2 import market
, store
, portfolio
, dbs
5 @unittest.skipUnless("unit" in limits
, "Unit skipped")
6 class MarketTest(WebMockTestCase
):
10 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
12 def test_values(self
):
13 m
= market
.Market(self
.ccxt
, self
.market_args())
15 self
.assertEqual(self
.ccxt
, m
.ccxt
)
16 self
.assertFalse(m
.debug
)
17 self
.assertIsInstance(m
.report
, market
.ReportStore
)
18 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
19 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
20 self
.assertEqual(m
, m
.report
.market
)
21 self
.assertEqual(m
, m
.trades
.market
)
22 self
.assertEqual(m
, m
.balances
.market
)
23 self
.assertEqual(m
, m
.ccxt
._market
)
25 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
26 self
.assertTrue(m
.debug
)
28 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
29 self
.assertFalse(m
.debug
)
31 with mock
.patch("market.ReportStore") as report_store
:
32 with self
.subTest(quiet
=False):
33 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
34 report_store
.assert_called_with(m
, verbose_print
=True)
35 report_store().log_market
.assert_called_once()
36 report_store
.reset_mock()
37 with self
.subTest(quiet
=True):
38 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
39 report_store
.assert_called_with(m
, verbose_print
=False)
40 report_store().log_market
.assert_called_once()
42 @mock.patch("market.ccxt")
43 def test_from_config(self
, ccxt
):
44 with mock
.patch("market.ReportStore"):
45 ccxt
.poloniexE
.return_value
= self
.ccxt
47 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
49 self
.assertEqual(self
.ccxt
, m
.ccxt
)
51 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
52 self
.assertEqual(True, m
.debug
)
54 def test_get_tickers(self
):
55 self
.ccxt
.fetch_tickers
.side_effect
= [
60 m
= market
.Market(self
.ccxt
, self
.market_args())
61 self
.assertEqual("tickers", m
.get_tickers())
62 self
.assertEqual("tickers", m
.get_tickers())
63 self
.ccxt
.fetch_tickers
.assert_called_once()
65 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
67 def test_get_ticker(self
):
68 with self
.subTest(get_tickers
=True):
69 self
.ccxt
.fetch_tickers
.return_value
= {
70 "ETH/ETC": { "bid": 1, "ask": 3 }
,
71 "XVG/ETH": { "bid": 10, "ask": 40 }
,
73 m
= market
.Market(self
.ccxt
, self
.market_args())
75 ticker
= m
.get_ticker("ETH", "ETC")
76 self
.assertEqual(1, ticker
["bid"])
77 self
.assertEqual(3, ticker
["ask"])
78 self
.assertEqual(2, ticker
["average"])
79 self
.assertFalse(ticker
["inverted"])
81 ticker
= m
.get_ticker("ETH", "XVG")
82 self
.assertEqual(0.0625, ticker
["average"])
83 self
.assertTrue(ticker
["inverted"])
84 self
.assertIn("original", ticker
)
85 self
.assertEqual(10, ticker
["original"]["bid"])
86 self
.assertEqual(25, ticker
["original"]["average"])
88 ticker
= m
.get_ticker("XVG", "XMR")
89 self
.assertIsNone(ticker
)
91 with self
.subTest(get_tickers
=False):
92 self
.ccxt
.fetch_tickers
.return_value
= None
93 self
.ccxt
.fetch_ticker
.side_effect
= [
94 { "bid": 1, "ask": 3 }
,
95 market
.ExchangeError("foo"),
96 { "bid": 10, "ask": 40 }
,
97 market
.ExchangeError("foo"),
98 market
.ExchangeError("foo"),
101 m
= market
.Market(self
.ccxt
, self
.market_args())
103 ticker
= m
.get_ticker("ETH", "ETC")
104 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
105 self
.assertEqual(1, ticker
["bid"])
106 self
.assertEqual(3, ticker
["ask"])
107 self
.assertEqual(2, ticker
["average"])
108 self
.assertFalse(ticker
["inverted"])
110 ticker
= m
.get_ticker("ETH", "XVG")
111 self
.assertEqual(0.0625, ticker
["average"])
112 self
.assertTrue(ticker
["inverted"])
113 self
.assertIn("original", ticker
)
114 self
.assertEqual(10, ticker
["original"]["bid"])
115 self
.assertEqual(25, ticker
["original"]["average"])
117 ticker
= m
.get_ticker("XVG", "XMR")
118 self
.assertIsNone(ticker
)
120 def test_fetch_fees(self
):
121 m
= market
.Market(self
.ccxt
, self
.market_args())
122 self
.ccxt
.fetch_fees
.return_value
= "Foo"
123 self
.assertEqual("Foo", m
.fetch_fees())
124 self
.ccxt
.fetch_fees
.assert_called_once()
125 self
.ccxt
.reset_mock()
126 self
.assertEqual("Foo", m
.fetch_fees())
127 self
.ccxt
.fetch_fees
.assert_not_called()
129 @mock.patch.object(market
.Portfolio
, "repartition")
130 @mock.patch.object(market
.Market
, "get_ticker")
131 @mock.patch.object(market
.TradeStore
, "compute_trades")
132 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
133 with self
.subTest(available_balance_only
=False),\
134 mock
.patch("market.ReportStore"):
135 def _get_ticker(c1
, c2
):
136 if c1
== "USDT" and c2
== "BTC":
137 return { "average": D("0.0001") }
138 if c1
== "XVG" and c2
== "BTC":
139 return { "average": D("0.000001") }
140 self
.fail("Should not be called with {}, {}".format(c1
, c2
))
