
, "report") as report
,\
1641 mock
.patch
.object(market
, "datetime") as time_mock
:
1643 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1644 report
.to_json
.return_value
= "json_content"
1646 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1648 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1649 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1650 file_open().write
.assert_any_call("json_content")
1651 file_open().write
.assert_any_call("Foo\nBar")
1652 m
.report
.to_json
.assert_called_once_with()
1654 m
= market
.Market(self
.ccxt
, self
.market_args(report_path
="error"), user_id
=1)
1655 with self
.subTest(file="error"),\
1656 mock
.patch("market.open") as file_open
,\
1657 mock
.patch
.object(m
, "report") as report
,\
1658 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1659 file_open
.side_effect
= FileNotFoundError
1661 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1663 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1665 @mock.patch.object(market
, "psycopg2")
1666 def test_store_database_report(self
, psycopg2
):
1667 connect_mock
= mock
.Mock()
1668 cursor_mock
= mock
.MagicMock()
1670 connect_mock
.cursor
.return_value
= cursor_mock
1671 psycopg2
.connect
.return_value
= connect_mock
1672 m
= market
.Market(self
.ccxt
, self
.market_args(),
1673 pg_config
={"config": "pg_config"}
, user_id
=1)
1674 cursor_mock
.fetchone
.return_value
= [42]
1676 with self
.subTest(error
=False),\
1677 mock
.patch
.object(m
, "report") as report
:
1678 report
.to_json_array
.return_value
= [
1679 ("date1", "type1", "payload1"),
1680 ("date2", "type2", "payload2"),
1682 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1683 connect_mock
.assert_has_calls([
1685 mock
.call
.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime
.datetime(2018, 3, 24), None, False)),
1686 mock
.call
.cursor().fetchone(),
1687 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1688 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1690 mock
.call
.cursor().close(),
1694 connect_mock
.reset_mock()
1695 with self
.subTest(error
=True),\
1696 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1697 psycopg2
.connect
.side_effect
= Exception("Bouh")
1698 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1699 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1701 def test_store_report(self
):
1702 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=False), user_id
=1)
1703 with self
.subTest(file=None, pg_config
=None),\
1704 mock
.patch
.object(m
, "report") as report
,\
1705 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1706 mock
.patch
.object(m
, "store_file_report") as file_report
:
1708 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1710 file_report
.assert_not_called()
1711 db_report
.assert_not_called()
1714 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=False, report_path
="present"), user_id
=1)
1715 with self
.subTest(file="present", pg_config
=None),\
1716 mock
.patch
.object(m
, "report") as report
,\
1717 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1718 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1719 mock
.patch
.object(market
, "datetime") as time_mock
:
1721 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1725 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1726 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1727 db_report
.assert_not_called()
1730 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True, report_path
="present"), user_id
=1)
1731 with self
.subTest(file="present", pg_config
=None, report_db
=True),\
1732 mock
.patch
.object(m
, "report") as report
,\
1733 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1734 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1735 mock
.patch
.object(market
, "datetime") as time_mock
:
1737 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1741 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1742 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1743 db_report
.assert_not_called()
1746 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True), pg_config
="present", user_id
=1)
1747 with self
.subTest(file=None, pg_config
="present"),\
1748 mock
.patch
.object(m
, "report") as report
,\
1749 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1750 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1751 mock
.patch
.object(market
, "datetime") as time_mock
:
1753 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1757 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1758 file_report
.assert_not_called()
1759 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1762 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True, report_path
="present"),
1763 pg_config
="pg_config", user_id
=1)
1764 with self
.subTest(file="present", pg_config
="present"),\
1765 mock
.patch
.object(m
, "report") as report
,\
1766 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1767 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1768 mock
.patch
.object(market
, "datetime") as time_mock
:
1770 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1774 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1775 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1776 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1778 def test_print_orders(self
):
1779 m
= market
.Market(self
.ccxt
, self
.market_args())
1780 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1781 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1782 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1783 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1786 log_stage
.assert_called_with("print_orders")
1787 fetch_balances
.assert_called_with(tag
="print_orders")
1788 prepare_trades
.assert_called_with(base_currency
="BTC",
1789 compute_value
="average")
1790 prepare_orders
.assert_called_with(compute_value
="average")
1792 def test_print_balances(self
):
1793 m
= market
.Market(self
.ccxt
, self
.market_args())
1795 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1796 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1797 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1798 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1800 in_currency
.return_value
= {
1801 "BTC": portfolio
.Amount("BTC", "0.65"),
1802 "ETH": portfolio
.Amount("BTC", "0.3"),
1807 log_stage
.assert_called_once_with("print_balances")
1808 fetch_balances
.assert_called_with()
1809 print_log
.assert_has_calls([
1810 mock
.call("total:"),
1811 mock
.call(portfolio
.Amount("BTC", "0.95")),
1814 @mock.patch("market.Processor.process")
1815 @mock.patch("market.ReportStore.log_error")
1816 @mock.patch("market.Market.store_report")
1817 def test_process(self
, store_report
, log_error
, process
):
1818 m
= market
.Market(self
.ccxt
, self
.market_args())
1819 with self
.subTest(before
=False, after
=False):
1822 process
.assert_not_called()
1823 store_report
.assert_called_once()
1824 log_error
.assert_not_called()
1826 process
.reset_mock()
1827 log_error
.reset_mock()
1828 store_report
.reset_mock()
1829 with self
.subTest(before
=True, after
=False):
1830 m
.process(None, before
=True)
1832 process
.assert_called_once_with("sell_all", steps
="before")
1833 store_report
.assert_called_once()
1834 log_error
.assert_not_called()
1836 process
.reset_mock()
1837 log_error
.reset_mock()
1838 store_report
.reset_mock()
1839 with self
.subTest(before
=False, after
=True):
1840 m
.process(None, after
=True)
1842 process
.assert_called_once_with("sell_all", steps
="after")
1843 store_report
.assert_called_once()
1844 log_error
.assert_not_called()
1846 process
.reset_mock()
1847 log_error
.reset_mock()
1848 store_report
.reset_mock()
1849 with self
.subTest(before
=True, after
=True):
1850 m
.process(None, before
=True, after
=True)
1852 process
.assert_has_calls([
1853 mock
.call("sell_all", steps
="before"),
1854 mock
.call("sell_all", steps
="after"),
1856 store_report
.assert_called_once()
1857 log_error
.assert_not_called()
1859 process
.reset_mock()
1860 log_error
.reset_mock()
1861 store_report
.reset_mock()
1862 with self
.subTest(action
="print_balances"),\
1863 mock
.patch
.object(m
, "print_balances") as print_balances
:
1864 m
.process(["print_balances"])
1866 process
.assert_not_called()
1867 log_error
.assert_not_called()
1868 store_report
.assert_called_once()
1869 print_balances
.assert_called_once_with()
1871 log_error
.reset_mock()
1872 store_report
.reset_mock()
1873 with self
.subTest(action
="print_orders"),\
1874 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1875 mock
.patch
.object(m
, "print_balances") as print_balances
:
1876 m
.process(["print_orders", "print_balances"])
1878 process
.assert_not_called()
1879 log_error
.assert_not_called()
1880 store_report
.assert_called_once()
1881 print_orders
.assert_called_once_with()
1882 print_balances
.assert_called_once_with()
1884 log_error
.reset_mock()
1885 store_report
.reset_mock()
1886 with self
.subTest(action
="unknown"):
1887 m
.process(["unknown"])
1888 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1889 store_report
.assert_called_once()
1891 log_error
.reset_mock()
1892 store_report
.reset_mock()
1893 with self
.subTest(unhandled_exception
=True):
1894 process
.side_effect
= Exception("bouh")
1896 m
.process(None, before
=True)
1897 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1898 store_report
.assert_called_once()
1900 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1901 class TradeStoreTest(WebMockTestCase
):
1902 def test_compute_trades(self
):
1903 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1906 "XMR": portfolio
.Amount("BTC", D("0.9")),
1907 "DASH": portfolio
.Amount("BTC", D("0.4")),
1908 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1909 "BTC": portfolio
.Amount("BTC", D("0.5")),
1912 "DASH": portfolio
.Amount("BTC", D("0.5")),
1913 "XVG": portfolio
.Amount("BTC", D("0.1")),
1914 "BTC": portfolio
.Amount("BTC", D("0.4")),
1915 "ETH": portfolio
.Amount("BTC", D("0.3")),
1925 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1926 trade_store
= market
.TradeStore(self
.m
)
1927 trade_if_matching
.side_effect
= side_effect
1929 trade_store
.compute_trades(values_in_base
,
1930 new_repartition
, only
="only")
1932 self
.assertEqual(5, trade_if_matching
.call_count
)
1933 self
.assertEqual(3, len(trade_store
.all
))
1934 self
.assertEqual([1, 4, 5], trade_store
.all
)
1935 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1937 def test_trade_if_matching(self
):
1939 with self
.subTest(only
="nope"):
1940 trade_store
= market
.TradeStore(self
.m
)
1941 result
= trade_store
.trade_if_matching(
1942 portfolio
.Amount("BTC", D("0")),
1943 portfolio
.Amount("BTC", D("0.3")),
1945 self
.assertEqual(False, result
[0])
1946 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1948 with self
.subTest(only
=None):
1949 trade_store
= market
.TradeStore(self
.m
)
1950 result
= trade_store
.trade_if_matching(
1951 portfolio
.Amount("BTC", D("0")),
1952 portfolio
.Amount("BTC", D("0.3")),
1954 self
.assertEqual(True, result
[0])
1956 with self
.subTest(only
="acquire"):
1957 trade_store
= market
.TradeStore(self
.m
)
1958 result
= trade_store
.trade_if_matching(
1959 portfolio
.Amount("BTC", D("0")),
1960 portfolio
.Amount("BTC", D("0.3")),
1961 "ETH", only
="acquire")
1962 self
.assertEqual(True, result
[0])
1964 with self
.subTest(only
="dispose"):
1965 trade_store
= market
.TradeStore(self
.m
)
1966 result
= trade_store
.trade_if_matching(
1967 portfolio
.Amount("BTC", D("0")),
1968 portfolio
.Amount("BTC", D("0.3")),
1969 "ETH", only
="dispose")
1970 self
.assertEqual(False, result
[0])
1972 def test_prepare_orders(self
):
1973 trade_store
= market
.TradeStore(self
.m
)
1975 trade_mock1
= mock
.Mock()
1976 trade_mock2
= mock
.Mock()
1977 trade_mock3
= mock
.Mock()
1979 trade_mock1
.prepare_order
.return_value
= 1
1980 trade_mock2
.prepare_order
.return_value
= 2
1981 trade_mock3
.prepare_order
.return_value
= 3
1983 trade_mock1
.pending
= True
1984 trade_mock2
.pending
= True
1985 trade_mock3
.pending
= False
1987 trade_store
.all
.append(trade_mock1
)
1988 trade_store
.all
.append(trade_mock2
)
1989 trade_store
.all
.append(trade_mock3
)
1991 trade_store
.prepare_orders()
1992 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1993 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1994 trade_mock3
.prepare_order
.assert_not_called()
1995 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1997 self
.m
.report
.log_orders
.reset_mock()
1999 trade_store
.prepare_orders(compute_value
="bla")
2000 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
2001 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
2002 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
2004 trade_mock1
.prepare_order
.reset_mock()
2005 trade_mock2
.prepare_order
.reset_mock()
2006 self
.m
.report
.log_orders
.reset_mock()
2008 trade_mock1
.action
= "foo"
2009 trade_mock2
.action
= "bar"
2010 trade_store
.prepare_orders(only
="bar")
2011 trade_mock1
.prepare_order
.assert_not_called()
2012 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
2013 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
2015 def test_print_all_with_order(self
):
2016 trade_mock1
= mock
.Mock()
2017 trade_mock2
= mock
.Mock()
2018 trade_mock3
= mock
.Mock()
2019 trade_store
= market
.TradeStore(self
.m
)
2020 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
2022 trade_store
.print_all_with_order()
2024 trade_mock1
.print_with_order
.assert_called()
2025 trade_mock2
.print_with_order
.assert_called()
2026 trade_mock3
.print_with_order
.assert_called()
2028 def test_run_orders(self
):
2029 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
2030 order_mock1
= mock
.Mock()
2031 order_mock2
= mock
.Mock()
2032 order_mock3
= mock
.Mock()
2033 trade_store
= market
.TradeStore(self
.m
)
