From: Ismaƫl Bouya Date: Sun, 25 Mar 2018 20:04:02 +0000 (+0200) Subject: Merge branch 'dev' X-Git-Tag: v1.0 X-Git-Url: https://git.immae.eu/?a=commitdiff_plain;h=bfe841c557094afad2db0d2c63deadeea4ba63c6;hp=bd7ba362442f27fe3f53729a0040f2473b85a068;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git Merge branch 'dev' --- diff --git a/ccxt_wrapper.py b/ccxt_wrapper.py index d37c306..4ed37d9 100644 --- a/ccxt_wrapper.py +++ b/ccxt_wrapper.py @@ -1,12 +1,57 @@ from ccxt import * import decimal import time +from retry.api import retry_call +import re def _cw_exchange_sum(self, *args): return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) Exchange.sum = _cw_exchange_sum class poloniexE(poloniex): + RETRIABLE_CALLS = [ + re.compile(r"^return"), + re.compile(r"^cancel"), + re.compile(r"^closeMarginPosition$"), + re.compile(r"^getMarginPosition$"), + ] + + def request(self, path, api='public', method='GET', params={}, headers=None, body=None): + """ + Wrapped to allow retry of non-posting requests" + """ + + origin_request = super(poloniexE, self).request + kwargs = { + "api": api, + "method": method, + "params": params, + "headers": headers, + "body": body + } + + retriable = any(re.match(call, path) for call in self.RETRIABLE_CALLS) + if api == "public" or method == "GET" or retriable: + return retry_call(origin_request, fargs=[path], fkwargs=kwargs, + tries=10, delay=1, exceptions=(RequestTimeout,)) + else: + return origin_request(path, **kwargs) + + def __init__(self, *args, **kwargs): + super(poloniexE, self).__init__(*args, **kwargs) + + # For requests logging + self.session.origin_request = self.session.request + self.session._parent = self + + def request_wrap(self, *args, **kwargs): + r = self.origin_request(*args, **kwargs) + self._parent._market.report.log_http_request(args[0], + args[1], kwargs["data"], kwargs["headers"], r) + return r + self.session.request = request_wrap.__get__(self.session, + self.session.__class__) + @staticmethod def nanoseconds(): return int(time.time() * 1000000000) diff --git a/helper.py b/helper.py deleted file mode 100644 index 8f726d5..0000000 --- a/helper.py +++ /dev/null @@ -1,320 +0,0 @@ -from datetime import datetime -import argparse -import configparser -import psycopg2 -import os -import sys - -import portfolio - -def make_order(market, value, currency, action="acquire", - close_if_possible=False, base_currency="BTC", follow=True, - compute_value="average"): - """ - Make an order on market - "market": The market on which to place the order - "value": The value in *base_currency* to acquire, - or in *currency* to dispose. - use negative for margin trade. - "action": "acquire" or "dispose". - "acquire" will buy long or sell short, - "dispose" will sell long or buy short. - "currency": The currency to acquire or dispose - "base_currency": The base currency. The value is expressed in that - currency (default: BTC) - "follow": Whether to follow the order once run (default: True) - "close_if_possible": Whether to try to close the position at the end - of the trade, i.e. reach exactly 0 at the end - (only meaningful in "dispose"). May have - unwanted effects if the end value of the - currency is not 0. - "compute_value": Compute value to place the order - """ - market.report.log_stage("make_order_begin") - market.balances.fetch_balances(tag="make_order_begin") - if action == "acquire": - trade = portfolio.Trade( - portfolio.Amount(base_currency, 0), - portfolio.Amount(base_currency, value), - currency, market) - else: - amount = portfolio.Amount(currency, value) - trade = portfolio.Trade( - amount.in_currency(base_currency, market, compute_value=compute_value), - portfolio.Amount(base_currency, 0), - currency, market) - market.trades.all.append(trade) - order = trade.prepare_order( - close_if_possible=close_if_possible, - compute_value=compute_value) - market.report.log_orders([order], None, compute_value) - market.trades.run_orders() - if follow: - market.follow_orders() - market.balances.fetch_balances(tag="make_order_end") - else: - market.report.log_stage("make_order_end_not_followed") - return order - market.report.log_stage("make_order_end") - -def get_user_market(config_path, user_id, debug=False): - import market - pg_config, report_path = main_parse_config(config_path) - market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] - return market.Market.from_config(market_config, debug=debug) - -def main_parse_args(argv): - parser = argparse.ArgumentParser( - description="Run the trade bot") - - parser.add_argument("-c", "--config", - default="config.ini", - required=False, - help="Config file to load (default: config.ini)") - parser.add_argument("--before", - default=False, action='store_const', const=True, - help="Run the steps before the cryptoportfolio update") - parser.add_argument("--after", - default=False, action='store_const', const=True, - help="Run the steps after the cryptoportfolio update") - parser.add_argument("--debug", - default=False, action='store_const', const=True, - help="Run in debug mode") - parser.add_argument("--user", - default=None, required=False, help="Only run for that user") - parser.add_argument("--action", - action='append', - help="Do a different action than trading (add several times to chain)") - - args = parser.parse_args(argv) - - if not os.path.exists(args.config): - print("no config file found, exiting") - sys.exit(1) - - return args - -def main_parse_config(config_file): - config = configparser.ConfigParser() - config.read(config_file) - - if "postgresql" not in config: - print("no configuration for postgresql in config file") - sys.exit(1) - - if "app" in config and "report_path" in config["app"]: - report_path = config["app"]["report_path"] - - if not os.path.exists(report_path): - os.makedirs(report_path) - else: - report_path = None - - return [config["postgresql"], report_path] - -def main_fetch_markets(pg_config, user): - connection = psycopg2.connect(**pg_config) - cursor = connection.cursor() - - if user is None: - cursor.execute("SELECT config,user_id FROM market_configs") - else: - cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) - - for row in cursor: - yield row - -def main_process_market(user_market, actions, before=False, after=False): - if len(actions or []) == 0: - if before: - Processor(user_market).process("sell_all", steps="before") - if after: - Processor(user_market).process("sell_all", steps="after") - else: - for action in actions: - if action in globals(): - (globals()[action])(user_market) - else: - raise NotImplementedError("Unknown action {}".format(action)) - -def main_store_report(report_path, user_id, user_market): - try: - if report_path is not None: - report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) - with open(report_file, "w") as f: - f.write(user_market.report.to_json()) - except Exception as e: - print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) - -def print_orders(market, base_currency="BTC"): - market.report.log_stage("print_orders") - market.balances.fetch_balances(tag="print_orders") - market.prepare_trades(base_currency=base_currency, compute_value="average") - market.trades.prepare_orders(compute_value="average") - -def print_balances(market, base_currency="BTC"): - market.report.log_stage("print_balances") - market.balances.fetch_balances() - if base_currency is not None: - market.report.print_log("total:") - market.report.print_log(sum(market.balances.in_currency(base_currency).values())) - -class Processor: - scenarios = { - "sell_needed": [ - { - "name": "wait", - "number": 0, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "sell", - "number": 1, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "only": "dispose", "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "buy", - "number": 2, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, - "prepare_orders": { "only": "acquire", "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ], - "sell_all": [ - { - "name": "all_sell", - "number": 1, - "before": True, - "after": False, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, - "prepare_orders": { "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "wait", - "number": 2, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "all_buy", - "number": 3, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ] - } - - ordered_actions = [ - "wait_for_recent", "prepare_trades", "prepare_orders", - "move_balances", "run_orders", "follow_orders", - "close_trades"] - - def __init__(self, market): - self.market = market - - def select_steps(self, scenario, step): - if step == "all": - return scenario - elif step == "before" or step == "after": - return list(filter(lambda x: step in x and x[step], scenario)) - elif type(step) == int: - return [scenario[step-1]] - elif type(step) == str: - return list(filter(lambda x: x["name"] == step, scenario)) - else: - raise TypeError("Unknown step {}".format(step)) - - def process(self, scenario_name, steps="all", **kwargs): - scenario = self.scenarios[scenario_name] - selected_steps = [] - - if type(steps) == str or type(steps) == int: - selected_steps += self.select_steps(scenario, steps) - else: - for step in steps: - selected_steps += self.select_steps(scenario, step) - for step in selected_steps: - self.process_step(scenario_name, step, kwargs) - - def process_step(self, scenario_name, step, kwargs): - process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) - self.market.report.log_stage("{}_begin".format(process_name)) - if "begin" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) - - for action in self.ordered_actions: - if action in step: - self.run_action(action, step[action], kwargs) - - if "end" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_end".format(process_name)) - self.market.report.log_stage("{}_end".format(process_name)) - - def method_arguments(self, action): - import inspect - - if action == "wait_for_recent": - method = portfolio.Portfolio.wait_for_recent - elif action == "prepare_trades": - method = self.market.prepare_trades - elif action == "prepare_orders": - method = self.market.trades.prepare_orders - elif action == "move_balances": - method = self.market.move_balances - elif action == "run_orders": - method = self.market.trades.run_orders - elif action == "follow_orders": - method = self.market.follow_orders - elif action == "close_trades": - method = self.market.trades.close_trades - - signature = inspect.getfullargspec(method) - defaults = signature.defaults or [] - kwargs = signature.args[-len(defaults):] - - return [method, kwargs] - - def parse_args(self, action, default_args, kwargs): - method, allowed_arguments = self.method_arguments(action) - args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } - - if "repartition" in args and "base_currency" in args["repartition"]: - r = args["repartition"] - r[args.get("base_currency", "BTC")] = r.pop("base_currency") - - return method, args - - def