5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
10 import portfolio
, market
, main
, store
12 limits
= ["acceptance", "unit"]
13 for test_type
in limits
:
14 if "--no{}".format(test_type
) in sys
.argv
:
15 sys
.argv
.remove("--no{}".format(test_type
))
16 limits
.remove(test_type
)
17 if "--only{}".format(test_type
) in sys
.argv
:
18 sys
.argv
.remove("--only{}".format(test_type
))
22 class WebMockTestCase(unittest
.TestCase
):
26 super(WebMockTestCase
, self
).setUp()
27 self
.wm
= requests_mock
.Mocker()
31 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
35 mock
.patch
.multiple(market
.Portfolio
,
40 mock
.patch
.multiple(portfolio
.Computation
,
41 computations
=portfolio
.Computation
.computations
),
43 for patcher
in self
.patchers
:
47 for patcher
in self
.patchers
:
50 super(WebMockTestCase
, self
).tearDown()
52 @unittest.skipUnless("unit" in limits
, "Unit skipped")
53 class poloniexETest(unittest
.TestCase
):
55 super(poloniexETest
, self
).setUp()
56 self
.wm
= requests_mock
.Mocker()
59 self
.s
= market
.ccxt
.poloniexE()
63 super(poloniexETest
, self
).tearDown()
65 def test_nanoseconds(self
):
66 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
67 time
.return_value
= 123456.7890123456
68 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
71 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
72 time
.return_value
= 123456.7890123456
73 self
.assertEqual(123456789012345, self
.s
.nonce())
75 def test_order_precision(self
):
76 self
.assertEqual(8, self
.s
.order_precision("FOO"))
78 def test_transfer_balance(self
):
79 with self
.subTest(success
=True),\
80 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
81 t
.return_value
= { "success": 1 }
82 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
83 t
.assert_called_once_with({
86 "fromAccount": "exchange",
87 "toAccount": "margin",
90 self
.assertTrue(result
)
92 with self
.subTest(success
=False),\
93 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
94 t
.return_value
= { "success": 0 }
95 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
97 def test_close_margin_position(self
):
98 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
99 self
.s
.close_margin_position("FOO", "BAR")
100 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
102 def test_tradable_balances(self
):
103 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
105 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
106 "BAR": { "exchange": "1", "margin": "0" }
,
108 balances
= self
.s
.tradable_balances()
109 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
110 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
111 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
112 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
114 def test_margin_summary(self
):
115 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
117 "currentMargin": "1.49680968",
118 "lendingFees": "0.0000001",
120 "totalBorrowedValue": "0.00673602",
121 "totalValue": "0.01000000",
122 "netValue": "0.01008254",
125 'current_margin': D('1.49680968'),
126 'gains': D('0.00008254'),
127 'lending_fees': D('0.0000001'),
128 'total': D('0.01000000'),
129 'total_borrowed': D('0.00673602')
131 self
.assertEqual(expected
, self
.s
.margin_summary())
133 def test_create_order(self
):
134 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
135 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
136 with self
.subTest(account
="unspecified"):
137 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
138 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
139 margin
.assert_not_called()
140 exchange
.reset_mock()
143 with self
.subTest(account
="exchange"):
144 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
145 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
146 margin
.assert_not_called()
147 exchange
.reset_mock()
150 with self
.subTest(account
="margin"):
151 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
152 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
153 exchange
.assert_not_called()
154 exchange
.reset_mock()
157 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
158 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
160 def test_parse_ticker(self
):
164 "highestBid": "10.5",
167 "percentChange": "0.1",
174 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
175 ms
.return_value
= 1520292715123
176 result
= self
.s
.parse_ticker(ticker
, market
)
180 "timestamp": 1520292715123,
181 "datetime": "2018-03-05T23:31:55.123Z",
194 "baseVolume": D("10"),
195 "quoteVolume": D("20"),
198 self
.assertEqual(expected
, result
)
200 def test_fetch_margin_balance(self
):
201 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
202 get_margin_position
.return_value
= {
205 "basePrice": "0.06818560",
206 "lendingFees": "0.00000001",
207 "liquidationPrice": "0.15107132",
209 "total": "0.00681856",
215 "lendingFees": "0.00000001",
216 "liquidationPrice": "0.6",
225 "liquidationPrice": "-1",
231 balances
= self
.s
.fetch_margin_balance()
232 self
.assertEqual(2, len(balances
))
236 "borrowedPrice": D("0.06818560"),
237 "lendingFees": D("1E-8"),
238 "pl": D("-0.00000371"),
239 "liquidationPrice": D("0.15107132"),
241 "total": D("0.00681856"),
242 "baseCurrency": "BTC"
246 "borrowedPrice": D("0.1"),
247 "lendingFees": D("1E-8"),
248 "pl": D("0.00000371"),
249 "liquidationPrice": D("0.6"),
252 "baseCurrency": "BTC"
255 self
.assertEqual(expected
, balances
)
258 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
260 def test_fetch_balance(self
):
261 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
262 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
263 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
264 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
265 balances
.return_value
= {
282 "ETH": {"available": "10", "onOrders": "1"}
,
283 "BTC": {"available": "1", "onOrders": "0"}
,
284 "DASH": {"available": "0", "onOrders": "3"}
286 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
287 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
288 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
289 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
290 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
291 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
293 result
= self
.s
.fetch_balance()
294 load_markets
.assert_called_once()
295 self
.assertEqual(expected
, result
)
297 def test_fetch_balance_per_type(self
):
298 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
299 balances
.return_value
= {
301 "BLK": "159.83673869",
303 "USDT": "0.00002625",
313 "BLK": "159.83673869",
315 "USDT": "0.00002625",
323 "BLK": D("159.83673869"),
324 "BTC": D("0.00005959"),
325 "USDT": D("0.00002625"),
326 "XMR": D("0.18719303")
328 "margin": {"BTC": D("0.03019227")}
,
329 "BLK": {"exchange": D("159.83673869")}
,
330 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
331 "USDT": {"exchange": D("0.00002625")}
,
332 "XMR": {"exchange": D("0.18719303")}
334 result
= self
.s
.fetch_balance_per_type()
335 self
.assertEqual(expected
, result
)
337 def test_fetch_all_balances(self
):
339 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
340 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
341 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
342 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
344 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
345 balance
.return_value
= json
.load(f
)
346 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
347 margin_balance
.return_value
= json
.load(f
)
348 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
349 balance_per_type
.return_value
= json
.load(f
)
351 result
= self
.s
.fetch_all_balances()
353 "total": D("-12779.79821852"),
354 "exchange_used": D("0E-8"),
355 "exchange_total": D("0E-8"),
356 "exchange_free": D("0E-8"),
357 "margin_available": 0,
358 "margin_in_position": 0,
359 "margin_borrowed": D("12779.79821852"),
360 "margin_total": D("-12779.79821852"),
361 "margin_pending_gain": 0,
362 "margin_lending_fees": D("-9E-8"),
363 "margin_pending_base_gain": D("0.00024059"),
364 "margin_position_type": "short",
365 "margin_liquidation_price": D("0.00000246"),
366 "margin_borrowed_base_price": D("0.00599149"),
367 "margin_borrowed_base_currency": "BTC"
369 expected_btc
= {"total": D("0.05432165"),
370 "exchange_used": D("0E-8"),
371 "exchange_total": D("0.00005959"),
372 "exchange_free": D("0.00005959"),
373 "margin_available": D("0.03019227"),
374 "margin_in_position": D("0.02406979"),
375 "margin_borrowed": 0,
376 "margin_total": D("0.05426206"),
377 "margin_pending_gain": D("0.00093955"),
378 "margin_lending_fees": 0,
379 "margin_pending_base_gain": 0,
380 "margin_position_type": None,
381 "margin_liquidation_price": 0,
382 "margin_borrowed_base_price": 0,
383 "margin_borrowed_base_currency": None
385 expected_xmr
= {"total": D("0.18719303"),
386 "exchange_used": D("0E-8"),
387 "exchange_total": D("0.18719303"),
388 "exchange_free": D("0.18719303"),
389 "margin_available": 0,
390 "margin_in_position": 0,
391 "margin_borrowed": 0,
393 "margin_pending_gain": 0,
394 "margin_lending_fees": 0,
395 "margin_pending_base_gain": 0,
396 "margin_position_type": None,
397 "margin_liquidation_price": 0,
398 "margin_borrowed_base_price": 0,
399 "margin_borrowed_base_currency": None
401 self
.assertEqual(expected_xmr
, result
["XMR"])
402 self
.assertEqual(expected_doge
, result
["DOGE"])
403 self
.assertEqual(expected_btc
, result
["BTC"])
405 def test_create_margin_order(self
):
406 with self
.assertRaises(market
.ExchangeError
):
407 self
.s
.create_margin_order("FOO", "market", "buy", "10")
409 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
410 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
411 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
412 mock
.patch
.object(self
.s
, "market") as market_mock
,\
413 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
414 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
416 margin_buy
.return_value
= {
419 margin_sell
.return_value
= {
422 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
423 ptp
.return_value
= D("0.1")
424 atp
.return_value
= D("12")
426 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
427 self
.assertEqual(123, order
["id"])
428 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
429 margin_sell
.assert_not_called()
430 margin_buy
.reset_mock()
431 margin_sell
.reset_mock()
433 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
434 self
.assertEqual(456, order
["id"])
435 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
436 margin_buy
.assert_not_called()
438 def test_create_exchange_order(self
):
439 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
440 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
442 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
444 @unittest.skipUnless("unit" in limits
, "Unit skipped")
445 class PortfolioTest(WebMockTestCase
):
447 super(PortfolioTest
, self
).setUp()
449 with open("test_samples/test_portfolio.json") as example
:
450 self
.json_response
= example
.read()
452 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
454 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
455 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
456 self
.wm
.get(market
.Portfolio
.URL
, [
457 {"text":'{ "foo": "bar" }
', "status_code": 200},
458 {"text": "System Error", "status_code": 500},
459 {"exc": requests.exceptions.ConnectTimeout},
461 market.Portfolio.get_cryptoportfolio()
462 self.assertIn("foo", market.Portfolio.data)
463 self.assertEqual("bar", market.Portfolio.data["foo"])
464 self.assertTrue(self.wm.called)
465 self.assertEqual(1, self.wm.call_count)
466 market.Portfolio.report.log_error.assert_not_called()
467 market.Portfolio.report.log_http_request.assert_called_once()
468 parse_cryptoportfolio.assert_called_once_with()
469 market.Portfolio.report.log_http_request.reset_mock()
470 parse_cryptoportfolio.reset_mock()
471 market.Portfolio.data = None
473 market.Portfolio.get_cryptoportfolio()
474 self.assertIsNone(market.Portfolio.data)
475 self.assertEqual(2, self.wm.call_count)
476 parse_cryptoportfolio.assert_not_called()
477 market.Portfolio.report.log_error.assert_not_called()
478 market.Portfolio.report.log_http_request.assert_called_once()
479 market.Portfolio.report.log_http_request.reset_mock()
480 parse_cryptoportfolio.reset_mock()
482 market.Portfolio.data = "Foo"
483 market.Portfolio.get_cryptoportfolio()
484 self.assertEqual(2, self.wm.call_count)
485 parse_cryptoportfolio.assert_not_called()
487 market.Portfolio.get_cryptoportfolio(refetch=True)
488 self.assertEqual("Foo", market.Portfolio.data)
489 self.assertEqual(3, self.wm.call_count)
490 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
492 market.Portfolio.report.log_http_request.assert_not_called()
494 def test_parse_cryptoportfolio(self):
495 market.Portfolio.data = store.json.loads(self.json_response, parse_int=D,
497 market.Portfolio.parse_cryptoportfolio()
499 self.assertListEqual(
501 list(market.Portfolio.liquidities.keys()))
503 liquidities = market.Portfolio.liquidities
504 self.assertEqual(10, len(liquidities["medium"].keys()))
505 self.assertEqual(10, len(liquidities["high"].keys()))
508 'BTC
': (D("0.2857"), "long"),
509 'DGB
': (D("0.1015"), "long"),
510 'DOGE
': (D("0.1805"), "long"),
511 'SC
': (D("0.0623"), "long"),
512 'ZEC
': (D("0.3701"), "long"),
514 date = portfolio.datetime(2018, 1, 8)
515 self.assertDictEqual(expected, liquidities["high"][date])
518 'BTC
': (D("1.1102e-16"), "long"),
519 'ETC
': (D("0.1"), "long"),
520 'FCT
': (D("0.1"), "long"),
521 'GAS
': (D("0.1"), "long"),
522 'NAV
': (D("0.1"), "long"),
523 'OMG
': (D("0.1"), "long"),
524 'OMNI
': (D("0.1"), "long"),
525 'PPC
': (D("0.1"), "long"),
526 'RIC
': (D("0.1"), "long"),
527 'VIA
': (D("0.1"), "long"),
528 'XCP
': (D("0.1"), "long"),
530 self.assertDictEqual(expected, liquidities["medium"][date])
531 self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date)
533 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
534 def test_repartition(self, get_cryptoportfolio):
535 market.Portfolio.liquidities = {
537 "2018-03-01": "medium_2018-03-01",
538 "2018-03-08": "medium_2018-03-08",
541 "2018-03-01": "high_2018-03-01",
542 "2018-03-08": "high_2018-03-08",
545 market.Portfolio.last_date = "2018-03-08"
547 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
548 get_cryptoportfolio.assert_called_once_with()
549 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
550 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
552 @mock.patch.object(market.time, "sleep")
553 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
554 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
556 def _get(refetch=False):
557 if self.call_count != 0:
558 self.assertTrue(refetch)
560 self.assertFalse(refetch)
562 market.Portfolio.last_date = store.datetime.now()\
563 - store.timedelta(10)\
564 + store.timedelta(self.call_count)
565 get_cryptoportfolio.side_effect = _get
567 market.Portfolio.wait_for_recent()
568 sleep.assert_called_with(30)
569 self.assertEqual(6, sleep.call_count)
570 self.assertEqual(7, get_cryptoportfolio.call_count)
571 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
574 get_cryptoportfolio.reset_mock()
575 market.Portfolio.last_date = None
577 market.Portfolio.wait_for_recent(delta=15)
578 sleep.assert_not_called()
579 self.assertEqual(1, get_cryptoportfolio.call_count)
