5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
11 import portfolio
, market
, main
, store
13 limits
= ["acceptance", "unit"]
14 for test_type
in limits
:
15 if "--no{}".format(test_type
) in sys
.argv
:
16 sys
.argv
.remove("--no{}".format(test_type
))
17 limits
.remove(test_type
)
18 if "--only{}".format(test_type
) in sys
.argv
:
19 sys
.argv
.remove("--only{}".format(test_type
))
23 class WebMockTestCase(unittest
.TestCase
):
26 def market_args(self
, debug
=False, quiet
=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet }
)()
30 super(WebMockTestCase
, self
).setUp()
31 self
.wm
= requests_mock
.Mocker()
35 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
39 mock
.patch
.multiple(market
.Portfolio
,
40 data
=store
.LockedVar(None),
41 liquidities
=store
.LockedVar({}),
42 last_date
=store
.LockedVar(None),
48 mock
.patch
.multiple(portfolio
.Computation
,
49 computations
=portfolio
.Computation
.computations
),
51 for patcher
in self
.patchers
:
55 for patcher
in self
.patchers
:
58 super(WebMockTestCase
, self
).tearDown()
60 @unittest.skipUnless("unit" in limits
, "Unit skipped")
61 class poloniexETest(unittest
.TestCase
):
63 super(poloniexETest
, self
).setUp()
64 self
.wm
= requests_mock
.Mocker()
67 self
.s
= market
.ccxt
.poloniexE()
71 super(poloniexETest
, self
).tearDown()
73 def test_nanoseconds(self
):
74 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
75 time
.return_value
= 123456.7890123456
76 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
79 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
80 time
.return_value
= 123456.7890123456
81 self
.assertEqual(123456789012345, self
.s
.nonce())
83 def test_order_precision(self
):
84 self
.assertEqual(8, self
.s
.order_precision("FOO"))
86 def test_transfer_balance(self
):
87 with self
.subTest(success
=True),\
88 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
89 t
.return_value
= { "success": 1 }
90 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
91 t
.assert_called_once_with({
94 "fromAccount": "exchange",
95 "toAccount": "margin",
98 self
.assertTrue(result
)
100 with self
.subTest(success
=False),\
101 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
102 t
.return_value
= { "success": 0 }
103 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
105 def test_close_margin_position(self
):
106 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
107 self
.s
.close_margin_position("FOO", "BAR")
108 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
110 def test_tradable_balances(self
):
111 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
113 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
114 "BAR": { "exchange": "1", "margin": "0" }
,
116 balances
= self
.s
.tradable_balances()
117 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
118 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
119 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
120 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
122 def test_margin_summary(self
):
123 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
125 "currentMargin": "1.49680968",
126 "lendingFees": "0.0000001",
128 "totalBorrowedValue": "0.00673602",
129 "totalValue": "0.01000000",
130 "netValue": "0.01008254",
133 'current_margin': D('1.49680968'),
134 'gains': D('0.00008254'),
135 'lending_fees': D('0.0000001'),
136 'total': D('0.01000000'),
137 'total_borrowed': D('0.00673602')
139 self
.assertEqual(expected
, self
.s
.margin_summary())
141 def test_create_order(self
):
142 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
143 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
144 with self
.subTest(account
="unspecified"):
145 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
146 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
147 margin
.assert_not_called()
148 exchange
.reset_mock()
151 with self
.subTest(account
="exchange"):
152 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
153 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
154 margin
.assert_not_called()
155 exchange
.reset_mock()
158 with self
.subTest(account
="margin"):
159 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
160 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
161 exchange
.assert_not_called()
162 exchange
.reset_mock()
165 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
166 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
168 def test_parse_ticker(self
):
172 "highestBid": "10.5",
175 "percentChange": "0.1",
182 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
183 ms
.return_value
= 1520292715123
184 result
= self
.s
.parse_ticker(ticker
, market
)
188 "timestamp": 1520292715123,
189 "datetime": "2018-03-05T23:31:55.123Z",
202 "baseVolume": D("10"),
203 "quoteVolume": D("20"),
206 self
.assertEqual(expected
, result
)
208 def test_fetch_margin_balance(self
):
209 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
210 get_margin_position
.return_value
= {
213 "basePrice": "0.06818560",
214 "lendingFees": "0.00000001",
215 "liquidationPrice": "0.15107132",
217 "total": "0.00681856",
223 "lendingFees": "0.00000001",
224 "liquidationPrice": "0.6",
233 "liquidationPrice": "-1",
239 balances
= self
.s
.fetch_margin_balance()
240 self
.assertEqual(2, len(balances
))
244 "borrowedPrice": D("0.06818560"),
245 "lendingFees": D("1E-8"),
246 "pl": D("-0.00000371"),
247 "liquidationPrice": D("0.15107132"),
249 "total": D("0.00681856"),
250 "baseCurrency": "BTC"
254 "borrowedPrice": D("0.1"),
255 "lendingFees": D("1E-8"),
256 "pl": D("0.00000371"),
257 "liquidationPrice": D("0.6"),
260 "baseCurrency": "BTC"
263 self
.assertEqual(expected
, balances
)
266 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
268 def test_fetch_balance(self
):
269 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
270 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
271 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
272 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
273 balances
.return_value
= {
290 "ETH": {"available": "10", "onOrders": "1"}
,
291 "BTC": {"available": "1", "onOrders": "0"}
,
292 "DASH": {"available": "0", "onOrders": "3"}
294 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
295 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
296 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
297 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
298 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
299 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
301 result
= self
.s
.fetch_balance()
302 load_markets
.assert_called_once()
303 self
.assertEqual(expected
, result
)
305 def test_fetch_balance_per_type(self
):
306 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
307 balances
.return_value
= {
309 "BLK": "159.83673869",
311 "USDT": "0.00002625",
321 "BLK": "159.83673869",
323 "USDT": "0.00002625",
331 "BLK": D("159.83673869"),
332 "BTC": D("0.00005959"),
333 "USDT": D("0.00002625"),
334 "XMR": D("0.18719303")
336 "margin": {"BTC": D("0.03019227")}
,
337 "BLK": {"exchange": D("159.83673869")}
,
338 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
339 "USDT": {"exchange": D("0.00002625")}
,
340 "XMR": {"exchange": D("0.18719303")}
342 result
= self
.s
.fetch_balance_per_type()
343 self
.assertEqual(expected
, result
)
345 def test_fetch_all_balances(self
):
347 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
348 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
349 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
350 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
352 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
353 balance
.return_value
= json
.load(f
)
354 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
355 margin_balance
.return_value
= json
.load(f
)
356 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
357 balance_per_type
.return_value
= json
.load(f
)
359 result
= self
.s
.fetch_all_balances()
361 "total": D("-12779.79821852"),
362 "exchange_used": D("0E-8"),
363 "exchange_total": D("0E-8"),
364 "exchange_free": D("0E-8"),
365 "margin_available": 0,
366 "margin_in_position": 0,
367 "margin_borrowed": D("12779.79821852"),
368 "margin_total": D("-12779.79821852"),
369 "margin_pending_gain": 0,
370 "margin_lending_fees": D("-9E-8"),
371 "margin_pending_base_gain": D("0.00024059"),
372 "margin_position_type": "short",
373 "margin_liquidation_price": D("0.00000246"),
374 "margin_borrowed_base_price": D("0.00599149"),
375 "margin_borrowed_base_currency": "BTC"
377 expected_btc
= {"total": D("0.05432165"),
378 "exchange_used": D("0E-8"),
379 "exchange_total": D("0.00005959"),
380 "exchange_free": D("0.00005959"),
381 "margin_available": D("0.03019227"),
382 "margin_in_position": D("0.02406979"),
383 "margin_borrowed": 0,
384 "margin_total": D("0.05426206"),
385 "margin_pending_gain": D("0.00093955"),
386 "margin_lending_fees": 0,
387 "margin_pending_base_gain": 0,
388 "margin_position_type": None,
389 "margin_liquidation_price": 0,
390 "margin_borrowed_base_price": 0,
391 "margin_borrowed_base_currency": None
393 expected_xmr
= {"total": D("0.18719303"),
394 "exchange_used": D("0E-8"),
395 "exchange_total": D("0.18719303"),
396 "exchange_free": D("0.18719303"),
397 "margin_available": 0,
398 "margin_in_position": 0,
399 "margin_borrowed": 0,
401 "margin_pending_gain": 0,
402 "margin_lending_fees": 0,
403 "margin_pending_base_gain": 0,
404 "margin_position_type": None,
405 "margin_liquidation_price": 0,
406 "margin_borrowed_base_price": 0,
407 "margin_borrowed_base_currency": None
409 self
.assertEqual(expected_xmr
, result
["XMR"])
410 self
.assertEqual(expected_doge
, result
["DOGE"])
411 self
.assertEqual(expected_btc
, result
["BTC"])
413 def test_create_margin_order(self
):
414 with self
.assertRaises(market
.ExchangeError
):
415 self
.s
.create_margin_order("FOO", "market", "buy", "10")
417 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
418 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
419 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
420 mock
.patch
.object(self
.s
, "market") as market_mock
,\
421 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
422 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
424 margin_buy
.return_value
= {
427 margin_sell
.return_value
= {
430 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
431 ptp
.return_value
= D("0.1")
432 atp
.return_value
= D("12")
434 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
435 self
.assertEqual(123, order
["id"])
436 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
437 margin_sell
.assert_not_called()
438 margin_buy
.reset_mock()
439 margin_sell
.reset_mock()
441 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
442 self
.assertEqual(456, order
["id"])
443 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
444 margin_buy
.assert_not_called()
446 def test_create_exchange_order(self
):
447 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
448 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
450 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
452 @unittest.skipUnless("unit" in limits
, "Unit skipped")
453 class NoopLockTest(unittest
.TestCase
):
455 noop_lock
= store
.NoopLock()
457 self
.assertTrue(True)
459 @unittest.skipUnless("unit" in limits
, "Unit skipped")
460 class LockedVar(unittest
.TestCase
):
462 def test_values(self
):
463 locked_var
= store
.LockedVar("Foo")
464 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
465 self
.assertEqual("Foo", locked_var
.val
)
468 with self
.subTest(desc
="Normal case"):
469 locked_var
= store
.LockedVar("Foo")
470 self
.assertEqual("Foo", locked_var
.get())
471 with self
.subTest(desc
="Dict"):
472 locked_var
= store
.LockedVar({"foo": "bar"}
)
473 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
474 self
.assertEqual("bar", locked_var
.get("foo"))
475 self
.assertIsNone(locked_var
.get("other"))
478 locked_var
= store
.LockedVar("Foo")
479 locked_var
.set("Bar")
480 self
.assertEqual("Bar", locked_var
.get())
482 def test__getattr(self
):
483 dummy
= type('Dummy', (object,), {})()
484 dummy
.attribute
= "Hey"
486 locked_var
= store
.LockedVar(dummy
)
487 self
.assertEqual("Hey", locked_var
.attribute
)
488 with self
.assertRaises(AttributeError):
491 def test_start_lock(self
):
492 locked_var
= store
.LockedVar("Foo")
493 locked_var
.start_lock()
494 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
496 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
497 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
498 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
500 with locked_var
.lock
:
505 self
.assertEqual("Foo", locked_var
.val
)
509 self
.assertEqual("Bar", locked_var
.get()[0:3])
511 def test_wait_for_notification(self
):
512 with self
.assertRaises(RuntimeError):
513 store
.Portfolio
.wait_for_notification()
515 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
516 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
517 mock
.patch
.object(store
.time
, "sleep") as sleep
:
518 store
.Portfolio
.start_worker(poll
=3)
520 store
.Portfolio
.worker_notify
.set()
522 store
.Portfolio
.callback
.wait()
524 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
525 get
.assert_called_once_with(refetch
=True)
526 sleep
.assert_called_once_with(3)
527 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
528 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
530 store
.Portfolio
.callback
.clear()
531 store
.Portfolio
.worker_started
= False
532 store
.Portfolio
.worker_notify
.set()
533 store
.Portfolio
.callback
.wait()
535 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
537 def test_notify_and_wait(self
):
538 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
539 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
540 store
.Portfolio
.notify_and_wait()
541 callback
.clear
.assert_called_once_with()
542 worker_notify
.set.assert_called_once_with()
543 callback
.wait
.assert_called_once_with()
545 @unittest.skipUnless("unit" in limits
, "Unit skipped")
546 class PortfolioTest(WebMockTestCase
):
548 super(PortfolioTest
, self
).setUp()
550 with open("test_samples/test_portfolio.json") as example
:
551 self
.json_response
= example
.read()
553 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
555 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
556 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
557 with self
.subTest(parallel
=False):
558 self
.wm
.get(market
.Portfolio
.URL
, [
559 {"text":'{ "foo": "bar" }
', "status_code": 200},
560 {"text": "System Error", "status_code": 500},
561 {"exc": requests.exceptions.ConnectTimeout},
563 market.Portfolio.get_cryptoportfolio()
564 self.assertIn("foo", market.Portfolio.data.get())
565 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
566 self.assertTrue(self.wm.called)
567 self.assertEqual(1, self.wm.call_count)
568 market.Portfolio.report.log_error.assert_not_called()
569 market.Portfolio.report.log_http_request.assert_called_once()
570 parse_cryptoportfolio.assert_called_once_with()
571 market.Portfolio.report.log_http_request.reset_mock()
572 parse_cryptoportfolio.reset_mock()
573 market.Portfolio.data = store.LockedVar(None)
575 market.Portfolio.get_cryptoportfolio()
576 self.assertIsNone(market.Portfolio.data.get())
577 self.assertEqual(2, self.wm.call_count)
578 parse_cryptoportfolio.assert_not_called()
579 market.Portfolio.report.log_error.assert_not_called()
580 market.Portfolio.report.log_http_request.assert_called_once()
581 market.Portfolio.report.log_http_request.reset_mock()
582 parse_cryptoportfolio.reset_mock()
584 market.Portfolio.data = store.LockedVar("Foo")
585 market.Portfolio.get_cryptoportfolio()
586 self.assertEqual(2, self.wm.call_count)
587 parse_cryptoportfolio.assert_not_called()
589 market.Portfolio.get_cryptoportfolio(refetch=True)
590 self.assertEqual("Foo", market.Portfolio.data.get())
591 self.assertEqual(3, self.wm.call_count)
592 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
594 market.Portfolio.report.log_http_request.assert_not_called()
595 with self.subTest(parallel=True):
596 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
597 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
598 with self.subTest(worker=True):
599 market.Portfolio.data = store.LockedVar(None)
600 market.Portfolio.worker = mock.Mock()
601 is_worker.return_value = True
602 self.wm.get(market.Portfolio.URL, [
603 {"text":'{ "foo": "bar" }', "status_code": 200},
605 market
.Portfolio
.get_cryptoportfolio()
606 self
.assertIn("foo", market
.Portfolio
.data
.get())
607 parse_cryptoportfolio
.reset_mock()
608 with self
.subTest(worker
=False):
609 market
.Portfolio
.data
= store
.LockedVar(None)
610 market
.Portfolio
.worker
= mock
.Mock()
611 is_worker
.return_value
= False
612 market
.Portfolio
.get_cryptoportfolio()
613 notify
.assert_called_once_with()
614 parse_cryptoportfolio
.assert_not_called()
616 def test_parse_cryptoportfolio(self
):
617 with self
.subTest(description
="Normal case"):
618 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
619 self
.json_response
, parse_int
=D
, parse_float
=D
))
620 market
.Portfolio
.parse_cryptoportfolio()
622 self
.assertListEqual(
624 list(market
.Portfolio
.liquidities
.get().keys()))
626 liquidities
= market
.Portfolio
.liquidities
.get()
627 self
.assertEqual(10, len(liquidities
["medium"].keys()))
628 self