run_action(self, action, default_args, kwargs): - method, args = self.parse_args(action, default_args, kwargs) - - if action == "wait_for_recent": - method(self.market, **args) - else: - method(**args) diff --git a/main.py b/main.py index d4bab02..4462192 100644 --- a/main.py +++ b/main.py @@ -1,18 +1,165 @@ +from datetime import datetime +import argparse +import configparser +import psycopg2 +import os import sys -import helper, market -args = helper.main_parse_args(sys.argv[1:]) +import market +import portfolio -pg_config, report_path = helper.main_parse_config(args.config) +__all__ = ["make_order", "get_user_market"] -for market_config, user_id in helper.main_fetch_markets(pg_config, args.user): +def make_order(market, value, currency, action="acquire", + close_if_possible=False, base_currency="BTC", follow=True, + compute_value="average"): + """ + Make an order on market + "market": The market on which to place the order + "value": The value in *base_currency* to acquire, + or in *currency* to dispose. + use negative for margin trade. + "action": "acquire" or "dispose". + "acquire" will buy long or sell short, + "dispose" will sell long or buy short. + "currency": The currency to acquire or dispose + "base_currency": The base currency. The value is expressed in that + currency (default: BTC) + "follow": Whether to follow the order once run (default: True) + "close_if_possible": Whether to try to close the position at the end + of the trade, i.e. reach exactly 0 at the end + (only meaningful in "dispose"). May have + unwanted effects if the end value of the + currency is not 0. + "compute_value": Compute value to place the order + """ + market.report.log_stage("make_order_begin") + market.balances.fetch_balances(tag="make_order_begin") + if action == "acquire": + trade = portfolio.Trade( + portfolio.Amount(base_currency, 0), + portfolio.Amount(base_currency, value), + currency, market) + else: + amount = portfolio.Amount(currency, value) + trade = portfolio.Trade( + amount.in_currency(base_currency, market, compute_value=compute_value), + portfolio.Amount(base_currency, 0), + currency, market) + market.trades.all.append(trade) + order = trade.prepare_order( + close_if_possible=close_if_possible, + compute_value=compute_value) + market.report.log_orders([order], None, compute_value) + market.trades.run_orders() + if follow: + market.follow_orders() + market.balances.fetch_balances(tag="make_order_end") + else: + market.report.log_stage("make_order_end_not_followed") + return order + market.report.log_stage("make_order_end") + +def get_user_market(config_path, user_id, debug=False): + pg_config, report_path = parse_config(config_path) + market_id, market_config, user_id = list(fetch_markets(pg_config, str(user_id)))[0] + args = type('Args', (object,), { "debug": debug, "quiet": False })() + return market.Market.from_config(market_config, args, + pg_config=pg_config, market_id=market_id, + user_id=user_id, report_path=report_path) + +def fetch_markets(pg_config, user): + connection = psycopg2.connect(**pg_config) + cursor = connection.cursor() + + if user is None: + cursor.execute("SELECT id,config,user_id FROM market_configs") + else: + cursor.execute("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", user) + + for row in cursor: + yield row + +def parse_config(config_file): + config = configparser.ConfigParser() + config.read(config_file) + + if "postgresql" not in config: + print("no configuration for postgresql in config file") + sys.exit(1) + + if "app" in config and "report_path" in config["app"]: + report_path = config["app"]["report_path"] + + if not os.path.exists(report_path): + os.makedirs(report_path) + else: + report_path = None + + return [config["postgresql"], report_path] + +def parse_args(argv): + parser = argparse.ArgumentParser( + description="Run the trade bot") + + parser.add_argument("-c", "--config", + default="config.ini", + required=False, + help="Config file to load (default: config.ini)") + parser.add_argument("--before", + default=False, action='store_const', const=True, + help="Run the steps before the cryptoportfolio update") + parser.add_argument("--after", + default=False, action='store_const', const=True, + help="Run the steps after the cryptoportfolio update") + parser.add_argument("--quiet", + default=False, action='store_const', const=True, + help="Don't print messages") + parser.add_argument("--debug", + default=False, action='store_const', const=True, + help="Run in debug mode") + parser.add_argument("--user", + default=None, required=False, help="Only run for that user") + parser.add_argument("--action", + action='append', + help="Do a different action than trading (add several times to chain)") + parser.add_argument("--parallel", action='store_true', default=True, dest="parallel") + parser.add_argument("--no-parallel", action='store_false', dest="parallel") + + args = parser.parse_args(argv) + + if not os.path.exists(args.config): + print("no config file found, exiting") + sys.exit(1) + + return args + +def process(market_config, market_id, user_id, args, report_path, pg_config): try: - user_market = market.Market.from_config(market_config, debug=args.debug) - helper.main_process_market(user_market, args.action, before=args.before, after=args.after) + market.Market\ + .from_config(market_config, args, + pg_config=pg_config, market_id=market_id, + user_id=user_id, report_path=report_path)\ + .process(args.action, before=args.before, after=args.after) except Exception as e: - try: - user_market.report.log_error("main", exception=e) - except: - print("{}: {}".format(e.__class__.__name__, e)) - finally: - helper.main_store_report(report_path, user_id, user_market) + print("{}: {}".format(e.__class__.__name__, e)) + +def main(argv): + args = parse_args(argv) + + pg_config, report_path = parse_config(args.config) + + if args.parallel: + import threading + market.Portfolio.start_worker() + + def process_(*args): + threading.Thread(target=process, args=args).start() + else: + process_ = process + + for market_id, market_config, user_id in fetch_markets(pg_config, args.user): + process_(market_config, market_id, user_id, args, report_path, pg_config) + +if __name__ == '__main__': # pragma: no cover + main(sys.argv[1:]) diff --git a/market.py b/market.py index 3381d1e..ca65bca 100644 --- a/market.py +++ b/market.py @@ -1,8 +1,12 @@ -from ccxt import ExchangeError, NotSupported +from ccxt import ExchangeError, NotSupported, RequestTimeout import ccxt_wrapper as ccxt import time +import psycopg2 from store import * from cachetools.func import ttl_cache +from datetime import datetime +from retry import retry +import portfolio class Market: debug = False @@ -11,34 +15,81 @@ class Market: trades = None balances = None - def __init__(self, ccxt_instance, debug=False): - self.debug = debug + def __init__(self, ccxt_instance, args, **kwargs): + self.args = args + self.debug = args.debug self.ccxt = ccxt_instance self.ccxt._market = self - self.report = ReportStore(self) + self.report = ReportStore(self, verbose_print=(not args.quiet)) self.trades = TradeStore(self) self.balances = BalanceStore(self) + self.processor = Processor(self) + + for key in ["user_id", "market_id", "report_path", "pg_config"]: + setattr(self, key, kwargs.get(key, None)) @classmethod - def from_config(cls, config, debug=False): - config["apiKey"] = config.pop("key") + def from_config(cls, config, args, **kwargs): + config["apiKey"] = config.pop("key", None) ccxt_instance = ccxt.poloniexE(config) - # For requests logging - ccxt_instance.session.origin_request = ccxt_instance.session.request - ccxt_instance.session._parent = ccxt_instance + return cls(ccxt_instance, args, **kwargs) + + def store_report(self): + self.report.merge(Portfolio.report) + date = datetime.now() + if self.report_path is not None: + self.store_file_report(date) + if self.pg_config is not None: + self.store_database_report(date) + + def store_file_report(self, date): + try: + report_file = "{}/{}_{}".format(self.report_path, date.isoformat(), self.user_id) + with open(report_file + ".json", "w") as f: + f.write(self.report.to_json()) + with open(report_file + ".log", "w") as f: + f.write("\n".join(map(lambda x: x[1], self.report.print_logs))) + except Exception as e: + print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) + + def store_database_report(self, date): + try: + report_query = 'INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;' + line_query = 'INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);' + connection = psycopg2.connect(**self.pg_config) + cursor = connection.cursor() + cursor.execute(report_query, (date, self.market_id, self.debug)) + report_id = cursor.fetchone()[0] + for date, type_, payload in self.report.to_json_array(): + cursor.execute(line_query, (date, report_id, type_, payload)) - def request_wrap(self, *args, **kwargs): - r = self.origin_request(*args, **kwargs) - self._parent._market.report.log_http_request(args[0], - args[1], kwargs["data"], kwargs["headers"], r) - return r - ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session, - ccxt_instance.session.__class__) + connection.commit() + cursor.close() + connection.close() + except Exception as e: + print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e)) - return cls(ccxt_instance, debug=debug) + def process(self, actions, before=False, after=False): + try: + if len(actions or []) == 0: + if before: + self.processor.process("sell_all", steps="before") + if after: + self.processor.process("sell_all", steps="after") + else: + for action in actions: + if hasattr(self, action): + getattr(self, action)() + else: + self.report.log_error("market_process", message="Unknown action {}".format(action)) + except Exception as e: + self.report.log_error("market_process", exception=e) + finally: + self.store_report() + @retry(RequestTimeout, tries=5) def move_balances(self): needed_in_margin = {} moving_to_margin = {} @@ -53,13 +104,21 @@ class Market: current_balance = self.balances.all[currency].margin_available moving_to_margin[currency] = (needed - current_balance) delta = moving_to_margin[currency].value + action = "Moving {} from exchange to margin".format(moving_to_margin[currency]) + if self.debug and delta != 0: - self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency])) + self.report.log_debug_action(action) continue - if delta > 0: - self.ccxt.transfer_balance(currency, delta, "exchange", "margin") - elif delta < 0: - self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") + try: + if delta > 0: + self.ccxt.transfer_balance(currency, delta, "exchange", "margin") + elif delta < 0: + self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") + except RequestTimeout as e: + self.report.log_error(action, message="Retrying", exception=e) + self.report.log_move_balances(needed_in_margin, moving_to_margin) + self.balances.fetch_balances() + raise e self.report.log_move_balances(needed_in_margin, moving_to_margin) self.balances.fetch_balances() @@ -143,3 +202,200 @@ class Market: liquidity=liquidity, repartition=repartition) self.trades.compute_trades(values_in_base, new_repartition, only=only) + # Helpers + def print_orders(self, base_currency="BTC"): + self.report.log_stage("print_orders") + self.balances.fetch_balances(tag="print_orders") + self.prepare_trades(base_currency=base_currency, compute_value="average") + self.trades.prepare_orders(compute_value="average") + + def print_balances(self, base_currency="BTC"): + self.report.log_stage("print_balances") + self.balances.fetch_balances() + if base_currency is not None: + self.report.print_log("total:") + self.report.print_log(sum(self.balances.in_currency(base_currency).values())) + +class Processor: + scenarios = { + "wait_for_cryptoportfolio": [ + { + "name": "wait", + "number": 1, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + ], + "print_orders": [ + { + "name": "wait", + "number": 1, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "make_orders", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin"], + "prepare_trades": { "compute_value": "average" }, + "prepare_orders": { "compute_value": "average" }, + }, + ], + "sell_needed": [ + { + "name": "wait", + "number": 0, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "sell", + "number": 1, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "only": "dispose", "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "buy", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "only": "acquire" }, + "prepare_orders": { "only": "acquire", "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ], + "sell_all": [ + { + "name": "all_sell", + "number": 1, + "before": True, + "after": False, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, + "prepare_orders": { "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "wait", + "number": 2, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "all_buy", + "number": 3, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ] + } + + ordered_actions = [ + "wait_for_recent", "prepare_trades", "prepare_orders", + "move_balances", "run_orders", "follow_orders", + "close_trades"] + + def __init__(self, market): + self.market = market + + def select_steps(self, scenario, step): + if step == "all": + return scenario + elif step == "before" or step == "after": + return list(filter(lambda x: step in x and x[step], scenario)) + elif type(step) == int: + return [scenario[step-1]] + elif type(step) == str: + return list(filter(lambda x: x["name"] == step, scenario)) + else: + raise TypeError("Unknown step {}".format(step)) + + def process(self, scenario_name, steps="all", **kwargs): + scenario = self.scenarios[scenario_name] + selected_steps = [] + + if type(steps) == str or type(steps) == int: + selected_steps += self.select_steps(scenario, steps) + else: + for step in steps: + selected_steps += self.select_steps(scenario, step) + for step in selected_steps: + self.process_step(scenario_name, step, kwargs) + + def process_step(self, scenario_name, step, kwargs): + process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) + self.market.report.log_stage("{}_begin".format(process_name)) + if "begin" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) + + for action in self.ordered_actions: + if action in step: + self.run_action(action, step[action], kwargs) + + if "end" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_end".format(process_name)) + self.market.report.log_stage("{}_end".format(process_name)) + + def method_arguments(self, action): + import inspect + + if action == "wait_for_recent": + method = Portfolio.wait_for_recent + elif action == "prepare_trades": + method = self.market.prepare_trades + elif action == "prepare_orders": + method = self.market.trades.prepare_orders + elif action == "move_balances": + method = self.market.move_balances + elif action == "run_orders": + method = self.market.trades.run_orders + elif action == "follow_orders": + method = self.market.follow_orders + elif action == "close_trades": + method = self.market.trades.close_trades + + signature = inspect.getfullargspec(method) + defaults = signature.defaults or [] + kwargs = signature.args[-len(defaults):] + + return [method, kwargs] + + def parse_args(self, action, default_args, kwargs): + method, allowed_arguments = self.method_arguments(action) + args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } + + if "repartition" in args and "base_currency" in args["repartition"]: + r = args["repartition"] + r[args.get("base_currency", "BTC")] = r.pop("base_currency") + + return method, args + + def run_action(self, action, default_args, kwargs): + method, args = self.parse_args(action, default_args, kwargs) + + method(**args) diff --git a/portfolio.py b/portfolio.py index ed50b57..9c58676 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,86 +1,7 @@ -import time -from datetime import datetime, timedelta -from decimal import Decimal as D, ROUND_DOWN -from json import JSONDecodeError -from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError -from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound +from datetime import datetime from retry import retry -import requests - -# FIXME: correctly handle web call timeouts - -class Portfolio: - URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" - liquidities = {} - data = None - last_date = None - - @classmethod - def wait_for_recent(cls, market, delta=4): - cls.repartition(market, refetch=True) - while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): - time.sleep(30) - market.report.print_log("Attempt to fetch up-to-date cryptoportfolio") - cls.repartition(market, refetch=True) - - @classmethod - def repartition(cls, market, liquidity="medium", refetch=False): - cls.parse_cryptoportfolio(market, refetch=refetch) - liquidities = cls.liquidities[liquidity] - return liquidities[cls.last_date] - - @classmethod - def get_cryptoportfolio(cls, market): - try: - r = requests.get(cls.URL) - market.report.log_http_request(r.request.method, - r.request.url, r.request.body, r.request.headers, r) - except Exception as e: - market.report.log_error("get_cryptoportfolio", exception=e) - return - try: - cls.data = r.json(parse_int=D, parse_float=D) - except (JSONDecodeError, SimpleJSONDecodeError): - cls.data = None - - @classmethod - def parse_cryptoportfolio(cls, market, refetch=False): - if refetch or cls.data is None: - cls.get_cryptoportfolio(market) - - def filter_weights(weight_hash): - if weight_hash[1][0] == 0: - return False - if weight_hash[0] == "_row": - return False - return True - - def clean_weights(i): - def clean_weights_(h): - if h[0].endswith("s"): - return [h[0][0:-1], (h[1][i], "short")] - else: - return [h[0], (h[1][i], "long")] - return clean_weights_ - - def parse_weights(portfolio_hash): - weights_hash = portfolio_hash["weights"] - weights = {} - for i in range(len(weights_hash["_row"])): - date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") - weights[date] = dict(filter( - filter_weights, - map(clean_weights(i), weights_hash.items()))) - return weights - - high_liquidity = parse_weights(cls.data["portfolio_1"]) - medium_liquidity = parse_weights(cls.data["portfolio_2"]) - - cls.liquidities = { - "medium": medium_liquidity, - "high": high_liquidity, - } - cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) +from decimal import Decimal as D, ROUND_DOWN +from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout class Computation: computations = { @@ -491,6 +412,9 @@ class Trade: for mouvement in order.mouvements: self.market.report.print_log("{}\t\t{}".format(ind, mouvement)) +class RetryException(Exception): + pass + class Order: def __init__(self, action, amount, rate, base_currency, trade_type, market, trade, close_if_possible=False): @@ -507,6 +431,7 @@ class Order: self.close_if_possible = close_if_possible self.id = None self.tries = 0 + self.start_date = None def as_json(self): return { @@ -552,18 +477,18 @@ class Order: def finished(self): return self.status.startswith("closed") or self.status == "canceled" or self.status == "error" - @retry(InsufficientFunds) + @retry((InsufficientFunds, RetryException)) def run(self): self.tries += 1 symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value + action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account) if self.market.debug: - self.market.report.log_debug_action("market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( - symbol, self.action, amount, self.rate, self.account)) + self.market.report.log_debug_action(action) self.results.append({"debug": True, "id": -1}) else: - action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account) + self.start_date = datetime.now() try: self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) except InvalidOrder: @@ -571,6 +496,19 @@ class Order: self.status = "closed" self.mark_finished_order() return + except RequestTimeout as e: + if not self.retrieve_order(): + if self.tries < 5: + self.market.report.log_error(action, message="Retrying after timeout", exception=e) + # We make a specific call in case retrieve_order + # would raise itself + raise RetryException + else: + self.market.report.log_error(action, message="Giving up {} after timeouts".format(self), exception=e) + self.status = "error" + return + else: + self.market.report.log_error(action, message="Timeout, found the order") except InsufficientFunds as e: if self.tries < 5: self.market.report.log_error(action, message="Retrying with reduced amount", exception=e) @@ -662,6 +600,54 @@ class Order: self.market.report.log_error("cancel_order", message="Already cancelled order", exception=e) self.fetch() + def retrieve_order(self): + symbol = "{}/{}".format(self.amount.currency, self.base_currency) + amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value + start_timestamp = self.start_date.timestamp() - 5 + + similar_open_orders = self.market.ccxt.fetch_orders(symbol=symbol, since=start_timestamp) + for order in similar_open_orders: + if (order["info"]["margin"] == 1 and self.account == "exchange") or\ + (order["info"]["margin"] != 1 and self.account == "margin"): + i_m_tested = True # coverage bug ?! + continue + if order["info"]["side"] != self.action: + continue + amount_diff = round( + abs(D(order["info"]["startingAmount"]) - amount), + self.market.ccxt.order_precision(symbol)) + rate_diff = round( + abs(D(order["info"]["rate"]) - self.rate), + self.market.ccxt.order_precision(symbol)) + if amount_diff != 0 or rate_diff != 0: + continue + self.results.append({"id": order["id"]}) + return True + + similar_trades = self.market.ccxt.fetch_my_trades(symbol=symbol, since=start_timestamp) + # FIXME: use set instead of sorted(list(...)) + for order_id in sorted(list(map(lambda x: x["order"], similar_trades))): + trades = list(filter(lambda x: x["order"] == order_id, similar_trades)) + if any(x["timestamp"] < start_timestamp for x in trades): + continue + if any(x["side"] != self.action for x