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Dynamically use process methods
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
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1aa7d4fa 1import sys
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2import portfolio
3import unittest
f86ee140 4import datetime
5ab23e1c 5from decimal import Decimal as D
dd359bc0 6from unittest import mock
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7import requests
8import requests_mock
c51687d2 9from io import StringIO
f86ee140 10import portfolio, helper, market
dd359bc0 11
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12limits = ["acceptance", "unit"]
13for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
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22class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
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30 # market
31 self.m = mock.Mock(name="Market", spec=market.Market)
32 self.m.debug = False
33
80cdd672 34 self.patchers = [
9f54fd9a 35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
80cdd672 36 mock.patch.multiple(portfolio.Computation,
6ca5a1ec 37 computations=portfolio.Computation.computations),
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38 ]
39 for patcher in self.patchers:
40 patcher.start()
41
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42 def tearDown(self):
43 for patcher in self.patchers:
44 patcher.stop()
45 self.wm.stop()
46 super(WebMockTestCase, self).tearDown()
47
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48@unittest.skipUnless("unit" in limits, "Unit skipped")
49class poloniexETest(unittest.TestCase):
50 def setUp(self):
51 super(poloniexETest, self).setUp()
52 self.wm = requests_mock.Mocker()
53 self.wm.start()
54
55 self.s = market.ccxt.poloniexE()
56
57 def tearDown(self):
58 self.wm.stop()
59 super(poloniexETest, self).tearDown()
60
61 def test_nanoseconds(self):
62 with mock.patch.object(market.ccxt.time, "time") as time:
63 time.return_value = 123456.7890123456
64 self.assertEqual(123456789012345, self.s.nanoseconds())
65
66 def test_nonce(self):
67 with mock.patch.object(market.ccxt.time, "time") as time:
68 time.return_value = 123456.7890123456
69 self.assertEqual(123456789012345, self.s.nonce())
70
71 def test_order_precision(self):
72 self.assertEqual(8, self.s.order_precision("FOO"))
73
74 def test_transfer_balance(self):
75 with self.subTest(success=True),\
76 mock.patch.object(self.s, "privatePostTransferBalance") as t:
77 t.return_value = { "success": 1 }
78 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
79 t.assert_called_once_with({
80 "currency": "FOO",
81 "amount": 12,
82 "fromAccount": "exchange",
83 "toAccount": "margin",
84 "confirmed": 1
85 })
86 self.assertTrue(result)
87
88 with self.subTest(success=False),\
89 mock.patch.object(self.s, "privatePostTransferBalance") as t:
90 t.return_value = { "success": 0 }
91 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
92
93 def test_close_margin_position(self):
94 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
95 self.s.close_margin_position("FOO", "BAR")
96 c.assert_called_with({"currencyPair": "BAR_FOO"})
97
98 def test_tradable_balances(self):
99 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
100 r.return_value = {
101 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
102 "BAR": { "exchange": "1", "margin": "0" },
103 }
104 balances = self.s.tradable_balances()
105 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
106 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
107 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
108 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
109
110 def test_margin_summary(self):
111 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
112 r.return_value = {
113 "currentMargin": "1.49680968",
114 "lendingFees": "0.0000001",
115 "pl": "0.00008254",
116 "totalBorrowedValue": "0.00673602",
117 "totalValue": "0.01000000",
118 "netValue": "0.01008254",
119 }
120 expected = {
121 'current_margin': D('1.49680968'),
122 'gains': D('0.00008254'),
123 'lending_fees': D('0.0000001'),
124 'total': D('0.01000000'),
125 'total_borrowed': D('0.00673602')
126 }
127 self.assertEqual(expected, self.s.margin_summary())
128
1aa7d4fa 129@unittest.skipUnless("unit" in limits, "Unit skipped")
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130class PortfolioTest(WebMockTestCase):
131 def fill_data(self):
132 if self.json_response is not None:
133 portfolio.Portfolio.data = self.json_response
134
135 def setUp(self):
136 super(PortfolioTest, self).setUp()
137
138 with open("test_portfolio.json") as example:
139 self.json_response = example.read()
140
141 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
142
f86ee140 143 def test_get_cryptoportfolio(self):
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144 self.wm.get(portfolio.Portfolio.URL, [
145 {"text":'{ "foo": "bar" }', "status_code": 200},
146 {"text": "System Error", "status_code": 500},
147 {"exc": requests.exceptions.ConnectTimeout},
148 ])
f86ee140 149 portfolio.Portfolio.get_cryptoportfolio(self.m)
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150 self.assertIn("foo", portfolio.Portfolio.data)
151 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
152 self.assertTrue(self.wm.called)
153 self.assertEqual(1, self.wm.call_count)
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154 self.m.report.log_error.assert_not_called()
155 self.m.report.log_http_request.assert_called_once()
156 self.m.report.log_http_request.reset_mock()
80cdd672 157
f86ee140 158 portfolio.Portfolio.get_cryptoportfolio(self.m)
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159 self.assertIsNone(portfolio.Portfolio.data)
160 self.assertEqual(2, self.wm.call_count)
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161 self.m.report.log_error.assert_not_called()
162 self.m.report.log_http_request.assert_called_once()
163 self.m.report.log_http_request.reset_mock()
3d0247f9 164
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165
166 portfolio.Portfolio.data = "Foo"
f86ee140 167 portfolio.Portfolio.get_cryptoportfolio(self.m)
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168 self.assertEqual("Foo", portfolio.Portfolio.data)