.assertEqual(10, len(liquidities
["high"].keys()))
631 'BTC': (D("0.2857"), "long"),
632 'DGB': (D("0.1015"), "long"),
633 'DOGE': (D("0.1805"), "long"),
634 'SC': (D("0.0623"), "long"),
635 'ZEC': (D("0.3701"), "long"),
637 date
= portfolio
.datetime(2018, 1, 8)
638 self
.assertDictEqual(expected
, liquidities
["high"][date
])
641 'BTC': (D("1.1102e-16"), "long"),
642 'ETC': (D("0.1"), "long"),
643 'FCT': (D("0.1"), "long"),
644 'GAS': (D("0.1"), "long"),
645 'NAV': (D("0.1"), "long"),
646 'OMG': (D("0.1"), "long"),
647 'OMNI': (D("0.1"), "long"),
648 'PPC': (D("0.1"), "long"),
649 'RIC': (D("0.1"), "long"),
650 'VIA': (D("0.1"), "long"),
651 'XCP': (D("0.1"), "long"),
653 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
654 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
656 with self
.subTest(description
="Missing weight"):
657 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
658 del(data
["portfolio_2"]["weights"])
659 market
.Portfolio
.data
= store
.LockedVar(data
)
661 market
.Portfolio
.parse_cryptoportfolio()
662 self
.assertListEqual(
664 list(market
.Portfolio
.liquidities
.get().keys()))
665 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
667 with self
.subTest(description
="All missing weights"):
668 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
669 del(data
["portfolio_1"]["weights"])
670 del(data
["portfolio_2"]["weights"])
671 market
.Portfolio
.data
= store
.LockedVar(data
)
673 market
.Portfolio
.parse_cryptoportfolio()
674 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
675 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
676 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
679 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
680 def test_repartition(self
, get_cryptoportfolio
):
681 market
.Portfolio
.liquidities
= store
.LockedVar({
683 "2018-03-01": "medium_2018-03-01",
684 "2018-03-08": "medium_2018-03-08",
687 "2018-03-01": "high_2018-03-01",
688 "2018-03-08": "high_2018-03-08",
691 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
693 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
694 get_cryptoportfolio
.assert_called_once_with()
695 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
696 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
698 @mock.patch.object(market
.time
, "sleep")
699 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
700 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
702 def _get(refetch
=False):
703 if self
.call_count
!= 0:
704 self
.assertTrue(refetch
)
706 self
.assertFalse(refetch
)
708 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
709 - store
.timedelta(10)\
710 + store
.timedelta(self
.call_count
))
711 get_cryptoportfolio
.side_effect
= _get
713 market
.Portfolio
.wait_for_recent()
714 sleep
.assert_called_with(30)
715 self
.assertEqual(6, sleep
.call_count
)
716 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
717 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
720 get_cryptoportfolio
.reset_mock()
721 market
.Portfolio
.last_date
= store
.LockedVar(None)
723 market
.Portfolio
.wait_for_recent(delta
=15)
724 sleep
.assert_not_called()
725 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
728 get_cryptoportfolio
.reset_mock()
729 market
.Portfolio
.last_date
= store
.LockedVar(None)
731 market
.Portfolio
.wait_for_recent(delta
=1)
732 sleep
.assert_called_with(30)
733 self
.assertEqual(9, sleep
.call_count
)
734 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
736 def test_is_worker_thread(self
):
737 with self
.subTest(worker
=None):
738 self
.assertFalse(store
.Portfolio
.is_worker_thread())
740 with self
.subTest(worker
="not self"),\
741 mock
.patch("threading.current_thread") as current_thread
:
742 current
= mock
.Mock()
743 current_thread
.return_value
= current
744 store
.Portfolio
.worker
= mock
.Mock()
745 self
.assertFalse(store
.Portfolio
.is_worker_thread())
747 with self
.subTest(worker
="self"),\
748 mock
.patch("threading.current_thread") as current_thread
:
749 current
= mock
.Mock()
750 current_thread
.return_value
= current
751 store
.Portfolio
.worker
= current
752 self
.assertTrue(store
.Portfolio
.is_worker_thread())
754 def test_start_worker(self
):
755 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
756 store
.Portfolio
.start_worker()
757 notification
.assert_called_once_with(poll
=30)
759 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
760 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
761 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
763 self
.assertIsNotNone(store
.Portfolio
.worker
)
764 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
765 self
.assertIsNotNone(store
.Portfolio
.callback
)
766 self
.assertTrue(store
.Portfolio
.worker_started
)
768 @unittest.skipUnless("unit" in limits
, "Unit skipped")
769 class AmountTest(WebMockTestCase
):
770 def test_values(self
):
771 amount
= portfolio
.Amount("BTC", "0.65")
772 self
.assertEqual(D("0.65"), amount
.value
)
773 self
.assertEqual("BTC", amount
.currency
)
775 def test_in_currency(self
):
776 amount
= portfolio
.Amount("ETC", 10)
778 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
780 with self
.subTest(desc
="no ticker for currency"):
781 self
.m
.get_ticker
.return_value
= None
783 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
785 with self
.subTest(desc
="nominal case"):
786 self
.m
.get_ticker
.return_value
= {
792 converted_amount
= amount
.in_currency("ETH", self
.m
)
794 self
.assertEqual(D("3.0"), converted_amount
.value
)
795 self
.assertEqual("ETH", converted_amount
.currency
)
796 self
.assertEqual(amount
, converted_amount
.linked_to
)
797 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
799 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
800 self
.assertEqual(D("2"), converted_amount
.value
)
802 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
803 self
.assertEqual(D("4"), converted_amount
.value
)
805 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
806 self
.assertEqual(D("0.2"), converted_amount
.value
)
808 def test__round(self
):
809 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
810 self
.assertEqual(D("1.23456789"), round(amount
).value
)
811 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
814 amount
= portfolio
.Amount("SC", -120)
815 self
.assertEqual(120, abs(amount
).value
)
816 self
.assertEqual("SC", abs(amount
).currency
)
818 amount
= portfolio
.Amount("SC", 10)
819 self
.assertEqual(10, abs(amount
).value
)
820 self
.assertEqual("SC", abs(amount
).currency
)
823 amount1
= portfolio
.Amount("XVG", "12.9")
824 amount2
= portfolio
.Amount("XVG", "13.1")
826 self
.assertEqual(26, (amount1
+ amount2
).value
)
827 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
829 amount3
= portfolio
.Amount("ETH", "1.6")
830 with self
.assertRaises(Exception):
833 amount4
= portfolio
.Amount("ETH", 0.0)
834 self
.assertEqual(amount1
, amount1
+ amount4
)
836 self
.assertEqual(amount1
, amount1
+ 0)
838 def test__radd(self
):
839 amount
= portfolio
.Amount("XVG", "12.9")
841 self
.assertEqual(amount
, 0 + amount
)
842 with self
.assertRaises(Exception):
846 amount1
= portfolio
.Amount("XVG", "13.3")
847 amount2
= portfolio
.Amount("XVG", "13.1")
849 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
850 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
852 amount3
= portfolio
.Amount("ETH", "1.6")
853 with self
.assertRaises(Exception):
856 amount4
= portfolio
.Amount("ETH", 0.0)
857 self
.assertEqual(amount1
, amount1
- amount4
)
859 def test__rsub(self
):
860 amount
= portfolio
.Amount("ETH", "1.6")
861 with self
.assertRaises(Exception):
864 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
867 amount
= portfolio
.Amount("XEM", 11)
869 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
870 self
.assertEqual(D("33"), (amount
* 3).value
)
872 with self
.assertRaises(Exception):
875 def test__rmul(self
):
876 amount
= portfolio
.Amount("XEM", 11)
878 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
879 self
.assertEqual(D("33"), (3 * amount
).value
)
881 def test__floordiv(self
):
882 amount
= portfolio
.Amount("XEM", 11)
884 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
885 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
887 with self
.assertRaises(Exception):
890 def test__truediv(self
):
891 amount
= portfolio
.Amount("XEM", 11)
893 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
894 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
897 amount1
= portfolio
.Amount("BTD", 11.3)
898 amount2
= portfolio
.Amount("BTD", 13.1)
900 self
.assertTrue(amount1
< amount2
)
901 self
.assertFalse(amount2
< amount1
)
902 self
.assertFalse(amount1
< amount1
)
904 amount3
= portfolio
.Amount("BTC", 1.6)
905 with self
.assertRaises(Exception):
909 amount1
= portfolio
.Amount("BTD", 11.3)
910 amount2
= portfolio
.Amount("BTD", 13.1)
912 self
.assertTrue(amount1
<= amount2
)
913 self
.assertFalse(amount2
<= amount1
)
914 self
.assertTrue(amount1
<= amount1
)
916 amount3
= portfolio
.Amount("BTC", 1.6)
917 with self
.assertRaises(Exception):
921 amount1
= portfolio
.Amount("BTD", 11.3)
922 amount2
= portfolio
.Amount("BTD", 13.1)
924 self
.assertTrue(amount2
> amount1
)
925 self
.assertFalse(amount1
> amount2
)
926 self
.assertFalse(amount1
> amount1
)
928 amount3
= portfolio
.Amount("BTC", 1.6)
929 with self
.assertRaises(Exception):
933 amount1
= portfolio
.Amount("BTD", 11.3)
934 amount2
= portfolio
.Amount("BTD", 13.1)
936 self
.assertTrue(amount2
>= amount1
)
937 self
.assertFalse(amount1
>= amount2
)
938 self
.assertTrue(amount1
>= amount1
)
940 amount3
= portfolio
.Amount("BTC", 1.6)
941 with self
.assertRaises(Exception):
945 amount1
= portfolio
.Amount("BTD", 11.3)
946 amount2
= portfolio
.Amount("BTD", 13.1)
947 amount3
= portfolio
.Amount("BTD", 11.3)
949 self
.assertFalse(amount1
== amount2
)
950 self
.assertFalse(amount2
== amount1
)
951 self
.assertTrue(amount1
== amount3
)
952 self
.assertFalse(amount2
== 0)
954 amount4
= portfolio
.Amount("BTC", 1.6)
955 with self
.assertRaises(Exception):
958 amount5
= portfolio
.Amount("BTD", 0)
959 self
.assertTrue(amount5
== 0)
962 amount1
= portfolio
.Amount("BTD", 11.3)
963 amount2
= portfolio
.Amount("BTD", 13.1)
964 amount3
= portfolio
.Amount("BTD", 11.3)
966 self
.assertTrue(amount1
!= amount2
)
967 self
.assertTrue(amount2
!= amount1
)
968 self
.assertFalse(amount1
!= amount3
)
969 self
.assertTrue(amount2
!= 0)
971 amount4
= portfolio
.Amount("BTC", 1.6)
972 with self
.assertRaises(Exception):
975 amount5
= portfolio
.Amount("BTD", 0)
976 self
.assertFalse(amount5
!= 0)
979 amount1
= portfolio
.Amount("BTD", "11.3")
981 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
984 amount1
= portfolio
.Amount("BTX", 32)
985 self
.assertEqual("32.00000000 BTX", str(amount1
))
987 amount2
= portfolio
.Amount("USDT", 12000)
988 amount1
.linked_to
= amount2
989 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
991 def test__repr(self
):
992 amount1
= portfolio
.Amount("BTX", 32)
993 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
995 amount2
= portfolio
.Amount("USDT", 12000)
996 amount1
.linked_to
= amount2
997 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
999 amount3
= portfolio
.Amount("BTC", 0.1)
1000 amount2
.linked_to
= amount3
1001 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1003 def test_as_json(self
):
1004 amount
= portfolio
.Amount("BTX", 32)
1005 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1007 amount
= portfolio
.Amount("BTX", "1E-10")
1008 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1010 amount
= portfolio
.Amount("BTX", "1E-5")
1011 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1012 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1014 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1015 class BalanceTest(WebMockTestCase
):
1016 def test_values(self
):
1017 balance
= portfolio
.Balance("BTC", {
1018 "exchange_total": "0.65",
1019 "exchange_free": "0.35",
1020 "exchange_used": "0.30",
1021 "margin_total": "-10",
1022 "margin_borrowed": "10",
1023 "margin_available": "0",
1024 "margin_in_position": "0",
1025 "margin_position_type": "short",
1026 "margin_borrowed_base_currency": "USDT",
1027 "margin_liquidation_price": "1.20",
1028 "margin_pending_gain": "10",
1029 "margin_lending_fees": "0.4",
1030 "margin_borrowed_base_price": "0.15",
1032 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1033 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1034 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1035 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1036 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1037 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1039 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1040 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1041 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1042 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1043 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1044 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1046 self
.assertEqual("BTC", balance
.currency
)
1048 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1049 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1051 def test__repr(self
):
1052 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1053 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1054 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1055 "exchange_used": 1, "exchange_free": 2 })
1056 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1058 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1059 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1061 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1062 "margin_in_position": 1, "margin_available": 2 })
1063 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1065 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1066 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1068 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1069 "margin_borrowed_base_price": D("0.1"),
1070 "margin_borrowed_base_currency": "BTC",
1071 "margin_lending_fees": D("0.002") })
1072 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1074 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1075 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1076 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1078 def test_as_json(self
):
1079 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1080 as_json
= balance
.as_json()
1081 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1082 self
.assertEqual(D(0), as_json
["total"])
1083 self
.assertEqual(D(2), as_json
["exchange_total"])
1084 self
.assertEqual(D(2), as_json
["exchange_free"])
1085 self
.assertEqual(D(0), as_json
["exchange_used"])
1086 self
.assertEqual(D(0), as_json
["margin_total"])
1087 self
.assertEqual(D(0), as_json
["margin_available"])
1088 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1090 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1091 class MarketTest(WebMockTestCase
):
1093 super(MarketTest
, self
).setUp()
1095 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1097 def test_values(self
):
1098 m
= market
.Market(self
.ccxt
, self
.market_args())
1100 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1101 self
.assertFalse(m
.debug
)
1102 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1103 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1104 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1105 self
.assertEqual(m
, m
.report
.market
)
1106 self
.assertEqual(m
, m
.trades
.market
)
1107 self
.assertEqual(m
, m
.balances
.market
)
1108 self
.assertEqual(m
, m
.ccxt
._market
)
1110 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1111 self
.assertTrue(m
.debug
)
1113 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1114 self
.assertFalse(m
.debug
)
1116 with mock
.patch("market.ReportStore") as report_store
:
1117 with self
.subTest(quiet
=False):
1118 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1119 report_store
.assert_called_with(m
, verbose_print
=True)
1120 with self
.subTest(quiet
=True):
1121 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1122 report_store
.assert_called_with(m
, verbose_print
=False)
1124 @mock.patch("market.ccxt")
1125 def test_from_config(self
, ccxt
):
1126 with mock
.patch("market.ReportStore"):
1127 ccxt
.poloniexE
.return_value
= self
.ccxt
1128 self
.ccxt
.session
.request
.return_value
= "response"
1130 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1132 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1134 self
.ccxt
.session
.request("GET", "URL", data
="data",
1136 m
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
1137 'headers', 'response')
1139 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1140 self
.assertEqual(True, m
.debug
)
1142 def test_get_tickers(self
):
1143 self
.ccxt
.fetch_tickers
.side_effect
= [
1148 m
= market
.Market(self
.ccxt
, self
.market_args())
1149 self
.assertEqual("tickers", m
.get_tickers())
1150 self
.assertEqual("tickers", m
.get_tickers())
1151 self
.ccxt
.fetch_tickers
.assert_called_once()
1153 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1155 def test_get_ticker(self
):
1156 with self
.subTest(get_tickers
=True):
1157 self
.ccxt
.fetch_tickers
.return_value
= {
1158 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1159 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1161 m
