+ def test_as_json(self):
+ value_from = portfolio.Amount("BTC", "0.5")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+
+ as_json = trade.as_json()
+ self.assertEqual("acquire", as_json["action"])
+ self.assertEqual(D("0.5"), as_json["from"])
+ self.assertEqual(D("1.0"), as_json["to"])
+ self.assertEqual("ETH", as_json["currency"])
+ self.assertEqual("BTC", as_json["base_currency"])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class OrderTest(WebMockTestCase):
+ def test_values(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("buy", order.action)
+ self.assertEqual(10, order.amount.value)
+ self.assertEqual("ETH", order.amount.currency)
+ self.assertEqual(D("0.1"), order.rate)
+ self.assertEqual("BTC", order.base_currency)
+ self.assertEqual("market", order.market)
+ self.assertEqual("long", order.trade_type)
+ self.assertEqual("pending", order.status)
+ self.assertEqual("trade", order.trade)
+ self.assertIsNone(order.id)
+ self.assertFalse(order.close_if_possible)
+
+ def test__repr(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade",
+ close_if_possible=True)
+ self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
+
+ def test_as_json(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ mouvement_mock1 = mock.Mock()
+ mouvement_mock1.as_json.return_value = 1
+ mouvement_mock2 = mock.Mock()
+ mouvement_mock2.as_json.return_value = 2
+
+ order.mouvements = [mouvement_mock1, mouvement_mock2]
+ as_json = order.as_json()
+ self.assertEqual("buy", as_json["action"])
+ self.assertEqual("long", as_json["trade_type"])
+ self.assertEqual(10, as_json["amount"])
+ self.assertEqual("ETH", as_json["currency"])
+ self.assertEqual("BTC", as_json["base_currency"])
+ self.assertEqual(D("0.1"), as_json["rate"])
+ self.assertEqual("pending", as_json["status"])
+ self.assertEqual(False, as_json["close_if_possible"])
+ self.assertIsNone(as_json["id"])
+ self.assertEqual([1, 2], as_json["mouvements"])
+
+ def test_account(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertEqual("exchange", order.account)
+
+ order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", "market", "trade")
+ self.assertEqual("margin", order.account)
+
+ def test_pending(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertTrue(order.pending)
+ order.status = "open"
+ self.assertFalse(order.pending)
+
+ def test_open(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertFalse(order.open)
+ order.status = "open"
+ self.assertTrue(order.open)
+
+ def test_finished(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", "market", "trade")
+ self.assertFalse(order.finished)
+ order.status = "closed"
+ self.assertTrue(order.finished)
+ order.status = "canceled"
+ self.assertTrue(order.finished)
+ order.status = "error"
+ self.assertTrue(order.finished)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ def test_cancel(self, fetch):
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+ self.m.report.log_debug_action.reset_mock()
+ self.assertEqual("canceled", order.status)
+
+ with self.subTest(desc="Nominal case"):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.id = 42
+
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_called_with(42)
+ fetch.assert_called_once_with()
+ self.m.report.log_debug_action.assert_not_called()
+
+ with self.subTest(exception=True):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.id = 42
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_called_with(42)
+ self.m.report.log_error.assert_called_once()
+
+ self.m.reset_mock()
+ with self.subTest(id=None):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "open"
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+
+ self.m.reset_mock()
+ with self.subTest(open=False):
+ self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.status = "closed"
+ order.cancel()
+ self.m.ccxt.cancel_order.assert_not_called()
+
+ def test_dust_amount_remaining(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
+ self.assertFalse(order.dust_amount_remaining())
+
+ order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
+ self.assertTrue(order.dust_amount_remaining())
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
+ def test_remaining_amount(self, filled_amount, fetch):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+
+ self.assertEqual(9, order.remaining_amount().value)
+
+ order.status = "open"
+ self.assertEqual(9, order.remaining_amount().value)
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ def test_filled_amount(self, fetch):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "3", "total": "0.3"
+ }))
+ order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 43, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 13:00:12", "rate": "0.2",
+ "amount": "2", "total": "0.4"
+ }))
+ self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
+ fetch.assert_not_called()
+ order.status = "open"
+ self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
+ fetch.assert_called_once()
+ self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
+
+ def test_fetch_mouvements(self):
+ self.m.ccxt.privatePostReturnOrderTrades.return_value = [
+ {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "3", "total": "0.3"
+ },
+ {
+ "tradeID": 43, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 13:00:12", "rate": "0.2",
+ "amount": "2", "total": "0.4"
+ }
+ ]
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 12
+ order.mouvements = ["Foo", "Bar", "Baz"]
+
+ order.fetch_mouvements()
+
+ self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
+ self.assertEqual(2, len(order.mouvements))
+ self.assertEqual(42, order.mouvements[0].id)
+ self.assertEqual(43, order.mouvements[1].id)
+
+ self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.fetch_mouvements()
+ self.assertEqual(0, len(order.mouvements))
+
+ def test_mark_finished_order(self):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ self.m.debug = False
+
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
+ self.m.ccxt.close_margin_position.reset_mock()
+
+ order.status = "open"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=False)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+
+ self.m.debug = True
+
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "short", self.m, "trade",
+ close_if_possible=True)
+ order.status = "closed"
+
+ order.mark_finished_order()
+ self.m.ccxt.close_margin_position.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+
+ @mock.patch.object(portfolio.Order, "fetch_mouvements")
+ @mock.patch.object(portfolio.Order, "fix_disappeared_order")
+ @mock.patch.object(portfolio.Order, "mark_finished_order")