2035 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
2037 trade_store
.run_orders()
2039 all_orders
.assert_called_with(state
="pending")
2041 order_mock1
.run
.assert_called()
2042 order_mock2
.run
.assert_called()
2043 order_mock3
.run
.assert_called()
2045 self
.m
.report
.log_stage
.assert_called_with("run_orders")
2046 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
2049 def test_all_orders(self
):
2050 trade_mock1
= mock
.Mock()
2051 trade_mock2
= mock
.Mock()
2053 order_mock1
= mock
.Mock()
2054 order_mock2
= mock
.Mock()
2055 order_mock3
= mock
.Mock()
2057 trade_mock1
.orders
= [order_mock1
, order_mock2
]
2058 trade_mock2
.orders
= [order_mock3
]
2060 order_mock1
.status
= "pending"
2061 order_mock2
.status
= "open"
2062 order_mock3
.status
= "open"
2064 trade_store
= market
.TradeStore(self
.m
)
2065 trade_store
.all
.append(trade_mock1
)
2066 trade_store
.all
.append(trade_mock2
)
2068 orders
= trade_store
.all_orders()
2069 self
.assertEqual(3, len(orders
))
2071 open_orders
= trade_store
.all_orders(state
="open")
2072 self
.assertEqual(2, len(open_orders
))
2073 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
2075 def test_update_all_orders_status(self
):
2076 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
2077 order_mock1
= mock
.Mock()
2078 order_mock2
= mock
.Mock()
2079 order_mock3
= mock
.Mock()
2081 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
2083 trade_store
= market
.TradeStore(self
.m
)
2085 trade_store
.update_all_orders_status()
2086 all_orders
.assert_called_with(state
="open")
2088 order_mock1
.get_status
.assert_called()
2089 order_mock2
.get_status
.assert_called()
2090 order_mock3
.get_status
.assert_called()
2092 def test_close_trades(self
):
2093 trade_mock1
= mock
.Mock()
2094 trade_mock2
= mock
.Mock()
2095 trade_mock3
= mock
.Mock()
2097 trade_store
= market
.TradeStore(self
.m
)
2099 trade_store
.all
.append(trade_mock1
)
2100 trade_store
.all
.append(trade_mock2
)
2101 trade_store
.all
.append(trade_mock3
)
2103 trade_store
.close_trades()
2105 trade_mock1
.close
.assert_called_once_with()
2106 trade_mock2
.close
.assert_called_once_with()
2107 trade_mock3
.close
.assert_called_once_with()
2109 def test_pending(self
):
2110 trade_mock1
= mock
.Mock()
2111 trade_mock1
.pending
= True
2112 trade_mock2
= mock
.Mock()
2113 trade_mock2
.pending
= True
2114 trade_mock3
= mock
.Mock()
2115 trade_mock3
.pending
= False
2117 trade_store
= market
.TradeStore(self
.m
)
2119 trade_store
.all
.append(trade_mock1
)
2120 trade_store
.all
.append(trade_mock2
)
2121 trade_store
.all
.append(trade_mock3
)
2123 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
2125 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2126 class BalanceStoreTest(WebMockTestCase
):
2130 self
.fetch_balance
= {
2134 "exchange_total": 0,
2138 "exchange_free": D("6.0"),
2139 "exchange_used": D("1.2"),
2140 "exchange_total": D("7.2"),
2144 "exchange_free": 16,
2146 "exchange_total": 16,
2152 "exchange_total": 0,
2153 "margin_total": D("-1.0"),
2158 def test_in_currency(self
):
2159 self
.m
.get_ticker
.return_value
= {
2162 "average": D("0.1"),
2165 balance_store
= market
.BalanceStore(self
.m
)
2166 balance_store
.all
= {
2167 "BTC": portfolio
.Balance("BTC", {
2169 "exchange_total":"0.65",
2170 "exchange_free": "0.35",
2171 "exchange_used": "0.30"}),
2172 "ETH": portfolio
.Balance("ETH", {
2174 "exchange_total": 3,
2176 "exchange_used": 0}),
2179 amounts
= balance_store
.in_currency("BTC")
2180 self
.assertEqual("BTC", amounts
["ETH"].currency
)
2181 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
2182 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
2183 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2185 self
.m
.report
.log_tickers
.reset_mock()
2187 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
2188 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
2189 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
2190 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2192 self
.m
.report
.log_tickers
.reset_mock()
2194 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
2195 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
2196 self
.assertEqual(0, amounts
["ETH"].value
)
2197 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
2198 "bid", "exchange_used")
2199 self
.m
.report
.log_tickers
.reset_mock()
2201 def test_fetch_balances(self
):
2202 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2204 balance_store
= market
.BalanceStore(self
.m
)
2206 balance_store
.fetch_balances()
2207 self
.assertNotIn("ETC", balance_store
.currencies())
2208 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
2210 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
2211 "exchange_total": "1", "exchange_free": "0",
2212 "exchange_used": "1" })
2213 balance_store
.fetch_balances(tag
="foo")
2214 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
2215 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
2216 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
2218 @mock.patch.object(market
.Portfolio
, "repartition")
2219 def test_dispatch_assets(self
, repartition
):
2220 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2222 balance_store
= market
.BalanceStore(self
.m
)
2223 balance_store
.fetch_balances()
2225 self
.assertNotIn("XEM", balance_store
.currencies())
2227 repartition_hash
= {
2228 "XEM": (D("0.75"), "long"),
2229 "BTC": (D("0.26"), "long"),
2230 "DASH": (D("0.10"), "short"),
2232 repartition
.return_value
= repartition_hash
2234 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
2235 repartition
.assert_called_with(liquidity
="medium")
2236 self
.assertIn("XEM", balance_store
.currencies())
2237 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
2238 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
2239 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
2240 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
2241 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
2242 "11.1"), amounts
, "medium", repartition_hash
)
2244 def test_currencies(self
):
2245 balance_store
= market
.BalanceStore(self
.m
)
2247 balance_store
.all
= {
2248 "BTC": portfolio
.Balance("BTC", {
2250 "exchange_total":"0.65",
2251 "exchange_free": "0.35",
2252 "exchange_used": "0.30"}),
2253 "ETH": portfolio
.Balance("ETH", {
2255 "exchange_total": 3,
2257 "exchange_used": 0}),
2259 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
2261 def test_as_json(self
):
2262 balance_mock1
= mock
.Mock()
2263 balance_mock1
.as_json
.return_value
= 1
2265 balance_mock2
= mock
.Mock()
2266 balance_mock2
.as_json
.return_value
= 2
2268 balance_store
= market
.BalanceStore(self
.m
)
2269 balance_store
.all
= {
2270 "BTC": balance_mock1
,
2271 "ETH": balance_mock2
,
2274 as_json
= balance_store
.as_json()
2275 self
.assertEqual(1, as_json
["BTC"])
2276 self
.assertEqual(2, as_json
["ETH"])
2279 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2280 class ComputationTest(WebMockTestCase
):
2281 def test_compute_value(self
):
2282 compute
= mock
.Mock()
2283 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
2284 compute
.assert_called_with("foo", "ask")
2286 compute
.reset_mock()
2287 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
2288 compute
.assert_called_with("foo", "bid")
2290 compute
.reset_mock()
2291 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
2292 compute
.assert_called_with("foo", "ask")
2294 compute
.reset_mock()
2295 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
2296 compute
.assert_called_with("foo", "bid")
2298 compute
.reset_mock()
2299 portfolio
.Computation
.computations
["test"] = compute
2300 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
2301 compute
.assert_called_with("foo", "bid")
2304 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2305 class TradeTest(WebMockTestCase
):
2307 def test_values_assertion(self
):
2308 value_from
= portfolio
.Amount("BTC", "1.0")
2309 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2310 value_to
= portfolio
.Amount("BTC", "1.0")
2311 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2312 self
.assertEqual("BTC", trade
.base_currency
)
2313 self
.assertEqual("ETH", trade
.currency
)
2314 self
.assertEqual(self
.m
, trade
.market
)
2316 with self
.assertRaises(AssertionError):
2317 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
2318 with self
.assertRaises(AssertionError):
2319 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
2320 with self
.assertRaises(AssertionError):
2321 value_from
.currency
= "ETH"
2322 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2323 value_from
.currency
= "BTC"
2324 with self
.assertRaises(AssertionError):
2325 value_from2
= portfolio
.Amount("BTC", "1.0")
2326 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
2328 value_from
= portfolio
.Amount("BTC", 0)
2329 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2330 self
.assertEqual(0, trade
.value_from
.linked_to
)
2332 def test_action(self
):
2333 value_from
= portfolio
.Amount("BTC", "1.0")
2334 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2335 value_to
= portfolio
.Amount("BTC", "1.0")
2336 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2338 self
.assertIsNone(trade
.action
)
2340 value_from
= portfolio
.Amount("BTC", "1.0")
2341 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
2342 value_to
= portfolio
.Amount("BTC", "2.0")
2343 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2345 self
.assertIsNone(trade
.action
)
2347 value_from
= portfolio
.Amount("BTC", "0.5")
2348 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2349 value_to
= portfolio
.Amount("BTC", "1.0")
2350 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2352 self
.assertEqual("acquire", trade
.action
)
2354 value_from
= portfolio
.Amount("BTC", "0")
2355 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2356 value_to
= portfolio
.Amount("BTC", "-1.0")
2357 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2359 self
.assertEqual("acquire", trade
.action
)
2361 def test_order_action(self
):
2362 value_from
= portfolio
.Amount("BTC", "0.5")
2363 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2364 value_to
= portfolio
.Amount("BTC", "1.0")
2365 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2367 trade
.inverted
= False
2368 self
.assertEqual("buy", trade
.order_action())
2369 trade
.inverted
= True
2370 self
.assertEqual("sell", trade
.order_action())
2372 value_from
= portfolio
.Amount("BTC", "0")
2373 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2374 value_to
= portfolio
.Amount("BTC", "-1.0")
2375 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2377 trade
.inverted
= False
2378 self
.assertEqual("sell", trade
.order_action())
2379 trade
.inverted
= True
2380 self
.assertEqual("buy", trade
.order_action())
2382 def test_trade_type(self
):
2383 value_from
= portfolio
.Amount("BTC", "0.5")
2384 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2385 value_to
= portfolio
.Amount("BTC", "1.0")
2386 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2388 self
.assertEqual("long", trade
.trade_type
)
2390 value_from
= portfolio
.Amount("BTC", "0")
2391 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2392 value_to
= portfolio
.Amount("BTC", "-1.0")
2393 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2395 self
.assertEqual("short", trade
.trade_type
)
2397 def test_is_fullfiled(self
):
2398 with self
.subTest(inverted
=False):
2399 value_from
= portfolio
.Amount("BTC", "0.5")
2400 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2401 value_to
= portfolio
.Amount("BTC", "1.0")
2402 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2404 order1
= mock
.Mock()
2405 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2407 order2
= mock
.Mock()
2408 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2409 trade
.orders
.append(order1
)
2410 trade
.orders
.append(order2
)
2412 self
.assertFalse(trade
.is_fullfiled
)
2414 order3
= mock
.Mock()
2415 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2416 trade
.orders
.append(order3
)
2418 self
.assertTrue(trade
.is_fullfiled
)
2420 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2421 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2422 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2424 with self
.subTest(inverted
=True):
2425 value_from
= portfolio
.Amount("BTC", "0.5")
2426 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2427 value_to
= portfolio
.Amount("BTC", "1.0")
2428 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2429 trade
.inverted
= True
2431 order1
= mock
.Mock()
2432 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2434 order2
= mock
.Mock()
2435 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2436 trade
.orders
.append(order1
)
2437 trade
.orders
.append(order2
)
2439 self
.assertFalse(trade
.is_fullfiled
)
2441 order3
= mock
.Mock()
2442 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2443 trade
.orders
.append(order3
)
2445 self
.assertTrue(trade
.is_fullfiled
)
2447 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2448 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2449 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2452 def test_filled_amount(self
):
2453 value_from
= portfolio
.Amount("BTC", "0.5")
2454 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2455 value_to
= portfolio
.Amount("BTC", "1.0")
2456 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2458 order1
= mock
.Mock()
2459 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2461 order2
= mock
.Mock()
2462 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2463 trade
.orders
.append(order1
)
2464 trade
.orders
.append(order2
)