169 self.assertEqual(3, self.wm.call_count)
f86ee140 170 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
3d0247f9 171 exception=mock.ANY)
f86ee140 172 self.m.report.log_http_request.assert_not_called()
80cdd672 173
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174 def test_parse_cryptoportfolio(self):
175 portfolio.Portfolio.parse_cryptoportfolio(self.m)
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176
177 self.assertListEqual(
178 ["medium", "high"],
179 list(portfolio.Portfolio.liquidities.keys()))
180
181 liquidities = portfolio.Portfolio.liquidities
182 self.assertEqual(10, len(liquidities["medium"].keys()))
183 self.assertEqual(10, len(liquidities["high"].keys()))
184
185 expected = {
186 'BTC': (D("0.2857"), "long"),
187 'DGB': (D("0.1015"), "long"),
188 'DOGE': (D("0.1805"), "long"),
189 'SC': (D("0.0623"), "long"),
190 'ZEC': (D("0.3701"), "long"),
191 }
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192 date = portfolio.datetime(2018, 1, 8)
193 self.assertDictEqual(expected, liquidities["high"][date])
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194
195 expected = {
196 'BTC': (D("1.1102e-16"), "long"),
197 'ETC': (D("0.1"), "long"),
198 'FCT': (D("0.1"), "long"),
199 'GAS': (D("0.1"), "long"),
200 'NAV': (D("0.1"), "long"),
201 'OMG': (D("0.1"), "long"),
202 'OMNI': (D("0.1"), "long"),
203 'PPC': (D("0.1"), "long"),
204 'RIC': (D("0.1"), "long"),
205 'VIA': (D("0.1"), "long"),
206 'XCP': (D("0.1"), "long"),
207 }
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208 self.assertDictEqual(expected, liquidities["medium"][date])
209 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
80cdd672 210
f86ee140 211 self.m.report.log_http_request.assert_called_once_with("GET",
3d0247f9 212 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
f86ee140 213 self.m.report.log_http_request.reset_mock()
3d0247f9 214
80cdd672 215 # It doesn't refetch the data when available
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216 portfolio.Portfolio.parse_cryptoportfolio(self.m)
217 self.m.report.log_http_request.assert_not_called()
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218
219 self.assertEqual(1, self.wm.call_count)
220
f86ee140 221 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
9f54fd9a 222 self.assertEqual(2, self.wm.call_count)
f86ee140 223 self.m.report.log_http_request.assert_called_once()
9f54fd9a 224
f86ee140 225 def test_repartition(self):
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226 expected_medium = {
227 'BTC': (D("1.1102e-16"), "long"),
228 'USDT': (D("0.1"), "long"),
229 'ETC': (D("0.1"), "long"),
230 'FCT': (D("0.1"), "long"),
231 'OMG': (D("0.1"), "long"),
232 'STEEM': (D("0.1"), "long"),
233 'STRAT': (D("0.1"), "long"),
234 'XEM': (D("0.1"), "long"),
235 'XMR': (D("0.1"), "long"),
236 'XVC': (D("0.1"), "long"),
237 'ZRX': (D("0.1"), "long"),
238 }
239 expected_high = {
240 'USDT': (D("0.1226"), "long"),
241 'BTC': (D("0.1429"), "long"),
242 'ETC': (D("0.1127"), "long"),
243 'ETH': (D("0.1569"), "long"),
244 'FCT': (D("0.3341"), "long"),
245 'GAS': (D("0.1308"), "long"),
246 }
247
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248 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
249 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
250 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
80cdd672 251
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252 self.assertEqual(1, self.wm.call_count)
253
f86ee140 254 portfolio.Portfolio.repartition(self.m)
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255 self.assertEqual(1, self.wm.call_count)
256
f86ee140 257 portfolio.Portfolio.repartition(self.m, refetch=True)
9f54fd9a 258 self.assertEqual(2, self.wm.call_count)
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259 self.m.report.log_http_request.assert_called()
260 self.assertEqual(2, self.m.report.log_http_request.call_count)
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261
262 @mock.patch.object(portfolio.time, "sleep")
263 @mock.patch.object(portfolio.Portfolio, "repartition")
264 def test_wait_for_recent(self, repartition, sleep):
265 self.call_count = 0
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266 def _repartition(market, refetch):
267 self.assertEqual(self.m, market)
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268 self.assertTrue(refetch)
269 self.call_count += 1
270 portfolio.Portfolio.last_date = portfolio.datetime.now()\
271 - portfolio.timedelta(10)\
272 + portfolio.timedelta(self.call_count)
273 repartition.side_effect = _repartition
274
f86ee140 275 portfolio.Portfolio.wait_for_recent(self.m)
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276 sleep.assert_called_with(30)
277 self.assertEqual(6, sleep.call_count)
278 self.assertEqual(7, repartition.call_count)
f86ee140 279 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
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280
281 sleep.reset_mock()
282 repartition.reset_mock()
283 portfolio.Portfolio.last_date = None
284 self.call_count = 0
f86ee140 285 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
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286 sleep.assert_not_called()
287 self.assertEqual(1, repartition.call_count)
288
289 sleep.reset_mock()
290 repartition.reset_mock()
291 portfolio.Portfolio.last_date = None
292 self.call_count = 0
f86ee140 293 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
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294 sleep.assert_called_with(30)
295 self.assertEqual(9, sleep.call_count)
296 self.assertEqual(10, repartition.call_count)
297
1aa7d4fa 298@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 299class AmountTest(WebMockTestCase):
dd359bc0 300 def test_values(self):
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301 amount = portfolio.Amount("BTC", "0.65")
302 self.assertEqual(D("0.65"), amount.value)
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303 self.assertEqual("BTC", amount.currency)
304
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305 def test_in_currency(self):
306 amount = portfolio.Amount("ETC", 10)
307
f86ee140 308 self.assertEqual(amount, amount.in_currency("ETC", self.m))
dd359bc0 309
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310 with self.subTest(desc="no ticker for currency"):
