X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=tests%2Ftest_ccxt_wrapper.py;h=c326f0a202dae9d2755a4fb79eba2a87e4bdd067;hb=5f721612111af5c56b5757cb2f21da5f2fa388bf;hp=d32469a83cee251933dc1176c75f84c1e1d9c812;hpb=c682bdf4a02a45312ef1aadf8aa26136cf308414;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/tests/test_ccxt_wrapper.py b/tests/test_ccxt_wrapper.py index d32469a..c326f0a 100644 --- a/tests/test_ccxt_wrapper.py +++ b/tests/test_ccxt_wrapper.py @@ -22,11 +22,13 @@ class poloniexETest(unittest.TestCase): ccxt = market.ccxt.poloniexE() ccxt._market = mock.Mock ccxt._market.report = mock.Mock() + ccxt._market.market_id = 3 + ccxt._market.user_id = 3 ccxt.session.request("GET", "URL", data="data", - headers="headers") + headers={}) ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', - 'headers', 'response') + {'X-market-id': '3', 'X-user-id': '3'}, 'response') with self.subTest("Raising"),\ mock.patch("market.ccxt.poloniexE.session") as session: @@ -35,12 +37,14 @@ class poloniexETest(unittest.TestCase): ccxt = market.ccxt.poloniexE() ccxt._market = mock.Mock ccxt._market.report = mock.Mock() + ccxt._market.market_id = 3 + ccxt._market.user_id = 3 with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm: ccxt.session.request("GET", "URL", data="data", - headers="headers") + headers={}) ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', - 'headers', cm.exception) + {'X-market-id': '3', 'X-user-id': '3'}, cm.exception) def test_nanoseconds(self): @@ -106,7 +110,23 @@ class poloniexETest(unittest.TestCase): retry_call.assert_not_called() def test_order_precision(self): - self.assertEqual(8, self.s.order_precision("FOO")) + self.s.markets = { + "FOO": { + "precision": { + "price": 5, + "amount": 6, + } + }, + "BAR": { + "precision": { + "price": 7, + "amount": 8, + } + } + } + with mock.patch.object(self.s, "load_markets") as load_markets: + self.assertEqual(5, self.s.order_precision("FOO")) + load_markets.assert_called_once() def test_transfer_balance(self): with self.subTest(success=True),\ @@ -163,33 +183,6 @@ class poloniexETest(unittest.TestCase): } self.assertEqual(expected, self.s.margin_summary()) - def test_create_order(self): - with mock.patch.object(self.s, "create_exchange_order") as exchange,\ - mock.patch.object(self.s, "create_margin_order") as margin: - with self.subTest(account="unspecified"): - self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") - exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") - margin.assert_not_called() - exchange.reset_mock() - margin.reset_mock() - - with self.subTest(account="exchange"): - self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") - exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") - margin.assert_not_called() - exchange.reset_mock() - margin.reset_mock() - - with self.subTest(account="margin"): - self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") - margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") - exchange.assert_not_called() - exchange.reset_mock() - margin.reset_mock() - - with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): - self.s.create_order("symbol", "type", "side", "amount", account="unknown") - def test_parse_ticker(self): ticker = { "high24hr": "12", @@ -435,11 +428,13 @@ class poloniexETest(unittest.TestCase): self.assertEqual(expected_doge, result["DOGE"]) self.assertEqual(expected_btc, result["BTC"]) - def test_create_margin_order(self): - with self.assertRaises(market.ExchangeError): - self.s.create_margin_order("FOO", "market", "buy", "10") + def test_create_order(self): + with self.subTest(type="market"),\ + self.assertRaises(market.ExchangeError): + self.s.create_order("FOO", "market", "buy", "10") - with mock.patch.object(self.s, "load_markets") as load_markets,\ + with self.subTest(type="limit", account="margin"),\ + mock.patch.object(self.s, "load_markets") as load_markets,\ mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ mock.patch.object(self.s, "market") as market_mock,\ @@ -456,22 +451,101 @@ class poloniexETest(unittest.TestCase): ptp.return_value = D("0.1") atp.return_value = D("12") - order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") + order = self.s.create_order("BTC_ETC", "limit", "buy", "12", + account="margin", price="0.1") self.assertEqual(123, order["id"]) margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) margin_sell.assert_not_called() margin_buy.reset_mock() margin_sell.reset_mock() - order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") + order = self.s.create_order("BTC_ETC", "limit", "sell", + "12", account="margin", lending_rate="0.01", price="0.1") self.assertEqual(456, order["id"]) margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) margin_buy.assert_not_called() - def test_create_exchange_order(self): - with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: - self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") + with self.subTest(type="limit", account="exchange"),\ + mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostBuy") as exchange_buy,\ + mock.patch.object(self.s, "privatePostSell") as exchange_sell,\ + mock.patch.object(self.s, "market") as market_mock,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + exchange_buy.return_value = { + "orderNumber": 123 + } + exchange_sell.return_value = { + "orderNumber": 456 + } + market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } + ptp.return_value = D("0.1") + atp.return_value = D("12") + + order = self.s.create_order("BTC_ETC", "limit", "buy", "12", + account="exchange", price="0.1") + self.assertEqual(123, order["id"]) + exchange_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + exchange_sell.assert_not_called() + exchange_buy.reset_mock() + exchange_sell.reset_mock() - create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + order = self.s.create_order("BTC_ETC", "limit", "sell", + "12", account="exchange", lending_rate="0.01", price="0.1") + self.assertEqual(456, order["id"]) + exchange_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + exchange_buy.assert_not_called() + + with self.subTest(account="unknown"), self.assertRaises(NotImplementedError),\ + mock.patch.object(self.s, "load_markets") as load_markets: + self.s.create_order("symbol", "type", "side", "amount", account="unknown") + def test_common_currency_code(self): + self.assertEqual("FOO", self.s.common_currency_code("FOO")) + def test_currency_id(self): + self.assertEqual("FOO", self.s.currency_id("FOO")) + + def test_amount_to_precision(self): + self.s.markets = { + "FOO": { + "precision": { + "price": 5, + "amount": 6, + } + }, + "BAR": { + "precision": { + "price": 7, + "amount": 8, + } + } + } + self.assertEqual("0.0001", self.s.amount_to_precision("FOO", D("0.0001"))) + self.assertEqual("0.0000001", self.s.amount_to_precision("BAR", D("0.0000001"))) + self.assertEqual("0.000001", self.s.amount_to_precision("FOO", D("0.000001"))) + + def test_price_to_precision(self): + self.s.markets = { + "FOO": { + "precision": { + "price": 5, + "amount": 6, + } + }, + "BAR": { + "precision": { + "price": 7, + "amount": 8, + } + } + } + self.assertEqual("0.0001", self.s.price_to_precision("FOO", D("0.0001"))) + self.assertEqual("0.0000001", self.s.price_to_precision("BAR", D("0.0000001"))) + self.assertEqual("0", self.s.price_to_precision("FOO", D("0.000001"))) + + def test_is_dust_trade(self): + self.assertTrue(self.s.is_dust_trade(D("0.0000009"), D("1000"))) + self.assertTrue(self.s.is_dust_trade(D("0.000001"), D("10"))) + self.assertFalse(self.s.is_dust_trade(D("0.000001"), D("100")))