2466 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2467 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2468 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2470 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2471 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2472 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2474 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2475 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2476 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2478 @mock.patch.object(portfolio
.Computation
, "compute_value")
2479 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2480 @mock.patch.object(portfolio
, "Order")
2481 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2482 Order
.return_value
= "Order"
2484 with self
.subTest(desc
="Nothing to do"):
2485 value_from
= portfolio
.Amount("BTC", "10")
2486 value_from
.rate
= D("0.1")
2487 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2488 value_to
= portfolio
.Amount("BTC", "10")
2489 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2491 trade
.prepare_order()
2493 filled_amount
.assert_not_called()
2494 compute_value
.assert_not_called()
2495 self
.assertEqual(0, len(trade
.orders
))
2496 Order
.assert_not_called()
2498 self
.m
.get_ticker
.return_value
= { "inverted": False }
2499 with self
.subTest(desc
="Already filled"):
2500 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2501 compute_value
.return_value
= D("0.125")
2503 value_from
= portfolio
.Amount("BTC", "10")
2504 value_from
.rate
= D("0.1")
2505 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2506 value_to
= portfolio
.Amount("BTC", "0")
2507 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2509 trade
.prepare_order()
2511 filled_amount
.assert_called_with(in_base_currency
=False)
2512 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2513 self
.assertEqual(0, len(trade
.orders
))
2514 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2515 Order
.assert_not_called()
2517 with self
.subTest(action
="dispose", inverted
=False):
2518 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2519 compute_value
.return_value
= D("0.125")
2521 value_from
= portfolio
.Amount("BTC", "10")
2522 value_from
.rate
= D("0.1")
2523 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2524 value_to
= portfolio
.Amount("BTC", "1")
2525 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2527 trade
.prepare_order()
2529 filled_amount
.assert_called_with(in_base_currency
=False)
2530 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2531 self
.assertEqual(1, len(trade
.orders
))
2532 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2533 D("0.125"), "BTC", "long", self
.m
,
2534 trade
, close_if_possible
=False)
2536 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2537 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2538 compute_value
.return_value
= D("0.125")
2540 value_from
= portfolio
.Amount("BTC", "10")
2541 value_from
.rate
= D("0.1")
2542 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2543 value_to
= portfolio
.Amount("BTC", "1")
2544 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2546 trade
.prepare_order(close_if_possible
=True)
2548 filled_amount
.assert_called_with(in_base_currency
=False)
2549 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2550 self
.assertEqual(1, len(trade
.orders
))
2551 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2552 D("0.125"), "BTC", "long", self
.m
,
2553 trade
, close_if_possible
=True)
2555 with self
.subTest(action
="acquire", inverted
=False):
2556 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2557 compute_value
.return_value
= D("0.125")
2559 value_from
= portfolio
.Amount("BTC", "1")
2560 value_from
.rate
= D("0.1")
2561 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2562 value_to
= portfolio
.Amount("BTC", "10")
2563 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2565 trade
.prepare_order()
2567 filled_amount
.assert_called_with(in_base_currency
=True)
2568 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2569 self
.assertEqual(1, len(trade
.orders
))
2571 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2572 D("0.125"), "BTC", "long", self
.m
,
2573 trade
, close_if_possible
=False)
2575 with self
.subTest(close_if_possible
=True):
2576 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2577 compute_value
.return_value
= D("0.125")
2579 value_from
= portfolio
.Amount("BTC", "10")
2580 value_from
.rate
= D("0.1")
2581 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2582 value_to
= portfolio
.Amount("BTC", "0")
2583 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2585 trade
.prepare_order()
2587 filled_amount
.assert_called_with(in_base_currency
=False)
2588 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2589 self
.assertEqual(1, len(trade
.orders
))
2590 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2591 D("0.125"), "BTC", "long", self
.m
,
2592 trade
, close_if_possible
=True)
2594 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2595 with self
.subTest(action
="dispose", inverted
=True):
2596 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2597 compute_value
.return_value
= D("125")
2599 value_from
= portfolio
.Amount("BTC", "10")
2600 value_from
.rate
= D("0.01")
2601 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2602 value_to
= portfolio
.Amount("BTC", "1")
2603 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2605 trade
.prepare_order(compute_value
="foo")
2607 filled_amount
.assert_called_with(in_base_currency
=True)
2608 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2609 self
.assertEqual(1, len(trade
.orders
))
2610 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2611 D("125"), "FOO", "long", self
.m
,
2612 trade
, close_if_possible
=False)
2614 with self
.subTest(action
="acquire", inverted
=True):
2615 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2616 compute_value
.return_value
= D("125")
2618 value_from
= portfolio
.Amount("BTC", "1")
2619 value_from
.rate
= D("0.01")
2620 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2621 value_to
= portfolio
.Amount("BTC", "10")
2622 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2624 trade
.prepare_order(compute_value
="foo")
2626 filled_amount
.assert_called_with(in_base_currency
=False)
2627 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2628 self
.assertEqual(1, len(trade
.orders
))
2629 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2630 D("125"), "FOO", "long", self
.m
,
2631 trade
, close_if_possible
=False)
2633 def test_tick_actions_recreate(self
):
2634 value_from
= portfolio
.Amount("BTC", "0.5")
2635 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2636 value_to
= portfolio
.Amount("BTC", "1.0")
2637 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2639 self
.assertEqual("average", trade
.tick_actions_recreate(0))
2640 self
.assertEqual("foo", trade
.tick_actions_recreate(0, default
="foo"))
2641 self
.assertEqual("average", trade
.tick_actions_recreate(1))
2642 self
.assertEqual(trade
.tick_actions
[2][1], trade
.tick_actions_recreate(2))
2643 self
.assertEqual(trade
.tick_actions
[2][1], trade
.tick_actions_recreate(3))
2644 self
.assertEqual(trade
.tick_actions
[5][1], trade
.tick_actions_recreate(5))
2645 self
.assertEqual(trade
.tick_actions
[5][1], trade
.tick_actions_recreate(6))
2646 self
.assertEqual("default", trade
.tick_actions_recreate(7))
2647 self
.assertEqual("default", trade
.tick_actions_recreate(8))
2649 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2650 def test_update_order(self
, prepare_order
):
2651 order_mock
= mock
.Mock()
2652 new_order_mock
= mock
.Mock()
2654 value_from
= portfolio
.Amount("BTC", "0.5")
2655 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2656 value_to
= portfolio
.Amount("BTC", "1.0")
2657 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2658 prepare_order
.return_value
= new_order_mock
2660 for i
in [0, 1, 3, 4, 6]:
2661 with self
.subTest(tick
=i
):
2662 trade
.update_order(order_mock
, i
)
2663 order_mock
.cancel
.assert_not_called()
2664 new_order_mock
.run
.assert_not_called()
2665 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2666 update
="waiting", compute_value
=None, new_order
=None)
2668 order_mock
.reset_mock()
2669 new_order_mock
.reset_mock()
2671 self
.m
.report
.log_order
.reset_mock()
2673 trade
.update_order(order_mock
, 2)
2674 order_mock
.cancel
.assert_called()
2675 new_order_mock
.run
.assert_called()
2676 prepare_order
.assert_called()
2677 self
.m
.report
.log_order
.assert_called()
2678 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2680 mock
.call(order_mock
, 2, update
="adjusting",
2681 compute_value
=mock
.ANY
,
2682 new_order
=new_order_mock
),
2683 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2685 self
.m
.report
.log_order
.assert_has_calls(calls
)
2687 order_mock
.reset_mock()
2688 new_order_mock
.reset_mock()
2690 self
.m
.report
.log_order
.reset_mock()
2692 trade
.update_order(order_mock
, 5)
2693 order_mock
.cancel
.assert_called()
2694 new_order_mock
.run
.assert_called()
2695 prepare_order
.assert_called()
2696 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2697 self
.m
.report
.log_order
.assert_called()
2699 mock
.call(order_mock
, 5, update
="adjusting",
2700 compute_value
=mock
.ANY
,
2701 new_order
=new_order_mock
),
2702 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2704 self
.m
.report
.log_order
.assert_has_calls(calls
)
2706 order_mock
.reset_mock()
2707 new_order_mock
.reset_mock()
2709 self
.m
.report
.log_order
.reset_mock()
2711 trade
.update_order(order_mock
, 7)
2712 order_mock
.cancel
.assert_called()
2713 new_order_mock
.run
.assert_called()
2714 prepare_order
.assert_called_with(compute_value
="default")
2715 self
.m
.report
.log_order
.assert_called()
2716 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2718 mock
.call(order_mock
, 7, update
="market_fallback",
2719 compute_value
='default',
2720 new_order
=new_order_mock
),
2721 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2723 self
.m
.report
.log_order
.assert_has_calls(calls
)
2725 order_mock
.reset_mock()
2726 new_order_mock
.reset_mock()
2728 self
.m
.report
.log_order
.reset_mock()
2730 for i
in [10, 13, 16]:
2731 with self
.subTest(tick
=i
):
2732 trade
.update_order(order_mock
, i
)
2733 order_mock
.cancel
.assert_called()
2734 new_order_mock
.run
.assert_called()
2735 prepare_order
.assert_called_with(compute_value
="default")
2736 self
.m
.report
.log_order
.assert_called()
2737 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2739 mock
.call(order_mock
, i
, update
="market_adjust",
2740 compute_value
='default',
2741 new_order
=new_order_mock
),
2742 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2744 self
.m
.report
.log_order
.assert_has_calls(calls
)
2746 order_mock
.reset_mock()
2747 new_order_mock
.reset_mock()
2749 self
.m
.report
.log_order
.reset_mock()
2751 for i
in [8, 9, 11, 12]:
2752 with self
.subTest(tick
=i
):
2753 trade
.update_order(order_mock
, i
)
2754 order_mock
.cancel
.assert_not_called()
2755 new_order_mock
.run
.assert_not_called()
2756 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2757 compute_value
=None, new_order
=None)
2759 order_mock
.reset_mock()
2760 new_order_mock
.reset_mock()
2762 self
.m
.report
.log_order
.reset_mock()
2765 def test_print_with_order(self
):
2766 value_from
= portfolio
.Amount("BTC", "0.5")
2767 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2768 value_to
= portfolio
.Amount("BTC", "1.0")
2769 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2771 order_mock1
= mock
.Mock()
2772 order_mock1
.__repr__
= mock
.Mock()
2773 order_mock1
.__repr__
.return_value
= "Mock 1"
2774 order_mock2
= mock
.Mock()
2775 order_mock2
.__repr__
= mock
.Mock()
2776 order_mock2
.__repr__
.return_value
= "Mock 2"
2777 order_mock1
.mouvements
= []
2778 mouvement_mock1
= mock
.Mock()
2779 mouvement_mock1
.__repr__
= mock
.Mock()
2780 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2781 mouvement_mock2
= mock
.Mock()
2782 mouvement_mock2
.__repr__
= mock
.Mock()
2783 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2784 order_mock2
.mouvements
= [
2785 mouvement_mock1
, mouvement_mock2
2787 trade
.orders
.append(order_mock1
)
2788 trade
.orders
.append(order_mock2
)
2790 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2791 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2793 trade
.print_with_order()
2795 self
.m
.report
.print_log
.assert_called()
2796 calls
= self
.m
.report
.print_log
.mock_calls
2797 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2798 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2799 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2800 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2801 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2803 self
.m
.report
.print_log
.reset_mock()
2805 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2806 trade
.print_with_order()
2807 calls
= self
.m
.report
.print_log
.mock_calls
2808 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2810 self
.m
.report
.print_log
.reset_mock()
2812 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2814 trade
.print_with_order()
2815 calls
= self
.m
.report
.print_log
.mock_calls
2816 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2818 def test_close(self
):
2819 value_from
= portfolio
.Amount("BTC", "0.5")
2820 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2821 value_to
= portfolio
.Amount("BTC", "1.0")
2822 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2823 order1
= mock
.Mock()
2824 trade
.orders
.append(order1
)
2828 self
.assertEqual(True, trade
.closed
)
2829 order1
.cancel
.assert_called_once_with()
2831 def test_pending(self
):
2832 value_from
= portfolio
.Amount("BTC", "0.5")
2833 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2834 value_to
= portfolio
.Amount("BTC", "1.0")
2835 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2838 self
