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
):
27 super(WebMockTestCase
, self
).setUp()
28 self
.wm
= requests_mock
.Mocker()
32 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
36 mock
.patch
.multiple(market
.Portfolio
,
37 data
=store
.LockedVar(None),
38 liquidities
=store
.LockedVar({}),
39 last_date
=store
.LockedVar(None),
45 mock
.patch
.multiple(portfolio
.Computation
,
46 computations
=portfolio
.Computation
.computations
),
48 for patcher
in self
.patchers
:
52 for patcher
in self
.patchers
:
55 super(WebMockTestCase
, self
).tearDown()
57 @unittest.skipUnless("unit" in limits
, "Unit skipped")
58 class poloniexETest(unittest
.TestCase
):
60 super(poloniexETest
, self
).setUp()
61 self
.wm
= requests_mock
.Mocker()
64 self
.s
= market
.ccxt
.poloniexE()
68 super(poloniexETest
, self
).tearDown()
70 def test_nanoseconds(self
):
71 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
72 time
.return_value
= 123456.7890123456
73 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
76 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
77 time
.return_value
= 123456.7890123456
78 self
.assertEqual(123456789012345, self
.s
.nonce())
80 def test_order_precision(self
):
81 self
.assertEqual(8, self
.s
.order_precision("FOO"))
83 def test_transfer_balance(self
):
84 with self
.subTest(success
=True),\
85 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
86 t
.return_value
= { "success": 1 }
87 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
88 t
.assert_called_once_with({
91 "fromAccount": "exchange",
92 "toAccount": "margin",
95 self
.assertTrue(result
)
97 with self
.subTest(success
=False),\
98 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
99 t
.return_value
= { "success": 0 }
100 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
102 def test_close_margin_position(self
):
103 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
104 self
.s
.close_margin_position("FOO", "BAR")
105 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
107 def test_tradable_balances(self
):
108 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
110 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
111 "BAR": { "exchange": "1", "margin": "0" }
,
113 balances
= self
.s
.tradable_balances()
114 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
115 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
116 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
117 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
119 def test_margin_summary(self
):
120 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
122 "currentMargin": "1.49680968",
123 "lendingFees": "0.0000001",
125 "totalBorrowedValue": "0.00673602",
126 "totalValue": "0.01000000",
127 "netValue": "0.01008254",
130 'current_margin': D('1.49680968'),
131 'gains': D('0.00008254'),
132 'lending_fees': D('0.0000001'),
133 'total': D('0.01000000'),
134 'total_borrowed': D('0.00673602')
136 self
.assertEqual(expected
, self
.s
.margin_summary())
138 def test_create_order(self
):
139 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
140 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
141 with self
.subTest(account
="unspecified"):
142 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
143 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
144 margin
.assert_not_called()
145 exchange
.reset_mock()
148 with self
.subTest(account
="exchange"):
149 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
150 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
151 margin
.assert_not_called()
152 exchange
.reset_mock()
155 with self
.subTest(account
="margin"):
156 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
157 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
158 exchange
.assert_not_called()
159 exchange
.reset_mock()
162 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
163 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
165 def test_parse_ticker(self
):
169 "highestBid": "10.5",
172 "percentChange": "0.1",
179 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
180 ms
.return_value
= 1520292715123
181 result
= self
.s
.parse_ticker(ticker
, market
)
185 "timestamp": 1520292715123,
186 "datetime": "2018-03-05T23:31:55.123Z",
199 "baseVolume": D("10"),
200 "quoteVolume": D("20"),
203 self
.assertEqual(expected
, result
)
205 def test_fetch_margin_balance(self
):
206 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
207 get_margin_position
.return_value
= {
210 "basePrice": "0.06818560",
211 "lendingFees": "0.00000001",
212 "liquidationPrice": "0.15107132",
214 "total": "0.00681856",
220 "lendingFees": "0.00000001",
221 "liquidationPrice": "0.6",
230 "liquidationPrice": "-1",
236 balances
= self
.s
.fetch_margin_balance()
237 self
.assertEqual(2, len(balances
))
241 "borrowedPrice": D("0.06818560"),
242 "lendingFees": D("1E-8"),
243 "pl": D("-0.00000371"),
244 "liquidationPrice": D("0.15107132"),
246 "total": D("0.00681856"),
247 "baseCurrency": "BTC"
251 "borrowedPrice": D("0.1"),
252 "lendingFees": D("1E-8"),
253 "pl": D("0.00000371"),
254 "liquidationPrice": D("0.6"),
257 "baseCurrency": "BTC"
260 self
.assertEqual(expected
, balances
)
263 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
265 def test_fetch_balance(self
):
266 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
267 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
268 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
269 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
270 balances
.return_value
= {
287 "ETH": {"available": "10", "onOrders": "1"}
,
288 "BTC": {"available": "1", "onOrders": "0"}
,
289 "DASH": {"available": "0", "onOrders": "3"}
291 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
292 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
293 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
294 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
295 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
296 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
298 result
= self
.s
.fetch_balance()
299 load_markets
.assert_called_once()
300 self
.assertEqual(expected
, result
)
302 def test_fetch_balance_per_type(self
):
303 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
304 balances
.return_value
= {
306 "BLK": "159.83673869",
308 "USDT": "0.00002625",
318 "BLK": "159.83673869",
320 "USDT": "0.00002625",
328 "BLK": D("159.83673869"),
329 "BTC": D("0.00005959"),
330 "USDT": D("0.00002625"),
331 "XMR": D("0.18719303")
333 "margin": {"BTC": D("0.03019227")}
,
334 "BLK": {"exchange": D("159.83673869")}
,
335 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
336 "USDT": {"exchange": D("0.00002625")}
,
337 "XMR": {"exchange": D("0.18719303")}
339 result
= self
.s
.fetch_balance_per_type()
340 self
.assertEqual(expected
, result
)
342 def test_fetch_all_balances(self
):
344 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
345 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
346 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
347 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
349 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
350 balance
.return_value
= json
.load(f
)
351 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
352 margin_balance
.return_value
= json
.load(f
)
353 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
354 balance_per_type
.return_value
= json
.load(f
)
356 result
= self
.s
.fetch_all_balances()
358 "total": D("-12779.79821852"),
359 "exchange_used": D("0E-8"),
360 "exchange_total": D("0E-8"),
361 "exchange_free": D("0E-8"),
362 "margin_available": 0,
363 "margin_in_position": 0,
364 "margin_borrowed": D("12779.79821852"),
365 "margin_total": D("-12779.79821852"),
366 "margin_pending_gain": 0,
367 "margin_lending_fees": D("-9E-8"),
368 "margin_pending_base_gain": D("0.00024059"),
369 "margin_position_type": "short",
370 "margin_liquidation_price": D("0.00000246"),
371 "margin_borrowed_base_price": D("0.00599149"),
372 "margin_borrowed_base_currency": "BTC"
374 expected_btc
= {"total": D("0.05432165"),
375 "exchange_used": D("0E-8"),
376 "exchange_total": D("0.00005959"),
377 "exchange_free": D("0.00005959"),
378 "margin_available": D("0.03019227"),
379 "margin_in_position": D("0.02406979"),
380 "margin_borrowed": 0,
381 "margin_total": D("0.05426206"),
382 "margin_pending_gain": D("0.00093955"),
383 "margin_lending_fees": 0,
384 "margin_pending_base_gain": 0,
385 "margin_position_type": None,
386 "margin_liquidation_price": 0,
387 "margin_borrowed_base_price": 0,
388 "margin_borrowed_base_currency": None
390 expected_xmr
= {"total": D("0.18719303"),
391 "exchange_used": D("0E-8"),
392 "exchange_total": D("0.18719303"),
393 "exchange_free": D("0.18719303"),
394 "margin_available": 0,
395 "margin_in_position": 0,
396 "margin_borrowed": 0,
398 "margin_pending_gain": 0,
399 "margin_lending_fees": 0,
400 "margin_pending_base_gain": 0,
401 "margin_position_type": None,
402 "margin_liquidation_price": 0,
403 "margin_borrowed_base_price": 0,
404 "margin_borrowed_base_currency": None
406 self
.assertEqual(expected_xmr
, result
["XMR"])
407 self
.assertEqual(expected_doge
, result
["DOGE"])
408 self
.assertEqual(expected_btc
, result
["BTC"])
410 def test_create_margin_order(self
):
411 with self
.assertRaises(market
.ExchangeError
):
412 self
.s
.create_margin_order("FOO", "market", "buy", "10")
414 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
415 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
416 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
417 mock
.patch
.object(self
.s
, "market") as market_mock
,\
418 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
419 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
421 margin_buy
.return_value
= {
424 margin_sell
.return_value
= {
427 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
428 ptp
.return_value
= D("0.1")
429 atp
.return_value
= D("12")
431 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
432 self
.assertEqual(123, order
["id"])
433 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
434 margin_sell
.assert_not_called()
435 margin_buy
.reset_mock()
436 margin_sell
.reset_mock()
438 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
439 self
.assertEqual(456, order
["id"])
440 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
441 margin_buy
.assert_not_called()
443 def test_create_exchange_order(self
):
444 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
445 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
447 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
449 @unittest.skipUnless("unit" in limits
, "Unit skipped")
450 class NoopLockTest(unittest
.TestCase
):
452 noop_lock
= store
.NoopLock()
454 self
.assertTrue(True)
456 @unittest.skipUnless("unit" in limits
, "Unit skipped")
457 class LockedVar(unittest
.TestCase
):
459 def test_values(self
):
460 locked_var
= store
.LockedVar("Foo")
461 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
462 self
.assertEqual("Foo", locked_var
.val
)
465 with self
.subTest(desc
="Normal case"):
466 locked_var
= store
.LockedVar("Foo")
467 self
.assertEqual("Foo", locked_var
.get())
468 with self
.subTest(desc
="Dict"):
469 locked_var
= store
.LockedVar({"foo": "bar"}
)
470 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
471 self
.assertEqual("bar", locked_var
.get("foo"))
472 self
.assertIsNone(locked_var
.get("other"))
475 locked_var
= store
.LockedVar("Foo")
476 locked_var
.set("Bar")
477 self
.assertEqual("Bar", locked_var
.get())
479 def test__getattr(self
):
480 dummy
= type('Dummy', (object,), {})()
481 dummy
.attribute
= "Hey"
483 locked_var
= store
.LockedVar(dummy
)
484 self
.assertEqual("Hey", locked_var
.attribute
)
485 with self
.assertRaises(AttributeError):
488 def test_start_lock(self
):
489 locked_var
= store
.LockedVar("Foo")
490 locked_var
.start_lock()
491 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
493 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
494 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
495 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
497 with locked_var
.lock
:
502 self
.assertEqual("Foo", locked_var
.val
)
506 self
.assertEqual("Bar", locked_var
.get()[0:3])
508 def test_wait_for_notification(self
):
509 with self
.assertRaises(RuntimeError):
510 store
.Portfolio
.wait_for_notification()
512 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
513 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
514 mock
.patch
.object(store
.time
, "sleep") as sleep
:
515 store
.Portfolio
.start_worker(poll
=3)
517 store
.Portfolio
.worker_notify
.set()
519 store
.Portfolio
.callback
.wait()
521 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
522 get
.assert_called_once_with(refetch
=True)
523 sleep
.assert_called_once_with(3)
524 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
525 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
527 store
.Portfolio
.callback
.clear()
528 store
.Portfolio
.worker_started
= False
529 store
.Portfolio
.worker_notify
.set()
530 store
.Portfolio
.callback
.wait()
532 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
534 def test_notify_and_wait(self
):
535 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
536 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
537 store
.Portfolio
.notify_and_wait()
538 callback
.clear
.assert_called_once_with()
539 worker_notify
.set.assert_called_once_with()
540 callback
.wait
.assert_called_once_with()
542 @unittest.skipUnless("unit" in limits
, "Unit skipped")
543 class PortfolioTest(WebMockTestCase
):
545 super(PortfolioTest
, self
).setUp()
547 with open("test_samples/test_portfolio.json") as example
:
548 self
.json_response
= example
.read()
550 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
552 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
553 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
554 with self
.subTest(parallel
=False):
555 self
.wm
.get(market
.Portfolio
.URL
, [
556 {"text":'{ "foo": "bar" }
', "status_code": 200},
557 {"text": "System Error", "status_code": 500},
558 {"exc": requests.exceptions.ConnectTimeout},
560 market.Portfolio.get_cryptoportfolio()
561 self.assertIn("foo", market.Portfolio.data.get())
562 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
563 self.assertTrue(self.wm.called)
564 self.assertEqual(1, self.wm.call_count)
565 market.Portfolio.report.log_error.assert_not_called()
566 market.Portfolio.report.log_http_request.assert_called_once()
567 parse_cryptoportfolio.assert_called_once_with()
568 market.Portfolio.report.log_http_request.reset_mock()
569 parse_cryptoportfolio.reset_mock()
570 market.Portfolio.data = store.LockedVar(None)
572 market.Portfolio.get_cryptoportfolio()
573 self.assertIsNone(market.Portfolio.data.get())
574 self.assertEqual(2, self.wm.call_count)
575 parse_cryptoportfolio.assert_not_called()
576 market.Portfolio.report.log_error.assert_not_called()
577 market.Portfolio.report.log_http_request.assert_called_once()
578 market.Portfolio.report.log_http_request.reset_mock()
579 parse_cryptoportfolio.reset_mock()
581 market.Portfolio.data = store.LockedVar("Foo")
582 market.Portfolio.get_cryptoportfolio()
583 self.assertEqual(2, self.wm.call_count)
584 parse_cryptoportfolio.assert_not_called()
586 market.Portfolio.get_cryptoportfolio(refetch=True)
587 self.assertEqual("Foo", market.Portfolio.data.get())
588 self.assertEqual(3, self.wm.call_count)
589 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
591 market.Portfolio.report.log_http_request.assert_not_called()
592 with self.subTest(parallel=True):
593 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
594 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
595 with self.subTest(worker=True):
596 market.Portfolio.data = store.LockedVar(None)
597 market.Portfolio.worker = mock.Mock()
598 is_worker.return_value = True
599 self.wm.get(market.Portfolio.URL, [
600 {"text":'{ "foo": "bar" }', "status_code": 200},
602 market
.Portfolio
.get_cryptoportfolio()
603 self
.assertIn("foo", market
.Portfolio
.data
.get())
604 parse_cryptoportfolio
.reset_mock()
605 with self
.subTest(worker
=False):
606 market
.Portfolio
.data
= store
.LockedVar(None)
607 market
.Portfolio
.worker
= mock
.Mock()
608 is_worker
.return_value
= False
609 market
.Portfolio
.get_cryptoportfolio()
610 notify
.assert_called_once_with()
611 parse_cryptoportfolio
.assert_not_called()
613 def test_parse_cryptoportfolio(self
):
614 with self
.subTest(description
="Normal case"):
615 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
616 self
.json_response
, parse_int
=D
, parse_float
=D
))
617 market
.Portfolio
.parse_cryptoportfolio()
619 self
.assertListEqual(
621 list(market