582 get_cryptoportfolio.reset_mock()
583 market.Portfolio.last_date = None
585 market.Portfolio.wait_for_recent(delta=1)
586 sleep.assert_called_with(30)
587 self.assertEqual(9, sleep.call_count)
588 self.assertEqual(10, get_cryptoportfolio.call_count)
590 @unittest.skipUnless("unit" in limits, "Unit skipped")
591 class AmountTest(WebMockTestCase):
592 def test_values(self):
593 amount = portfolio.Amount("BTC", "0.65")
594 self.assertEqual(D("0.65"), amount.value)
595 self.assertEqual("BTC", amount.currency)
597 def test_in_currency(self):
598 amount = portfolio.Amount("ETC", 10)
600 self.assertEqual(amount, amount.in_currency("ETC", self.m))
602 with self.subTest(desc="no ticker for currency"):
603 self.m.get_ticker.return_value = None
605 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
607 with self.subTest(desc="nominal case"):
608 self.m.get_ticker.return_value = {
614 converted_amount = amount.in_currency("ETH", self.m)
616 self.assertEqual(D("3.0"), converted_amount.value)
617 self.assertEqual("ETH", converted_amount.currency)
618 self.assertEqual(amount, converted_amount.linked_to)
619 self.assertEqual("bar", converted_amount.ticker["foo"])
621 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
622 self.assertEqual(D("2"), converted_amount.value)
624 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
625 self.assertEqual(D("4"), converted_amount.value)
627 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
628 self.assertEqual(D("0.2"), converted_amount.value)
630 def test__round(self):
631 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
632 self.assertEqual(D("1.23456789"), round(amount).value)
633 self.assertEqual(D("1.23"), round(amount, 2).value)
636 amount = portfolio.Amount("SC", -120)
637 self.assertEqual(120, abs(amount).value)
638 self.assertEqual("SC", abs(amount).currency)
640 amount = portfolio.Amount("SC", 10)
641 self.assertEqual(10, abs(amount).value)
642 self.assertEqual("SC", abs(amount).currency)
645 amount1 = portfolio.Amount("XVG", "12.9")
646 amount2 = portfolio.Amount("XVG", "13.1")
648 self.assertEqual(26, (amount1 + amount2).value)
649 self.assertEqual("XVG", (amount1 + amount2).currency)
651 amount3 = portfolio.Amount("ETH", "1.6")
652 with self.assertRaises(Exception):
655 amount4 = portfolio.Amount("ETH", 0.0)
656 self.assertEqual(amount1, amount1 + amount4)
658 self.assertEqual(amount1, amount1 + 0)
660 def test__radd(self):
661 amount = portfolio.Amount("XVG", "12.9")
663 self.assertEqual(amount, 0 + amount)
664 with self.assertRaises(Exception):
668 amount1 = portfolio.Amount("XVG", "13.3")
669 amount2 = portfolio.Amount("XVG", "13.1")
671 self.assertEqual(D("0.2"), (amount1 - amount2).value)
672 self.assertEqual("XVG", (amount1 - amount2).currency)
674 amount3 = portfolio.Amount("ETH", "1.6")
675 with self.assertRaises(Exception):
678 amount4 = portfolio.Amount("ETH", 0.0)
679 self.assertEqual(amount1, amount1 - amount4)
681 def test__rsub(self):
682 amount = portfolio.Amount("ETH", "1.6")
683 with self.assertRaises(Exception):
686 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
689 amount = portfolio.Amount("XEM", 11)
691 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
692 self.assertEqual(D("33"), (amount * 3).value)
694 with self.assertRaises(Exception):
697 def test__rmul(self):
698 amount = portfolio.Amount("XEM", 11)
700 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
701 self.assertEqual(D("33"), (3 * amount).value)
703 def test__floordiv(self):
704 amount = portfolio.Amount("XEM", 11)
706 self.assertEqual(D("5.5"), (amount / 2).value)
707 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
709 with self.assertRaises(Exception):
712 def test__truediv(self):
713 amount = portfolio.Amount("XEM", 11)
715 self.assertEqual(D("5.5"), (amount / 2).value)
716 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
719 amount1 = portfolio.Amount("BTD", 11.3)
720 amount2 = portfolio.Amount("BTD", 13.1)
722 self.assertTrue(amount1 < amount2)
723 self.assertFalse(amount2 < amount1)
724 self.assertFalse(amount1 < amount1)
726 amount3 = portfolio.Amount("BTC", 1.6)
727 with self.assertRaises(Exception):
731 amount1 = portfolio.Amount("BTD", 11.3)
732 amount2 = portfolio.Amount("BTD", 13.1)
734 self.assertTrue(amount1 <= amount2)
735 self.assertFalse(amount2 <= amount1)
736 self.assertTrue(amount1 <= amount1)
738 amount3 = portfolio.Amount("BTC", 1.6)
739 with self.assertRaises(Exception):
743 amount1 = portfolio.Amount("BTD", 11.3)
744 amount2 = portfolio.Amount("BTD", 13.1)
746 self.assertTrue(amount2 > amount1)
747 self.assertFalse(amount1 > amount2)
748 self.assertFalse(amount1 > amount1)
750 amount3 = portfolio.Amount("BTC", 1.6)
751 with self.assertRaises(Exception):
755 amount1 = portfolio.Amount("BTD", 11.3)
756 amount2 = portfolio.Amount("BTD", 13.1)
758 self.assertTrue(amount2 >= amount1)
759 self.assertFalse(amount1 >= amount2)
760 self.assertTrue(amount1 >= amount1)
762 amount3 = portfolio.Amount("BTC", 1.6)
763 with self.assertRaises(Exception):
767 amount1 = portfolio.Amount("BTD", 11.3)
768 amount2 = portfolio.Amount("BTD", 13.1)
769 amount3 = portfolio.Amount("BTD", 11.3)
771 self.assertFalse(amount1 == amount2)
772 self.assertFalse(amount2 == amount1)
773 self.assertTrue(amount1 == amount3)
774 self.assertFalse(amount2 == 0)
776 amount4 = portfolio.Amount("BTC", 1.6)
777 with self.assertRaises(Exception):
780 amount5 = portfolio.Amount("BTD", 0)
781 self.assertTrue(amount5 == 0)
784 amount1 = portfolio.Amount("BTD", 11.3)
785 amount2 = portfolio.Amount("BTD", 13.1)
786 amount3 = portfolio.Amount("BTD", 11.3)
788 self.assertTrue(amount1 != amount2)
789 self.assertTrue(amount2 != amount1)
790 self.assertFalse(amount1 != amount3)
791 self.assertTrue(amount2 != 0)
793 amount4 = portfolio.Amount("BTC", 1.6)
794 with self.assertRaises(Exception):
797 amount5 = portfolio.Amount("BTD", 0)
798 self.assertFalse(amount5 != 0)
801 amount1 = portfolio.Amount("BTD", "11.3")
803 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
806 amount1 = portfolio.Amount("BTX", 32)
807 self.assertEqual("32.00000000 BTX", str(amount1))
809 amount2 = portfolio.Amount("USDT", 12000)
810 amount1.linked_to = amount2
811 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
813 def test__repr(self):
814 amount1 = portfolio.Amount("BTX", 32)
815 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
817 amount2 = portfolio.Amount("USDT", 12000)
818 amount1.linked_to = amount2
819 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
821 amount3 = portfolio.Amount("BTC", 0.1)
822 amount2.linked_to = amount3
823 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
825 def test_as_json(self):
826 amount = portfolio.Amount("BTX", 32)
827 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
829 amount = portfolio.Amount("BTX", "1E-10")
830 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
832 amount = portfolio.Amount("BTX", "1E-5")
833 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
834 self.assertEqual("0.00001", str(amount.as_json()["value"]))
836 @unittest.skipUnless("unit" in limits, "Unit skipped")
837 class BalanceTest(WebMockTestCase):
838 def test_values(self):
839 balance = portfolio.Balance("BTC", {
840 "exchange_total": "0.65",
841 "exchange_free": "0.35",
842 "exchange_used": "0.30",
843 "margin_total": "-10",
844 "margin_borrowed": "10",
845 "margin_available": "0",
846 "margin_in_position": "0",
847 "margin_position_type": "short",
848 "margin_borrowed_base_currency": "USDT",
849 "margin_liquidation_price": "1.20",
850 "margin_pending_gain": "10",
851 "margin_lending_fees": "0.4",
852 "margin_borrowed_base_price": "0.15",
854 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
855 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
856 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
857 self.assertEqual("BTC", balance.exchange_total.currency)
858 self.assertEqual("BTC", balance.exchange_free.currency)
859 self.assertEqual("BTC", balance.exchange_total.currency)
861 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
862 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
863 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
864 self.assertEqual("BTC", balance.margin_total.currency)
865 self.assertEqual("BTC", balance.margin_borrowed.currency)
866 self.assertEqual("BTC", balance.margin_available.currency)
868 self.assertEqual("BTC", balance.currency)
870 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
871 self.assertEqual("USDT", balance.margin_lending_fees.currency)
873 def test__repr(self):
874 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
875 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
876 balance = portfolio.Balance("BTX", { "exchange_total": 3,
877 "exchange_used": 1, "exchange_free": 2 })
878 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
880 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
881 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
883 balance = portfolio.Balance("BTX", { "margin_total": 3,
884 "margin_in_position": 1, "margin_available": 2 })
885 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
887 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
888 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
890 balance = portfolio.Balance("BTX", { "margin_total": -3,
891 "margin_borrowed_base_price": D("0.1"),
892 "margin_borrowed_base_currency": "BTC",
893 "margin_lending_fees": D("0.002") })
894 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
896 balance = portfolio.Balance("BTX", { "margin_total": 1,
897 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
898 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
900 def test_as_json(self):
901 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
902 as_json = balance.as_json()
903 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
904 self.assertEqual(D(0), as_json["total"])
905 self.assertEqual(D(2), as_json["exchange_total"])
906 self.assertEqual(D(2), as_json["exchange_free"])
907 self.assertEqual(D(0), as_json["exchange_used"])
908 self.assertEqual(D(0), as_json["margin_total"])
909 self.assertEqual(D(0), as_json["margin_available"])
910 self.assertEqual(D(0), as_json["margin_borrowed"])
912 @unittest.skipUnless("unit" in limits, "Unit skipped")
913 class MarketTest(WebMockTestCase):
915 super(MarketTest, self).setUp()
917 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
919 def test_values(self):
920 m = market.Market(self.ccxt)
922 self.assertEqual(self.ccxt, m.ccxt)
923 self.assertFalse(m.debug)
924 self.assertIsInstance(m.report, market.ReportStore)
925 self.assertIsInstance(m.trades, market.TradeStore)
926 self.assertIsInstance(m.balances, market.BalanceStore)
927 self.assertEqual(m, m.report.market)
928 self.assertEqual(m, m.trades.market)
929 self.assertEqual(m, m.balances.market)
930 self.assertEqual(m, m.ccxt._market)
932 m = market.Market(self.ccxt, debug=True)
933 self.assertTrue(m.debug)
935 m = market.Market(self.ccxt, debug=False)
936 self.assertFalse(m.debug)
938 @mock.patch("market.ccxt")
939 def test_from_config(self, ccxt):
940 with mock.patch("market.ReportStore"):
941 ccxt.poloniexE.return_value = self.ccxt
942 self.ccxt.session.request.return_value = "response"
944 m = market.Market.from_config({"key": "key", "secred": "secret"})
946 self.assertEqual(self.ccxt, m.ccxt)
948 self.ccxt.session.request("GET", "URL", data="data",
950 m.report.log_http_request.assert_called_with('GET
', 'URL
', 'data
',
951 'headers
', 'response
')
953 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
954 self.assertEqual(True, m.debug)
956 def test_get_tickers(self):
957 self.ccxt.fetch_tickers.side_effect = [
962 m = market.Market(self.ccxt)
963 self.assertEqual("tickers", m.get_tickers())
964 self.assertEqual("tickers", m.get_tickers())
965 self.ccxt.fetch_tickers.assert_called_once()
967 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
969 def test_get_ticker(self):
970 with self.subTest(get_tickers=True):
971 self.ccxt.fetch_tickers.return_value = {
972 "ETH/ETC": { "bid": 1, "ask": 3 },
973 "XVG/ETH": { "bid": 10, "ask": 40 },
975 m = market.Market(self.ccxt)
977 ticker = m.get_ticker("ETH", "ETC")
978 self.assertEqual(1, ticker["bid"])
979 self.assertEqual(3, ticker["ask"])
980 self.assertEqual(2, ticker["average"])
981 self.assertFalse(ticker["inverted"])
983 ticker = m.get_ticker("ETH", "XVG")
984 self.assertEqual(0.0625, ticker["average"])
985 self.assertTrue(ticker["inverted"])
986 self.assertIn("original", ticker)
987 self.assertEqual(10, ticker["original"]["bid"])
988 self.assertEqual(25, ticker["original"]["average"])
990 ticker = m.get_ticker("XVG", "XMR")
991 self.assertIsNone(ticker)
993 with self.subTest(get_tickers=False):
994 self.ccxt.fetch_tickers.return_value = None
995 self.ccxt.fetch_ticker.side_effect = [
996 { "bid": 1, "ask": 3 },
997 market.ExchangeError("foo"),
998 { "bid": 10, "ask": 40 },
999 market.ExchangeError("foo"),
1000 market.ExchangeError("foo"),
1003 m = market.Market(self.ccxt)
1005 ticker = m.get_ticker("ETH", "ETC")
1006 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
1007 self.assertEqual(1, ticker["bid"])
1008 self.assertEqual(3, ticker["ask"])
1009 self.assertEqual(2, ticker["average"])
1010 self.assertFalse(ticker["inverted"])
1012 ticker = m.get_ticker("ETH", "XVG")
1013 self.assertEqual(0.0625, ticker["average"])
1014 self.assertTrue(ticker["inverted"])
1015 self.assertIn("original", ticker)
1016 self.assertEqual(10, ticker["original"]["bid"])
1017 self.assertEqual(25, ticker["original"]["average"])
1019 ticker = m.get_ticker("XVG", "XMR")
1020 self.assertIsNone(ticker)
1022 def test_fetch_fees(self):
1023 m = market.Market(self.ccxt)
1024 self.ccxt.fetch_fees.return_value = "Foo"
1025 self.assertEqual("Foo", m.fetch_fees())
1026 self.ccxt.fetch_fees.assert_called_once()
1027 self.ccxt.reset_mock()
1028 self.assertEqual("Foo", m.fetch_fees())
1029 self.ccxt.fetch_fees.assert_not_called()
1031 @mock.patch.object(market.Portfolio, "repartition")
1032 @mock.patch.object(market.Market, "get_ticker")
1033 @mock.patch.object(market.TradeStore, "compute_trades")
1034 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
1035 repartition.return_value = {
1036 "XEM": (D("0.75"), "long"),
1037 "BTC": (D("0.25"), "long"),
1039 def _get_ticker(c1, c2):
1040 if c1 == "USDT" and c2 == "BTC":
1041 return { "average": D("0.0001") }
1042 if c1 == "XVG" and c2 == "BTC":
1043 return { "average": D("0.000001") }
1044 if c1 == "XEM" and c2 == "BTC":
1045 return { "average": D("0.001") }
1046 self.fail("Should be called with {}, {}".format(c1, c2))
1047 get_ticker.side_effect = _get_ticker
1049 with mock.patch("market.ReportStore"):
1050 m = market.Market(self.ccxt)
1051 self.ccxt.fetch_all_balances.return_value = {
1053 "exchange_free": D("10000.0"),
1054 "exchange_used": D("0.0"),
1055 "exchange_total": D("10000.0"),
1056 "total": D("10000.0")
1059 "exchange_free": D("10000.0"),
1060 "exchange_used": D("0.0"),
1061 "exchange_total": D("10000.0"),
1062 "total": D("10000.0")
1066 m.balances.fetch_balances(tag="tag")
1069 compute_trades.assert_called()
1071 call = compute_trades.call_args
1072 self.assertEqual(1, call[0][0]["USDT"].value)
1073 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
1074 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
1075 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
1076 m.report.log_stage.assert_called_once_with("prepare_trades",
1077 base_currency='BTC
', compute_value='average