= market
.Market(self
.ccxt
, self
.market_args())
1163 ticker
= m
.get_ticker("ETH", "ETC")
1164 self
.assertEqual(1, ticker
["bid"])
1165 self
.assertEqual(3, ticker
["ask"])
1166 self
.assertEqual(2, ticker
["average"])
1167 self
.assertFalse(ticker
["inverted"])
1169 ticker
= m
.get_ticker("ETH", "XVG")
1170 self
.assertEqual(0.0625, ticker
["average"])
1171 self
.assertTrue(ticker
["inverted"])
1172 self
.assertIn("original", ticker
)
1173 self
.assertEqual(10, ticker
["original"]["bid"])
1174 self
.assertEqual(25, ticker
["original"]["average"])
1176 ticker
= m
.get_ticker("XVG", "XMR")
1177 self
.assertIsNone(ticker
)
1179 with self
.subTest(get_tickers
=False):
1180 self
.ccxt
.fetch_tickers
.return_value
= None
1181 self
.ccxt
.fetch_ticker
.side_effect
= [
1182 { "bid": 1, "ask": 3 }
,
1183 market
.ExchangeError("foo"),
1184 { "bid": 10, "ask": 40 }
,
1185 market
.ExchangeError("foo"),
1186 market
.ExchangeError("foo"),
1189 m
= market
.Market(self
.ccxt
, self
.market_args())
1191 ticker
= m
.get_ticker("ETH", "ETC")
1192 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1193 self
.assertEqual(1, ticker
["bid"])
1194 self
.assertEqual(3, ticker
["ask"])
1195 self
.assertEqual(2, ticker
["average"])
1196 self
.assertFalse(ticker
["inverted"])
1198 ticker
= m
.get_ticker("ETH", "XVG")
1199 self
.assertEqual(0.0625, ticker
["average"])
1200 self
.assertTrue(ticker
["inverted"])
1201 self
.assertIn("original", ticker
)
1202 self
.assertEqual(10, ticker
["original"]["bid"])
1203 self
.assertEqual(25, ticker
["original"]["average"])
1205 ticker
= m
.get_ticker("XVG", "XMR")
1206 self
.assertIsNone(ticker
)
1208 def test_fetch_fees(self
):
1209 m
= market
.Market(self
.ccxt
, self
.market_args())
1210 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1211 self
.assertEqual("Foo", m
.fetch_fees())
1212 self
.ccxt
.fetch_fees
.assert_called_once()
1213 self
.ccxt
.reset_mock()
1214 self
.assertEqual("Foo", m
.fetch_fees())
1215 self
.ccxt
.fetch_fees
.assert_not_called()
1217 @mock.patch.object(market
.Portfolio
, "repartition")
1218 @mock.patch.object(market
.Market
, "get_ticker")
1219 @mock.patch.object(market
.TradeStore
, "compute_trades")
1220 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1221 repartition
.return_value
= {
1222 "XEM": (D("0.75"), "long"),
1223 "BTC": (D("0.25"), "long"),
1225 def _get_ticker(c1
, c2
):
1226 if c1
== "USDT" and c2
== "BTC":
1227 return { "average": D("0.0001") }
1228 if c1
== "XVG" and c2
== "BTC":
1229 return { "average": D("0.000001") }
1230 if c1
== "XEM" and c2
== "BTC":
1231 return { "average": D("0.001") }
1232 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1233 get_ticker
.side_effect
= _get_ticker
1235 with mock
.patch("market.ReportStore"):
1236 m
= market
.Market(self
.ccxt
, self
.market_args())
1237 self
.ccxt
.fetch_all_balances
.return_value
= {
1239 "exchange_free": D("10000.0"),
1240 "exchange_used": D("0.0"),
1241 "exchange_total": D("10000.0"),
1242 "total": D("10000.0")
1245 "exchange_free": D("10000.0"),
1246 "exchange_used": D("0.0"),
1247 "exchange_total": D("10000.0"),
1248 "total": D("10000.0")
1252 m
.balances
.fetch_balances(tag
="tag")
1255 compute_trades
.assert_called()
1257 call
= compute_trades
.call_args
1258 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1259 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1260 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1261 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1262 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1263 base_currency
='BTC', compute_value
='average',
1264 liquidity
='medium', only
=None, repartition
=None)
1265 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1268 @mock.patch.object(market
.time
, "sleep")
1269 @mock.patch.object(market
.TradeStore
, "all_orders")
1270 def test_follow_orders(self
, all_orders
, time_mock
):
1271 for debug
, sleep
in [
1272 (False, None), (True, None),
1273 (False, 12), (True, 12)]:
1274 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1275 mock
.patch("market.ReportStore"):
1276 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1278 order_mock1
= mock
.Mock()
1279 order_mock2
= mock
.Mock()
1280 order_mock3
= mock
.Mock()
1281 all_orders
.side_effect
= [
1282 [order_mock1
, order_mock2
],
1283 [order_mock1
, order_mock2
],
1285 [order_mock1
, order_mock3
],
1286 [order_mock1
, order_mock3
],
1288 [order_mock1
, order_mock3
],
1289 [order_mock1
, order_mock3
],
1294 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1295 order_mock2
.get_status
.side_effect
= ["open"]
1296 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1298 order_mock1
.trade
= mock
.Mock()
1299 order_mock2
.trade
= mock
.Mock()
1300 order_mock3
.trade
= mock
.Mock()
1302 m
.follow_orders(sleep
=sleep
)
1304 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1305 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1306 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1307 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1309 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1310 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1311 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1313 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1314 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1315 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1316 m
.report
.log_stage
.assert_called()
1318 mock
.call("follow_orders_begin"),
1319 mock
.call("follow_orders_tick_1"),
1320 mock
.call("follow_orders_tick_2"),
1321 mock
.call("follow_orders_tick_3"),
1322 mock
.call("follow_orders_end"),
1324 m
.report
.log_stage
.assert_has_calls(calls
)
1325 m
.report
.log_orders
.assert_called()
1326 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1328 mock
.call([order_mock1
, order_mock2
], tick
=1),
1329 mock
.call([order_mock1
, order_mock3
], tick
=2),
1330 mock
.call([order_mock1
, order_mock3
], tick
=3),
1332 m
.report
.log_orders
.assert_has_calls(calls
)
1334 mock
.call(order_mock1
, 3, finished
=True),
1335 mock
.call(order_mock3
, 3, finished
=True),
1337 m
.report
.log_order
.assert_has_calls(calls
)
1341 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1342 time_mock
.assert_called_with(7)
1344 time_mock
.assert_called_with(30)
1346 time_mock
.assert_called_with(sleep
)
1348 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1349 def test_move_balance(self
, fetch_balances
):
1350 for debug
in [True, False]:
1351 with self
.subTest(debug
=debug
),\
1352 mock
.patch("market.ReportStore"):
1353 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1355 value_from
= portfolio
.Amount("BTC", "1.0")
1356 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1357 value_to
= portfolio
.Amount("BTC", "10.0")
1358 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1360 value_from
= portfolio
.Amount("BTC", "0.0")
1361 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1362 value_to
= portfolio
.Amount("BTC", "-3.0")
1363 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1365 value_from
= portfolio
.Amount("USDT", "0.0")
1366 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1367 value_to
= portfolio
.Amount("USDT", "-50.0")
1368 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1370 m
.trades
.all
= [trade1
, trade2
, trade3
]
1371 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1372 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1373 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1374 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1378 fetch_balances
.assert_called_with()
1379 m
.report
.log_move_balances
.assert_called_once()
1382 m
.report
.log_debug_action
.assert_called()
1383 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1385 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1386 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1387 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1389 def test_store_file_report(self
):
1390 file_open
= mock
.mock_open()
1391 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1392 with self
.subTest(file="present"),\
1393 mock
.patch("market.open", file_open
),\
1394 mock
.patch
.object(m
, "report") as report
,\
1395 mock
.patch
.object(market
, "datetime") as time_mock
:
1397 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1398 report
.to_json
.return_value
= "json_content"
1400 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1402 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1403 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1404 file_open().write
.assert_any_call("json_content")
1405 file_open().write
.assert_any_call("Foo\nBar")
1406 m
.report
.to_json
.assert_called_once_with()
1408 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="error", user_id
=1)
1409 with self
.subTest(file="error"),\
1410 mock
.patch("market.open") as file_open
,\
1411 mock
.patch
.object(m
, "report") as report
,\
1412 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1413 file_open
.side_effect
= FileNotFoundError
1415 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1417 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1419 @mock.patch.object(market
, "psycopg2")
1420 def test_store_database_report(self
, psycopg2
):
1421 connect_mock
= mock
.Mock()
1422 cursor_mock
= mock
.MagicMock()
1424 connect_mock
.cursor
.return_value
= cursor_mock
1425 psycopg2
.connect
.return_value
= connect_mock
1426 m
= market
.Market(self
.ccxt
, self
.market_args(),
1427 pg_config
={"config": "pg_config"}
, user_id
=1)
1428 cursor_mock
.fetchone
.return_value
= [42]
1430 with self
.subTest(error
=False),\
1431 mock
.patch
.object(m
, "report") as report
:
1432 report
.to_json_array
.return_value
= [
1433 ("date1", "type1", "payload1"),
1434 ("date2", "type2", "payload2"),
1436 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1437 connect_mock
.assert_has_calls([
1439 mock
.call
.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime
.datetime(2018, 3, 24), None, False)),
1440 mock
.call
.cursor().fetchone(),
1441 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1442 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1444 mock
.call
.cursor().close(),
1448 connect_mock
.reset_mock()
1449 with self
.subTest(error
=True),\
1450 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1451 psycopg2
.connect
.side_effect
= Exception("Bouh")
1452 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1453 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1455 def test_store_report(self
):
1456 m
= market
.Market(self
.ccxt
, self
.market_args(), user_id
=1)
1457 with self
.subTest(file=None, pg_config
=None),\
1458 mock
.patch
.object(m
, "report") as report
,\
1459 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1460 mock
.patch
.object(m
, "store_file_report") as file_report
:
1462 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1464 file_report
.assert_not_called()
1465 db_report
.assert_not_called()
1468 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1469 with self
.subTest(file="present", pg_config
=None),\
1470 mock
.patch
.object(m
, "report") as report
,\
1471 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1472 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1473 mock
.patch
.object(market
, "datetime") as time_mock
:
1475 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1479 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1480 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1481 db_report
.assert_not_called()
1484 m
= market
.Market(self
.ccxt
, self
.market_args(), pg_config
="present", user_id
=1)
1485 with self
.subTest(file=None, pg_config
="present"),\
1486 mock
.patch
.object(m
, "report") as report
,\
1487 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1488 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1489 mock
.patch
.object(market
, "datetime") as time_mock
:
1491 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1495 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1496 file_report
.assert_not_called()
1497 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1500 m
= market
.Market(self
.ccxt
, self
.market_args(),
1501 pg_config
="pg_config", report_path
="present", user_id
=1)
1502 with self
.subTest(file="present", pg_config
="present"),\
1503 mock
.patch
.object(m
, "report") as report
,\
1504 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1505 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1506 mock
.patch
.object(market
, "datetime") as time_mock
:
1508 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1512 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1513 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1514 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1516 def test_print_orders(self
):
1517 m
= market
.Market(self
.ccxt
, self
.market_args())
1518 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1519 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1520 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1521 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1524 log_stage
.assert_called_with("print_orders")
1525 fetch_balances
.assert_called_with(tag
="print_orders")
1526 prepare_trades
.assert_called_with(base_currency
="BTC",
1527 compute_value
="average")
1528 prepare_orders
.assert_called_with(compute_value
="average")
1530 def test_print_balances(self
):
1531 m
= market
.Market(self
.ccxt
, self
.market_args())
1533 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1534 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1535 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1536 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1538 in_currency
.return_value
= {
1539 "BTC": portfolio
.Amount("BTC", "0.65"),
1540 "ETH": portfolio
.Amount("BTC", "0.3"),
1545 log_stage
.assert_called_once_with("print_balances")
1546 fetch_balances
.assert_called_with()
1547 print_log
.assert_has_calls([
1548 mock
.call("total:"),
1549 mock
.call(portfolio
.Amount("BTC", "0.95")),
1552 @mock.patch("market.Processor.process")
1553 @mock.patch("market.ReportStore.log_error")
1554 @mock.patch("market.Market.store_report")
1555 def test_process(self
, store_report
, log_error
, process
):
1556 m
= market
.Market(self
.ccxt
, self
.market_args())
1557 with self
.subTest(before
=False, after
=False):
1560 process
.assert_not_called()
1561 store_report
.assert_called_once()
1562 log_error
.assert_not_called()
1564 process
.reset_mock()
1565 log_error
.reset_mock()
1566 store_report
.reset_mock()
1567 with self
.subTest(before
=True, after
=False):
1568 m
.process(None, before
=True)
1570 process
.assert_called_once_with("sell_all", steps
="before")
1571 store_report
.assert_called_once()
1572 log_error
.assert_not_called()
1574 process
.reset_mock()
1575 log_error
.reset_mock()
1576 store_report
.reset_mock()
1577 with self
.subTest(before
=False, after
=True):
1578 m
.process(None, after
=True)
1580 process
.assert_called_once_with("sell_all", steps
="after")
1581 store_report
.assert_called_once()
1582 log_error
.assert_not_called()
1584 process
.reset_mock()
1585 log_error
.reset_mock()
1586 store_report
.reset_mock()
1587 with self
.subTest(before
=True, after
=True):
1588 m
.process(None, before
=True, after
=True)
1590 process
.assert_has_calls([
1591 mock
.call("sell_all", steps
="before"),
1592 mock
.call("sell_all", steps
="after"),
1594 store_report
.assert_called_once()
1595 log_error
.assert_not_called()
1597 process
.reset_mock()
1598 log_error
.reset_mock()
1599 store_report
.reset_mock()
1600 with self
.subTest(action
="print_balances"),\
1601 mock
.patch
.object(m
, "print_balances") as print_balances
:
1602 m
.process(["print_balances"])
1604 process
.assert_not_called()
1605 log_error
.assert_not_called()
1606 store_report
.assert_called_once()
1607 print_balances
.assert_called_once_with()
1609 log_error
.reset_mock()
1610 store_report
.reset_mock()
1611 with self
.subTest(action
="print_orders"),\
1612 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1613 mock
.patch
.object(m
, "print_balances") as print_balances
:
1614 m
.process(["print_orders", "print_balances"])
1616 process
.assert_not_called()
1617 log_error
.assert_not_called()
1618 store_report
.assert_called_once()
1619 print_orders
.assert_called_once_with()
1620 print_balances
.assert_called_once_with()
1622 log_error
.reset_mock()
1623 store_report
.reset_mock()
1624 with self
.subTest(action
="unknown"):
1625 m
.process(["unknown"])
1626 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1627 store_report
.assert_called_once()
1629 log_error
.reset_mock()
1630 store_report
.reset_mock()
1631 with self
.subTest(unhandled_exception
=True):
1632 process
.side_effect
= Exception("bouh")
1634 m
.process(None, before
=True)
1635 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1636 store_report
.assert_called_once()
1638 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1639 class TradeStoreTest(WebMockTestCase
):
1640 def test_compute_trades(self
):
1641 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1644 "XMR": portfolio
.Amount("BTC", D("0.9")),
1645 "DASH": portfolio
.Amount("BTC", D("0.4")),
1646 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1647 "BTC": portfolio
.Amount("BTC", D("0.5")),
1650 "DASH": portfolio
.Amount("BTC", D("0.5")),
1651 "XVG": portfolio
.Amount("BTC", D("0.1")),
1652 "BTC": portfolio