.Portfolio
.liquidities
.get().keys()))
623 liquidities
= market
.Portfolio
.liquidities
.get()
624 self
.assertEqual(10, len(liquidities
["medium"].keys()))
625 self
.assertEqual(10, len(liquidities
["high"].keys()))
628 'BTC': (D("0.2857"), "long"),
629 'DGB': (D("0.1015"), "long"),
630 'DOGE': (D("0.1805"), "long"),
631 'SC': (D("0.0623"), "long"),
632 'ZEC': (D("0.3701"), "long"),
634 date
= portfolio
.datetime(2018, 1, 8)
635 self
.assertDictEqual(expected
, liquidities
["high"][date
])
638 'BTC': (D("1.1102e-16"), "long"),
639 'ETC': (D("0.1"), "long"),
640 'FCT': (D("0.1"), "long"),
641 'GAS': (D("0.1"), "long"),
642 'NAV': (D("0.1"), "long"),
643 'OMG': (D("0.1"), "long"),
644 'OMNI': (D("0.1"), "long"),
645 'PPC': (D("0.1"), "long"),
646 'RIC': (D("0.1"), "long"),
647 'VIA': (D("0.1"), "long"),
648 'XCP': (D("0.1"), "long"),
650 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
651 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
653 with self
.subTest(description
="Missing weight"):
654 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
655 del(data
["portfolio_2"]["weights"])
656 market
.Portfolio
.data
= store
.LockedVar(data
)
658 market
.Portfolio
.parse_cryptoportfolio()
659 self
.assertListEqual(
661 list(market
.Portfolio
.liquidities
.get().keys()))
662 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
664 with self
.subTest(description
="All missing weights"):
665 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
666 del(data
["portfolio_1"]["weights"])
667 del(data
["portfolio_2"]["weights"])
668 market
.Portfolio
.data
= store
.LockedVar(data
)
670 market
.Portfolio
.parse_cryptoportfolio()
671 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
672 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
673 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
676 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
677 def test_repartition(self
, get_cryptoportfolio
):
678 market
.Portfolio
.liquidities
= store
.LockedVar({
680 "2018-03-01": "medium_2018-03-01",
681 "2018-03-08": "medium_2018-03-08",
684 "2018-03-01": "high_2018-03-01",
685 "2018-03-08": "high_2018-03-08",
688 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
690 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
691 get_cryptoportfolio
.assert_called_once_with()
692 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
693 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
695 @mock.patch.object(market
.time
, "sleep")
696 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
697 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
699 def _get(refetch
=False):
700 if self
.call_count
!= 0:
701 self
.assertTrue(refetch
)
703 self
.assertFalse(refetch
)
705 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
706 - store
.timedelta(10)\
707 + store
.timedelta(self
.call_count
))
708 get_cryptoportfolio
.side_effect
= _get
710 market
.Portfolio
.wait_for_recent()
711 sleep
.assert_called_with(30)
712 self
.assertEqual(6, sleep
.call_count
)
713 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
714 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
717 get_cryptoportfolio
.reset_mock()
718 market
.Portfolio
.last_date
= store
.LockedVar(None)
720 market
.Portfolio
.wait_for_recent(delta
=15)
721 sleep
.assert_not_called()
722 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
725 get_cryptoportfolio
.reset_mock()
726 market
.Portfolio
.last_date
= store
.LockedVar(None)
728 market
.Portfolio
.wait_for_recent(delta
=1)
729 sleep
.assert_called_with(30)
730 self
.assertEqual(9, sleep
.call_count
)
731 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
733 def test_is_worker_thread(self
):
734 with self
.subTest(worker
=None):
735 self
.assertFalse(store
.Portfolio
.is_worker_thread())
737 with self
.subTest(worker
="not self"),\
738 mock
.patch("threading.current_thread") as current_thread
:
739 current
= mock
.Mock()
740 current_thread
.return_value
= current
741 store
.Portfolio
.worker
= mock
.Mock()
742 self
.assertFalse(store
.Portfolio
.is_worker_thread())
744 with self
.subTest(worker
="self"),\
745 mock
.patch("threading.current_thread") as current_thread
:
746 current
= mock
.Mock()
747 current_thread
.return_value
= current
748 store
.Portfolio
.worker
= current
749 self
.assertTrue(store
.Portfolio
.is_worker_thread())
751 def test_start_worker(self
):
752 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
753 store
.Portfolio
.start_worker()
754 notification
.assert_called_once_with(poll
=30)
756 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
757 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
758 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
760 self
.assertIsNotNone(store
.Portfolio
.worker
)
761 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
762 self
.assertIsNotNone(store
.Portfolio
.callback
)
763 self
.assertTrue(store
.Portfolio
.worker_started
)
765 @unittest.skipUnless("unit" in limits
, "Unit skipped")
766 class AmountTest(WebMockTestCase
):
767 def test_values(self
):
768 amount
= portfolio
.Amount("BTC", "0.65")
769 self
.assertEqual(D("0.65"), amount
.value
)
770 self
.assertEqual("BTC", amount
.currency
)
772 def test_in_currency(self
):
773 amount
= portfolio
.Amount("ETC", 10)
775 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
777 with self
.subTest(desc
="no ticker for currency"):
778 self
.m
.get_ticker
.return_value
= None
780 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
782 with self
.subTest(desc
="nominal case"):
783 self
.m
.get_ticker
.return_value
= {
789 converted_amount
= amount
.in_currency("ETH", self
.m
)
791 self
.assertEqual(D("3.0"), converted_amount
.value
)
792 self
.assertEqual("ETH", converted_amount
.currency
)
793 self
.assertEqual(amount
, converted_amount
.linked_to
)
794 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
796 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
797 self
.assertEqual(D("2"), converted_amount
.value
)
799 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
800 self
.assertEqual(D("4"), converted_amount
.value
)
802 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
803 self
.assertEqual(D("0.2"), converted_amount
.value
)
805 def test__round(self
):
806 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
807 self
.assertEqual(D("1.23456789"), round(amount
).value
)
808 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
811 amount
= portfolio
.Amount("SC", -120)
812 self
.assertEqual(120, abs(amount
).value
)
813 self
.assertEqual("SC", abs(amount
).currency
)
815 amount
= portfolio
.Amount("SC", 10)
816 self
.assertEqual(10, abs(amount
).value
)
817 self
.assertEqual("SC", abs(amount
).currency
)
820 amount1
= portfolio
.Amount("XVG", "12.9")
821 amount2
= portfolio
.Amount("XVG", "13.1")
823 self
.assertEqual(26, (amount1
+ amount2
).value
)
824 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
826 amount3
= portfolio
.Amount("ETH", "1.6")
827 with self
.assertRaises(Exception):
830 amount4
= portfolio
.Amount("ETH", 0.0)
831 self
.assertEqual(amount1
, amount1
+ amount4
)
833 self
.assertEqual(amount1
, amount1
+ 0)
835 def test__radd(self
):
836 amount
= portfolio
.Amount("XVG", "12.9")
838 self
.assertEqual(amount
, 0 + amount
)
839 with self
.assertRaises(Exception):
843 amount1
= portfolio
.Amount("XVG", "13.3")
844 amount2
= portfolio
.Amount("XVG", "13.1")
846 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
847 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
849 amount3
= portfolio
.Amount("ETH", "1.6")
850 with self
.assertRaises(Exception):
853 amount4
= portfolio
.Amount("ETH", 0.0)
854 self
.assertEqual(amount1
, amount1
- amount4
)
856 def test__rsub(self
):
857 amount
= portfolio
.Amount("ETH", "1.6")
858 with self
.assertRaises(Exception):
861 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
864 amount
= portfolio
.Amount("XEM", 11)
866 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
867 self
.assertEqual(D("33"), (amount
* 3).value
)
869 with self
.assertRaises(Exception):
872 def test__rmul(self
):
873 amount
= portfolio
.Amount("XEM", 11)
875 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
876 self
.assertEqual(D("33"), (3 * amount
).value
)
878 def test__floordiv(self
):
879 amount
= portfolio
.Amount("XEM", 11)
881 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
882 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
884 with self
.assertRaises(Exception):
887 def test__truediv(self
):
888 amount
= portfolio
.Amount("XEM", 11)
890 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
891 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
894 amount1
= portfolio
.Amount("BTD", 11.3)
895 amount2
= portfolio
.Amount("BTD", 13.1)
897 self
.assertTrue(amount1
< amount2
)
898 self
.assertFalse(amount2
< amount1
)
899 self
.assertFalse(amount1
< amount1
)
901 amount3
= portfolio
.Amount("BTC", 1.6)
902 with self
.assertRaises(Exception):
906 amount1
= portfolio
.Amount("BTD", 11.3)
907 amount2
= portfolio
.Amount("BTD", 13.1)
909 self
.assertTrue(amount1
<= amount2
)
910 self
.assertFalse(amount2
<= amount1
)
911 self
.assertTrue(amount1
<= amount1
)
913 amount3
= portfolio
.Amount("BTC", 1.6)
914 with self
.assertRaises(Exception):
918 amount1
= portfolio
.Amount("BTD", 11.3)
919 amount2
= portfolio
.Amount("BTD", 13.1)
921 self
.assertTrue(amount2
> amount1
)
922 self
.assertFalse(amount1
> amount2
)
923 self
.assertFalse(amount1
> amount1
)
925 amount3
= portfolio
.Amount("BTC", 1.6)
926 with self
.assertRaises(Exception):
930 amount1
= portfolio
.Amount("BTD", 11.3)
931 amount2
= portfolio
.Amount("BTD", 13.1)
933 self
.assertTrue(amount2
>= amount1
)
934 self
.assertFalse(amount1
>= amount2
)
935 self
.assertTrue(amount1
>= amount1
)
937 amount3
= portfolio
.Amount("BTC", 1.6)
938 with self
.assertRaises(Exception):
942 amount1
= portfolio
.Amount("BTD", 11.3)
943 amount2
= portfolio
.Amount("BTD", 13.1)
944 amount3
= portfolio
.Amount("BTD", 11.3)
946 self
.assertFalse(amount1
== amount2
)
947 self
.assertFalse(amount2
== amount1
)
948 self
.assertTrue(amount1
== amount3
)
949 self
.assertFalse(amount2
== 0)
951 amount4
= portfolio
.Amount("BTC", 1.6)
952 with self
.assertRaises(Exception):
955 amount5
= portfolio
.Amount("BTD", 0)
956 self
.assertTrue(amount5
== 0)
959 amount1
= portfolio
.Amount("BTD", 11.3)
960 amount2
= portfolio
.Amount("BTD", 13.1)
961 amount3
= portfolio
.Amount("BTD", 11.3)
963 self
.assertTrue(amount1
!= amount2
)
964 self
.assertTrue(amount2
!= amount1
)
965 self
.assertFalse(amount1
!= amount3
)
966 self
.assertTrue(amount2
!= 0)
968 amount4
= portfolio
.Amount("BTC", 1.6)
969 with self
.assertRaises(Exception):
972 amount5
= portfolio
.Amount("BTD", 0)
973 self
.assertFalse(amount5
!= 0)
976 amount1
= portfolio
.Amount("BTD", "11.3")
978 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
981 amount1
= portfolio
.Amount("BTX", 32)
982 self
.assertEqual("32.00000000 BTX", str(amount1
))
984 amount2
= portfolio
.Amount("USDT", 12000)
985 amount1
.linked_to
= amount2
986 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
988 def test__repr(self
):
989 amount1
= portfolio
.Amount("BTX", 32)
990 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
992 amount2
= portfolio
.Amount("USDT", 12000)
993 amount1
.linked_to
= amount2
994 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
996 amount3
= portfolio
.Amount("BTC", 0.1)
997 amount2
.linked_to
= amount3
998 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1000 def test_as_json(self
):
1001 amount
= portfolio
.Amount("BTX", 32)
1002 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1004 amount
= portfolio
.Amount("BTX", "1E-10")
1005 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1007 amount
= portfolio
.Amount("BTX", "1E-5")
1008 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1009 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1011 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1012 class BalanceTest(WebMockTestCase
):
1013 def test_values(self
):
1014 balance
= portfolio
.Balance("BTC", {
1015 "exchange_total": "0.65",
1016 "exchange_free": "0.35",
1017 "exchange_used": "0.30",
1018 "margin_total": "-10",
1019 "margin_borrowed": "10",
1020 "margin_available": "0",
1021 "margin_in_position": "0",
1022 "margin_position_type": "short",
1023 "margin_borrowed_base_currency": "USDT",
1024 "margin_liquidation_price": "1.20",
1025 "margin_pending_gain": "10",
1026 "margin_lending_fees": "0.4",
1027 "margin_borrowed_base_price": "0.15",
1029 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1030 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1031 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1032 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1033 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1034 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1036 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1037 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1038 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1039 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1040 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1041 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1043 self
.assertEqual("BTC", balance
.currency
)
1045 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1046 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1048 def test__repr(self
):
1049 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1050 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1051 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1052 "exchange_used": 1, "exchange_free": 2 })
1053 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1055 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1056 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1058 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1059 "margin_in_position": 1, "margin_available": 2 })
1060 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1062 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1063 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1065 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1066 "margin_borrowed_base_price": D("0.1"),
1067 "margin_borrowed_base_currency": "BTC",
1068 "margin_lending_fees": D("0.002") })
1069 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1071 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1072 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1073 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1075 def test_as_json(self
):
1076 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1077 as_json
= balance
.as_json()
1078 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1079 self
.assertEqual(D(0), as_json
["total"])
1080 self
.assertEqual(D(2), as_json
["exchange_total"])
1081 self
.assertEqual(D(2), as_json
["exchange_free"])
1082 self
.assertEqual(D(0), as_json
["exchange_used"])
1083 self
.assertEqual(D(0), as_json
["margin_total"])
1084 self
.assertEqual(D(0), as_json
["margin_available"])
1085 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1087 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1088 class MarketTest(WebMockTestCase
):
1090 super(MarketTest
, self
).setUp()
1092 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1094 def test_values(self
):
1095 m
= market
.Market(self
.ccxt
)
1097 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1098 self
.assertFalse(m
.debug
)
1099 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1100 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1101 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1102 self
.assertEqual(m
, m
.report
.market
)
1103 self
.assertEqual(m
, m
.trades
.market
)
1104 self
.assertEqual(m
, m
.balances
.market
)
1105 self
.assertEqual(m
, m
.ccxt
._market
)
1107 m
= market
.Market(self
.ccxt
, debug
=True)
1108 self
.assertTrue(m
.debug
)
1110 m
= market
.Market(self
.ccxt
, debug
=False)
1111 self
.assertFalse(m
.debug
)
1113 @mock.patch("market.ccxt")
1114 def test_from_config(self
, ccxt
):
1115 with mock
.patch("market.ReportStore"):
1116 ccxt
.poloniexE
.return_value
= self
.ccxt
1117 self
.ccxt
.session
.request
.return_value
= "response"
1119 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
)
1121 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1123 self
.ccxt
.session
.request("GET", "URL", data
="data",
1125 m
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
1126 'headers', 'response')
1128 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, debug
=True)
1129 self
.assertEqual(True, m
.debug
)
1131 def test_get_tickers(self
):
1132 self
.ccxt
.fetch_tickers
.side_effect
= [
1137 m
= market
.Market(self
.ccxt
)
1138 self