+ def test_fetch(self, mark_finished_order, fix_disappeared_order, fetch_mouvements):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order.fetch()
+ self.m.report.log_debug_action.assert_called_once()
+ self.m.report.log_debug_action.reset_mock()
+ self.m.ccxt.fetch_order.assert_not_called()
+ mark_finished_order.assert_not_called()
+ fix_disappeared_order.assert_not_called()
+ fetch_mouvements.assert_not_called()
+
+ with self.subTest(debug=False):
+ self.m.debug = False
+ self.m.ccxt.fetch_order.return_value = {
+ "status": "foo",
+ "datetime": "timestamp"
+ }
+ order.fetch()
+
+ self.m.ccxt.fetch_order.assert_called_once_with(45)
+ fetch_mouvements.assert_called_once()
+ self.assertEqual("foo", order.status)
+ self.assertEqual("timestamp", order.timestamp)
+ self.assertEqual(1, len(order.results))
+ self.m.report.log_debug_action.assert_not_called()
+ mark_finished_order.assert_called_once()
+ fix_disappeared_order.assert_called_once()
+
+ mark_finished_order.reset_mock()
+ with self.subTest(missing_order=True):
+ self.m.ccxt.fetch_order.side_effect = [
+ portfolio.OrderNotCached,
+ ]
+ order.fetch()
+ self.assertEqual("closed_unknown", order.status)
+ mark_finished_order.assert_called_once()
+
+ def test_fix_disappeared_order(self):
+ with self.subTest("Open order"):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
+ "tradeID":21336541,
+ "currencyPair":"BTC_XRP",
+ "type":"sell",
+ "rate":"0.00007013",
+ "amount":"0.00000222",
+ "total":"0.00000000",
+ "fee":"0.00150000",
+ "date":"2018-04-02 00:09:13"
+ }))
+ with mock.patch.object(order, "trade") as trade:
+ order.fix_disappeared_order()
+ trade.reopen_same_order.assert_not_called()
+
+ with self.subTest("Non-zero amount"):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ order.status = "closed"
+ order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
+ "tradeID":21336541,
+ "currencyPair":"BTC_XRP",
+ "type":"sell",
+ "rate":"0.00007013",
+ "amount":"0.00000222",
+ "total":"0.00000010",
+ "fee":"0.00150000",
+ "date":"2018-04-02 00:09:13"
+ }))
+ with mock.patch.object(order, "trade") as trade:
+ order.fix_disappeared_order()
+ self.assertEqual("closed", order.status)
+ trade.reopen_same_order.assert_not_called()
+
+ with self.subTest("Other mouvements"):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ order.status = "closed"
+ order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
+ "tradeID":21336541,
+ "currencyPair":"BTC_XRP",
+ "type":"sell",
+ "rate":"0.00007013",
+ "amount":"0.00000222",
+ "total":"0.00000001",
+ "fee":"0.00150000",
+ "date":"2018-04-02 00:09:13"
+ }))
+ order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
+ "tradeID":21336541,
+ "currencyPair":"BTC_XRP",
+ "type":"sell",
+ "rate":"0.00007013",
+ "amount":"0.00000222",
+ "total":"0.00000000",
+ "fee":"0.00150000",
+ "date":"2018-04-02 00:09:13"
+ }))
+ with mock.patch.object(order, "trade") as trade:
+ order.fix_disappeared_order()
+ self.assertEqual("closed", order.status)
+ trade.reopen_same_order.assert_not_called()
+
+ with self.subTest("Order disappeared"):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.id = 45
+ order.status = "closed"
+ order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
+ "tradeID":21336541,
+ "currencyPair":"BTC_XRP",
+ "type":"sell",
+ "rate":"0.00007013",
+ "amount":"0.00000222",
+ "total":"0.00000000",
+ "fee":"0.00150000",
+ "date":"2018-04-02 00:09:13"
+ }))
+ with mock.patch.object(order, "trade") as trade:
+ trade.reopen_same_order.return_value = "New order"
+ order.fix_disappeared_order()
+ self.assertEqual("error_disappeared", order.status)
+ trade.reopen_same_order.assert_called_once_with(order)
+ self.m.report.log_error.assert_called_once_with('fetch',
+ message='Order Order(buy long 10.00000000 ETH at 0.1 BTC [error_disappeared]) disappeared, recreating it as New order')
+
+ @mock.patch.object(portfolio.Order, "fetch")
+ def test_get_status(self, fetch):
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.assertEqual("pending", order.get_status())
+ fetch.assert_not_called()
+ self.m.report.log_debug_action.assert_called_once()
+
+ with self.subTest(debug=False, finished=False):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ def _fetch(order):
+ def update_status():
+ order.status = "open"
+ return update_status
+ fetch.side_effect = _fetch(order)
+ self.assertEqual("open", order.get_status())
+ fetch.assert_called_once()
+
+ fetch.reset_mock()
+ with self.subTest(debug=False, finished=True):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ def _fetch(order):
+ def update_status():
+ order.status = "closed"
+ return update_status
+ fetch.side_effect = _fetch(order)
+ self.assertEqual("closed", order.get_status())
+ fetch.assert_called_once()
+
+ def test_run(self):
+ self.m.ccxt.order_precision.return_value = 4
+ with self.subTest(debug=True):
+ self.m.debug = True
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.run()
+ self.m.ccxt.create_order.assert_not_called()
+ self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
+ self.assertEqual("open", order.status)
+ self.assertEqual(1, len(order.results))
+ self.assertEqual(-1, order.id)
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(debug=False):
+ self.m.debug = False
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.return_value = { "id": 123 }
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(1, len(order.results))
+ self.assertEqual("open", order.status)
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(exception=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = Exception("bouh")
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("error", order.status)
+ self.m.report.log_error.assert_called_once()
+
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(dust_amount_exception=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
+ order.run()
+ self.m.ccxt.create_order.assert_called_once()
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("closed", order.status)
+ mark_finished_order.assert_called_once()
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.create_order.reset_mock()
+ with self.subTest(insufficient_funds=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ { "id": 123 },
+ ]
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(4, self.m.ccxt.create_order.call_count)
+ self.assertEqual(1, len(order.results))
+ self.assertEqual("open", order.status)
+ self.assertEqual(4, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(4, self.m.report.log_error.call_count)
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.create_order.reset_mock()