311 self.m.get_ticker.return_value = None
dd359bc0 312
f86ee140 313 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
dd359bc0 314
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315 with self.subTest(desc="nominal case"):
316 self.m.get_ticker.return_value = {
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317 "bid": D("0.2"),
318 "ask": D("0.4"),
5ab23e1c 319 "average": D("0.3"),
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320 "foo": "bar",
321 }
f86ee140 322 converted_amount = amount.in_currency("ETH", self.m)
dd359bc0 323
5ab23e1c 324 self.assertEqual(D("3.0"), converted_amount.value)
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325 self.assertEqual("ETH", converted_amount.currency)
326 self.assertEqual(amount, converted_amount.linked_to)
327 self.assertEqual("bar", converted_amount.ticker["foo"])
328
f86ee140 329 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
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330 self.assertEqual(D("2"), converted_amount.value)
331
f86ee140 332 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
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333 self.assertEqual(D("4"), converted_amount.value)
334
f86ee140 335 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
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336 self.assertEqual(D("0.2"), converted_amount.value)
337
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338 def test__round(self):
339 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
340 self.assertEqual(D("1.23456789"), round(amount).value)
341 self.assertEqual(D("1.23"), round(amount, 2).value)
342
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343 def test__abs(self):
344 amount = portfolio.Amount("SC", -120)
345 self.assertEqual(120, abs(amount).value)
346 self.assertEqual("SC", abs(amount).currency)
347
348 amount = portfolio.Amount("SC", 10)
349 self.assertEqual(10, abs(amount).value)
350 self.assertEqual("SC", abs(amount).currency)
351
352 def test__add(self):
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353 amount1 = portfolio.Amount("XVG", "12.9")
354 amount2 = portfolio.Amount("XVG", "13.1")
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355
356 self.assertEqual(26, (amount1 + amount2).value)
357 self.assertEqual("XVG", (amount1 + amount2).currency)
358
5ab23e1c 359 amount3 = portfolio.Amount("ETH", "1.6")
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360 with self.assertRaises(Exception):
361 amount1 + amount3
362
363 amount4 = portfolio.Amount("ETH", 0.0)
364 self.assertEqual(amount1, amount1 + amount4)
365
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366 self.assertEqual(amount1, amount1 + 0)
367
dd359bc0 368 def test__radd(self):
5ab23e1c 369 amount = portfolio.Amount("XVG", "12.9")
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370
371 self.assertEqual(amount, 0 + amount)
372 with self.assertRaises(Exception):
373 4 + amount
374
375 def test__sub(self):
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376 amount1 = portfolio.Amount("XVG", "13.3")
377 amount2 = portfolio.Amount("XVG", "13.1")
dd359bc0 378
5ab23e1c 379 self.assertEqual(D("0.2"), (amount1 - amount2).value)
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380 self.assertEqual("XVG", (amount1 - amount2).currency)
381
5ab23e1c 382 amount3 = portfolio.Amount("ETH", "1.6")
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383 with self.assertRaises(Exception):
384 amount1 - amount3
385
386 amount4 = portfolio.Amount("ETH", 0.0)
387 self.assertEqual(amount1, amount1 - amount4)
388
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389 def test__rsub(self):
390 amount = portfolio.Amount("ETH", "1.6")
391 with self.assertRaises(Exception):
392 3 - amount
393
f86ee140 394 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
f320eb8a 395
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396 def test__mul(self):
397 amount = portfolio.Amount("XEM", 11)
398
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399 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
400 self.assertEqual(D("33"), (amount * 3).value)
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401
402 with self.assertRaises(Exception):
403 amount * amount
404
405 def test__rmul(self):
406 amount = portfolio.Amount("XEM", 11)
407
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408 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
409 self.assertEqual(D("33"), (3 * amount).value)
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410
411 def test__floordiv(self):
412 amount = portfolio.Amount("XEM", 11)
413
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414 self.assertEqual(D("5.5"), (amount / 2).value)
415 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
dd359bc0 416
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417 with self.assertRaises(Exception):
418 amount / amount
419
80cdd672 420 def test__truediv(self):
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421 amount = portfolio.Amount("XEM", 11)
422
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423 self.assertEqual(D("5.5"), (amount / 2).value)
424 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
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425
426 def test__lt(self):
427 amount1 = portfolio.Amount("BTD", 11.3)
428 amount2 = portfolio.Amount("BTD", 13.1)
429
430 self.assertTrue(amount1 < amount2)
431 self.assertFalse(amount2 < amount1)
432 self.assertFalse(amount1 < amount1)
433
434 amount3 = portfolio.Amount("BTC", 1.6)
435 with self.assertRaises(Exception):
436 amount1 < amount3
437
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438 def test__le(self):
439 amount1 = portfolio.Amount("BTD", 11.3)
440 amount2 = portfolio.Amount("BTD", 13.1)
441
442 self.assertTrue(amount1 <= amount2)
443 self.assertFalse(amount2 <= amount1)
444 self.assertTrue(amount1 <= amount1)
445
446 amount3 = portfolio.Amount("BTC", 1.6)
447 with self.assertRaises(Exception):
448 amount1 <= amount3
449
450 def test__gt(self):
451 amount1 = portfolio.Amount("BTD", 11.3)
452 amount2 = portfolio.Amount("BTD", 13.1)
453
454 self.assertTrue(amount2 > amount1)
455 self.assertFalse(amount1 > amount2)
456 self.assertFalse(amount1 > amount1)
457