',
1078 liquidity='medium
', only=None, repartition=None)
1079 m.report.log_balances.assert_called_once_with(tag="tag")
1082 @mock.patch.object(market.time, "sleep")
1083 @mock.patch.object(market.TradeStore, "all_orders")
1084 def test_follow_orders(self, all_orders, time_mock):
1085 for debug, sleep in [
1086 (False, None), (True, None),
1087 (False, 12), (True, 12)]:
1088 with self.subTest(sleep=sleep, debug=debug), \
1089 mock.patch("market.ReportStore"):
1090 m = market.Market(self.ccxt, debug=debug)
1092 order_mock1 = mock.Mock()
1093 order_mock2 = mock.Mock()
1094 order_mock3 = mock.Mock()
1095 all_orders.side_effect = [
1096 [order_mock1, order_mock2],
1097 [order_mock1, order_mock2],
1099 [order_mock1, order_mock3],
1100 [order_mock1, order_mock3],
1102 [order_mock1, order_mock3],
1103 [order_mock1, order_mock3],
1108 order_mock1.get_status.side_effect = ["open", "open", "closed"]
1109 order_mock2.get_status.side_effect = ["open"]
1110 order_mock3.get_status.side_effect = ["open", "closed"]
1112 order_mock1.trade = mock.Mock()
1113 order_mock2.trade = mock.Mock()
1114 order_mock3.trade = mock.Mock()
1116 m.follow_orders(sleep=sleep)
1118 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
1119 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
1120 self.assertEqual(2, order_mock1.trade.update_order.call_count)
1121 self.assertEqual(3, order_mock1.get_status.call_count)
1123 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
1124 self.assertEqual(1, order_mock2.trade.update_order.call_count)
1125 self.assertEqual(1, order_mock2.get_status.call_count)
1127 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
1128 self.assertEqual(1, order_mock3.trade.update_order.call_count)
1129 self.assertEqual(2, order_mock3.get_status.call_count)
1130 m.report.log_stage.assert_called()
1132 mock.call("follow_orders_begin"),
1133 mock.call("follow_orders_tick_1"),
1134 mock.call("follow_orders_tick_2"),
1135 mock.call("follow_orders_tick_3"),
1136 mock.call("follow_orders_end"),
1138 m.report.log_stage.assert_has_calls(calls)
1139 m.report.log_orders.assert_called()
1140 self.assertEqual(3, m.report.log_orders.call_count)
1142 mock.call([order_mock1, order_mock2], tick=1),
1143 mock.call([order_mock1, order_mock3], tick=2),
1144 mock.call([order_mock1, order_mock3], tick=3),
1146 m.report.log_orders.assert_has_calls(calls)
1148 mock.call(order_mock1, 3, finished=True),
1149 mock.call(order_mock3, 3, finished=True),
1151 m.report.log_order.assert_has_calls(calls)
1155 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1156 time_mock.assert_called_with(7)
1158 time_mock.assert_called_with(30)
1160 time_mock.assert_called_with(sleep)
1162 @mock.patch.object(market.BalanceStore, "fetch_balances")
1163 def test_move_balance(self, fetch_balances):
1164 for debug in [True, False]:
1165 with self.subTest(debug=debug),\
1166 mock.patch("market.ReportStore"):
1167 m = market.Market(self.ccxt, debug=debug)
1169 value_from = portfolio.Amount("BTC", "1.0")
1170 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1171 value_to = portfolio.Amount("BTC", "10.0")
1172 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1174 value_from = portfolio.Amount("BTC", "0.0")
1175 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1176 value_to = portfolio.Amount("BTC", "-3.0")
1177 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1179 value_from = portfolio.Amount("USDT", "0.0")
1180 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1181 value_to = portfolio.Amount("USDT", "-50.0")
1182 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1184 m.trades.all = [trade1, trade2, trade3]
1185 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1186 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1187 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1188 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1192 fetch_balances.assert_called_with()
1193 m.report.log_move_balances.assert_called_once()
1196 m.report.log_debug_action.assert_called()
1197 self.assertEqual(3, m.report.log_debug_action.call_count)
1199 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
1200 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
1201 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
1203 def test_store_report(self):
1205 file_open = mock.mock_open()
1206 m = market.Market(self.ccxt, user_id=1)
1207 with self.subTest(file=None),\
1208 mock.patch.object(m, "report") as report,\
1209 mock.patch("market.open", file_open):
1211 report.merge.assert_called_with(store.Portfolio.report)
1212 file_open.assert_not_called()
1215 file_open = mock.mock_open()
1216 m = market.Market(self.ccxt, report_path="present", user_id=1)
1217 with self.subTest(file="present"),\
1218 mock.patch("market.open", file_open),\
1219 mock.patch.object(m, "report") as report,\
1220 mock.patch.object(market, "datetime") as time_mock:
1222 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1223 report.to_json.return_value = "json_content"
1227 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1228 file_open().write.assert_called_once_with("json_content")
1229 m.report.to_json.assert_called_once_with()
1230 report.merge.assert_called_with(store.Portfolio.report)
1234 m = market.Market(self.ccxt, report_path="error", user_id=1)
1235 with self.subTest(file="error"),\
1236 mock.patch("market.open") as file_open,\
1237 mock.patch.object(m, "report") as report,\
1238 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
1239 file_open.side_effect = FileNotFoundError
1243 report.merge.assert_called_with(store.Portfolio.report)
1244 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1246 def test_print_orders(self):
1247 m = market.Market(self.ccxt)
1248 with mock.patch.object(m.report, "log_stage") as log_stage,\
1249 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1250 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1251 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1254 log_stage.assert_called_with("print_orders")
1255 fetch_balances.assert_called_with(tag="print_orders")
1256 prepare_trades.assert_called_with(base_currency="BTC",
1257 compute_value="average")
1258 prepare_orders.assert_called_with(compute_value="average")
1260 def test_print_balances(self):
1261 m = market.Market(self.ccxt)
1263 with mock.patch.object(m.balances, "in_currency") as in_currency,\
1264 mock.patch.object(m.report, "log_stage") as log_stage,\
1265 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1266 mock.patch.object(m.report, "print_log") as print_log:
1268 in_currency.return_value = {
1269 "BTC": portfolio.Amount("BTC", "0.65"),
1270 "ETH": portfolio.Amount("BTC", "0.3"),
1275 log_stage.assert_called_once_with("print_balances")
1276 fetch_balances.assert_called_with()
1277 print_log.assert_has_calls([
1278 mock.call("total:"),
1279 mock.call(portfolio.Amount("BTC", "0.95")),
1282 @mock.patch("market.Processor.process")
1283 @mock.patch("market.ReportStore.log_error")
1284 @mock.patch("market.Market.store_report")
1285 def test_process(self, store_report, log_error, process):
1286 m = market.Market(self.ccxt)
1287 with self.subTest(before=False, after=False):
1290 process.assert_not_called()
1291 store_report.assert_called_once()
1292 log_error.assert_not_called()
1294 process.reset_mock()
1295 log_error.reset_mock()
1296 store_report.reset_mock()
1297 with self.subTest(before=True, after=False):
1298 m.process(None, before=True)
1300 process.assert_called_once_with("sell_all", steps="before")
1301 store_report.assert_called_once()
1302 log_error.assert_not_called()
1304 process.reset_mock()
1305 log_error.reset_mock()
1306 store_report.reset_mock()
1307 with self.subTest(before=False, after=True):
1308 m.process(None, after=True)
1310 process.assert_called_once_with("sell_all", steps="after")
1311 store_report.assert_called_once()
1312 log_error.assert_not_called()
1314 process.reset_mock()
1315 log_error.reset_mock()
1316 store_report.reset_mock()
1317 with self.subTest(before=True, after=True):
1318 m.process(None, before=True, after=True)
1320 process.assert_has_calls([
1321 mock.call("sell_all", steps="before"),
1322 mock.call("sell_all", steps="after"),
1324 store_report.assert_called_once()
1325 log_error.assert_not_called()
1327 process.reset_mock()
1328 log_error.reset_mock()
1329 store_report.reset_mock()
1330 with self.subTest(action="print_balances"),\
1331 mock.patch.object(m, "print_balances") as print_balances:
1332 m.process(["print_balances"])
1334 process.assert_not_called()
1335 log_error.assert_not_called()
1336 store_report.assert_called_once()
1337 print_balances.assert_called_once_with()
1339 log_error.reset_mock()
1340 store_report.reset_mock()
1341 with self.subTest(action="print_orders"),\
1342 mock.patch.object(m, "print_orders") as print_orders,\
1343 mock.patch.object(m, "print_balances") as print_balances:
1344 m.process(["print_orders", "print_balances"])
1346 process.assert_not_called()
1347 log_error.assert_not_called()
1348 store_report.assert_called_once()
1349 print_orders.assert_called_once_with()
1350 print_balances.assert_called_once_with()
1352 log_error.reset_mock()
1353 store_report.reset_mock()
1354 with self.subTest(action="unknown"):
1355 m.process(["unknown"])
1356 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1357 store_report.assert_called_once()
1359 log_error.reset_mock()
1360 store_report.reset_mock()
1361 with self.subTest(unhandled_exception=True):
1362 process.side_effect = Exception("bouh")
1364 m.process(None, before=True)
1365 log_error.assert_called_with("market_process", exception=mock.ANY)
1366 store_report.assert_called_once()
1368 @unittest.skipUnless("unit" in limits, "Unit skipped")
1369 class TradeStoreTest(WebMockTestCase):
1370 def test_compute_trades(self):
1371 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1374 "XMR": portfolio.Amount("BTC", D("0.9")),
1375 "DASH": portfolio.Amount("BTC", D("0.4")),
1376 "XVG": portfolio.Amount("BTC", D("-0.5")),
1377 "BTC": portfolio.Amount("BTC", D("0.5")),
1380 "DASH": portfolio.Amount("BTC", D("0.5")),
1381 "XVG": portfolio.Amount("BTC", D("0.1")),
1382 "BTC": portfolio.Amount("BTC", D("0.4")),
1383 "ETH": portfolio.Amount("BTC", D("0.3")),
1393 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1394 trade_store = market.TradeStore(self.m)
1395 trade_if_matching.side_effect = side_effect
1397 trade_store.compute_trades(values_in_base,
1398 new_repartition, only="only")
1400 self.assertEqual(5, trade_if_matching.call_count)
1401 self.assertEqual(3, len(trade_store.all))
1402 self.assertEqual([1, 4, 5], trade_store.all)
1403 self.m.report.log_trades.assert_called_with(side_effect, "only")
1405 def test_trade_if_matching(self):
1407 with self.subTest(only="nope"):
1408 trade_store = market.TradeStore(self.m)
1409 result = trade_store.trade_if_matching(
1410 portfolio.Amount("BTC", D("0")),
1411 portfolio.Amount("BTC", D("0.3")),
1413 self.assertEqual(False, result[0])
1414 self.assertIsInstance(result[1], portfolio.Trade)
1416 with self.subTest(only=None):
1417 trade_store = market.TradeStore(self.m)
1418 result = trade_store.trade_if_matching(
1419 portfolio.Amount("BTC", D("0")),
1420 portfolio.Amount("BTC", D("0.3")),
1422 self.assertEqual(True, result[0])
1424 with self.subTest(only="acquire"):
1425 trade_store = market.TradeStore(self.m)
1426 result = trade_store.trade_if_matching(
1427 portfolio.Amount("BTC", D("0")),
1428 portfolio.Amount("BTC", D("0.3")),
1429 "ETH", only="acquire")
1430 self.assertEqual(True, result[0])
1432 with self.subTest(only="dispose"):
1433 trade_store = market.TradeStore(self.m)
1434 result = trade_store.trade_if_matching(
1435 portfolio.Amount("BTC", D("0")),
1436 portfolio.Amount("BTC", D("0.3")),
1437 "ETH", only="dispose")
1438 self.assertEqual(False, result[0])
1440 def test_prepare_orders(self):
1441 trade_store = market.TradeStore(self.m)
1443 trade_mock1 = mock.Mock()
1444 trade_mock2 = mock.Mock()
1445 trade_mock3 = mock.Mock()
1447 trade_mock1.prepare_order.return_value = 1
1448 trade_mock2.prepare_order.return_value = 2
1449 trade_mock3.prepare_order.return_value = 3
1451 trade_mock1.pending = True
1452 trade_mock2.pending = True
1453 trade_mock3.pending = False
1455 trade_store.all.append(trade_mock1)
1456 trade_store.all.append(trade_mock2)
1457 trade_store.all.append(trade_mock3)
1459 trade_store.prepare_orders()
1460 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1461 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1462 trade_mock3.prepare_order.assert_not_called()
1463 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1465 self.m.report.log_orders.reset_mock()
1467 trade_store.prepare_orders(compute_value="bla")
1468 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1469 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1470 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
1472 trade_mock1.prepare_order.reset_mock()
1473 trade_mock2.prepare_order.reset_mock()
1474 self.m.report.log_orders.reset_mock()
1476 trade_mock1.action = "foo"
1477 trade_mock2.action = "bar"
1478 trade_store.prepare_orders(only="bar")
1479 trade_mock1.prepare_order.assert_not_called()
1480 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1481 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
1483 def test_print_all_with_order(self):
1484 trade_mock1 = mock.Mock()
1485 trade_mock2 = mock.Mock()
1486 trade_mock3 = mock.Mock()
1487 trade_store = market.TradeStore(self.m)
1488 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
1490 trade_store.print_all_with_order()
1492 trade_mock1.print_with_order.assert_called()
1493 trade_mock2.print_with_order.assert_called()
1494 trade_mock3.print_with_order.assert_called()
1496 def test_run_orders(self):
1497 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1498 order_mock1 = mock.Mock()
1499 order_mock2 = mock.Mock()
1500 order_mock3 = mock.Mock()
1501 trade_store = market.TradeStore(self.m)
1503 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1505 trade_store.run_orders()
1507 all_orders.assert_called_with(state="pending")
1509 order_mock1.run.assert_called()
1510 order_mock2.run.assert_called()
1511 order_mock3.run.assert_called()
1513 self.m.report.log_stage.assert_called_with("run_orders")
1514 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
1517 def test_all_orders(self):
1518 trade_mock1 = mock.Mock()
1519 trade_mock2 = mock.Mock()
1521 order_mock1 = mock.Mock()
1522 order_mock2 = mock.Mock()
1523 order_mock3 = mock.Mock()
1525 trade_mock1.orders = [order_mock1, order_mock2]
1526 trade_mock2.orders = [order_mock3]
1528 order_mock1.status = "pending"
1529 order_mock2.status = "open"
1530 order_mock3.status = "open"
1532 trade_store = market.TradeStore(self.m)
1533 trade_store.all.append(trade_mock1)
1534 trade_store.all.append(trade_mock2)
1536 orders = trade_store.all_orders()
1537 self.assertEqual(3, len(orders))
1539 open_orders = trade_store.all_orders(state="open")
1540 self.assertEqual(2, len(open_orders))
1541 self.assertEqual([order_mock2, order_mock3], open_orders)
1543 def test_update_all_orders_status(self):
1544 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1545 order_mock1 = mock.Mock()
1546 order_mock2 = mock.Mock()
1547 order_mock3 = mock.Mock()
1549 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1551 trade_store = market.TradeStore(self.m)
1553 trade_store.update_all_orders_status()
1554 all_orders.assert_called_with(state="open")