.assertEqual("tickers", m
.get_tickers())
1139 self
.assertEqual("tickers", m
.get_tickers())
1140 self
.ccxt
.fetch_tickers
.assert_called_once()
1142 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1144 def test_get_ticker(self
):
1145 with self
.subTest(get_tickers
=True):
1146 self
.ccxt
.fetch_tickers
.return_value
= {
1147 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1148 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1150 m
= market
.Market(self
.ccxt
)
1152 ticker
= m
.get_ticker("ETH", "ETC")
1153 self
.assertEqual(1, ticker
["bid"])
1154 self
.assertEqual(3, ticker
["ask"])
1155 self
.assertEqual(2, ticker
["average"])
1156 self
.assertFalse(ticker
["inverted"])
1158 ticker
= m
.get_ticker("ETH", "XVG")
1159 self
.assertEqual(0.0625, ticker
["average"])
1160 self
.assertTrue(ticker
["inverted"])
1161 self
.assertIn("original", ticker
)
1162 self
.assertEqual(10, ticker
["original"]["bid"])
1163 self
.assertEqual(25, ticker
["original"]["average"])
1165 ticker
= m
.get_ticker("XVG", "XMR")
1166 self
.assertIsNone(ticker
)
1168 with self
.subTest(get_tickers
=False):
1169 self
.ccxt
.fetch_tickers
.return_value
= None
1170 self
.ccxt
.fetch_ticker
.side_effect
= [
1171 { "bid": 1, "ask": 3 }
,
1172 market
.ExchangeError("foo"),
1173 { "bid": 10, "ask": 40 }
,
1174 market
.ExchangeError("foo"),
1175 market
.ExchangeError("foo"),
1178 m
= market
.Market(self
.ccxt
)
1180 ticker
= m
.get_ticker("ETH", "ETC")
1181 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1182 self
.assertEqual(1, ticker
["bid"])
1183 self
.assertEqual(3, ticker
["ask"])
1184 self
.assertEqual(2, ticker
["average"])
1185 self
.assertFalse(ticker
["inverted"])
1187 ticker
= m
.get_ticker("ETH", "XVG")
1188 self
.assertEqual(0.0625, ticker
["average"])
1189 self
.assertTrue(ticker
["inverted"])
1190 self
.assertIn("original", ticker
)
1191 self
.assertEqual(10, ticker
["original"]["bid"])
1192 self
.assertEqual(25, ticker
["original"]["average"])
1194 ticker
= m
.get_ticker("XVG", "XMR")
1195 self
.assertIsNone(ticker
)
1197 def test_fetch_fees(self
):
1198 m
= market
.Market(self
.ccxt
)
1199 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1200 self
.assertEqual("Foo", m
.fetch_fees())
1201 self
.ccxt
.fetch_fees
.assert_called_once()
1202 self
.ccxt
.reset_mock()
1203 self
.assertEqual("Foo", m
.fetch_fees())
1204 self
.ccxt
.fetch_fees
.assert_not_called()
1206 @mock.patch.object(market
.Portfolio
, "repartition")
1207 @mock.patch.object(market
.Market
, "get_ticker")
1208 @mock.patch.object(market
.TradeStore
, "compute_trades")
1209 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1210 repartition
.return_value
= {
1211 "XEM": (D("0.75"), "long"),
1212 "BTC": (D("0.25"), "long"),
1214 def _get_ticker(c1
, c2
):
1215 if c1
== "USDT" and c2
== "BTC":
1216 return { "average": D("0.0001") }
1217 if c1
== "XVG" and c2
== "BTC":
1218 return { "average": D("0.000001") }
1219 if c1
== "XEM" and c2
== "BTC":
1220 return { "average": D("0.001") }
1221 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1222 get_ticker
.side_effect
= _get_ticker
1224 with mock
.patch("market.ReportStore"):
1225 m
= market
.Market(self
.ccxt
)
1226 self
.ccxt
.fetch_all_balances
.return_value
= {
1228 "exchange_free": D("10000.0"),
1229 "exchange_used": D("0.0"),
1230 "exchange_total": D("10000.0"),
1231 "total": D("10000.0")
1234 "exchange_free": D("10000.0"),
1235 "exchange_used": D("0.0"),
1236 "exchange_total": D("10000.0"),
1237 "total": D("10000.0")
1241 m
.balances
.fetch_balances(tag
="tag")
1244 compute_trades
.assert_called()
1246 call
= compute_trades
.call_args
1247 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1248 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1249 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1250 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1251 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1252 base_currency
='BTC', compute_value
='average',
1253 liquidity
='medium', only
=None, repartition
=None)
1254 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1257 @mock.patch.object(market
.time
, "sleep")
1258 @mock.patch.object(market
.TradeStore
, "all_orders")
1259 def test_follow_orders(self
, all_orders
, time_mock
):
1260 for debug
, sleep
in [
1261 (False, None), (True, None),
1262 (False, 12), (True, 12)]:
1263 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1264 mock
.patch("market.ReportStore"):
1265 m
= market
.Market(self
.ccxt
, debug
=debug
)
1267 order_mock1
= mock
.Mock()
1268 order_mock2
= mock
.Mock()
1269 order_mock3
= mock
.Mock()
1270 all_orders
.side_effect
= [
1271 [order_mock1
, order_mock2
],
1272 [order_mock1
, order_mock2
],
1274 [order_mock1
, order_mock3
],
1275 [order_mock1
, order_mock3
],
1277 [order_mock1
, order_mock3
],
1278 [order_mock1
, order_mock3
],
1283 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1284 order_mock2
.get_status
.side_effect
= ["open"]
1285 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1287 order_mock1
.trade
= mock
.Mock()
1288 order_mock2
.trade
= mock
.Mock()
1289 order_mock3
.trade
= mock
.Mock()
1291 m
.follow_orders(sleep
=sleep
)
1293 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1294 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1295 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1296 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1298 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1299 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1300 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1302 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1303 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1304 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1305 m
.report
.log_stage
.assert_called()
1307 mock
.call("follow_orders_begin"),
1308 mock
.call("follow_orders_tick_1"),
1309 mock
.call("follow_orders_tick_2"),
1310 mock
.call("follow_orders_tick_3"),
1311 mock
.call("follow_orders_end"),
1313 m
.report
.log_stage
.assert_has_calls(calls
)
1314 m
.report
.log_orders
.assert_called()
1315 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1317 mock
.call([order_mock1
, order_mock2
], tick
=1),
1318 mock
.call([order_mock1
, order_mock3
], tick
=2),
1319 mock
.call([order_mock1
, order_mock3
], tick
=3),
1321 m
.report
.log_orders
.assert_has_calls(calls
)
1323 mock
.call(order_mock1
, 3, finished
=True),
1324 mock
.call(order_mock3
, 3, finished
=True),
1326 m
.report
.log_order
.assert_has_calls(calls
)
1330 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1331 time_mock
.assert_called_with(7)
1333 time_mock
.assert_called_with(30)
1335 time_mock
.assert_called_with(sleep
)
1337 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1338 def test_move_balance(self
, fetch_balances
):
1339 for debug
in [True, False]:
1340 with self
.subTest(debug
=debug
),\
1341 mock
.patch("market.ReportStore"):
1342 m
= market
.Market(self
.ccxt
, debug
=debug
)
1344 value_from
= portfolio
.Amount("BTC", "1.0")
1345 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1346 value_to
= portfolio
.Amount("BTC", "10.0")
1347 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1349 value_from
= portfolio
.Amount("BTC", "0.0")
1350 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1351 value_to
= portfolio
.Amount("BTC", "-3.0")
1352 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1354 value_from
= portfolio
.Amount("USDT", "0.0")
1355 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1356 value_to
= portfolio
.Amount("USDT", "-50.0")
1357 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1359 m
.trades
.all
= [trade1
, trade2
, trade3
]
1360 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1361 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1362 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1363 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1367 fetch_balances
.assert_called_with()
1368 m
.report
.log_move_balances
.assert_called_once()
1371 m
.report
.log_debug_action
.assert_called()
1372 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1374 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1375 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1376 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1378 def test_store_report(self
):
1380 file_open
= mock
.mock_open()
1381 m
= market
.Market(self
.ccxt
, user_id
=1)
1382 with self
.subTest(file=None),\
1383 mock
.patch
.object(m
, "report") as report
,\
1384 mock
.patch("market.open", file_open
):
1386 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1387 file_open
.assert_not_called()
1390 file_open
= mock
.mock_open()
1391 m
= market
.Market(self
.ccxt
, report_path
="present", user_id
=1)
1392 with self
.subTest(file="present"),\
1393 mock
.patch("market.open", file_open
),\
1394 mock
.patch
.object(m
, "report") as report
,\
1395 mock
.patch
.object(market
, "datetime") as time_mock
:
1397 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1398 report
.to_json
.return_value
= "json_content"
1402 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1403 file_open().write
.assert_called_once_with("json_content")
1404 m
.report
.to_json
.assert_called_once_with()
1405 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1409 m
= market
.Market(self
.ccxt
, report_path
="error", user_id
=1)
1410 with self
.subTest(file="error"),\
1411 mock
.patch("market.open") as file_open
,\
1412 mock
.patch
.object(m
, "report") as report
,\
1413 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1414 file_open
.side_effect
= FileNotFoundError
1418 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1419 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1421 def test_print_orders(self
):
1422 m
= market
.Market(self
.ccxt
)
1423 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1424 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1425 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1426 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1429 log_stage
.assert_called_with("print_orders")
1430 fetch_balances
.assert_called_with(tag
="print_orders")
1431 prepare_trades
.assert_called_with(base_currency
="BTC",
1432 compute_value
="average")
1433 prepare_orders
.assert_called_with(compute_value
="average")
1435 def test_print_balances(self
):
1436 m
= market
.Market(self
.ccxt
)
1438 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1439 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1440 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1441 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1443 in_currency
.return_value
= {
1444 "BTC": portfolio
.Amount("BTC", "0.65"),
1445 "ETH": portfolio
.Amount("BTC", "0.3"),
1450 log_stage
.assert_called_once_with("print_balances")
1451 fetch_balances
.assert_called_with()
1452 print_log
.assert_has_calls([
1453 mock
.call("total:"),
1454 mock
.call(portfolio
.Amount("BTC", "0.95")),
1457 @mock.patch("market.Processor.process")
1458 @mock.patch("market.ReportStore.log_error")
1459 @mock.patch("market.Market.store_report")
1460 def test_process(self
, store_report
, log_error
, process
):
1461 m
= market
.Market(self
.ccxt
)
1462 with self
.subTest(before
=False, after
=False):
1465 process
.assert_not_called()
1466 store_report
.assert_called_once()
1467 log_error
.assert_not_called()
1469 process
.reset_mock()
1470 log_error
.reset_mock()
1471 store_report
.reset_mock()
1472 with self
.subTest(before
=True, after
=False):
1473 m
.process(None, before
=True)
1475 process
.assert_called_once_with("sell_all", steps
="before")
1476 store_report
.assert_called_once()
1477 log_error
.assert_not_called()
1479 process
.reset_mock()
1480 log_error
.reset_mock()
1481 store_report
.reset_mock()
1482 with self
.subTest(before
=False, after
=True):
1483 m
.process(None, after
=True)
1485 process
.assert_called_once_with("sell_all", steps
="after")
1486 store_report
.assert_called_once()
1487 log_error
.assert_not_called()
1489 process
.reset_mock()
1490 log_error
.reset_mock()
1491 store_report
.reset_mock()
1492 with self
.subTest(before
=True, after
=True):
1493 m
.process(None, before
=True, after
=True)
1495 process
.assert_has_calls([
1496 mock
.call("sell_all", steps
="before"),
1497 mock
.call("sell_all", steps
="after"),
1499 store_report
.assert_called_once()
1500 log_error
.assert_not_called()
1502 process
.reset_mock()
1503 log_error
.reset_mock()
1504 store_report
.reset_mock()
1505 with self
.subTest(action
="print_balances"),\
1506 mock
.patch
.object(m
, "print_balances") as print_balances
:
1507 m
.process(["print_balances"])
1509 process
.assert_not_called()
1510 log_error
.assert_not_called()
1511 store_report
.assert_called_once()
1512 print_balances
.assert_called_once_with()
1514 log_error
.reset_mock()
1515 store_report
.reset_mock()
1516 with self
.subTest(action
="print_orders"),\
1517 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1518 mock
.patch
.object(m
, "print_balances") as print_balances
:
1519 m
.process(["print_orders", "print_balances"])
1521 process
.assert_not_called()
1522 log_error
.assert_not_called()
1523 store_report
.assert_called_once()
1524 print_orders
.assert_called_once_with()
1525 print_balances
.assert_called_once_with()
1527 log_error
.reset_mock()
1528 store_report
.reset_mock()
1529 with self
.subTest(action
="unknown"):
1530 m
.process(["unknown"])
1531 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1532 store_report
.assert_called_once()
1534 log_error
.reset_mock()
1535 store_report
.reset_mock()
1536 with self
.subTest(unhandled_exception
=True):
1537 process
.side_effect
= Exception("bouh")
1539 m
.process(None, before
=True)
1540 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1541 store_report
.assert_called_once()
1543 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1544 class TradeStoreTest(WebMockTestCase
):
1545 def test_compute_trades(self
):
1546 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1549 "XMR": portfolio
.Amount("BTC", D("0.9")),
1550 "DASH": portfolio
.Amount("BTC", D("0.4")),
1551 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1552 "BTC": portfolio
.Amount("BTC", D("0.5")),
1555 "DASH": portfolio
.Amount("BTC", D("0.5")),
1556 "XVG": portfolio
.Amount("BTC", D("0.1")),
1557 "BTC": portfolio
.Amount("BTC", D("0.4")),
1558 "ETH": portfolio
.Amount("BTC", D("0.3")),
1568 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1569 trade_store
= market
.TradeStore(self
.m
)
1570 trade_if_matching
.side_effect
= side_effect
1572 trade_store
.compute_trades(values_in_base
,
1573 new_repartition
, only
="only")
1575 self
.assertEqual(5, trade_if_matching
.call_count
)
1576 self
.assertEqual(3, len(trade_store
.all
))
1577 self
.assertEqual([1, 4, 5], trade_store
.all
)
1578 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1580 def test_trade_if_matching(self
):
1582 with self
.subTest(only
="nope"):
1583 trade_store
= market
.TradeStore(self
.m
)
1584 result
= trade_store
.trade_if_matching(
1585 portfolio
.Amount("BTC", D("0")),
1586 portfolio
.Amount("BTC", D("0.3")),
1588 self
.assertEqual(False, result
[0])
1589 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1591 with self
.subTest(only
=None):
1592 trade_store
= market
.TradeStore(self
.m
)
1593 result
= trade_store
.trade_if_matching(
1594 portfolio
.Amount("BTC", D("0")),
1595 portfolio
.Amount("BTC", D("0.3")),
1597 self
.assertEqual(True, result
[0])
1599 with self
.subTest(only
="acquire"):
1600 trade_store
= market
.TradeStore(self
.m
)
1601 result
= trade_store
.trade_if_matching(
1602 portfolio
.Amount("BTC", D("0")),
1603 portfolio
.Amount("BTC", D("0.3")),
1604 "ETH", only
="acquire")
1605 self
.assertEqual(True, result
[0])
1607 with self
.subTest(only
="dispose"):
1608 trade_store
= market
.TradeStore(self
.m
)
1609 result
= trade_store
.trade_if_matching(
1610 portfolio
.Amount("BTC", D("0")),
1611 portfolio
.Amount("BTC", D("0.3")),
1612 "ETH", only
="dispose")
1613 self
.assertEqual(False, result
[0])
1615 def test_prepare_orders(self
):
1616 trade_store
= market
.TradeStore(self
.m
)
1618 trade_mock1
= mock
.Mock()
1619 trade_mock2
= mock
.Mock()
1620 trade_mock3
= mock
.Mock()
1622 trade_mock1
.prepare_order
.return_value
= 1
1623 trade_mock2
.prepare_order
.return_value
= 2
1624 trade_mock3
.prepare_order
.return_value
= 3
1626 trade_mock1
.pending
= True
1627 trade_mock2
.pending
= True
1628 trade_mock3
.pending
= False
1630 trade_store
.all
.append(trade_mock1
)
1631 trade_store
.all
.append(trade_mock2
)
1632 trade_store
.all
.append(trade_mock3
)
1634 trade_store
.prepare_orders()
1635 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1636 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1637 trade_mock3