458 amount3 = portfolio.Amount("BTC", 1.6)
459 with self.assertRaises(Exception):
460 amount3 > amount1
461
462 def test__ge(self):
463 amount1 = portfolio.Amount("BTD", 11.3)
464 amount2 = portfolio.Amount("BTD", 13.1)
465
466 self.assertTrue(amount2 >= amount1)
467 self.assertFalse(amount1 >= amount2)
468 self.assertTrue(amount1 >= amount1)
469
470 amount3 = portfolio.Amount("BTC", 1.6)
471 with self.assertRaises(Exception):
472 amount3 >= amount1
473
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474 def test__eq(self):
475 amount1 = portfolio.Amount("BTD", 11.3)
476 amount2 = portfolio.Amount("BTD", 13.1)
477 amount3 = portfolio.Amount("BTD", 11.3)
478
479 self.assertFalse(amount1 == amount2)
480 self.assertFalse(amount2 == amount1)
481 self.assertTrue(amount1 == amount3)
482 self.assertFalse(amount2 == 0)
483
484 amount4 = portfolio.Amount("BTC", 1.6)
485 with self.assertRaises(Exception):
486 amount1 == amount4
487
488 amount5 = portfolio.Amount("BTD", 0)
489 self.assertTrue(amount5 == 0)
490
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491 def test__ne(self):
492 amount1 = portfolio.Amount("BTD", 11.3)
493 amount2 = portfolio.Amount("BTD", 13.1)
494 amount3 = portfolio.Amount("BTD", 11.3)
495
496 self.assertTrue(amount1 != amount2)
497 self.assertTrue(amount2 != amount1)
498 self.assertFalse(amount1 != amount3)
499 self.assertTrue(amount2 != 0)
500
501 amount4 = portfolio.Amount("BTC", 1.6)
502 with self.assertRaises(Exception):
503 amount1 != amount4
504
505 amount5 = portfolio.Amount("BTD", 0)
506 self.assertFalse(amount5 != 0)
507
508 def test__neg(self):
509 amount1 = portfolio.Amount("BTD", "11.3")
510
511 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
512
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513 def test__str(self):
514 amount1 = portfolio.Amount("BTX", 32)
515 self.assertEqual("32.00000000 BTX", str(amount1))
516
517 amount2 = portfolio.Amount("USDT", 12000)
518 amount1.linked_to = amount2
519 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
520
521 def test__repr(self):
522 amount1 = portfolio.Amount("BTX", 32)
523 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
524
525 amount2 = portfolio.Amount("USDT", 12000)
526 amount1.linked_to = amount2
527 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
528
529 amount3 = portfolio.Amount("BTC", 0.1)
530 amount2.linked_to = amount3
531 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
532
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533 def test_as_json(self):
534 amount = portfolio.Amount("BTX", 32)
535 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
536
537 amount = portfolio.Amount("BTX", "1E-10")
538 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
539
540 amount = portfolio.Amount("BTX", "1E-5")
541 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
542 self.assertEqual("0.00001", str(amount.as_json()["value"]))
543
1aa7d4fa 544@unittest.skipUnless("unit" in limits, "Unit skipped")
80cdd672 545class BalanceTest(WebMockTestCase):
f2da6589 546 def test_values(self):
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547 balance = portfolio.Balance("BTC", {
548 "exchange_total": "0.65",
549 "exchange_free": "0.35",
550 "exchange_used": "0.30",
551 "margin_total": "-10",
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552 "margin_borrowed": "10",
553 "margin_available": "0",
554 "margin_in_position": "0",
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555 "margin_position_type": "short",
556 "margin_borrowed_base_currency": "USDT",
557 "margin_liquidation_price": "1.20",
558 "margin_pending_gain": "10",
559 "margin_lending_fees": "0.4",
560 "margin_borrowed_base_price": "0.15",
561 })
562 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
563 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
564 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
565 self.assertEqual("BTC", balance.exchange_total.currency)
566 self.assertEqual("BTC", balance.exchange_free.currency)
567 self.assertEqual("BTC", balance.exchange_total.currency)
568
569 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
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570 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
571 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
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572 self.assertEqual("BTC", balance.margin_total.currency)
573 self.assertEqual("BTC", balance.margin_borrowed.currency)
aca4d437 574 self.assertEqual("BTC", balance.margin_available.currency)
f2da6589 575
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576 self.assertEqual("BTC", balance.currency)
577
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578 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
579 self.assertEqual("USDT", balance.margin_lending_fees.currency)
580
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581 def test__repr(self):
582 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
583 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
584 balance = portfolio.Balance("BTX", { "exchange_total": 3,
585 "exchange_used": 1, "exchange_free": 2 })
586 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 587
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588 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
589 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
590
6ca5a1ec 591 balance = portfolio.Balance("BTX", { "margin_total": 3,
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592 "margin_in_position": 1, "margin_available": 2 })
593 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
f2da6589 594
aca4d437 595 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
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596 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
597
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598 balance = portfolio.Balance("BTX", { "margin_total": -3,
599 "margin_borrowed_base_price": D("0.1"),
600 "margin_borrowed_base_currency": "BTC",
601 "margin_lending_fees": D("0.002") })
602 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
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1aa7d4fa 604 balance = portfolio.Balance("BTX", { "margin_total": 1,
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605 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
