+class BalanceTest(WebMockTestCase):
+ def setUp(self):
+ super(BalanceTest, self).setUp()
+
+ self.fetch_balance = {
+ "ETC": {
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": 0,
+ },
+ "USDT": {
+ "exchange_free": D("6.0"),
+ "exchange_used": D("1.2"),
+ "exchange_total": D("7.2"),
+ "margin_total": 0,
+ },
+ "XVG": {
+ "exchange_free": 16,
+ "exchange_used": 0,
+ "exchange_total": 16,
+ "margin_total": 0,
+ },
+ "XMR": {
+ "exchange_free": 0,
+ "exchange_used": 0,
+ "exchange_total": 0,
+ "margin_total": D("-1.0"),
+ "margin_free": 0,
+ },
+ }
+
+ def test_values(self):
+ balance = portfolio.Balance("BTC", {
+ "exchange_total": "0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30",
+ "margin_total": "-10",
+ "margin_borrowed": "-10",
+ "margin_free": "0",
+ "margin_position_type": "short",
+ "margin_borrowed_base_currency": "USDT",
+ "margin_liquidation_price": "1.20",
+ "margin_pending_gain": "10",
+ "margin_lending_fees": "0.4",
+ "margin_borrowed_base_price": "0.15",
+ })
+ self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
+ self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
+ self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
+ self.assertEqual("BTC", balance.exchange_total.currency)
+ self.assertEqual("BTC", balance.exchange_free.currency)
+ self.assertEqual("BTC", balance.exchange_total.currency)
+
+ self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
+ self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
+ self.assertEqual(portfolio.D("0"), balance.margin_free.value)
+ self.assertEqual("BTC", balance.margin_total.currency)
+ self.assertEqual("BTC", balance.margin_borrowed.currency)
+ self.assertEqual("BTC", balance.margin_free.currency)
+
+ self.assertEqual("BTC", balance.currency)
+
+ self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
+ self.assertEqual("USDT", balance.margin_lending_fees.currency)
+
+ @mock.patch.object(portfolio.Trade, "get_ticker")
+ def test_in_currency(self, get_ticker):
+ portfolio.Balance.known_balances = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ market = mock.Mock()
+ get_ticker.return_value = {
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ "average": D("0.1"),
+ }
+
+ amounts = portfolio.Balance.in_currency("BTC", market)
+ self.assertEqual("BTC", amounts["ETH"].currency)
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.30"), amounts["ETH"].value)
+
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.27"), amounts["ETH"].value)
+
+ amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="exchange_used")
+ self.assertEqual(D("0.30"), amounts["BTC"].value)
+ self.assertEqual(0, amounts["ETH"].value)
+
+ def test_currencies(self):
+ portfolio.Balance.known_balances = {
+ "BTC": portfolio.Balance("BTC", {
+ "total": "0.65",
+ "exchange_total":"0.65",
+ "exchange_free": "0.35",
+ "exchange_used": "0.30"}),
+ "ETH": portfolio.Balance("ETH", {
+ "total": 3,
+ "exchange_total": 3,
+ "exchange_free": 3,
+ "exchange_used": 0}),
+ }
+ self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies()))
+
+ @mock.patch.object(portfolio.market, "fetch_all_balances")
+ def test_fetch_balances(self, fetch_all_balances):
+ fetch_all_balances.return_value = self.fetch_balance
+
+ portfolio.Balance.fetch_balances(portfolio.market)
+ self.assertNotIn("ETC", portfolio.Balance.currencies())
+ self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.Balance.currencies()))
+
+ portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", {
+ "exchange_total": "1", "exchange_free": "0",
+ "exchange_used": "1" })
+ portfolio.Balance.fetch_balances(portfolio.market)
+ self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
+ self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.Balance.currencies()))
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(portfolio.market, "fetch_all_balances")
+ def test_dispatch_assets(self, fetch_all_balances, repartition):
+ fetch_all_balances.return_value = self.fetch_balance
+ portfolio.Balance.fetch_balances(portfolio.market)
+
+ self.assertNotIn("XEM", portfolio.Balance.currencies())
+
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.26"), "long"),
+ }
+
+ amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