141 get_ticker
.side_effect
= _get_ticker
143 repartition
.return_value
= {
144 "XEM": (D("0.75"), "long"),
145 "BTC": (D("0.25"), "long"),
147 m
= market
.Market(self
.ccxt
, self
.market_args())
148 self
.ccxt
.fetch_all_balances
.return_value
= {
150 "exchange_free": D("10000.0"),
151 "exchange_used": D("0.0"),
152 "exchange_total": D("10000.0"),
153 "total": D("10000.0")
156 "exchange_free": D("10000.0"),
157 "exchange_used": D("0.0"),
158 "exchange_total": D("10000.0"),
159 "total": D("10000.0")
163 m
.balances
.fetch_balances(tag
="tag")
166 compute_trades
.assert_called()
168 call
= compute_trades
.call_args
169 self
.assertEqual(1, call
[0][0]["USDT"].value
)
170 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
171 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
172 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
173 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
174 base_currency
='BTC', compute_value
='average',
175 available_balance_only
=False, liquidity
='medium',
176 only
=None, repartition
=None)
177 m
.report
.log_balances
.assert_called_once_with(tag
="tag", checkpoint
=None)
179 compute_trades
.reset_mock()
180 with self
.subTest(available_balance_only
=True),\
181 mock
.patch("market.ReportStore"):
182 def _get_ticker(c1
, c2
):
183 if c1
== "ZRC" and c2
== "BTC":
184 return { "average": D("0.0001") }
185 if c1
== "DOGE" and c2
== "BTC":
186 return { "average": D("0.000001") }
187 if c1
== "ETH" and c2
== "BTC":
188 return { "average": D("0.1") }
189 self
.fail("Should not be called with {}, {}".format(c1
, c2
))
190 get_ticker
.side_effect
= _get_ticker
192 repartition
.return_value
= {
193 "DOGE": (D("0.25"), "short"),
194 "BTC": (D("0.25"), "long"),
195 "ETH": (D("0.25"), "long"),
196 "XMR": (D("0.25"), "long"),
198 m
= market
.Market(self
.ccxt
, self
.market_args())
199 self
.ccxt
.fetch_all_balances
.return_value
= {
201 "exchange_free": D("2.0"),
202 "exchange_used": D("0.0"),
203 "exchange_total": D("2.0"),
207 "exchange_free": D("5.0"),
208 "exchange_used": D("0.0"),
209 "exchange_total": D("5.0"),
213 "exchange_free": D("0.075"),
214 "exchange_used": D("0.02"),
215 "exchange_total": D("0.095"),
216 "margin_available": D("0.025"),
217 "margin_in_position": D("0.01"),
218 "margin_total": D("0.035"),
222 "exchange_free": D("1.0"),
223 "exchange_used": D("0.0"),
224 "exchange_total": D("1.0"),
229 m
.balances
.fetch_balances(tag
="tag")
230 m
.prepare_trades(available_balance_only
=True)
231 compute_trades
.assert_called_once()
233 call
= compute_trades
.call_args
[0]
234 values_in_base
= call
[0]
235 new_repartition
= call
[1]
237 self
.assertEqual(portfolio
.Amount("BTC", "-0.025"),
238 new_repartition
["DOGE"] - values_in_base
["DOGE"])
239 self
.assertEqual(portfolio
.Amount("BTC", "0.025"),
240 new_repartition
["ETH"] - values_in_base
["ETH"])
242 new_repartition
["ZRC"] - values_in_base
["ZRC"])
243 self
.assertEqual(portfolio
.Amount("BTC", "0.025"),
244 new_repartition
["XMR"])
246 compute_trades
.reset_mock()
247 with self
.subTest(available_balance_only
=True, balance
=0),\
248 mock
.patch("market.ReportStore"):
249 def _get_ticker(c1
, c2
):
250 if c1
== "ETH" and c2
== "BTC":
251 return { "average": D("0.1") }
252 self
.fail("Should not be called with {}, {}".format(c1
, c2
))
253 get_ticker
.side_effect
= _get_ticker
255 repartition
.return_value
= {
256 "BTC": (D("0.5"), "long"),
257 "ETH": (D("0.5"), "long"),
259 m
= market
.Market(self
.ccxt
, self
.market_args())
260 self
.ccxt
.fetch_all_balances
.return_value
= {
262 "exchange_free": D("1.0"),
263 "exchange_used": D("0.0"),
264 "exchange_total": D("1.0"),
269 m
.balances
.fetch_balances(tag
="tag")
270 m
.prepare_trades(available_balance_only
=True)
271 compute_trades
.assert_called_once()
273 call
= compute_trades
.call_args
[0]
274 values_in_base
= call
[0]
275 new_repartition
= call
[1]
277 self
.assertEqual(new_repartition
["ETH"], values_in_base
["ETH"])
279 @mock.patch.object(market
.time
, "sleep")
280 @mock.patch.object(market
.TradeStore
, "all_orders")
281 def test_follow_orders(self
, all_orders
, time_mock
):
282 for debug
, sleep
in [
283 (False, None), (True, None),
284 (False, 12), (True, 12)]:
285 with self
.subTest(sleep
=sleep
, debug
=debug
), \
286 mock
.patch("market.ReportStore"):
287 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
289 order_mock1
= mock
.Mock()
290 order_mock2
= mock
.Mock()
291 order_mock3
= mock
.Mock()
292 all_orders
.side_effect
= [
293 [order_mock1
, order_mock2
],
294 [order_mock1
, order_mock2
],
296 [order_mock1
, order_mock3
],
297 [order_mock1
, order_mock3
],
299 [order_mock1
, order_mock3
],
300 [order_mock1
, order_mock3
],
305 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
306 order_mock2
.get_status
.side_effect
= ["open"]
307 order_mock3
.get_status