606 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1aa7d4fa 607
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608 def test_as_json(self):
609 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
610 as_json = balance.as_json()
611 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
612 self.assertEqual(D(0), as_json["total"])
613 self.assertEqual(D(2), as_json["exchange_total"])
614 self.assertEqual(D(2), as_json["exchange_free"])
615 self.assertEqual(D(0), as_json["exchange_used"])
616 self.assertEqual(D(0), as_json["margin_total"])
aca4d437 617 self.assertEqual(D(0), as_json["margin_available"])
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618 self.assertEqual(D(0), as_json["margin_borrowed"])
619
1aa7d4fa 620@unittest.skipUnless("unit" in limits, "Unit skipped")
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621class MarketTest(WebMockTestCase):
622 def setUp(self):
623 super(MarketTest, self).setUp()
624
625 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
626
627 def test_values(self):
628 m = market.Market(self.ccxt)
629
630 self.assertEqual(self.ccxt, m.ccxt)
631 self.assertFalse(m.debug)
632 self.assertIsInstance(m.report, market.ReportStore)
633 self.assertIsInstance(m.trades, market.TradeStore)
634 self.assertIsInstance(m.balances, market.BalanceStore)
635 self.assertEqual(m, m.report.market)
636 self.assertEqual(m, m.trades.market)
637 self.assertEqual(m, m.balances.market)
638 self.assertEqual(m, m.ccxt._market)
639
640 m = market.Market(self.ccxt, debug=True)
641 self.assertTrue(m.debug)
642
643 m = market.Market(self.ccxt, debug=False)
644 self.assertFalse(m.debug)
645
646 @mock.patch("market.ccxt")
647 def test_from_config(self, ccxt):
648 with mock.patch("market.ReportStore"):
649 ccxt.poloniexE.return_value = self.ccxt
650 self.ccxt.session.request.return_value = "response"
651
d24bb10c 652 m = market.Market.from_config({"key": "key", "secred": "secret"})
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653
654 self.assertEqual(self.ccxt, m.ccxt)
655
656 self.ccxt.session.request("GET", "URL", data="data",
657 headers="headers")
658 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
659 'headers', 'response')
660
d24bb10c 661 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
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662 self.assertEqual(True, m.debug)
663
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664 def test_get_tickers(self):
665 self.ccxt.fetch_tickers.side_effect = [
666 "tickers",
667 market.NotSupported
6ca5a1ec 668 ]
f2da6589 669
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670 m = market.Market(self.ccxt)
671 self.assertEqual("tickers", m.get_tickers())
672 self.assertEqual("tickers", m.get_tickers())
673 self.ccxt.fetch_tickers.assert_called_once()
f2da6589 674
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675 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
676
677 def test_get_ticker(self):
678 with self.subTest(get_tickers=True):
679 self.ccxt.fetch_tickers.return_value = {
680 "ETH/ETC": { "bid": 1, "ask": 3 },
681 "XVG/ETH": { "bid": 10, "ask": 40 },
682 }
683 m = market.Market(self.ccxt)
684
685 ticker = m.get_ticker("ETH", "ETC")
686 self.assertEqual(1, ticker["bid"])
687 self.assertEqual(3, ticker["ask"])
688 self.assertEqual(2, ticker["average"])
689 self.assertFalse(ticker["inverted"])
690
691 ticker = m.get_ticker("ETH", "XVG")
692 self.assertEqual(0.0625, ticker["average"])
693 self.assertTrue(ticker["inverted"])
694 self.assertIn("original", ticker)
695 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 696 self.assertEqual(25, ticker["original"]["average"])
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697
698 ticker = m.get_ticker("XVG", "XMR")
699 self.assertIsNone(ticker)
700
701 with self.subTest(get_tickers=False):
702 self.ccxt.fetch_tickers.return_value = None
703 self.ccxt.fetch_ticker.side_effect = [
704 { "bid": 1, "ask": 3 },
705 market.ExchangeError("foo"),
706 { "bid": 10, "ask": 40 },
707 market.ExchangeError("foo"),
708 market.ExchangeError("foo"),
709 ]
710
711 m = market.Market(self.ccxt)
712
713 ticker = m.get_ticker("ETH", "ETC")
714 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
715 self.assertEqual(1, ticker["bid"])
716 self.assertEqual(3, ticker["ask"])
717 self.assertEqual(2, ticker["average"])
718 self.assertFalse(ticker["inverted"])
719
720 ticker = m.get_ticker("ETH", "XVG")
721 self.assertEqual(0.0625, ticker["average"])
722 self.assertTrue(ticker["inverted"])
723 self.assertIn("original", ticker)
724 self.assertEqual(10, ticker["original"]["bid"])
7192b2e1 725 self.assertEqual(25, ticker["original"]["average"])
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726
727 ticker = m.get_ticker("XVG", "XMR")
728 self.assertIsNone(ticker)
f2da6589 729
6ca5a1ec 730 def test_fetch_fees(self):
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731 m = market.Market(self.ccxt)
732 self.ccxt.fetch_fees.return_value = "Foo"
733 self.assertEqual("Foo", m.fetch_fees())
734 self.ccxt.fetch_fees.assert_called_once()
735 self.ccxt.reset_mock()
736 self.assertEqual("Foo", m.fetch_fees())
737 self.ccxt.fetch_fees.assert_not_called()
f2da6589 738
350ed24d 739 @mock.patch.object(portfolio.Portfolio, "repartition")
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740 @mock.patch.object(market.Market, "get_ticker")
741 @mock.patch.object(market.TradeStore, "compute_trades")
742 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 743 repartition.return_value = {
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744 "XEM": (D("0.75"), "long"),
745 "BTC": (D("0.25"), "long"),
f2da6589 746 }
f86ee140 747 def _get_ticker(c1, c2):
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748 if c1 == "USDT" and c2 == "BTC":
749 return { "average": D("0.0001") }
750 if c1 == "XVG" and c2 == "BTC":
751 return { "average": D("0.000001") }
752 if c1 == "XEM" and c2 == "BTC":
753 return { "average": D("0.001") }
a9950fd0 754 self.fail("Should be called with {}, {}".format(c1, c2))
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755 get_ticker.side_effect = _get_ticker
756
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757 with mock.patch("market.ReportStore"):