.assertEqual(False, trade
.pending
)
2840 trade
.closed
= False
2841 self
.assertEqual(True, trade
.pending
)
2843 order1
= mock
.Mock()
2844 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2845 trade
.orders
.append(order1
)
2846 self
.assertEqual(False, trade
.pending
)
2848 def test__repr(self
):
2849 value_from
= portfolio
.Amount("BTC", "0.5")
2850 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2851 value_to
= portfolio
.Amount("BTC", "1.0")
2852 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2854 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2856 def test_as_json(self
):
2857 value_from
= portfolio
.Amount("BTC", "0.5")
2858 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2859 value_to
= portfolio
.Amount("BTC", "1.0")
2860 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2862 as_json
= trade
.as_json()
2863 self
.assertEqual("acquire", as_json
["action"])
2864 self
.assertEqual(D("0.5"), as_json
["from"])
2865 self
.assertEqual(D("1.0"), as_json
["to"])
2866 self
.assertEqual("ETH", as_json
["currency"])
2867 self
.assertEqual("BTC", as_json
["base_currency"])
2869 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2870 class OrderTest(WebMockTestCase
):
2871 def test_values(self
):
2872 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2873 D("0.1"), "BTC", "long", "market", "trade")
2874 self
.assertEqual("buy", order
.action
)
2875 self
.assertEqual(10, order
.amount
.value
)
2876 self
.assertEqual("ETH", order
.amount
.currency
)
2877 self
.assertEqual(D("0.1"), order
.rate
)
2878 self
.assertEqual("BTC", order
.base_currency
)
2879 self
.assertEqual("market", order
.market
)
2880 self
.assertEqual("long", order
.trade_type
)
2881 self
.assertEqual("pending", order
.status
)
2882 self
.assertEqual("trade", order
.trade
)
2883 self
.assertIsNone(order
.id)
2884 self
.assertFalse(order
.close_if_possible
)
2886 def test__repr(self
):
2887 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2888 D("0.1"), "BTC", "long", "market", "trade")
2889 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2891 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2892 D("0.1"), "BTC", "long", "market", "trade",
2893 close_if_possible
=True)
2894 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2896 def test_as_json(self
):
2897 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2898 D("0.1"), "BTC", "long", "market", "trade")
2899 mouvement_mock1
= mock
.Mock()
2900 mouvement_mock1
.as_json
.return_value
= 1
2901 mouvement_mock2
= mock
.Mock()
2902 mouvement_mock2
.as_json
.return_value
= 2
2904 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2905 as_json
= order
.as_json()
2906 self
.assertEqual("buy", as_json
["action"])
2907 self
.assertEqual("long", as_json
["trade_type"])
2908 self
.assertEqual(10, as_json
["amount"])
2909 self
.assertEqual("ETH", as_json
["currency"])
2910 self
.assertEqual("BTC", as_json
["base_currency"])
2911 self
.assertEqual(D("0.1"), as_json
["rate"])
2912 self
.assertEqual("pending", as_json
["status"])
2913 self
.assertEqual(False, as_json
["close_if_possible"])
2914 self
.assertIsNone(as_json
["id"])
2915 self
.assertEqual([1, 2], as_json
["mouvements"])
2917 def test_account(self
):
2918 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2919 D("0.1"), "BTC", "long", "market", "trade")
2920 self
.assertEqual("exchange", order
.account
)
2922 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2923 D("0.1"), "BTC", "short", "market", "trade")
2924 self
.assertEqual("margin", order
.account
)
2926 def test_pending(self
):
2927 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2928 D("0.1"), "BTC", "long", "market", "trade")
2929 self
.assertTrue(order
.pending
)
2930 order
.status
= "open"
2931 self
.assertFalse(order
.pending
)
2933 def test_open(self
):
2934 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2935 D("0.1"), "BTC", "long", "market", "trade")
2936 self
.assertFalse(order
.open)
2937 order
.status
= "open"
2938 self
.assertTrue(order
.open)
2940 def test_finished(self
):
2941 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2942 D("0.1"), "BTC", "long", "market", "trade")
2943 self
.assertFalse(order
.finished
)
2944 order
.status
= "closed"
2945 self
.assertTrue(order
.finished
)
2946 order
.status
= "canceled"
2947 self
.assertTrue(order
.finished
)
2948 order
.status
= "error"
2949 self
.assertTrue(order
.finished
)
2951 @mock.patch.object(portfolio
.Order
, "fetch")
2952 def test_cancel(self
, fetch
):
2953 with self
.subTest(debug
=True):
2955 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2956 D("0.1"), "BTC", "long", self
.m
, "trade")
2957 order
.status
= "open"
2960 self
.m
.ccxt
.cancel_order
.assert_not_called()
2961 self
.m
.report
.log_debug_action
.assert_called_once()
2962 self
.m
.report
.log_debug_action
.reset_mock()
2963 self
.assertEqual("canceled", order
.status
)
2965 with self
.subTest(desc
="Nominal case"):
2966 self
.m
.debug
= False
2967 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2968 D("0.1"), "BTC", "long", self
.m
, "trade")
2969 order
.status
= "open"
2973 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2974 fetch
.assert_called_once_with()
2975 self
.m
.report
.log_debug_action
.assert_not_called()
2977 with self
.subTest(exception
=True):
2978 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2979 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2980 D("0.1"), "BTC", "long", self
.m
, "trade")
2981 order
.status
= "open"
2984 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2985 self
.m
.report
.log_error
.assert_called_once()
2988 with self
.subTest(id=None):
2989 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2990 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2991 D("0.1"), "BTC", "long", self
.m
, "trade")
2992 order
.status
= "open"
2994 self
.m
.ccxt
.cancel_order
.assert_not_called()
2997 with self
.subTest(open=False):
2998 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2999 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3000 D("0.1"), "BTC", "long", self
.m
, "trade")
3001 order
.status
= "closed"
3003 self
.m
.ccxt
.cancel_order
.assert_not_called()
3005 def test_dust_amount_remaining(self
):
3006 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3007 D("0.1"), "BTC", "long", self
.m
, "trade")
3008 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
3009 self
.assertFalse(order
.dust_amount_remaining())
3011 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
3012 self
.assertTrue(order
.dust_amount_remaining())
3014 @mock.patch.object(portfolio
.Order
, "fetch")
3015 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
3016 def test_remaining_amount(self
, filled_amount
, fetch
):
3017 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3018 D("0.1"), "BTC", "long", self
.m
, "trade")
3020 self
.assertEqual(9, order
.remaining_amount().value
)
3022 order
.status
= "open"
3023 self
.assertEqual(9, order
.remaining_amount().value
)
3025 @mock.patch.object(portfolio
.Order
, "fetch")
3026 def test_filled_amount(self
, fetch
):
3027 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3028 D("0.1"), "BTC", "long", self
.m
, "trade")
3029 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
3030 "tradeID": 42, "type": "buy", "fee": "0.0015",
3031 "date": "2017-12-30 12:00:12", "rate": "0.1",
3032 "amount": "3", "total": "0.3"
3034 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
3035 "tradeID": 43, "type": "buy", "fee": "0.0015",
3036 "date": "2017-12-30 13:00:12", "rate": "0.2",
3037 "amount": "2", "total": "0.4"
3039 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
3040 fetch
.assert_not_called()
3041 order
.status
= "open"
3042 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
3043 fetch
.assert_called_once()
3044 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
3046 def test_fetch_mouvements(self
):
3047 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
3049 "tradeID": 42, "type": "buy", "fee": "0.0015",
3050 "date": "2017-12-30 13:00:12", "rate": "0.1",
3051 "amount": "3", "total": "0.3"
3054 "tradeID": 43, "type": "buy", "fee": "0.0015",
3055 "date": "2017-12-30 12:00:12", "rate": "0.2",
3056 "amount": "2", "total": "0.4"
3059 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3060 D("0.1"), "BTC", "long", self
.m
, "trade")
3062 order
.mouvements
= ["Foo", "Bar", "Baz"]
3064 order
.fetch_mouvements()
3066 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
3067 self
.assertEqual(2, len(order
.mouvements
))
3068 self
.assertEqual(43, order
.mouvements
[0].id)
3069 self
.assertEqual(42, order
.mouvements
[1].id)
3071 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
3072 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3073 D("0.1"), "BTC", "long", self
.m
, "trade")
3074 order
.fetch_mouvements()
3075 self
.assertEqual(0, len(order
.mouvements
))
3077 def test_mark_finished_order(self
):
3078 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3079 D("0.1"), "BTC", "short", self
.m
, "trade",
3080 close_if_possible
=True)
3081 order
.status
= "closed"
3082 self
.m
.debug
= False
3084 order
.mark_finished_order()
3085 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
3086 self
.m
.ccxt
.close_margin_position
.reset_mock()
3088 order
.status
= "open"
3089 order
.mark_finished_order()
3090 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3092 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3093 D("0.1"), "BTC", "short", self
.m
, "trade",
3094 close_if_possible
=False)
3095 order
.status
= "closed"
3096 order
.mark_finished_order()
3097 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3099 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
3100 D("0.1"), "BTC", "short", self
.m
, "trade",
3101 close_if_possible
=True)
3102 order
.status
= "closed"
3103 order
.mark_finished_order()
3104 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3106 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3107 D("0.1"), "BTC", "long", self
.m
, "trade",
3108 close_if_possible
=True)
3109 order
.status
= "closed"
3110 order
.mark_finished_order()
3111 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3115 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3116 D("0.1"), "BTC", "short", self
.m
, "trade",
3117 close_if_possible
=True)
3118 order
.status
= "closed"
3120 order
.mark_finished_order()
3121 self
.m
.ccxt
.close_margin_position
.assert_not_called()
3122 self
.m
.report
.log_debug_action
.assert_called_once()
3124 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
3125 @mock.patch.object(portfolio
.Order
, "mark_disappeared_order")
3126 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
3127 def test_fetch(self
, mark_finished_order
, mark_disappeared_order
, fetch_mouvements
):
3128 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3129 D("0.1"), "BTC", "long", self
.m
, "trade")
3131 with self
.subTest(debug
=True):
3134 self
.m
.report
.log_debug_action
.assert_called_once()
3135 self
.m
.report
.log_debug_action
.reset_mock()
3136 self
.m
.ccxt
.fetch_order
.assert_not_called()
3137 mark_finished_order
.assert_not_called()
3138 mark_disappeared_order
.assert_not_called()
3139 fetch_mouvements
.assert_not_called()
3141 with self
.subTest(debug
=False):
3142 self
.m
.debug
= False
3143 self
.m
.ccxt
.fetch_order
.return_value
= {
3145 "datetime": "timestamp"
3149 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
3150 fetch_mouvements
.assert_called_once()
3151 self
.assertEqual("foo", order
.status
)
3152 self
.assertEqual("timestamp", order
.timestamp
)
3153 self
.assertEqual(1, len(order
.results
))
3154 self
.m
.report
.log_debug_action
.assert_not_called()
3155 mark_finished_order
.assert_called_once()
3156 mark_disappeared_order
.assert_called_once()
3158 mark_finished_order
.reset_mock()
3159 with self
.subTest(missing_order
=True):
3160 self
.m
.ccxt
.fetch_order
.side_effect
= [
3161 portfolio
.OrderNotCached
,
3164 self
.assertEqual("closed_unknown", order
.status
)
3165 mark_finished_order
.assert_called_once()
3167 def test_mark_disappeared_order(self
):
3168 with self
.subTest("Open order"):
3169 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3170 D("0.1"), "BTC", "long", self
.m
, "trade")
3172 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
3174 "currencyPair":"BTC_XRP",
3176 "rate":"0.00007013",
3177 "amount":"0.00000222",
3178 "total":"0.00000000",
3180 "date":"2018-04-02 00:09:13"
3182 order
.mark_disappeared_order()
3183 self
.assertEqual("pending", order
.status
)
3185 with self
.subTest("Non-zero amount"):
3186 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3187 D("0.1"), "BTC", "long", self
.m
, "trade")
3189 order
.status
= "closed"
3190 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
3192 "currencyPair":"BTC_XRP",
3194 "rate":"0.00007013",
3195 "amount":"0.00000222",
3196 "total":"0.00000010",
3198 "date":"2018-04-02 00:09:13"
3200 order
.mark_disappeared_order()
3201 self
.assertEqual("closed", order
.status
)
3203 with self
.subTest("Other mouvements"):
3204 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3205 D("0.1"), "BTC", "long", self
.m
, "trade")
3207 order
.status
= "closed"
3208 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
3210 "currencyPair":"BTC_XRP",
3212 "rate":"0.00007013",
3213 "amount":"0.00000222",
3214 "total":"0.00000001",
3216 "date":"2018-04-02 00:09:13"
3218 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
3220 "currencyPair":"BTC_XRP",
3222 "rate":"0.00007013",
3223 "amount":"0.00000222",
3224 "total":"0.00000000",
3226 "date":"2018-04-02 00:09:13"
3228 order
.mark_disappeared_order()
3229 self
.assertEqual("error_disappeared", order
.status
)
3231 with self
.subTest("Order disappeared"):
3232 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3233 D("0.1"), "BTC", "long", self
.m
, "trade")
3235 order
.status
= "closed"