.side_effect
= ["open", "closed"]
309 order_mock1
.trade
= mock
.Mock()
310 order_mock2
.trade
= mock
.Mock()
311 order_mock3
.trade
= mock
.Mock()
313 m
.follow_orders(sleep
=sleep
)
315 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
316 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
317 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
318 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
320 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
321 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
322 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
324 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
325 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
326 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
327 m
.report
.log_stage
.assert_called()
329 mock
.call("follow_orders_begin"),
330 mock
.call("follow_orders_tick_1"),
331 mock
.call("follow_orders_tick_2"),
332 mock
.call("follow_orders_tick_3"),
333 mock
.call("follow_orders_end"),
335 m
.report
.log_stage
.assert_has_calls(calls
)
336 m
.report
.log_orders
.assert_called()
337 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
339 mock
.call([order_mock1
, order_mock2
], tick
=1),
340 mock
.call([order_mock1
, order_mock3
], tick
=2),
341 mock
.call([order_mock1
, order_mock3
], tick
=3),
343 m
.report
.log_orders
.assert_has_calls(calls
)
345 mock
.call(order_mock1
, 3, finished
=True),
346 mock
.call(order_mock3
, 3, finished
=True),
348 m
.report
.log_order
.assert_has_calls(calls
)
352 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
353 time_mock
.assert_called_with(7)
355 time_mock
.assert_called_with(30)
357 time_mock
.assert_called_with(sleep
)
359 with self
.subTest("disappearing order"), \
360 mock
.patch("market.ReportStore"):
361 all_orders
.reset_mock()
362 m
= market
.Market(self
.ccxt
, self
.market_args())
364 order_mock1
= mock
.Mock()
365 order_mock2
= mock
.Mock()
366 all_orders
.side_effect
= [
367 [order_mock1
, order_mock2
],
368 [order_mock1
, order_mock2
],
370 [order_mock1
, order_mock2
],
371 [order_mock1
, order_mock2
],
376 order_mock1
.get_status
.side_effect
= ["open", "closed"]
377 order_mock2
.get_status
.side_effect
= ["open", "error_disappeared"]
379 order_mock1
.trade
= mock
.Mock()
380 trade_mock
= mock
.Mock()
381 order_mock2
.trade
= trade_mock
383 trade_mock
.tick_actions_recreate
.return_value
= "tick1"
384 new_order_mock
= mock
.Mock()
385 trade_mock
.prepare_order
.return_value
= new_order_mock
389 trade_mock
.tick_actions_recreate
.assert_called_once_with(2)
390 trade_mock
.prepare_order
.assert_called_once_with(compute_value
="tick1")
391 m
.report
.log_error
.assert_called_once_with("follow_orders", message
=mock
.ANY
)
392 m
.report
.log_order
.assert_called_with(order_mock2
, 2, new_order
=new_order_mock
)
393 new_order_mock
.run
.assert_called_once_with()
395 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
396 def test_move_balance(self
, fetch_balances
):
397 for debug
in [True, False]:
398 with self
.subTest(debug
=debug
),\
399 mock
.patch("market.ReportStore"):
400 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
402 value_from
= portfolio
.Amount("BTC", "1.0")
403 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
404 value_to
= portfolio
.Amount("BTC", "10.0")
405 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
407 value_from
= portfolio
.Amount("BTC", "0.0")
408 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
409 value_to
= portfolio
.Amount("BTC", "-3.0")
410 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
412 value_from
= portfolio
.Amount("USDT", "0.0")
413 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
414 value_to
= portfolio
.Amount("USDT", "-50.0")
415 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
417 m
.trades
.all
= [trade1
, trade2
, trade3
]
418 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
419 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
420 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
421 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
425 fetch_balances
.assert_called_with()
426 m
.report
.log_move_balances
.assert_called_once()
429 m
.report
.log_debug_action
.assert_called()
430 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
432 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
433 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
434 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
436 m
.report
.reset_mock()
437 fetch_balances
.reset_mock()
438 with self
.subTest(retry
=True):
439 with mock
.patch("market.ReportStore"):
440 m
= market
.Market(self
.ccxt
, self
.market_args())
442 value_from
= portfolio
.Amount("BTC", "0.0")
443 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
444 value_to
= portfolio
.Amount("BTC", "-3.0")