+ self.m.report.log_error.reset_mock()
+ with self.subTest(insufficient_funds=True),\
+ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ portfolio.InsufficientFunds,
+ ]
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(5, self.m.ccxt.create_order.call_count)
+ self.assertEqual(0, len(order.results))
+ self.assertEqual("error", order.status)
+ self.assertEqual(5, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(5, self.m.report.log_error.call_count)
+ 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)
+
+ self.m.reset_mock()
+ with self.subTest(invalid_nonce=True):
+ with self.subTest(retry_success=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InvalidNonce,
+ portfolio.InvalidNonce,
+ { "id": 123 },
+ ]
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(3, self.m.ccxt.create_order.call_count)
+ self.assertEqual(3, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(2, self.m.report.log_error.call_count)
+ self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
+ self.assertEqual(123, order.id)
+
+ self.m.reset_mock()
+ with self.subTest(retry_success=False):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.InvalidNonce,
+ portfolio.InvalidNonce,
+ portfolio.InvalidNonce,
+ portfolio.InvalidNonce,
+ portfolio.InvalidNonce,
+ ]
+ order.run()
+ self.assertEqual(5, self.m.ccxt.create_order.call_count)
+ self.assertEqual(5, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(5, self.m.report.log_error.call_count)
+ self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY)
+ self.assertEqual("error", order.status)
+
+ self.m.reset_mock()
+ with self.subTest(request_timeout=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ with self.subTest(retrieved=False), \
+ mock.patch.object(order, "retrieve_order") as retrieve:
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.RequestTimeout,
+ portfolio.RequestTimeout,
+ { "id": 123 },
+ ]
+ retrieve.return_value = False
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(3, self.m.ccxt.create_order.call_count)
+ self.assertEqual(3, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(2, self.m.report.log_error.call_count)
+ self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
+ self.assertEqual(123, order.id)
+
+ self.m.reset_mock()
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ with self.subTest(retrieved=True), \
+ mock.patch.object(order, "retrieve_order") as retrieve:
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.RequestTimeout,
+ ]
+ def _retrieve():
+ order.results.append({"id": 123})
+ return True
+ retrieve.side_effect = _retrieve
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(1, self.m.ccxt.create_order.call_count)
+ self.assertEqual(1, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(1, self.m.report.log_error.call_count)
+ self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
+ self.assertEqual(123, order.id)
+
+ self.m.reset_mock()
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ with self.subTest(retrieved=False), \
+ mock.patch.object(order, "retrieve_order") as retrieve:
+ self.m.ccxt.create_order.side_effect = [
+ portfolio.RequestTimeout,
+ portfolio.RequestTimeout,
+ portfolio.RequestTimeout,
+ portfolio.RequestTimeout,
+ portfolio.RequestTimeout,
+ ]
+ retrieve.return_value = False
+ order.run()
+ self.m.ccxt.create_order.assert_has_calls([
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
+ ])
+ self.assertEqual(5, self.m.ccxt.create_order.call_count)
+ self.assertEqual(5, order.tries)
+ self.m.report.log_error.assert_called()
+ self.assertEqual(5, self.m.report.log_error.call_count)
+ self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY)
+ self.assertEqual("error", order.status)
+
+ def test_retrieve_order(self):
+ with self.subTest(similar_open_order=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.fetch_orders.return_value = [
+ { # Wrong amount
+ 'amount': 0.002, 'cost': 0.1,
+ 'datetime': '2018-03-25T15:15:51.000Z',
+ 'fee': None, 'filled': 0.0,
+ 'id': '1',
+ 'info': {
+ 'amount': '0.002',
+ 'date': '2018-03-25 15:15:51',
+ 'margin': 0, 'orderNumber': '1',
+ 'price': '0.1', 'rate': '0.1',
+ 'side': 'buy', 'startingAmount': '0.002',
+ 'status': 'open', 'total': '0.0002',
+ 'type': 'limit'
+ },
+ 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
+ 'status': 'open', 'symbol': 'ETH/BTC',
+ 'timestamp': 1521990951000, 'trades': None,
+ 'type': 'limit'
+ },
+ { # Margin
+ 'amount': 0.001, 'cost': 0.1,
+ 'datetime': '2018-03-25T15:15:51.000Z',
+ 'fee': None, 'filled': 0.0,
+ 'id': '2',
+ 'info': {
+ 'amount': '0.001',
+ 'date': '2018-03-25 15:15:51',
+ 'margin': 1, 'orderNumber': '2',
+ 'price': '0.1', 'rate': '0.1',
+ 'side': 'buy', 'startingAmount': '0.001',
+ 'status': 'open', 'total': '0.0001',
+ 'type': 'limit'
+ },
+ 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
+ 'status': 'open', 'symbol': 'ETH/BTC',
+ 'timestamp': 1521990951000, 'trades': None,
+ 'type': 'limit'
+ },
+ { # selling
+ 'amount': 0.001, 'cost': 0.1,
+ 'datetime': '2018-03-25T15:15:51.000Z',
+ 'fee': None, 'filled': 0.0,
+ 'id': '3',
+ 'info': {
+ 'amount': '0.001',
+ 'date': '2018-03-25 15:15:51',
+ 'margin': 0, 'orderNumber': '3',
+ 'price': '0.1', 'rate': '0.1',
+ 'side': 'sell', 'startingAmount': '0.001',
+ 'status': 'open', 'total': '0.0001',
+ 'type': 'limit'
+ },
+ 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
+ 'status': 'open', 'symbol': 'ETH/BTC',
+ 'timestamp': 1521990951000, 'trades': None,
+ 'type': 'limit'
+ },
+ { # Wrong rate
+ 'amount': 0.001, 'cost': 0.15,
+ 'datetime': '2018-03-25T15:15:51.000Z',
+ 'fee': None, 'filled': 0.0,
+ 'id': '4',
+ 'info': {
+ 'amount': '0.001',
+ 'date': '2018-03-25 15:15:51',
+ 'margin': 0, 'orderNumber': '4',
+ 'price': '0.15', 'rate': '0.15',
+ 'side': 'buy', 'startingAmount': '0.001',
+ 'status': 'open', 'total': '0.0001',
+ 'type': 'limit'
+ },
+ 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
+ 'status': 'open', 'symbol': 'ETH/BTC',
+ 'timestamp': 1521990951000, 'trades': None,
+ 'type': 'limit'
+ },
+ { # All good
+ 'amount': 0.001, 'cost': 0.1,
+ 'datetime': '2018-03-25T15:15:51.000Z',
+ 'fee': None, 'filled': 0.0,
+ 'id': '5',
+ 'info': {
+ 'amount': '0.001',
+ 'date': '2018-03-25 15:15:51',
+ 'margin': 0, 'orderNumber': '1',
+ 'price': '0.1', 'rate': '0.1',
+ 'side': 'buy', 'startingAmount': '0.001',
+ 'status': 'open', 'total': '0.0001',
+ 'type': 'limit'
+ },
+ 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
+ 'status': 'open', 'symbol': 'ETH/BTC',
+ 'timestamp': 1521990951000, 'trades': None,
+ 'type': 'limit'
+ }
+ ]