1556 order_mock1.get_status.assert_called()
1557 order_mock2.get_status.assert_called()
1558 order_mock3.get_status.assert_called()
1560 def test_close_trades(self):
1561 trade_mock1 = mock.Mock()
1562 trade_mock2 = mock.Mock()
1563 trade_mock3 = mock.Mock()
1565 trade_store = market.TradeStore(self.m)
1567 trade_store.all.append(trade_mock1)
1568 trade_store.all.append(trade_mock2)
1569 trade_store.all.append(trade_mock3)
1571 trade_store.close_trades()
1573 trade_mock1.close.assert_called_once_with()
1574 trade_mock2.close.assert_called_once_with()
1575 trade_mock3.close.assert_called_once_with()
1577 def test_pending(self):
1578 trade_mock1 = mock.Mock()
1579 trade_mock1.pending = True
1580 trade_mock2 = mock.Mock()
1581 trade_mock2.pending = True
1582 trade_mock3 = mock.Mock()
1583 trade_mock3.pending = False
1585 trade_store = market.TradeStore(self.m)
1587 trade_store.all.append(trade_mock1)
1588 trade_store.all.append(trade_mock2)
1589 trade_store.all.append(trade_mock3)
1591 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
1593 @unittest.skipUnless("unit" in limits, "Unit skipped")
1594 class BalanceStoreTest(WebMockTestCase):
1596 super(BalanceStoreTest, self).setUp()
1598 self.fetch_balance = {
1602 "exchange_total": 0,
1606 "exchange_free": D("6.0"),
1607 "exchange_used": D("1.2"),
1608 "exchange_total": D("7.2"),
1612 "exchange_free": 16,
1614 "exchange_total": 16,
1620 "exchange_total": 0,
1621 "margin_total": D("-1.0"),
1626 def test_in_currency(self):
1627 self.m.get_ticker.return_value = {
1630 "average": D("0.1"),
1633 balance_store = market.BalanceStore(self.m)
1634 balance_store.all = {
1635 "BTC": portfolio.Balance("BTC", {
1637 "exchange_total":"0.65",
1638 "exchange_free": "0.35",
1639 "exchange_used": "0.30"}),
1640 "ETH": portfolio.Balance("ETH", {
1642 "exchange_total": 3,
1644 "exchange_used": 0}),
1647 amounts = balance_store.in_currency("BTC")
1648 self.assertEqual("BTC", amounts["ETH"].currency)
1649 self.assertEqual(D("0.65"), amounts["BTC"].value)
1650 self.assertEqual(D("0.30"), amounts["ETH"].value)
1651 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1653 self.m.report.log_tickers.reset_mock()
1655 amounts = balance_store.in_currency("BTC", compute_value="bid")
1656 self.assertEqual(D("0.65"), amounts["BTC"].value)
1657 self.assertEqual(D("0.27"), amounts["ETH"].value)
1658 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1660 self.m.report.log_tickers.reset_mock()
1662 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
1663 self.assertEqual(D("0.30"), amounts["BTC"].value)
1664 self.assertEqual(0, amounts["ETH"].value)
1665 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1666 "bid", "exchange_used")
1667 self.m.report.log_tickers.reset_mock()
1669 def test_fetch_balances(self):
1670 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1672 balance_store = market.BalanceStore(self.m)
1674 balance_store.fetch_balances()
1675 self.assertNotIn("ETC", balance_store.currencies())
1676 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1678 balance_store.all["ETC"] = portfolio.Balance("ETC", {
1679 "exchange_total": "1", "exchange_free": "0",
1680 "exchange_used": "1" })
1681 balance_store.fetch_balances(tag="foo")
1682 self.assertEqual(0, balance_store.all["ETC"].total)
1683 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1684 self.m.report.log_balances.assert_called_with(tag="foo")
1686 @mock.patch.object(market.Portfolio, "repartition")
1687 def test_dispatch_assets(self, repartition):
1688 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1690 balance_store = market.BalanceStore(self.m)
1691 balance_store.fetch_balances()
1693 self.assertNotIn("XEM", balance_store.currencies())
1695 repartition_hash = {
1696 "XEM": (D("0.75"), "long"),
1697 "BTC": (D("0.26"), "long"),
1698 "DASH": (D("0.10"), "short"),
1700 repartition.return_value = repartition_hash
1702 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1703 repartition.assert_called_with(liquidity="medium")
1704 self.assertIn("XEM", balance_store.currencies())
1705 self.assertEqual(D("2.6"), amounts["BTC"].value)
1706 self.assertEqual(D("7.5"), amounts["XEM"].value)
1707 self.assertEqual(D("-1.0"), amounts["DASH"].value)
1708 self.m.report.log_balances.assert_called_with(tag=None)
1709 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
1710 "11.1"), amounts, "medium", repartition_hash)
1712 def test_currencies(self):
1713 balance_store = market.BalanceStore(self.m)
1715 balance_store.all = {
1716 "BTC": portfolio.Balance("BTC", {
1718 "exchange_total":"0.65",
1719 "exchange_free": "0.35",
1720 "exchange_used": "0.30"}),
1721 "ETH": portfolio.Balance("ETH", {
1723 "exchange_total": 3,
1725 "exchange_used": 0}),
1727 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
1729 def test_as_json(self):
1730 balance_mock1 = mock.Mock()
1731 balance_mock1.as_json.return_value = 1
1733 balance_mock2 = mock.Mock()
1734 balance_mock2.as_json.return_value = 2
1736 balance_store = market.BalanceStore(self.m)
1737 balance_store.all = {
1738 "BTC": balance_mock1,
1739 "ETH": balance_mock2,
1742 as_json = balance_store.as_json()
1743 self.assertEqual(1, as_json["BTC"])
1744 self.assertEqual(2, as_json["ETH"])
1747 @unittest.skipUnless("unit" in limits, "Unit skipped")
1748 class ComputationTest(WebMockTestCase):
1749 def test_compute_value(self):
1750 compute = mock.Mock()
1751 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1752 compute.assert_called_with("foo", "ask")
1754 compute.reset_mock()
1755 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1756 compute.assert_called_with("foo", "bid")
1758 compute.reset_mock()
1759 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1760 compute.assert_called_with("foo", "ask")
1762 compute.reset_mock()
1763 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1764 compute.assert_called_with("foo", "bid")
1766 compute.reset_mock()
1767 portfolio.Computation.computations["test"] = compute
1768 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1769 compute.assert_called_with("foo", "bid")
1772 @unittest.skipUnless("unit" in limits, "Unit skipped")
1773 class TradeTest(WebMockTestCase):
1775 def test_values_assertion(self):
1776 value_from = portfolio.Amount("BTC", "1.0")
1777 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1778 value_to = portfolio.Amount("BTC", "1.0")
1779 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1780 self.assertEqual("BTC", trade.base_currency)
1781 self.assertEqual("ETH", trade.currency)
1782 self.assertEqual(self.m, trade.market)
1784 with self.assertRaises(AssertionError):
1785 portfolio.Trade(value_from, -value_to, "ETH", self.m)
1786 with self.assertRaises(AssertionError):
1787 portfolio.Trade(value_from, value_to, "ETC", self.m)
1788 with self.assertRaises(AssertionError):
1789 value_from.currency = "ETH"
1790 portfolio.Trade(value_from, value_to, "ETH", self.m)
1791 value_from.currency = "BTC"
1792 with self.assertRaises(AssertionError):
1793 value_from2 = portfolio.Amount("BTC", "1.0")
1794 portfolio.Trade(value_from2, value_to, "ETH", self.m)
1796 value_from = portfolio.Amount("BTC", 0)
1797 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1798 self.assertEqual(0, trade.value_from.linked_to)
1800 def test_action(self):
1801 value_from = portfolio.Amount("BTC", "1.0")
1802 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1803 value_to = portfolio.Amount("BTC", "1.0")
1804 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1806 self.assertIsNone(trade.action)
1808 value_from = portfolio.Amount("BTC", "1.0")
1809 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1810 value_to = portfolio.Amount("BTC", "2.0")
1811 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
1813 self.assertIsNone(trade.action)
1815 value_from = portfolio.Amount("BTC", "0.5")
1816 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1817 value_to = portfolio.Amount("BTC", "1.0")
1818 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1820 self.assertEqual("acquire", trade.action)
1822 value_from = portfolio.Amount("BTC", "0")
1823 value_from.linked_to = portfolio.Amount("ETH", "0")
1824 value_to = portfolio.Amount("BTC", "-1.0")
1825 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1827 self.assertEqual("acquire", trade.action)
1829 def test_order_action(self):
1830 value_from = portfolio.Amount("BTC", "0.5")
1831 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1832 value_to = portfolio.Amount("BTC", "1.0")
1833 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1835 self.assertEqual("buy", trade.order_action(False))
1836 self.assertEqual("sell", trade.order_action(True))
1838 value_from = portfolio.Amount("BTC", "0")
1839 value_from.linked_to = portfolio.Amount("ETH", "0")
1840 value_to = portfolio.Amount("BTC", "-1.0")
1841 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1843 self.assertEqual("sell", trade.order_action(False))
1844 self.assertEqual("buy", trade.order_action(True))
1846 def test_trade_type(self):
1847 value_from = portfolio.Amount("BTC", "0.5")
1848 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1849 value_to = portfolio.Amount("BTC", "1.0")
1850 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1852 self.assertEqual("long", trade.trade_type)
1854 value_from = portfolio.Amount("BTC", "0")
1855 value_from.linked_to = portfolio.Amount("ETH", "0")
1856 value_to = portfolio.Amount("BTC", "-1.0")
1857 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1859 self.assertEqual("short", trade.trade_type)
1861 def test_is_fullfiled(self):
1862 value_from = portfolio.Amount("BTC", "0.5")
1863 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1864 value_to = portfolio.Amount("BTC", "1.0")
1865 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1867 order1 = mock.Mock()
1868 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1870 order2 = mock.Mock()
1871 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1872 trade.orders.append(order1)
1873 trade.orders.append(order2)
1875 self.assertFalse(trade.is_fullfiled)
1877 order3 = mock.Mock()
1878 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1879 trade.orders.append(order3)
1881 self.assertTrue(trade.is_fullfiled)
1883 def test_filled_amount(self):
1884 value_from = portfolio.Amount("BTC", "0.5")
1885 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1886 value_to = portfolio.Amount("BTC", "1.0")
1887 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1889 order1 = mock.Mock()
1890 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
1892 order2 = mock.Mock()
1893 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
1894 trade.orders.append(order1)
1895 trade.orders.append(order2)
1897 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1898 order1.filled_amount.assert_called_with(in_base_currency=False)
1899 order2.filled_amount.assert_called_with(in_base_currency=False)
1901 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1902 order1.filled_amount.assert_called_with(in_base_currency=False)
1903 order2.filled_amount.assert_called_with(in_base_currency=False)
1905 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1906 order1.filled_amount.assert_called_with(in_base_currency=True)
1907 order2.filled_amount.assert_called_with(in_base_currency=True)
1909 @mock.patch.object(portfolio.Computation, "compute_value")
1910 @mock.patch.object(portfolio.Trade, "filled_amount")
1911 @mock.patch.object(portfolio, "Order")
1912 def test_prepare_order(self, Order, filled_amount, compute_value):
1913 Order.return_value = "Order"
1915 with self.subTest(desc="Nothing to do"):
1916 value_from = portfolio.Amount("BTC", "10")
1917 value_from.rate = D("0.1")
1918 value_from.linked_to = portfolio.Amount("FOO", "100")
1919 value_to = portfolio.Amount("BTC", "10")
1920 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1922 trade.prepare_order()
1924 filled_amount.assert_not_called()
1925 compute_value.assert_not_called()
1926 self.assertEqual(0, len(trade.orders))
1927 Order.assert_not_called()
1929 self.m.get_ticker.return_value = { "inverted": False }
1930 with self.subTest(desc="Already filled"):
1931 filled_amount.return_value = portfolio.Amount("FOO", "100")
1932 compute_value.return_value = D("0.125")
1934 value_from = portfolio.Amount("BTC", "10")
1935 value_from.rate = D("0.1")
1936 value_from.linked_to = portfolio.Amount("FOO", "100")
1937 value_to = portfolio.Amount("BTC", "0")
1938 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1940 trade.prepare_order()
1942 filled_amount.assert_called_with(in_base_currency=False)
1943 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1944 self.assertEqual(0, len(trade.orders))
1945 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1946 Order.assert_not_called()
1948 with self.subTest(action="dispose", inverted=False):
1949 filled_amount.return_value = portfolio.Amount("FOO", "60")
1950 compute_value.return_value = D("0.125")
1952 value_from = portfolio.Amount("BTC", "10")
1953 value_from.rate = D("0.1")
1954 value_from.linked_to = portfolio.Amount("FOO", "100")
1955 value_to = portfolio.Amount("BTC", "1")
1956 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1958 trade.prepare_order()
1960 filled_amount.assert_called_with(in_base_currency=False)
1961 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1962 self.assertEqual(1, len(trade.orders))
1963 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1964 D("0.125"), "BTC", "long", self.m,
1965 trade, close_if_possible=False)
1967 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1968 filled_amount.return_value = portfolio.Amount("FOO", "60")
1969 compute_value.return_value = D("0.125")
1971 value_from = portfolio.Amount("BTC", "10")
1972 value_from.rate = D("0.1")
1973 value_from.linked_to = portfolio.Amount("FOO", "100")
1974 value_to = portfolio.Amount("BTC", "1")
1975 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1977 trade.prepare_order(close_if_possible=True)
1979 filled_amount.assert_called_with(in_base_currency=False)
1980 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1981 self.assertEqual(1, len(trade.orders))
1982 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1983 D("0.125"), "BTC", "long", self.m,
1984 trade, close_if_possible=True)
1986 with self.subTest(action="acquire", inverted=False):
1987 filled_amount.return_value = portfolio.Amount("BTC", "3")
1988 compute_value.return_value = D("0.125")
1990 value_from = portfolio.Amount("BTC", "1")
1991 value_from.rate = D("0.1")
1992 value_from.linked_to = portfolio.Amount("FOO", "10")
1993 value_to = portfolio.Amount("BTC", "10")
1994 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1996 trade.prepare_order()
1998 filled_amount.assert_called_with(in_base_currency=True)
1999 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
2000 self.assertEqual(1, len(trade.orders))
2002 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
2003 D("0.125"), "BTC", "long", self.m,
2004 trade, close_if_possible=False)
2006 with self.subTest(close_if_possible=True):
2007 filled_amount.return_value = portfolio.Amount("FOO", "0")
2008 compute_value.return_value = D("0.125")
2010 value_from = portfolio.Amount("BTC", "10")
2011 value_from.rate = D("0.1")
2012 value_from.linked_to = portfolio.Amount("FOO", "100")
2013 value_to = portfolio.Amount("BTC", "0")
2014 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2016 trade.prepare_order()
2018 filled_amount.assert_called_with(in_base_currency=False)