.prepare_order
.assert_not_called()
1638 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1640 self
.m
.report
.log_orders
.reset_mock()
1642 trade_store
.prepare_orders(compute_value
="bla")
1643 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1644 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1645 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1647 trade_mock1
.prepare_order
.reset_mock()
1648 trade_mock2
.prepare_order
.reset_mock()
1649 self
.m
.report
.log_orders
.reset_mock()
1651 trade_mock1
.action
= "foo"
1652 trade_mock2
.action
= "bar"
1653 trade_store
.prepare_orders(only
="bar")
1654 trade_mock1
.prepare_order
.assert_not_called()
1655 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1656 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1658 def test_print_all_with_order(self
):
1659 trade_mock1
= mock
.Mock()
1660 trade_mock2
= mock
.Mock()
1661 trade_mock3
= mock
.Mock()
1662 trade_store
= market
.TradeStore(self
.m
)
1663 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1665 trade_store
.print_all_with_order()
1667 trade_mock1
.print_with_order
.assert_called()
1668 trade_mock2
.print_with_order
.assert_called()
1669 trade_mock3
.print_with_order
.assert_called()
1671 def test_run_orders(self
):
1672 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1673 order_mock1
= mock
.Mock()
1674 order_mock2
= mock
.Mock()
1675 order_mock3
= mock
.Mock()
1676 trade_store
= market
.TradeStore(self
.m
)
1678 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1680 trade_store
.run_orders()
1682 all_orders
.assert_called_with(state
="pending")
1684 order_mock1
.run
.assert_called()
1685 order_mock2
.run
.assert_called()
1686 order_mock3
.run
.assert_called()
1688 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1689 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1692 def test_all_orders(self
):
1693 trade_mock1
= mock
.Mock()
1694 trade_mock2
= mock
.Mock()
1696 order_mock1
= mock
.Mock()
1697 order_mock2
= mock
.Mock()
1698 order_mock3
= mock
.Mock()
1700 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1701 trade_mock2
.orders
= [order_mock3
]
1703 order_mock1
.status
= "pending"
1704 order_mock2
.status
= "open"
1705 order_mock3
.status
= "open"
1707 trade_store
= market
.TradeStore(self
.m
)
1708 trade_store
.all
.append(trade_mock1
)
1709 trade_store
.all
.append(trade_mock2
)
1711 orders
= trade_store
.all_orders()
1712 self
.assertEqual(3, len(orders
))
1714 open_orders
= trade_store
.all_orders(state
="open")
1715 self
.assertEqual(2, len(open_orders
))
1716 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1718 def test_update_all_orders_status(self
):
1719 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1720 order_mock1
= mock
.Mock()
1721 order_mock2
= mock
.Mock()
1722 order_mock3
= mock
.Mock()
1724 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1726 trade_store
= market
.TradeStore(self
.m
)
1728 trade_store
.update_all_orders_status()
1729 all_orders
.assert_called_with(state
="open")
1731 order_mock1
.get_status
.assert_called()
1732 order_mock2
.get_status
.assert_called()
1733 order_mock3
.get_status
.assert_called()
1735 def test_close_trades(self
):
1736 trade_mock1
= mock
.Mock()
1737 trade_mock2
= mock
.Mock()
1738 trade_mock3
= mock
.Mock()
1740 trade_store
= market
.TradeStore(self
.m
)
1742 trade_store
.all
.append(trade_mock1
)
1743 trade_store
.all
.append(trade_mock2
)
1744 trade_store
.all
.append(trade_mock3
)
1746 trade_store
.close_trades()
1748 trade_mock1
.close
.assert_called_once_with()
1749 trade_mock2
.close
.assert_called_once_with()
1750 trade_mock3
.close
.assert_called_once_with()
1752 def test_pending(self
):
1753 trade_mock1
= mock
.Mock()
1754 trade_mock1
.pending
= True
1755 trade_mock2
= mock
.Mock()
1756 trade_mock2
.pending
= True
1757 trade_mock3
= mock
.Mock()
1758 trade_mock3
.pending
= False
1760 trade_store
= market
.TradeStore(self
.m
)
1762 trade_store
.all
.append(trade_mock1
)
1763 trade_store
.all
.append(trade_mock2
)
1764 trade_store
.all
.append(trade_mock3
)
1766 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
1768 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1769 class BalanceStoreTest(WebMockTestCase
):
1771 super(BalanceStoreTest
, self
).setUp()
1773 self
.fetch_balance
= {
1777 "exchange_total": 0,
1781 "exchange_free": D("6.0"),
1782 "exchange_used": D("1.2"),
1783 "exchange_total": D("7.2"),
1787 "exchange_free": 16,
1789 "exchange_total": 16,
1795 "exchange_total": 0,
1796 "margin_total": D("-1.0"),
1801 def test_in_currency(self
):
1802 self
.m
.get_ticker
.return_value
= {
1805 "average": D("0.1"),
1808 balance_store
= market
.BalanceStore(self
.m
)
1809 balance_store
.all
= {
1810 "BTC": portfolio
.Balance("BTC", {
1812 "exchange_total":"0.65",
1813 "exchange_free": "0.35",
1814 "exchange_used": "0.30"}),
1815 "ETH": portfolio
.Balance("ETH", {
1817 "exchange_total": 3,
1819 "exchange_used": 0}),
1822 amounts
= balance_store
.in_currency("BTC")
1823 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1824 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1825 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1826 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1828 self
.m
.report
.log_tickers
.reset_mock()
1830 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1831 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1832 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1833 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1835 self
.m
.report
.log_tickers
.reset_mock()
1837 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1838 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1839 self
.assertEqual(0, amounts
["ETH"].value
)
1840 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1841 "bid", "exchange_used")
1842 self
.m
.report
.log_tickers
.reset_mock()
1844 def test_fetch_balances(self
):
1845 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1847 balance_store
= market
.BalanceStore(self
.m
)
1849 balance_store
.fetch_balances()
1850 self
.assertNotIn("ETC", balance_store
.currencies())
1851 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
1853 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
1854 "exchange_total": "1", "exchange_free": "0",
1855 "exchange_used": "1" })
1856 balance_store
.fetch_balances(tag
="foo")
1857 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
1858 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
1859 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
1861 @mock.patch.object(market
.Portfolio
, "repartition")
1862 def test_dispatch_assets(self
, repartition
):
1863 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1865 balance_store
= market
.BalanceStore(self
.m
)
1866 balance_store
.fetch_balances()
1868 self
.assertNotIn("XEM", balance_store
.currencies())
1870 repartition_hash
= {
1871 "XEM": (D("0.75"), "long"),
1872 "BTC": (D("0.26"), "long"),
1873 "DASH": (D("0.10"), "short"),
1875 repartition
.return_value
= repartition_hash
1877 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1878 repartition
.assert_called_with(liquidity
="medium")
1879 self
.assertIn("XEM", balance_store
.currencies())
1880 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1881 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1882 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1883 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
1884 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
1885 "11.1"), amounts
, "medium", repartition_hash
)
1887 def test_currencies(self
):
1888 balance_store
= market
.BalanceStore(self
.m
)
1890 balance_store
.all
= {
1891 "BTC": portfolio
.Balance("BTC", {
1893 "exchange_total":"0.65",
1894 "exchange_free": "0.35",
1895 "exchange_used": "0.30"}),
1896 "ETH": portfolio
.Balance("ETH", {
1898 "exchange_total": 3,
1900 "exchange_used": 0}),
1902 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
1904 def test_as_json(self
):
1905 balance_mock1
= mock
.Mock()
1906 balance_mock1
.as_json
.return_value
= 1
1908 balance_mock2
= mock
.Mock()
1909 balance_mock2
.as_json
.return_value
= 2
1911 balance_store
= market
.BalanceStore(self
.m
)
1912 balance_store
.all
= {
1913 "BTC": balance_mock1
,
1914 "ETH": balance_mock2
,
1917 as_json
= balance_store
.as_json()
1918 self
.assertEqual(1, as_json
["BTC"])
1919 self
.assertEqual(2, as_json
["ETH"])
1922 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1923 class ComputationTest(WebMockTestCase
):
1924 def test_compute_value(self
):
1925 compute
= mock
.Mock()
1926 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
1927 compute
.assert_called_with("foo", "ask")
1929 compute
.reset_mock()
1930 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
1931 compute
.assert_called_with("foo", "bid")
1933 compute
.reset_mock()
1934 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
1935 compute
.assert_called_with("foo", "ask")
1937 compute
.reset_mock()
1938 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
1939 compute
.assert_called_with("foo", "bid")
1941 compute
.reset_mock()
1942 portfolio
.Computation
.computations
["test"] = compute
1943 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
1944 compute
.assert_called_with("foo", "bid")
1947 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1948 class TradeTest(WebMockTestCase
):
1950 def test_values_assertion(self
):
1951 value_from
= portfolio
.Amount("BTC", "1.0")
1952 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1953 value_to
= portfolio
.Amount("BTC", "1.0")
1954 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1955 self
.assertEqual("BTC", trade
.base_currency
)
1956 self
.assertEqual("ETH", trade
.currency
)
1957 self
.assertEqual(self
.m
, trade
.market
)
1959 with self
.assertRaises(AssertionError):
1960 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
1961 with self
.assertRaises(AssertionError):
1962 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
1963 with self
.assertRaises(AssertionError):
1964 value_from
.currency
= "ETH"
1965 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1966 value_from
.currency
= "BTC"
1967 with self
.assertRaises(AssertionError):
1968 value_from2
= portfolio
.Amount("BTC", "1.0")
1969 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
1971 value_from
= portfolio
.Amount("BTC", 0)
1972 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1973 self
.assertEqual(0, trade
.value_from
.linked_to
)
1975 def test_action(self
):
1976 value_from
= portfolio
.Amount("BTC", "1.0")
1977 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1978 value_to
= portfolio
.Amount("BTC", "1.0")
1979 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1981 self
.assertIsNone(trade
.action
)
1983 value_from
= portfolio
.Amount("BTC", "1.0")
1984 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
1985 value_to
= portfolio
.Amount("BTC", "2.0")
1986 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
1988 self
.assertIsNone(trade
.action
)
1990 value_from
= portfolio
.Amount("BTC", "0.5")
1991 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1992 value_to
= portfolio
.Amount("BTC", "1.0")
1993 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
1995 self
.assertEqual("acquire", trade
.action
)
1997 value_from
= portfolio
.Amount("BTC", "0")
1998 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
1999 value_to
= portfolio
.Amount("BTC", "-1.0")
2000 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2002 self
.assertEqual("acquire", trade
.action
)
2004 def test_order_action(self
):
2005 value_from
= portfolio
.Amount("BTC", "0.5")
2006 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2007 value_to
= portfolio
.Amount("BTC", "1.0")
2008 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2010 trade
.inverted
= False
2011 self
.assertEqual("buy", trade
.order_action())
2012 trade
.inverted
= True
2013 self
.assertEqual("sell", trade
.order_action())
2015 value_from
= portfolio
.Amount("BTC", "0")
2016 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2017 value_to
= portfolio
.Amount("BTC", "-1.0")
2018 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2020 trade
.inverted
= False
2021 self
.assertEqual("sell", trade
.order_action())
2022 trade
.inverted
= True
2023 self
.assertEqual("buy", trade
.order_action())
2025 def test_trade_type(self
):
2026 value_from
= portfolio
.Amount("BTC", "0.5")
2027 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2028 value_to
= portfolio
.Amount("BTC", "1.0")
2029 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2031 self
.assertEqual("long", trade
.trade_type
)
2033 value_from
= portfolio
.Amount("BTC", "0")
2034 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2035 value_to
= portfolio
.Amount("BTC", "-1.0")
2036 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2038 self
.assertEqual("short", trade
.trade_type
)
2040 def test_is_fullfiled(self
):
2041 with self
.subTest(inverted
=False):
2042 value_from
= portfolio
.Amount("BTC", "0.5")
2043 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2044 value_to
= portfolio
.Amount("BTC", "1.0")
2045 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2047 order1
= mock
.Mock()
2048 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2050 order2
= mock
.Mock()
2051 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2052 trade
.orders
.append(order1
)
2053 trade
.orders
.append(order2
)
2055 self
.assertFalse(trade
.is_fullfiled
)
2057 order3
= mock
.Mock()
2058 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2059 trade
.orders
.append(order3
)
2061 self
.assertTrue(trade
.is_fullfiled
)
2063 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2064 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2065 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2067 with self
.subTest(inverted
=True):
2068 value_from
= portfolio
.Amount("BTC", "0.5")
2069 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2070 value_to
= portfolio
.Amount("BTC", "1.0")
2071 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2072 trade
.inverted
= True
2074 order1
= mock
.Mock()
2075 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2077 order2
= mock
.Mock()
2078 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2079 trade
.orders
.append(order1
)
2080 trade
.orders
.append(order2
)
2082 self
.assertFalse(trade
.is_fullfiled
)
2084 order3
= mock
.Mock()
2085 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2086 trade
.orders
.append(order3
)
2088 self
.assertTrue(trade
.is_fullfiled
)
2090 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2091 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2092 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2095 def test_filled_amount(self
):
2096 value_from
= portfolio
.Amount("BTC", "0.5")
2097 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2098 value_to
= portfolio
.Amount("BTC", "1.0")
2099 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2101 order1
= mock
.Mock()
2102 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2104 order2
= mock
.Mock()
2105 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2106 trade
.orders
.append(order1
)
2107 trade
.orders
.append(order2
)
2109 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2110 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2111 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2113 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2114 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2115 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2117 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2118 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2119 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2121 @mock.patch.object(portfolio
.Computation
, "compute_value")
2122 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2123 @mock.patch.object(portfolio
, "Order")
2124 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2125 Order
.return_value
= "Order"
2127 with self
.subTest(desc
="Nothing to do"):
2128 value_from
= portfolio
.Amount("BTC", "10")
2129 value_from
.rate
= D("0.1")
2130 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2131 value_to
= portfolio
.Amount("BTC", "10")
2132 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2134 trade
.prepare_order()
2136 filled_amount
.assert_not_called()
2137 compute_value
.assert_not_called()
2138 self
.assertEqual(0, len(trade
.orders
))
2139 Order
.assert_not_called()
2141 self
.m
.get_ticker
.return_value
= { "inverted": False }
2142 with self
.subTest(desc
="Already filled"):
2143 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2144 compute_value
.return_value
= D("0.125")
2146 value_from
= portfolio