445 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
447 m
.trades
.all
= [trade
]
448 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
449 m
.balances
.all
= {"BTC": balance}
451 m
.ccxt
.transfer_balance
.side_effect
= [
452 market
.ccxt
.RequestTimeout
,
453 market
.ccxt
.InvalidNonce
,
457 self
.ccxt
.transfer_balance
.assert_has_calls([
458 mock
.call("BTC", 3, "exchange", "margin"),
459 mock
.call("BTC", 3, "exchange", "margin"),
460 mock
.call("BTC", 3, "exchange", "margin")
462 self
.assertEqual(3, fetch_balances
.call_count
)
463 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
464 self
.assertEqual(3, m
.report
.log_move_balances
.call_count
)
466 self
.ccxt
.transfer_balance
.reset_mock()
467 m
.report
.reset_mock()
468 fetch_balances
.reset_mock()
469 with self
.subTest(retry
=True, too_much
=True):
470 with mock
.patch("market.ReportStore"):
471 m
= market
.Market(self
.ccxt
, self
.market_args())
473 value_from
= portfolio
.Amount("BTC", "0.0")
474 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
475 value_to
= portfolio
.Amount("BTC", "-3.0")
476 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
478 m
.trades
.all
= [trade
]
479 balance
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
480 m
.balances
.all
= {"BTC": balance}
482 m
.ccxt
.transfer_balance
.side_effect
= [
483 market
.ccxt
.RequestTimeout
,
484 market
.ccxt
.RequestTimeout
,
485 market
.ccxt
.RequestTimeout
,
486 market
.ccxt
.RequestTimeout
,
487 market
.ccxt
.RequestTimeout
,
489 with self
.assertRaises(market
.ccxt
.RequestTimeout
):
492 self
.ccxt
.transfer_balance
.reset_mock()
493 m
.report
.reset_mock()
494 fetch_balances
.reset_mock()
495 with self
.subTest(retry
=True, partial_result
=True):
496 with mock
.patch("market.ReportStore"):
497 m
= market
.Market(self
.ccxt
, self
.market_args())
499 value_from
= portfolio
.Amount("BTC", "1.0")
500 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
501 value_to
= portfolio
.Amount("BTC", "10.0")
502 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
504 value_from
= portfolio
.Amount("BTC", "0.0")
505 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
506 value_to
= portfolio
.Amount("BTC", "-3.0")
507 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
509 value_from
= portfolio
.Amount("USDT", "0.0")
510 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
511 value_to
= portfolio
.Amount("USDT", "-50.0")
512 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
514 m
.trades
.all
= [trade1
, trade2
, trade3
]
515 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
516 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
517 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
518 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
520 call_counts
= { "BTC": 0, "USDT": 0, "ETC": 0 }
521 def _transfer_balance(currency
, amount
, from_
, to_
):
522 call_counts
[currency
] += 1
523 if currency
== "BTC":
524 m
.balances
.all
["BTC"] = portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }
)
525 if currency
== "USDT":
526 if call_counts
["USDT"] == 1:
527 raise market
.ccxt
.RequestTimeout
529 m
.balances
.all
["USDT"] = portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }
)
530 if currency
== "ETC":
531 m
.balances
.all
["ETC"] = portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }
)
534 m
.ccxt
.transfer_balance
.side_effect
= _transfer_balance
537 self
.ccxt
.transfer_balance
.assert_has_calls([
538 mock
.call("BTC", 3, "exchange", "margin"),
539 mock
.call('USDT', 100, 'exchange', 'margin'),
540 mock
.call('USDT', 100, 'exchange', 'margin'),
541 mock
.call("ETC", 5, "margin", "exchange")
543 self
.assertEqual(2, fetch_balances
.call_count
)
544 m
.report
.log_error
.assert_called_with(mock
.ANY
, message
="Retrying", exception
=mock
.ANY
)
545 self
.assertEqual(2, m
.report
.log_move_balances
.call_count
)
546 m
.report
.log_move_balances
.asser_has_calls([
549 'BTC': portfolio
.Amount("BTC", "3"),
550 'USDT': portfolio
.Amount("USDT", "150"),
551 'ETC': portfolio
.Amount("ETC", "10"),
554 'BTC': portfolio
.Amount("BTC", "3"),
555 'USDT': portfolio
.Amount("USDT", "100"),
559 'BTC': portfolio
.Amount("BTC", "3"),
560 'USDT': portfolio
.Amount("USDT", "150"),
561 'ETC': portfolio
.Amount("ETC", "10"),
564 'BTC': portfolio
.Amount("BTC", "0"),
565 'USDT': portfolio
.Amount("USDT", "100"),
566 'ETC': portfolio
.Amount("ETC", "-5"),
571 def test_store_file_report(self
):
572 file_open
= mock
.mock_open()
573 m
= market
.Market(self
.ccxt
,
574 self
.market_args(report_path
="present"), user_id
=1)
575 with self
.subTest(file="present"),\
576 mock
.patch("market.open", file_open
),\
577 mock
.patch
.object(m
, "report") as report
,\
578 mock
.patch
.object(market
, "datetime") as time_mock
:
580 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