in trades): + continue + if any(x["info"]["category"] == "exchange" and self.account == "margin" for x in trades) or\ + any(x["info"]["category"] == "marginTrade" and self.account == "exchange" for x in trades): + continue + trade_sum = sum(D(x["info"]["amount"]) for x in trades) + amount_diff = round(abs(trade_sum - amount), + self.market.ccxt.order_precision(symbol)) + if amount_diff != 0: + continue + if (self.action == "sell" and any(D(x["info"]["rate"]) < self.rate for x in trades)) or\ + (self.action == "buy" and any(D(x["info"]["rate"]) > self.rate for x in trades)): + continue + self.results.append({"id": order_id}) + return True + + return False + class Mouvement: def __init__(self, currency, base_currency, hash_): self.currency = currency diff --git a/store.py b/store.py index d25dd35..b3ada45 100644 --- a/store.py +++ b/store.py @@ -1,20 +1,34 @@ +import time +import requests import portfolio import simplejson as json from decimal import Decimal as D, ROUND_DOWN -from datetime import date, datetime +from datetime import date, datetime, timedelta import inspect +from json import JSONDecodeError +from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError -__all__ = ["BalanceStore", "ReportStore", "TradeStore"] +__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"] class ReportStore: def __init__(self, market, verbose_print=True): self.market = market self.verbose_print = verbose_print + self.print_logs = [] self.logs = [] + def merge(self, other_report): + self.logs += other_report.logs + self.logs.sort(key=lambda x: x["date"]) + + self.print_logs += other_report.print_logs + self.print_logs.sort(key=lambda x: x[0]) + def print_log(self, message): - message = str(message) + now = datetime.now() + message = "{:%Y-%m-%d %H:%M:%S}: {}".format(now, str(message)) + self.print_logs.append([now, message]) if self.verbose_print: print(message) @@ -22,12 +36,22 @@ class ReportStore: hash_["date"] = datetime.now() self.logs.append(hash_) + @staticmethod + def default_json_serial(obj): + if isinstance(obj, (datetime, date)): + return obj.isoformat() + return str(obj) + def to_json(self): - def default_json_serial(obj): - if isinstance(obj, (datetime, date)): - return obj.isoformat() - return str(obj) - return json.dumps(self.logs, default=default_json_serial, indent=" ") + return json.dumps(self.logs, default=self.default_json_serial, indent=" ") + + def to_json_array(self): + for log in (x.copy() for x in self.logs): + yield ( + log.pop("date"), + log.pop("type"), + json.dumps(log, default=self.default_json_serial, indent=" ") + ) def set_verbose(self, verbose_print): self.verbose_print = verbose_print @@ -213,7 +237,7 @@ class BalanceStore: def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: - repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) + repartition = Portfolio.repartition(liquidity=liquidity) sum_ratio = sum([v[0] for k, v in repartition.items()]) amounts = {} for currency, (ptt, trade_type) in repartition.items(): @@ -301,4 +325,165 @@ class TradeStore: for order in self.all_orders(state="open"): order.get_status() +class NoopLock: + def __enter__(self, *args): + pass + def __exit__(self, *args): + pass + +class LockedVar: + def __init__(self, value): + self.lock = NoopLock() + self.val = value + + def start_lock(self): + import threading + self.lock = threading.Lock() + + def set(self, value): + with self.lock: + self.val = value + + def get(self, key=None): + with self.lock: + if key is not None and isinstance(self.val, dict): + return self.val.get(key) + else: + return self.val + + def __getattr__(self, key): + with self.lock: + return getattr(self.val, key) + +class Portfolio: + URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" + data = LockedVar(None) + liquidities = LockedVar({}) + last_date = LockedVar(None) + report = LockedVar(ReportStore(None)) + worker = None + worker_started = False + worker_notify = None + callback = None + + @classmethod + def start_worker(cls, poll=30): + import threading + + cls.worker = threading.Thread(name="portfolio", daemon=True, + target=cls.wait_for_notification, kwargs={"poll": poll}) + cls.worker_notify = threading.Event() + cls.callback = threading.Event() + + cls.last_date.start_lock() + cls.liquidities.start_lock() + cls.report.start_lock() + + cls.worker_started = True + cls.worker.start() + + @classmethod + def is_worker_thread(cls): + if cls.worker is None: + return False + else: + import threading + return cls.worker == threading.current_thread() + + @classmethod + def wait_for_notification(cls, poll=30): + if not cls.is_worker_thread(): + raise RuntimeError("This method needs to be ran with the worker") + while cls.worker_started: + cls.worker_notify.wait() + cls.worker_notify.clear() + cls.report.print_log("Fetching cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + cls.callback.set() + time.sleep(poll) + + @classmethod + def notify_and_wait(cls): + cls.callback.clear() + cls.worker_notify.set() + cls.callback.wait() + + @classmethod + def wait_for_recent(cls, delta=4, poll=30): + cls.get_cryptoportfolio() + while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta): + if cls.worker is None: + time.sleep(poll) + cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + + @classmethod + def repartition(cls, liquidity="medium"): + cls.get_cryptoportfolio() + liquidities = cls.liquidities.get(liquidity) + return liquidities[cls.last_date.get()] + + @classmethod + def get_cryptoportfolio(cls, refetch=False): + if cls.data.get() is not None and not refetch: + return + if cls.worker is not None and not cls.is_worker_thread(): + cls.notify_and_wait() + return + try: + r = requests.get(cls.URL) + cls.report.log_http_request(r.request.method, + r.request.url, r.request.body, r.request.headers, r) + except Exception as e: + cls.report.log_error("get_cryptoportfolio", exception=e) + return + try: + cls.data.set(r.json(parse_int=D, parse_float=D)) + cls.parse_cryptoportfolio() + except (JSONDecodeError, SimpleJSONDecodeError): + cls.data.set(None) + cls.last_date.set(None) + cls.liquidities.set({}) + + @classmethod + def parse_cryptoportfolio(cls): + def filter_weights(weight_hash): + if weight_hash[1][0] == 0: + return False + if weight_hash[0] == "_row": + return False + return True + + def clean_weights(i): + def clean_weights_(h): + if h[0].endswith("s"): + return [h[0][0:-1], (h[1][i], "short")] + else: + return [h[0], (h[1][i], "long")] + return clean_weights_ + + def parse_weights(portfolio_hash): + if "weights" not in portfolio_hash: + return {} + weights_hash = portfolio_hash["weights"] + weights = {} + for i in range(len(weights_hash["_row"])): + date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") + weights[date] = dict(filter( + filter_weights, + map(clean_weights(i), weights_hash.items()))) + return weights + + high_liquidity = parse_weights(cls.data.get("portfolio_1")) + medium_liquidity = parse_weights(cls.data.get("portfolio_2")) + + cls.liquidities.set({ + "medium": medium_liquidity, + "high": high_liquidity, + }) + cls.last_date.set(max( + max(medium_liquidity.keys(), default=datetime(1, 1, 1)), + max(high_liquidity.keys(), default=datetime(1, 1, 1)) + )) + diff --git a/tasks/import_reports_to_database.py b/tasks/import_reports_to_database.py index 56aefa5..6031cbe 100644 --- a/tasks/import_reports_to_database.py +++ b/tasks/import_reports_to_database.py @@ -6,12 +6,12 @@ from decimal import Decimal as D import psycopg2 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) -from helper import main_parse_config +from main import parse_config config = sys.argv[1] reports = sys.argv[2:] -pg_config, report_path = main_parse_config(config) +pg_config, report_path = parse_config(config) connection = psycopg2.connect(**pg_config) cursor = connection.cursor() diff --git a/test.py b/test.py index 921af9f..5b9e2b4 100644 --- a/test.py +++ b/test.py @@ -7,7 +7,8 @@ from unittest import mock import requests import requests_mock from io import StringIO -import portfolio, helper, market +import threading +import portfolio, market, main, store limits = ["acceptance", "unit"] for test_type in limits: @@ -22,6 +23,9 @@ for test_type in limits: class WebMockTestCase(unittest.TestCase): import time + def market_args(self, debug=False, quiet=False): + return type('Args', (object,), { "debug": debug, "quiet": quiet })() + def setUp(self): super(WebMockTestCase, self).setUp() self.wm = requests_mock.Mocker() @@ -32,7 +36,15 @@ class WebMockTestCase(unittest.TestCase): self.m.debug = False self.patchers = [ - mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), + mock.patch.multiple(market.Portfolio, + data=store.LockedVar(None), + liquidities=store.LockedVar({}), + last_date=store.LockedVar(None), + report=mock.Mock(), + worker=None, + worker_notify=None, + worker_started=False, + callback=None), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), ] @@ -58,6 +70,18 @@ class poloniexETest(unittest.TestCase): self.wm.stop() super(poloniexETest, self).tearDown() + def test__init(self): + with mock.patch("market.ccxt.poloniexE.session") as session: + session.request.return_value = "response" + ccxt = market.ccxt.poloniexE() + ccxt._market = mock.Mock + ccxt._market.report = mock.Mock() + + ccxt.session.request("GET", "URL", data="data", + headers="headers") + ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', + 'headers', 'response') + def test_nanoseconds(self): with mock.patch.object(market.ccxt.time, "time") as time: time.return_value = 123456.7890123456 @@ -68,6 +92,58 @@ class poloniexETest(unittest.TestCase): time.return_value = 123456.7890123456 self.assertEqual(123456789012345, self.s.nonce()) + def test_request(self): + with mock.patch.object(market.ccxt.poloniex, "request") as request,\ + mock.patch("market.ccxt.retry_call") as retry_call: + with self.subTest(wrapped=True): + with self.subTest(desc="public"): + self.s.request("foo") + retry_call.assert_called_with(request, + delay=1, tries=10, fargs=["foo"], + fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, + exceptions=(market.ccxt.RequestTimeout,)) + request.assert_not_called() + + with self.subTest(desc="private GET"): + self.s.request("foo", api="private") + retry_call.assert_called_with(request, + delay=1, tries=10, fargs=["foo"], + fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, + exceptions=(market.ccxt.RequestTimeout,)) + request.assert_not_called() + + with self.subTest(desc="private POST regexp"): + self.s.request("returnFoo", api="private", method="POST") + retry_call.assert_called_with(request, + delay=1, tries=10, fargs=["returnFoo"], + fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, + exceptions=(market.ccxt.RequestTimeout,)) + request.assert_not_called() + + with self.subTest(desc="private POST non-regexp"): + self.s.request("getMarginPosition", api="private", method="POST") + retry_call.assert_called_with(request, + delay=1, tries=10, fargs=["getMarginPosition"], + fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, + exceptions=(market.ccxt.RequestTimeout,)) + request.assert_not_called() + retry_call.reset_mock() + request.reset_mock() + with