3236 order
.mouvements
.append(portfolio
.Mouvement("XRP", "BTC", {
3238 "currencyPair":"BTC_XRP",
3240 "rate":"0.00007013",
3241 "amount":"0.00000222",
3242 "total":"0.00000000",
3244 "date":"2018-04-02 00:09:13"
3246 order
.mark_disappeared_order()
3247 self
.assertEqual("error_disappeared", order
.status
)
3249 @mock.patch.object(portfolio
.Order
, "fetch")
3250 def test_get_status(self
, fetch
):
3251 with self
.subTest(debug
=True):
3253 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3254 D("0.1"), "BTC", "long", self
.m
, "trade")
3255 self
.assertEqual("pending", order
.get_status())
3256 fetch
.assert_not_called()
3257 self
.m
.report
.log_debug_action
.assert_called_once()
3259 with self
.subTest(debug
=False, finished
=False):
3260 self
.m
.debug
= False
3261 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3262 D("0.1"), "BTC", "long", self
.m
, "trade")
3264 def update_status():
3265 order
.status
= "open"
3266 return update_status
3267 fetch
.side_effect
= _fetch(order
)
3268 self
.assertEqual("open", order
.get_status())
3269 fetch
.assert_called_once()
3272 with self
.subTest(debug
=False, finished
=True):
3273 self
.m
.debug
= False
3274 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3275 D("0.1"), "BTC", "long", self
.m
, "trade")
3277 def update_status():
3278 order
.status
= "closed"
3279 return update_status
3280 fetch
.side_effect
= _fetch(order
)
3281 self
.assertEqual("closed", order
.get_status())
3282 fetch
.assert_called_once()
3285 self
.m
.ccxt
.order_precision
.return_value
= 4
3286 with self
.subTest(debug
=True):
3288 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3289 D("0.1"), "BTC", "long", self
.m
, "trade")
3291 self
.m
.ccxt
.create_order
.assert_not_called()
3292 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
3293 self
.assertEqual("open", order
.status
)
3294 self
.assertEqual(1, len(order
.results
))
3295 self
.assertEqual(-1, order
.id)
3297 self
.m
.ccxt
.create_order
.reset_mock()
3298 with self
.subTest(debug
=False):
3299 self
.m
.debug
= False
3300 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3301 D("0.1"), "BTC", "long", self
.m
, "trade")
3302 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
3304 self
.m
.ccxt
.create_order
.assert_called_once()
3305 self
.assertEqual(1, len(order
.results
))
3306 self
.assertEqual("open", order
.status
)
3308 self
.m
.ccxt
.create_order
.reset_mock()
3309 with self
.subTest(exception
=True):
3310 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3311 D("0.1"), "BTC", "long", self
.m
, "trade")
3312 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
3314 self
.m
.ccxt
.create_order
.assert_called_once()
3315 self
.assertEqual(0, len(order
.results
))
3316 self
.assertEqual("error", order
.status
)
3317 self
.m
.report
.log_error
.assert_called_once()
3319 self
.m
.ccxt
.create_order
.reset_mock()
3320 with self
.subTest(dust_amount_exception
=True),\
3321 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3322 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
3323 D("0.1"), "BTC", "long", self
.m
, "trade")
3324 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
3326 self
.m
.ccxt
.create_order
.assert_called_once()
3327 self
.assertEqual(0, len(order
.results
))
3328 self
.assertEqual("closed", order
.status
)
3329 mark_finished_order
.assert_called_once()
3331 self
.m
.ccxt
.order_precision
.return_value
= 8
3332 self
.m
.ccxt
.create_order
.reset_mock()
3333 with self
.subTest(insufficient_funds
=True),\
3334 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3335 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3336 D("0.1"), "BTC", "long", self
.m
, "trade")
3337 self
.m
.ccxt
.create_order
.side_effect
= [
3338 portfolio
.InsufficientFunds
,
3339 portfolio
.InsufficientFunds
,
3340 portfolio
.InsufficientFunds
,
3344 self
.m
.ccxt
.create_order
.assert_has_calls([
3345 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3346 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3347 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3348 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3350 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
3351 self
.assertEqual(1, len(order
.results
))
3352 self
.assertEqual("open", order
.status
)
3353 self
.assertEqual(4, order
.tries
)
3354 self
.m
.report
.log_error
.assert_called()
3355 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
3357 self
.m
.ccxt
.order_precision
.return_value
= 8
3358 self
.m
.ccxt
.create_order
.reset_mock()
3359 self
.m
.report
.log_error
.reset_mock()
3360 with self
.subTest(insufficient_funds
=True),\
3361 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3362 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3363 D("0.1"), "BTC", "long", self
.m
, "trade")
3364 self
.m
.ccxt
.create_order
.side_effect
= [
3365 portfolio
.InsufficientFunds
,
3366 portfolio
.InsufficientFunds
,
3367 portfolio
.InsufficientFunds
,
3368 portfolio
.InsufficientFunds
,
3369 portfolio
.InsufficientFunds
,
3372 self
.m
.ccxt
.create_order
.assert_has_calls([
3373 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3374 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3375 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3376 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3377 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
3379 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3380 self
.assertEqual(0, len(order
.results
))
3381 self
.assertEqual("error", order
.status
)
3382 self
.assertEqual(5, order
.tries
)
3383 self
.m
.report
.log_error
.assert_called()
3384 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3385 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception
=mock
.ANY
)
3388 with self
.subTest(invalid_nonce
=True):
3389 with self
.subTest(retry_success
=True):
3390 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3391 D("0.1"), "BTC", "long", self
.m
, "trade")
3392 self
.m
.ccxt
.create_order
.side_effect
= [
3393 portfolio
.InvalidNonce
,
3394 portfolio
.InvalidNonce
,
3398 self
.m
.ccxt
.create_order
.assert_has_calls([
3399 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3400 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3401 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3403 self
.assertEqual(3, self
.m
.ccxt
.create_order
.call_count
)
3404 self
.assertEqual(3, order
.tries
)
3405 self
.m
.report
.log_error
.assert_called()
3406 self
.assertEqual(2, self
.m
.report
.log_error
.call_count
)
3407 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying after invalid nonce", exception
=mock
.ANY
)
3408 self
.assertEqual(123, order
.id)
3411 with self
.subTest(retry_success
=False):
3412 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3413 D("0.1"), "BTC", "long", self
.m
, "trade")
3414 self
.m
.ccxt
.create_order
.side_effect
= [
3415 portfolio
.InvalidNonce
,
3416 portfolio
.InvalidNonce
,
3417 portfolio
.InvalidNonce
,
3418 portfolio
.InvalidNonce
,
3419 portfolio
.InvalidNonce
,
3422 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3423 self
.assertEqual(5, order
.tries
)
3424 self
.m
.report
.log_error
.assert_called()
3425 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3426 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception
=mock
.ANY
)
3427 self
.assertEqual("error", order
.status
)
3430 with self
.subTest(request_timeout
=True):
3431 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3432 D("0.1"), "BTC", "long", self
.m
, "trade")
3433 with self
.subTest(retrieved
=False), \
3434 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3435 self
.m
.ccxt
.create_order
.side_effect
= [
3436 portfolio
.RequestTimeout
,
3437 portfolio
.RequestTimeout
,
3440 retrieve
.return_value
= False
3442 self
.m
.ccxt
.create_order
.assert_has_calls([
3443 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3444 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3445 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3447 self
.assertEqual(3, self
.m
.ccxt
.create_order
.call_count
)
3448 self
.assertEqual(3, order
.tries
)
3449 self
.m
.report
.log_error
.assert_called()
3450 self
.assertEqual(2, self
.m
.report
.log_error
.call_count
)
3451 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying after timeout", exception
=mock
.ANY
)
3452 self
.assertEqual(123, order
.id)
3455 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3456 D("0.1"), "BTC", "long", self
.m
, "trade")
3457 with self
.subTest(retrieved
=True), \
3458 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3459 self
.m
.ccxt
.create_order
.side_effect
= [
3460 portfolio
.RequestTimeout
,
3463 order
.results
.append({"id": 123}
)
3465 retrieve
.side_effect
= _retrieve
3467 self
.m
.ccxt
.create_order
.assert_has_calls([
3468 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3470 self
.assertEqual(1, self
.m
.ccxt
.create_order
.call_count
)
3471 self
.assertEqual(1, order
.tries
)
3472 self
.m
.report
.log_error
.assert_called()
3473 self
.assertEqual(1, self
.m
.report
.log_error
.call_count
)
3474 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Timeout, found the order")
3475 self
.assertEqual(123, order
.id)
3478 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3479 D("0.1"), "BTC", "long", self
.m
, "trade")
3480 with self
.subTest(retrieved
=False), \
3481 mock
.patch
.object(order
, "retrieve_order") as retrieve
:
3482 self
.m
.ccxt
.create_order
.side_effect
= [
3483 portfolio
.RequestTimeout
,
3484 portfolio
.RequestTimeout
,
3485 portfolio
.RequestTimeout
,
3486 portfolio
.RequestTimeout
,
3487 portfolio
.RequestTimeout
,
3489 retrieve
.return_value
= False
3491 self
.m
.ccxt
.create_order
.assert_has_calls([
3492 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3493 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3494 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3495 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3496 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3498 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3499 self
.assertEqual(5, order
.tries
)
3500 self
.m
.report
.log_error
.assert_called()
3501 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3502 self
.m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception
=mock
.ANY
)
3503 self
.assertEqual("error", order
.status
)
3505 def test_retrieve_order(self
):
3506 with self
.subTest(similar_open_order
=True):
3507 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3508 D("0.1"), "BTC", "long", self
.m
, "trade")
3509 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3511 self
.m
.ccxt
.order_precision
.return_value
= 8
3512 self
.m
.ccxt
.fetch_orders
.return_value
= [
3514 'amount': 0.002, 'cost': 0.1,
3515 'datetime': '2018-03-25T15:15:51.000Z',
3516 'fee': None, 'filled': 0.0,
3520 'date': '2018-03-25 15:15:51',
3521 'margin': 0, 'orderNumber': '1',
3522 'price': '0.1', 'rate': '0.1',
3523 'side': 'buy', 'startingAmount': '0.002',
3524 'status': 'open', 'total': '0.0002',
3527 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
3528 'status': 'open', 'symbol': 'ETH/BTC',
3529 'timestamp': 1521990951000, 'trades': None,
3533 'amount': 0.001, 'cost': 0.1,
3534 'datetime': '2018-03-25T15:15:51.000Z',
3535 'fee': None, 'filled': 0.0,
3539 'date': '2018-03-25 15:15:51',
3540 'margin': 1, 'orderNumber': '2',
3541 'price': '0.1', 'rate': '0.1',
3542 'side': 'buy', 'startingAmount': '0.001',
3543 'status': 'open', 'total': '0.0001',
3546 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3547 'status': 'open', 'symbol': 'ETH/BTC',
3548 'timestamp': 1521990951000, 'trades': None,
3552 'amount': 0.001, 'cost': 0.1,
3553 'datetime': '2018-03-25T15:15:51.000Z',
3554 'fee': None, 'filled': 0.0,
3558 'date': '2018-03-25 15:15:51',
3559 'margin': 0, 'orderNumber': '3',
3560 'price': '0.1', 'rate': '0.1',
3561 'side': 'sell', 'startingAmount': '0.001',
3562 'status': 'open', 'total': '0.0001',
3565 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
3566 'status': 'open', 'symbol': 'ETH/BTC',
3567 'timestamp': 1521990951000, 'trades': None,
3571 'amount': 0.001, 'cost': 0.15,
3572 'datetime': '2018-03-25T15:15:51.000Z',
3573 'fee': None, 'filled': 0.0,
3577 'date': '2018-03-25 15:15:51',
3578 'margin': 0, 'orderNumber': '4',
3579 'price': '0.15', 'rate': '0.15',
3580 'side': 'buy', 'startingAmount': '0.001',
3581 'status': 'open', 'total': '0.0001',
3584 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
3585 'status': 'open', 'symbol': 'ETH/BTC',
3586 'timestamp': 1521990951000, 'trades': None,
3590 'amount': 0.001, 'cost': 0.1,
3591 'datetime': '2018-03-25T15:15:51.000Z',
3592 'fee': None, 'filled': 0.0,
3596 'date': '2018-03-25 15:15:51',
3597 'margin': 0, 'orderNumber': '1',
3598 'price': '0.1', 'rate': '0.1',
3599 'side': 'buy', 'startingAmount': '0.001',
3600 'status': 'open', 'total': '0.0001',
3603 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3604 'status': 'open', 'symbol': 'ETH/BTC',
3605 'timestamp': 1521990951000, 'trades': None,
3609 result
= order
.retrieve_order()
3610 self
.assertTrue(result
)
3611 self
.assertEqual('5', order
.results
[0]["id"])
3612 self
.m
.ccxt
.fetch_my_trades
.assert_not_called()
3613 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
3616 with self
.subTest(similar_open_order
=False, past_trades
=True):
3617 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3618 D("0.1"), "BTC", "long", self
.m
, "trade")
3619 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3621 self
.m
.ccxt
.order_precision
.return_value
= 8
3622 self
.m
.ccxt
.fetch_orders
.return_value
= []
3623 self
.m
.ccxt
.fetch_my_trades
.return_value
= [
3624 { # Wrong timestamp 1
3627 'datetime': '2018-03-25T15:15:14.000Z',
3631 'category': 'exchange',
3632 'date': '2018-03-25 15:15:14',
3633 'fee': '0.00150000',
3644 'symbol': 'ETH/BTC',
3645 'timestamp': 1521983714,