.Amount("BTC", "10")
2147 value_from
.rate
= D("0.1")
2148 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2149 value_to
= portfolio
.Amount("BTC", "0")
2150 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2152 trade
.prepare_order()
2154 filled_amount
.assert_called_with(in_base_currency
=False)
2155 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2156 self
.assertEqual(0, len(trade
.orders
))
2157 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2158 Order
.assert_not_called()
2160 with self
.subTest(action
="dispose", inverted
=False):
2161 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2162 compute_value
.return_value
= D("0.125")
2164 value_from
= portfolio
.Amount("BTC", "10")
2165 value_from
.rate
= D("0.1")
2166 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2167 value_to
= portfolio
.Amount("BTC", "1")
2168 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2170 trade
.prepare_order()
2172 filled_amount
.assert_called_with(in_base_currency
=False)
2173 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2174 self
.assertEqual(1, len(trade
.orders
))
2175 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2176 D("0.125"), "BTC", "long", self
.m
,
2177 trade
, close_if_possible
=False)
2179 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2180 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2181 compute_value
.return_value
= D("0.125")
2183 value_from
= portfolio
.Amount("BTC", "10")
2184 value_from
.rate
= D("0.1")
2185 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2186 value_to
= portfolio
.Amount("BTC", "1")
2187 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2189 trade
.prepare_order(close_if_possible
=True)
2191 filled_amount
.assert_called_with(in_base_currency
=False)
2192 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2193 self
.assertEqual(1, len(trade
.orders
))
2194 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2195 D("0.125"), "BTC", "long", self
.m
,
2196 trade
, close_if_possible
=True)
2198 with self
.subTest(action
="acquire", inverted
=False):
2199 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2200 compute_value
.return_value
= D("0.125")
2202 value_from
= portfolio
.Amount("BTC", "1")
2203 value_from
.rate
= D("0.1")
2204 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2205 value_to
= portfolio
.Amount("BTC", "10")
2206 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2208 trade
.prepare_order()
2210 filled_amount
.assert_called_with(in_base_currency
=True)
2211 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2212 self
.assertEqual(1, len(trade
.orders
))
2214 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2215 D("0.125"), "BTC", "long", self
.m
,
2216 trade
, close_if_possible
=False)
2218 with self
.subTest(close_if_possible
=True):
2219 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2220 compute_value
.return_value
= D("0.125")
2222 value_from
= portfolio
.Amount("BTC", "10")
2223 value_from
.rate
= D("0.1")
2224 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2225 value_to
= portfolio
.Amount("BTC", "0")
2226 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2228 trade
.prepare_order()
2230 filled_amount
.assert_called_with(in_base_currency
=False)
2231 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2232 self
.assertEqual(1, len(trade
.orders
))
2233 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2234 D("0.125"), "BTC", "long", self
.m
,
2235 trade
, close_if_possible
=True)
2237 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2238 with self
.subTest(action
="dispose", inverted
=True):
2239 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2240 compute_value
.return_value
= D("125")
2242 value_from
= portfolio
.Amount("BTC", "10")
2243 value_from
.rate
= D("0.01")
2244 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2245 value_to
= portfolio
.Amount("BTC", "1")
2246 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2248 trade
.prepare_order(compute_value
="foo")
2250 filled_amount
.assert_called_with(in_base_currency
=True)
2251 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2252 self
.assertEqual(1, len(trade
.orders
))
2253 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2254 D("125"), "FOO", "long", self
.m
,
2255 trade
, close_if_possible
=False)
2257 with self
.subTest(action
="acquire", inverted
=True):
2258 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2259 compute_value
.return_value
= D("125")
2261 value_from
= portfolio
.Amount("BTC", "1")
2262 value_from
.rate
= D("0.01")
2263 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2264 value_to
= portfolio
.Amount("BTC", "10")
2265 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2267 trade
.prepare_order(compute_value
="foo")
2269 filled_amount
.assert_called_with(in_base_currency
=False)
2270 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2271 self
.assertEqual(1, len(trade
.orders
))
2272 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2273 D("125"), "FOO", "long", self
.m
,
2274 trade
, close_if_possible
=False)
2277 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2278 def test_update_order(self
, prepare_order
):
2279 order_mock
= mock
.Mock()
2280 new_order_mock
= mock
.Mock()
2282 value_from
= portfolio
.Amount("BTC", "0.5")
2283 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2284 value_to
= portfolio
.Amount("BTC", "1.0")
2285 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2286 prepare_order
.return_value
= new_order_mock
2288 for i
in [0, 1, 3, 4, 6]:
2289 with self
.subTest(tick
=i
):
2290 trade
.update_order(order_mock
, i
)
2291 order_mock
.cancel
.assert_not_called()
2292 new_order_mock
.run
.assert_not_called()
2293 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2294 update
="waiting", compute_value
=None, new_order
=None)
2296 order_mock
.reset_mock()
2297 new_order_mock
.reset_mock()
2299 self
.m
.report
.log_order
.reset_mock()
2301 trade
.update_order(order_mock
, 2)
2302 order_mock
.cancel
.assert_called()
2303 new_order_mock
.run
.assert_called()
2304 prepare_order
.assert_called()
2305 self
.m
.report
.log_order
.assert_called()
2306 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2308 mock
.call(order_mock
, 2, update
="adjusting",
2309 compute_value
=mock
.ANY
,
2310 new_order
=new_order_mock
),
2311 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2313 self
.m
.report
.log_order
.assert_has_calls(calls
)
2315 order_mock
.reset_mock()
2316 new_order_mock
.reset_mock()
2318 self
.m
.report
.log_order
.reset_mock()
2320 trade
.update_order(order_mock
, 5)
2321 order_mock
.cancel
.assert_called()
2322 new_order_mock
.run
.assert_called()
2323 prepare_order
.assert_called()
2324 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2325 self
.m
.report
.log_order
.assert_called()
2327 mock
.call(order_mock
, 5, update
="adjusting",
2328 compute_value
=mock
.ANY
,
2329 new_order
=new_order_mock
),
2330 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2332 self
.m
.report
.log_order
.assert_has_calls(calls
)
2334 order_mock
.reset_mock()
2335 new_order_mock
.reset_mock()
2337 self
.m
.report
.log_order
.reset_mock()
2339 trade
.update_order(order_mock
, 7)
2340 order_mock
.cancel
.assert_called()
2341 new_order_mock
.run
.assert_called()
2342 prepare_order
.assert_called_with(compute_value
="default")
2343 self
.m
.report
.log_order
.assert_called()
2344 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2346 mock
.call(order_mock
, 7, update
="market_fallback",
2347 compute_value
='default',
2348 new_order
=new_order_mock
),
2349 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2351 self
.m
.report
.log_order
.assert_has_calls(calls
)
2353 order_mock
.reset_mock()
2354 new_order_mock
.reset_mock()
2356 self
.m
.report
.log_order
.reset_mock()
2358 for i
in [10, 13, 16]:
2359 with self
.subTest(tick
=i
):
2360 trade
.update_order(order_mock
, i
)
2361 order_mock
.cancel
.assert_called()
2362 new_order_mock
.run
.assert_called()
2363 prepare_order
.assert_called_with(compute_value
="default")
2364 self
.m
.report
.log_order
.assert_called()
2365 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2367 mock
.call(order_mock
, i
, update
="market_adjust",
2368 compute_value
='default',
2369 new_order
=new_order_mock
),
2370 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2372 self
.m
.report
.log_order
.assert_has_calls(calls
)
2374 order_mock
.reset_mock()
2375 new_order_mock
.reset_mock()
2377 self
.m
.report
.log_order
.reset_mock()
2379 for i
in [8, 9, 11, 12]:
2380 with self
.subTest(tick
=i
):
2381 trade
.update_order(order_mock
, i
)
2382 order_mock
.cancel
.assert_not_called()
2383 new_order_mock
.run
.assert_not_called()
2384 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2385 compute_value
=None, new_order
=None)
2387 order_mock
.reset_mock()
2388 new_order_mock
.reset_mock()
2390 self
.m
.report
.log_order
.reset_mock()
2393 def test_print_with_order(self
):
2394 value_from
= portfolio
.Amount("BTC", "0.5")
2395 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2396 value_to
= portfolio
.Amount("BTC", "1.0")
2397 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2399 order_mock1
= mock
.Mock()
2400 order_mock1
.__repr__
= mock
.Mock()
2401 order_mock1
.__repr__
.return_value
= "Mock 1"
2402 order_mock2
= mock
.Mock()
2403 order_mock2
.__repr__
= mock
.Mock()
2404 order_mock2
.__repr__
.return_value
= "Mock 2"
2405 order_mock1
.mouvements
= []
2406 mouvement_mock1
= mock
.Mock()
2407 mouvement_mock1
.__repr__
= mock
.Mock()
2408 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2409 mouvement_mock2
= mock
.Mock()
2410 mouvement_mock2
.__repr__
= mock
.Mock()
2411 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2412 order_mock2
.mouvements
= [
2413 mouvement_mock1
, mouvement_mock2
2415 trade
.orders
.append(order_mock1
)
2416 trade
.orders
.append(order_mock2
)
2418 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2419 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2421 trade
.print_with_order()
2423 self
.m
.report
.print_log
.assert_called()
2424 calls
= self
.m
.report
.print_log
.mock_calls
2425 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2426 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2427 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2428 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2429 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2431 self
.m
.report
.print_log
.reset_mock()
2433 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2434 trade
.print_with_order()
2435 calls
= self
.m
.report
.print_log
.mock_calls
2436 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2438 self
.m
.report
.print_log
.reset_mock()
2440 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2442 trade
.print_with_order()
2443 calls
= self
.m
.report
.print_log
.mock_calls
2444 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2446 def test_close(self
):
2447 value_from
= portfolio
.Amount("BTC", "0.5")
2448 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2449 value_to
= portfolio
.Amount("BTC", "1.0")
2450 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2451 order1
= mock
.Mock()
2452 trade
.orders
.append(order1
)
2456 self
.assertEqual(True, trade
.closed
)
2457 order1
.cancel
.assert_called_once_with()
2459 def test_pending(self
):
2460 value_from
= portfolio
.Amount("BTC", "0.5")
2461 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2462 value_to
= portfolio
.Amount("BTC", "1.0")
2463 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2466 self
.assertEqual(False, trade
.pending
)
2468 trade
.closed
= False
2469 self
.assertEqual(True, trade
.pending
)
2471 order1
= mock
.Mock()
2472 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2473 trade
.orders
.append(order1
)
2474 self
.assertEqual(False, trade
.pending
)
2476 def test__repr(self
):
2477 value_from
= portfolio
.Amount("BTC", "0.5")
2478 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2479 value_to
= portfolio
.Amount("BTC", "1.0")
2480 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2482 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2484 def test_as_json(self
):
2485 value_from
= portfolio
.Amount("BTC", "0.5")
2486 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2487 value_to
= portfolio
.Amount("BTC", "1.0")
2488 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2490 as_json
= trade
.as_json()
2491 self
.assertEqual("acquire", as_json
["action"])
2492 self
.assertEqual(D("0.5"), as_json
["from"])
2493 self
.assertEqual(D("1.0"), as_json
["to"])
2494 self
.assertEqual("ETH", as_json
["currency"])
2495 self
.assertEqual("BTC", as_json
["base_currency"])
2497 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2498 class OrderTest(WebMockTestCase
):
2499 def test_values(self
):
2500 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2501 D("0.1"), "BTC", "long", "market", "trade")
2502 self
.assertEqual("buy", order
.action
)
2503 self
.assertEqual(10, order
.amount
.value
)
2504 self
.assertEqual("ETH", order
.amount
.currency
)
2505 self
.assertEqual(D("0.1"), order
.rate
)
2506 self
.assertEqual("BTC", order
.base_currency
)
2507 self
.assertEqual("market", order
.market
)
2508 self
.assertEqual("long", order
.trade_type
)
2509 self
.assertEqual("pending", order
.status
)
2510 self
.assertEqual("trade", order
.trade
)
2511 self
.assertIsNone(order
.id)
2512 self
.assertFalse(order
.close_if_possible
)
2514 def test__repr(self
):
2515 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2516 D("0.1"), "BTC", "long", "market", "trade")
2517 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2519 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2520 D("0.1"), "BTC", "long", "market", "trade",
2521 close_if_possible
=True)
2522 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2524 def test_as_json(self
):
2525 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2526 D("0.1"), "BTC", "long", "market", "trade")
2527 mouvement_mock1
= mock
.Mock()
2528 mouvement_mock1
.as_json
.return_value
= 1
2529 mouvement_mock2
= mock
.Mock()
2530 mouvement_mock2
.as_json
.return_value
= 2
2532 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2533 as_json
= order
.as_json()
2534 self
.assertEqual("buy", as_json
["action"])
2535 self
.assertEqual("long", as_json
["trade_type"])
2536 self
.assertEqual(10, as_json
["amount"])
2537 self
.assertEqual("ETH", as_json
["currency"])
2538 self
.assertEqual("BTC", as_json
["base_currency"])
2539 self
.assertEqual(D("0.1"), as_json
["rate"])
2540 self
.assertEqual("pending", as_json
["status"])
2541 self
.assertEqual(False, as_json
["close_if_possible"])
2542 self
.assertIsNone(as_json
["id"])
2543 self
.assertEqual([1, 2], as_json
["mouvements"])
2545 def test_account(self
):
2546 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2547 D("0.1"), "BTC", "long", "market", "trade")
2548 self
.assertEqual("exchange", order
.account
)
2550 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2551 D("0.1"), "BTC", "short", "market", "trade")
2552 self
.assertEqual("margin", order
.account
)
2554 def test_pending(self
):
2555 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2556 D("0.1"), "BTC", "long", "market", "trade")
2557 self
.assertTrue(order
.pending
)
2558 order
.status
= "open"
2559 self
.assertFalse(order
.pending
)
2561 def test_open(self
):
2562 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2563 D("0.1"), "BTC", "long", "market", "trade")
2564 self
.assertFalse(order
.open)
2565 order
.status
= "open"
2566 self
.assertTrue(order
.open)
2568 def test_finished(self
):
2569 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2570 D("0.1"), "BTC", "long", "market", "trade")
2571 self
.assertFalse(order
.finished
)
2572 order
.status
= "closed"
2573 self
.assertTrue(order
.finished
)
2574 order
.status
= "canceled"
2575 self
.assertTrue(order
.finished
)
2576 order
.status
= "error"
2577 self
.assertTrue(order
.finished
)
2579 @mock.patch.object(portfolio
.Order
, "fetch")
2580 def test_cancel(self
, fetch
):
2581 with self
.subTest(debug
=True):
2583 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2584 D("0.1"), "BTC", "long", self
.m
, "trade")
2585 order
.status
= "open"
2588 self
.m
.ccxt
.cancel_order
.assert_not_called()
2589 self
.m
.report
.log_debug_action
.assert_called_once()
2590 self
.m
.report
.log_debug_action
.reset_mock()
2591 self
.assertEqual("canceled", order
.status
)
2593 with self
.subTest(desc
="Nominal case"):
2594 self
.m
.debug
= False
2595 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2596 D("0.1"), "BTC", "long", self
.m
, "trade")
2597 order
.status
= "open"
2601 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2602 fetch
