@mock.patch.object(market.Market, "get_ticker")
@mock.patch.object(market.TradeStore, "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):
- 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
-
- with mock.patch("market.ReportStore"):
+ with self.subTest(available_balance_only=False),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ 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 not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.25"), "long"),
+ }
m = market.Market(self.ccxt, self.market_args())
self.ccxt.fetch_all_balances.return_value = {
"USDT": {
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
m.report.log_stage.assert_called_once_with("prepare_trades",
base_currency='BTC', compute_value='average',
- liquidity='medium', only=None, repartition=None)
+ available_balance_only=False, liquidity='medium',
+ only=None, repartition=None)
m.report.log_balances.assert_called_once_with(tag="tag")
+ compute_trades.reset_mock()
+ with self.subTest(available_balance_only=True),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ if c1 == "ZRC" and c2 == "BTC":
+ return { "average": D("0.0001") }
+ if c1 == "DOGE" and c2 == "BTC":
+ return { "average": D("0.000001") }
+ if c1 == "ETH" and c2 == "BTC":
+ return { "average": D("0.1") }
+ self.fail("Should not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "DOGE": (D("0.25"), "short"),
+ "BTC": (D("0.25"), "long"),
+ "ETH": (D("0.25"), "long"),
+ "XMR": (D("0.25"), "long"),
+ }
+ m = market.Market(self.ccxt, self.market_args())
+ self.ccxt.fetch_all_balances.return_value = {
+ "ZRC": {
+ "exchange_free": D("2.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("2.0"),
+ "total": D("2.0")
+ },
+ "DOGE": {
+ "exchange_free": D("5.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("5.0"),
+ "total": D("5.0")
+ },
+ "BTC": {
+ "exchange_free": D("0.075"),
+ "exchange_used": D("0.02"),
+ "exchange_total": D("0.095"),
+ "margin_available": D("0.025"),
+ "margin_in_position": D("0.01"),
+ "margin_total": D("0.035"),
+ "total": D("0.13")
+ },
+ "ETH": {
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
+ "total": D("1.0")
+ },
+ }
+
+ m.balances.fetch_balances(tag="tag")
+ m.prepare_trades(available_balance_only=True)
+ compute_trades.assert_called_once()
+
+ call = compute_trades.call_args[0]
+ values_in_base = call[0]
+ new_repartition = call[1]
+
+ self.assertEqual(portfolio.Amount("BTC", "-0.025"),
+ new_repartition["DOGE"] - values_in_base["DOGE"])
+ self.assertEqual(portfolio.Amount("BTC", "0.025"),
+ new_repartition["ETH"] - values_in_base["ETH"])
+ self.assertEqual(0,
+ new_repartition["ZRC"] - values_in_base["ZRC"])
+ self.assertEqual(portfolio.Amount("BTC", "0.025"),
+ new_repartition["XMR"])
+
+ compute_trades.reset_mock()
+ with self.subTest(available_balance_only=True, balance=0),\
+ mock.patch("market.ReportStore"):
+ def _get_ticker(c1, c2):
+ if c1 == "ETH" and c2 == "BTC":
+ return { "average": D("0.1") }
+ self.fail("Should not be called with {}, {}".format(c1, c2))
+ get_ticker.side_effect = _get_ticker
+
+ repartition.return_value = {
+ "BTC": (D("0.5"), "long"),
+ "ETH": (D("0.5"), "long"),
+ }
+ m = market.Market(self.ccxt, self.market_args())
+ self.ccxt.fetch_all_balances.return_value = {
+ "ETH": {
+ "exchange_free": D("1.0"),
+ "exchange_used": D("0.0"),
+ "exchange_total": D("1.0"),
+ "total": D("1.0")
+ },
+ }
+
+ m.balances.fetch_balances(tag="tag")
+ m.prepare_trades(available_balance_only=True)
+ compute_trades.assert_called_once()
+
+ call = compute_trades.call_args[0]
+ values_in_base = call[0]
+ new_repartition = call[1]
+
+ self.assertEqual(new_repartition["ETH"], values_in_base["ETH"])
@mock.patch.object(market.time, "sleep")
@mock.patch.object(market.TradeStore, "all_orders")
mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"),
mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60),
mock.call.set("/cryptoportfolio/1/latest/type2", "payload2"),
+ mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"),
])
connect_mock.reset_mock()
method, arguments = processor.method_arguments("prepare_trades")
self.assertEqual(m.prepare_trades, method)
- self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
+ self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments)
method, arguments = processor.method_arguments("prepare_orders")
self.assertEqual(m.trades.prepare_orders, method)