758 m = market.Market(self.ccxt)
759 self.ccxt.fetch_all_balances.return_value = {
760 "USDT": {
761 "exchange_free": D("10000.0"),
762 "exchange_used": D("0.0"),
763 "exchange_total": D("10000.0"),
764 "total": D("10000.0")
765 },
766 "XVG": {
767 "exchange_free": D("10000.0"),
768 "exchange_used": D("0.0"),
769 "exchange_total": D("10000.0"),
770 "total": D("10000.0")
771 },
772 }
18167a3c 773
f86ee140 774 m.balances.fetch_balances(tag="tag")
f2da6589 775
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776 m.prepare_trades()
777 compute_trades.assert_called()
778
779 call = compute_trades.call_args
780 self.assertEqual(1, call[0][0]["USDT"].value)
781 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
782 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
783 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
784 m.report.log_stage.assert_called_once_with("prepare_trades")
785 m.report.log_balances.assert_called_once_with(tag="tag")
f2da6589 786
c51687d2 787 @mock.patch.object(portfolio.Portfolio, "repartition")
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788 @mock.patch.object(market.Market, "get_ticker")
789 @mock.patch.object(market.TradeStore, "compute_trades")
790 def test_update_trades(self, compute_trades, get_ticker, repartition):
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791 repartition.return_value = {
792 "XEM": (D("0.75"), "long"),
793 "BTC": (D("0.25"), "long"),
794 }
f86ee140 795 def _get_ticker(c1, c2):
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796 if c1 == "USDT" and c2 == "BTC":
797 return { "average": D("0.0001") }
798 if c1 == "XVG" and c2 == "BTC":
799 return { "average": D("0.000001") }
800 if c1 == "XEM" and c2 == "BTC":
801 return { "average": D("0.001") }
802 self.fail("Should be called with {}, {}".format(c1, c2))
803 get_ticker.side_effect = _get_ticker
804
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805 with mock.patch("market.ReportStore"):
806 m = market.Market(self.ccxt)
807 self.ccxt.fetch_all_balances.return_value = {
808 "USDT": {
809 "exchange_free": D("10000.0"),
810 "exchange_used": D("0.0"),
811 "exchange_total": D("10000.0"),
812 "total": D("10000.0")
813 },
814 "XVG": {
815 "exchange_free": D("10000.0"),
816 "exchange_used": D("0.0"),
817 "exchange_total": D("10000.0"),
818 "total": D("10000.0")
819 },
820 }
821
822 m.balances.fetch_balances(tag="tag")
18167a3c 823
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824 m.update_trades()
825 compute_trades.assert_called()
c51687d2 826
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827 call = compute_trades.call_args
828 self.assertEqual(1, call[0][0]["USDT"].value)
829 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
830 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
831 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
832 m.report.log_stage.assert_called_once_with("update_trades")
833 m.report.log_balances.assert_called_once_with(tag="tag")
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834
835 @mock.patch.object(portfolio.Portfolio, "repartition")
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836 @mock.patch.object(market.Market, "get_ticker")
837 @mock.patch.object(market.TradeStore, "compute_trades")
838 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
839 def _get_ticker(c1, c2):
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840 if c1 == "USDT" and c2 == "BTC":
841 return { "average": D("0.0001") }
842 if c1 == "XVG" and c2 == "BTC":
843 return { "average": D("0.000001") }
844 self.fail("Should be called with {}, {}".format(c1, c2))
845 get_ticker.side_effect = _get_ticker
846
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847 with mock.patch("market.ReportStore"):
848 m = market.Market(self.ccxt)
849 self.ccxt.fetch_all_balances.return_value = {
850 "USDT": {
851 "exchange_free": D("10000.0"),
852 "exchange_used": D("0.0"),
853 "exchange_total": D("10000.0"),
854 "total": D("10000.0")
855 },
856 "XVG": {
857 "exchange_free": D("10000.0"),
858 "exchange_used": D("0.0"),
859 "exchange_total": D("10000.0"),
860 "total": D("10000.0")
861 },
862 }
863
864 m.balances.fetch_balances(tag="tag")
18167a3c 865
f86ee140 866 m.prepare_trades_to_sell_all()
c51687d2 867
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868 repartition.assert_not_called()
869 compute_trades.assert_called()
870
871 call = compute_trades.call_args
872 self.assertEqual(1, call[0][0]["USDT"].value)
873 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
874 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
875 m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
876 m.report.log_balances.assert_called_once_with(tag="tag")
a9950fd0 877
1aa7d4fa 878 @mock.patch.object(portfolio.time, "sleep")
f86ee140 879 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 880 def test_follow_orders(self, all_orders, time_mock):
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881 for debug, sleep in [
882 (False, None), (True, None),
883 (False, 12), (True, 12)]:
884 with self.subTest(sleep=sleep, debug=debug), \
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885 mock.patch("market.ReportStore"):
886 m = market.Market(self.ccxt, debug=debug)
887
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888 order_mock1 = mock.Mock()
889 order_mock2 = mock.Mock()
890 order_mock3 = mock.Mock()
891 all_orders.side_effect = [
892 [order_mock1, order_mock2],
893 [order_mock1, order_mock2],
894
895 [order_mock1, order_mock3],
896 [order_mock1, order_mock3],
897
898 [order_mock1, order_mock3],
899 [order_mock1, order_mock3],
900
901 []
902 ]
903
904 order_mock1.get_status.side_effect = ["open", "open", "closed"]
905 order_mock2.get_status.side_effect = ["open"]
906 order_mock3.get_status.side_effect = ["open", "closed"]
907
908 order_mock1.trade = mock.Mock()
909 order_mock2.trade = mock.Mock()
910 order_mock3.trade = mock.Mock()
911
f86ee140 912 m.follow_orders(sleep=sleep)
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913
914 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
915 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
916 self.assertEqual(2, order_mock1.trade.update_order.call_count)
917 self.assertEqual(3, order_mock1.get_status.call_count)
918