+ self.assertIn("XEM", portfolio.Balance.currencies())
+ self.assertEqual(D("2.6"), amounts["BTC"].value)
+ self.assertEqual(D("7.5"), amounts["XEM"].value)
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(portfolio.Trade, "get_ticker")
+ @mock.patch.object(portfolio.Trade, "compute_trades")
+ def test_prepare_trades(self, compute_trades, get_ticker, repartition):
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
+ }
+ def _get_ticker(c1, c2, market):
+ if c1 == "USDT" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "XVG" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ if c1 == "XEM" and c2 == "BTC":
+ return { "average": D("0.001") }
+ self.fail("Should be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ market = mock.Mock()
+ market.fetch_all_balances.return_value = {
+ "USDT": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ "XVG": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ }
+ portfolio.Balance.prepare_trades(market)
+ compute_trades.assert_called()
+
+ call = compute_trades.call_args
+ self.assertEqual(market, call[1]["market"])
+ self.assertEqual(1, call[0][0]["USDT"].value)
+ self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
+ self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
+ self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(portfolio.Trade, "get_ticker")
+ @mock.patch.object(portfolio.Trade, "compute_trades")
+ def test_update_trades(self, compute_trades, get_ticker, repartition):
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
+ }
+ def _get_ticker(c1, c2, market):
+ if c1 == "USDT" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "XVG" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ if c1 == "XEM" and c2 == "BTC":
+ return { "average": D("0.001") }
+ self.fail("Should be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ market = mock.Mock()
+ market.fetch_all_balances.return_value = {
+ "USDT": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ "XVG": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ }
+ portfolio.Balance.update_trades(market)
+ compute_trades.assert_called()
+
+ call = compute_trades.call_args
+ self.assertEqual(market, call[1]["market"])
+ self.assertEqual(1, call[0][0]["USDT"].value)
+ self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
+ self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
+ self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
+
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ @mock.patch.object(portfolio.Trade, "get_ticker")
+ @mock.patch.object(portfolio.Trade, "compute_trades")
+ def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
+ def _get_ticker(c1, c2, market):
+ if c1 == "USDT" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "XVG" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ self.fail("Should be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ market = mock.Mock()
+ market.fetch_all_balances.return_value = {
+ "USDT": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ "XVG": {
+ "exchange_free": D("10000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("10000.0"),
+ "total": D("10000.0")
+ },
+ }
+ portfolio.Balance.prepare_trades_to_sell_all(market)
+ repartition.assert_not_called()
+ compute_trades.assert_called()
+
+ call = compute_trades.call_args
+ self.assertEqual(market, call[1]["market"])
+ self.assertEqual(1, call[0][0]["USDT"].value)
+ self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
+ self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
+
+ def test__repr(self):
+ self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
+ repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
+ balance = portfolio.Balance("BTX", { "exchange_total": 3,
+ "exchange_used": 1, "exchange_free": 2 })
+ self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
+
+ balance = portfolio.Balance("BTX", { "margin_total": 3,
+ "margin_borrowed": 1, "margin_free": 2 })
+ self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
+
+ balance = portfolio.Balance("BTX", { "margin_total": -3,
+ "margin_borrowed_base_price": D("0.1"),
+ "margin_borrowed_base_currency": "BTC",
+ "margin_lending_fees": D("0.002") })
+ self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
+
+class TradeTest(WebMockTestCase):
+