2019 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2020 self.assertEqual(1, len(trade.orders))
2021 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
2022 D("0.125"), "BTC", "long", self.m,
2023 trade, close_if_possible=True)
2025 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
2026 with self.subTest(action="dispose", inverted=True):
2027 filled_amount.return_value = portfolio.Amount("FOO", "300")
2028 compute_value.return_value = D("125")
2030 value_from = portfolio.Amount("BTC", "10")
2031 value_from.rate = D("0.01")
2032 value_from.linked_to = portfolio.Amount("FOO", "1000")
2033 value_to = portfolio.Amount("BTC", "1")
2034 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2036 trade.prepare_order(compute_value="foo")
2038 filled_amount.assert_called_with(in_base_currency=True)
2039 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
2040 self.assertEqual(1, len(trade.orders))
2041 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
2042 D("125"), "FOO", "long", self.m,
2043 trade, close_if_possible=False)
2045 with self.subTest(action="acquire", inverted=True):
2046 filled_amount.return_value = portfolio.Amount("BTC", "4")
2047 compute_value.return_value = D("125")
2049 value_from = portfolio.Amount("BTC", "1")
2050 value_from.rate = D("0.01")
2051 value_from.linked_to = portfolio.Amount("FOO", "100")
2052 value_to = portfolio.Amount("BTC", "10")
2053 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2055 trade.prepare_order(compute_value="foo")
2057 filled_amount.assert_called_with(in_base_currency=False)
2058 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
2059 self.assertEqual(1, len(trade.orders))
2060 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
2061 D("125"), "FOO", "long", self.m,
2062 trade, close_if_possible=False)
2065 @mock.patch.object(portfolio.Trade, "prepare_order")
2066 def test_update_order(self, prepare_order):
2067 order_mock = mock.Mock()
2068 new_order_mock = mock.Mock()
2070 value_from = portfolio.Amount("BTC", "0.5")
2071 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2072 value_to = portfolio.Amount("BTC", "1.0")
2073 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2074 prepare_order.return_value = new_order_mock
2076 for i in [0, 1, 3, 4, 6]:
2077 with self.subTest(tick=i):
2078 trade.update_order(order_mock, i)
2079 order_mock.cancel.assert_not_called()
2080 new_order_mock.run.assert_not_called()
2081 self.m.report.log_order.assert_called_once_with(order_mock, i,
2082 update="waiting", compute_value=None, new_order=None)
2084 order_mock.reset_mock()
2085 new_order_mock.reset_mock()
2087 self.m.report.log_order.reset_mock()
2089 trade.update_order(order_mock, 2)
2090 order_mock.cancel.assert_called()
2091 new_order_mock.run.assert_called()
2092 prepare_order.assert_called()
2093 self.m.report.log_order.assert_called()
2094 self.assertEqual(2, self.m.report.log_order.call_count)
2096 mock.call(order_mock, 2, update="adjusting",
2097 compute_value=mock.ANY,
2098 new_order=new_order_mock),
2099 mock.call(order_mock, 2, new_order=new_order_mock),
2101 self.m.report.log_order.assert_has_calls(calls)
2103 order_mock.reset_mock()
2104 new_order_mock.reset_mock()
2106 self.m.report.log_order.reset_mock()
2108 trade.update_order(order_mock, 5)
2109 order_mock.cancel.assert_called()
2110 new_order_mock.run.assert_called()
2111 prepare_order.assert_called()
2112 self.assertEqual(2, self.m.report.log_order.call_count)
2113 self.m.report.log_order.assert_called()
2115 mock.call(order_mock, 5, update="adjusting",
2116 compute_value=mock.ANY,
2117 new_order=new_order_mock),
2118 mock.call(order_mock, 5, new_order=new_order_mock),
2120 self.m.report.log_order.assert_has_calls(calls)
2122 order_mock.reset_mock()
2123 new_order_mock.reset_mock()
2125 self.m.report.log_order.reset_mock()
2127 trade.update_order(order_mock, 7)
2128 order_mock.cancel.assert_called()
2129 new_order_mock.run.assert_called()
2130 prepare_order.assert_called_with(compute_value="default")
2131 self.m.report.log_order.assert_called()
2132 self.assertEqual(2, self.m.report.log_order.call_count)
2134 mock.call(order_mock, 7, update="market_fallback",
2135 compute_value='default
',
2136 new_order=new_order_mock),
2137 mock.call(order_mock, 7, new_order=new_order_mock),
2139 self.m.report.log_order.assert_has_calls(calls)
2141 order_mock.reset_mock()
2142 new_order_mock.reset_mock()
2144 self.m.report.log_order.reset_mock()
2146 for i in [10, 13, 16]:
2147 with self.subTest(tick=i):
2148 trade.update_order(order_mock, i)
2149 order_mock.cancel.assert_called()
2150 new_order_mock.run.assert_called()
2151 prepare_order.assert_called_with(compute_value="default")
2152 self.m.report.log_order.assert_called()
2153 self.assertEqual(2, self.m.report.log_order.call_count)
2155 mock.call(order_mock, i, update="market_adjust",
2156 compute_value='default
',
2157 new_order=new_order_mock),
2158 mock.call(order_mock, i, new_order=new_order_mock),
2160 self.m.report.log_order.assert_has_calls(calls)
2162 order_mock.reset_mock()
2163 new_order_mock.reset_mock()
2165 self.m.report.log_order.reset_mock()
2167 for i in [8, 9, 11, 12]:
2168 with self.subTest(tick=i):
2169 trade.update_order(order_mock, i)
2170 order_mock.cancel.assert_not_called()
2171 new_order_mock.run.assert_not_called()
2172 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
2173 compute_value=None, new_order=None)
2175 order_mock.reset_mock()
2176 new_order_mock.reset_mock()
2178 self.m.report.log_order.reset_mock()
2181 def test_print_with_order(self):
2182 value_from = portfolio.Amount("BTC", "0.5")
2183 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2184 value_to = portfolio.Amount("BTC", "1.0")
2185 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2187 order_mock1 = mock.Mock()
2188 order_mock1.__repr__ = mock.Mock()
2189 order_mock1.__repr__.return_value = "Mock 1"
2190 order_mock2 = mock.Mock()
2191 order_mock2.__repr__ = mock.Mock()
2192 order_mock2.__repr__.return_value = "Mock 2"
2193 order_mock1.mouvements = []
2194 mouvement_mock1 = mock.Mock()
2195 mouvement_mock1.__repr__ = mock.Mock()
2196 mouvement_mock1.__repr__.return_value = "Mouvement 1"
2197 mouvement_mock2 = mock.Mock()
2198 mouvement_mock2.__repr__ = mock.Mock()
2199 mouvement_mock2.__repr__.return_value = "Mouvement 2"
2200 order_mock2.mouvements = [
2201 mouvement_mock1, mouvement_mock2
2203 trade.orders.append(order_mock1)
2204 trade.orders.append(order_mock2)
2206 with mock.patch.object(trade, "filled_amount") as filled:
2207 filled.return_value = portfolio.Amount("BTC", "0.1")
2209 trade.print_with_order()
2211 self.m.report.print_log.assert_called()
2212 calls = self.m.report.print_log.mock_calls
2213 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2214 self.assertEqual("\tMock 1", str(calls[1][1][0]))
2215 self.assertEqual("\tMock 2", str(calls[2][1][0]))
2216 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2217 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2219 self.m.report.print_log.reset_mock()
2221 filled.return_value = portfolio.Amount("BTC", "0.5")
2222 trade.print_with_order()
2223 calls = self.m.report.print_log.mock_calls
2224 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2226 self.m.report.print_log.reset_mock()
2228 filled.return_value = portfolio.Amount("BTC", "0.1")
2230 trade.print_with_order()
2231 calls = self.m.report.print_log.mock_calls
2232 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
2234 def test_close(self):
2235 value_from = portfolio.Amount("BTC", "0.5")
2236 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2237 value_to = portfolio.Amount("BTC", "1.0")
2238 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2239 order1 = mock.Mock()
2240 trade.orders.append(order1)
2244 self.assertEqual(True, trade.closed)
2245 order1.cancel.assert_called_once_with()
2247 def test_pending(self):
2248 value_from = portfolio.Amount("BTC", "0.5")
2249 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2250 value_to = portfolio.Amount("BTC", "1.0")
2251 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2254 self.assertEqual(False, trade.pending)
2256 trade.closed = False
2257 self.assertEqual(True, trade.pending)
2259 order1 = mock.Mock()
2260 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2261 trade.orders.append(order1)
2262 self.assertEqual(False, trade.pending)
2264 def test__repr(self):
2265 value_from = portfolio.Amount("BTC", "0.5")
2266 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2267 value_to = portfolio.Amount("BTC", "1.0")
2268 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2270 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
2272 def test_as_json(self):
2273 value_from = portfolio.Amount("BTC", "0.5")
2274 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2275 value_to = portfolio.Amount("BTC", "1.0")
2276 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2278 as_json = trade.as_json()
2279 self.assertEqual("acquire", as_json["action"])
2280 self.assertEqual(D("0.5"), as_json["from"])
2281 self.assertEqual(D("1.0"), as_json["to"])
2282 self.assertEqual("ETH", as_json["currency"])
2283 self.assertEqual("BTC", as_json["base_currency"])
2285 @unittest.skipUnless("unit" in limits, "Unit skipped")
2286 class OrderTest(WebMockTestCase):
2287 def test_values(self):
2288 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2289 D("0.1"), "BTC", "long", "market", "trade")
2290 self.assertEqual("buy", order.action)
2291 self.assertEqual(10, order.amount.value)
2292 self.assertEqual("ETH", order.amount.currency)
2293 self.assertEqual(D("0.1"), order.rate)
2294 self.assertEqual("BTC", order.base_currency)
2295 self.assertEqual("market", order.market)
2296 self.assertEqual("long", order.trade_type)
2297 self.assertEqual("pending", order.status)
2298 self.assertEqual("trade", order.trade)
2299 self.assertIsNone(order.id)
2300 self.assertFalse(order.close_if_possible)
2302 def test__repr(self):
2303 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2304 D("0.1"), "BTC", "long", "market", "trade")
2305 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2307 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2308 D("0.1"), "BTC", "long", "market", "trade",
2309 close_if_possible=True)
2310 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2312 def test_as_json(self):
2313 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2314 D("0.1"), "BTC", "long", "market", "trade")
2315 mouvement_mock1 = mock.Mock()
2316 mouvement_mock1.as_json.return_value = 1
2317 mouvement_mock2 = mock.Mock()
2318 mouvement_mock2.as_json.return_value = 2
2320 order.mouvements = [mouvement_mock1, mouvement_mock2]
2321 as_json = order.as_json()
2322 self.assertEqual("buy", as_json["action"])
2323 self.assertEqual("long", as_json["trade_type"])
2324 self.assertEqual(10, as_json["amount"])
2325 self.assertEqual("ETH", as_json["currency"])
2326 self.assertEqual("BTC", as_json["base_currency"])
2327 self.assertEqual(D("0.1"), as_json["rate"])
2328 self.assertEqual("pending", as_json["status"])
2329 self.assertEqual(False, as_json["close_if_possible"])
2330 self.assertIsNone(as_json["id"])
2331 self.assertEqual([1, 2], as_json["mouvements"])
2333 def test_account(self):
2334 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2335 D("0.1"), "BTC", "long", "market", "trade")
2336 self.assertEqual("exchange", order.account)
2338 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2339 D("0.1"), "BTC", "short", "market", "trade")
2340 self.assertEqual("margin", order.account)
2342 def test_pending(self):
2343 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2344 D("0.1"), "BTC", "long", "market", "trade")
2345 self.assertTrue(order.pending)
2346 order.status = "open"
2347 self.assertFalse(order.pending)
2349 def test_open(self):
2350 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2351 D("0.1"), "BTC", "long", "market", "trade")
2352 self.assertFalse(order.open)
2353 order.status = "open"
2354 self.assertTrue(order.open)
2356 def test_finished(self):
2357 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2358 D("0.1"), "BTC", "long", "market", "trade")
2359 self.assertFalse(order.finished)
2360 order.status = "closed"
2361 self.assertTrue(order.finished)
2362 order.status = "canceled"
2363 self.assertTrue(order.finished)
2364 order.status = "error"
2365 self.assertTrue(order.finished)
2367 @mock.patch.object(portfolio.Order, "fetch")
2368 def test_cancel(self, fetch):
2369 with self.subTest(debug=True):
2371 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2372 D("0.1"), "BTC", "long", self.m, "trade")
2373 order.status = "open"
2376 self.m.ccxt.cancel_order.assert_not_called()
2377 self.m.report.log_debug_action.assert_called_once()
2378 self.m.report.log_debug_action.reset_mock()
2379 self.assertEqual("canceled", order.status)
2381 with self.subTest(desc="Nominal case"):
2382 self.m.debug = False
2383 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2384 D("0.1"), "BTC", "long", self.m, "trade")
2385 order.status = "open"
2389 self.m.ccxt.cancel_order.assert_called_with(42)
2390 fetch.assert_called_once_with()
2391 self.m.report.log_debug_action.assert_not_called()
2393 with self.subTest(exception=True):
2394 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2395 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2396 D("0.1"), "BTC", "long", self.m, "trade")
2397 order.status = "open"
2400 self.m.ccxt.cancel_order.assert_called_with(42)
2401 self.m.report.log_error.assert_called_once()
2404 with self.subTest(id=None):
2405 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2406 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2407 D("0.1"), "BTC", "long", self.m, "trade")
2408 order.status = "open"
2410 self.m.ccxt.cancel_order.assert_not_called()
2413 with self.subTest(open=False):
2414 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2415 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2416 D("0.1"), "BTC", "long", self.m, "trade")
2417 order.status = "closed"
2419 self.m.ccxt.cancel_order.assert_not_called()
2421 def test_dust_amount_remaining(self):
2422 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2423 D("0.1"), "BTC", "long", self.m, "trade")
2424 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
2425 self.assertFalse(order.dust_amount_remaining())
2427 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
2428 self.assertTrue(order.dust_amount_remaining())
2430 @mock.patch.object(portfolio.Order, "fetch")
2431 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
2432 def test_remaining_amount(self, filled_amount, fetch):
2433 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2434 D("0.1"), "BTC", "long", self.m, "trade")
2436 self.assertEqual(9, order.remaining_amount().value)
2438 order.status = "open"
2439 self.assertEqual(9, order.remaining_amount().value)
2441 @mock.patch.object(portfolio.Order, "fetch")
2442 def test_filled_amount(self, fetch):
2443 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2444 D("0.1"), "BTC", "long", self.m, "trade")
2445 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2446 "tradeID": 42, "type": "buy", "fee": "0.0015",
2447 "date": "2017-12-30 12:00:12", "rate": "0.1",
2448 "amount": "3", "total": "0.3"
2450 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2451 "tradeID": 43, "type": "buy", "fee": "0.0015",
2452 "date": "2017-12-30 13:00:12", "rate": "0.2",
2453 "amount": "2", "total": "0.4"
2455 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