919 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
920 self.assertEqual(1, order_mock2.trade.update_order.call_count)
921 self.assertEqual(1, order_mock2.get_status.call_count)
922
923 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
924 self.assertEqual(1, order_mock3.trade.update_order.call_count)
925 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 926 m.report.log_stage.assert_called()
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927 calls = [
928 mock.call("follow_orders_begin"),
929 mock.call("follow_orders_tick_1"),
930 mock.call("follow_orders_tick_2"),
931 mock.call("follow_orders_tick_3"),
932 mock.call("follow_orders_end"),
933 ]
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934 m.report.log_stage.assert_has_calls(calls)
935 m.report.log_orders.assert_called()
936 self.assertEqual(3, m.report.log_orders.call_count)
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937 calls = [
938 mock.call([order_mock1, order_mock2], tick=1),
939 mock.call([order_mock1, order_mock3], tick=2),
940 mock.call([order_mock1, order_mock3], tick=3),
941 ]
f86ee140 942 m.report.log_orders.assert_has_calls(calls)
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943 calls = [
944 mock.call(order_mock1, 3, finished=True),
945 mock.call(order_mock3, 3, finished=True),
946 ]
f86ee140 947 m.report.log_order.assert_has_calls(calls)
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948
949 if sleep is None:
950 if debug:
f86ee140 951 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
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952 time_mock.assert_called_with(7)
953 else:
954 time_mock.assert_called_with(30)
955 else:
956 time_mock.assert_called_with(sleep)
957
f86ee140 958 @mock.patch.object(market.BalanceStore, "fetch_balances")
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959 def test_move_balance(self, fetch_balances):
960 for debug in [True, False]:
961 with self.subTest(debug=debug),\
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962 mock.patch("market.ReportStore"):
963 m = market.Market(self.ccxt, debug=debug)
964
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965 value_from = portfolio.Amount("BTC", "1.0")
966 value_from.linked_to = portfolio.Amount("ETH", "10.0")
967 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 968 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
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969
970 value_from = portfolio.Amount("BTC", "0.0")
971 value_from.linked_to = portfolio.Amount("ETH", "0.0")
972 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 973 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
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974
975 value_from = portfolio.Amount("USDT", "0.0")
976 value_from.linked_to = portfolio.Amount("XVG", "0.0")
977 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 978 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 979
f86ee140 980 m.trades.all = [trade1, trade2, trade3]
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981 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
982 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
983 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
f86ee140 984 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 985
f86ee140 986 m.move_balances()
5a72ded7 987
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988 fetch_balances.assert_called_with()
989 m.report.log_move_balances.assert_called_once()
3d0247f9 990
5a72ded7 991 if debug:
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992 m.report.log_debug_action.assert_called()
993 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 994 else:
f86ee140 995 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
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996 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
997 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
f86ee140 998
1aa7d4fa 999@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1000class TradeStoreTest(WebMockTestCase):
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1001 def test_compute_trades(self):
1002 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
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1003
1004 values_in_base = {
1005 "XMR": portfolio.Amount("BTC", D("0.9")),
1006 "DASH": portfolio.Amount("BTC", D("0.4")),
1007 "XVG": portfolio.Amount("BTC", D("-0.5")),
1008 "BTC": portfolio.Amount("BTC", D("0.5")),
1009 }
1010 new_repartition = {
1011 "DASH": portfolio.Amount("BTC", D("0.5")),
1012 "XVG": portfolio.Amount("BTC", D("0.1")),
1013 "BTC": portfolio.Amount("BTC", D("0.4")),
1014 "ETH": portfolio.Amount("BTC", D("0.3")),
1015 }
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1016 side_effect = [
1017 (True, 1),
1018 (False, 2),
1019 (False, 3),
1020 (True, 4),
1021 (True, 5)
1022 ]
1aa7d4fa 1023
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1024 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1025 trade_store = market.TradeStore(self.m)
1026 trade_if_matching.side_effect = side_effect
1aa7d4fa 1027
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1028 trade_store.compute_trades(values_in_base,
1029 new_repartition, only="only")
1030
1031 self.assertEqual(5, trade_if_matching.call_count)
1032 self.assertEqual(3, len(trade_store.all))
1033 self.assertEqual([1, 4, 5], trade_store.all)
1034 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 1035
3d0247f9 1036 def test_trade_if_matching(self):
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1037
1038 with self.subTest(only="nope"):
1039 trade_store = market.TradeStore(self.m)
1040 result = trade_store.trade_if_matching(
1041 portfolio.Amount("BTC", D("0")),
1042 portfolio.Amount("BTC", D("0.3")),
1043 "ETH", only="nope")
1044 self.assertEqual(False, result[0])
1045 self.assertIsInstance(result[1], portfolio.Trade)
1046
1047 with self.subTest(only=None):
1048 trade_store = market.TradeStore(self.m)
1049 result = trade_store.trade_if_matching(
1050 portfolio.Amount("BTC", D("0")),
1051 portfolio.Amount("BTC", D("0.3")),
1052 "ETH", only=None)
1053 self.assertEqual(True, result[0])
1054
1055 with self.subTest(only="acquire"):
1056 trade_store = market.TradeStore(self.m)
1057 result = trade_store.trade_if_matching(
1058 portfolio.Amount("BTC", D("0")),