+ def test_get_ticker(self):
+ market = mock.Mock()
+ market.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ portfolio.ExchangeError("foo"),
+ { "bid": 10, "ask": 40 },
+ portfolio.ExchangeError("foo"),
+ portfolio.ExchangeError("foo"),
+ ]
+
+ ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
+ market.fetch_ticker.assert_called_with("ETH/ETC")
+ self.assertEqual(1, ticker["bid"])
+ self.assertEqual(3, ticker["ask"])
+ self.assertEqual(2, ticker["average"])
+ self.assertFalse(ticker["inverted"])
+
+ ticker = portfolio.Trade.get_ticker("ETH", "XVG", market)
+ self.assertEqual(0.0625, ticker["average"])
+ self.assertTrue(ticker["inverted"])
+ self.assertIn("original", ticker)
+ self.assertEqual(10, ticker["original"]["bid"])
+
+ ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
+ self.assertIsNone(ticker)
+
+ market.fetch_ticker.assert_has_calls([
+ mock.call("ETH/ETC"),
+ mock.call("ETH/XVG"),
+ mock.call("XVG/ETH"),
+ mock.call("XVG/XMR"),
+ mock.call("XMR/XVG"),
+ ])
+
+ market2 = mock.Mock()
+ market2.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2)
+ market2.fetch_ticker.assert_called_once_with("ETH/ETC")
+ self.assertEqual(1, ticker1["bid"])
+ self.assertDictEqual(ticker1, ticker2)
+ self.assertDictEqual(ticker1, ticker3["original"])
+
+ ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
+ ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
+ self.assertEqual(1.2, ticker4["bid"])
+ self.assertDictEqual(ticker4, ticker5)
+
+ market3 = mock.Mock()
+ market3.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ portfolio.Trade.ticker_cache_timestamp -= 4
+ ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ portfolio.Trade.ticker_cache_timestamp -= 2
+ ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
+ self.assertDictEqual(ticker6, ticker7)
+ self.assertEqual(1.2, ticker8["bid"])
+
+ def test_values_assertion(self):
+ value_from = portfolio.Amount("BTC", "1.0")
+ 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.assertEqual("BTC", trade.base_currency)
+ self.assertEqual("ETH", trade.currency)
+
+ with self.assertRaises(AssertionError):
+ portfolio.Trade(value_from, value_to, "ETC")
+ with self.assertRaises(AssertionError):
+ value_from.linked_to = None
+ portfolio.Trade(value_from, value_to, "ETH")
+ with self.assertRaises(AssertionError):
+ value_from.currency = "ETH"
+ portfolio.Trade(value_from, value_to, "ETH")
+
+ value_from = portfolio.Amount("BTC", 0)
+ trade = portfolio.Trade(value_from, value_to, "ETH")
+ self.assertEqual(0, trade.value_from.linked_to)
+
+ def test_fetch_fees(self):
+ market = mock.Mock()
+ market.fetch_fees.return_value = "Foo"
+ self.assertEqual("Foo", portfolio.Trade.fetch_fees(market))
+ market.fetch_fees.assert_called_once()
+ self.assertEqual("Foo", portfolio.Trade.fetch_fees(market))
+ market.fetch_fees.assert_called_once()
+
+ def test_action(self):
+ value_from = portfolio.Amount("BTC", "1.0")
+ 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.assertIsNone(trade.action)
+
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("BTC", "1.0")
+ value_to = portfolio.Amount("BTC", "1.0")
+ trade = portfolio.Trade(value_from, value_to, "BTC")
+
+ self.assertIsNone(trade.action)
+
+ 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.assertEqual("acquire", trade.action)
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH")
+
+ self.assertEqual("dispose", trade.action)
+
+ def test_order_action(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.assertEqual("buy", trade.order_action(False))
+ self.assertEqual("sell", trade.order_action(True))
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH")
+
+ self.assertEqual("sell", trade.order_action(False))
+ self.assertEqual("buy", trade.order_action(True))
+
+ def test_trade_type(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.assertEqual("long", trade.trade_type)
+
+ value_from = portfolio.Amount("BTC", "0")
+ value_from.linked_to = portfolio.Amount("ETH", "0")
+ value_to = portfolio.Amount("BTC", "-1.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH")
+
+ self.assertEqual("short", trade.trade_type)
+
+ def test_filled_amount(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")
+
+ order1 = mock.Mock()
+ order1.filled_amount = portfolio.Amount("ETH", "0.3")