581 report
.to_json
.return_value
= "json_content"
583 m
.store_file_report(datetime
.datetime(2018, 2, 25))
585 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
586 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
587 file_open().write
.assert_any_call("json_content")
588 file_open().write
.assert_any_call("Foo\nBar")
589 m
.report
.to_json
.assert_called_once_with()
591 m
= market
.Market(self
.ccxt
, self
.market_args(report_path
="error"), user_id
=1)
592 with self
.subTest(file="error"),\
593 mock
.patch("market.open") as file_open
,\
594 mock
.patch
.object(m
, "report") as report
,\
595 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
596 file_open
.side_effect
= FileNotFoundError
598 m
.store_file_report(datetime
.datetime(2018, 2, 25))
600 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
602 @mock.patch.object(dbs
, "psql")
603 def test_store_database_report(self
, psql
):
604 cursor_mock
= mock
.MagicMock()
606 psql
.cursor
.return_value
= cursor_mock
607 m
= market
.Market(self
.ccxt
, self
.market_args(),
608 pg_config
={"config": "pg_config"}
, user_id
=1)
609 cursor_mock
.fetchone
.return_value
= [42]
611 with self
.subTest(error
=False),\
612 mock
.patch
.object(m
, "report") as report
:
613 report
.to_json_array
.return_value
= [
614 ("date1", "type1", "payload1"),
615 ("date2", "type2", "payload2"),
617 m
.store_database_report(datetime
.datetime(2018, 3, 24))
618 psql
.assert_has_calls([
620 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)),
621 mock
.call
.cursor().fetchone(),
622 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
623 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
625 mock
.call
.cursor().close(),
628 with self
.subTest(error
=True),\
629 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
630 psql
.cursor
.side_effect
= Exception("Bouh")
631 m
.store_database_report(datetime
.datetime(2018, 3, 24))
632 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
634 @mock.patch.object(dbs
, "redis")
635 def test_store_redis_report(self
, redis
):
636 m
= market
.Market(self
.ccxt
, self
.market_args(),
637 redis_config
={"config": "redis_config"}
, market_id
=1)
639 with self
.subTest(error
=False),\
640 mock
.patch
.object(m
, "report") as report
:
641 report
.to_json_redis
.return_value
= [
642 ("type1", "payload1"),
643 ("type2", "payload2"),
645 m
.store_redis_report(datetime
.datetime(2018, 3, 24))
646 redis
.assert_has_calls([
647 mock
.call
.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex
=31*24*60*60),
648 mock
.call
.set("/cryptoportfolio/1/latest/type1", "payload1"),
649 mock
.call
.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex
=31*24*60*60),
650 mock
.call
.set("/cryptoportfolio/1/latest/type2", "payload2"),
651 mock
.call
.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"),
655 with self
.subTest(error
=True),\
656 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
657 redis
.set.side_effect
= Exception("Bouh")
658 m
.store_redis_report(datetime
.datetime(2018, 3, 24))
659 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to redis: Exception; Bouh\n")
661 def test_store_report(self
):
662 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=False), user_id
=1)
663 with self
.subTest(file=None, pg_connected
=None),\
664 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
665 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
666 mock
.patch
.object(m
, "report") as report
,\
667 mock
.patch
.object(m
, "store_database_report") as db_report
,\
668 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
669 mock
.patch
.object(m
, "store_file_report") as file_report
:
670 psql
.return_value
= False
671 redis
.return_value
= False
673 report
.merge
.assert_called_with(store
.Portfolio
.report
)
675 file_report
.assert_not_called()
676 db_report
.assert_not_called()
677 redis_report
.assert_not_called()
680 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=False, report_path
="present"), user_id
=1)
681 with self
.subTest(file="present", pg_connected
=None),\
682 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
683 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
684 mock
.patch
.object(m
, "report") as report
,\
685 mock
.patch
.object(m
, "store_file_report") as file_report
,\
686 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
687 mock
.patch
.object(m
, "store_database_report") as db_report
,\
688 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
689 psql
.return_value
= False
690 redis
.return_value
= False
691 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
695 report
.merge
.assert_called_with(store
.Portfolio
.report
)
696 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
697 db_report
.assert_not_called()
698 redis_report
.assert_not_called()