.Amount("BTC", D("0.4")),
1653 "ETH": portfolio
.Amount("BTC", D("0.3")),
1663 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1664 trade_store
= market
.TradeStore(self
.m
)
1665 trade_if_matching
.side_effect
= side_effect
1667 trade_store
.compute_trades(values_in_base
,
1668 new_repartition
, only
="only")
1670 self
.assertEqual(5, trade_if_matching
.call_count
)
1671 self
.assertEqual(3, len(trade_store
.all
))
1672 self
.assertEqual([1, 4, 5], trade_store
.all
)
1673 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1675 def test_trade_if_matching(self
):
1677 with self
.subTest(only
="nope"):
1678 trade_store
= market
.TradeStore(self
.m
)
1679 result
= trade_store
.trade_if_matching(
1680 portfolio
.Amount("BTC", D("0")),
1681 portfolio
.Amount("BTC", D("0.3")),
1683 self
.assertEqual(False, result
[0])
1684 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1686 with self
.subTest(only
=None):
1687 trade_store
= market
.TradeStore(self
.m
)
1688 result
= trade_store
.trade_if_matching(
1689 portfolio
.Amount("BTC", D("0")),
1690 portfolio
.Amount("BTC", D("0.3")),
1692 self
.assertEqual(True, result
[0])
1694 with self
.subTest(only
="acquire"):
1695 trade_store
= market
.TradeStore(self
.m
)
1696 result
= trade_store
.trade_if_matching(
1697 portfolio
.Amount("BTC", D("0")),
1698 portfolio
.Amount("BTC", D("0.3")),
1699 "ETH", only
="acquire")
1700 self
.assertEqual(True, result
[0])
1702 with self
.subTest(only
="dispose"):
1703 trade_store
= market
.TradeStore(self
.m
)
1704 result
= trade_store
.trade_if_matching(
1705 portfolio
.Amount("BTC", D("0")),
1706 portfolio
.Amount("BTC", D("0.3")),
1707 "ETH", only
="dispose")
1708 self
.assertEqual(False, result
[0])
1710 def test_prepare_orders(self
):
1711 trade_store
= market
.TradeStore(self
.m
)
1713 trade_mock1
= mock
.Mock()
1714 trade_mock2
= mock
.Mock()
1715 trade_mock3
= mock
.Mock()
1717 trade_mock1
.prepare_order
.return_value
= 1
1718 trade_mock2
.prepare_order
.return_value
= 2
1719 trade_mock3
.prepare_order
.return_value
= 3
1721 trade_mock1
.pending
= True
1722 trade_mock2
.pending
= True
1723 trade_mock3
.pending
= False
1725 trade_store
.all
.append(trade_mock1
)
1726 trade_store
.all
.append(trade_mock2
)
1727 trade_store
.all
.append(trade_mock3
)
1729 trade_store
.prepare_orders()
1730 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1731 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1732 trade_mock3
.prepare_order
.assert_not_called()
1733 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1735 self
.m
.report
.log_orders
.reset_mock()
1737 trade_store
.prepare_orders(compute_value
="bla")
1738 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1739 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1740 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1742 trade_mock1
.prepare_order
.reset_mock()
1743 trade_mock2
.prepare_order
.reset_mock()
1744 self
.m
.report
.log_orders
.reset_mock()
1746 trade_mock1
.action
= "foo"
1747 trade_mock2
.action
= "bar"
1748 trade_store
.prepare_orders(only
="bar")
1749 trade_mock1
.prepare_order
.assert_not_called()
1750 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1751 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1753 def test_print_all_with_order(self
):
1754 trade_mock1
= mock
.Mock()
1755 trade_mock2
= mock
.Mock()
1756 trade_mock3
= mock
.Mock()
1757 trade_store
= market
.TradeStore(self
.m
)
1758 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1760 trade_store
.print_all_with_order()
1762 trade_mock1
.print_with_order
.assert_called()
1763 trade_mock2
.print_with_order
.assert_called()
1764 trade_mock3
.print_with_order
.assert_called()
1766 def test_run_orders(self
):
1767 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1768 order_mock1
= mock
.Mock()
1769 order_mock2
= mock
.Mock()
1770 order_mock3
= mock
.Mock()
1771 trade_store
= market
.TradeStore(self
.m
)
1773 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1775 trade_store
.run_orders()
1777 all_orders
.assert_called_with(state
="pending")
1779 order_mock1
.run
.assert_called()
1780 order_mock2
.run
.assert_called()
1781 order_mock3
.run
.assert_called()
1783 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1784 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1787 def test_all_orders(self
):
1788 trade_mock1
= mock
.Mock()
1789 trade_mock2
= mock
.Mock()
1791 order_mock1
= mock
.Mock()
1792 order_mock2
= mock
.Mock()
1793 order_mock3
= mock
.Mock()
1795 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1796 trade_mock2
.orders
= [order_mock3
]
1798 order_mock1
.status
= "pending"
1799 order_mock2
.status
= "open"
1800 order_mock3
.status
= "open"
1802 trade_store
= market
.TradeStore(self
.m
)
1803 trade_store
.all
.append(trade_mock1
)
1804 trade_store
.all
.append(trade_mock2
)
1806 orders
= trade_store
.all_orders()
1807 self
.assertEqual(3, len(orders
))
1809 open_orders
= trade_store
.all_orders(state
="open")
1810 self
.assertEqual(2, len(open_orders
))
1811 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1813 def test_update_all_orders_status(self
):
1814 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1815 order_mock1
= mock
.Mock()
1816 order_mock2
= mock
.Mock()
1817 order_mock3
= mock
.Mock()
1819 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1821 trade_store
= market
.TradeStore(self
.m
)
1823 trade_store
.update_all_orders_status()
1824 all_orders
.assert_called_with(state
="open")
1826 order_mock1
.get_status
.assert_called()
1827 order_mock2
.get_status
.assert_called()
1828 order_mock3
.get_status
.assert_called()
1830 def test_close_trades(self
):
1831 trade_mock1
= mock
.Mock()
1832 trade_mock2
= mock
.Mock()
1833 trade_mock3
= mock
.Mock()
1835 trade_store
= market
.TradeStore(self
.m
)
1837 trade_store
.all
.append(trade_mock1
)
1838 trade_store
.all
.append(trade_mock2
)
1839 trade_store
.all
.append(trade_mock3
)
1841 trade_store
.close_trades()
1843 trade_mock1
.close
.assert_called_once_with()
1844 trade_mock2
.close
.assert_called_once_with()
1845 trade_mock3
.close
.assert_called_once_with()
1847 def test_pending(self
):
1848 trade_mock1
= mock
.Mock()
1849 trade_mock1
.pending
= True
1850 trade_mock2
= mock
.Mock()
1851 trade_mock2
.pending
= True
1852 trade_mock3
= mock
.Mock()
1853 trade_mock3
.pending
= False
1855 trade_store
= market
.TradeStore(self
.m
)
1857 trade_store
.all
.append(trade_mock1
)
1858 trade_store
.all
.append(trade_mock2
)
1859 trade_store
.all
.append(trade_mock3
)
1861 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
1863 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1864 class BalanceStoreTest(WebMockTestCase
):
1866 super(BalanceStoreTest
, self
).setUp()
1868 self
.fetch_balance
= {
1872 "exchange_total": 0,
1876 "exchange_free": D("6.0"),
1877 "exchange_used": D("1.2"),
1878 "exchange_total": D("7.2"),
1882 "exchange_free": 16,
1884 "exchange_total": 16,
1890 "exchange_total": 0,
1891 "margin_total": D("-1.0"),
1896 def test_in_currency(self
):
1897 self
.m
.get_ticker
.return_value
= {
1900 "average": D("0.1"),
1903 balance_store
= market
.BalanceStore(self
.m
)
1904 balance_store
.all
= {
1905 "BTC": portfolio
.Balance("BTC", {
1907 "exchange_total":"0.65",
1908 "exchange_free": "0.35",
1909 "exchange_used": "0.30"}),
1910 "ETH": portfolio
.Balance("ETH", {
1912 "exchange_total": 3,
1914 "exchange_used": 0}),
1917 amounts
= balance_store
.in_currency("BTC")
1918 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1919 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1920 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1921 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1923 self
.m
.report
.log_tickers
.reset_mock()
1925 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1926 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1927 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1928 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1930 self
.m
.report
.log_tickers
.reset_mock()
1932 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1933 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1934 self
.assertEqual(0, amounts
["ETH"].value
)
1935 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1936 "bid", "exchange_used")
1937 self
.m
.report
.log_tickers
.reset_mock()
1939 def test_fetch_balances(self
):
1940 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1942 balance_store
= market
.BalanceStore(self
.m
)
1944 balance_store
.fetch_balances()
1945 self
.assertNotIn("ETC", balance_store
.currencies())
1946 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
1948 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
1949 "exchange_total": "1", "exchange_free": "0",
1950 "exchange_used": "1" })
1951 balance_store
.fetch_balances(tag
="foo")
1952 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
1953 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
1954 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
1956 @mock.patch.object(market
.Portfolio
, "repartition")
1957 def test_dispatch_assets(self
, repartition
):
1958 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
1960 balance_store
= market
.BalanceStore(self
.m
)
1961 balance_store
.fetch_balances()
1963 self
.assertNotIn("XEM", balance_store
.currencies())
1965 repartition_hash
= {
1966 "XEM": (D("0.75"), "long"),
1967 "BTC": (D("0.26"), "long"),
1968 "DASH": (D("0.10"), "short"),
1970 repartition
.return_value
= repartition_hash
1972 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
1973 repartition
.assert_called_with(liquidity
="medium")
1974 self
.assertIn("XEM", balance_store
.currencies())
1975 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
1976 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
1977 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
1978 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
1979 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
1980 "11.1"), amounts
, "medium", repartition_hash
)
1982 def test_currencies(self
):
1983 balance_store
= market
.BalanceStore(self
.m
)
1985 balance_store
.all
= {
1986 "BTC": portfolio
.Balance("BTC", {
1988 "exchange_total":"0.65",
1989 "exchange_free": "0.35",
1990 "exchange_used": "0.30"}),
1991 "ETH": portfolio
.Balance("ETH", {
1993 "exchange_total": 3,
1995 "exchange_used": 0}),
1997 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
1999 def test_as_json(self
):
2000 balance_mock1
= mock
.Mock()
2001 balance_mock1
.as_json
.return_value
= 1
2003 balance_mock2
= mock
.Mock()
2004 balance_mock2
.as_json
.return_value
= 2
2006 balance_store
= market
.BalanceStore(self
.m
)
2007 balance_store
.all
= {
2008 "BTC": balance_mock1
,
2009 "ETH": balance_mock2
,
2012 as_json
= balance_store
.as_json()
2013 self
.assertEqual(1, as_json
["BTC"])
2014 self
.assertEqual(2, as_json
["ETH"])
2017 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2018 class ComputationTest(WebMockTestCase
):
2019 def test_compute_value(self
):
2020 compute
= mock
.Mock()
2021 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
2022 compute
.assert_called_with("foo", "ask")
2024 compute
.reset_mock()
2025 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
2026 compute
.assert_called_with("foo", "bid")
2028 compute
.reset_mock()
2029 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
2030 compute
.assert_called_with("foo", "ask")
2032 compute
.reset_mock()
2033 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
2034 compute
.assert_called_with("foo", "bid")
2036 compute
.reset_mock()
2037 portfolio
.Computation
.computations
["test"] = compute
2038 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
2039 compute
.assert_called_with("foo", "bid")
2042 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2043 class TradeTest(WebMockTestCase
):
2045 def test_values_assertion(self
):
2046 value_from
= portfolio
.Amount("BTC", "1.0")
2047 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2048 value_to
= portfolio
.Amount("BTC", "1.0")
2049 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2050 self
.assertEqual("BTC", trade
.base_currency
)
2051 self
.assertEqual("ETH", trade
.currency
)
2052 self
.assertEqual(self
.m
, trade
.market
)
2054 with self
.assertRaises(AssertionError):
2055 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
2056 with self
.assertRaises(AssertionError):
2057 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
2058 with self
.assertRaises(AssertionError):
2059 value_from
.currency
= "ETH"
2060 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2061 value_from
.currency
= "BTC"
2062 with self
.assertRaises(AssertionError):
2063 value_from2
= portfolio
.Amount("BTC", "1.0")
2064 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
2066 value_from
= portfolio
.Amount("BTC", 0)
2067 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2068 self
.assertEqual(0, trade
.value_from
.linked_to
)
2070 def test_action(self
):
2071 value_from
= portfolio
.Amount("BTC", "1.0")
2072 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2073 value_to
= portfolio
.Amount("BTC", "1.0")
2074 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2076 self
.assertIsNone(trade
.action
)
2078 value_from
= portfolio
.Amount("BTC", "1.0")
2079 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
2080 value_to
= portfolio
.Amount("BTC", "2.0")
2081 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2083 self
.assertIsNone(trade
.action
)
2085 value_from
= portfolio
.Amount("BTC", "0.5")
2086 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2087 value_to
= portfolio
.Amount("BTC", "1.0")
2088 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2090 self
.assertEqual("acquire", trade
.action
)
2092 value_from
= portfolio
.Amount("BTC", "0")
2093 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2094 value_to
= portfolio
.Amount("BTC", "-1.0")
2095 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2097 self
.assertEqual("acquire", trade
.action
)
2099 def test_order_action(self
):
2100 value_from
= portfolio
.Amount("BTC", "0.5")
2101 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2102 value_to
= portfolio
.Amount("BTC", "1.0")
2103 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2105 trade
.inverted
= False
2106 self
.assertEqual("buy", trade
.order_action())
2107 trade
.inverted
= True
2108 self
.assertEqual("sell", trade
.order_action())
2110 value_from
= portfolio
.Amount("BTC", "0")
2111 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2112 value_to
= portfolio
.Amount("BTC", "-1.0")
2113 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2115 trade
.inverted
= False
2116 self
.assertEqual("sell", trade
.order_action())
2117 trade
.inverted
= True
2118 self
.assertEqual("buy", trade
.order_action())
2120 def test_trade_type(self
):
2121 value_from
= portfolio
.Amount("BTC", "0.5")
2122 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2123 value_to
= portfolio
.Amount("BTC", "1.0")
2124 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2126 self
.assertEqual("long", trade
.trade_type
)
2128 value_from
= portfolio
.Amount("BTC", "0")
2129 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2130 value_to
= portfolio
.Amount("BTC", "-1.0")
2131 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2133 self
.assertEqual("short", trade
.trade_type
)
2135 def test_is_fullfiled(self
):
2136 with self
.subTest(inverted
=False):
2137 value_from
= portfolio
.Amount("BTC", "0.5")
2138 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2139 value_to
= portfolio
.Amount("BTC", "1.0")
2140 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2142 order1
= mock
.Mock()
2143 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2145 order2
= mock
.Mock()
2146 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2147 trade
.orders
.append(order1
)
2148 trade
.orders
.append(order2
)
2150 self
.assertFalse(trade
.is_fullfiled
)
2152 order3
= mock
.Mock()
2153 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2154 trade
.orders
.append(order3
)
2156 self
.assertTrue(trade
.is_fullfiled
)
2158 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2159 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2160 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2162 with self
.subTest(inverted
=True):
2163 value_from
= portfolio
.Amount("BTC", "0.5")
2164 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2165 value_to
= portfolio
.Amount("BTC", "1.0")
2166 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2167 trade
.inverted
= True
2169 order1
= mock
.Mock()
2170 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2172 order2
= mock
.Mock()
2173 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2174 trade
.orders
.append(order1
)
2175 trade
.orders
.append(order2
)
2177 self
.assertFalse(trade
.is_fullfiled
)
2179 order3
= mock
.Mock()
2180 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2181 trade
.orders
.append(order3
)
2183 self
.assertTrue(trade
.is_fullfiled
)
2185 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2186 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2187 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2190 def test_filled_amount(self
):
2191 value_from
= portfolio
.Amount("BTC", "0.5")
2192 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2193 value_to
= portfolio
.Amount("BTC", "1.0")
2194 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2196 order1