+
+ order2 = mock.Mock()
+ order2.filled_amount = portfolio.Amount("ETH", "0.01")
+ trade.orders.append(order1)
+ trade.orders.append(order2)
+
+ self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount)
+
+ def test_prepare_orders(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+
+ portfolio.Trade.trades.append(trade_mock1)
+ portfolio.Trade.trades.append(trade_mock2)
+
+ portfolio.Trade.prepare_orders()
+ trade_mock1.prepare_order.assert_called_with(compute_value="default")
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+
+ portfolio.Trade.prepare_orders(compute_value="bla")
+ trade_mock1.prepare_order.assert_called_with(compute_value="bla")
+ trade_mock2.prepare_order.assert_called_with(compute_value="bla")
+
+ trade_mock1.prepare_order.reset_mock()
+ trade_mock2.prepare_order.reset_mock()
+
+ trade_mock1.action = "foo"
+ trade_mock2.action = "bar"
+ portfolio.Trade.prepare_orders(only="bar")
+ trade_mock1.prepare_order.assert_not_called()
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+
+ @unittest.skip("TODO")
+ def test_compute_trades(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_prepare_order(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_update_order(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_follow_orders(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_move_balances(self):
+ pass
+
+ def test_all_orders(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+
+ trade_mock1.orders = [order_mock1, order_mock2]
+ trade_mock2.orders = [order_mock3]
+
+ order_mock1.status = "pending"
+ order_mock2.status = "open"
+ order_mock3.status = "open"
+
+ portfolio.Trade.trades.append(trade_mock1)
+ portfolio.Trade.trades.append(trade_mock2)
+
+ orders = portfolio.Trade.all_orders()
+ self.assertEqual(3, len(orders))
+
+ open_orders = portfolio.Trade.all_orders(state="open")
+ self.assertEqual(2, len(open_orders))
+ self.assertEqual([order_mock2, order_mock3], open_orders)
+
+ @mock.patch.object(portfolio.Trade, "all_orders")
+ def test_run_orders(self, all_orders):
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+ portfolio.Trade.run_orders()
+ all_orders.assert_called_with(state="pending")
+
+ order_mock1.run.assert_called()
+ order_mock2.run.assert_called()
+ order_mock3.run.assert_called()
+
+ @mock.patch.object(portfolio.Trade, "all_orders")
+ def test_update_all_orders_status(self, all_orders):
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+ portfolio.Trade.update_all_orders_status()
+ all_orders.assert_called_with(state="open")
+
+ order_mock1.get_status.assert_called()
+ order_mock2.get_status.assert_called()
+ order_mock3.get_status.assert_called()
+
+ def test_print_all_with_order(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+ portfolio.Trade.trades = [trade_mock1, trade_mock2, trade_mock3]
+
+ portfolio.Trade.print_all_with_order()
+
+ trade_mock1.print_with_order.assert_called()
+ trade_mock2.print_with_order.assert_called()
+ trade_mock3.print_with_order.assert_called()
+
+ @mock.patch('sys.stdout', new_callable=StringIO)
+ def test_print_with_order(self, mock_stdout):
+ 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")
+
+ order_mock1 = mock.Mock()
+ order_mock1.__repr__ = mock.Mock()
+ order_mock1.__repr__.return_value = "Mock 1"
+ order_mock2 = mock.Mock()
+ order_mock2.__repr__ = mock.Mock()
+ order_mock2.__repr__.return_value = "Mock 2"
+ trade.orders.append(order_mock1)
+ trade.orders.append(order_mock2)
+
+ trade.print_with_order()
+
+ out = mock_stdout.getvalue().split("\n")
+ self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
+ self.assertEqual("\tMock 1", out[1])
+ self.assertEqual("\tMock 2", out[2])
+
+ def test_compute_value(self):
+ compute = mock.Mock()
+ portfolio.Trade.compute_value("foo", "buy", compute_value=compute)
+ compute.assert_called_with("foo", "ask")
+
+ compute.reset_mock()
+ portfolio.Trade.compute_value("foo", "sell", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
+
+ compute.reset_mock()
+ portfolio.Trade.compute_value("foo", "ask", compute_value=compute)
+ compute.assert_called_with("foo", "ask")
+
+ compute.reset_mock()
+ portfolio.Trade.compute_value("foo", "bid", compute_value=compute)
+ compute.assert_called_with("foo", "bid")