.assert_called_once_with()
2603 self
.m
.report
.log_debug_action
.assert_not_called()
2605 with self
.subTest(exception
=True):
2606 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2607 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2608 D("0.1"), "BTC", "long", self
.m
, "trade")
2609 order
.status
= "open"
2612 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2613 self
.m
.report
.log_error
.assert_called_once()
2616 with self
.subTest(id=None):
2617 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2618 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2619 D("0.1"), "BTC", "long", self
.m
, "trade")
2620 order
.status
= "open"
2622 self
.m
.ccxt
.cancel_order
.assert_not_called()
2625 with self
.subTest(open=False):
2626 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2627 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2628 D("0.1"), "BTC", "long", self
.m
, "trade")
2629 order
.status
= "closed"
2631 self
.m
.ccxt
.cancel_order
.assert_not_called()
2633 def test_dust_amount_remaining(self
):
2634 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2635 D("0.1"), "BTC", "long", self
.m
, "trade")
2636 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2637 self
.assertFalse(order
.dust_amount_remaining())
2639 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2640 self
.assertTrue(order
.dust_amount_remaining())
2642 @mock.patch.object(portfolio
.Order
, "fetch")
2643 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2644 def test_remaining_amount(self
, filled_amount
, fetch
):
2645 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2646 D("0.1"), "BTC", "long", self
.m
, "trade")
2648 self
.assertEqual(9, order
.remaining_amount().value
)
2650 order
.status
= "open"
2651 self
.assertEqual(9, order
.remaining_amount().value
)
2653 @mock.patch.object(portfolio
.Order
, "fetch")
2654 def test_filled_amount(self
, fetch
):
2655 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2656 D("0.1"), "BTC", "long", self
.m
, "trade")
2657 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2658 "tradeID": 42, "type": "buy", "fee": "0.0015",
2659 "date": "2017-12-30 12:00:12", "rate": "0.1",
2660 "amount": "3", "total": "0.3"
2662 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2663 "tradeID": 43, "type": "buy", "fee": "0.0015",
2664 "date": "2017-12-30 13:00:12", "rate": "0.2",
2665 "amount": "2", "total": "0.4"
2667 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2668 fetch
.assert_not_called()
2669 order
.status
= "open"
2670 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2671 fetch
.assert_called_once()
2672 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2674 def test_fetch_mouvements(self
):
2675 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2677 "tradeID": 42, "type": "buy", "fee": "0.0015",
2678 "date": "2017-12-30 12:00:12", "rate": "0.1",
2679 "amount": "3", "total": "0.3"
2682 "tradeID": 43, "type": "buy", "fee": "0.0015",
2683 "date": "2017-12-30 13:00:12", "rate": "0.2",
2684 "amount": "2", "total": "0.4"
2687 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2688 D("0.1"), "BTC", "long", self
.m
, "trade")
2690 order
.mouvements
= ["Foo", "Bar", "Baz"]
2692 order
.fetch_mouvements()
2694 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2695 self
.assertEqual(2, len(order
.mouvements
))
2696 self
.assertEqual(42, order
.mouvements
[0].id)
2697 self
.assertEqual(43, order
.mouvements
[1].id)
2699 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2700 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2701 D("0.1"), "BTC", "long", self
.m
, "trade")
2702 order
.fetch_mouvements()
2703 self
.assertEqual(0, len(order
.mouvements
))
2705 def test_mark_finished_order(self
):
2706 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2707 D("0.1"), "BTC", "short", self
.m
, "trade",
2708 close_if_possible
=True)
2709 order
.status
= "closed"
2710 self
.m
.debug
= False
2712 order
.mark_finished_order()
2713 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
2714 self
.m
.ccxt
.close_margin_position
.reset_mock()
2716 order
.status
= "open"
2717 order
.mark_finished_order()
2718 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2720 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2721 D("0.1"), "BTC", "short", self
.m
, "trade",
2722 close_if_possible
=False)
2723 order
.status
= "closed"
2724 order
.mark_finished_order()
2725 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2727 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2728 D("0.1"), "BTC", "short", self
.m
, "trade",
2729 close_if_possible
=True)
2730 order
.status
= "closed"
2731 order
.mark_finished_order()
2732 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2734 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2735 D("0.1"), "BTC", "long", self
.m
, "trade",
2736 close_if_possible
=True)
2737 order
.status
= "closed"
2738 order
.mark_finished_order()
2739 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2743 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2744 D("0.1"), "BTC", "short", self
.m
, "trade",
2745 close_if_possible
=True)
2746 order
.status
= "closed"
2748 order
.mark_finished_order()
2749 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2750 self
.m
.report
.log_debug_action
.assert_called_once()
2752 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
2753 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
2754 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
2755 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2756 D("0.1"), "BTC", "long", self
.m
, "trade")
2758 with self
.subTest(debug
=True):
2761 self
.m
.report
.log_debug_action
.assert_called_once()
2762 self
.m
.report
.log_debug_action
.reset_mock()
2763 self
.m
.ccxt
.fetch_order
.assert_not_called()
2764 mark_finished_order
.assert_not_called()
2765 fetch_mouvements
.assert_not_called()
2767 with self
.subTest(debug
=False):
2768 self
.m
.debug
= False
2769 self
.m
.ccxt
.fetch_order
.return_value
= {
2771 "datetime": "timestamp"
2775 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
2776 fetch_mouvements
.assert_called_once()
2777 self
.assertEqual("foo", order
.status
)
2778 self
.assertEqual("timestamp", order
.timestamp
)
2779 self
.assertEqual(1, len(order
.results
))
2780 self
.m
.report
.log_debug_action
.assert_not_called()
2781 mark_finished_order
.assert_called_once()
2783 mark_finished_order
.reset_mock()
2784 with self
.subTest(missing_order
=True):
2785 self
.m
.ccxt
.fetch_order
.side_effect
= [
2786 portfolio
.OrderNotCached
,
2789 self
.assertEqual("closed_unknown", order
.status
)
2790 mark_finished_order
.assert_called_once()
2792 @mock.patch.object(portfolio
.Order
, "fetch")
2793 def test_get_status(self
, fetch
):
2794 with self
.subTest(debug
=True):
2796 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2797 D("0.1"), "BTC", "long", self
.m
, "trade")
2798 self
.assertEqual("pending", order
.get_status())
2799 fetch
.assert_not_called()
2800 self
.m
.report
.log_debug_action
.assert_called_once()
2802 with self
.subTest(debug
=False, finished
=False):
2803 self
.m
.debug
= False
2804 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2805 D("0.1"), "BTC", "long", self
.m
, "trade")
2807 def update_status():
2808 order
.status
= "open"
2809 return update_status
2810 fetch
.side_effect
= _fetch(order
)
2811 self
.assertEqual("open", order
.get_status())
2812 fetch
.assert_called_once()
2815 with self
.subTest(debug
=False, finished
=True):
2816 self
.m
.debug
= False
2817 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2818 D("0.1"), "BTC", "long", self
.m
, "trade")
2820 def update_status():
2821 order
.status
= "closed"
2822 return update_status
2823 fetch
.side_effect
= _fetch(order
)
2824 self
.assertEqual("closed", order
.get_status())
2825 fetch
.assert_called_once()
2828 self
.m
.ccxt
.order_precision
.return_value
= 4
2829 with self
.subTest(debug
=True):
2831 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2832 D("0.1"), "BTC", "long", self
.m
, "trade")
2834 self
.m
.ccxt
.create_order
.assert_not_called()
2835 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2836 self
.assertEqual("open", order
.status
)
2837 self
.assertEqual(1, len(order
.results
))
2838 self
.assertEqual(-1, order
.id)
2840 self
.m
.ccxt
.create_order
.reset_mock()
2841 with self
.subTest(debug
=False):
2842 self
.m
.debug
= False
2843 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2844 D("0.1"), "BTC", "long", self
.m
, "trade")
2845 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
2847 self
.m
.ccxt
.create_order
.assert_called_once()
2848 self
.assertEqual(1, len(order
.results
))
2849 self
.assertEqual("open", order
.status
)
2851 self
.m
.ccxt
.create_order
.reset_mock()
2852 with self
.subTest(exception
=True):
2853 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2854 D("0.1"), "BTC", "long", self
.m
, "trade")
2855 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
2857 self
.m
.ccxt
.create_order
.assert_called_once()
2858 self
.assertEqual(0, len(order
.results
))
2859 self
.assertEqual("error", order
.status
)
2860 self
.m
.report
.log_error
.assert_called_once()
2862 self
.m
.ccxt
.create_order
.reset_mock()
2863 with self
.subTest(dust_amount_exception
=True),\
2864 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2865 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
2866 D("0.1"), "BTC", "long", self
.m
, "trade")
2867 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
2869 self
.m
.ccxt
.create_order
.assert_called_once()
2870 self
.assertEqual(0, len(order
.results
))
2871 self
.assertEqual("closed", order
.status
)
2872 mark_finished_order
.assert_called_once()
2874 self
.m
.ccxt
.order_precision
.return_value
= 8
2875 self
.m
.ccxt
.create_order
.reset_mock()
2876 with self
.subTest(insufficient_funds
=True),\
2877 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2878 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
2879 D("0.1"), "BTC", "long", self
.m
, "trade")
2880 self
.m
.ccxt
.create_order
.side_effect
= [
2881 portfolio
.InsufficientFunds
,
2882 portfolio
.InsufficientFunds
,
2883 portfolio
.InsufficientFunds
,
2887 self
.m
.ccxt
.create_order
.assert_has_calls([
2888 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
2889 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
2890 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
2891 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
2893 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
2894 self
.assertEqual(1, len(order
.results
))
2895 self
.assertEqual("open", order
.status
)
2896 self
.assertEqual(4, order
.tries
)
2897 self
.m
.report
.log_error
.assert_called()
2898 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
2900 self
.m
.ccxt
.order_precision
.return_value
= 8
2901 self
.m
.ccxt
.create_order
.reset_mock()
2902 self
.m
.report
.log_error
.reset_mock()
2903 with self
.subTest(insufficient_funds
=True),\
2904 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2905 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
2906 D("0.1"), "BTC", "long", self
.m
, "trade")
2907 self
.m
.ccxt
.create_order
.side_effect
= [
2908 portfolio
.InsufficientFunds
,
2909 portfolio
.InsufficientFunds
,
2910 portfolio
.InsufficientFunds
,
2911 portfolio
.InsufficientFunds
,
2912 portfolio
.InsufficientFunds
,
2915 self
.m
.ccxt
.create_order
.assert_has_calls([
2916 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
2917 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
2918 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
2919 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
2920 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
2922 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
2923 self
.assertEqual(0, len(order
.results
))
2924 self
.assertEqual("error", order
.status
)
2925 self
.assertEqual(5, order
.tries
)
2926 self
.m
.report
.log_error
.assert_called()
2927 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
2928 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
)
2931 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2932 class MouvementTest(WebMockTestCase
):
2933 def test_values(self
):
2934 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2935 "tradeID": 42, "type": "buy", "fee": "0.0015",
2936 "date": "2017-12-30 12:00:12", "rate": "0.1",
2937 "amount": "10", "total": "1"
2939 self
.assertEqual("ETH", mouvement
.currency
)
2940 self
.assertEqual("BTC", mouvement
.base_currency
)
2941 self
.assertEqual(42, mouvement
.id)
2942 self
.assertEqual("buy", mouvement
.action
)
2943 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
2944 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
2945 self
.assertEqual(D("0.1"), mouvement
.rate
)
2946 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
2947 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
2949 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
2950 self
.assertIsNone(mouvement
.date
)
2951 self
.assertIsNone(mouvement
.id)
2952 self
.assertIsNone(mouvement
.action
)
2953 self
.assertEqual(-1, mouvement
.fee_rate
)
2954 self
.assertEqual(0, mouvement
.rate
)
2955 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
2956 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
2958 def test__repr(self
):
2959 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2960 "tradeID": 42, "type": "buy", "fee": "0.0015",
2961 "date": "2017-12-30 12:00:12", "rate": "0.1",
2962 "amount": "10", "total": "1"
2964 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
2966 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2967 "tradeID": 42, "type": "buy",
2968 "date": "garbage", "rate": "0.1",
2969 "amount": "10", "total": "1"
2971 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
2973 def test_as_json(self
):
2974 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
2975 "tradeID": 42, "type": "buy", "fee": "0.0015",
2976 "date": "2017-12-30 12:00:12", "rate": "0.1",
2977 "amount": "10", "total": "1"
2979 as_json
= mouvement
.as_json()
2981 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
2982 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
2983 self
.assertEqual("buy", as_json
["action"])
2984 self
.assertEqual(D("10"), as_json
["total"])
2985 self
.assertEqual(D("1"), as_json
["total_in_base"])
2986 self
.assertEqual("BTC", as_json
["base_currency"])
2987 self
.assertEqual("ETH", as_json
["currency"])
2989 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2990 class ReportStoreTest(WebMockTestCase
):
2991 def test_add_log(self
):
2992 report_store
= market
.ReportStore(self
.m
)
2993 report_store
.add_log({"foo": "bar"}
)
2995 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
2997 def test_set_verbose(self
):
2998 report_store
= market
.ReportStore(self
.m
)
2999 with self
.subTest(verbose
=True):
3000 report_store
.set_verbose(True)
3001 self
.assertTrue(report_store
.verbose_print
)
3003 with self
.subTest(verbose
=False):
3004 report_store
.set_verbose(False)
3005 self
.assertFalse(report_store
.verbose_print
)
3007 def test_merge(self
):
3008 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3009 report_store2
= market
.ReportStore(None, verbose_print
=False)
3011 report_store2
.log_stage("1")
3012 report_store1
.log_stage("2")
3013 report_store2
.log_stage("3")
3015 report_store1
.merge(report_store2
)
3017 self
.assertEqual(3, len(report_store1
.logs
))
3018 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3020 def test_print_log(self
):
3021 report_store
= market
.ReportStore(self
.m
)
3022 with self
.subTest(verbose
=True),\
3023 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3024 report_store
.set_verbose(True)
3025 report_store
.print_log("Coucou")
3026 report_store
.print_log(portfolio
.Amount("BTC", 1))
3027 self
.assertEqual(stdout_mock
.getvalue(), "Coucou\n1.00000000 BTC\n")
3029 with self
.subTest(verbose
=False),\
3030 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3031 report_store
.set_verbose(False)
3032 report_store
.print_log("Coucou")
3033 report_store
.print_log(portfolio
.Amount("BTC", 1))
3034 self
.assertEqual(stdout_mock
.getvalue(), "")
3036 def test_to_json(self
):
3037 report_store
= market
.ReportStore(self
.m
)
3038 report_store
.logs
.append({"foo": "bar"}
)
3039 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3040 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3041 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3042 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3043 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())
3045 @mock.patch.object(market
.ReportStore
, "print_log")
3046 @mock.patch.object(market
.ReportStore