= mock
.Mock()
2197 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2199 order2
= mock
.Mock()
2200 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2201 trade
.orders
.append(order1
)
2202 trade
.orders
.append(order2
)
2204 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2205 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2206 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2208 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2209 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2210 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2212 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2213 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2214 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2216 @mock.patch.object(portfolio
.Computation
, "compute_value")
2217 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2218 @mock.patch.object(portfolio
, "Order")
2219 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2220 Order
.return_value
= "Order"
2222 with self
.subTest(desc
="Nothing to do"):
2223 value_from
= portfolio
.Amount("BTC", "10")
2224 value_from
.rate
= D("0.1")
2225 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2226 value_to
= portfolio
.Amount("BTC", "10")
2227 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2229 trade
.prepare_order()
2231 filled_amount
.assert_not_called()
2232 compute_value
.assert_not_called()
2233 self
.assertEqual(0, len(trade
.orders
))
2234 Order
.assert_not_called()
2236 self
.m
.get_ticker
.return_value
= { "inverted": False }
2237 with self
.subTest(desc
="Already filled"):
2238 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2239 compute_value
.return_value
= D("0.125")
2241 value_from
= portfolio
.Amount("BTC", "10")
2242 value_from
.rate
= D("0.1")
2243 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2244 value_to
= portfolio
.Amount("BTC", "0")
2245 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2247 trade
.prepare_order()
2249 filled_amount
.assert_called_with(in_base_currency
=False)
2250 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2251 self
.assertEqual(0, len(trade
.orders
))
2252 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2253 Order
.assert_not_called()
2255 with self
.subTest(action
="dispose", inverted
=False):
2256 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2257 compute_value
.return_value
= D("0.125")
2259 value_from
= portfolio
.Amount("BTC", "10")
2260 value_from
.rate
= D("0.1")
2261 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2262 value_to
= portfolio
.Amount("BTC", "1")
2263 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2265 trade
.prepare_order()
2267 filled_amount
.assert_called_with(in_base_currency
=False)
2268 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2269 self
.assertEqual(1, len(trade
.orders
))
2270 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2271 D("0.125"), "BTC", "long", self
.m
,
2272 trade
, close_if_possible
=False)
2274 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2275 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2276 compute_value
.return_value
= D("0.125")
2278 value_from
= portfolio
.Amount("BTC", "10")
2279 value_from
.rate
= D("0.1")
2280 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2281 value_to
= portfolio
.Amount("BTC", "1")
2282 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2284 trade
.prepare_order(close_if_possible
=True)
2286 filled_amount
.assert_called_with(in_base_currency
=False)
2287 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2288 self
.assertEqual(1, len(trade
.orders
))
2289 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2290 D("0.125"), "BTC", "long", self
.m
,
2291 trade
, close_if_possible
=True)
2293 with self
.subTest(action
="acquire", inverted
=False):
2294 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2295 compute_value
.return_value
= D("0.125")
2297 value_from
= portfolio
.Amount("BTC", "1")
2298 value_from
.rate
= D("0.1")
2299 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2300 value_to
= portfolio
.Amount("BTC", "10")
2301 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2303 trade
.prepare_order()
2305 filled_amount
.assert_called_with(in_base_currency
=True)
2306 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2307 self
.assertEqual(1, len(trade
.orders
))
2309 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2310 D("0.125"), "BTC", "long", self
.m
,
2311 trade
, close_if_possible
=False)
2313 with self
.subTest(close_if_possible
=True):
2314 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2315 compute_value
.return_value
= D("0.125")
2317 value_from
= portfolio
.Amount("BTC", "10")
2318 value_from
.rate
= D("0.1")
2319 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2320 value_to
= portfolio
.Amount("BTC", "0")
2321 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2323 trade
.prepare_order()
2325 filled_amount
.assert_called_with(in_base_currency
=False)
2326 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2327 self
.assertEqual(1, len(trade
.orders
))
2328 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2329 D("0.125"), "BTC", "long", self
.m
,
2330 trade
, close_if_possible
=True)
2332 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2333 with self
.subTest(action
="dispose", inverted
=True):
2334 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2335 compute_value
.return_value
= D("125")
2337 value_from
= portfolio
.Amount("BTC", "10")
2338 value_from
.rate
= D("0.01")
2339 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2340 value_to
= portfolio
.Amount("BTC", "1")
2341 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2343 trade
.prepare_order(compute_value
="foo")
2345 filled_amount
.assert_called_with(in_base_currency
=True)
2346 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2347 self
.assertEqual(1, len(trade
.orders
))
2348 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2349 D("125"), "FOO", "long", self
.m
,
2350 trade
, close_if_possible
=False)
2352 with self
.subTest(action
="acquire", inverted
=True):
2353 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2354 compute_value
.return_value
= D("125")
2356 value_from
= portfolio
.Amount("BTC", "1")
2357 value_from
.rate
= D("0.01")
2358 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2359 value_to
= portfolio
.Amount("BTC", "10")
2360 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2362 trade
.prepare_order(compute_value
="foo")
2364 filled_amount
.assert_called_with(in_base_currency
=False)
2365 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2366 self
.assertEqual(1, len(trade
.orders
))
2367 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2368 D("125"), "FOO", "long", self
.m
,
2369 trade
, close_if_possible
=False)
2372 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2373 def test_update_order(self
, prepare_order
):
2374 order_mock
= mock
.Mock()
2375 new_order_mock
= mock
.Mock()
2377 value_from
= portfolio
.Amount("BTC", "0.5")
2378 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2379 value_to
= portfolio
.Amount("BTC", "1.0")
2380 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2381 prepare_order
.return_value
= new_order_mock
2383 for i
in [0, 1, 3, 4, 6]:
2384 with self
.subTest(tick
=i
):
2385 trade
.update_order(order_mock
, i
)
2386 order_mock
.cancel
.assert_not_called()
2387 new_order_mock
.run
.assert_not_called()
2388 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2389 update
="waiting", compute_value
=None, new_order
=None)
2391 order_mock
.reset_mock()
2392 new_order_mock
.reset_mock()
2394 self
.m
.report
.log_order
.reset_mock()
2396 trade
.update_order(order_mock
, 2)
2397 order_mock
.cancel
.assert_called()
2398 new_order_mock
.run
.assert_called()
2399 prepare_order
.assert_called()
2400 self
.m
.report
.log_order
.assert_called()
2401 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2403 mock
.call(order_mock
, 2, update
="adjusting",
2404 compute_value
=mock
.ANY
,
2405 new_order
=new_order_mock
),
2406 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2408 self
.m
.report
.log_order
.assert_has_calls(calls
)
2410 order_mock
.reset_mock()
2411 new_order_mock
.reset_mock()
2413 self
.m
.report
.log_order
.reset_mock()
2415 trade
.update_order(order_mock
, 5)
2416 order_mock
.cancel
.assert_called()
2417 new_order_mock
.run
.assert_called()
2418 prepare_order
.assert_called()
2419 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2420 self
.m
.report
.log_order
.assert_called()
2422 mock
.call(order_mock
, 5, update
="adjusting",
2423 compute_value
=mock
.ANY
,
2424 new_order
=new_order_mock
),
2425 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2427 self
.m
.report
.log_order
.assert_has_calls(calls
)
2429 order_mock
.reset_mock()
2430 new_order_mock
.reset_mock()
2432 self
.m
.report
.log_order
.reset_mock()
2434 trade
.update_order(order_mock
, 7)
2435 order_mock
.cancel
.assert_called()
2436 new_order_mock
.run
.assert_called()
2437 prepare_order
.assert_called_with(compute_value
="default")
2438 self
.m
.report
.log_order
.assert_called()
2439 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2441 mock
.call(order_mock
, 7, update
="market_fallback",
2442 compute_value
='default',
2443 new_order
=new_order_mock
),
2444 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2446 self
.m
.report
.log_order
.assert_has_calls(calls
)
2448 order_mock
.reset_mock()
2449 new_order_mock
.reset_mock()
2451 self
.m
.report
.log_order
.reset_mock()
2453 for i
in [10, 13, 16]:
2454 with self
.subTest(tick
=i
):
2455 trade
.update_order(order_mock
, i
)
2456 order_mock
.cancel
.assert_called()
2457 new_order_mock
.run
.assert_called()
2458 prepare_order
.assert_called_with(compute_value
="default")
2459 self
.m
.report
.log_order
.assert_called()
2460 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2462 mock
.call(order_mock
, i
, update
="market_adjust",
2463 compute_value
='default',
2464 new_order
=new_order_mock
),
2465 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2467 self
.m
.report
.log_order
.assert_has_calls(calls
)
2469 order_mock
.reset_mock()
2470 new_order_mock
.reset_mock()
2472 self
.m
.report
.log_order
.reset_mock()
2474 for i
in [8, 9, 11, 12]:
2475 with self
.subTest(tick
=i
):
2476 trade
.update_order(order_mock
, i
)
2477 order_mock
.cancel
.assert_not_called()
2478 new_order_mock
.run
.assert_not_called()
2479 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2480 compute_value
=None, new_order
=None)
2482 order_mock
.reset_mock()
2483 new_order_mock
.reset_mock()
2485 self
.m
.report
.log_order
.reset_mock()
2488 def test_print_with_order(self
):
2489 value_from
= portfolio
.Amount("BTC", "0.5")
2490 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2491 value_to
= portfolio
.Amount("BTC", "1.0")
2492 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2494 order_mock1
= mock
.Mock()
2495 order_mock1
.__repr__
= mock
.Mock()
2496 order_mock1
.__repr__
.return_value
= "Mock 1"
2497 order_mock2
= mock
.Mock()
2498 order_mock2
.__repr__
= mock
.Mock()
2499 order_mock2
.__repr__
.return_value
= "Mock 2"
2500 order_mock1
.mouvements
= []
2501 mouvement_mock1
= mock
.Mock()
2502 mouvement_mock1
.__repr__
= mock
.Mock()
2503 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2504 mouvement_mock2
= mock
.Mock()
2505 mouvement_mock2
.__repr__
= mock
.Mock()
2506 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2507 order_mock2
.mouvements
= [
2508 mouvement_mock1
, mouvement_mock2
2510 trade
.orders
.append(order_mock1
)
2511 trade
.orders
.append(order_mock2
)
2513 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2514 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2516 trade
.print_with_order()
2518 self
.m
.report
.print_log
.assert_called()
2519 calls
= self
.m
.report
.print_log
.mock_calls
2520 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2521 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2522 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2523 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2524 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2526 self
.m
.report
.print_log
.reset_mock()
2528 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2529 trade
.print_with_order()
2530 calls
= self
.m
.report
.print_log
.mock_calls
2531 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2533 self
.m
.report
.print_log
.reset_mock()
2535 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2537 trade
.print_with_order()
2538 calls
= self
.m
.report
.print_log
.mock_calls
2539 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2541 def test_close(self
):
2542 value_from
= portfolio
.Amount("BTC", "0.5")
2543 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2544 value_to
= portfolio
.Amount("BTC", "1.0")
2545 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2546 order1
= mock
.Mock()
2547 trade
.orders
.append(order1
)
2551 self
.assertEqual(True, trade
.closed
)
2552 order1
.cancel
.assert_called_once_with()
2554 def test_pending(self
):
2555 value_from
= portfolio
.Amount("BTC", "0.5")
2556 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2557 value_to
= portfolio
.Amount("BTC", "1.0")
2558 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2561 self
.assertEqual(False, trade
.pending
)
2563 trade
.closed
= False
2564 self
.assertEqual(True, trade
.pending
)
2566 order1
= mock
.Mock()
2567 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2568 trade
.orders
.append(order1
)
2569 self
.assertEqual(False, trade
.pending
)
2571 def test__repr(self
):
2572 value_from
= portfolio
.Amount("BTC", "0.5")
2573 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2574 value_to
= portfolio
.Amount("BTC", "1.0")
2575 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2577 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2579 def test_as_json(self
):
2580 value_from
= portfolio
.Amount("BTC", "0.5")
2581 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2582 value_to
= portfolio
.Amount("BTC", "1.0")
2583 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2585 as_json
= trade
.as_json()
2586 self
.assertEqual("acquire", as_json
["action"])
2587 self
.assertEqual(D("0.5"), as_json
["from"])
2588 self
.assertEqual(D("1.0"), as_json
["to"])
2589 self
.assertEqual("ETH", as_json
["currency"])
2590 self
.assertEqual("BTC", as_json
["base_currency"])
2592 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2593 class OrderTest(WebMockTestCase
):
2594 def test_values(self
):
2595 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2596 D("0.1"), "BTC", "long", "market", "trade")
2597 self
.assertEqual("buy", order
.action
)
2598 self
.assertEqual(10, order
.amount
.value
)
2599 self
.assertEqual("ETH", order
.amount
.currency
)
2600 self
.assertEqual(D("0.1"), order
.rate
)
2601 self
.assertEqual("BTC", order
.base_currency
)
2602 self
.assertEqual("market", order
.market
)
2603 self
.assertEqual("long", order
.trade_type
)
2604 self
.assertEqual("pending", order
.status
)
2605 self
.assertEqual("trade", order
.trade
)
2606 self
.assertIsNone(order
.id)
2607 self
.assertFalse(order
.close_if_possible
)
2609 def test__repr(self
):
2610 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2611 D("0.1"), "BTC", "long", "market", "trade")
2612 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2614 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2615 D("0.1"), "BTC", "long", "market", "trade",
2616 close_if_possible
=True)
2617 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2619 def test_as_json(self
):
2620 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2621 D("0.1"), "BTC", "long", "market", "trade")
2622 mouvement_mock1
= mock
.Mock()
2623 mouvement_mock1
.as_json
.return_value
= 1
2624 mouvement_mock2
= mock
.Mock()
2625 mouvement_mock2
.as_json
.return_value
= 2
2627 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2628 as_json
= order
.as_json()
2629 self
.assertEqual("buy", as_json
["action"])
2630 self
.assertEqual("long", as_json
["trade_type"])
2631 self
.assertEqual(10, as_json
["amount"])
2632 self
.assertEqual("ETH", as_json
["currency"])
2633 self
.assertEqual("BTC", as_json
["base_currency"])
2634 self
.assertEqual(D("0.1"), as_json
["rate"])
2635 self
.assertEqual("pending", as_json
["status"])
2636 self
.assertEqual(False, as_json
["close_if_possible"])
2637 self
.assertIsNone(as_json
["id"])
2638 self
.assertEqual([1, 2], as_json
["mouvements"])
2640 def test_account(self
):
2641 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2642 D("0.1"), "BTC", "long", "market", "trade")
2643 self
.assertEqual("exchange", order
.account
)
2645 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2646 D("0.1"), "BTC", "short", "market", "trade")
2647 self
.assertEqual("margin", order
.account
)
2649 def test_pending(self
):
2650 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2651 D("0.1"), "BTC", "long", "market", "trade")
2652 self
.assertTrue(order
.pending
)
2653 order
.status
= "open"
2654 self
.assertFalse(order
.pending
)
2656 def test_open(self
):
2657 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2658 D("0.1"), "BTC", "long", "market", "trade")
2659 self
.assertFalse(order
.open)
2660 order
.status
= "open"
2661 self
.assertTrue(order
.open)
2663 def test_finished(self
):