+ result = order.retrieve_order()
+ self.assertTrue(result)
+ self.assertEqual('5', order.results[0]["id"])
+ self.m.ccxt.fetch_my_trades.assert_not_called()
+ self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
+
+ self.m.reset_mock()
+ with self.subTest(similar_open_order=False, past_trades=True):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.fetch_orders.return_value = []
+ self.m.ccxt.fetch_my_trades.return_value = [
+ { # Wrong timestamp 1
+ 'amount': 0.0006,
+ 'cost': 0.00006,
+ 'datetime': '2018-03-25T15:15:14.000Z',
+ 'id': '1-1',
+ 'info': {
+ 'amount': '0.0006',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:15:14',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '1',
+ 'rate': '0.1',
+ 'total': '0.00006',
+ 'tradeID': '1-1',
+ 'type': 'buy'
+ },
+ 'order': '1',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983714,
+ 'type': 'limit'
+ },
+ { # Wrong timestamp 2
+ 'amount': 0.0004,
+ 'cost': 0.00004,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '1-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '1',
+ 'rate': '0.1',
+ 'total': '0.00004',
+ 'tradeID': '1-2',
+ 'type': 'buy'
+ },
+ 'order': '1',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ { # Wrong side 1
+ 'amount': 0.0006,
+ 'cost': 0.00006,
+ 'datetime': '2018-03-25T15:15:54.000Z',
+ 'id': '2-1',
+ 'info': {
+ 'amount': '0.0006',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:15:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '2',
+ 'rate': '0.1',
+ 'total': '0.00006',
+ 'tradeID': '2-1',
+ 'type': 'sell'
+ },
+ 'order': '2',
+ 'price': 0.1,
+ 'side': 'sell',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983754,
+ 'type': 'limit'
+ },
+ { # Wrong side 2
+ 'amount': 0.0004,
+ 'cost': 0.00004,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '2-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '2',
+ 'rate': '0.1',
+ 'total': '0.00004',
+ 'tradeID': '2-2',
+ 'type': 'buy'
+ },
+ 'order': '2',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ { # Margin trade 1
+ 'amount': 0.0006,
+ 'cost': 0.00006,
+ 'datetime': '2018-03-25T15:15:54.000Z',
+ 'id': '3-1',
+ 'info': {
+ 'amount': '0.0006',
+ 'category': 'marginTrade',
+ 'date': '2018-03-25 15:15:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '3',
+ 'rate': '0.1',
+ 'total': '0.00006',
+ 'tradeID': '3-1',
+ 'type': 'buy'
+ },
+ 'order': '3',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983754,
+ 'type': 'limit'
+ },
+ { # Margin trade 2
+ 'amount': 0.0004,
+ 'cost': 0.00004,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '3-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'marginTrade',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '3',
+ 'rate': '0.1',
+ 'total': '0.00004',
+ 'tradeID': '3-2',
+ 'type': 'buy'
+ },
+ 'order': '3',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ { # Wrong amount 1
+ 'amount': 0.0005,
+ 'cost': 0.00005,
+ 'datetime': '2018-03-25T15:15:54.000Z',
+ 'id': '4-1',
+ 'info': {
+ 'amount': '0.0005',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:15:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '4',
+ 'rate': '0.1',
+ 'total': '0.00005',
+ 'tradeID': '4-1',
+ 'type': 'buy'
+ },
+ 'order': '4',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983754,
+ 'type': 'limit'
+ },
+ { # Wrong amount 2
+ 'amount': 0.0004,
+ 'cost': 0.00004,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '4-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '4',
+ 'rate': '0.1',
+ 'total': '0.00004',
+ 'tradeID': '4-2',
+ 'type': 'buy'
+ },
+ 'order': '4',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ { # Wrong price 1
+ 'amount': 0.0006,
+ 'cost': 0.000066,
+ 'datetime': '2018-03-25T15:15:54.000Z',
+ 'id': '5-1',
+ 'info': {
+ 'amount': '0.0006',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:15:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '5',
+ 'rate': '0.11',
+ 'total': '0.000066',
+ 'tradeID': '5-1',
+ 'type': 'buy'
+ },
+ 'order': '5',
+ 'price': 0.11,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983754,
+ 'type': 'limit'
+ },
+ { # Wrong price 2
+ 'amount': 0.0004,
+ 'cost': 0.00004,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '5-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '5',
+ 'rate': '0.1',
+ 'total': '0.00004',
+ 'tradeID': '5-2',
+ 'type': 'buy'
+ },
+ 'order': '5',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ { # All good 1
+ 'amount': 0.0006,
+ 'cost': 0.00006,
+ 'datetime': '2018-03-25T15:15:54.000Z',
+ 'id': '7-1',
+ 'info': {
+ 'amount': '0.0006',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:15:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 1,
+ 'orderNumber': '7',
+ 'rate': '0.1',
+ 'total': '0.00006',
+ 'tradeID': '7-1',
+ 'type': 'buy'
+ },
+ 'order': '7',
+ 'price': 0.1,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983754,
+ 'type': 'limit'
+ },
+ { # All good 2
+ 'amount': 0.0004,
+ 'cost': 0.000036,
+ 'datetime': '2018-03-25T15:16:54.000Z',
+ 'id': '7-2',
+ 'info': {
+ 'amount': '0.0004',
+ 'category': 'exchange',
+ 'date': '2018-03-25 15:16:54',
+ 'fee': '0.00150000',
+ 'globalTradeID': 2,
+ 'orderNumber': '7',
+ 'rate': '0.09',
+ 'total': '0.000036',
+ 'tradeID': '7-2',
+ 'type': 'buy'
+ },
+ 'order': '7',
+ 'price': 0.09,
+ 'side': 'buy',
+ 'symbol': 'ETH/BTC',
+ 'timestamp': 1521983814,
+ 'type': 'limit'
+ },
+ ]
+
+ result = order.retrieve_order()
+ self.assertTrue(result)
+ self.assertEqual('7', order.results[0]["id"])
+ self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
+
+ self.m.reset_mock()
+ with self.subTest(similar_open_order=False, past_trades=False):
+ order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
+ D("0.1"), "BTC", "long", self.m, "trade")
+ order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
+
+ self.m.ccxt.order_precision.return_value = 8
+ self.m.ccxt.fetch_orders.return_value = []
+ self.m.ccxt.fetch_my_trades.return_value = []
+ result = order.retrieve_order()
+ self.assertFalse(result)
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class MouvementTest(WebMockTestCase):
+ def test_values(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("ETH", mouvement.currency)
+ self.assertEqual("BTC", mouvement.base_currency)
+ self.assertEqual(42, mouvement.id)
+ self.assertEqual("buy", mouvement.action)
+ self.assertEqual(D("0.0015"), mouvement.fee_rate)
+ self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
+ self.assertEqual(D("0.1"), mouvement.rate)
+ self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
+ self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
+
+ mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