, "add_log")
3047 def test_log_stage(self
, add_log
, print_log
):
3048 report_store
= market
.ReportStore(self
.m
)
3050 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3051 print_log
.assert_has_calls([
3052 mock
.call("-----------"),
3053 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3055 add_log
.assert_called_once_with({
3060 'c': 'c = lambda x: x',
3068 @mock.patch.object(market
.ReportStore
, "print_log")
3069 @mock.patch.object(market
.ReportStore
, "add_log")
3070 def test_log_balances(self
, add_log
, print_log
):
3071 report_store
= market
.ReportStore(self
.m
)
3072 self
.m
.balances
.as_json
.return_value
= "json"
3073 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3075 report_store
.log_balances(tag
="tag")
3076 print_log
.assert_has_calls([
3077 mock
.call("[Balance]"),
3081 add_log
.assert_called_once_with({
3087 @mock.patch.object(market
.ReportStore
, "print_log")
3088 @mock.patch.object(market
.ReportStore
, "add_log")
3089 def test_log_tickers(self
, add_log
, print_log
):
3090 report_store
= market
.ReportStore(self
.m
)
3092 "BTC": portfolio
.Amount("BTC", 10),
3093 "ETH": portfolio
.Amount("BTC", D("0.3"))
3095 amounts
["ETH"].rate
= D("0.1")
3097 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3098 print_log
.assert_not_called()
3099 add_log
.assert_called_once_with({
3101 'compute_value': 'default',
3102 'balance_type': 'total',
3115 add_log
.reset_mock()
3116 compute_value
= lambda x
: x
["bid"]
3117 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3118 add_log
.assert_called_once_with({
3120 'compute_value': 'compute_value = lambda x: x["bid"]',
3121 'balance_type': 'total',
3134 @mock.patch.object(market
.ReportStore
, "print_log")
3135 @mock.patch.object(market
.ReportStore
, "add_log")
3136 def test_log_dispatch(self
, add_log
, print_log
):
3137 report_store
= market
.ReportStore(self
.m
)
3138 amount
= portfolio
.Amount("BTC", "10.3")
3140 "BTC": portfolio
.Amount("BTC", 10),
3141 "ETH": portfolio
.Amount("BTC", D("0.3"))
3143 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3144 print_log
.assert_not_called()
3145 add_log
.assert_called_once_with({
3147 'liquidity': 'medium',
3148 'repartition_ratio': 'repartition',
3159 @mock.patch.object(market
.ReportStore
, "print_log")
3160 @mock.patch.object(market
.ReportStore
, "add_log")
3161 def test_log_trades(self
, add_log
, print_log
):
3162 report_store
= market
.ReportStore(self
.m
)
3163 trade_mock1
= mock
.Mock()
3164 trade_mock2
= mock
.Mock()
3165 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3166 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3168 matching_and_trades
= [
3169 (True, trade_mock1
),
3170 (False, trade_mock2
),
3172 report_store
.log_trades(matching_and_trades
, "only")
3174 print_log
.assert_not_called()
3175 add_log
.assert_called_with({
3180 {'trade': '1', 'skipped': False}
,
3181 {'trade': '2', 'skipped': True}
3185 @mock.patch.object(market
.ReportStore
, "print_log")
3186 @mock.patch.object(market
.ReportStore
, "add_log")
3187 def test_log_orders(self
, add_log
, print_log
):
3188 report_store
= market
.ReportStore(self
.m
)
3190 order_mock1
= mock
.Mock()
3191 order_mock2
= mock
.Mock()
3193 order_mock1
.as_json
.return_value
= "order1"
3194 order_mock2
.as_json
.return_value
= "order2"
3196 orders
= [order_mock1
, order_mock2
]
3198 report_store
.log_orders(orders
, tick
="tick",
3199 only
="only", compute_value
="compute_value")
3201 print_log
.assert_called_once_with("[Orders]")
3202 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
3204 add_log
.assert_called_with({
3207 'compute_value': 'compute_value',
3209 'orders': ['order1', 'order2']
3212 add_log
.reset_mock()
3213 def compute_value(x
, y
):
3215 report_store
.log_orders(orders
, tick
="tick",
3216 only
="only", compute_value
=compute_value
)
3217 add_log
.assert_called_with({
3220 'compute_value': 'def compute_value(x, y):\n return x[y]',
3222 'orders': ['order1', 'order2']
3226 @mock.patch.object(market
.ReportStore
, "print_log")
3227 @mock.patch.object(market
.ReportStore
, "add_log")
3228 def test_log_order(self
, add_log
, print_log
):
3229 report_store
= market
.ReportStore(self
.m
)
3230 order_mock
= mock
.Mock()
3231 order_mock
.as_json
.return_value
= "order"
3232 new_order_mock
= mock
.Mock()
3233 new_order_mock
.as_json
.return_value
= "new_order"
3234 order_mock
.__repr
__ = mock
.Mock()
3235 order_mock
.__repr
__.return_value
= "Order Mock"
3236 new_order_mock
.__repr
__ = mock
.Mock()
3237 new_order_mock
.__repr
__.return_value
= "New order Mock"
3239 with self
.subTest(finished
=True):
3240 report_store
.log_order(order_mock
, 1, finished
=True)
3241 print_log
.assert_called_once_with("[Order] Finished Order Mock")
3242 add_log
.assert_called_once_with({
3247 'compute_value': None,
3251 add_log
.reset_mock()
3252 print_log
.reset_mock()
3254 with self
.subTest(update
="waiting"):
3255 report_store
.log_order(order_mock
, 1, update
="waiting")
3256 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3257 add_log
.assert_called_once_with({
3260 'update': 'waiting',
3262 'compute_value': None,
3266 add_log
.reset_mock()
3267 print_log
.reset_mock()
3268 with self
.subTest(update
="adjusting"):
3269 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
3270 report_store
.log_order(order_mock
, 3,
3271 update
="adjusting", new_order
=new_order_mock
,
3272 compute_value
=compute_value
)
3273 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3274 add_log
.assert_called_once_with({
3277 'update': 'adjusting',
3279 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3280 'new_order': 'new_order'
3283 add_log
.reset_mock()
3284 print_log
.reset_mock()
3285 with self
.subTest(update
="market_fallback"):
3286 report_store
.log_order(order_mock
, 7,
3287 update
="market_fallback", new_order
=new_order_mock
)
3288 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3289 add_log
.assert_called_once_with({
3292 'update': 'market_fallback',
3294 'compute_value': None,
3295 'new_order': 'new_order'
3298 add_log
.reset_mock()
3299 print_log
.reset_mock()
3300 with self
.subTest(update
="market_adjusting"):
3301 report_store
.log_order(order_mock
, 17,
3302 update
="market_adjust", new_order
=new_order_mock
)
3303 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3304 add_log
.assert_called_once_with({
3307 'update': 'market_adjust',
3309 'compute_value': None,
3310 'new_order': 'new_order'
3313 @mock.patch.object(market
.ReportStore
, "print_log")
3314 @mock.patch.object(market
.ReportStore
, "add_log")
3315 def test_log_move_balances(self
, add_log
, print_log
):
3316 report_store
= market
.ReportStore(self
.m
)
3318 "BTC": portfolio
.Amount("BTC", 10),
3322 "BTC": portfolio
.Amount("BTC", 3),
3325 report_store
.log_move_balances(needed
, moving
)
3326 print_log
.assert_not_called()
3327 add_log
.assert_called_once_with({
3328 'type': 'move_balances',
3340 @mock.patch.object(market
.ReportStore
, "print_log")
3341 @mock.patch.object(market
.ReportStore
, "add_log")
3342 def test_log_http_request(self
, add_log
, print_log
):
3343 report_store
= market
.ReportStore(self
.m
)
3344 response
= mock
.Mock()
3345 response
.status_code
= 200
3346 response
.text
= "Hey"
3348 report_store
.log_http_request("method", "url", "body",
3349 "headers", response
)
3350 print_log
.assert_not_called()
3351 add_log
.assert_called_once_with({
3352 'type': 'http_request',
3356 'headers': 'headers',
3361 @mock.patch.object(market
.ReportStore
, "print_log")
3362 @mock.patch.object(market
.ReportStore
, "add_log")
3363 def test_log_error(self
, add_log
, print_log
):
3364 report_store
= market
.ReportStore(self
.m
)
3365 with self
.subTest(message
=None, exception
=None):
3366 report_store
.log_error("action")
3367 print_log
.assert_called_once_with("[Error] action")
3368 add_log
.assert_called_once_with({
3371 'exception_class': None,
3372 'exception_message': None,
3376 print_log
.reset_mock()
3377 add_log
.reset_mock()
3378 with self
.subTest(message
="Hey", exception
=None):
3379 report_store
.log_error("action", message
="Hey")
3380 print_log
.assert_has_calls([
3381 mock
.call("[Error] action"),
3384 add_log
.assert_called_once_with({
3387 'exception_class': None,
3388 'exception_message': None,
3392 print_log
.reset_mock()
3393 add_log
.reset_mock()
3394 with self
.subTest(message
=None, exception
=Exception("bouh")):
3395 report_store
.log_error("action", exception
=Exception("bouh"))
3396 print_log
.assert_has_calls([
3397 mock
.call("[Error] action"),
3398 mock
.call("\tException: bouh")
3400 add_log
.assert_called_once_with({
3403 'exception_class': "Exception",
3404 'exception_message': "bouh",
3408 print_log
.reset_mock()
3409 add_log
.reset_mock()
3410 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
3411 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
3412 print_log
.assert_has_calls([
3413 mock
.call("[Error] action"),
3414 mock
.call("\tException: bouh"),
3417 add_log
.assert_called_once_with({
3420 'exception_class': "Exception",
3421 'exception_message': "bouh",
3425 @mock.patch.object(market
.ReportStore
, "print_log")
3426 @mock.patch.object(market
.ReportStore
, "add_log")
3427 def test_log_debug_action(self
, add_log
, print_log
):
3428 report_store
= market
.ReportStore(self
.m
)
3429 report_store
.log_debug_action("Hey")
3431 print_log
.assert_called_once_with("[Debug] Hey")
3432 add_log
.assert_called_once_with({
3433 'type': 'debug_action',
3437 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3438 class MainTest(WebMockTestCase
):
3439 def test_make_order(self
):
3440 self
.m
.get_ticker
.return_value
= {
3442 "average": D("0.1"),
3447 with self
.subTest(description
="nominal case"):
3448 main
.make_order(self
.m
, 10, "ETH")
3450 self
.m
.report
.log_stage
.assert_has_calls([
3451 mock
.call("make_order_begin"),
3452 mock
.call("make_order_end"),
3454 self
.m
.balances
.fetch_balances
.assert_has_calls([
3455 mock
.call(tag
="make_order_begin"),
3456 mock
.call(tag
="make_order_end"),
3458 self
.m
.trades
.all
.append
.assert_called_once()
3459 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3460 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
3461 self
.assertEqual(0, trade
.value_from
)
3462 self
.assertEqual("ETH", trade
.currency
)
3463 self
.assertEqual("BTC", trade
.base_currency
)
3464 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3465 self
.m
.trades
.run_orders
.assert_called_once_with()
3466 self
.m
.follow_orders
.assert_called_once_with()
3468 order
= trade
.orders
[0]
3469 self
.assertEqual(D("0.10"), order
.rate
)
3472 with self
.subTest(compute_value
="default"):
3473 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3474 compute_value
="ask")
3476 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3477 order
= trade
.orders
[0]
3478 self
.assertEqual(D("0.11"), order
.rate
)
3481 with self
.subTest(follow
=False):
3482 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
3484 self
.m
.report
.log_stage
.assert_has_calls([
3485 mock
.call("make_order_begin"),
3486 mock
.call("make_order_end_not_followed"),
3488 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
3490 self
.m
.trades
.all
.append
.assert_called_once()
3491 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3492 self
.assertEqual(0, trade
.value_from
)
3493 self
.assertEqual("ETH", trade
.currency
)
3494 self
.assertEqual("BTC", trade
.base_currency
)
3495 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3496 self
.m
.trades
.run_orders
.assert_called_once_with()
3497 self
.m
.follow_orders
.assert_not_called()
3498 self
.assertEqual(trade
.orders
[0], result
)
3501 with self
.subTest(base_currency
="USDT"):
3502 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
3504 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3505 self
.assertEqual("BTC", trade
.currency
)
3506 self
.assertEqual("USDT", trade
.base_currency
)
3509 with self
.subTest(close_if_possible
=True):
3510 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
3512 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3513 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
3516 with self
.subTest(action
="dispose"):
3517 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
3519 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3520 self
.assertEqual(0, trade
.value_to
)
3521 self
.assertEqual(1, trade
.value_from
.value
)
3522 self
.assertEqual("ETH", trade
.currency
)
3523 self
.assertEqual("BTC", trade
.base_currency
)
3526 with self
.subTest(compute_value
="default"):
3527 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3528 compute_value
="bid")
3530 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3531 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
3533 def test_get_user_market(self
):
3534 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
3535 mock
.patch("main.parse_config") as main_parse_config
:
3536 with self
.subTest(debug
=False):
3537 main_parse_config
.return_value
= ["pg_config", "report_path"]
3538 main_fetch_markets
.return_value
= [({"key": "market_config"}
,)]
3539 m
= main
.get_user_market("config_path.ini", 1)
3541 self
.assertIsInstance(m
, market
.Market
)
3542 self
.assertFalse(m
.debug
)
3544 with self
.subTest(debug
=True):
3545 main_parse_config
.return_value
= ["pg_config", "report_path"]
3546 main_fetch_markets
.return_value
= [({"key": "market_config"}
,)]
3547 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
3549 self
.assertIsInstance(m
, market
.Market
)
3550 self
.assertTrue(m
.debug
)
3552 def test_process(self
):
3553 with mock
.patch("market.Market") as market_mock
,\
3554 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3556 args_mock
= mock
.Mock()
3557 args_mock
.action
= "action"
3558 args_mock
.config
= "config"
3559 args_mock
.user
= "user"
3560 args_mock
.debug
= "debug"
3561 args_mock
.before
= "before"
3562 args_mock
.after
= "after"
3563 self
.assertEqual("", stdout_mock
.getvalue())
3565 main
.process("config", 1, "report_path", args_mock
)
3567 market_mock
.from_config
.assert_has_calls([
3568 mock
.call("config", debug
="debug", user_id
=1, report_path
="report_path"),
3569 mock
.call().process("action", before
="before", after
="after"),
3572 with self
.subTest(exception
=True):
3573 market_mock
.from_config
.side_effect
= Exception("boo")
3574 main
.process("config", 1, "report_path", args_mock
)
3575 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
3577 def test_main(self
):
3578 with self
.subTest(parallel
=False):
3579 with mock
.patch("main.parse_args") as parse_args
,\
3580 mock
.patch("main.parse_config") as parse_config
,\
3581 mock
.patch("main.fetch_markets") as fetch_markets
,\
3582 mock
.patch("main.process") as process
:
3584 args_mock
= mock
.Mock()
3585 args_mock
.parallel
= False
3586 args_mock
.config
= "config"
3587 args_mock
.user
= "user"
3588 parse_args
.return_value
= args_mock
3590 parse_config
.return_value
= ["pg_config", "report_path"]
3592 fetch_markets
.return_value
= [["config1", 1], ["config2", 2]]
3594 main
.main(["Foo", "Bar"])
3596 parse_args
.assert_called_with(["Foo", "Bar"])
3597 parse_config
.assert_called_with("config")
3598 fetch_markets
.assert_called_with("pg_config", "user")
3600 self
.assertEqual(2, process
.call_count
)
3601 process
.assert_has_calls([
3602 mock
.call("config1", 1, "report_path", args_mock
),
3603 mock
.call("config2", 2, "report_path", args_mock
),
3605 with self
.subTest(parallel
=True):
3606 with mock
.patch("main.parse_args") as parse_args
,\
3607 mock
.patch("main.parse_config") as parse_config
,\
3608 mock
.patch("main.fetch_markets") as fetch_markets
,\
3609 mock
.patch("main.process") as process
,\
3610 mock
.patch("store.Portfolio.start_worker") as start
:
3612 args_mock
= mock
.Mock()
3613 args_mock
.parallel
= True
3614 args_mock
.config
= "config"
3615 args_mock
.user
= "user"
3616 parse_args
.return_value
= args_mock
3618 parse_config
.return_value
= ["pg_config", "report_path"]
3620 fetch_markets
.return_value
= [["config1", 1], ["config2", 2]]
3622 main
.main(["Foo", "Bar"])
3624 parse_args
.assert_called_with(["Foo", "Bar"])
3625 parse_config
.assert_called_with("config")
3626 fetch_markets
.assert_called_with("pg_config", "user")
3628 start
.assert_called_once_with()
3629 self
.assertEqual(2, process
.call_count
)
3630 process
.assert_has_calls([
3631 mock
.call
.__bool
__(),
3632 mock
.call("config1", 1, "report_path", args_mock
),
3633 mock
.call
.__bool
__(),
3634 mock
.call("config2", 2, "report_path", args_mock
),
3637 @mock.patch.object(main
.sys
, "exit")
3638 @mock.patch("main.configparser")
3639 @mock.patch("main.os")
3640 def test_parse_config(self
, os
, configparser
, exit
):
3641 with self