2456 fetch.assert_not_called()
2457 order.status = "open"
2458 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
2459 fetch.assert_called_once()
2460 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
2462 def test_fetch_mouvements(self):
2463 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
2465 "tradeID": 42, "type": "buy", "fee": "0.0015",
2466 "date": "2017-12-30 12:00:12", "rate": "0.1",
2467 "amount": "3", "total": "0.3"
2470 "tradeID": 43, "type": "buy", "fee": "0.0015",
2471 "date": "2017-12-30 13:00:12", "rate": "0.2",
2472 "amount": "2", "total": "0.4"
2475 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2476 D("0.1"), "BTC", "long", self.m, "trade")
2478 order.mouvements = ["Foo", "Bar", "Baz"]
2480 order.fetch_mouvements()
2482 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
2483 self.assertEqual(2, len(order.mouvements))
2484 self.assertEqual(42, order.mouvements[0].id)
2485 self.assertEqual(43, order.mouvements[1].id)
2487 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
2488 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2489 D("0.1"), "BTC", "long", self.m, "trade")
2490 order.fetch_mouvements()
2491 self.assertEqual(0, len(order.mouvements))
2493 def test_mark_finished_order(self):
2494 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2495 D("0.1"), "BTC", "short", self.m, "trade",
2496 close_if_possible=True)
2497 order.status = "closed"
2498 self.m.debug = False
2500 order.mark_finished_order()
2501 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
2502 self.m.ccxt.close_margin_position.reset_mock()
2504 order.status = "open"
2505 order.mark_finished_order()
2506 self.m.ccxt.close_margin_position.assert_not_called()
2508 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2509 D("0.1"), "BTC", "short", self.m, "trade",
2510 close_if_possible=False)
2511 order.status = "closed"
2512 order.mark_finished_order()
2513 self.m.ccxt.close_margin_position.assert_not_called()
2515 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2516 D("0.1"), "BTC", "short", self.m, "trade",
2517 close_if_possible=True)
2518 order.status = "closed"
2519 order.mark_finished_order()
2520 self.m.ccxt.close_margin_position.assert_not_called()
2522 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2523 D("0.1"), "BTC", "long", self.m, "trade",
2524 close_if_possible=True)
2525 order.status = "closed"
2526 order.mark_finished_order()
2527 self.m.ccxt.close_margin_position.assert_not_called()
2531 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2532 D("0.1"), "BTC", "short", self.m, "trade",
2533 close_if_possible=True)
2534 order.status = "closed"
2536 order.mark_finished_order()
2537 self.m.ccxt.close_margin_position.assert_not_called()
2538 self.m.report.log_debug_action.assert_called_once()
2540 @mock.patch.object(portfolio.Order, "fetch_mouvements")
2541 def test_fetch(self, fetch_mouvements):
2542 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2543 D("0.1"), "BTC", "long", self.m, "trade")
2545 with self.subTest(debug=True):
2548 self.m.report.log_debug_action.assert_called_once()
2549 self.m.report.log_debug_action.reset_mock()
2550 self.m.ccxt.fetch_order.assert_not_called()
2551 fetch_mouvements.assert_not_called()
2553 with self.subTest(debug=False):
2554 self.m.debug = False
2555 self.m.ccxt.fetch_order.return_value = {
2557 "datetime": "timestamp"
2561 self.m.ccxt.fetch_order.assert_called_once_with(45)
2562 fetch_mouvements.assert_called_once()
2563 self.assertEqual("foo", order.status)
2564 self.assertEqual("timestamp", order.timestamp)
2565 self.assertEqual(1, len(order.results))
2566 self.m.report.log_debug_action.assert_not_called()
2568 with self.subTest(missing_order=True):
2569 self.m.ccxt.fetch_order.side_effect = [
2570 portfolio.OrderNotCached,
2573 self.assertEqual("closed_unknown", order.status)
2575 @mock.patch.object(portfolio.Order, "fetch")
2576 @mock.patch.object(portfolio.Order, "mark_finished_order")
2577 def test_get_status(self, mark_finished_order, fetch):
2578 with self.subTest(debug=True):
2580 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2581 D("0.1"), "BTC", "long", self.m, "trade")
2582 self.assertEqual("pending", order.get_status())
2583 fetch.assert_not_called()
2584 self.m.report.log_debug_action.assert_called_once()
2586 with self.subTest(debug=False, finished=False):
2587 self.m.debug = False
2588 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2589 D("0.1"), "BTC", "long", self.m, "trade")
2591 def update_status():
2592 order.status = "open"
2593 return update_status
2594 fetch.side_effect = _fetch(order)
2595 self.assertEqual("open", order.get_status())
2596 mark_finished_order.assert_not_called()
2597 fetch.assert_called_once()
2599 mark_finished_order.reset_mock()
2601 with self.subTest(debug=False, finished=True):
2602 self.m.debug = False
2603 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2604 D("0.1"), "BTC", "long", self.m, "trade")
2606 def update_status():
2607 order.status = "closed"
2608 return update_status
2609 fetch.side_effect = _fetch(order)
2610 self.assertEqual("closed", order.get_status())
2611 mark_finished_order.assert_called_once()
2612 fetch.assert_called_once()
2615 self.m.ccxt.order_precision.return_value = 4
2616 with self.subTest(debug=True):
2618 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2619 D("0.1"), "BTC", "long", self.m, "trade")
2621 self.m.ccxt.create_order.assert_not_called()
2622 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH
/BTC
', 'limit
', 'buy
', 10.0000, price=0.1, account=exchange)")
2623 self.assertEqual("open", order.status)
2624 self.assertEqual(1, len(order.results))
2625 self.assertEqual(-1, order.id)
2627 self.m.ccxt.create_order.reset_mock()
2628 with self.subTest(debug=False):
2629 self.m.debug = False
2630 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2631 D("0.1"), "BTC", "long", self.m, "trade")
2632 self.m.ccxt.create_order.return_value = { "id": 123 }
2634 self.m.ccxt.create_order.assert_called_once()
2635 self.assertEqual(1, len(order.results))
2636 self.assertEqual("open", order.status)
2638 self.m.ccxt.create_order.reset_mock()
2639 with self.subTest(exception=True):
2640 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2641 D("0.1"), "BTC", "long", self.m, "trade")
2642 self.m.ccxt.create_order.side_effect = Exception("bouh")
2644 self.m.ccxt.create_order.assert_called_once()
2645 self.assertEqual(0, len(order.results))
2646 self.assertEqual("error", order.status)
2647 self.m.report.log_error.assert_called_once()
2649 self.m.ccxt.create_order.reset_mock()
2650 with self.subTest(dust_amount_exception=True),\
2651 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2652 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
2653 D("0.1"), "BTC", "long", self.m, "trade")
2654 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
2656 self.m.ccxt.create_order.assert_called_once()
2657 self.assertEqual(0, len(order.results))
2658 self.assertEqual("closed", order.status)
2659 mark_finished_order.assert_called_once()
2661 self.m.ccxt.order_precision.return_value = 8
2662 self.m.ccxt.create_order.reset_mock()
2663 with self.subTest(insufficient_funds=True),\
2664 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2665 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2666 D("0.1"), "BTC", "long", self.m, "trade")
2667 self.m.ccxt.create_order.side_effect = [
2668 portfolio.InsufficientFunds,
2669 portfolio.InsufficientFunds,
2670 portfolio.InsufficientFunds,
2674 self.m.ccxt.create_order.assert_has_calls([
2675 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.0010'), account='exchange
', price=D('0.1')),
2676 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.00099'), account='exchange
', price=D('0.1')),
2677 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.0009801'), account='exchange
', price=D('0.1')),
2678 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.00097029'), account='exchange
', price=D('0.1')),
2680 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2681 self.assertEqual(1, len(order.results))
2682 self.assertEqual("open", order.status)
2683 self.assertEqual(4, order.tries)
2684 self.m.report.log_error.assert_called()
2685 self.assertEqual(4, self.m.report.log_error.call_count)
2687 self.m.ccxt.order_precision.return_value = 8
2688 self.m.ccxt.create_order.reset_mock()
2689 self.m.report.log_error.reset_mock()
2690 with self.subTest(insufficient_funds=True),\
2691 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2692 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2693 D("0.1"), "BTC", "long", self.m, "trade")
2694 self.m.ccxt.create_order.side_effect = [
2695 portfolio.InsufficientFunds,
2696 portfolio.InsufficientFunds,
2697 portfolio.InsufficientFunds,
2698 portfolio.InsufficientFunds,
2699 portfolio.InsufficientFunds,
2702 self.m.ccxt.create_order.assert_has_calls([
2703 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.0010'), account='exchange
', price=D('0.1')),
2704 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.00099'), account='exchange
', price=D('0.1')),
2705 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.0009801'), account='exchange
', price=D('0.1')),
2706 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.00097029'), account='exchange
', price=D('0.1')),
2707 mock.call('ETH
/BTC
', 'limit
', 'buy
', D('0.00096059'), account='exchange
', price=D('0.1')),
2709 self.assertEqual(5, self.m.ccxt.create_order.call_count)
2710 self.assertEqual(0, len(order.results))
2711 self.assertEqual("error", order.status)
2712 self.assertEqual(5, order.tries)
2713 self.m.report.log_error.assert_called()
2714 self.assertEqual(5, self.m.report.log_error.call_count)
2715 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)
2718 @unittest.skipUnless("unit" in limits, "Unit skipped")
2719 class MouvementTest(WebMockTestCase):
2720 def test_values(self):
2721 mouvement = portfolio.Mouvement("ETH", "BTC", {
2722 "tradeID": 42, "type": "buy", "fee": "0.0015",
2723 "date": "2017-12-30 12:00:12", "rate": "0.1",
2724 "amount": "10", "total": "1"
2726 self.assertEqual("ETH", mouvement.currency)
2727 self.assertEqual("BTC", mouvement.base_currency)
2728 self.assertEqual(42, mouvement.id)
2729 self.assertEqual("buy", mouvement.action)
2730 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2731 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2732 self.assertEqual(D("0.1"), mouvement.rate)
2733 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2734 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2736 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2737 self.assertIsNone(mouvement.date)
2738 self.assertIsNone(mouvement.id)
2739 self.assertIsNone(mouvement.action)
2740 self.assertEqual(-1, mouvement.fee_rate)
2741 self.assertEqual(0, mouvement.rate)
2742 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2743 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2745 def test__repr(self):
2746 mouvement = portfolio.Mouvement("ETH", "BTC", {
2747 "tradeID": 42, "type": "buy", "fee": "0.0015",
2748 "date": "2017-12-30 12:00:12", "rate": "0.1",
2749 "amount": "10", "total": "1"
2751 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
2753 mouvement = portfolio.Mouvement("ETH", "BTC", {
2754 "tradeID": 42, "type": "buy",
2755 "date": "garbage", "rate": "0.1",
2756 "amount": "10", "total": "1"
2758 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2760 def test_as_json(self):
2761 mouvement = portfolio.Mouvement("ETH", "BTC", {
2762 "tradeID": 42, "type": "buy", "fee": "0.0015",
2763 "date": "2017-12-30 12:00:12", "rate": "0.1",
2764 "amount": "10", "total": "1"
2766 as_json = mouvement.as_json()
2768 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2769 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2770 self.assertEqual("buy", as_json["action"])
2771 self.assertEqual(D("10"), as_json["total"])
2772 self.assertEqual(D("1"), as_json["total_in_base"])
2773 self.assertEqual("BTC", as_json["base_currency"])
2774 self.assertEqual("ETH", as_json["currency"])
2776 @unittest.skipUnless("unit" in limits, "Unit skipped")
2777 class ReportStoreTest(WebMockTestCase):
2778 def test_add_log(self):
2779 report_store = market.ReportStore(self.m)
2780 report_store.add_log({"foo": "bar"})
2782 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
2784 def test_set_verbose(self):
2785 report_store = market.ReportStore(self.m)
2786 with self.subTest(verbose=True):
2787 report_store.set_verbose(True)
2788 self.assertTrue(report_store.verbose_print)
2790 with self.subTest(verbose=False):
2791 report_store.set_verbose(False)
2792 self.assertFalse(report_store.verbose_print)
2794 def test_merge(self):
2795 report_store1 = market.ReportStore(self.m, verbose_print=False)
2796 report_store2 = market.ReportStore(None, verbose_print=False)
2798 report_store2.log_stage("1")
2799 report_store1.log_stage("2")
2800 report_store2.log_stage("3")
2802 report_store1.merge(report_store2)
2804 self.assertEqual(3, len(report_store1.logs))
2805 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
2807 def test_print_log(self):
2808 report_store = market.ReportStore(self.m)
2809 with self.subTest(verbose=True),\
2810 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
2811 report_store.set_verbose(True)
2812 report_store.print_log("Coucou")
2813 report_store.print_log(portfolio.Amount("BTC", 1))
2814 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2816 with self.subTest(verbose=False),\
2817 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
2818 report_store.set_verbose(False)
2819 report_store.print_log("Coucou")
2820 report_store.print_log(portfolio.Amount("BTC", 1))
2821 self.assertEqual(stdout_mock.getvalue(), "")
2823 def test_to_json(self):
2824 report_store = market.ReportStore(self.m)
2825 report_store.logs.append({"foo": "bar"})
2826 self.assertEqual('[\n {\n "foo": "bar"\n }
\n]', report_store.to_json())
2827 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2828 self.assertEqual('[\n {\n "foo": "bar"\n }
,\n {\n "date": "2018-02-24T00:00:00"\n }
\n]', report_store.to_json())
2829 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
2830 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())
2832 @mock.patch.object(market.ReportStore, "print_log")
2833 @mock.patch.object(market.ReportStore, "add_log")
2834 def test_log_stage(self, add_log, print_log):
2835 report_store = market.ReportStore(self.m)
2837 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
2838 print_log.assert_has_calls([
2839 mock.call("-----------"),
2840 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
2842 add_log.assert_called_once_with({
2847 'c
': 'c
= lambda x
: x
',
2855 @mock.patch.object(market.ReportStore, "print_log")
2856 @mock.patch.object(market.ReportStore, "add_log")
2857 def test_log_balances(self, add_log, print_log):
2858 report_store = market.ReportStore(self.m)
2859 self.m.balances.as_json.return_value = "json"
2860 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
2862 report_store.log_balances(tag="tag")
2863 print_log.assert_has_calls([
2864 mock.call("[Balance]"),
2868 add_log.assert_called_once_with({
2874 @mock.patch.object(market.ReportStore, "print_log")
2875 @mock.patch.object(market.ReportStore, "add_log")
2876 def test_log_tickers(self, add_log, print_log):
2877 report_store = market.ReportStore(self.m)
2879 "BTC": portfolio.Amount("BTC", 10),
2880 "ETH": portfolio.Amount("BTC", D("0.3"))
2882 amounts["ETH"].rate = D("0.1")
