+class AcceptanceTest(unittest.TestCase):
+ import time
+
+ def setUp(self):
+ super(AcceptanceTest, self).setUp()
+
+ self.patchers = [
+ mock.patch.multiple(portfolio.Balance, known_balances={}),
+ mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
+ mock.patch.multiple(portfolio.Trade,
+ ticker_cache={},
+ ticker_cache_timestamp=self.time.time(),
+ fees_cache={},
+ trades={}),
+ mock.patch.multiple(portfolio.Computation,
+ computations=portfolio.Computation.computations)
+ ]
+ for patcher in self.patchers:
+ patcher.start()
+
+ def test_success_sell_only_necessary(self):
+ fetch_balance = {
+ "ETH": {
+ "free": D("1.0"),
+ "used": D("0.0"),
+ "total": D("1.0"),
+ },
+ "ETC": {
+ "free": D("4.0"),
+ "used": D("0.0"),
+ "total": D("4.0"),
+ },
+ "XVG": {
+ "free": D("1000.0"),
+ "used": D("0.0"),
+ "total": D("1000.0"),
+ },
+ }
+ repartition = {
+ "ETH": 2500,
+ "ETC": 2500,
+ "BTC": 4000,
+ "BTD": 500,
+ "USDT": 500,
+ }
+
+ def fetch_ticker(symbol):
+ if symbol == "ETH/BTC":
+ return {
+ "symbol": "ETH/BTC",
+ "bid": D("0.14"),
+ "ask": D("0.16")
+ }
+ if symbol == "ETC/BTC":
+ return {
+ "symbol": "ETC/BTC",
+ "bid": D("0.002"),
+ "ask": D("0.003")
+ }
+ if symbol == "XVG/BTC":
+ return {
+ "symbol": "XVG/BTC",
+ "bid": D("0.00003"),
+ "ask": D("0.00005")
+ }
+ if symbol == "BTD/BTC":
+ return {
+ "symbol": "BTD/BTC",
+ "bid": D("0.0008"),
+ "ask": D("0.0012")
+ }
+ if symbol == "USDT/BTC":
+ raise portfolio.ccxt.ExchangeError
+ if symbol == "BTC/USDT":
+ return {
+ "symbol": "BTC/USDT",
+ "bid": D("14000"),
+ "ask": D("16000")
+ }
+ self.fail("Shouldn't have been called with {}".format(symbol))
+
+ market = mock.Mock()
+ market.fetch_balance.return_value = fetch_balance
+ market.fetch_ticker.side_effect = fetch_ticker
+ with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition):
+ # Action 1
+ portfolio.Balance.prepare_trades(market)
+
+ balances = portfolio.Balance.known_balances
+ self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
+ self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
+ self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
+
+
+ trades = portfolio.Trade.trades
+ self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
+ self.assertEqual("sell", trades["ETH"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETC"].value_to)
+ self.assertEqual("buy", trades["ETC"].action)
+
+ self.assertNotIn("BTC", trades)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["BTD"].value_to)
+ self.assertEqual("buy", trades["BTD"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["USDT"].value_to)
+ self.assertEqual("buy", trades["USDT"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
+ self.assertEqual("sell", trades["XVG"].action)
+
+ # Action 2
+ portfolio.Trade.prepare_orders(only="sell", compute_value=lambda x, y: x["bid"] * D("1.001"))
+
+ all_orders = portfolio.Trade.all_orders()
+ self.assertEqual(2, len(all_orders))
+ self.assertEqual(2, 3*all_orders[0].amount.value)
+ self.assertEqual(D("0.14014"), all_orders[0].rate)
+ self.assertEqual(1000, all_orders[1].amount.value)
+ self.assertEqual(D("0.00003003"), all_orders[1].rate)
+
+
+ def create_order(symbol, type, action, amount, price=None):
+ self.assertEqual("limit", type)
+ if symbol == "ETH/BTC":
+ self.assertEqual("bid", action)
+ self.assertEqual(2, 3*amount)
+ self.assertEqual(D("0.14014"), price)
+ elif symbol == "XVG/BTC":
+ self.assertEqual("bid", action)
+ self.assertEqual(1000, amount)
+ self.assertEqual(D("0.00003003"), price)
+ else:
+ self.fail("I shouldn't have been called")
+
+ return {
+ "id": symbol,
+ }
+ market.create_order.side_effect = create_order
+
+ # Action 3
+ portfolio.Trade.run_orders()
+
+ self.assertEqual("open", all_orders[0].status)
+ self.assertEqual("open", all_orders[1].status)
+
+ market.fetch_order.return_value = { "status": "closed" }
+ with mock.patch.object(portfolio.time, "sleep") as sleep:
+ # Action 4
+ portfolio.Trade.follow_orders(verbose=False)
+
+ sleep.assert_called_with(30)
+
+ for order in all_orders:
+ self.assertEqual("closed", order.status)
+
+ fetch_balance = {
+ "ETH": {
+ "free": D("1.0") / 3,
+ "used": D("0.0"),
+ "total": D("1.0") / 3,
+ },
+ "BTC": {
+ "free": D("0.134"),
+ "used": D("0.0"),
+ "total": D("0.134"),
+ },
+ "ETC": {
+ "free": D("4.0"),
+ "used": D("0.0"),
+ "total": D("4.0"),
+ },
+ "XVG": {
+ "free": D("0.0"),
+ "used": D("0.0"),
+ "total": D("0.0"),
+ },
+ }
+ market.fetch_balance.return_value = fetch_balance
+
+ with mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand", return_value=repartition):
+ # Action 5
+ portfolio.Balance.update_trades(market, only="buy", compute_value="average")
+
+ balances = portfolio.Balance.known_balances
+ self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
+ self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
+ self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
+ self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
+
+
+ trades = portfolio.Trade.trades
+ self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
+ self.assertEqual("sell", trades["ETH"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades["ETC"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.0485")), trades["ETC"].value_to)
+ self.assertEqual("buy", trades["ETC"].action)
+
+ self.assertNotIn("BTC", trades)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["BTD"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["BTD"].value_to)
+ self.assertEqual("buy", trades["BTD"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["USDT"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.0097")), trades["USDT"].value_to)
+ self.assertEqual("buy", trades["USDT"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades["XVG"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["XVG"].value_to)
+ self.assertEqual("sell", trades["XVG"].action)
+
+ # Action 6
+ portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"] * D("0.999"))
+
+ all_orders = portfolio.Trade.all_orders(state="pending")
+ self.assertEqual(3, len(all_orders))
+ self.assertEqual(portfolio.Amount("ETC", D("15.4")), all_orders[0].amount)
+ self.assertEqual(D("0.002997"), all_orders[0].rate)
+ self.assertEqual("ask", all_orders[0].action)
+ self.assertEqual(portfolio.Amount("BTD", D("9.7")), all_orders[1].amount)
+ self.assertEqual(D("0.0011988"), all_orders[1].rate)
+ self.assertEqual("ask", all_orders[1].action)
+ self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[2].amount)
+ self.assertEqual(D("15984"), all_orders[2].rate)
+ self.assertEqual("bid", all_orders[2].action)
+
+ with mock.patch.object(portfolio.time, "sleep") as sleep:
+ # Action 7
+ portfolio.Trade.follow_orders(verbose=False)
+
+ sleep.assert_called_with(30)
+
+ def tearDown(self):
+ for patcher in self.patchers:
+ patcher.stop()
+