.subTest(pg_config
=True, report_path
=None):
3642 config_mock
= mock
.MagicMock()
3643 configparser
.ConfigParser
.return_value
= config_mock
3644 def config(element
):
3645 return element
== "postgresql"
3647 config_mock
.__contains
__.side_effect
= config
3648 config_mock
.__getitem
__.return_value
= "pg_config"
3650 result
= main
.parse_config("configfile")
3652 config_mock
.read
.assert_called_with("configfile")
3654 self
.assertEqual(["pg_config", None], result
)
3656 with self
.subTest(pg_config
=True, report_path
="present"):
3657 config_mock
= mock
.MagicMock()
3658 configparser
.ConfigParser
.return_value
= config_mock
3660 config_mock
.__contains
__.return_value
= True
3661 config_mock
.__getitem
__.side_effect
= [
3662 {"report_path": "report_path"}
,
3663 {"report_path": "report_path"}
,
3667 os
.path
.exists
.return_value
= False
3668 result
= main
.parse_config("configfile")
3670 config_mock
.read
.assert_called_with("configfile")
3671 self
.assertEqual(["pg_config", "report_path"], result
)
3672 os
.path
.exists
.assert_called_once_with("report_path")
3673 os
.makedirs
.assert_called_once_with("report_path")
3675 with self
.subTest(pg_config
=False),\
3676 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3677 config_mock
= mock
.MagicMock()
3678 configparser
.ConfigParser
.return_value
= config_mock
3679 result
= main
.parse_config("configfile")
3681 config_mock
.read
.assert_called_with("configfile")
3682 exit
.assert_called_once_with(1)
3683 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
3685 @mock.patch.object(main
.sys
, "exit")
3686 def test_parse_args(self
, exit
):
3687 with self
.subTest(config
="config.ini"):
3688 args
= main
.parse_args([])
3689 self
.assertEqual("config.ini", args
.config
)
3690 self
.assertFalse(args
.before
)
3691 self
.assertFalse(args
.after
)
3692 self
.assertFalse(args
.debug
)
3694 args
= main
.parse_args(["--before", "--after", "--debug"])
3695 self
.assertTrue(args
.before
)
3696 self
.assertTrue(args
.after
)
3697 self
.assertTrue(args
.debug
)
3699 exit
.assert_not_called()
3701 with self
.subTest(config
="inexistant"),\
3702 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3703 args
= main
.parse_args(["--config", "foo.bar"])
3704 exit
.assert_called_once_with(1)
3705 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
3707 @mock.patch.object(main
, "psycopg2")
3708 def test_fetch_markets(self
, psycopg2
):
3709 connect_mock
= mock
.Mock()
3710 cursor_mock
= mock
.MagicMock()
3711 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
3713 connect_mock
.cursor
.return_value
= cursor_mock
3714 psycopg2
.connect
.return_value
= connect_mock
3716 with self
.subTest(user
=None):
3717 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
3719 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3720 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs")
3722 self
.assertEqual(["row_1", "row_2"], rows
)
3724 psycopg2
.connect
.reset_mock()
3725 cursor_mock
.execute
.reset_mock()
3726 with self
.subTest(user
=1):
3727 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
3729 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3730 cursor_mock
.execute
.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3732 self
.assertEqual(["row_1", "row_2"], rows
)
3735 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3736 class ProcessorTest(WebMockTestCase
):
3737 def test_values(self
):
3738 processor
= market
.Processor(self
.m
)
3740 self
.assertEqual(self
.m
, processor
.market
)
3742 def test_run_action(self
):
3743 processor
= market
.Processor(self
.m
)
3745 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
3746 method_mock
= mock
.Mock()
3747 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
3749 processor
.run_action("foo", "bar", "baz")
3751 parse_args
.assert_called_with("foo", "bar", "baz")
3753 method_mock
.assert_called_with(foo
="bar")
3755 processor
.run_action("wait_for_recent", "bar", "baz")
3757 method_mock
.assert_called_with(foo
="bar")
3759 def test_select_step(self
):
3760 processor
= market
.Processor(self
.m
)
3762 scenario
= processor
.scenarios
["sell_all"]
3764 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
3765 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
3766 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
3767 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
3768 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
3770 with self
.assertRaises(TypeError):
3771 processor
.select_steps(scenario
, ["wait"])
3773 @mock.patch("market.Processor.process_step")
3774 def test_process(self
, process_step
):
3775 processor
= market
.Processor(self
.m
)
3777 processor
.process("sell_all", foo
="bar")
3778 self
.assertEqual(3, process_step
.call_count
)
3780 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
3781 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
3782 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
3783 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
3784 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
3785 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
3787 process_step
.reset_mock()
3789 processor
.process("sell_needed", steps
=["before", "after"])
3790 self
.assertEqual(3, process_step
.call_count
)
3792 def test_method_arguments(self
):
3793 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
3794 m
= market
.Market(ccxt
)
3796 processor
= market
.Processor(m
)
3798 method
, arguments
= processor
.method_arguments("wait_for_recent")
3799 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
3800 self
.assertEqual(["delta", "poll"], arguments
)
3802 method
, arguments
= processor
.method_arguments("prepare_trades")
3803 self
.assertEqual(m
.prepare_trades
, method
)
3804 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
3806 method
, arguments
= processor
.method_arguments("prepare_orders")
3807 self
.assertEqual(m
.trades
.prepare_orders
, method
)
3809 method
, arguments
= processor
.method_arguments("move_balances")
3810 self
.assertEqual(m
.move_balances
, method
)
3812 method
, arguments
= processor
.method_arguments("run_orders")
3813 self
.assertEqual(m
.trades
.run_orders
, method
)
3815 method
, arguments
= processor
.method_arguments("follow_orders")
3816 self
.assertEqual(m
.follow_orders
, method
)
3818 method
, arguments
= processor
.method_arguments("close_trades")
3819 self
.assertEqual(m
.trades
.close_trades
, method
)
3821 def test_process_step(self
):
3822 processor
= market
.Processor(self
.m
)
3824 with mock
.patch
.object(processor
, "run_action") as run_action
:
3825 step
= processor
.scenarios
["sell_needed"][1]
3827 processor
.process_step("foo", step
, {"foo":"bar"}
)
3829 self
.m
.report
.log_stage
.assert_has_calls([
3830 mock
.call("process_foo__1_sell_begin"),
3831 mock
.call("process_foo__1_sell_end"),
3833 self
.m
.balances
.fetch_balances
.assert_has_calls([
3834 mock
.call(tag
="process_foo__1_sell_begin"),
3835 mock
.call(tag
="process_foo__1_sell_end"),
3838 self
.assertEqual(5, run_action
.call_count
)
3840 run_action
.assert_has_calls([
3841 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
3842 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
3843 mock
.call('run_orders', {}, {'foo': 'bar'}
),
3844 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
3845 mock
.call('close_trades', {}, {'foo': 'bar'}
),
3849 with mock
.patch
.object(processor
, "run_action") as run_action
:
3850 step
= processor
.scenarios
["sell_needed"][0]
3852 processor
.process_step("foo", step
, {"foo":"bar"}
)
3853 self
.m
.balances
.fetch_balances
.assert_not_called()
3855 def test_parse_args(self
):
3856 processor
= market
.Processor(self
.m
)
3858 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3859 method_mock
= mock
.Mock()
3860 method_arguments
.return_value
= [
3864 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
3866 self
.assertEqual(method_mock
, method
)
3867 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
3869 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3870 method_mock
= mock
.Mock()
3871 method_arguments
.return_value
= [
3875 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
3877 self
.assertEqual(1, len(args
["repartition"]))
3878 self
.assertIn("BTC", args
["repartition"])
3880 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3881 method_mock
= mock
.Mock()
3882 method_arguments
.return_value
= [
3884 ["repartition", "base_currency"]
3886 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
3888 self
.assertEqual(1, len(args
["repartition"]))
3889 self
.assertIn("USDT", args
["repartition"])
3891 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3892 method_mock
= mock
.Mock()
3893 method_arguments
.return_value
= [
3895 ["repartition", "base_currency"]
3897 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
3899 self
.assertEqual(1, len(args
["repartition"]))
3900 self
.assertIn("ETH", args
["repartition"])
3903 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
3904 class AcceptanceTest(WebMockTestCase
):
3905 @unittest.expectedFailure
3906 def test_success_sell_only_necessary(self
):
3907 # FIXME: catch stdout
3908 self
.m
.report
.verbose_print
= False
3911 "exchange_free": D("1.0"),
3912 "exchange_used": D("0.0"),
3913 "exchange_total": D("1.0"),
3917 "exchange_free": D("4.0"),
3918 "exchange_used": D("0.0"),
3919 "exchange_total": D("4.0"),
3923 "exchange_free": D("1000.0"),
3924 "exchange_used": D("0.0"),
3925 "exchange_total": D("1000.0"),
3926 "total": D("1000.0"),
3930 "ETH": (D("0.25"), "long"),
3931 "ETC": (D("0.25"), "long"),
3932 "BTC": (D("0.4"), "long"),
3933 "BTD": (D("0.01"), "short"),
3934 "B2X": (D("0.04"), "long"),
3935 "USDT": (D("0.05"), "long"),
3938 def fetch_ticker(symbol
):
3939 if symbol
== "ETH/BTC":
3941 "symbol": "ETH/BTC",
3945 if symbol
== "ETC/BTC":
3947 "symbol": "ETC/BTC",
3951 if symbol
== "XVG/BTC":
3953 "symbol": "XVG/BTC",
3954 "bid": D("0.00003"),
3957 if symbol
== "BTD/BTC":
3959 "symbol": "BTD/BTC",
3963 if symbol
== "B2X/BTC":
3965 "symbol": "B2X/BTC",
3969 if symbol
== "USDT/BTC":
3970 raise helper
.ExchangeError
3971 if symbol
== "BTC/USDT":
3973 "symbol": "BTC/USDT",
3977 self
.fail("Shouldn't have been called with {}".format(symbol
))
3979 market
= mock
.Mock()
3980 market
.fetch_all_balances
.return_value
= fetch_balance
3981 market
.fetch_ticker
.side_effect
= fetch_ticker
3982 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
3984 helper
.prepare_trades(market
)
3986 balances
= portfolio
.BalanceStore
.all
3987 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
3988 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
3989 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
3992 trades
= portfolio
.TradeStore
.all
3993 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
3994 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
3995 self
.assertEqual("dispose", trades
[0].action
)
3997 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
3998 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
3999 self
.assertEqual("acquire", trades
[1].action
)
4001 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4002 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4003 self
.assertEqual("dispose", trades
[2].action
)
4005 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4006 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4007 self
.assertEqual("acquire", trades
[3].action
)
4009 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4010 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4011 self
.assertEqual("acquire", trades
[4].action
)
4013 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4014 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4015 self
.assertEqual("acquire", trades
[5].action
)
4018 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4020 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4021 self
.assertEqual(2, len(all_orders
))
4022 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4023 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4024 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4025 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4028 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4029 self
.assertEqual("limit", type)
4030 if symbol
== "ETH/BTC":
4031 self
.assertEqual("sell", action
)
4032 self
.assertEqual(D('0.66666666'), amount
)
4033 self
.assertEqual(D("0.14014"), price
)
4034 elif symbol
== "XVG/BTC":
4035 self
.assertEqual("sell", action
)
4036 self
.assertEqual(1000, amount
)
4037 self
.assertEqual(D("0.00003003"), price
)
4039 self
.fail("I shouldn't have been called")
4044 market
.create_order
.side_effect
= create_order
4045 market
.order_precision
.return_value
= 8
4048 portfolio
.TradeStore
.run_orders()
4050 self
.assertEqual("open", all_orders
[0].status
)
4051 self
.assertEqual("open", all_orders
[1].status
)
4053 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4054 market
.privatePostReturnOrderTrades
.return_value
= [
4056 "tradeID": 42, "type": "buy", "fee": "0.0015",
4057 "date": "2017-12-30 12:00:12", "rate": "0.1",
4058 "amount": "10", "total": "1"
4061 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4063 helper
.follow_orders(verbose
=False)
4065 sleep
.assert_called_with(30)
4067 for order
in all_orders
:
4068 self
.assertEqual("closed", order
.status
)
4072 "exchange_free": D("1.0") / 3,
4073 "exchange_used": D("0.0"),
4074 "exchange_total": D("1.0") / 3,
4076 "total": D("1.0") / 3,
4079 "exchange_free": D("0.134"),
4080 "exchange_used": D("0.0"),
4081 "exchange_total": D("0.134"),
4083 "total": D("0.134"),
4086 "exchange_free": D("4.0"),
4087 "exchange_used": D("0.0"),
4088 "exchange_total": D("4.0"),
4093 "exchange_free": D("0.0"),
4094 "exchange_used": D("0.0"),
4095 "exchange_total": D("0.0"),
4100 market
.fetch_all_balances
.return_value
= fetch_balance
4102 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4104 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4106 balances
= portfolio
.BalanceStore
.all
4107 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4108 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4109 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4110 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4113 trades
= portfolio
.TradeStore
.all
4114 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4115 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4116 self
.assertEqual("dispose", trades
[0].action
)
4118 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4119 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4120 self
.assertEqual("acquire", trades
[1].action
)
4122 self
.assertNotIn("BTC", trades
)
4124 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4125 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4126 self
.assertEqual("dispose", trades
[2].action
)
4128 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4129 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4130 self
.assertEqual("acquire", trades
[3].action
)
4132 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4133 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4134 self
.assertEqual("acquire", trades
[4].action
)
4136 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4137 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4138 self
.assertEqual("acquire", trades
[5].action
)
4141 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4143 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4144 self
.assertEqual(4, len(all_orders
))
4145 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4146 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4147 self
.assertEqual("buy", all_orders
[0].action
)
4148 self
.assertEqual("long", all_orders
[0].trade_type
)
4150 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4151 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4152 self
.assertEqual("sell", all_orders
[1].action
)
4153 self
.assertEqual("short", all_orders
[1].trade_type
)
4155 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4156 self
.assertAlmostEqual(0, diff
.value
)
4157 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4158 self
.assertEqual("buy", all_orders
[2].action
)
4159 self
.assertEqual("long", all_orders
[2].trade_type
)
4161 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4162 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4163 self
.assertEqual("sell", all_orders
[3].action
)
4164 self
.assertEqual("long", all_orders
[3].trade_type
)
4168 # Move balances to margin
4172 # portfolio.TradeStore.run_orders()
4174 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4176 helper
.follow_orders(verbose
=False)
4178 sleep
.assert_called_with(30)
4180 if __name__
== '__main__':