701 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True, report_path
="present"), user_id
=1)
702 with self
.subTest(file="present", pg_connected
=None, report_db
=True),\
703 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
704 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
705 mock
.patch
.object(m
, "report") as report
,\
706 mock
.patch
.object(m
, "store_file_report") as file_report
,\
707 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
708 mock
.patch
.object(m
, "store_database_report") as db_report
,\
709 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
710 psql
.return_value
= False
711 redis
.return_value
= False
712 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
716 report
.merge
.assert_called_with(store
.Portfolio
.report
)
717 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
718 db_report
.assert_not_called()
719 redis_report
.assert_not_called()
722 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True), user_id
=1)
723 with self
.subTest(file=None, pg_connected
=True),\
724 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
725 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
726 mock
.patch
.object(m
, "report") as report
,\
727 mock
.patch
.object(m
, "store_file_report") as file_report
,\
728 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
729 mock
.patch
.object(m
, "store_database_report") as db_report
,\
730 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
731 psql
.return_value
= True
732 redis
.return_value
= False
733 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
737 report
.merge
.assert_called_with(store
.Portfolio
.report
)
738 file_report
.assert_not_called()
739 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
740 redis_report
.assert_not_called()
743 m
= market
.Market(self
.ccxt
, self
.market_args(report_db
=True, report_path
="present"),
745 with self
.subTest(file="present", pg_connected
=True),\
746 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
747 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
748 mock
.patch
.object(m
, "report") as report
,\
749 mock
.patch
.object(m
, "store_file_report") as file_report
,\
750 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
751 mock
.patch
.object(m
, "store_database_report") as db_report
,\
752 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
753 psql
.return_value
= True
754 redis
.return_value
= False
755 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
759 report
.merge
.assert_called_with(store
.Portfolio
.report
)
760 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
761 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
762 redis_report
.assert_not_called()
765 m
= market
.Market(self
.ccxt
, self
.market_args(report_redis
=False),
767 with self
.subTest(redis_connected
=True, report_redis
=False),\
768 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
769 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
770 mock
.patch
.object(m
, "report") as report
,\
771 mock
.patch
.object(m
, "store_file_report") as file_report
,\
772 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
773 mock
.patch
.object(m
, "store_database_report") as db_report
,\
774 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
775 psql
.return_value
= False
776 redis
.return_value
= True
777 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
780 redis_report
.assert_not_called()
783 m
= market
.Market(self
.ccxt
, self
.market_args(report_redis
=True),
785 with self
.subTest(redis_connected
=False, report_redis
=True),\
786 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
787 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
788 mock
.patch
.object(m
, "report") as report
,\
789 mock
.patch
.object(m
, "store_file_report") as file_report
,\
790 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
791 mock
.patch
.object(m
, "store_database_report") as db_report
,\
792 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
793 psql
.return_value
= False
794 redis
.return_value
= False
795 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
798 redis_report
.assert_not_called()
801 m
= market
.Market(self
.ccxt
, self
.market_args(report_redis
=True),
803 with self
.subTest(redis_connected
=True, report_redis
=True),\
804 mock
.patch
.object(dbs
, "psql_connected") as psql
,\
805 mock
.patch
.object(dbs
, "redis_connected") as redis
,\
806 mock
.patch
.object(m
, "report") as report
,\
807 mock
.patch
.object(m
, "store_file_report") as file_report
,\
808 mock
.patch
.object(m
, "store_redis_report") as redis_report
,\
809 mock
.patch
.object(m
, "store_database_report") as db_report
,\
810 mock
.patch
.object(market
.datetime
, "datetime") as time_mock
:
811 psql
.return_value
= False
812 redis
.return_value
= True
813 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