+ self.assertIsNone(mouvement.date)
+ self.assertIsNone(mouvement.id)
+ self.assertIsNone(mouvement.action)
+ self.assertEqual(-1, mouvement.fee_rate)
+ self.assertEqual(0, mouvement.rate)
+ self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
+ self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
+
+ def test__repr(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
+
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy",
+ "date": "garbage", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
+
+ def test_as_json(self):
+ mouvement = portfolio.Mouvement("ETH", "BTC", {
+ "tradeID": 42, "type": "buy", "fee": "0.0015",
+ "date": "2017-12-30 12:00:12", "rate": "0.1",
+ "amount": "10", "total": "1"
+ })
+ as_json = mouvement.as_json()
+
+ self.assertEqual(D("0.0015"), as_json["fee_rate"])
+ self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
+ self.assertEqual("buy", as_json["action"])
+ self.assertEqual(D("10"), as_json["total"])
+ self.assertEqual(D("1"), as_json["total_in_base"])
+ self.assertEqual("BTC", as_json["base_currency"])
+ self.assertEqual("ETH", as_json["currency"])
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class ReportStoreTest(WebMockTestCase):
+ def test_add_log(self):
+ report_store = market.ReportStore(self.m)
+ report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
+
+ def test_set_verbose(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True):
+ report_store.set_verbose(True)
+ self.assertTrue(report_store.verbose_print)
+
+ with self.subTest(verbose=False):
+ report_store.set_verbose(False)
+ self.assertFalse(report_store.verbose_print)
+
+ def test_merge(self):
+ report_store1 = market.ReportStore(self.m, verbose_print=False)
+ report_store2 = market.ReportStore(None, verbose_print=False)
+
+ report_store2.log_stage("1")
+ report_store1.log_stage("2")
+ report_store2.log_stage("3")
+
+ report_store1.merge(report_store2)
+
+ self.assertEqual(3, len(report_store1.logs))
+ self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
+ self.assertEqual(6, len(report_store1.print_logs))
+
+ def test_print_log(self):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(verbose=True),\
+ mock.patch.object(store, "datetime") as time_mock,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
+ report_store.set_verbose(True)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
+
+ with self.subTest(verbose=False),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ report_store.set_verbose(False)
+ report_store.print_log("Coucou")
+ report_store.print_log(portfolio.Amount("BTC", 1))
+ self.assertEqual(stdout_mock.getvalue(), "")
+
+ def test_default_json_serial(self):
+ report_store = market.ReportStore(self.m)
+
+ self.assertEqual("2018-02-24T00:00:00",
+ report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
+ self.assertEqual("1.00000000 BTC",
+ report_store.default_json_serial(portfolio.Amount("BTC", 1)))
+
+ def test_to_json(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({"foo": "bar"})
+ self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
+ report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
+ self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
+ report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
+ 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())
+
+ def test_to_json_array(self):
+ report_store = market.ReportStore(self.m)
+ report_store.logs.append({
+ "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
+ })
+ report_store.logs.append({
+ "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
+ })
+ logs = list(report_store.to_json_array())
+
+ self.assertEqual(2, len(logs))
+ self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
+ self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_stage(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ c = lambda x: x
+ report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
+ print_log.assert_has_calls([
+ mock.call("-----------"),
+ mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'stage',
+ 'stage': 'foo',
+ 'args': {
+ 'bar': 'baz',
+ 'c': 'c = lambda x: x',
+ 'd': {
+ 'currency': 'BTC',
+ 'value': D('1')
+ }
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ self.m.balances.as_json.return_value = "json"
+ self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
+
+ report_store.log_balances(tag="tag")
+ print_log.assert_has_calls([
+ mock.call("[Balance]"),
+ mock.call("\tbar"),
+ mock.call("\tbaz"),
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'balance',
+ 'balances': 'json',
+ 'tag': 'tag'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_tickers(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ amounts["ETH"].rate = D("0.1")
+
+ report_store.log_tickers(amounts, "BTC", "default", "total")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'default',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ add_log.reset_mock()
+ compute_value = lambda x: x["bid"]
+ report_store.log_tickers(amounts, "BTC", compute_value, "total")
+ add_log.assert_called_once_with({
+ 'type': 'tickers',
+ 'compute_value': 'compute_value = lambda x: x["bid"]',
+ 'balance_type': 'total',
+ 'currency': 'BTC',
+ 'balances': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ },
+ 'rates': {
+ 'BTC': None,
+ 'ETH': D('0.1')
+ },
+ 'total': D('10.3')
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_dispatch(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ amount = portfolio.Amount("BTC", "10.3")
+ amounts = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "ETH": portfolio.Amount("BTC", D("0.3"))
+ }
+ report_store.log_dispatch(amount, amounts, "medium", "repartition")
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'dispatch',
+ 'liquidity': 'medium',
+ 'repartition_ratio': 'repartition',
+ 'total_amount': {
+ 'currency': 'BTC',
+ 'value': D('10.3')
+ },
+ 'repartition': {
+ 'BTC': D('10'),
+ 'ETH': D('0.3')
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_trades(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock1.as_json.return_value = { "trade": "1" }
+ trade_mock2.as_json.return_value = { "trade": "2" }
+
+ matching_and_trades = [
+ (True, trade_mock1),
+ (False, trade_mock2),
+ ]
+ report_store.log_trades(matching_and_trades, "only")
+
+ print_log.assert_not_called()
+ add_log.assert_called_with({
+ 'type': 'trades',
+ 'only': 'only',
+ 'debug': False,
+ 'trades': [
+ {'trade': '1', 'skipped': False},
+ {'trade': '2', 'skipped': True}
+ ]
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_orders(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+