2884 report_store.log_tickers(amounts, "BTC", "default", "total")
2885 print_log.assert_not_called()
2886 add_log.assert_called_once_with({
2888 'compute_value
': 'default
',
2889 'balance_type
': 'total
',
2902 add_log.reset_mock()
2903 compute_value = lambda x: x["bid"]
2904 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2905 add_log.assert_called_once_with({
2907 'compute_value
': 'compute_value
= lambda x
: x
["bid"]',
2908 'balance_type
': 'total
',
2921 @mock.patch.object(market.ReportStore, "print_log")
2922 @mock.patch.object(market.ReportStore, "add_log")
2923 def test_log_dispatch(self, add_log, print_log):
2924 report_store = market.ReportStore(self.m)
2925 amount = portfolio.Amount("BTC", "10.3")
2927 "BTC": portfolio.Amount("BTC", 10),
2928 "ETH": portfolio.Amount("BTC", D("0.3"))
2930 report_store.log_dispatch(amount, amounts, "medium", "repartition")
2931 print_log.assert_not_called()
2932 add_log.assert_called_once_with({
2934 'liquidity
': 'medium
',
2935 'repartition_ratio
': 'repartition
',
2946 @mock.patch.object(market.ReportStore, "print_log")
2947 @mock.patch.object(market.ReportStore, "add_log")
2948 def test_log_trades(self, add_log, print_log):
2949 report_store = market.ReportStore(self.m)
2950 trade_mock1 = mock.Mock()
2951 trade_mock2 = mock.Mock()
2952 trade_mock1.as_json.return_value = { "trade": "1" }
2953 trade_mock2.as_json.return_value = { "trade": "2" }
2955 matching_and_trades = [
2956 (True, trade_mock1),
2957 (False, trade_mock2),
2959 report_store.log_trades(matching_and_trades, "only")
2961 print_log.assert_not_called()
2962 add_log.assert_called_with({
2967 {'trade': '1', 'skipped': False},
2968 {'trade': '2', 'skipped': True}
2972 @mock.patch.object(market.ReportStore, "print_log")
2973 @mock.patch.object(market.ReportStore, "add_log")
2974 def test_log_orders(self, add_log, print_log):
2975 report_store = market.ReportStore(self.m)
2977 order_mock1 = mock.Mock()
2978 order_mock2 = mock.Mock()
2980 order_mock1.as_json.return_value = "order1"
2981 order_mock2.as_json.return_value = "order2"
2983 orders = [order_mock1, order_mock2]
2985 report_store.log_orders(orders, tick="tick",
2986 only="only", compute_value="compute_value")
2988 print_log.assert_called_once_with("[Orders]")
2989 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
2991 add_log.assert_called_with({
2994 'compute_value
': 'compute_value
',
2996 'orders
': ['order1
', 'order2
']
2999 add_log.reset_mock()
3000 def compute_value(x, y):
3002 report_store.log_orders(orders, tick="tick",
3003 only="only", compute_value=compute_value)
3004 add_log.assert_called_with({
3007 'compute_value
': 'def compute_value(x
, y
):\n return x
[y
]',
3009 'orders
': ['order1
', 'order2
']
3013 @mock.patch.object(market.ReportStore, "print_log")
3014 @mock.patch.object(market.ReportStore, "add_log")
3015 def test_log_order(self, add_log, print_log):
3016 report_store = market.ReportStore(self.m)
3017 order_mock = mock.Mock()
3018 order_mock.as_json.return_value = "order"
3019 new_order_mock = mock.Mock()
3020 new_order_mock.as_json.return_value = "new_order"
3021 order_mock.__repr__ = mock.Mock()
3022 order_mock.__repr__.return_value = "Order Mock"
3023 new_order_mock.__repr__ = mock.Mock()
3024 new_order_mock.__repr__.return_value = "New order Mock"
3026 with self.subTest(finished=True):
3027 report_store.log_order(order_mock, 1, finished=True)
3028 print_log.assert_called_once_with("[Order] Finished Order Mock")
3029 add_log.assert_called_once_with({
3034 'compute_value
': None,
3038 add_log.reset_mock()
3039 print_log.reset_mock()
3041 with self.subTest(update="waiting"):
3042 report_store.log_order(order_mock, 1, update="waiting")
3043 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3044 add_log.assert_called_once_with({
3047 'update
': 'waiting
',
3049 'compute_value
': None,
3053 add_log.reset_mock()
3054 print_log.reset_mock()
3055 with self.subTest(update="adjusting"):
3056 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
3057 report_store.log_order(order_mock, 3,
3058 update="adjusting", new_order=new_order_mock,
3059 compute_value=compute_value)
3060 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3061 add_log.assert_called_once_with({
3064 'update
': 'adjusting
',
3066 'compute_value
': 'compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3',
3067 'new_order
': 'new_order
'
3070 add_log.reset_mock()
3071 print_log.reset_mock()
3072 with self.subTest(update="market_fallback"):
3073 report_store.log_order(order_mock, 7,
3074 update="market_fallback", new_order=new_order_mock)
3075 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3076 add_log.assert_called_once_with({
3079 'update
': 'market_fallback
',
3081 'compute_value
': None,
3082 'new_order
': 'new_order
'
3085 add_log.reset_mock()
3086 print_log.reset_mock()
3087 with self.subTest(update="market_adjusting"):
3088 report_store.log_order(order_mock, 17,
3089 update="market_adjust", new_order=new_order_mock)
3090 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3091 add_log.assert_called_once_with({
3094 'update
': 'market_adjust
',
3096 'compute_value
': None,
3097 'new_order
': 'new_order
'
3100 @mock.patch.object(market.ReportStore, "print_log")
3101 @mock.patch.object(market.ReportStore, "add_log")
3102 def test_log_move_balances(self, add_log, print_log):
3103 report_store = market.ReportStore(self.m)
3105 "BTC": portfolio.Amount("BTC", 10),
3109 "BTC": portfolio.Amount("BTC", 3),
3112 report_store.log_move_balances(needed, moving)
3113 print_log.assert_not_called()
3114 add_log.assert_called_once_with({
3115 'type': 'move_balances
',
3127 @mock.patch.object(market.ReportStore, "print_log")
3128 @mock.patch.object(market.ReportStore, "add_log")
3129 def test_log_http_request(self, add_log, print_log):
3130 report_store = market.ReportStore(self.m)
3131 response = mock.Mock()
3132 response.status_code = 200
3133 response.text = "Hey"
3135 report_store.log_http_request("method", "url", "body",
3136 "headers", response)
3137 print_log.assert_not_called()
3138 add_log.assert_called_once_with({
3139 'type': 'http_request
',
3143 'headers
': 'headers
',
3148 @mock.patch.object(market.ReportStore, "print_log")
3149 @mock.patch.object(market.ReportStore, "add_log")
3150 def test_log_error(self, add_log, print_log):
3151 report_store = market.ReportStore(self.m)
3152 with self.subTest(message=None, exception=None):
3153 report_store.log_error("action")
3154 print_log.assert_called_once_with("[Error] action")
3155 add_log.assert_called_once_with({
3158 'exception_class
': None,
3159 'exception_message
': None,
3163 print_log.reset_mock()
3164 add_log.reset_mock()
3165 with self.subTest(message="Hey", exception=None):
3166 report_store.log_error("action", message="Hey")
3167 print_log.assert_has_calls([
3168 mock.call("[Error] action"),
3171 add_log.assert_called_once_with({
3174 'exception_class
': None,
3175 'exception_message
': None,
3179 print_log.reset_mock()
3180 add_log.reset_mock()
3181 with self.subTest(message=None, exception=Exception("bouh")):
3182 report_store.log_error("action", exception=Exception("bouh"))
3183 print_log.assert_has_calls([
3184 mock.call("[Error] action"),
3185 mock.call("\tException: bouh")
3187 add_log.assert_called_once_with({
3190 'exception_class
': "Exception",
3191 'exception_message
': "bouh",
3195 print_log.reset_mock()
3196 add_log.reset_mock()
3197 with self.subTest(message="Hey", exception=Exception("bouh")):
3198 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3199 print_log.assert_has_calls([
3200 mock.call("[Error] action"),
3201 mock.call("\tException: bouh"),
3204 add_log.assert_called_once_with({
3207 'exception_class
': "Exception",
3208 'exception_message
': "bouh",
3212 @mock.patch.object(market.ReportStore, "print_log")
3213 @mock.patch.object(market.ReportStore, "add_log")
3214 def test_log_debug_action(self, add_log, print_log):
3215 report_store = market.ReportStore(self.m)
3216 report_store.log_debug_action("Hey")
3218 print_log.assert_called_once_with("[Debug] Hey")
3219 add_log.assert_called_once_with({
3220 'type': 'debug_action
',
3224 @unittest.skipUnless("unit" in limits, "Unit skipped")
3225 class MainTest(WebMockTestCase):
3226 def test_make_order(self):
3227 self.m.get_ticker.return_value = {
3229 "average": D("0.1"),
3234 with self.subTest(description="nominal case"):
3235 main.make_order(self.m, 10, "ETH")
3237 self.m.report.log_stage.assert_has_calls([
3238 mock.call("make_order_begin"),
3239 mock.call("make_order_end"),
3241 self.m.balances.fetch_balances.assert_has_calls([
3242 mock.call(tag="make_order_begin"),
3243 mock.call(tag="make_order_end"),
3245 self.m.trades.all.append.assert_called_once()
3246 trade = self.m.trades.all.append.mock_calls[0][1][0]
3247 self.assertEqual(False, trade.orders[0].close_if_possible)
3248 self.assertEqual(0, trade.value_from)
3249 self.assertEqual("ETH", trade.currency)
3250 self.assertEqual("BTC", trade.base_currency)
3251 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3252 self.m.trades.run_orders.assert_called_once_with()
3253 self.m.follow_orders.assert_called_once_with()
3255 order = trade.orders[0]
3256 self.assertEqual(D("0.10"), order.rate)
3259 with self.subTest(compute_value="default"):
3260 main.make_order(self.m, 10, "ETH", action="dispose",
3261 compute_value="ask")
3263 trade = self.m.trades.all.append.mock_calls[0][1][0]
3264 order = trade.orders[0]
3265 self.assertEqual(D("0.11"), order.rate)
3268 with self.subTest(follow=False):
3269 result = main.make_order(self.m, 10, "ETH", follow=False)
3271 self.m.report.log_stage.assert_has_calls([
3272 mock.call("make_order_begin"),
3273 mock.call("make_order_end_not_followed"),
3275 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
3277 self.m.trades.all.append.assert_called_once()
3278 trade = self.m.trades.all.append.mock_calls[0][1][0]
3279 self.assertEqual(0, trade.value_from)
3280 self.assertEqual("ETH", trade.currency)
3281 self.assertEqual("BTC", trade.base_currency)
3282 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3283 self.m.trades.run_orders.assert_called_once_with()
3284 self.m.follow_orders.assert_not_called()
3285 self.assertEqual(trade.orders[0], result)
3288 with self.subTest(base_currency="USDT"):
3289 main.make_order(self.m, 1, "BTC", base_currency="USDT")
3291 trade = self.m.trades.all.append.mock_calls[0][1][0]
3292 self.assertEqual("BTC", trade.currency)
3293 self.assertEqual("USDT", trade.base_currency)
3296 with self.subTest(close_if_possible=True):
3297 main.make_order(self.m, 10, "ETH", close_if_possible=True)
3299 trade = self.m.trades.all.append.mock_calls[0][1][0]
3300 self.assertEqual(True, trade.orders[0].close_if_possible)
3303 with self.subTest(action="dispose"):
3304 main.make_order(self.m, 10, "ETH", action="dispose")
3306 trade = self.m.trades.all.append.mock_calls[0][1][0]
3307 self.assertEqual(0, trade.value_to)
3308 self.assertEqual(1, trade.value_from.value)
3309 self.assertEqual("ETH", trade.currency)
3310 self.assertEqual("BTC", trade.base_currency)
3313 with self.subTest(compute_value="default"):
3314 main.make_order(self.m, 10, "ETH", action="dispose",
3315 compute_value="bid")
3317 trade = self.m.trades.all.append.mock_calls[0][1][0]
3318 self.assertEqual(D("0.9"), trade.value_from.value)
3320 def test_get_user_market(self):
3321 with mock.patch("main.fetch_markets") as main_fetch_markets,\
3322 mock.patch("main.parse_config") as main_parse_config:
3323 with self.subTest(debug=False):
3324 main_parse_config.return_value = ["pg_config", "report_path"]
3325 main_fetch_markets.return_value = [({"key": "market_config"},)]
3326 m = main.get_user_market("config_path.ini", 1)
3328 self.assertIsInstance(m, market.Market)
3329 self.assertFalse(m.debug)
3331 with self.subTest(debug=True):
3332 main_parse_config.return_value = ["pg_config", "report_path"]
3333 main_fetch_markets.return_value = [({"key": "market_config"},)]
3334 m = main.get_user_market("config_path.ini", 1, debug=True)
3336 self.assertIsInstance(m, market.Market)
3337 self.assertTrue(m.debug)
3339 def test_process(self):
3340 with mock.patch("market.Market") as market_mock,\
3341 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
3343 args_mock = mock.Mock()
3344 args_mock.action = "action"
3345 args_mock.config = "config"
3346 args_mock.user = "user"
3347 args_mock.debug = "debug"
3348 args_mock.before = "before"
3349 args_mock.after = "after"
3350 self.assertEqual("", stdout_mock.getvalue())
3352 main.process("config", 1, "report_path", args_mock)
3354 market_mock.from_config.assert_has_calls([
3355 mock.call("config", debug="debug", user_id=1, report_path="report_path"),
3356 mock.call().process("action", before="before", after="after"),
3359 with self.subTest(exception=True):
3360 market_mock.from_config.side_effect = Exception("boo")
3361 main.process("config", 1, "report_path", args_mock)
3362 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
3364 def test_main(self):
3365 with mock.patch("main.parse_args") as parse_args,\
3366 mock.patch("main.parse_config") as parse_config,\
3367 mock.patch("main.fetch_markets") as fetch_markets,\
3368 mock.patch("main.process") as process:
3370 args_mock = mock.Mock()
3371 args_mock.config = "config"
3372 args_mock.user = "user"
3373 parse_args.return_value = args_mock
3375 parse_config.return_value = ["pg_config", "report_path"]
3377 fetch_markets.return_value = [["config1", 1], ["config2", 2]]
3379 main.main(["Foo", "Bar"])
3381 parse_args.assert_called_with(["Foo", "Bar"])
3382 parse_config.assert_called_with("config")
3383 fetch_markets.assert_called_with("pg_config", "user")
3385 self.assertEqual(2, process.call_count)
3386 process.assert_has_calls([
3387 mock.call("config1", 1, "report_path", args_mock),
3388 mock.call("config2", 2, "report_path", args_mock),
3391 @mock.patch.object(main.sys, "exit")
3392 @mock.patch("main.configparser")
3393 @mock.patch("main.os")
3394 def test_parse_config(self, os, configparser, exit):
3395 with self.subTest(pg_config=True, report_path=None):
3396 config_mock = mock.MagicMock()
3397 configparser.ConfigParser.return_value = config_mock
3398 def config(element):
3399 return element == "postgresql"
3401 config_mock.__contains__.side_effect = config
3402 config_mock.__getitem__.return_value = "pg_config"
3404 result = main.parse_config("configfile")
3406 config_mock.read.assert_called_with("configfile")
3408 self.assertEqual(["pg_config", None], result)
3410 with self.subTest(pg_config=True, report_path="present"):
3411 config_mock = mock.MagicMock()
3412 configparser.ConfigParser.return_value = config_mock
3414 config_mock.__contains__.return_value = True
3415 config_mock.__getitem__.side_effect = [
3416 {"report_path": "report_path"},
3417 {"report_path": "report_path"},
3421 os.path.exists.return_value = False
3422 result = main.parse_config("configfile")
3424 config_mock.read.assert_called_with("configfile")
3425 self.assertEqual(["pg_config", "report_path"], result)
3426 os.path.exists.assert_called_once_with("report_path")
3427 os.makedirs.assert_called_once_with("report_path")
3429 with self.subTest(pg_config=False),\
3430 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
3431 config_mock = mock.MagicMock()
3432 configparser.ConfigParser.return_value = config_mock
3433 result = main.parse_config("configfile")
3435 config_mock.read.assert_called_with("configfile")
3436 exit.assert_called_once_with(1)