816 redis_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
818 def test_print_tickers(self
):
819 m
= market
.Market(self
.ccxt
, self
.market_args())
821 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
822 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
823 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
824 mock
.patch
.object(m
.report
, "print_log") as print_log
:
826 in_currency
.return_value
= {
827 "BTC": portfolio
.Amount("BTC", "0.65"),
828 "ETH": portfolio
.Amount("BTC", "0.3"),
833 print_log
.assert_has_calls([
835 mock
.call(portfolio
.Amount("BTC", "0.95")),
838 @mock.patch("market.Processor.process")
839 @mock.patch("market.ReportStore.log_error")
840 @mock.patch("market.Market.store_report")
841 def test_process(self
, store_report
, log_error
, process
):
842 m
= market
.Market(self
.ccxt
, self
.market_args())
843 with self
.subTest(actions
=[], before
=False, after
=False):
846 process
.assert_not_called()
847 store_report
.assert_called_once()
848 log_error
.assert_not_called()
851 log_error
.reset_mock()
852 store_report
.reset_mock()
853 with self
.subTest(before
=True, after
=False):
854 m
.process(["foo"], before
=True)
856 process
.assert_called_once_with("foo", steps
="before")
857 store_report
.assert_called_once()
858 log_error
.assert_not_called()
861 log_error
.reset_mock()
862 store_report
.reset_mock()
863 with self
.subTest(before
=False, after
=True):
864 m
.process(["sell_all"], after
=True)
866 process
.assert_called_once_with("sell_all", steps
="after")
867 store_report
.assert_called_once()
868 log_error
.assert_not_called()
871 log_error
.reset_mock()
872 store_report
.reset_mock()
873 with self
.subTest(before
=False, after
=False):
876 process
.assert_called_once_with("foo", steps
="all")
877 store_report
.assert_called_once()
878 log_error
.assert_not_called()
881 log_error
.reset_mock()
882 store_report
.reset_mock()
883 with self
.subTest(before
=True, after
=True):
884 m
.process(["sell_all"], before
=True, after
=True)
886 process
.assert_called_once_with("sell_all", steps
="all")
887 store_report
.assert_called_once()
888 log_error
.assert_not_called()
891 log_error
.reset_mock()
892 store_report
.reset_mock()
893 with self
.subTest(unhandled_exception
=True):
894 process
.side_effect
= Exception("bouh")
896 m
.process(["some_action"], before
=True)
897 log_error
.assert_called_with("market_process", exception
=mock
.ANY
, message
=mock
.ANY
)
898 store_report
.assert_called_once()
901 @unittest.skipUnless("unit" in limits
, "Unit skipped")
902 class ProcessorTest(WebMockTestCase
):
903 def test_values(self
):
904 processor
= market
.Processor(self
.m
)
906 self
.assertEqual(self
.m
, processor
.market
)
908 def test_run_action(self
):
909 processor
= market
.Processor(self
.m
)
911 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
912 method_mock
= mock
.Mock()
913 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
915 processor
.run_action("foo", "bar", "baz")
917 parse_args
.assert_called_with("foo", "bar", "baz")
919 method_mock
.assert_called_with(foo
="bar")
921 processor
.run_action("wait_for_recent", "bar", "baz")
923 method_mock
.assert_called_with(foo
="bar")
925 def test_select_step(self
):
926 processor
= market
.Processor(self
.m
)
928 scenario
= processor
.scenarios
["sell_all"]
930 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
931 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
932 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
933 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
934 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
936 with self
.assertRaises(TypeError):
937 processor
.select_steps(scenario
, ["wait"])
939 def test_can_process(self
):
940 processor
= market
.Processor(self
.m
)
942 with self
.subTest(True):
943 self
.assertTrue(processor
.can_process("sell_all"))
945 with self
.subTest(False):
946 self
.assertFalse(processor
.can_process("unknown_action"))
948 @mock.patch("market.Processor.process_step")
949 def test_process(self
, process_step
):
950 with self
.subTest("unknown action"):
951 processor
= market
.Processor(self
.m
)
952 with self
.assertRaises(TypeError):
953 processor
.process("unknown_action")
955 with self
.subTest("nominal case"):
956 processor
= market
.Processor(self
.m
)
958 processor
.process("sell_all", foo
="bar")
959 self
.assertEqual(3, process_step
.call_count
)
961 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
962 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
963 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
964 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
965 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
966 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
968 process_step
.reset_mock()
970 processor