+ order_mock1.as_json.return_value = "order1"
+ order_mock2.as_json.return_value = "order2"
+
+ orders = [order_mock1, order_mock2]
+
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value="compute_value")
+
+ print_log.assert_called_once_with("[Orders]")
+ self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
+
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'compute_value',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+ add_log.reset_mock()
+ def compute_value(x, y):
+ return x[y]
+ report_store.log_orders(orders, tick="tick",
+ only="only", compute_value=compute_value)
+ add_log.assert_called_with({
+ 'type': 'orders',
+ 'only': 'only',
+ 'compute_value': 'def compute_value(x, y):\n return x[y]',
+ 'tick': 'tick',
+ 'orders': ['order1', 'order2']
+ })
+
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_order(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ order_mock = mock.Mock()
+ order_mock.as_json.return_value = "order"
+ new_order_mock = mock.Mock()
+ new_order_mock.as_json.return_value = "new_order"
+ order_mock.__repr__ = mock.Mock()
+ order_mock.__repr__.return_value = "Order Mock"
+ new_order_mock.__repr__ = mock.Mock()
+ new_order_mock.__repr__.return_value = "New order Mock"
+
+ with self.subTest(finished=True):
+ report_store.log_order(order_mock, 1, finished=True)
+ print_log.assert_called_once_with("[Order] Finished Order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': None,
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+
+ with self.subTest(update="waiting"):
+ report_store.log_order(order_mock, 1, update="waiting")
+ print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 1,
+ 'update': 'waiting',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': None
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="adjusting"):
+ compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
+ report_store.log_order(order_mock, 3,
+ update="adjusting", new_order=new_order_mock,
+ compute_value=compute_value)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 3,
+ 'update': 'adjusting',
+ 'order': 'order',
+ 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_fallback"):
+ report_store.log_order(order_mock, 7,
+ update="market_fallback", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 7,
+ 'update': 'market_fallback',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ add_log.reset_mock()
+ print_log.reset_mock()
+ with self.subTest(update="market_adjusting"):
+ report_store.log_order(order_mock, 17,
+ update="market_adjust", new_order=new_order_mock)
+ print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
+ add_log.assert_called_once_with({
+ 'type': 'order',
+ 'tick': 17,
+ 'update': 'market_adjust',
+ 'order': 'order',
+ 'compute_value': None,
+ 'new_order': 'new_order'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_move_balances(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ needed = {
+ "BTC": portfolio.Amount("BTC", 10),
+ "USDT": 1
+ }
+ moving = {
+ "BTC": portfolio.Amount("BTC", 3),
+ "USDT": -2
+ }
+ report_store.log_move_balances(needed, moving)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'move_balances',
+ 'debug': False,
+ 'needed': {
+ 'BTC': D('10'),
+ 'USDT': 1
+ },
+ 'moving': {
+ 'BTC': D('3'),
+ 'USDT': -2
+ }
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_http_request(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ response = mock.Mock()
+ response.status_code = 200
+ response.text = "Hey"
+
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ print_log.assert_not_called()
+ add_log.assert_called_once_with({
+ 'type': 'http_request',
+ 'method': 'method',
+ 'url': 'url',
+ 'body': 'body',
+ 'headers': 'headers',
+ 'status': 200,
+ 'response': 'Hey'
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_error(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ with self.subTest(message=None, exception=None):
+ report_store.log_error("action")
+ print_log.assert_called_once_with("[Error] action")
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=None):
+ report_store.log_error("action", message="Hey")
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': None,
+ 'exception_message': None,
+ 'message': "Hey"
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message=None, exception=Exception("bouh")):
+ report_store.log_error("action", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': None
+ })
+
+ print_log.reset_mock()
+ add_log.reset_mock()
+ with self.subTest(message="Hey", exception=Exception("bouh")):
+ report_store.log_error("action", message="Hey", exception=Exception("bouh"))
+ print_log.assert_has_calls([
+ mock.call("[Error] action"),
+ mock.call("\tException: bouh"),
+ mock.call("\tHey")
+ ])
+ add_log.assert_called_once_with({
+ 'type': 'error',
+ 'action': 'action',
+ 'exception_class': "Exception",
+ 'exception_message': "bouh",
+ 'message': "Hey"
+ })
+
+ @mock.patch.object(market.ReportStore, "print_log")
+ @mock.patch.object(market.ReportStore, "add_log")
+ def test_log_debug_action(self, add_log, print_log):
+ report_store = market.ReportStore(self.m)
+ report_store.log_debug_action("Hey")
+
+ print_log.assert_called_once_with("[Debug] Hey")
+ add_log.assert_called_once_with({
+ 'type': 'debug_action',
+ 'action': 'Hey'
+ })
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class MainTest(WebMockTestCase):
+ def test_make_order(self):
+ self.m.get_ticker.return_value = {
+ "inverted": False,
+ "average": D("0.1"),
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ }
+
+ with self.subTest(description="nominal case"):
+ main.make_order(self.m, 10, "ETH")
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("make_order_begin"),
+ mock.call("make_order_end"),
+ ])
+ self.m.balances.fetch_balances.assert_has_calls([
+ mock.call(tag="make_order_begin"),
+ mock.call(tag="make_order_end"),
+ ])
+ self.m.trades.all.append.assert_called_once()
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(False, trade.orders[0].close_if_possible)
+ self.assertEqual(0, trade.value_from)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+ self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
+ self.m.trades.run_orders.assert_called_once_with()
+ self.m.follow_orders.assert_called_once_with()
+
+ order = trade.orders[0]
+ self.assertEqual(D("0.10"), order.rate)
+
+ self.m.reset_mock()
+ with self.subTest(compute_value="default"):
+ main.make_order(self.m, 10, "ETH", action="dispose",
+ compute_value="ask")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ order = trade.orders[0]
+ self.assertEqual(D("0.11"), order.rate)
+