2664 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2665 D("0.1"), "BTC", "long", "market", "trade")
2666 self
.assertFalse(order
.finished
)
2667 order
.status
= "closed"
2668 self
.assertTrue(order
.finished
)
2669 order
.status
= "canceled"
2670 self
.assertTrue(order
.finished
)
2671 order
.status
= "error"
2672 self
.assertTrue(order
.finished
)
2674 @mock.patch.object(portfolio
.Order
, "fetch")
2675 def test_cancel(self
, fetch
):
2676 with self
.subTest(debug
=True):
2678 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2679 D("0.1"), "BTC", "long", self
.m
, "trade")
2680 order
.status
= "open"
2683 self
.m
.ccxt
.cancel_order
.assert_not_called()
2684 self
.m
.report
.log_debug_action
.assert_called_once()
2685 self
.m
.report
.log_debug_action
.reset_mock()
2686 self
.assertEqual("canceled", order
.status
)
2688 with self
.subTest(desc
="Nominal case"):
2689 self
.m
.debug
= False
2690 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2691 D("0.1"), "BTC", "long", self
.m
, "trade")
2692 order
.status
= "open"
2696 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2697 fetch
.assert_called_once_with()
2698 self
.m
.report
.log_debug_action
.assert_not_called()
2700 with self
.subTest(exception
=True):
2701 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2702 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2703 D("0.1"), "BTC", "long", self
.m
, "trade")
2704 order
.status
= "open"
2707 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2708 self
.m
.report
.log_error
.assert_called_once()
2711 with self
.subTest(id=None):
2712 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2713 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2714 D("0.1"), "BTC", "long", self
.m
, "trade")
2715 order
.status
= "open"
2717 self
.m
.ccxt
.cancel_order
.assert_not_called()
2720 with self
.subTest(open=False):
2721 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2722 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2723 D("0.1"), "BTC", "long", self
.m
, "trade")
2724 order
.status
= "closed"
2726 self
.m
.ccxt
.cancel_order
.assert_not_called()
2728 def test_dust_amount_remaining(self
):
2729 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2730 D("0.1"), "BTC", "long", self
.m
, "trade")
2731 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2732 self
.assertFalse(order
.dust_amount_remaining())
2734 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2735 self
.assertTrue(order
.dust_amount_remaining())
2737 @mock.patch.object(portfolio
.Order
, "fetch")
2738 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2739 def test_remaining_amount(self
, filled_amount
, fetch
):
2740 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2741 D("0.1"), "BTC", "long", self
.m
, "trade")
2743 self
.assertEqual(9, order
.remaining_amount().value
)
2745 order
.status
= "open"
2746 self
.assertEqual(9, order
.remaining_amount().value
)
2748 @mock.patch.object(portfolio
.Order
, "fetch")
2749 def test_filled_amount(self
, fetch
):
2750 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2751 D("0.1"), "BTC", "long", self
.m
, "trade")
2752 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2753 "tradeID": 42, "type": "buy", "fee": "0.0015",
2754 "date": "2017-12-30 12:00:12", "rate": "0.1",
2755 "amount": "3", "total": "0.3"
2757 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2758 "tradeID": 43, "type": "buy", "fee": "0.0015",
2759 "date": "2017-12-30 13:00:12", "rate": "0.2",
2760 "amount": "2", "total": "0.4"
2762 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2763 fetch
.assert_not_called()
2764 order
.status
= "open"
2765 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2766 fetch
.assert_called_once()
2767 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2769 def test_fetch_mouvements(self
):
2770 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2772 "tradeID": 42, "type": "buy", "fee": "0.0015",
2773 "date": "2017-12-30 12:00:12", "rate": "0.1",
2774 "amount": "3", "total": "0.3"
2777 "tradeID": 43, "type": "buy", "fee": "0.0015",
2778 "date": "2017-12-30 13:00:12", "rate": "0.2",
2779 "amount": "2", "total": "0.4"
2782 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2783 D("0.1"), "BTC", "long", self
.m
, "trade")
2785 order
.mouvements
= ["Foo", "Bar", "Baz"]
2787 order
.fetch_mouvements()
2789 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2790 self
.assertEqual(2, len(order
.mouvements
))
2791 self
.assertEqual(42, order
.mouvements
[0].id)
2792 self
.assertEqual(43, order
.mouvements
[1].id)
2794 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2795 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2796 D("0.1"), "BTC", "long", self
.m
, "trade")
2797 order
.fetch_mouvements()
2798 self
.assertEqual(0, len(order
.mouvements
))
2800 def test_mark_finished_order(self
):
2801 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2802 D("0.1"), "BTC", "short", self
.m
, "trade",
2803 close_if_possible
=True)
2804 order
.status
= "closed"
2805 self
.m
.debug
= False
2807 order
.mark_finished_order()
2808 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
2809 self
.m
.ccxt
.close_margin_position
.reset_mock()
2811 order
.status
= "open"
2812 order
.mark_finished_order()
2813 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2815 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2816 D("0.1"), "BTC", "short", self
.m
, "trade",
2817 close_if_possible
=False)
2818 order
.status
= "closed"
2819 order
.mark_finished_order()
2820 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2822 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2823 D("0.1"), "BTC", "short", self
.m
, "trade",
2824 close_if_possible
=True)
2825 order
.status
= "closed"
2826 order
.mark_finished_order()
2827 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2829 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2830 D("0.1"), "BTC", "long", self
.m
, "trade",
2831 close_if_possible
=True)
2832 order
.status
= "closed"
2833 order
.mark_finished_order()
2834 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2838 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2839 D("0.1"), "BTC", "short", self
.m
, "trade",
2840 close_if_possible
=True)
2841 order
.status
= "closed"
2843 order
.mark_finished_order()
2844 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2845 self
.m
.report
.log_debug_action
.assert_called_once()
2847 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
2848 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
2849 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
2850 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2851 D("0.1"), "BTC", "long", self
.m
, "trade")
2853 with self
.subTest(debug
=True):
2856 self
.m
.report
.log_debug_action
.assert_called_once()
2857 self
.m
.report
.log_debug_action
.reset_mock()
2858 self
.m
.ccxt
.fetch_order
.assert_not_called()
2859 mark_finished_order
.assert_not_called()
2860 fetch_mouvements
.assert_not_called()
2862 with self
.subTest(debug
=False):
2863 self
.m
.debug
= False
2864 self
.m
.ccxt
.fetch_order
.return_value
= {
2866 "datetime": "timestamp"
2870 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
2871 fetch_mouvements
.assert_called_once()
2872 self
.assertEqual("foo", order
.status
)
2873 self
.assertEqual("timestamp", order
.timestamp
)
2874 self
.assertEqual(1, len(order
.results
))
2875 self
.m
.report
.log_debug_action
.assert_not_called()
2876 mark_finished_order
.assert_called_once()
2878 mark_finished_order
.reset_mock()
2879 with self
.subTest(missing_order
=True):
2880 self
.m
.ccxt
.fetch_order
.side_effect
= [
2881 portfolio
.OrderNotCached
,
2884 self
.assertEqual("closed_unknown", order
.status
)
2885 mark_finished_order
.assert_called_once()
2887 @mock.patch.object(portfolio
.Order
, "fetch")
2888 def test_get_status(self
, fetch
):
2889 with self
.subTest(debug
=True):
2891 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2892 D("0.1"), "BTC", "long", self
.m
, "trade")
2893 self
.assertEqual("pending", order
.get_status())
2894 fetch
.assert_not_called()
2895 self
.m
.report
.log_debug_action
.assert_called_once()
2897 with self
.subTest(debug
=False, finished
=False):
2898 self
.m
.debug
= False
2899 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2900 D("0.1"), "BTC", "long", self
.m
, "trade")
2902 def update_status():
2903 order
.status
= "open"
2904 return update_status
2905 fetch
.side_effect
= _fetch(order
)
2906 self
.assertEqual("open", order
.get_status())
2907 fetch
.assert_called_once()
2910 with self
.subTest(debug
=False, finished
=True):
2911 self
.m
.debug
= False
2912 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2913 D("0.1"), "BTC", "long", self
.m
, "trade")
2915 def update_status():
2916 order
.status
= "closed"
2917 return update_status
2918 fetch
.side_effect
= _fetch(order
)
2919 self
.assertEqual("closed", order
.get_status())
2920 fetch
.assert_called_once()
2923 self
.m
.ccxt
.order_precision
.return_value
= 4
2924 with self
.subTest(debug
=True):
2926 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2927 D("0.1"), "BTC", "long", self
.m
, "trade")
2929 self
.m
.ccxt
.create_order
.assert_not_called()
2930 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2931 self
.assertEqual("open", order
.status
)
2932 self
.assertEqual(1, len(order
.results
))
2933 self
.assertEqual(-1, order
.id)
2935 self
.m
.ccxt
.create_order
.reset_mock()
2936 with self
.subTest(debug
=False):
2937 self
.m
.debug
= False
2938 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2939 D("0.1"), "BTC", "long", self
.m
, "trade")
2940 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
2942 self
.m
.ccxt
.create_order
.assert_called_once()
2943 self
.assertEqual(1, len(order
.results
))
2944 self
.assertEqual("open", order
.status
)
2946 self
.m
.ccxt
.create_order
.reset_mock()
2947 with self
.subTest(exception
=True):
2948 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2949 D("0.1"), "BTC", "long", self
.m
, "trade")
2950 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
2952 self
.m
.ccxt
.create_order
.assert_called_once()
2953 self
.assertEqual(0, len(order
.results
))
2954 self
.assertEqual("error", order
.status
)
2955 self
.m
.report
.log_error
.assert_called_once()
2957 self
.m
.ccxt
.create_order
.reset_mock()
2958 with self
.subTest(dust_amount_exception
=True),\
2959 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2960 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
2961 D("0.1"), "BTC", "long", self
.m
, "trade")
2962 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
2964 self
.m
.ccxt
.create_order
.assert_called_once()
2965 self
.assertEqual(0, len(order
.results
))
2966 self
.assertEqual("closed", order
.status
)
2967 mark_finished_order
.assert_called_once()
2969 self
.m
.ccxt
.order_precision
.return_value
= 8
2970 self
.m
.ccxt
.create_order
.reset_mock()
2971 with self
.subTest(insufficient_funds
=True),\
2972 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
2973 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
2974 D("0.1"), "BTC", "long", self
.m
, "trade")
2975 self
.m
.ccxt
.create_order
.side_effect
= [
2976 portfolio
.InsufficientFunds
,
2977 portfolio
.InsufficientFunds
,
2978 portfolio
.InsufficientFunds
,
2982 self
.m
.ccxt
.create_order
.assert_has_calls([
2983 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
2984 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
2985 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
2986 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
2988 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
2989 self
.assertEqual(1, len(order
.results
))
2990 self
.assertEqual("open", order
.status
)
2991 self
.assertEqual(4, order
.tries
)
2992 self
.m
.report
.log_error
.assert_called()
2993 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
2995 self
.m
.ccxt
.order_precision
.return_value
= 8
2996 self
.m
.ccxt
.create_order
.reset_mock()
2997 self
.m
.report
.log_error
.reset_mock()
2998 with self
.subTest(insufficient_funds
=True),\
2999 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3000 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3001 D("0.1"), "BTC", "long", self
.m
, "trade")
3002 self
.m
.ccxt
.create_order
.side_effect
= [
3003 portfolio
.InsufficientFunds
,
3004 portfolio
.InsufficientFunds
,
3005 portfolio
.InsufficientFunds
,
3006 portfolio
.InsufficientFunds
,
3007 portfolio
.InsufficientFunds
,
3010 self
.m
.ccxt
.create_order
.assert_has_calls([
3011 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3012 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3013 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3014 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3015 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
3017 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3018 self
.assertEqual(0, len(order
.results
))
3019 self
.assertEqual("error", order
.status
)
3020 self
.assertEqual(5, order
.tries
)
3021 self
.m
.report
.log_error
.assert_called()
3022 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3023 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
)
3026 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3027 class MouvementTest(WebMockTestCase
):
3028 def test_values(self
):
3029 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3030 "tradeID": 42, "type": "buy", "fee": "0.0015",
3031 "date": "2017-12-30 12:00:12", "rate": "0.1",
3032 "amount": "10", "total": "1"
3034 self
.assertEqual("ETH", mouvement
.currency
)
3035 self
.assertEqual("BTC", mouvement
.base_currency
)
3036 self
.assertEqual(42, mouvement
.id)
3037 self
.assertEqual("buy", mouvement
.action
)
3038 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
3039 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
3040 self
.assertEqual(D("0.1"), mouvement
.rate
)
3041 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
3042 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
3044 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
3045 self
.assertIsNone(mouvement
.date
)
3046 self
.assertIsNone(mouvement
.id)
3047 self
.assertIsNone(mouvement
.action
)
3048 self
.assertEqual(-1, mouvement
.fee_rate
)
3049 self
.assertEqual(0, mouvement
.rate
)
3050 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
3051 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
3053 def test__repr(self
):
3054 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3055 "tradeID": 42, "type": "buy", "fee": "0.0015",
3056 "date": "2017-12-30 12:00:12", "rate": "0.1",
3057 "amount": "10", "total": "1"
3059 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
3061 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3062 "tradeID": 42, "type": "buy",
3063 "date": "garbage", "rate": "0.1",
3064 "amount": "10", "total": "1"
3066 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
3068 def test_as_json(self
):
3069 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3070 "tradeID": 42, "type": "buy", "fee": "0.0015",
3071 "date": "2017-12-30 12:00:12", "rate": "0.1",
3072 "amount": "10", "total": "1"
3074 as_json
= mouvement
.as_json()
3076 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
3077 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
3078 self
.assertEqual("buy", as_json
["action"])
3079 self
.assertEqual(D("10"), as_json
["total"])
3080 self
.assertEqual(D("1"), as_json
["total_in_base"])
3081 self
.assertEqual("BTC", as_json
["base_currency"])
3082 self
.assertEqual("ETH", as_json
["currency"])
3084 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3085 class ReportStoreTest(WebMockTestCase
):
3086 def test_add_log(self
):
3087 report_store
= market
.ReportStore(self
.m
)
3088 report_store
.add_log({"foo": "bar"}
)
3090 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3092 def test_set_verbose(self
):
3093 report_store
= market
.ReportStore(self
.m
)
3094 with self
.subTest(verbose
=True):
3095 report_store
.set_verbose(True)
3096 self
.assertTrue(report_store
.verbose_print
)
3098 with self
.subTest(verbose
=False):
3099 report_store
.set_verbose(False)
3100 self
.assertFalse(report_store
.verbose_print
)
3102 def test_merge(self
):
3103 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3104 report_store2
= market
.ReportStore(None, verbose_print
=False)
3106 report_store2
.log_stage("1")
3107 report_store1
.log_stage("2")
3108 report_store2
.log_stage("3")
3110 report_store1
.merge(report_store2
)
3112 self
.assertEqual(3, len(report_store1
.logs
))
3113 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3114 self
.assertEqual(6, len(report_store1
.print_logs
))
3116 def test_print_log(self
):
3117 report_store
= market
.ReportStore(self
.m
)
3118 with self
.subTest(verbose
=True),\
3119 mock
.patch
.object(store
, "datetime") as time_mock
,\
3120 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3121 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
3122 report_store
.set_verbose(True)
3123 report_store
.print_log("Coucou")
3124 report_store
.print_log(portfolio
.Amount("BTC", 1))
3125 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3127 with self
.subTest(verbose
=False),\
3128 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3129 report_store
.set_verbose(False)
3130 report_store
.print_log("Coucou")
3131 report_store
.print_log(portfolio
.Amount("BTC", 1))
3132 self
.assertEqual(stdout_mock
.getvalue(), "")