+
+ compute.reset_mock()
+ portfolio.Computation.computations["test"] = compute
+ portfolio.Trade.compute_value("foo", "bid", compute_value="test")
+ compute.assert_called_with("foo", "bid")
+
+ def test__repr(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.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
+
+class AcceptanceTest(WebMockTestCase):
+ @unittest.expectedFailure
+ def test_success_sell_only_necessary(self):
+ fetch_balance = {
+ "ETH": {
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
+ "total": D("1.0"),
+ },
+ "ETC": {
+ "exchange_free": D("4.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("4.0"),
+ "total": D("4.0"),
+ },
+ "XVG": {
+ "exchange_free": D("1000.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1000.0"),
+ "total": D("1000.0"),
+ },
+ }
+ repartition = {
+ "ETH": (D("0.25"), "long"),
+ "ETC": (D("0.25"), "long"),
+ "BTC": (D("0.4"), "long"),
+ "BTD": (D("0.01"), "short"),
+ "B2X": (D("0.04"), "long"),
+ "USDT": (D("0.05"), "long"),
+ }
+
+ 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 == "B2X/BTC":
+ return {
+ "symbol": "B2X/BTC",
+ "bid": D("0.0008"),
+ "ask": D("0.0012")
+ }
+ if symbol == "USDT/BTC":
+ raise portfolio.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_all_balances.return_value = fetch_balance
+ market.fetch_ticker.side_effect = fetch_ticker
+ with mock.patch.object(portfolio.Portfolio, "repartition", 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[0].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
+ self.assertEqual("dispose", trades[0].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
+ self.assertEqual("acquire", trades[1].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
+ self.assertEqual("dispose", trades[2].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
+ self.assertEqual("dispose", trades[3].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
+ self.assertEqual("acquire", trades[4].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
+ self.assertEqual("acquire", trades[5].action)
+
+ # Action 2
+ portfolio.Trade.prepare_orders(only="dispose", 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, account="exchange"):
+ self.assertEqual("limit", type)
+ if symbol == "ETH/BTC":
+ self.assertEqual("sell", action)
+ self.assertEqual(D('0.66666666'), amount)
+ self.assertEqual(D("0.14014"), price)
+ elif symbol == "XVG/BTC":
+ self.assertEqual("sell", 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
+ market.order_precision.return_value = 8
+
+ # 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", 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("0.00194")), trades["BTD"].value_to)
+ self.assertEqual("buy", trades["BTD"].action)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades["B2X"].value_from)
+ self.assertEqual(portfolio.Amount("BTC", D("0.00776")), trades["B2X"].value_to)
+ self.assertEqual("buy", trades["B2X"].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"])
+
+ all_orders = portfolio.Trade.all_orders(state="pending")
+ self.assertEqual(4, len(all_orders))
+ self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
+ self.assertEqual(D("0.003"), all_orders[0].rate)
+ self.assertEqual("buy", all_orders[0].action)
+ self.assertEqual("long", all_orders[0].trade_type)
+
+ self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
+ self.assertEqual(D("0.0012"), all_orders[1].rate)
+ self.assertEqual("sell", all_orders[1].action)
+ self.assertEqual("short", all_orders[1].trade_type)
+
+ diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
+ self.assertAlmostEqual(0, diff.value)
+ self.assertEqual(D("0.0012"), all_orders[2].rate)
+ self.assertEqual("buy", all_orders[2].action)
+ self.assertEqual("long", all_orders[2].trade_type)
+
+ self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
+ self.assertEqual(D("16000"), all_orders[3].rate)
+ self.assertEqual("sell", all_orders[3].action)
+ self.assertEqual("long", all_orders[3].trade_type)
+
+ # Action 6b
+ # TODO:
+ # Move balances to margin
+
+ # Action 7
+ # TODO
+ # portfolio.Trade.run_orders()
+
+ with mock.patch.object(portfolio.time, "sleep") as sleep:
+ # Action 8
+ portfolio.Trade.follow_orders(verbose=False)
+
+ sleep.assert_called_with(30)
+