3648 { # Wrong timestamp 2
3651 'datetime': '2018-03-25T15:16:54.000Z',
3655 'category': 'exchange',
3656 'date': '2018-03-25 15:16:54',
3657 'fee': '0.00150000',
3668 'symbol': 'ETH/BTC',
3669 'timestamp': 1521983814,
3675 'datetime': '2018-03-25T15:15:54.000Z',
3679 'category': 'exchange',
3680 'date': '2018-03-25 15:15:54',
3681 'fee': '0.00150000',
3692 'symbol': 'ETH/BTC',
3693 'timestamp': 1521983754,
3699 'datetime': '2018-03-25T15:16:54.000Z',
3703 'category': 'exchange',
3704 'date': '2018-03-25 15:16:54',
3705 'fee': '0.00150000',
3716 'symbol': 'ETH/BTC',
3717 'timestamp': 1521983814,
3723 'datetime': '2018-03-25T15:15:54.000Z',
3727 'category': 'marginTrade',
3728 'date': '2018-03-25 15:15:54',
3729 'fee': '0.00150000',
3740 'symbol': 'ETH/BTC',
3741 'timestamp': 1521983754,
3747 'datetime': '2018-03-25T15:16:54.000Z',
3751 'category': 'marginTrade',
3752 'date': '2018-03-25 15:16:54',
3753 'fee': '0.00150000',
3764 'symbol': 'ETH/BTC',
3765 'timestamp': 1521983814,
3771 'datetime': '2018-03-25T15:15:54.000Z',
3775 'category': 'exchange',
3776 'date': '2018-03-25 15:15:54',
3777 'fee': '0.00150000',
3788 'symbol': 'ETH/BTC',
3789 'timestamp': 1521983754,
3795 'datetime': '2018-03-25T15:16:54.000Z',
3799 'category': 'exchange',
3800 'date': '2018-03-25 15:16:54',
3801 'fee': '0.00150000',
3812 'symbol': 'ETH/BTC',
3813 'timestamp': 1521983814,
3819 'datetime': '2018-03-25T15:15:54.000Z',
3823 'category': 'exchange',
3824 'date': '2018-03-25 15:15:54',
3825 'fee': '0.00150000',
3829 'total': '0.000066',
3836 'symbol': 'ETH/BTC',
3837 'timestamp': 1521983754,
3843 'datetime': '2018-03-25T15:16:54.000Z',
3847 'category': 'exchange',
3848 'date': '2018-03-25 15:16:54',
3849 'fee': '0.00150000',
3860 'symbol': 'ETH/BTC',
3861 'timestamp': 1521983814,
3867 'datetime': '2018-03-25T15:15:54.000Z',
3871 'category': 'exchange',
3872 'date': '2018-03-25 15:15:54',
3873 'fee': '0.00150000',
3884 'symbol': 'ETH/BTC',
3885 'timestamp': 1521983754,
3891 'datetime': '2018-03-25T15:16:54.000Z',
3895 'category': 'exchange',
3896 'date': '2018-03-25 15:16:54',
3897 'fee': '0.00150000',
3901 'total': '0.000036',
3908 'symbol': 'ETH/BTC',
3909 'timestamp': 1521983814,
3914 result
= order
.retrieve_order()
3915 self
.assertTrue(result
)
3916 self
.assertEqual('7', order
.results
[0]["id"])
3917 self
.m
.ccxt
.fetch_orders
.assert_called_once_with(symbol
="ETH/BTC", since
=1521983750)
3920 with self
.subTest(similar_open_order
=False, past_trades
=False):
3921 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3922 D("0.1"), "BTC", "long", self
.m
, "trade")
3923 order
.start_date
= datetime
.datetime(2018, 3, 25, 15, 15, 55)
3925 self
.m
.ccxt
.order_precision
.return_value
= 8
3926 self
.m
.ccxt
.fetch_orders
.return_value
= []
3927 self
.m
.ccxt
.fetch_my_trades
.return_value
= []
3928 result
= order
.retrieve_order()
3929 self
.assertFalse(result
)
3931 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3932 class MouvementTest(WebMockTestCase
):
3933 def test_values(self
):
3934 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3935 "tradeID": 42, "type": "buy", "fee": "0.0015",
3936 "date": "2017-12-30 12:00:12", "rate": "0.1",
3937 "amount": "10", "total": "1"
3939 self
.assertEqual("ETH", mouvement
.currency
)
3940 self
.assertEqual("BTC", mouvement
.base_currency
)
3941 self
.assertEqual(42, mouvement
.id)
3942 self
.assertEqual("buy", mouvement
.action
)
3943 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
3944 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
3945 self
.assertEqual(D("0.1"), mouvement
.rate
)
3946 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
3947 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
3949 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
3950 self
.assertIsNone(mouvement
.date
)
3951 self
.assertIsNone(mouvement
.id)
3952 self
.assertIsNone(mouvement
.action
)
3953 self
.assertEqual(-1, mouvement
.fee_rate
)
3954 self
.assertEqual(0, mouvement
.rate
)
3955 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
3956 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
3958 def test__repr(self
):
3959 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3960 "tradeID": 42, "type": "buy", "fee": "0.0015",
3961 "date": "2017-12-30 12:00:12", "rate": "0.1",
3962 "amount": "10", "total": "1"
3964 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
3966 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3967 "tradeID": 42, "type": "buy",
3968 "date": "garbage", "rate": "0.1",
3969 "amount": "10", "total": "1"
3971 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
3973 def test_as_json(self
):
3974 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3975 "tradeID": 42, "type": "buy", "fee": "0.0015",
3976 "date": "2017-12-30 12:00:12", "rate": "0.1",
3977 "amount": "10", "total": "1"
3979 as_json
= mouvement
.as_json()
3981 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
3982 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
3983 self
.assertEqual("buy", as_json
["action"])
3984 self
.assertEqual(D("10"), as_json
["total"])
3985 self
.assertEqual(D("1"), as_json
["total_in_base"])
3986 self
.assertEqual("BTC", as_json
["base_currency"])
3987 self
.assertEqual("ETH", as_json
["currency"])
3989 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3990 class ReportStoreTest(WebMockTestCase
):
3991 def test_add_log(self
):
3992 report_store
= market
.ReportStore(self
.m
)
3993 report_store
.add_log({"foo": "bar"}
)
3995 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3997 def test_set_verbose(self
):
3998 report_store
= market
.ReportStore(self
.m
)
3999 with self
.subTest(verbose
=True):
4000 report_store
.set_verbose(True)
4001 self
.assertTrue(report_store
.verbose_print
)
4003 with self
.subTest(verbose
=False):
4004 report_store
.set_verbose(False)
4005 self
.assertFalse(report_store
.verbose_print
)
4007 def test_merge(self
):
4008 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
4009 report_store2
= market
.ReportStore(None, verbose_print
=False)
4011 report_store2
.log_stage("1")
4012 report_store1
.log_stage("2")
4013 report_store2
.log_stage("3")
4015 report_store1
.merge(report_store2
)
4017 self
.assertEqual(3, len(report_store1
.logs
))
4018 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
4019 self
.assertEqual(6, len(report_store1
.print_logs
))
4021 def test_print_log(self
):
4022 report_store
= market
.ReportStore(self
.m
)
4023 with self
.subTest(verbose
=True),\
4024 mock
.patch
.object(store
, "datetime") as time_mock
,\
4025 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4026 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
4027 report_store
.set_verbose(True)
4028 report_store
.print_log("Coucou")
4029 report_store
.print_log(portfolio
.Amount("BTC", 1))
4030 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
4032 with self
.subTest(verbose
=False),\
4033 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4034 report_store
.set_verbose(False)
4035 report_store
.print_log("Coucou")
4036 report_store
.print_log(portfolio
.Amount("BTC", 1))
4037 self
.assertEqual(stdout_mock
.getvalue(), "")
4039 def test_default_json_serial(self
):
4040 report_store
= market
.ReportStore(self
.m
)
4042 self
.assertEqual("2018-02-24T00:00:00",
4043 report_store
.default_json_serial(portfolio
.datetime(2018, 2, 24)))
4044 self
.assertEqual("1.00000000 BTC",
4045 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
4047 def test_to_json(self
):
4048 report_store
= market
.ReportStore(self
.m
)
4049 report_store
.logs
.append({"foo": "bar"}
)
4050 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
4051 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
4052 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
4053 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
4054 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store
.to_json())
4056 def test_to_json_array(self
):
4057 report_store
= market
.ReportStore(self
.m
)
4058 report_store
.logs
.append({
4059 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
4061 report_store
.logs
.append({
4062 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
4064 logs
= list(report_store
.to_json_array())
4066 self
.assertEqual(2, len(logs
))
4067 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
4068 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
4070 @mock.patch.object(market
.ReportStore
, "print_log")
4071 @mock.patch.object(market
.ReportStore
, "add_log")
4072 def test_log_stage(self
, add_log
, print_log
):
4073 report_store
= market
.ReportStore(self
.m
)
4075 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
4076 print_log
.assert_has_calls([
4077 mock
.call("-----------"),
4078 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
4080 add_log
.assert_called_once_with({
4085 'c': 'c = lambda x: x',
4093 @mock.patch.object(market
.ReportStore
, "print_log")
4094 @mock.patch.object(market
.ReportStore
, "add_log")
4095 def test_log_balances(self
, add_log
, print_log
):
4096 report_store
= market
.ReportStore(self
.m
)
4097 self
.m
.balances
.as_json
.return_value
= "json"
4098 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
4100 report_store
.log_balances(tag
="tag")
4101 print_log
.assert_has_calls([
4102 mock
.call("[Balance]"),
4106 add_log
.assert_called_once_with({
4112 @mock.patch.object(market
.ReportStore
, "print_log")
4113 @mock.patch.object(market
.ReportStore
, "add_log")
4114 def test_log_tickers(self
, add_log
, print_log
):
4115 report_store
= market
.ReportStore(self
.m
)
4117 "BTC": portfolio
.Amount("BTC", 10),
4118 "ETH": portfolio
.Amount("BTC", D("0.3"))
4120 amounts
["ETH"].rate
= D("0.1")
4122 report_store
.log_tickers(amounts
, "BTC", "default", "total")
4123 print_log
.assert_not_called()
4124 add_log
.assert_called_once_with({
4126 'compute_value': 'default',
4127 'balance_type': 'total',
4140 add_log
.reset_mock()
4141 compute_value
= lambda x
: x
["bid"]
4142 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
4143 add_log
.assert_called_once_with({
4145 'compute_value': 'compute_value = lambda x: x["bid"]',
4146 'balance_type': 'total',
4159 @mock.patch.object(market
.ReportStore
, "print_log")
4160 @mock.patch.object(market
.ReportStore
, "add_log")
4161 def test_log_dispatch(self
, add_log
, print_log
):
4162 report_store
= market
.ReportStore(self
.m
)
4163 amount
= portfolio
.Amount("BTC", "10.3")
4165 "BTC": portfolio
.Amount("BTC", 10),
4166 "ETH": portfolio
.Amount("BTC", D("0.3"))
4168 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
4169 print_log
.assert_not_called()
4170 add_log
.assert_called_once_with({
4172 'liquidity': 'medium',
4173 'repartition_ratio': 'repartition',
4184 @mock.patch.object(market
.ReportStore
, "print_log")
4185 @mock.patch.object(market
.ReportStore
, "add_log")
4186 def test_log_trades(self
, add_log
, print_log
):
4187 report_store
= market
.ReportStore(self
.m
)
4188 trade_mock1
= mock
.Mock()
4189 trade_mock2
= mock
.Mock()
4190 trade_mock1
.as_json
.return_value
= { "trade": "1" }
4191 trade_mock2
.as_json
.return_value
= { "trade": "2" }
4193 matching_and_trades
= [
4194 (True, trade_mock1
),
4195 (False, trade_mock2
),
4197 report_store
.log_trades(matching_and_trades
, "only")
4199 print_log
.assert_not_called()
4200 add_log
.assert_called_with({
4205 {'trade': '1', 'skipped': False}
,
4206 {'trade': '2', 'skipped': True}
4210 @mock.patch.object(market
.ReportStore
, "print_log")
4211 @mock.patch.object(market
.ReportStore
, "add_log")
4212 def test_log_orders(self
, add_log
, print_log
):
4213 report_store
= market
.ReportStore(self
.m
)
4215 order_mock1
= mock
.Mock()
4216 order_mock2
= mock
.Mock()
4218 order_mock1
.as_json
.return_value
= "order1"
4219 order_mock2
.as_json
.return_value
= "order2"
4221 orders
= [order_mock1
, order_mock2
]
4223 report_store
.log_orders(orders
, tick
="tick",
4224 only
="only", compute_value
="compute_value")
4226 print_log
.assert_called_once_with("[Orders]")
4227 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
4229 add_log
.assert_called_with({
4232 'compute_value': 'compute_value',
4234 'orders': ['order1', 'order2']
4237 add_log
.reset_mock()
4238 def compute_value(x
, y
):
4240 report_store
.log_orders(orders
, tick
="tick",
4241 only
="only", compute_value
=compute_value
)
4242 add_log
.assert_called_with({
4245 'compute_value': 'def compute_value(x, y):\n return x[y]',
4247 'orders': ['order1', 'order2']
4251 @mock.patch.object(market
.ReportStore
, "print_log")
4252 @mock.patch.object(market
.ReportStore
, "add_log")
4253 def test_log_order(self
, add_log
, print_log
):
4254 report_store
= market
.ReportStore(self
.m
)
4255 order_mock
= mock
.Mock()
4256 order_mock
.as_json
.return_value
= "order"
4257 new_order_mock
= mock
.Mock()
4258 new_order_mock
.as_json
.return_value
= "new_order"
4259 order_mock
.__repr
__ = mock
.Mock()
4260 order_mock
.__repr
__.return_value
= "Order Mock"
4261 new_order_mock
.__repr
__ = mock
.Mock()
4262 new_order_mock
.__repr
__.return_value
= "New order Mock"
4264 with self
.subTest(finished
=True):
4265 report_store
.log_order(order_mock
, 1, finished
=True)
4266 print_log
.assert_called_once_with("[Order] Finished Order Mock")
4267 add_log
.assert_called_once_with({
4272 'compute_value': None,
4276 add_log
.reset_mock()
4277 print_log
.reset_mock()
4279 with self
.subTest(update
="waiting"):
4280 report_store
.log_order(order_mock
, 1, update
="waiting")
4281 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
4282 add_log
.assert_called_once_with({
4285 'update': 'waiting',
4287 'compute_value': None,
4291 add_log
.reset_mock()
4292 print_log
.reset_mock()
4293 with self
.subTest(update
="adjusting"):
4294 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
4295 report_store
.log_order(order_mock
, 3,
4296 update
="adjusting", new_order