self.subTest(wrapped=False): + with self.subTest(desc="private POST non-matching regexp"): + self.s.request("marginBuy", api="private", method="POST") + request.assert_called_with("marginBuy", + api="private", method="POST", params={}, + headers=None, body=None) + retry_call.assert_not_called() + + with self.subTest(desc="private POST non-matching non-regexp"): + self.s.request("closeMarginPositionOther", api="private", method="POST") + request.assert_called_with("closeMarginPositionOther", + api="private", method="POST", params={}, + headers=None, body=None) + retry_call.assert_not_called() + def test_order_precision(self): self.assertEqual(8, self.s.order_precision("FOO")) @@ -126,174 +202,632 @@ 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", + "low24hr": "10", + "highestBid": "10.5", + "lowestAsk": "11.5", + "last": "11", + "percentChange": "0.1", + "quoteVolume": "10", + "baseVolume": "20" + } + market = { + "symbol": "BTC/ETC" + } + with mock.patch.object(self.s, "milliseconds") as ms: + ms.return_value = 1520292715123 + result = self.s.parse_ticker(ticker, market) + + expected = { + "symbol": "BTC/ETC", + "timestamp": 1520292715123, + "datetime": "2018-03-05T23:31:55.123Z", + "high": D("12"), + "low": D("10"), + "bid": D("10.5"), + "ask": D("11.5"), + "vwap": None, + "open": None, + "close": None, + "first": None, + "last": D("11"), + "change": D("0.1"), + "percentage": None, + "average": None, + "baseVolume": D("10"), + "quoteVolume": D("20"), + "info": ticker + } + self.assertEqual(expected, result) + + def test_fetch_margin_balance(self): + with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: + get_margin_position.return_value = { + "BTC_DASH": { + "amount": "-0.1", + "basePrice": "0.06818560", + "lendingFees": "0.00000001", + "liquidationPrice": "0.15107132", + "pl": "-0.00000371", + "total": "0.00681856", + "type": "short" + }, + "BTC_ETC": { + "amount": "-0.6", + "basePrice": "0.1", + "lendingFees": "0.00000001", + "liquidationPrice": "0.6", + "pl": "0.00000371", + "total": "0.06", + "type": "short" + }, + "BTC_ETH": { + "amount": "0", + "basePrice": "0", + "lendingFees": "0", + "liquidationPrice": "-1", + "pl": "0", + "total": "0", + "type": "none" + } + } + balances = self.s.fetch_margin_balance() + self.assertEqual(2, len(balances)) + expected = { + "DASH": { + "amount": D("-0.1"), + "borrowedPrice": D("0.06818560"), + "lendingFees": D("1E-8"), + "pl": D("-0.00000371"), + "liquidationPrice": D("0.15107132"), + "type": "short", + "total": D("0.00681856"), + "baseCurrency": "BTC" + }, + "ETC": { + "amount": D("-0.6"), + "borrowedPrice": D("0.1"), + "lendingFees": D("1E-8"), + "pl": D("0.00000371"), + "liquidationPrice": D("0.6"), + "type": "short", + "total": D("0.06"), + "baseCurrency": "BTC" + } + } + self.assertEqual(expected, balances) + + def test_sum(self): + self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) + + def test_fetch_balance(self): + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ + mock.patch.object(self.s, "common_currency_code") as ccc: + ccc.side_effect = ["ETH", "BTC", "DASH"] + balances.return_value = { + "ETH": { + "available": "10", + "onOrders": "1", + }, + "BTC": { + "available": "1", + "onOrders": "0", + }, + "DASH": { + "available": "0", + "onOrders": "3" + } + } + + expected = { + "info": { + "ETH": {"available": "10", "onOrders": "1"}, + "BTC": {"available": "1", "onOrders": "0"}, + "DASH": {"available": "0", "onOrders": "3"} + }, + "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, + "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, + "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, + "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, + "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, + "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} + } + result = self.s.fetch_balance() + load_markets.assert_called_once() + self.assertEqual(expected, result) + + def test_fetch_balance_per_type(self): + with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: + balances.return_value = { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + } + expected = { + "info": { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + }, + "exchange": { + "BLK": D("159.83673869"), + "BTC": D("0.00005959"), + "USDT": D("0.00002625"), + "XMR": D("0.18719303") + }, + "margin": {"BTC": D("0.03019227")}, + "BLK": {"exchange": D("159.83673869")}, + "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, + "USDT": {"exchange": D("0.00002625")}, + "XMR": {"exchange": D("0.18719303")} + } + result = self.s.fetch_balance_per_type() + self.assertEqual(expected, result) + + def test_fetch_all_balances(self): + import json + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ + mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: + + with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: + balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: + margin_balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: + balance_per_type.return_value = json.load(f) + + result = self.s.fetch_all_balances() + expected_doge = { + "total": D("-12779.79821852"), + "exchange_used": D("0E-8"), + "exchange_total": D("0E-8"), + "exchange_free": D("0E-8"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": D("12779.79821852"), + "margin_total": D("-12779.79821852"), + "margin_pending_gain": 0, + "margin_lending_fees": D("-9E-8"), + "margin_pending_base_gain": D("0.00024059"), + "margin_position_type": "short", + "margin_liquidation_price": D("0.00000246"), + "margin_borrowed_base_price": D("0.00599149"), + "margin_borrowed_base_currency": "BTC" + } + expected_btc = {"total": D("0.05432165"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.00005959"), + "exchange_free": D("0.00005959"), + "margin_available": D("0.03019227"), + "margin_in_position": D("0.02406979"), + "margin_borrowed": 0, + "margin_total": D("0.05426206"), + "margin_pending_gain": D("0.00093955"), + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + expected_xmr = {"total": D("0.18719303"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.18719303"), + "exchange_free": D("0.18719303"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": 0, + "margin_total": 0, + "margin_pending_gain": 0, + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + self.assertEqual(expected_xmr, result["XMR"]) + 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") + + with 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,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + margin_buy.return_value = { + "orderNumber": 123 + } + margin_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_margin_order("BTC_ETC", "margin", "buy", "12", 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") + 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") + + create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + @unittest.skipUnless("unit" in limits, "Unit skipped") -class PortfolioTest(WebMockTestCase): - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response +class NoopLockTest(unittest.TestCase): + def test_with(self): + noop_lock = store.NoopLock() + with noop_lock: + self.assertTrue(True) +@unittest.skipUnless("unit" in limits, "Unit skipped") +class LockedVar(unittest.TestCase): + + def test_values(self): + locked_var = store.LockedVar("Foo") + self.assertIsInstance(locked_var.lock, store.NoopLock) + self.assertEqual("Foo", locked_var.val) + + def test_get(self): + with self.subTest(desc="Normal case"): + locked_var = store.LockedVar("Foo") + self.assertEqual("Foo", locked_var.get()) + with self.subTest(desc="Dict"): + locked_var = store.LockedVar({"foo": "bar"}) + self.assertEqual({"foo": "bar"}, locked_var.get()) + self.assertEqual("bar", locked_var.get("foo")) + self.assertIsNone(locked_var.get("other")) + + def test_set(self): + locked_var = store.LockedVar("Foo") + locked_var.set("Bar") + self.assertEqual("Bar", locked_var.get()) + + def test__getattr(self): + dummy = type('Dummy', (object,), {})() + dummy.attribute = "Hey" + + locked_var = store.LockedVar(dummy) + self.assertEqual("Hey", locked_var.attribute) + with self.assertRaises(AttributeError): + locked_var.other + + def test_start_lock(self): + locked_var = store.LockedVar("Foo") + locked_var.start_lock() + self.assertEqual("lock", locked_var.lock.__class__.__name__) + + thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) + thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) + thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) + + with locked_var.lock: + thread1.start() + thread2.start() + thread3.start() + + self.assertEqual("Foo", locked_var.val) + thread1.join() + thread2.join() + thread3.join() + self.assertEqual("Bar", locked_var.get()[0:3]) + + def test_wait_for_notification(self): + with self.assertRaises(RuntimeError): + store.Portfolio.wait_for_notification() + + with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.time, "sleep") as sleep: + store.Portfolio.start_worker(poll=3) + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + sleep.assert_called_once_with(3) + self.assertFalse(store.Portfolio.worker_notify.is_set()) + self.assertTrue(store.Portfolio.worker.is_alive()) + + store.Portfolio.callback.clear() + store.Portfolio.worker_started = False + store.Portfolio.worker_notify.set() + store.Portfolio.callback.wait() + + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_notify_and_wait(self): + with mock.patch.object(store.Portfolio, "callback") as callback,\ + mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: + store.Portfolio.notify_and_wait() + callback.clear.assert_called_once_with() + worker_notify.set.assert_called_once_with() + callback.wait.assert_called_once_with() + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class PortfolioTest(WebMockTestCase): def setUp(self): super(PortfolioTest, self).setUp() - with open("test_portfolio.json") as example: + with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() - self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + self.wm.get(market.Portfolio.URL, text=self.json_response) - def test_get_cryptoportfolio(self): - self.wm.get(portfolio.Portfolio.URL, [ - {"text":'{ "foo": "bar" }', "status_code": 200}, - {"text": "System Error", "status_code": 500}, - {"exc": requests.exceptions.ConnectTimeout}, - ]) - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) - self.assertTrue(self.wm.called) - self.assertEqual(1, self.wm.call_count) - self.m.report.log_error.assert_not_called() - self.m.report.log_http_request.assert_called_once() - self.m.report.log_http_request.reset_mock() - - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertIsNone(portfolio.Portfolio.data) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_error.assert_not_called() - self.m.report.log_http_request.assert_called_once() - self.m.report.log_http_request.reset_mock() - - - portfolio.Portfolio.data = "Foo" - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertEqual("Foo", portfolio.Portfolio.data) - self.assertEqual(3, self.wm.call_count) - self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", - exception=mock.ANY) - self.m.report.log_http_request.assert_not_called() + @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") + def test_get_cryptoportfolio(self, parse_cryptoportfolio): + with self.subTest(parallel=False): + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + self.assertEqual("bar", market.Portfolio.data.get()["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = store.LockedVar(None) + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data.get()) + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = store.LockedVar("Foo") + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data.get()) + self.assertEqual(3, self.wm.call_count) + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=True): + with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ + mock.patch.object(market.Portfolio, "notify_and_wait") as notify: + with self.subTest(worker=True): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = True + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + parse_cryptoportfolio.reset_mock() + with self.subTest(worker=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = False + market.Portfolio.get_cryptoportfolio() + notify.assert_called_once_with() + parse_cryptoportfolio.assert_not_called() def test_parse_cryptoportfolio(self): - portfolio.Portfolio.parse_cryptoportfolio(self.m) - - self.assertListEqual( - ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) - - liquidities = portfolio.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), - } - date = portfolio.datetime(2018, 1, 8) - self.assertDictEqual(expected, liquidities["high"][date]) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), - } - self.assertDictEqual(expected, liquidities["medium"][date]) - self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) - - self.m.report.log_http_request.assert_called_once_with("GET", - portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) - self.m.report.log_http_request.reset_mock() - - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio(self.m) - self.m.report.log_http_request.assert_not_called() - - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called_once() - - def test_repartition(self): - expected_medium = { - 'BTC': (D("1.1102e-16"), "long"), - 'USDT': (D("0.1"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'STEEM': (D("0.1"), "long"), - 'STRAT': (D("0.1"), "long"), - 'XEM': (D("0.1"), "long"), - 'XMR': (D("0.1"), "long"), - 'XVC': (D("0.1"), "long"), - 'ZRX': (D("0.1"), "long"), - } - expected_high = { - 'USDT': (D("0.1226"), "long"), - 'BTC': (D("0.1429"), "long"), - 'ETC': (D("0.1127"), "long"), - 'ETH': (D("0.1569"), "long"), - 'FCT': (D("0.3341"), "long"), - 'GAS': (D("0.1308"), "long"), - } + with self.subTest(description="Normal case"): + market.Portfolio.data = store.LockedVar(store.json.loads( + self.json_response, parse_int=D, parse_float=D)) + market.Portfolio.parse_cryptoportfolio() - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) - self.assertEqual(1, self.wm.call_count) + liquidities = market.Portfolio.liquidities.get() + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) - portfolio.Portfolio.repartition(self.m) - self.assertEqual(1, self.wm.call_count) + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + date = portfolio.datetime(2018, 1, 8) + self.assertDictEqual(expected, liquidities["high"][date]) - portfolio.Portfolio.repartition(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called() - self.assertEqual(2, self.m.report.log_http_request.call_count) + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"][date]) + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) + + with self.subTest(description="Missing weight"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + + with self.subTest(description="All missing weights"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_1"]["weights"]) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + self.assertEqual({}, market.Portfolio.liquidities.get("high")) + self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) + + + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_repartition(self, get_cryptoportfolio): + market.Portfolio.liquidities = store.LockedVar({ + "medium": { + "2018-03-01": "medium_2018-03-01", + "2018-03-08": "medium_2018-03-08", + }, + "high": { + "2018-03-01": "high_2018-03-01", + "2018-03-08": "high_2018-03-08", + } + }) + market.Portfolio.last_date = store.LockedVar("2018-03-08") + + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) + get_cryptoportfolio.assert_called_once_with() + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) + self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.Portfolio, "repartition") - def test_wait_for_recent(self, repartition, sleep): + @mock.patch.object(market.time, "sleep") + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_wait_for_recent(self, get_cryptoportfolio, sleep): self.call_count = 0 - def _repartition(market, refetch): - self.assertEqual(self.m, market) - self.assertTrue(refetch) + def _get(refetch=False): + if self.call_count != 0: + self.assertTrue(refetch) + else: + self.assertFalse(refetch) self.call_count += 1 - portfolio.Portfolio.last_date = portfolio.datetime.now()\ - - portfolio.timedelta(10)\ - + portfolio.timedelta(self.call_count) - repartition.side_effect = _repartition + market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ + - store.timedelta(10)\ + + store.timedelta(self.call_count)) + get_cryptoportfolio.side_effect = _get - portfolio.Portfolio.wait_for_recent(self.m) + market.Portfolio.wait_for_recent() sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) - self.assertEqual(7, repartition.call_count) - self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") + self.assertEqual(7, get_cryptoportfolio.call_count) + market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=15) + market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() - self.assertEqual(1, repartition.call_count) + self.assertEqual(1, get_cryptoportfolio.call_count) sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=1) + market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) - self.assertEqual(10, repartition.call_count) + self.assertEqual(10, get_cryptoportfolio.call_count) + + def test_is_worker_thread(self): + with self.subTest(worker=None): + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="not self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = mock.Mock() + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = current + self.assertTrue(store.Portfolio.is_worker_thread()) + + def test_start_worker(self): + with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: + store.Portfolio.start_worker() + notification.assert_called_once_with(poll=30) + + self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) + self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) + store.Portfolio.report.start_lock.assert_called_once_with() + + self.assertIsNotNone(store.Portfolio.worker) + self.assertIsNotNone(store.Portfolio.worker_notify) + self.assertIsNotNone(store.Portfolio.callback) + self.assertTrue(store.Portfolio.worker_started) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): @@ -625,7 +1159,7 @@ class MarketTest(WebMockTestCase): self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) def test_values(self): - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) self.assertEqual(self.ccxt, m.ccxt) self.assertFalse(m.debug) @@ -637,28 +1171,30 @@ class MarketTest(WebMockTestCase): self.assertEqual(m, m.balances.market) self.assertEqual(m, m.ccxt._market) - m = market.Market(self.ccxt, debug=True) + m = market.Market(self.ccxt, self.market_args(debug=True)) self.assertTrue(m.debug) - m = market.Market(self.ccxt, debug=False) + m = market.Market(self.ccxt, self.market_args(debug=False)) self.assertFalse(m.debug) + with mock.patch("market.ReportStore") as report_store: + with self.subTest(quiet=False): + m = market.Market(self.ccxt, self.market_args(quiet=False)) + report_store.assert_called_with(m, verbose_print=True) + with self.subTest(quiet=True): + m = market.Market(self.ccxt, self.market_args(quiet=True)) + report_store.assert_called_with(m, verbose_print=False) + @mock.patch("market.ccxt") def test_from_config(self, ccxt): with mock.patch("market.ReportStore"): ccxt.poloniexE.return_value = self.ccxt - self.ccxt.session.request.return_value = "response" - m = market.Market.from_config({"key": "key", "secred": "secret"}) + m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) self.assertEqual(self.ccxt, m.ccxt) - self.ccxt.session.request("GET", "URL", data="data", - headers="headers") - m.report.log_http_request.assert_called_with('GET', 'URL', 'data', - 'headers', 'response') - - m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True) + m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) self.assertEqual(True, m.debug) def test_get_tickers(self): @@ -667,7 +1203,7 @@ class MarketTest(WebMockTestCase): market.NotSupported ] - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) self.assertEqual("tickers", m.get_tickers()) self.assertEqual("tickers", m.get_tickers()) self.ccxt.fetch_tickers.assert_called_once() @@ -680,7 +1216,7 @@ class MarketTest(WebMockTestCase): "ETH/ETC": { "bid": 1, "ask": 3 }, "XVG/ETH": { "bid": 10, "ask": 40 }, } - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) ticker = m.get_ticker("ETH", "ETC") self.assertEqual(1, ticker["bid"]) @@ -708,7 +1244,7 @@ class MarketTest(WebMockTestCase): market.ExchangeError("foo"), ] - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) ticker = m.get_ticker("ETH", "ETC") self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") @@ -728,7 +1264,7 @@ class MarketTest(WebMockTestCase): self.assertIsNone(ticker) def test_fetch_fees(self): - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_fees.return_value = "Foo" self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_called_once() @@ -736,7 +1272,7 @@ class MarketTest(WebMockTestCase): self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_not_called() - @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(market.Portfolio, "repartition") @mock.patch.object(market.Market, "get_ticker") @mock.patch.object(market.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): @@ -755,7 +1291,7 @@ class MarketTest(WebMockTestCase): get_ticker.side_effect = _get_ticker with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt) + m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_all_balances.return_value = { "USDT": { "exchange_free": D("10000.0"), @@ -787,7 +1323,7 @@ class MarketTest(WebMockTestCase): m.report.log_balances.assert_called_once_with(tag="tag") - @mock.patch.object(portfolio.time, "sleep") + @mock.patch.object(market.