.process("sell_needed", steps
=["before", "after"])
971 self
.assertEqual(4, process_step
.call_count
)
973 def test_method_arguments(self
):
974 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
975 m
= market
.Market(ccxt
, self
.market_args())
977 processor
= market
.Processor(m
)
979 method
, arguments
= processor
.method_arguments("wait_for_recent")
980 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
981 self
.assertEqual(["delta", "poll"], arguments
)
983 method
, arguments
= processor
.method_arguments("prepare_trades")
984 self
.assertEqual(m
.prepare_trades
, method
)
985 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments
)
987 method
, arguments
= processor
.method_arguments("prepare_orders")
988 self
.assertEqual(m
.trades
.prepare_orders
, method
)
990 method
, arguments
= processor
.method_arguments("move_balances")
991 self
.assertEqual(m
.move_balances
, method
)
993 method
, arguments
= processor
.method_arguments("run_orders")
994 self
.assertEqual(m
.trades
.run_orders
, method
)
996 method
, arguments
= processor
.method_arguments("follow_orders")
997 self
.assertEqual(m
.follow_orders
, method
)
999 method
, arguments
= processor
.method_arguments("close_trades")
1000 self
.assertEqual(m
.trades
.close_trades
, method
)
1002 method
, arguments
= processor
.method_arguments("print_tickers")
1003 self
.assertEqual(m
.print_tickers
, method
)
1005 def test_process_step(self
):
1006 processor
= market
.Processor(self
.m
)
1008 with mock
.patch
.object(processor
, "run_action") as run_action
:
1009 step
= processor
.scenarios
["sell_needed"][2]
1011 processor
.process_step("foo", step
, {"foo":"bar"}
)
1013 self
.m
.report
.log_stage
.assert_has_calls([
1014 mock
.call("process_foo__2_sell_begin"),
1015 mock
.call("process_foo__2_sell_end"),
1017 self
.m
.balances
.fetch_balances
.assert_has_calls([
1018 mock
.call(tag
="process_foo__2_sell_begin"),
1019 mock
.call(tag
="process_foo__2_sell_end"),
1022 self
.assertEqual(5, run_action
.call_count
)
1024 run_action
.assert_has_calls([
1025 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
1026 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
1027 mock
.call('run_orders', {}, {'foo': 'bar'}
),
1028 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
1029 mock
.call('close_trades', {}, {'foo': 'bar'}
),
1033 with mock
.patch
.object(processor
, "run_action") as run_action
:
1034 step
= processor
.scenarios
["sell_needed"][0]
1036 processor
.process_step("foo", step
, {"foo":"bar"}
)
1038 self
.m
.report
.log_stage
.assert_has_calls([
1039 mock
.call("process_foo__0_print_balances_begin"),
1040 mock
.call("process_foo__0_print_balances_end"),
1042 self
.m
.balances
.fetch_balances
.assert_has_calls([
1043 mock
.call(add_portfolio
=True, checkpoint
='end',
1046 tag
='process_foo__0_print_balances_begin')
1049 self
.assertEqual(0, run_action
.call_count
)
1052 with mock
.patch
.object(processor
, "run_action") as run_action
:
1053 step
= processor
.scenarios
["sell_needed"][1]
1055 processor
.process_step("foo", step
, {"foo":"bar"}
)
1056 self
.m
.balances
.fetch_balances
.assert_not_called()
1059 with mock
.patch
.object(processor
, "run_action") as run_action
:
1060 step
= processor
.scenarios
["print_balances"][0]
1062 processor
.process_step("foo", step
, {"foo":"bar"}
)
1063 self
.m
.balances
.fetch_balances
.assert_called_once_with(
1064 add_portfolio
=True, add_usdt
=True, log_tickers
=True,
1065 tag
='process_foo__1_print_balances_begin')
1067 def test_parse_args(self
):
1068 processor
= market
.Processor(self
.m
)
1070 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
1071 method_mock
= mock
.Mock()
1072 method_arguments
.return_value
= [
1076 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
1078 self
.assertEqual(method_mock
, method
)
1079 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
1081 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
1082 method_mock
= mock
.Mock()
1083 method_arguments
.return_value
= [
1087 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
1089 self
.assertEqual(1, len(args
["repartition"]))
1090 self
.assertIn("BTC", args
["repartition"])
1092 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
1093 method_mock
= mock
.Mock()
1094 method_arguments
.return_value
= [
1096 ["repartition", "base_currency"]
1098 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
1100 self
.assertEqual(1, len(args
["repartition"]))
1101 self
.assertIn("USDT", args
["repartition"])
1103 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
1104 method_mock
= mock
.Mock()
1105 method_arguments
.return_value
= [
1107 ["repartition", "base_currency"]
1109 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
1111 self
.assertEqual(1, len(args
["repartition"]))
1112 self
.assertIn("ETH", args
["repartition"])