3134 def test_default_json_serial(self
):
3135 report_store
= market
.ReportStore(self
.m
)
3137 self
.assertEqual("2018-02-24T00:00:00",
3138 report_store
.default_json_serial(portfolio
.datetime(2018, 2, 24)))
3139 self
.assertEqual("1.00000000 BTC",
3140 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
3142 def test_to_json(self
):
3143 report_store
= market
.ReportStore(self
.m
)
3144 report_store
.logs
.append({"foo": "bar"}
)
3145 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3146 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3147 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3148 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3149 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())
3151 def test_to_json_array(self
):
3152 report_store
= market
.ReportStore(self
.m
)
3153 report_store
.logs
.append({
3154 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3156 report_store
.logs
.append({
3157 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3159 logs
= list(report_store
.to_json_array())
3161 self
.assertEqual(2, len(logs
))
3162 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
3163 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
3165 @mock.patch.object(market
.ReportStore
, "print_log")
3166 @mock.patch.object(market
.ReportStore
, "add_log")
3167 def test_log_stage(self
, add_log
, print_log
):
3168 report_store
= market
.ReportStore(self
.m
)
3170 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3171 print_log
.assert_has_calls([
3172 mock
.call("-----------"),
3173 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3175 add_log
.assert_called_once_with({
3180 'c': 'c = lambda x: x',
3188 @mock.patch.object(market
.ReportStore
, "print_log")
3189 @mock.patch.object(market
.ReportStore
, "add_log")
3190 def test_log_balances(self
, add_log
, print_log
):
3191 report_store
= market
.ReportStore(self
.m
)
3192 self
.m
.balances
.as_json
.return_value
= "json"
3193 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3195 report_store
.log_balances(tag
="tag")
3196 print_log
.assert_has_calls([
3197 mock
.call("[Balance]"),
3201 add_log
.assert_called_once_with({
3207 @mock.patch.object(market
.ReportStore
, "print_log")
3208 @mock.patch.object(market
.ReportStore
, "add_log")
3209 def test_log_tickers(self
, add_log
, print_log
):
3210 report_store
= market
.ReportStore(self
.m
)
3212 "BTC": portfolio
.Amount("BTC", 10),
3213 "ETH": portfolio
.Amount("BTC", D("0.3"))
3215 amounts
["ETH"].rate
= D("0.1")
3217 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3218 print_log
.assert_not_called()
3219 add_log
.assert_called_once_with({
3221 'compute_value': 'default',
3222 'balance_type': 'total',
3235 add_log
.reset_mock()
3236 compute_value
= lambda x
: x
["bid"]
3237 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3238 add_log
.assert_called_once_with({
3240 'compute_value': 'compute_value = lambda x: x["bid"]',
3241 'balance_type': 'total',
3254 @mock.patch.object(market
.ReportStore
, "print_log")
3255 @mock.patch.object(market
.ReportStore
, "add_log")
3256 def test_log_dispatch(self
, add_log
, print_log
):
3257 report_store
= market
.ReportStore(self
.m
)
3258 amount
= portfolio
.Amount("BTC", "10.3")
3260 "BTC": portfolio
.Amount("BTC", 10),
3261 "ETH": portfolio
.Amount("BTC", D("0.3"))
3263 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3264 print_log
.assert_not_called()
3265 add_log
.assert_called_once_with({
3267 'liquidity': 'medium',
3268 'repartition_ratio': 'repartition',
3279 @mock.patch.object(market
.ReportStore
, "print_log")
3280 @mock.patch.object(market
.ReportStore
, "add_log")
3281 def test_log_trades(self
, add_log
, print_log
):
3282 report_store
= market
.ReportStore(self
.m
)
3283 trade_mock1
= mock
.Mock()
3284 trade_mock2
= mock
.Mock()
3285 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3286 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3288 matching_and_trades
= [
3289 (True, trade_mock1
),
3290 (False, trade_mock2
),
3292 report_store
.log_trades(matching_and_trades
, "only")
3294 print_log
.assert_not_called()
3295 add_log
.assert_called_with({
3300 {'trade': '1', 'skipped': False}
,
3301 {'trade': '2', 'skipped': True}
3305 @mock.patch.object(market
.ReportStore
, "print_log")
3306 @mock.patch.object(market
.ReportStore
, "add_log")
3307 def test_log_orders(self
, add_log
, print_log
):
3308 report_store
= market
.ReportStore(self
.m
)
3310 order_mock1
= mock
.Mock()
3311 order_mock2
= mock
.Mock()
3313 order_mock1
.as_json
.return_value
= "order1"
3314 order_mock2
.as_json
.return_value
= "order2"
3316 orders
= [order_mock1
, order_mock2
]
3318 report_store
.log_orders(orders
, tick
="tick",
3319 only
="only", compute_value
="compute_value")
3321 print_log
.assert_called_once_with("[Orders]")
3322 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
3324 add_log
.assert_called_with({
3327 'compute_value': 'compute_value',
3329 'orders': ['order1', 'order2']
3332 add_log
.reset_mock()
3333 def compute_value(x
, y
):
3335 report_store
.log_orders(orders
, tick
="tick",
3336 only
="only", compute_value
=compute_value
)
3337 add_log
.assert_called_with({
3340 'compute_value': 'def compute_value(x, y):\n return x[y]',
3342 'orders': ['order1', 'order2']
3346 @mock.patch.object(market
.ReportStore
, "print_log")
3347 @mock.patch.object(market
.ReportStore
, "add_log")
3348 def test_log_order(self
, add_log
, print_log
):
3349 report_store
= market
.ReportStore(self
.m
)
3350 order_mock
= mock
.Mock()
3351 order_mock
.as_json
.return_value
= "order"
3352 new_order_mock
= mock
.Mock()
3353 new_order_mock
.as_json
.return_value
= "new_order"
3354 order_mock
.__repr
__ = mock
.Mock()
3355 order_mock
.__repr
__.return_value
= "Order Mock"
3356 new_order_mock
.__repr
__ = mock
.Mock()
3357 new_order_mock
.__repr
__.return_value
= "New order Mock"
3359 with self
.subTest(finished
=True):
3360 report_store
.log_order(order_mock
, 1, finished
=True)
3361 print_log
.assert_called_once_with("[Order] Finished Order Mock")
3362 add_log
.assert_called_once_with({
3367 'compute_value': None,
3371 add_log
.reset_mock()
3372 print_log
.reset_mock()
3374 with self
.subTest(update
="waiting"):
3375 report_store
.log_order(order_mock
, 1, update
="waiting")
3376 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3377 add_log
.assert_called_once_with({
3380 'update': 'waiting',
3382 'compute_value': None,
3386 add_log
.reset_mock()
3387 print_log
.reset_mock()
3388 with self
.subTest(update
="adjusting"):
3389 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
3390 report_store
.log_order(order_mock
, 3,
3391 update
="adjusting", new_order
=new_order_mock
,
3392 compute_value
=compute_value
)
3393 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3394 add_log
.assert_called_once_with({
3397 'update': 'adjusting',
3399 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3400 'new_order': 'new_order'
3403 add_log
.reset_mock()
3404 print_log
.reset_mock()
3405 with self
.subTest(update
="market_fallback"):
3406 report_store
.log_order(order_mock
, 7,
3407 update
="market_fallback", new_order
=new_order_mock
)
3408 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3409 add_log
.assert_called_once_with({
3412 'update': 'market_fallback',
3414 'compute_value': None,
3415 'new_order': 'new_order'
3418 add_log
.reset_mock()
3419 print_log
.reset_mock()
3420 with self
.subTest(update
="market_adjusting"):
3421 report_store
.log_order(order_mock
, 17,
3422 update
="market_adjust", new_order
=new_order_mock
)
3423 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3424 add_log
.assert_called_once_with({
3427 'update': 'market_adjust',
3429 'compute_value': None,
3430 'new_order': 'new_order'
3433 @mock.patch.object(market
.ReportStore
, "print_log")
3434 @mock.patch.object(market
.ReportStore
, "add_log")
3435 def test_log_move_balances(self
, add_log
, print_log
):
3436 report_store
= market
.ReportStore(self
.m
)
3438 "BTC": portfolio
.Amount("BTC", 10),
3442 "BTC": portfolio
.Amount("BTC", 3),
3445 report_store
.log_move_balances(needed
, moving
)
3446 print_log
.assert_not_called()
3447 add_log
.assert_called_once_with({
3448 'type': 'move_balances',
3460 @mock.patch.object(market
.ReportStore
, "print_log")
3461 @mock.patch.object(market
.ReportStore
, "add_log")
3462 def test_log_http_request(self
, add_log
, print_log
):
3463 report_store
= market
.ReportStore(self
.m
)
3464 response
= mock
.Mock()
3465 response
.status_code
= 200
3466 response
.text
= "Hey"
3468 report_store
.log_http_request("method", "url", "body",
3469 "headers", response
)
3470 print_log
.assert_not_called()
3471 add_log
.assert_called_once_with({
3472 'type': 'http_request',
3476 'headers': 'headers',
3481 @mock.patch.object(market
.ReportStore
, "print_log")
3482 @mock.patch.object(market
.ReportStore
, "add_log")
3483 def test_log_error(self
, add_log
, print_log
):
3484 report_store
= market
.ReportStore(self
.m
)
3485 with self
.subTest(message
=None, exception
=None):
3486 report_store
.log_error("action")
3487 print_log
.assert_called_once_with("[Error] action")
3488 add_log
.assert_called_once_with({
3491 'exception_class': None,
3492 'exception_message': None,
3496 print_log
.reset_mock()
3497 add_log
.reset_mock()
3498 with self
.subTest(message
="Hey", exception
=None):
3499 report_store
.log_error("action", message
="Hey")
3500 print_log
.assert_has_calls([
3501 mock
.call("[Error] action"),
3504 add_log
.assert_called_once_with({
3507 'exception_class': None,
3508 'exception_message': None,
3512 print_log
.reset_mock()
3513 add_log
.reset_mock()
3514 with self
.subTest(message
=None, exception
=Exception("bouh")):
3515 report_store
.log_error("action", exception
=Exception("bouh"))
3516 print_log
.assert_has_calls([
3517 mock
.call("[Error] action"),
3518 mock
.call("\tException: bouh")
3520 add_log
.assert_called_once_with({
3523 'exception_class': "Exception",
3524 'exception_message': "bouh",
3528 print_log
.reset_mock()
3529 add_log
.reset_mock()
3530 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
3531 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
3532 print_log
.assert_has_calls([
3533 mock
.call("[Error] action"),
3534 mock
.call("\tException: bouh"),
3537 add_log
.assert_called_once_with({
3540 'exception_class': "Exception",
3541 'exception_message': "bouh",
3545 @mock.patch.object(market
.ReportStore
, "print_log")
3546 @mock.patch.object(market
.ReportStore
, "add_log")
3547 def test_log_debug_action(self
, add_log
, print_log
):
3548 report_store
= market
.ReportStore(self
.m
)
3549 report_store
.log_debug_action("Hey")
3551 print_log
.assert_called_once_with("[Debug] Hey")
3552 add_log
.assert_called_once_with({
3553 'type': 'debug_action',
3557 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3558 class MainTest(WebMockTestCase
):
3559 def test_make_order(self
):
3560 self
.m
.get_ticker
.return_value
= {
3562 "average": D("0.1"),
3567 with self
.subTest(description
="nominal case"):
3568 main
.make_order(self
.m
, 10, "ETH")
3570 self
.m
.report
.log_stage
.assert_has_calls([
3571 mock
.call("make_order_begin"),
3572 mock
.call("make_order_end"),
3574 self
.m
.balances
.fetch_balances
.assert_has_calls([
3575 mock
.call(tag
="make_order_begin"),
3576 mock
.call(tag
="make_order_end"),
3578 self
.m
.trades
.all
.append
.assert_called_once()
3579 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3580 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
3581 self
.assertEqual(0, trade
.value_from
)
3582 self
.assertEqual("ETH", trade
.currency
)
3583 self
.assertEqual("BTC", trade
.base_currency
)
3584 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3585 self
.m
.trades
.run_orders
.assert_called_once_with()
3586 self
.m
.follow_orders
.assert_called_once_with()
3588 order
= trade
.orders
[0]
3589 self
.assertEqual(D("0.10"), order
.rate
)
3592 with self
.subTest(compute_value
="default"):
3593 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3594 compute_value
="ask")
3596 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3597 order
= trade
.orders
[0]
3598 self
.assertEqual(D("0.11"), order
.rate
)
3601 with self
.subTest(follow
=False):
3602 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
3604 self
.m
.report
.log_stage
.assert_has_calls([
3605 mock
.call("make_order_begin"),
3606 mock
.call("make_order_end_not_followed"),
3608 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
3610 self
.m
.trades
.all
.append
.assert_called_once()
3611 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3612 self
.assertEqual(0, trade
.value_from
)
3613 self
.assertEqual("ETH", trade
.currency
)
3614 self
.assertEqual("BTC", trade
.base_currency
)
3615 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3616 self
.m
.trades
.run_orders
.assert_called_once_with()
3617 self
.m
.follow_orders
.assert_not_called()
3618 self
.assertEqual(trade
.orders
[0], result
)
3621 with self
.subTest(base_currency
="USDT"):
3622 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
3624 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3625 self
.assertEqual("BTC", trade
.currency
)
3626 self
.assertEqual("USDT", trade
.base_currency
)
3629 with self
.subTest(close_if_possible
=True):
3630 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
3632 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3633 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
3636 with self
.subTest(action
="dispose"):
3637 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
3639 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3640 self
.assertEqual(0, trade
.value_to
)
3641 self
.assertEqual(1, trade
.value_from
.value
)
3642 self
.assertEqual("ETH", trade
.currency
)
3643 self
.assertEqual("BTC", trade
.base_currency
)
3646 with self
.subTest(compute_value
="default"):
3647 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3648 compute_value
="bid")
3650 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3651 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
3653 def test_get_user_market(self
):
3654 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
3655 mock
.patch("main.parse_config") as main_parse_config
:
3656 with self
.subTest(debug
=False):
3657 main_parse_config
.return_value
= ["pg_config", "report_path"]
3658 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3659 m
= main
.get_user_market("config_path.ini", 1)
3661 self
.assertIsInstance(m
, market
.Market
)
3662 self
.assertFalse(m
.debug
)
3664 with self
.subTest(debug
=True):
3665 main_parse_config
.return_value
= ["pg_config", "report_path"]
3666 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3667 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
3669 self
.assertIsInstance(m
, market
.Market
)
3670 self
.assertTrue(m
.debug
)
3672 def test_process(self
):
3673 with mock
.patch("market.Market") as market_mock
,\
3674 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3676 args_mock
= mock
.Mock()
3677 args_mock
.action
= "action"
3678 args_mock
.config
= "config"
3679 args_mock
.user
= "user"
3680 args_mock
.debug
= "debug"
3681 args_mock
.before
= "before"
3682 args_mock
.after
= "after"
3683 self
.assertEqual("", stdout_mock
.getvalue())
3685 main
.process(3, "config", 1, "report_path", args_mock
, "pg_config")
3687 market_mock
.from_config
.assert_has_calls([
3688 mock
.call("config", args_mock
, pg_config
="pg_config", market_id
=3, user_id
=1, report_path
="report_path"),
3689 mock
.call().process("action", before
="before", after
="after"),
3692 with self
.subTest(exception
=True):
3693 market_mock
.from_config
.side_effect
= Exception("boo")
3694 main
.process(3, "config", 1, "report_path", args_mock
, "pg_config")
3695 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
3697 def test_main(self
):
3698 with self
.subTest(parallel
=False):
3699 with mock
.patch("main.parse_args") as parse_args
,\
3700 mock
.patch("main.parse_config") as parse_config
,\
3701 mock
.patch("main.fetch_markets") as fetch_markets
,\
3702 mock
.patch("main.process") as process
:
3704 args_mock
= mock
.Mock()
3705 args_mock
.parallel
= False
3706 args_mock
.config
= "config"
3707 args_mock
.user
= "user"
3708 parse_args
.return_value
= args_mock
3710 parse_config
.return_value
= ["pg_config", "report_path"]
3712 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3714 main
.main(["Foo", "Bar"])
3716 parse_args
.assert_called_with(["Foo", "Bar"])
3717 parse_config
.assert_called_with("config")
3718 fetch_markets
.assert_called_with("pg_config", "user")
3720 self
.assertEqual(2, process
.call_count
)
3721 process
.assert_has_calls([
3722 mock
.call(3, "config1", 1, "report_path", args_mock
, "pg_config"),
3723 mock
.call(1, "config2", 2, "report_path", args_mock
, "pg_config"),
3725 with self
.subTest(parallel
=True):
3726 with mock
.patch("main.parse_args") as parse_args
,\
3727 mock
.patch("main.parse_config") as parse_config
,\
3728 mock
.patch("main.fetch_markets") as fetch_markets
,\
3729 mock
.patch("main.process") as process
,\
3730 mock
.patch("store.Portfolio.start_worker") as start
:
3732 args_mock
= mock
.Mock()
3733 args_mock
.parallel
= True
3734 args_mock
.config
= "config"
3735 args_mock
.user
= "user"
3736 parse_args
.return_value
= args_mock
3738 parse_config
.return_value
= ["pg_config", "report_path"]
3740 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3742 main