+ self.m.reset_mock()
+ with self.subTest(follow=False):
+ result = main.make_order(self.m, 10, "ETH", follow=False)
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("make_order_begin"),
+ mock.call("make_order_end_not_followed"),
+ ])
+ self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
+
+ self.m.trades.all.append.assert_called_once()
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(0, trade.value_from)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+ self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
+ self.m.trades.run_orders.assert_called_once_with()
+ self.m.follow_orders.assert_not_called()
+ self.assertEqual(trade.orders[0], result)
+
+ self.m.reset_mock()
+ with self.subTest(base_currency="USDT"):
+ main.make_order(self.m, 1, "BTC", base_currency="USDT")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual("BTC", trade.currency)
+ self.assertEqual("USDT", trade.base_currency)
+
+ self.m.reset_mock()
+ with self.subTest(close_if_possible=True):
+ main.make_order(self.m, 10, "ETH", close_if_possible=True)
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(True, trade.orders[0].close_if_possible)
+
+ self.m.reset_mock()
+ with self.subTest(action="dispose"):
+ main.make_order(self.m, 10, "ETH", action="dispose")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(0, trade.value_to)
+ self.assertEqual(1, trade.value_from.value)
+ self.assertEqual("ETH", trade.currency)
+ self.assertEqual("BTC", trade.base_currency)
+
+ self.m.reset_mock()
+ with self.subTest(compute_value="default"):
+ main.make_order(self.m, 10, "ETH", action="dispose",
+ compute_value="bid")
+
+ trade = self.m.trades.all.append.mock_calls[0][1][0]
+ self.assertEqual(D("0.9"), trade.value_from.value)
+
+ def test_get_user_market(self):
+ with mock.patch("main.fetch_markets") as main_fetch_markets,\
+ mock.patch("main.parse_config") as main_parse_config:
+ with self.subTest(debug=False):
+ main_parse_config.return_value = ["pg_config", "report_path"]
+ main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
+ m = main.get_user_market("config_path.ini", 1)
+
+ self.assertIsInstance(m, market.Market)
+ self.assertFalse(m.debug)
+
+ with self.subTest(debug=True):
+ main_parse_config.return_value = ["pg_config", "report_path"]
+ main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
+ m = main.get_user_market("config_path.ini", 1, debug=True)
+
+ self.assertIsInstance(m, market.Market)
+ self.assertTrue(m.debug)
+
+ def test_process(self):
+ with mock.patch("market.Market") as market_mock,\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+
+ args_mock = mock.Mock()
+ args_mock.action = "action"
+ args_mock.config = "config"
+ args_mock.user = "user"
+ args_mock.debug = "debug"
+ args_mock.before = "before"
+ args_mock.after = "after"
+ self.assertEqual("", stdout_mock.getvalue())
+
+ main.process("config", 3, 1, args_mock, "report_path", "pg_config")
+
+ market_mock.from_config.assert_has_calls([
+ mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"),
+ mock.call().process("action", before="before", after="after"),
+ ])
+
+ with self.subTest(exception=True):
+ market_mock.from_config.side_effect = Exception("boo")
+ main.process(3, "config", 1, "report_path", args_mock, "pg_config")
+ self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
+
+ def test_main(self):
+ with self.subTest(parallel=False):
+ with mock.patch("main.parse_args") as parse_args,\
+ mock.patch("main.parse_config") as parse_config,\
+ mock.patch("main.fetch_markets") as fetch_markets,\
+ mock.patch("main.process") as process:
+
+ args_mock = mock.Mock()
+ args_mock.parallel = False
+ args_mock.config = "config"
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
+
+ parse_config.return_value = ["pg_config", "report_path"]
+
+ fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
+
+ main.main(["Foo", "Bar"])
+
+ parse_args.assert_called_with(["Foo", "Bar"])
+ parse_config.assert_called_with("config")
+ fetch_markets.assert_called_with("pg_config", "user")
+
+ self.assertEqual(2, process.call_count)
+ process.assert_has_calls([
+ mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
+ mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
+ ])
+ with self.subTest(parallel=True):
+ with mock.patch("main.parse_args") as parse_args,\
+ mock.patch("main.parse_config") as parse_config,\
+ mock.patch("main.fetch_markets") as fetch_markets,\
+ mock.patch("main.process") as process,\
+ mock.patch("store.Portfolio.start_worker") as start:
+
+ args_mock = mock.Mock()
+ args_mock.parallel = True
+ args_mock.config = "config"
+ args_mock.user = "user"
+ parse_args.return_value = args_mock
+
+ parse_config.return_value = ["pg_config", "report_path"]
+
+ fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
+
+ main.main(["Foo", "Bar"])
+
+ parse_args.assert_called_with(["Foo", "Bar"])
+ parse_config.assert_called_with("config")
+ fetch_markets.assert_called_with("pg_config", "user")
+
+ start.assert_called_once_with()
+ self.assertEqual(2, process.call_count)
+ process.assert_has_calls([
+ mock.call.__bool__(),
+ mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
+ mock.call.__bool__(),
+ mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
+ ])
+
+ @mock.patch.object(main.sys, "exit")
+ @mock.patch("main.configparser")
+ @mock.patch("main.os")
+ def test_parse_config(self, os, configparser, exit):
+ with self.subTest(pg_config=True, report_path=None):
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+ def config(element):
+ return element == "postgresql"
+
+ config_mock.__contains__.side_effect = config
+ config_mock.__getitem__.return_value = "pg_config"
+
+ result = main.parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+
+ self.assertEqual(["pg_config", None], result)
+
+ with self.subTest(pg_config=True, report_path="present"):
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+
+ config_mock.__contains__.return_value = True
+ config_mock.__getitem__.side_effect = [
+ {"report_path": "report_path"},
+ {"report_path": "report_path"},
+ "pg_config",
+ ]
+
+ os.path.exists.return_value = False
+ result = main.parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+ self.assertEqual(["pg_config", "report_path"], result)
+ os.path.exists.assert_called_once_with("report_path")
+ os.makedirs.assert_called_once_with("report_path")
+
+ with self.subTest(pg_config=False),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ config_mock = mock.MagicMock()
+ configparser.ConfigParser.return_value = config_mock
+ result = main.parse_config("configfile")
+
+ config_mock.read.assert_called_with("configfile")