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ @@ -795,7 +1331,7 @@ class MarketTest(WebMockTestCase): (False, 12), (True, 12)]: with self.subTest(sleep=sleep, debug=debug), \ mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, debug=debug) + m = market.Market(self.ccxt, self.market_args(debug=debug)) order_mock1 = mock.Mock() order_mock2 = mock.Mock() @@ -872,7 +1408,7 @@ class MarketTest(WebMockTestCase): for debug in [True, False]: with self.subTest(debug=debug),\ mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, debug=debug) + m = market.Market(self.ccxt, self.market_args(debug=debug)) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") @@ -907,7 +1443,389 @@ class MarketTest(WebMockTestCase): self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") - + + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + m.ccxt.transfer_balance.side_effect = [ + market.ccxt.RequestTimeout, + True + ] + m.move_balances() + self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), + mock.call("BTC", 3, "exchange", "margin") + ]) + self.assertEqual(2, fetch_balances.call_count) + m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) + self.assertEqual(2, m.report.log_move_balances.call_count) + + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, too_much=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + m.ccxt.transfer_balance.side_effect = [ + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + ] + with self.assertRaises(market.ccxt.RequestTimeout): + m.move_balances() + + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, partial_result=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "10.0") + trade1 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade2 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("USDT", "0.0") + value_from.linked_to = portfolio.Amount("XVG", "0.0") + value_to = portfolio.Amount("USDT", "-50.0") + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) + + m.trades.all = [trade1, trade2, trade3] + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} + + call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } + def _transfer_balance(currency, amount, from_, to_): + call_counts[currency] += 1 + if currency == "BTC": + m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) + if currency == "USDT": + if call_counts["USDT"] == 1: + raise market.ccxt.RequestTimeout + else: + m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) + if currency == "ETC": + m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) + + + m.ccxt.transfer_balance.side_effect = _transfer_balance + + m.move_balances() + self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call("ETC", 5, "margin", "exchange") + ]) + self.assertEqual(2, fetch_balances.call_count) + m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) + self.assertEqual(2, m.report.log_move_balances.call_count) + m.report.log_move_balances.asser_has_calls([ + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "100"), + }), + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "0"), + 'USDT': portfolio.Amount("USDT", "100"), + 'ETC': portfolio.Amount("ETC", "-5"), + }), + ]) + + + def test_store_file_report(self): + file_open = mock.mock_open() + m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) + with self.subTest(file="present"),\ + mock.patch("market.open", file_open),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(market, "datetime") as time_mock: + + report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] + report.to_json.return_value = "json_content" + + m.store_file_report(datetime.datetime(2018, 2, 25)) + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") + file_open().write.assert_any_call("json_content") + file_open().write.assert_any_call("Foo\nBar") + m.report.to_json.assert_called_once_with() + + m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1) + with self.subTest(file="error"),\ + mock.patch("market.open") as file_open,\ + mock.patch.object(m, "report") as report,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + m.store_file_report(datetime.datetime(2018, 2, 25)) + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + @mock.patch.object(market, "psycopg2") + def test_store_database_report(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + m = market.Market(self.ccxt, self.market_args(), + pg_config={"config": "pg_config"}, user_id=1) + cursor_mock.fetchone.return_value = [42] + + with self.subTest(error=False),\ + mock.patch.object(m, "report") as report: + report.to_json_array.return_value = [ + ("date1", "type1", "payload1"), + ("date2", "type2", "payload2"), + ] + m.store_database_report(datetime.datetime(2018, 3, 24)) + connect_mock.assert_has_calls([ + mock.call.cursor(), + mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), + mock.call.cursor().fetchone(), + mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), + mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), + mock.call.commit(), + mock.call.cursor().close(), + mock.call.close() + ]) + + connect_mock.reset_mock() + with self.subTest(error=True),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + psycopg2.connect.side_effect = Exception("Bouh") + m.store_database_report(datetime.datetime(2018, 3, 24)) + self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") + + def test_store_report(self): + m = market.Market(self.ccxt, self.market_args(), user_id=1) + with self.subTest(file=None, pg_config=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(m, "store_file_report") as file_report: + m.store_report() + report.merge.assert_called_with(store.Portfolio.report) + + file_report.assert_not_called() + db_report.assert_not_called() + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1) + with self.subTest(file="present", pg_config=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + db_report.assert_not_called() + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), pg_config="present", user_id=1) + with self.subTest(file=None, pg_config="present"),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_not_called() + db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + + report.reset_mock() + m = market.Market(self.ccxt, self.market_args(), + pg_config="pg_config", report_path="present", user_id=1) + with self.subTest(file="present", pg_config="present"),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(m, "store_file_report") as file_report,\ + mock.patch.object(m, "store_database_report") as db_report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + + m.store_report() + + report.merge.assert_called_with(store.Portfolio.report) + file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) + + def test_print_orders(self): + m = market.Market(self.ccxt, self.market_args()) + with mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m, "prepare_trades") as prepare_trades,\ + mock.patch.object(m.trades, "prepare_orders") as prepare_orders: + m.print_orders() + + log_stage.assert_called_with("print_orders") + fetch_balances.assert_called_with(tag="print_orders") + prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + m = market.Market(self.ccxt, self.market_args()) + + with mock.patch.object(m.balances, "in_currency") as in_currency,\ + mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m.report, "print_log") as print_log: + + in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + m.print_balances() + + log_stage.assert_called_once_with("print_balances") + fetch_balances.assert_called_with() + print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + @mock.patch("market.Processor.process") + @mock.patch("market.ReportStore.log_error") + @mock.patch("market.Market.store_report") + def test_process(self, store_report, log_error, process): + m = market.Market(self.ccxt, self.market_args()) + with self.subTest(before=False, after=False): + m.process(None) + + process.assert_not_called() + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=False): + m.process(None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=False, after=True): + m.process(None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=True): + m.process(None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_orders"),\ + mock.patch.object(m, "print_orders") as print_orders,\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_orders", "print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_orders.assert_called_once_with() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="unknown"): + m.process(["unknown"]) + log_error.assert_called_once_with("market_process", message="Unknown action unknown") + store_report.assert_called_once() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(unhandled_exception=True): + process.side_effect = Exception("bouh") + + m.process(None, before=True) + log_error.assert_called_with("market_process", exception=mock.ANY) + store_report.assert_called_once() + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): def test_compute_trades(self): @@ -1226,7 +2144,7 @@ class BalanceStoreTest(WebMockTestCase): self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) self.m.report.log_balances.assert_called_with(tag="foo") - @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(market.Portfolio, "repartition") def test_dispatch_assets(self, repartition): self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance @@ -1243,7 +2161,7 @@ class BalanceStoreTest(WebMockTestCase): repartition.return_value = repartition_hash amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(self.m, liquidity="medium") + repartition.assert_called_with(liquidity="medium") self.assertIn("XEM", balance_store.