=new_order_mock
,
4297 compute_value
=compute_value
)
4298 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
4299 add_log
.assert_called_once_with({
4302 'update': 'adjusting',
4304 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
4305 'new_order': 'new_order'
4308 add_log
.reset_mock()
4309 print_log
.reset_mock()
4310 with self
.subTest(update
="market_fallback"):
4311 report_store
.log_order(order_mock
, 7,
4312 update
="market_fallback", new_order
=new_order_mock
)
4313 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
4314 add_log
.assert_called_once_with({
4317 'update': 'market_fallback',
4319 'compute_value': None,
4320 'new_order': 'new_order'
4323 add_log
.reset_mock()
4324 print_log
.reset_mock()
4325 with self
.subTest(update
="market_adjusting"):
4326 report_store
.log_order(order_mock
, 17,
4327 update
="market_adjust", new_order
=new_order_mock
)
4328 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
4329 add_log
.assert_called_once_with({
4332 'update': 'market_adjust',
4334 'compute_value': None,
4335 'new_order': 'new_order'
4338 @mock.patch.object(market
.ReportStore
, "print_log")
4339 @mock.patch.object(market
.ReportStore
, "add_log")
4340 def test_log_move_balances(self
, add_log
, print_log
):
4341 report_store
= market
.ReportStore(self
.m
)
4343 "BTC": portfolio
.Amount("BTC", 10),
4347 "BTC": portfolio
.Amount("BTC", 3),
4350 report_store
.log_move_balances(needed
, moving
)
4351 print_log
.assert_not_called()
4352 add_log
.assert_called_once_with({
4353 'type': 'move_balances',
4365 @mock.patch.object(market
.ReportStore
, "print_log")
4366 @mock.patch.object(market
.ReportStore
, "add_log")
4367 def test_log_http_request(self
, add_log
, print_log
):
4368 report_store
= market
.ReportStore(self
.m
)
4369 response
= mock
.Mock()
4370 response
.status_code
= 200
4371 response
.text
= "Hey"
4373 report_store
.log_http_request("method", "url", "body",
4374 "headers", response
)
4375 print_log
.assert_not_called()
4376 add_log
.assert_called_once_with({
4377 'type': 'http_request',
4381 'headers': 'headers',
4386 add_log
.reset_mock()
4387 report_store
.log_http_request("method", "url", "body",
4388 "headers", ValueError("Foo"))
4389 add_log
.assert_called_once_with({
4390 'type': 'http_request',
4394 'headers': 'headers',
4397 'error': 'ValueError',
4398 'error_message': 'Foo',
4401 @mock.patch.object(market
.ReportStore
, "add_log")
4402 def test_log_market(self
, add_log
):
4403 report_store
= market
.ReportStore(self
.m
)
4405 report_store
.log_market(self
.market_args(debug
=True, quiet
=False), 4, 1)
4406 add_log
.assert_called_once_with({
4408 "commit": "$Format:%H$",
4409 "args": { "report_path": None, "debug": True, "quiet": False }
,
4414 @mock.patch.object(market
.ReportStore
, "print_log")
4415 @mock.patch.object(market
.ReportStore
, "add_log")
4416 def test_log_error(self
, add_log
, print_log
):
4417 report_store
= market
.ReportStore(self
.m
)
4418 with self
.subTest(message
=None, exception
=None):
4419 report_store
.log_error("action")
4420 print_log
.assert_called_once_with("[Error] action")
4421 add_log
.assert_called_once_with({
4424 'exception_class': None,
4425 'exception_message': None,
4429 print_log
.reset_mock()
4430 add_log
.reset_mock()
4431 with self
.subTest(message
="Hey", exception
=None):
4432 report_store
.log_error("action", message
="Hey")
4433 print_log
.assert_has_calls([
4434 mock
.call("[Error] action"),
4437 add_log
.assert_called_once_with({
4440 'exception_class': None,
4441 'exception_message': None,
4445 print_log
.reset_mock()
4446 add_log
.reset_mock()
4447 with self
.subTest(message
=None, exception
=Exception("bouh")):
4448 report_store
.log_error("action", exception
=Exception("bouh"))
4449 print_log
.assert_has_calls([
4450 mock
.call("[Error] action"),
4451 mock
.call("\tException: bouh")
4453 add_log
.assert_called_once_with({
4456 'exception_class': "Exception",
4457 'exception_message': "bouh",
4461 print_log
.reset_mock()
4462 add_log
.reset_mock()
4463 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
4464 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
4465 print_log
.assert_has_calls([
4466 mock
.call("[Error] action"),
4467 mock
.call("\tException: bouh"),
4470 add_log
.assert_called_once_with({
4473 'exception_class': "Exception",
4474 'exception_message': "bouh",
4478 @mock.patch.object(market
.ReportStore
, "print_log")
4479 @mock.patch.object(market
.ReportStore
, "add_log")
4480 def test_log_debug_action(self
, add_log
, print_log
):
4481 report_store
= market
.ReportStore(self
.m
)
4482 report_store
.log_debug_action("Hey")
4484 print_log
.assert_called_once_with("[Debug] Hey")
4485 add_log
.assert_called_once_with({
4486 'type': 'debug_action',
4490 @unittest.skipUnless("unit" in limits
, "Unit skipped")
4491 class MainTest(WebMockTestCase
):
4492 def test_make_order(self
):
4493 self
.m
.get_ticker
.return_value
= {
4495 "average": D("0.1"),
4500 with self
.subTest(description
="nominal case"):
4501 main
.make_order(self
.m
, 10, "ETH")
4503 self
.m
.report
.log_stage
.assert_has_calls([
4504 mock
.call("make_order_begin"),
4505 mock
.call("make_order_end"),
4507 self
.m
.balances
.fetch_balances
.assert_has_calls([
4508 mock
.call(tag
="make_order_begin"),
4509 mock
.call(tag
="make_order_end"),
4511 self
.m
.trades
.all
.append
.assert_called_once()
4512 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4513 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
4514 self
.assertEqual(0, trade
.value_from
)
4515 self
.assertEqual("ETH", trade
.currency
)
4516 self
.assertEqual("BTC", trade
.base_currency
)
4517 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
4518 self
.m
.trades
.run_orders
.assert_called_once_with()
4519 self
.m
.follow_orders
.assert_called_once_with()
4521 order
= trade
.orders
[0]
4522 self
.assertEqual(D("0.10"), order
.rate
)
4525 with self
.subTest(compute_value
="default"):
4526 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
4527 compute_value
="ask")
4529 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4530 order
= trade
.orders
[0]
4531 self
.assertEqual(D("0.11"), order
.rate
)
4534 with self
.subTest(follow
=False):
4535 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
4537 self
.m
.report
.log_stage
.assert_has_calls([
4538 mock
.call("make_order_begin"),
4539 mock
.call("make_order_end_not_followed"),
4541 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
4543 self
.m
.trades
.all
.append
.assert_called_once()
4544 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4545 self
.assertEqual(0, trade
.value_from
)
4546 self
.assertEqual("ETH", trade
.currency
)
4547 self
.assertEqual("BTC", trade
.base_currency
)
4548 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
4549 self
.m
.trades
.run_orders
.assert_called_once_with()
4550 self
.m
.follow_orders
.assert_not_called()
4551 self
.assertEqual(trade
.orders
[0], result
)
4554 with self
.subTest(base_currency
="USDT"):
4555 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
4557 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4558 self
.assertEqual("BTC", trade
.currency
)
4559 self
.assertEqual("USDT", trade
.base_currency
)
4562 with self
.subTest(close_if_possible
=True):
4563 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
4565 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4566 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
4569 with self
.subTest(action
="dispose"):
4570 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
4572 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4573 self
.assertEqual(0, trade
.value_to
)
4574 self
.assertEqual(1, trade
.value_from
.value
)
4575 self
.assertEqual("ETH", trade
.currency
)
4576 self
.assertEqual("BTC", trade
.base_currency
)
4579 with self
.subTest(compute_value
="default"):
4580 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
4581 compute_value
="bid")
4583 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
4584 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
4586 def test_get_user_market(self
):
4587 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
4588 mock
.patch("main.parse_config") as main_parse_config
:
4589 with self
.subTest(debug
=False):
4590 main_parse_config
.return_value
= ["pg_config", "report_path"]
4591 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
4592 m
= main
.get_user_market("config_path.ini", 1)
4594 self
.assertIsInstance(m
, market
.Market
)
4595 self
.assertFalse(m
.debug
)
4597 with self
.subTest(debug
=True):
4598 main_parse_config
.return_value
= ["pg_config", "report_path"]
4599 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
4600 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
4602 self
.assertIsInstance(m
, market
.Market
)
4603 self
.assertTrue(m
.debug
)
4605 def test_process(self
):
4606 with mock
.patch("market.Market") as market_mock
,\
4607 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
4609 args_mock
= mock
.Mock()
4610 args_mock
.action
= "action"
4611 args_mock
.config
= "config"
4612 args_mock
.user
= "user"
4613 args_mock
.debug
= "debug"
4614 args_mock
.before
= "before"
4615 args_mock
.after
= "after"
4616 self
.assertEqual("", stdout_mock
.getvalue())
4618 main
.process("config", 3, 1, args_mock
, "pg_config")
4620 market_mock
.from_config
.assert_has_calls([
4621 mock
.call("config", args_mock
, pg_config
="pg_config", market_id
=3, user_id
=1),
4622 mock
.call().process("action", before
="before", after
="after"),
4625 with self
.subTest(exception
=True):
4626 market_mock
.from_config
.side_effect
= Exception("boo")
4627 main
.process(3, "config", 1, args_mock
, "pg_config")
4628 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
4630 def test_main(self
):
4631 with self
.subTest(parallel
=False):
4632 with mock
.patch("main.parse_args") as parse_args
,\
4633 mock
.patch("main.parse_config") as parse_config
,\
4634 mock
.patch("main.fetch_markets") as fetch_markets
,\
4635 mock
.patch("main.process") as process
:
4637 args_mock
= mock
.Mock()
4638 args_mock
.parallel
= False
4639 args_mock
.user
= "user"
4640 parse_args
.return_value
= args_mock
4642 parse_config
.return_value
= "pg_config"
4644 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
4646 main
.main(["Foo", "Bar"])
4648 parse_args
.assert_called_with(["Foo", "Bar"])
4649 parse_config
.assert_called_with(args_mock
)
4650 fetch_markets
.assert_called_with("pg_config", "user")
4652 self
.assertEqual(2, process
.call_count
)
4653 process
.assert_has_calls([
4654 mock
.call("config1", 3, 1, args_mock
, "pg_config"),
4655 mock
.call("config2", 1, 2, args_mock
, "pg_config"),
4657 with self
.subTest(parallel
=True):
4658 with mock
.patch("main.parse_args") as parse_args
,\
4659 mock
.patch("main.parse_config") as parse_config
,\
4660 mock
.patch("main.fetch_markets") as fetch_markets
,\
4661 mock
.patch("main.process") as process
,\
4662 mock
.patch("store.Portfolio.start_worker") as start
:
4664 args_mock
= mock
.Mock()
4665 args_mock
.parallel
= True
4666 args_mock
.user
= "user"
4667 parse_args
.return_value
= args_mock
4669 parse_config
.return_value
= "pg_config"
4671 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
4673 main
.main(["Foo", "Bar"])
4675 parse_args
.assert_called_with(["Foo", "Bar"])
4676 parse_config
.assert_called_with(args_mock
)
4677 fetch_markets
.assert_called_with("pg_config", "user")
4679 start
.assert_called_once_with()
4680 self
.assertEqual(2, process
.call_count
)
4681 process
.assert_has_calls([
4682 mock
.call
.__bool
__(),
4683 mock
.call("config1", 3, 1, args_mock
, "pg_config"),
4684 mock
.call
.__bool
__(),
4685 mock
.call("config2", 1, 2, args_mock
, "pg_config"),
4688 @mock.patch.object(main
.sys
, "exit")
4689 @mock.patch("main.os")
4690 def test_parse_config(self
, os
, exit
):
4691 with self
.subTest(report_path
=None):
4692 args
= main
.configargparse
.Namespace(**{
4696 "db_password": "password",
4697 "db_database": "database",
4698 "report_path": None,
4701 result
= main
.parse_config(args
)
4702 self
.assertEqual({ "host": "host", "port": "port", "user":
4703 "user", "password": "password", "database": "database"
4705 with self
.assertRaises(AttributeError):
4708 with self
.subTest(report_path
="present"):
4709 args
= main
.configargparse
.Namespace(**{
4713 "db_password": "password",
4714 "db_database": "database",
4715 "report_path": "report_path",
4718 os
.path
.exists
.return_value
= False
4720 result
= main
.parse_config(args
)
4722 os
.path
.exists
.assert_called_once_with("report_path")
4723 os
.makedirs
.assert_called_once_with("report_path")
4725 def test_parse_args(self
):
4726 with self
.subTest(config
="config.ini"):
4727 args
= main
.parse_args([])
4728 self
.assertEqual("config.ini", args
.config
)
4729 self
.assertFalse(args
.before
)
4730 self
.assertFalse(args
.after
)
4731 self
.assertFalse(args
.debug
)
4733 args
= main
.parse_args(["--before", "--after", "--debug"])
4734 self
.assertTrue(args
.before
)
4735 self
.assertTrue(args
.after
)
4736 self
.assertTrue(args
.debug
)
4738 with self
.subTest(config
="inexistant"), \
4739 self
.assertRaises(SystemExit), \
4740 mock
.patch('sys.stderr', new_callable
=StringIO
) as stdout_mock
:
4741 args
= main
.parse_args(["--config", "foo.bar"])
4743 @mock.patch.object(main
, "psycopg2")
4744 def test_fetch_markets(self
, psycopg2
):
4745 connect_mock
= mock
.Mock()
4746 cursor_mock
= mock
.MagicMock()
4747 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
4749 connect_mock
.cursor
.return_value
= cursor_mock
4750 psycopg2
.connect
.return_value
= connect_mock
4752 with self
.subTest(user
=None):
4753 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
4755 psycopg2
.connect
.assert_called_once_with(foo
="bar")
4756 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
4758 self
.assertEqual(["row_1", "row_2"], rows