+ exit.assert_called_once_with(1)
+ self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
+
+ @mock.patch.object(main.sys, "exit")
+ def test_parse_args(self, exit):
+ with self.subTest(config="config.ini"):
+ args = main.parse_args([])
+ self.assertEqual("config.ini", args.config)
+ self.assertFalse(args.before)
+ self.assertFalse(args.after)
+ self.assertFalse(args.debug)
+
+ args = main.parse_args(["--before", "--after", "--debug"])
+ self.assertTrue(args.before)
+ self.assertTrue(args.after)
+ self.assertTrue(args.debug)
+
+ exit.assert_not_called()
+
+ with self.subTest(config="inexistant"),\
+ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+ args = main.parse_args(["--config", "foo.bar"])
+ exit.assert_called_once_with(1)
+ self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+
+ @mock.patch.object(main, "psycopg2")
+ def test_fetch_markets(self, psycopg2):
+ connect_mock = mock.Mock()
+ cursor_mock = mock.MagicMock()
+ cursor_mock.__iter__.return_value = ["row_1", "row_2"]
+
+ connect_mock.cursor.return_value = cursor_mock
+ psycopg2.connect.return_value = connect_mock
+
+ with self.subTest(user=None):
+ rows = list(main.fetch_markets({"foo": "bar"}, None))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
+
+ self.assertEqual(["row_1", "row_2"], rows)
+
+ psycopg2.connect.reset_mock()
+ cursor_mock.execute.reset_mock()
+ with self.subTest(user=1):
+ rows = list(main.fetch_markets({"foo": "bar"}, 1))
+
+ psycopg2.connect.assert_called_once_with(foo="bar")
+ cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
+
+ self.assertEqual(["row_1", "row_2"], rows)
+
+
+@unittest.skipUnless("unit" in limits, "Unit skipped")
+class ProcessorTest(WebMockTestCase):
+ def test_values(self):
+ processor = market.Processor(self.m)
+
+ self.assertEqual(self.m, processor.market)
+
+ def test_run_action(self):
+ processor = market.Processor(self.m)
+
+ with mock.patch.object(processor, "parse_args") as parse_args:
+ method_mock = mock.Mock()
+ parse_args.return_value = [method_mock, { "foo": "bar" }]
+
+ processor.run_action("foo", "bar", "baz")
+
+ parse_args.assert_called_with("foo", "bar", "baz")
+
+ method_mock.assert_called_with(foo="bar")
+
+ processor.run_action("wait_for_recent", "bar", "baz")
+
+ method_mock.assert_called_with(foo="bar")
+
+ def test_select_step(self):
+ processor = market.Processor(self.m)
+
+ scenario = processor.scenarios["sell_all"]
+
+ self.assertEqual(scenario, processor.select_steps(scenario, "all"))
+ self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
+ self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
+ self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
+ self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
+
+ with self.assertRaises(TypeError):
+ processor.select_steps(scenario, ["wait"])
+
+ @mock.patch("market.Processor.process_step")
+ def test_process(self, process_step):
+ processor = market.Processor(self.m)
+
+ processor.process("sell_all", foo="bar")
+ self.assertEqual(3, process_step.call_count)
+
+ steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
+ scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
+ kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
+ self.assertEqual(["all_sell", "wait", "all_buy"], steps)
+ self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
+ self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
+
+ process_step.reset_mock()
+
+ processor.process("sell_needed", steps=["before", "after"])
+ self.assertEqual(3, process_step.call_count)
+
+ def test_method_arguments(self):
+ ccxt = mock.Mock(spec=market.ccxt.poloniexE)
+ m = market.Market(ccxt, self.market_args())
+
+ processor = market.Processor(m)
+
+ method, arguments = processor.method_arguments("wait_for_recent")
+ self.assertEqual(market.Portfolio.wait_for_recent, method)
+ self.assertEqual(["delta", "poll"], arguments)
+
+ method, arguments = processor.method_arguments("prepare_trades")
+ self.assertEqual(m.prepare_trades, method)
+ self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
+
+ method, arguments = processor.method_arguments("prepare_orders")
+ self.assertEqual(m.trades.prepare_orders, method)
+
+ method, arguments = processor.method_arguments("move_balances")
+ self.assertEqual(m.move_balances, method)
+
+ method, arguments = processor.method_arguments("run_orders")
+ self.assertEqual(m.trades.run_orders, method)
+
+ method, arguments = processor.method_arguments("follow_orders")
+ self.assertEqual(m.follow_orders, method)
+
+ method, arguments = processor.method_arguments("close_trades")
+ self.assertEqual(m.trades.close_trades, method)
+
+ def test_process_step(self):
+ processor = market.Processor(self.m)
+
+ with mock.patch.object(processor, "run_action") as run_action:
+ step = processor.scenarios["sell_needed"][1]
+
+ processor.process_step("foo", step, {"foo":"bar"})
+
+ self.m.report.log_stage.assert_has_calls([
+ mock.call("process_foo__1_sell_begin"),
+ mock.call("process_foo__1_sell_end"),
+ ])
+ self.m.balances.fetch_balances.assert_has_calls([
+ mock.call(tag="process_foo__1_sell_begin"),
+ mock.call(tag="process_foo__1_sell_end"),
+ ])
+
+ self.assertEqual(5, run_action.call_count)
+
+ run_action.assert_has_calls([
+ mock.call('prepare_trades', {}, {'foo': 'bar'}),
+ mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
+ mock.call('run_orders', {}, {'foo': 'bar'}),
+ mock.call('follow_orders', {}, {'foo': 'bar'}),
+ mock.call('close_trades', {}, {'foo': 'bar'}),
+ ])
+
+ self.m.reset_mock()
+ with mock.patch.object(processor, "run_action") as run_action:
+ step = processor.scenarios["sell_needed"][0]
+
+ processor.process_step("foo", step, {"foo":"bar"})
+ self.m.balances.fetch_balances.assert_not_called()
+
+ def test_parse_args(self):
+ processor = market.Processor(self.m)
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["foo2", "foo"]
+ ]
+ method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
+
+ self.assertEqual(method_mock, method)
+ self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("BTC", args["repartition"])
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition", "base_currency"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("USDT", args["repartition"])
+
+ with mock.patch.object(processor, "method_arguments") as method_arguments:
+ method_mock = mock.Mock()
+ method_arguments.return_value = [
+ method_mock,
+ ["repartition", "base_currency"]
+ ]
+ method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
+
+ self.assertEqual(1, len(args["repartition"]))
+ self.assertIn("ETH", args["repartition"])
+
+