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) @@ -2295,6 +3213,507 @@ class OrderTest(WebMockTestCase): 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(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): @@ -2372,14 +3791,30 @@ class ReportStoreTest(WebMockTestCase): 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(), "Coucou\n1.00000000 BTC\n") + 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: @@ -2388,6 +3823,14 @@ class ReportStoreTest(WebMockTestCase): 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"}) @@ -2397,6 +3840,20 @@ class ReportStoreTest(WebMockTestCase): 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): @@ -2790,7 +4247,7 @@ class ReportStoreTest(WebMockTestCase): }) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): +class MainTest(WebMockTestCase): def test_make_order(self): self.m.get_ticker.return_value = { "inverted": False, @@ -2800,7 +4257,7 @@ class HelperTest(WebMockTestCase): } with self.subTest(description="nominal case"): - helper.make_order(self.m, 10, "ETH") + main.make_order(self.m, 10, "ETH") self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), @@ -2825,7 +4282,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + main.make_order(self.m, 10, "ETH", action="dispose", compute_value="ask") trade = self.m.trades.all.append.mock_calls[0][1][0] @@ -2834,7 +4291,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(follow=False): - result = helper.make_order(self.m, 10, "ETH", 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"), @@ -2854,7 +4311,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(base_currency="USDT"): - helper.make_order(self.m, 1, "BTC", 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) @@ -2862,14 +4319,14 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(close_if_possible=True): - helper.make_order(self.m, 10, "ETH", 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"): - helper.make_order(self.m, 10, "ETH", 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) @@ -2879,161 +4336,120 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + 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_user_market(self): - with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ - mock.patch("helper.main_parse_config") as main_parse_config: + 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 = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1) + 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 = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1, debug=True) + 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_main_store_report(self): - file_open = mock.mock_open() - with self.subTest(file=None), mock.patch("__main__.open", file_open): - helper.main_store_report(None, 1, self.m) - file_open.assert_not_called() - - file_open = mock.mock_open() - with self.subTest(file="present"), mock.patch("helper.open", file_open),\ - mock.patch.object(helper, "datetime") as time_mock: - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - self.m.report.to_json.return_value = "json_content" - - helper.main_store_report("present", 1, self.m) - - file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") - file_open().write.assert_called_once_with("json_content") - self.m.report.to_json.assert_called_once_with() - - with self.subTest(file="error"),\ - mock.patch("helper.open") as file_open,\ + def test_process(self): + with mock.patch("market.Market") as market_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - file_open.side_effect = FileNotFoundError - helper.main_store_report("error", 1, self.m) + 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()) - self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + main.process("config", 3, 1, args_mock, "report_path", "pg_config") - @mock.patch("helper.Processor.process") - def test_main_process_market(self, process): - with self.subTest(before=False, after=False): - m = mock.Mock() - helper.main_process_market(m, None) - - process.assert_not_called() - - process.reset_mock() - with self.subTest(before=True, after=False): - helper.main_process_market(m, None, before=True) - - process.assert_called_once_with("sell_all", steps="before") - - process.reset_mock() - with self.subTest(before=False, after=True): - helper.main_process_market(m, None, after=True) - - process.assert_called_once_with("sell_all", steps="after") - - process.reset_mock() - with self.subTest(before=True, after=True): - helper.main_process_market(m, None, before=True, after=True) - - process.assert_has_calls([ - mock.call("sell_all", steps="before"), - mock.call("sell_all", steps="after"), + 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"), ]) - process.reset_mock() - with self.subTest(action="print_balances"),\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_balances"]) - - process.assert_not_called() - print_balances.assert_called_once_with("user") - - with self.subTest(action="print_orders"),\ - mock.patch("helper.print_orders") as print_orders,\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_orders", "print_balances"]) - - process.assert_not_called() - print_orders.assert_called_once_with("user") - print_balances.assert_called_once_with("user") - - with self.subTest(action="unknown"),\ - self.assertRaises(NotImplementedError): - helper.main_process_market("user", ["unknown"]) - - @mock.patch.object(helper, "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(helper.main_fetch_markets({"foo": "bar"}, None)) + 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()) - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + 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: - self.assertEqual(["row_1", "row_2"], rows) + args_mock = mock.Mock() + args_mock.parallel = False + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock - psycopg2.connect.reset_mock() - cursor_mock.execute.reset_mock() - with self.subTest(user=1): - rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) + parse_config.return_value = ["pg_config", "report_path"] - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) + fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] - self.assertEqual(["row_1", "row_2"], rows) + main.main(["Foo", "Bar"]) - @mock.patch.object(helper.sys, "exit") - def test_main_parse_args(self, exit): - with self.subTest(config="config.ini"): - args = helper.main_parse_args([]) - self.assertEqual("config.ini", args.config) - self.assertFalse(args.before) - self.assertFalse(args.after) - self.assertFalse(args.debug) - - args = helper.main_parse_args(["--before", "--after", "--debug"]) - self.assertTrue(args.before) - self.assertTrue(args.after) - self.assertTrue(args.debug) - - exit.assert_not_called() + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") - with self.subTest(config="inexistant"),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - args = helper.main_parse_args(["--config", "foo.bar"]) - exit.assert_called_once_with(1) - self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + 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(helper.sys, "exit") - @mock.patch("helper.configparser") - @mock.patch("helper.os") - def test_main_parse_config(self, os, configparser, exit): + @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 @@ -3043,7 +4459,7 @@ class HelperTest(WebMockTestCase): config_mock.__contains__.side_effect = config config_mock.__getitem__.return_value = "pg_config" - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") @@ -3061,7 +4477,7 @@ class HelperTest(WebMockTestCase): ] os.path.exists.return_value = False - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") self.assertEqual(["pg_config", "report_path"], result) @@ -3072,46 +4488,71 @@ class HelperTest(WebMockTestCase): mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: config_mock = mock.MagicMock() configparser.ConfigParser.return_value = config_mock - result = helper.main_parse_config("configfile") + 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) - def test_print_orders(self): - helper.print_orders(self.m) + args = main.parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) - self.m.report.log_stage.assert_called_with("print_orders") - self.m.balances.fetch_balances.assert_called_with(tag="print_orders") - self.m.prepare_trades.assert_called_with(base_currency="BTC", - compute_value="average") - self.m.trades.prepare_orders.assert_called_with(compute_value="average") + 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) - def test_print_balances(self): - self.m.balances.in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } - - helper.print_balances(self.m) - - self.m.report.log_stage.assert_called_once_with("print_balances") - self.m.balances.fetch_balances.assert_called_with() - self.m.report.print_log.assert_has_calls([ - mock.call("total:"), - mock.call(portfolio.Amount("BTC", "0.95")), - ]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ProcessorTest(WebMockTestCase): def test_values(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) self.assertEqual(self.m, processor.market) def test_run_action(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "parse_args") as parse_args: method_mock = mock.Mock() @@ -3125,10 +4566,10 @@ class ProcessorTest(WebMockTestCase): processor.run_action("wait_for_recent", "bar", "baz") - method_mock.assert_called_with(self.m, foo="bar") + method_mock.assert_called_with(foo="bar") def test_select_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) scenario = processor.scenarios["sell_all"] @@ -3141,9 +4582,9 @@ class ProcessorTest(WebMockTestCase): with self.assertRaises(TypeError): processor.select_steps(scenario, ["wait"]) - @mock.patch("helper.Processor.process_step") + @mock.patch("market.Processor.process_step") def test_process(self, process_step): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) processor.process("sell_all", foo="bar") self.assertEqual(3, process_step.call_count) @@ -3162,13 +4603,13 @@ class ProcessorTest(WebMockTestCase): def test_method_arguments(self): ccxt = mock.Mock(spec=market.ccxt.poloniexE) - m = market.Market(ccxt) + m = market.Market(ccxt, self.market_args()) - processor = helper.Processor(m) + processor = market.Processor(m) method, arguments = processor.method_arguments("wait_for_recent") - self.assertEqual(portfolio.Portfolio.wait_for_recent, method) - self.assertEqual(["delta"], arguments) + 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) @@ -3190,7 +4631,7 @@ class ProcessorTest(WebMockTestCase): self.assertEqual(m.trades.close_trades, method) def test_process_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][1] @@ -3224,7 +4665,7 @@ class ProcessorTest(WebMockTestCase): self.m.balances.fetch_balances.assert_not_called() def test_parse_args(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() @@ -3350,7 +4791,7 @@ class AcceptanceTest(WebMockTestCase): 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): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) @@ -3429,7 +4870,7 @@ class AcceptanceTest(WebMockTestCase): "amount": "10", "total": "1" } ] - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) @@ -3470,7 +4911,7 @@ class AcceptanceTest(WebMockTestCase): } market.fetch_all_balances.return_value = fetch_balance - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 5 helper.prepare_trades(market, only="acquire", compute_value="average") @@ -3542,7 +4983,7 @@ class AcceptanceTest(WebMockTestCase): # TODO # portfolio.TradeStore.run_orders() - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False) diff --git a/test_samples/poloniexETest.test_fetch_all_balances.1.json b/test_samples/poloniexETest.test_fetch_all_balances.1.json new file mode 100644 index 0000000..b04648c --- /dev/null +++ b/test_samples/poloniexETest.test_fetch_all_balances.1.json @@ -0,0 +1,1459 @@ +{ + "1CR": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "ABY": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "AC": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "ACH": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "ADN": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "AEON": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "AERO": { + "available": "0.00000000", + "onOrders": "0.00000000", + "btcValue": "0.00000000" + }, + "AIR": { + "available": 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