)
4760 psycopg2
.connect
.reset_mock()
4761 cursor_mock
.execute
.reset_mock()
4762 with self
.subTest(user
=1):
4763 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
4765 psycopg2
.connect
.assert_called_once_with(foo
="bar")
4766 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
4768 self
.assertEqual(["row_1", "row_2"], rows
)
4771 @unittest.skipUnless("unit" in limits
, "Unit skipped")
4772 class ProcessorTest(WebMockTestCase
):
4773 def test_values(self
):
4774 processor
= market
.Processor(self
.m
)
4776 self
.assertEqual(self
.m
, processor
.market
)
4778 def test_run_action(self
):
4779 processor
= market
.Processor(self
.m
)
4781 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
4782 method_mock
= mock
.Mock()
4783 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
4785 processor
.run_action("foo", "bar", "baz")
4787 parse_args
.assert_called_with("foo", "bar", "baz")
4789 method_mock
.assert_called_with(foo
="bar")
4791 processor
.run_action("wait_for_recent", "bar", "baz")
4793 method_mock
.assert_called_with(foo
="bar")
4795 def test_select_step(self
):
4796 processor
= market
.Processor(self
.m
)
4798 scenario
= processor
.scenarios
["sell_all"]
4800 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
4801 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
4802 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
4803 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
4804 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
4806 with self
.assertRaises(TypeError):
4807 processor
.select_steps(scenario
, ["wait"])
4809 @mock.patch("market.Processor.process_step")
4810 def test_process(self
, process_step
):
4811 processor
= market
.Processor(self
.m
)
4813 processor
.process("sell_all", foo
="bar")
4814 self
.assertEqual(3, process_step
.call_count
)
4816 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
4817 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
4818 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
4819 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
4820 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
4821 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
4823 process_step
.reset_mock()
4825 processor
.process("sell_needed", steps
=["before", "after"])
4826 self
.assertEqual(3, process_step
.call_count
)
4828 def test_method_arguments(self
):
4829 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
4830 m
= market
.Market(ccxt
, self
.market_args())
4832 processor
= market
.Processor(m
)
4834 method
, arguments
= processor
.method_arguments("wait_for_recent")
4835 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
4836 self
.assertEqual(["delta", "poll"], arguments
)
4838 method
, arguments
= processor
.method_arguments("prepare_trades")
4839 self
.assertEqual(m
.prepare_trades
, method
)
4840 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
4842 method
, arguments
= processor
.method_arguments("prepare_orders")
4843 self
.assertEqual(m
.trades
.prepare_orders
, method
)
4845 method
, arguments
= processor
.method_arguments("move_balances")
4846 self
.assertEqual(m
.move_balances
, method
)
4848 method
, arguments
= processor
.method_arguments("run_orders")
4849 self
.assertEqual(m
.trades
.run_orders
, method
)
4851 method
, arguments
= processor
.method_arguments("follow_orders")
4852 self
.assertEqual(m
.follow_orders
, method
)
4854 method
, arguments
= processor
.method_arguments("close_trades")
4855 self
.assertEqual(m
.trades
.close_trades
, method
)
4857 def test_process_step(self
):
4858 processor
= market
.Processor(self
.m
)
4860 with mock
.patch
.object(processor
, "run_action") as run_action
:
4861 step
= processor
.scenarios
["sell_needed"][1]
4863 processor
.process_step("foo", step
, {"foo":"bar"}
)
4865 self
.m
.report
.log_stage
.assert_has_calls([
4866 mock
.call("process_foo__1_sell_begin"),
4867 mock
.call("process_foo__1_sell_end"),
4869 self
.m
.balances
.fetch_balances
.assert_has_calls([
4870 mock
.call(tag
="process_foo__1_sell_begin"),
4871 mock
.call(tag
="process_foo__1_sell_end"),
4874 self
.assertEqual(5, run_action
.call_count
)
4876 run_action
.assert_has_calls([
4877 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
4878 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
4879 mock
.call('run_orders', {}, {'foo': 'bar'}
),
4880 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
4881 mock
.call('close_trades', {}, {'foo': 'bar'}
),
4885 with mock
.patch
.object(processor
, "run_action") as run_action
:
4886 step
= processor
.scenarios
["sell_needed"][0]
4888 processor
.process_step("foo", step
, {"foo":"bar"}
)
4889 self
.m
.balances
.fetch_balances
.assert_not_called()
4891 def test_parse_args(self
):
4892 processor
= market
.Processor(self
.m
)
4894 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4895 method_mock
= mock
.Mock()
4896 method_arguments
.return_value
= [
4900 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
4902 self
.assertEqual(method_mock
, method
)
4903 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
4905 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4906 method_mock
= mock
.Mock()
4907 method_arguments
.return_value
= [
4911 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
4913 self
.assertEqual(1, len(args
["repartition"]))
4914 self
.assertIn("BTC", args
["repartition"])
4916 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4917 method_mock
= mock
.Mock()
4918 method_arguments
.return_value
= [
4920 ["repartition", "base_currency"]
4922 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
4924 self
.assertEqual(1, len(args
["repartition"]))
4925 self
.assertIn("USDT", args
["repartition"])
4927 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4928 method_mock
= mock
.Mock()
4929 method_arguments
.return_value
= [
4931 ["repartition", "base_currency"]
4933 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
4935 self
.assertEqual(1, len(args
["repartition"]))
4936 self
.assertIn("ETH", args
["repartition"])
4939 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
4940 class AcceptanceTest(WebMockTestCase
):
4941 @unittest.expectedFailure
4942 def test_success_sell_only_necessary(self
):
4943 # FIXME: catch stdout
4944 self
.m
.report
.verbose_print
= False
4947 "exchange_free": D("1.0"),
4948 "exchange_used": D("0.0"),
4949 "exchange_total": D("1.0"),
4953 "exchange_free": D("4.0"),
4954 "exchange_used": D("0.0"),
4955 "exchange_total": D("4.0"),
4959 "exchange_free": D("1000.0"),
4960 "exchange_used": D("0.0"),
4961 "exchange_total": D("1000.0"),
4962 "total": D("1000.0"),
4966 "ETH": (D("0.25"), "long"),
4967 "ETC": (D("0.25"), "long"),
4968 "BTC": (D("0.4"), "long"),
4969 "BTD": (D("0.01"), "short"),
4970 "B2X": (D("0.04"), "long"),
4971 "USDT": (D("0.05"), "long"),
4974 def fetch_ticker(symbol
):
4975 if symbol
== "ETH/BTC":
4977 "symbol": "ETH/BTC",
4981 if symbol
== "ETC/BTC":
4983 "symbol": "ETC/BTC",
4987 if symbol
== "XVG/BTC":
4989 "symbol": "XVG/BTC",
4990 "bid": D("0.00003"),
4993 if symbol
== "BTD/BTC":
4995 "symbol": "BTD/BTC",
4999 if symbol
== "B2X/BTC":
5001 "symbol": "B2X/BTC",
5005 if symbol
== "USDT/BTC":
5006 raise helper
.ExchangeError
5007 if symbol
== "BTC/USDT":
5009 "symbol": "BTC/USDT",
5013 self
.fail("Shouldn't have been called with {}".format(symbol
))
5015 market
= mock
.Mock()
5016 market
.fetch_all_balances
.return_value
= fetch_balance
5017 market
.fetch_ticker
.side_effect
= fetch_ticker
5018 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
5020 helper
.prepare_trades(market
)
5022 balances
= portfolio
.BalanceStore
.all
5023 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
5024 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
5025 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
5028 trades
= portfolio
.TradeStore
.all
5029 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
5030 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
5031 self
.assertEqual("dispose", trades
[0].action
)
5033 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
5034 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
5035 self
.assertEqual("acquire", trades
[1].action
)
5037 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
5038 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
5039 self
.assertEqual("dispose", trades
[2].action
)
5041 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
5042 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
5043 self
.assertEqual("acquire", trades
[3].action
)
5045 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
5046 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
5047 self
.assertEqual("acquire", trades
[4].action
)
5049 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
5050 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
5051 self
.assertEqual("acquire", trades
[5].action
)
5054 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
5056 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
5057 self
.assertEqual(2, len(all_orders
))
5058 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
5059 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
5060 self
.assertEqual(1000, all_orders
[1].amount
.value
)
5061 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
5064 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
5065 self
.assertEqual("limit", type)
5066 if symbol
== "ETH/BTC":
5067 self
.assertEqual("sell", action
)
5068 self
.assertEqual(D('0.66666666'), amount
)
5069 self
.assertEqual(D("0.14014"), price
)
5070 elif symbol
== "XVG/BTC":
5071 self
.assertEqual("sell", action
)
5072 self
.assertEqual(1000, amount
)
5073 self
.assertEqual(D("0.00003003"), price
)
5075 self
.fail("I shouldn't have been called")
5080 market
.create_order
.side_effect
= create_order
5081 market
.order_precision
.return_value
= 8
5084 portfolio
.TradeStore
.run_orders()
5086 self
.assertEqual("open", all_orders
[0].status
)
5087 self
.assertEqual("open", all_orders
[1].status
)
5089 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
5090 market
.privatePostReturnOrderTrades
.return_value
= [
5092 "tradeID": 42, "type": "buy", "fee": "0.0015",
5093 "date": "2017-12-30 12:00:12", "rate": "0.1",
5094 "amount": "10", "total": "1"
5097 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
5099 helper
.follow_orders(verbose
=False)
5101 sleep
.assert_called_with(30)
5103 for order
in all_orders
:
5104 self
.assertEqual("closed", order
.status
)
5108 "exchange_free": D("1.0") / 3,
5109 "exchange_used": D("0.0"),
5110 "exchange_total": D("1.0") / 3,
5112 "total": D("1.0") / 3,
5115 "exchange_free": D("0.134"),
5116 "exchange_used": D("0.0"),
5117 "exchange_total": D("0.134"),
5119 "total": D("0.134"),
5122 "exchange_free": D("4.0"),
5123 "exchange_used": D("0.0"),
5124 "exchange_total": D("4.0"),
5129 "exchange_free": D("0.0"),
5130 "exchange_used": D("0.0"),
5131 "exchange_total": D("0.0"),
5136 market
.fetch_all_balances
.return_value
= fetch_balance
5138 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
5140 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
5142 balances
= portfolio
.BalanceStore
.all
5143 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
5144 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
5145 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
5146 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
5149 trades
= portfolio
.TradeStore
.all
5150 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
5151 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
5152 self
.assertEqual("dispose", trades
[0].action
)
5154 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
5155 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
5156 self
.assertEqual("acquire", trades
[1].action
)
5158 self
.assertNotIn("BTC", trades
)
5160 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
5161 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
5162 self
.assertEqual("dispose", trades
[2].action
)
5164 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
5165 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
5166 self
.assertEqual("acquire", trades
[3].action
)
5168 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
5169 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
5170 self
.assertEqual("acquire", trades
[4].action
)
5172 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
5173 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
5174 self
.assertEqual("acquire", trades
[5].action
)
5177 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
5179 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
5180 self
.assertEqual(4, len(all_orders
))
5181 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
5182 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
5183 self
.assertEqual("buy", all_orders
[0].action
)
5184 self
.assertEqual("long", all_orders
[0].trade_type
)
5186 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
5187 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
5188 self
.assertEqual("sell", all_orders
[1].action
)
5189 self
.assertEqual("short", all_orders
[1].trade_type
)
5191 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
5192 self
.assertAlmostEqual(0, diff
.value
)
5193 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
5194 self
.assertEqual("buy", all_orders
[2].action
)
5195 self
.assertEqual("long", all_orders
[2].trade_type
)
5197 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
5198 self
.assertEqual(D("16000"), all_orders
[3].rate
)
5199 self
.assertEqual("sell", all_orders
[3].action
)
5200 self
.assertEqual("long", all_orders
[3].trade_type
)
5204 # Move balances to margin
5208 # portfolio.TradeStore.run_orders()
5210 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
5212 helper
.follow_orders(verbose
=False)
5214 sleep
.assert_called_with(30)
5216 if __name__
== '__main__':