3437 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3439 @mock.patch.object(main.sys, "exit")
3440 def test_parse_args(self, exit):
3441 with self.subTest(config="config.ini"):
3442 args = main.parse_args([])
3443 self.assertEqual("config.ini", args.config)
3444 self.assertFalse(args.before)
3445 self.assertFalse(args.after)
3446 self.assertFalse(args.debug)
3448 args = main.parse_args(["--before", "--after", "--debug"])
3449 self.assertTrue(args.before)
3450 self.assertTrue(args.after)
3451 self.assertTrue(args.debug)
3453 exit.assert_not_called()
3455 with self.subTest(config="inexistant"),\
3456 mock.patch('sys
.stdout
', new_callable=StringIO) as stdout_mock:
3457 args = main.parse_args(["--config", "foo.bar"])
3458 exit.assert_called_once_with(1)
3459 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
3461 @mock.patch.object(main, "psycopg2")
3462 def test_fetch_markets(self, psycopg2):
3463 connect_mock = mock.Mock()
3464 cursor_mock = mock.MagicMock()
3465 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
3467 connect_mock.cursor.return_value = cursor_mock
3468 psycopg2.connect.return_value = connect_mock
3470 with self.subTest(user=None):
3471 rows = list(main.fetch_markets({"foo": "bar"}, None))
3473 psycopg2.connect.assert_called_once_with(foo="bar")
3474 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
3476 self.assertEqual(["row_1", "row_2"], rows)
3478 psycopg2.connect.reset_mock()
3479 cursor_mock.execute.reset_mock()
3480 with self.subTest(user=1):
3481 rows = list(main.fetch_markets({"foo": "bar"}, 1))
3483 psycopg2.connect.assert_called_once_with(foo="bar")
3484 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3486 self.assertEqual(["row_1", "row_2"], rows)
3489 @unittest.skipUnless("unit" in limits, "Unit skipped")
3490 class ProcessorTest(WebMockTestCase):
3491 def test_values(self):
3492 processor = market.Processor(self.m)
3494 self.assertEqual(self.m, processor.market)
3496 def test_run_action(self):
3497 processor = market.Processor(self.m)
3499 with mock.patch.object(processor, "parse_args") as parse_args:
3500 method_mock = mock.Mock()
3501 parse_args.return_value = [method_mock, { "foo": "bar" }]
3503 processor.run_action("foo", "bar", "baz")
3505 parse_args.assert_called_with("foo", "bar", "baz")
3507 method_mock.assert_called_with(foo="bar")
3509 processor.run_action("wait_for_recent", "bar", "baz")
3511 method_mock.assert_called_with(foo="bar")
3513 def test_select_step(self):
3514 processor = market.Processor(self.m)
3516 scenario = processor.scenarios["sell_all"]
3518 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
3519 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
3520 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
3521 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
3522 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
3524 with self.assertRaises(TypeError):
3525 processor.select_steps(scenario, ["wait"])
3527 @mock.patch("market.Processor.process_step")
3528 def test_process(self, process_step):
3529 processor = market.Processor(self.m)
3531 processor.process("sell_all", foo="bar")
3532 self.assertEqual(3, process_step.call_count)
3534 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
3535 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
3536 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
3537 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
3538 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
3539 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
3541 process_step.reset_mock()
3543 processor.process("sell_needed", steps=["before", "after"])
3544 self.assertEqual(3, process_step.call_count)
3546 def test_method_arguments(self):
3547 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
3548 m = market.Market(ccxt)
3550 processor = market.Processor(m)
3552 method, arguments = processor.method_arguments("wait_for_recent")
3553 self.assertEqual(market.Portfolio.wait_for_recent, method)
3554 self.assertEqual(["delta"], arguments)
3556 method, arguments = processor.method_arguments("prepare_trades")
3557 self.assertEqual(m.prepare_trades, method)
3558 self.assertEqual(['base_currency
', 'liquidity
', 'compute_value
', 'repartition
', 'only
'], arguments)
3560 method, arguments = processor.method_arguments("prepare_orders")
3561 self.assertEqual(m.trades.prepare_orders, method)
3563 method, arguments = processor.method_arguments("move_balances")
3564 self.assertEqual(m.move_balances, method)
3566 method, arguments = processor.method_arguments("run_orders")
3567 self.assertEqual(m.trades.run_orders, method)
3569 method, arguments = processor.method_arguments("follow_orders")
3570 self.assertEqual(m.follow_orders, method)
3572 method, arguments = processor.method_arguments("close_trades")
3573 self.assertEqual(m.trades.close_trades, method)
3575 def test_process_step(self):
3576 processor = market.Processor(self.m)
3578 with mock.patch.object(processor, "run_action") as run_action:
3579 step = processor.scenarios["sell_needed"][1]
3581 processor.process_step("foo", step, {"foo":"bar"})
3583 self.m.report.log_stage.assert_has_calls([
3584 mock.call("process_foo__1_sell_begin"),
3585 mock.call("process_foo__1_sell_end"),
3587 self.m.balances.fetch_balances.assert_has_calls([
3588 mock.call(tag="process_foo__1_sell_begin"),
3589 mock.call(tag="process_foo__1_sell_end"),
3592 self.assertEqual(5, run_action.call_count)
3594 run_action.assert_has_calls([
3595 mock.call('prepare_trades
', {}, {'foo': 'bar'}),
3596 mock.call('prepare_orders
', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
3597 mock.call('run_orders
', {}, {'foo': 'bar'}),
3598 mock.call('follow_orders
', {}, {'foo': 'bar'}),
3599 mock.call('close_trades
', {}, {'foo': 'bar'}),
3603 with mock.patch.object(processor, "run_action") as run_action:
3604 step = processor.scenarios["sell_needed"][0]
3606 processor.process_step("foo", step, {"foo":"bar"})
3607 self.m.balances.fetch_balances.assert_not_called()
3609 def test_parse_args(self):
3610 processor = market.Processor(self.m)
3612 with mock.patch.object(processor, "method_arguments") as method_arguments:
3613 method_mock = mock.Mock()
3614 method_arguments.return_value = [
3618 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
3620 self.assertEqual(method_mock, method)
3621 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
3623 with mock.patch.object(processor, "method_arguments") as method_arguments:
3624 method_mock = mock.Mock()
3625 method_arguments.return_value = [
3629 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
3631 self.assertEqual(1, len(args["repartition"]))
3632 self.assertIn("BTC", args["repartition"])
3634 with mock.patch.object(processor, "method_arguments") as method_arguments:
3635 method_mock = mock.Mock()
3636 method_arguments.return_value = [
3638 ["repartition", "base_currency"]
3640 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
3642 self.assertEqual(1, len(args["repartition"]))
3643 self.assertIn("USDT", args["repartition"])
3645 with mock.patch.object(processor, "method_arguments") as method_arguments:
3646 method_mock = mock.Mock()
3647 method_arguments.return_value = [
3649 ["repartition", "base_currency"]
3651 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
3653 self.assertEqual(1, len(args["repartition"]))
3654 self.assertIn("ETH", args["repartition"])
3657 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
3658 class AcceptanceTest(WebMockTestCase):
3659 @unittest.expectedFailure
3660 def test_success_sell_only_necessary(self):
3661 # FIXME: catch stdout
3662 self.m.report.verbose_print = False
3665 "exchange_free": D("1.0"),
3666 "exchange_used": D("0.0"),
3667 "exchange_total": D("1.0"),
3671 "exchange_free": D("4.0"),
3672 "exchange_used": D("0.0"),
3673 "exchange_total": D("4.0"),
3677 "exchange_free": D("1000.0"),
3678 "exchange_used": D("0.0"),
3679 "exchange_total": D("1000.0"),
3680 "total": D("1000.0"),
3684 "ETH": (D("0.25"), "long"),
3685 "ETC": (D("0.25"), "long"),
3686 "BTC": (D("0.4"), "long"),
3687 "BTD": (D("0.01"), "short"),
3688 "B2X": (D("0.04"), "long"),
3689 "USDT": (D("0.05"), "long"),
3692 def fetch_ticker(symbol):
3693 if symbol == "ETH/BTC":
3695 "symbol": "ETH/BTC",
3699 if symbol == "ETC/BTC":
3701 "symbol": "ETC/BTC",
3705 if symbol == "XVG/BTC":
3707 "symbol": "XVG/BTC",
3708 "bid": D("0.00003"),
3711 if symbol == "BTD/BTC":
3713 "symbol": "BTD/BTC",
3717 if symbol == "B2X/BTC":
3719 "symbol": "B2X/BTC",
3723 if symbol == "USDT/BTC":
3724 raise helper.ExchangeError
3725 if symbol == "BTC/USDT":
3727 "symbol": "BTC/USDT",
3731 self.fail("Shouldn't have been called
with {}".format(symbol))
3733 market = mock.Mock()
3734 market.fetch_all_balances.return_value = fetch_balance
3735 market.fetch_ticker.side_effect = fetch_ticker
3736 with mock.patch.object(market.Portfolio, "repartition
", return_value=repartition):
3738 helper.prepare_trades(market)
3740 balances = portfolio.BalanceStore.all
3741 self.assertEqual(portfolio.Amount("ETH
", 1), balances["ETH
"].total)
3742 self.assertEqual(portfolio.Amount("ETC
", 4), balances["ETC
"].total)
3743 self.assertEqual(portfolio.Amount("XVG
", 1000), balances["XVG
"].total)
3746 trades = portfolio.TradeStore.all
3747 self.assertEqual(portfolio.Amount("BTC
", D("0.15")), trades[0].value_from)
3748 self.assertEqual(portfolio.Amount("BTC
", D("0.05")), trades[0].value_to)
3749 self.assertEqual("dispose
", trades[0].action)
3751 self.assertEqual(portfolio.Amount("BTC
", D("0.01")), trades[1].value_from)
3752 self.assertEqual(portfolio.Amount("BTC
", D("0.05")), trades[1].value_to)
3753 self.assertEqual("acquire
", trades[1].action)
3755 self.assertEqual(portfolio.Amount("BTC
", D("0.04")), trades[2].value_from)
3756 self.assertEqual(portfolio.Amount("BTC
", D("0.00")), trades[2].value_to)
3757 self.assertEqual("dispose
", trades[2].action)
3759 self.assertEqual(portfolio.Amount("BTC
", D("0.00")), trades[3].value_from)
3760 self.assertEqual(portfolio.Amount("BTC
", D("-0.002")), trades[3].value_to)
3761 self.assertEqual("acquire
", trades[3].action)
3763 self.assertEqual(portfolio.Amount("BTC
", D("0.00")), trades[4].value_from)
3764 self.assertEqual(portfolio.Amount("BTC
", D("0.008")), trades[4].value_to)
3765 self.assertEqual("acquire
", trades[4].action)
3767 self.assertEqual(portfolio.Amount("BTC
", D("0.00")), trades[5].value_from)
3768 self.assertEqual(portfolio.Amount("BTC
", D("0.01")), trades[5].value_to)
3769 self.assertEqual("acquire
", trades[5].action)
3772 portfolio.TradeStore.prepare_orders(only="dispose
", compute_value=lambda x, y: x["bid
"] * D("1.001"))
3774 all_orders = portfolio.TradeStore.all_orders(state="pending
")
3775 self.assertEqual(2, len(all_orders))
3776 self.assertEqual(2, 3*all_orders[0].amount.value)
3777 self.assertEqual(D("0.14014"), all_orders[0].rate)
3778 self.assertEqual(1000, all_orders[1].amount.value)
3779 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3782 def create_order(symbol, type, action, amount, price=None, account="exchange
"):
3783 self.assertEqual("limit
", type)
3784 if symbol == "ETH
/BTC
":
3785 self.assertEqual("sell
", action)
3786 self.assertEqual(D('0.66666666'), amount)
3787 self.assertEqual(D("0.14014"), price)
3788 elif symbol == "XVG
/BTC
":
3789 self.assertEqual("sell
", action)
3790 self.assertEqual(1000, amount)
3791 self.assertEqual(D("0.00003003"), price)
3793 self.fail("I shouldn
't have been called")
3798 market.create_order.side_effect = create_order
3799 market.order_precision.return_value = 8
3802 portfolio.TradeStore.run_orders()
3804 self.assertEqual("open", all_orders[0].status)
3805 self.assertEqual("open", all_orders[1].status)
3807 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3808 market.privatePostReturnOrderTrades.return_value = [
3810 "tradeID": 42, "type": "buy", "fee": "0.0015",
3811 "date": "2017-12-30 12:00:12", "rate": "0.1",
3812 "amount": "10", "total": "1"
3815 with mock.patch.object(market.time, "sleep") as sleep:
3817 helper.follow_orders(verbose=False)
3819 sleep.assert_called_with(30)
3821 for order in all_orders:
3822 self.assertEqual("closed", order.status)
3826 "exchange_free": D("1.0") / 3,
3827 "exchange_used": D("0.0"),
3828 "exchange_total": D("1.0") / 3,
3830 "total": D("1.0") / 3,
3833 "exchange_free": D("0.134"),
3834 "exchange_used": D("0.0"),
3835 "exchange_total": D("0.134"),
3837 "total": D("0.134"),
3840 "exchange_free": D("4.0"),
3841 "exchange_used": D("0.0"),
3842 "exchange_total": D("4.0"),
3847 "exchange_free": D("0.0"),
3848 "exchange_used": D("0.0"),
3849 "exchange_total": D("0.0"),
3854 market.fetch_all_balances.return_value = fetch_balance
3856 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
3858 helper.prepare_trades(market, only="acquire", compute_value="average")
3860 balances = portfolio.BalanceStore.all
3861 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3862 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3863 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3864 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3867 trades = portfolio.TradeStore.all
3868 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3869 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3870 self.assertEqual("dispose", trades[0].action)
3872 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3873 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3874 self.assertEqual("acquire", trades[1].action)
3876 self.assertNotIn("BTC", trades)
3878 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3879 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3880 self.assertEqual("dispose", trades[2].action)
3882 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3883 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3884 self.assertEqual("acquire", trades[3].action)
3886 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3887 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3888 self.assertEqual("acquire", trades[4].action)
3890 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3891 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3892 self.assertEqual("acquire", trades[5].action)
3895 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
3897 all_orders = portfolio.TradeStore.all_orders(state="pending")
3898 self.assertEqual(4, len(all_orders))
3899 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
3900 self.assertEqual(D("0.003"), all_orders[0].rate)
3901 self.assertEqual("buy", all_orders[0].action)
3902 self.assertEqual("long", all_orders[0].trade_type)
3904 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
3905 self.assertEqual(D("0.0012"), all_orders[1].rate)
3906 self.assertEqual("sell", all_orders[1].action)
3907 self.assertEqual("short", all_orders[1].trade_type)
3909 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3910 self.assertAlmostEqual(0, diff.value)
3911 self.assertEqual(D("0.0012"), all_orders[2].rate)
3912 self.assertEqual("buy", all_orders[2].action)
3913 self.assertEqual("long", all_orders[2].trade_type)
3915 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3916 self.assertEqual(D("16000"), all_orders[3].rate)
3917 self.assertEqual("sell", all_orders[3].action)
3918 self.assertEqual("long", all_orders[3].trade_type)
3922 # Move balances to margin
3926 # portfolio.TradeStore.run_orders()
3928 with mock.patch.object(market.time, "sleep") as sleep:
3930 helper.follow_orders(verbose=False)
3932 sleep.assert_called_with(30)
3934 if __name__ == '__main__
':