.main(["Foo", "Bar"])
3744 parse_args
.assert_called_with(["Foo", "Bar"])
3745 parse_config
.assert_called_with("config")
3746 fetch_markets
.assert_called_with("pg_config", "user")
3748 start
.assert_called_once_with()
3749 self
.assertEqual(2, process
.call_count
)
3750 process
.assert_has_calls([
3751 mock
.call
.__bool
__(),
3752 mock
.call(3, "config1", 1, "report_path", args_mock
, "pg_config"),
3753 mock
.call
.__bool
__(),
3754 mock
.call(1, "config2", 2, "report_path", args_mock
, "pg_config"),
3757 @mock.patch.object(main
.sys
, "exit")
3758 @mock.patch("main.configparser")
3759 @mock.patch("main.os")
3760 def test_parse_config(self
, os
, configparser
, exit
):
3761 with self
.subTest(pg_config
=True, report_path
=None):
3762 config_mock
= mock
.MagicMock()
3763 configparser
.ConfigParser
.return_value
= config_mock
3764 def config(element
):
3765 return element
== "postgresql"
3767 config_mock
.__contains
__.side_effect
= config
3768 config_mock
.__getitem
__.return_value
= "pg_config"
3770 result
= main
.parse_config("configfile")
3772 config_mock
.read
.assert_called_with("configfile")
3774 self
.assertEqual(["pg_config", None], result
)
3776 with self
.subTest(pg_config
=True, report_path
="present"):
3777 config_mock
= mock
.MagicMock()
3778 configparser
.ConfigParser
.return_value
= config_mock
3780 config_mock
.__contains
__.return_value
= True
3781 config_mock
.__getitem
__.side_effect
= [
3782 {"report_path": "report_path"}
,
3783 {"report_path": "report_path"}
,
3787 os
.path
.exists
.return_value
= False
3788 result
= main
.parse_config("configfile")
3790 config_mock
.read
.assert_called_with("configfile")
3791 self
.assertEqual(["pg_config", "report_path"], result
)
3792 os
.path
.exists
.assert_called_once_with("report_path")
3793 os
.makedirs
.assert_called_once_with("report_path")
3795 with self
.subTest(pg_config
=False),\
3796 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3797 config_mock
= mock
.MagicMock()
3798 configparser
.ConfigParser
.return_value
= config_mock
3799 result
= main
.parse_config("configfile")
3801 config_mock
.read
.assert_called_with("configfile")
3802 exit
.assert_called_once_with(1)
3803 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
3805 @mock.patch.object(main
.sys
, "exit")
3806 def test_parse_args(self
, exit
):
3807 with self
.subTest(config
="config.ini"):
3808 args
= main
.parse_args([])
3809 self
.assertEqual("config.ini", args
.config
)
3810 self
.assertFalse(args
.before
)
3811 self
.assertFalse(args
.after
)
3812 self
.assertFalse(args
.debug
)
3814 args
= main
.parse_args(["--before", "--after", "--debug"])
3815 self
.assertTrue(args
.before
)
3816 self
.assertTrue(args
.after
)
3817 self
.assertTrue(args
.debug
)
3819 exit
.assert_not_called()
3821 with self
.subTest(config
="inexistant"),\
3822 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3823 args
= main
.parse_args(["--config", "foo.bar"])
3824 exit
.assert_called_once_with(1)
3825 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
3827 @mock.patch.object(main
, "psycopg2")
3828 def test_fetch_markets(self
, psycopg2
):
3829 connect_mock
= mock
.Mock()
3830 cursor_mock
= mock
.MagicMock()
3831 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
3833 connect_mock
.cursor
.return_value
= cursor_mock
3834 psycopg2
.connect
.return_value
= connect_mock
3836 with self
.subTest(user
=None):
3837 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
3839 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3840 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
3842 self
.assertEqual(["row_1", "row_2"], rows
)
3844 psycopg2
.connect
.reset_mock()
3845 cursor_mock
.execute
.reset_mock()
3846 with self
.subTest(user
=1):
3847 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
3849 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3850 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
3852 self
.assertEqual(["row_1", "row_2"], rows
)
3855 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3856 class ProcessorTest(WebMockTestCase
):
3857 def test_values(self
):
3858 processor
= market
.Processor(self
.m
)
3860 self
.assertEqual(self
.m
, processor
.market
)
3862 def test_run_action(self
):
3863 processor
= market
.Processor(self
.m
)
3865 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
3866 method_mock
= mock
.Mock()
3867 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
3869 processor
.run_action("foo", "bar", "baz")
3871 parse_args
.assert_called_with("foo", "bar", "baz")
3873 method_mock
.assert_called_with(foo
="bar")
3875 processor
.run_action("wait_for_recent", "bar", "baz")
3877 method_mock
.assert_called_with(foo
="bar")
3879 def test_select_step(self
):
3880 processor
= market
.Processor(self
.m
)
3882 scenario
= processor
.scenarios
["sell_all"]
3884 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
3885 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
3886 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
3887 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
3888 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
3890 with self
.assertRaises(TypeError):
3891 processor
.select_steps(scenario
, ["wait"])
3893 @mock.patch("market.Processor.process_step")
3894 def test_process(self
, process_step
):
3895 processor
= market
.Processor(self
.m
)
3897 processor
.process("sell_all", foo
="bar")
3898 self
.assertEqual(3, process_step
.call_count
)
3900 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
3901 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
3902 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
3903 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
3904 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
3905 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
3907 process_step
.reset_mock()
3909 processor
.process("sell_needed", steps
=["before", "after"])
3910 self
.assertEqual(3, process_step
.call_count
)
3912 def test_method_arguments(self
):
3913 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
3914 m
= market
.Market(ccxt
, self
.market_args())
3916 processor
= market
.Processor(m
)
3918 method
, arguments
= processor
.method_arguments("wait_for_recent")
3919 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
3920 self
.assertEqual(["delta", "poll"], arguments
)
3922 method
, arguments
= processor
.method_arguments("prepare_trades")
3923 self
.assertEqual(m
.prepare_trades
, method
)
3924 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
3926 method
, arguments
= processor
.method_arguments("prepare_orders")
3927 self
.assertEqual(m
.trades
.prepare_orders
, method
)
3929 method
, arguments
= processor
.method_arguments("move_balances")
3930 self
.assertEqual(m
.move_balances
, method
)
3932 method
, arguments
= processor
.method_arguments("run_orders")
3933 self
.assertEqual(m
.trades
.run_orders
, method
)
3935 method
, arguments
= processor
.method_arguments("follow_orders")
3936 self
.assertEqual(m
.follow_orders
, method
)
3938 method
, arguments
= processor
.method_arguments("close_trades")
3939 self
.assertEqual(m
.trades
.close_trades
, method
)
3941 def test_process_step(self
):
3942 processor
= market
.Processor(self
.m
)
3944 with mock
.patch
.object(processor
, "run_action") as run_action
:
3945 step
= processor
.scenarios
["sell_needed"][1]
3947 processor
.process_step("foo", step
, {"foo":"bar"}
)
3949 self
.m
.report
.log_stage
.assert_has_calls([
3950 mock
.call("process_foo__1_sell_begin"),
3951 mock
.call("process_foo__1_sell_end"),
3953 self
.m
.balances
.fetch_balances
.assert_has_calls([
3954 mock
.call(tag
="process_foo__1_sell_begin"),
3955 mock
.call(tag
="process_foo__1_sell_end"),
3958 self
.assertEqual(5, run_action
.call_count
)
3960 run_action
.assert_has_calls([
3961 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
3962 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
3963 mock
.call('run_orders', {}, {'foo': 'bar'}
),
3964 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
3965 mock
.call('close_trades', {}, {'foo': 'bar'}
),
3969 with mock
.patch
.object(processor
, "run_action") as run_action
:
3970 step
= processor
.scenarios
["sell_needed"][0]
3972 processor
.process_step("foo", step
, {"foo":"bar"}
)
3973 self
.m
.balances
.fetch_balances
.assert_not_called()
3975 def test_parse_args(self
):
3976 processor
= market
.Processor(self
.m
)
3978 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3979 method_mock
= mock
.Mock()
3980 method_arguments
.return_value
= [
3984 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
3986 self
.assertEqual(method_mock
, method
)
3987 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
3989 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
3990 method_mock
= mock
.Mock()
3991 method_arguments
.return_value
= [
3995 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
3997 self
.assertEqual(1, len(args
["repartition"]))
3998 self
.assertIn("BTC", args
["repartition"])
4000 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4001 method_mock
= mock
.Mock()
4002 method_arguments
.return_value
= [
4004 ["repartition", "base_currency"]
4006 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
4008 self
.assertEqual(1, len(args
["repartition"]))
4009 self
.assertIn("USDT", args
["repartition"])
4011 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4012 method_mock
= mock
.Mock()
4013 method_arguments
.return_value
= [
4015 ["repartition", "base_currency"]
4017 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
4019 self
.assertEqual(1, len(args
["repartition"]))
4020 self
.assertIn("ETH", args
["repartition"])
4023 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
4024 class AcceptanceTest(WebMockTestCase
):
4025 @unittest.expectedFailure
4026 def test_success_sell_only_necessary(self
):
4027 # FIXME: catch stdout
4028 self
.m
.report
.verbose_print
= False
4031 "exchange_free": D("1.0"),
4032 "exchange_used": D("0.0"),
4033 "exchange_total": D("1.0"),
4037 "exchange_free": D("4.0"),
4038 "exchange_used": D("0.0"),
4039 "exchange_total": D("4.0"),
4043 "exchange_free": D("1000.0"),
4044 "exchange_used": D("0.0"),
4045 "exchange_total": D("1000.0"),
4046 "total": D("1000.0"),
4050 "ETH": (D("0.25"), "long"),
4051 "ETC": (D("0.25"), "long"),
4052 "BTC": (D("0.4"), "long"),
4053 "BTD": (D("0.01"), "short"),
4054 "B2X": (D("0.04"), "long"),
4055 "USDT": (D("0.05"), "long"),
4058 def fetch_ticker(symbol
):
4059 if symbol
== "ETH/BTC":
4061 "symbol": "ETH/BTC",
4065 if symbol
== "ETC/BTC":
4067 "symbol": "ETC/BTC",
4071 if symbol
== "XVG/BTC":
4073 "symbol": "XVG/BTC",
4074 "bid": D("0.00003"),
4077 if symbol
== "BTD/BTC":
4079 "symbol": "BTD/BTC",
4083 if symbol
== "B2X/BTC":
4085 "symbol": "B2X/BTC",
4089 if symbol
== "USDT/BTC":
4090 raise helper
.ExchangeError
4091 if symbol
== "BTC/USDT":
4093 "symbol": "BTC/USDT",
4097 self
.fail("Shouldn't have been called with {}".format(symbol
))
4099 market
= mock
.Mock()
4100 market
.fetch_all_balances
.return_value
= fetch_balance
4101 market
.fetch_ticker
.side_effect
= fetch_ticker
4102 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4104 helper
.prepare_trades(market
)
4106 balances
= portfolio
.BalanceStore
.all
4107 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
4108 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4109 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
4112 trades
= portfolio
.TradeStore
.all
4113 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4114 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4115 self
.assertEqual("dispose", trades
[0].action
)
4117 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4118 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4119 self
.assertEqual("acquire", trades
[1].action
)
4121 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4122 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4123 self
.assertEqual("dispose", trades
[2].action
)
4125 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4126 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4127 self
.assertEqual("acquire", trades
[3].action
)
4129 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4130 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4131 self
.assertEqual("acquire", trades
[4].action
)
4133 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4134 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4135 self
.assertEqual("acquire", trades
[5].action
)
4138 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4140 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4141 self
.assertEqual(2, len(all_orders
))
4142 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4143 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4144 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4145 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4148 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4149 self
.assertEqual("limit", type)
4150 if symbol
== "ETH/BTC":
4151 self
.assertEqual("sell", action
)
4152 self
.assertEqual(D('0.66666666'), amount
)
4153 self
.assertEqual(D("0.14014"), price
)
4154 elif symbol
== "XVG/BTC":
4155 self
.assertEqual("sell", action
)
4156 self
.assertEqual(1000, amount
)
4157 self
.assertEqual(D("0.00003003"), price
)
4159 self
.fail("I shouldn't have been called")
4164 market
.create_order
.side_effect
= create_order
4165 market
.order_precision
.return_value
= 8
4168 portfolio
.TradeStore
.run_orders()
4170 self
.assertEqual("open", all_orders
[0].status
)
4171 self
.assertEqual("open", all_orders
[1].status
)
4173 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4174 market
.privatePostReturnOrderTrades
.return_value
= [
4176 "tradeID": 42, "type": "buy", "fee": "0.0015",
4177 "date": "2017-12-30 12:00:12", "rate": "0.1",
4178 "amount": "10", "total": "1"
4181 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4183 helper
.follow_orders(verbose
=False)
4185 sleep
.assert_called_with(30)
4187 for order
in all_orders
:
4188 self
.assertEqual("closed", order
.status
)
4192 "exchange_free": D("1.0") / 3,
4193 "exchange_used": D("0.0"),
4194 "exchange_total": D("1.0") / 3,
4196 "total": D("1.0") / 3,
4199 "exchange_free": D("0.134"),
4200 "exchange_used": D("0.0"),
4201 "exchange_total": D("0.134"),
4203 "total": D("0.134"),
4206 "exchange_free": D("4.0"),
4207 "exchange_used": D("0.0"),
4208 "exchange_total": D("4.0"),
4213 "exchange_free": D("0.0"),
4214 "exchange_used": D("0.0"),
4215 "exchange_total": D("0.0"),
4220 market
.fetch_all_balances
.return_value
= fetch_balance
4222 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4224 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4226 balances
= portfolio
.BalanceStore
.all
4227 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4228 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4229 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4230 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4233 trades
= portfolio
.TradeStore
.all
4234 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4235 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4236 self
.assertEqual("dispose", trades
[0].action
)
4238 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4239 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4240 self
.assertEqual("acquire", trades
[1].action
)
4242 self
.assertNotIn("BTC", trades
)
4244 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4245 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4246 self
.assertEqual("dispose", trades
[2].action
)
4248 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4249 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4250 self
.assertEqual("acquire", trades
[3].action
)
4252 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4253 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4254 self
.assertEqual("acquire", trades
[4].action
)
4256 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4257 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4258 self
.assertEqual("acquire", trades
[5].action
)
4261 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4263 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4264 self
.assertEqual(4, len(all_orders
))
4265 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4266 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4267 self
.assertEqual("buy", all_orders
[0].action
)
4268 self
.assertEqual("long", all_orders
[0].trade_type
)
4270 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4271 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4272 self
.assertEqual("sell", all_orders
[1].action
)
4273 self
.assertEqual("short", all_orders
[1].trade_type
)
4275 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4276 self
.assertAlmostEqual(0, diff
.value
)
4277 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4278 self
.assertEqual("buy", all_orders
[2].action
)
4279 self
.assertEqual("long", all_orders
[2].trade_type
)
4281 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4282 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4283 self
.assertEqual("sell", all_orders
[3].action
)
4284 self
.assertEqual("long", all_orders
[3].trade_type
)
4288 # Move balances to margin
4292 # portfolio.TradeStore.run_orders()
4294 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4296 helper
.follow_orders(verbose
=False)
4298 sleep
.assert_called_with(30)
4300 if __name__
== '__main__':