1059 portfolio.Amount("BTC", D("0.3")),
1060 "ETH", only="acquire")
1061 self.assertEqual(True, result[0])
1062
1063 with self.subTest(only="dispose"):
1064 trade_store = market.TradeStore(self.m)
1065 result = trade_store.trade_if_matching(
1066 portfolio.Amount("BTC", D("0")),
1067 portfolio.Amount("BTC", D("0.3")),
1068 "ETH", only="dispose")
1069 self.assertEqual(False, result[0])
1070
1071 def test_prepare_orders(self):
1072 trade_store = market.TradeStore(self.m)
1073
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1074 trade_mock1 = mock.Mock()
1075 trade_mock2 = mock.Mock()
aca4d437 1076 trade_mock3 = mock.Mock()
cfab619d 1077
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1078 trade_mock1.prepare_order.return_value = 1
1079 trade_mock2.prepare_order.return_value = 2
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1080 trade_mock3.prepare_order.return_value = 3
1081
1082 trade_mock1.is_fullfiled = False
1083 trade_mock2.is_fullfiled = False
1084 trade_mock3.is_fullfiled = True
3d0247f9 1085
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1086 trade_store.all.append(trade_mock1)
1087 trade_store.all.append(trade_mock2)
aca4d437 1088 trade_store.all.append(trade_mock3)
6ca5a1ec 1089
f86ee140 1090 trade_store.prepare_orders()
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1091 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1092 trade_mock2.prepare_order.assert_called_with(compute_value="default")
aca4d437 1093 trade_mock3.prepare_order.assert_not_called()
f86ee140 1094 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1095
f86ee140 1096 self.m.report.log_orders.reset_mock()
6ca5a1ec 1097
f86ee140 1098 trade_store.prepare_orders(compute_value="bla")
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1099 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1100 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1101 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
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1102
1103 trade_mock1.prepare_order.reset_mock()
1104 trade_mock2.prepare_order.reset_mock()
f86ee140 1105 self.m.report.log_orders.reset_mock()
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1106
1107 trade_mock1.action = "foo"
1108 trade_mock2.action = "bar"
f86ee140 1109 trade_store.prepare_orders(only="bar")
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1110 trade_mock1.prepare_order.assert_not_called()
1111 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1112 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
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1113
1114 def test_print_all_with_order(self):
1115 trade_mock1 = mock.Mock()
1116 trade_mock2 = mock.Mock()
1117 trade_mock3 = mock.Mock()
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1118 trade_store = market.TradeStore(self.m)
1119 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1120
f86ee140 1121 trade_store.print_all_with_order()
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1122
1123 trade_mock1.print_with_order.assert_called()
1124 trade_mock2.print_with_order.assert_called()
1125 trade_mock3.print_with_order.assert_called()
1126
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1127 def test_run_orders(self):
1128 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1129 order_mock1 = mock.Mock()
1130 order_mock2 = mock.Mock()
1131 order_mock3 = mock.Mock()
1132 trade_store = market.TradeStore(self.m)
1133
1134 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1135
1136 trade_store.run_orders()
1137
1138 all_orders.assert_called_with(state="pending")
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1139
1140 order_mock1.run.assert_called()
1141 order_mock2.run.assert_called()
1142 order_mock3.run.assert_called()
1143
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1144 self.m.report.log_stage.assert_called_with("run_orders")
1145 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
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1146 order_mock3])
1147
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1148 def test_all_orders(self):
1149 trade_mock1 = mock.Mock()
1150 trade_mock2 = mock.Mock()
1151
1152 order_mock1 = mock.Mock()
1153 order_mock2 = mock.Mock()
1154 order_mock3 = mock.Mock()
1155
1156 trade_mock1.orders = [order_mock1, order_mock2]
1157 trade_mock2.orders = [order_mock3]
1158
1159 order_mock1.status = "pending"
1160 order_mock2.status = "open"
1161 order_mock3.status = "open"
1162
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1163 trade_store = market.TradeStore(self.m)
1164 trade_store.all.append(trade_mock1)
1165 trade_store.all.append(trade_mock2)
6ca5a1ec 1166
f86ee140 1167 orders = trade_store.all_orders()
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1168 self.assertEqual(3, len(orders))
1169
f86ee140 1170 open_orders = trade_store.all_orders(state="open")
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1171 self.assertEqual(2, len(open_orders))
1172 self.assertEqual([order_mock2, order_mock3], open_orders)
1173
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1174 def test_update_all_orders_status(self):
1175 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1176 order_mock1 = mock.Mock()
1177 order_mock2 = mock.Mock()
1178 order_mock3 = mock.Mock()
1179
1180 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1181
1182 trade_store = market.TradeStore(self.m)
1183
1184 trade_store.update_all_orders_status()
1185 all_orders.assert_called_with(state="open")
6ca5a1ec 1186
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1187 order_mock1.get_status.assert_called()
1188 order_mock2.get_status.assert_called()
1189 order_mock3.get_status.assert_called()
6ca5a1ec 1190
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1191 def test_pending(self):
1192 trade_mock1 = mock.Mock()
1193 trade_mock1.is_fullfiled = False
1194 trade_mock2 = mock.Mock()
1195 trade_mock2.is_fullfiled = False
1196 trade_mock3 = mock.Mock()
1197 trade_mock3.is_fullfiled = True
1198
1199 trade_store = market.TradeStore(self.m)
1200
1201 trade_store.all.append(trade_mock1)
1202 trade_store.all.append(trade_mock2)
1203 trade_store.all.append(trade_mock3)
1204
1205 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
3d0247f9 1206
1aa7d4fa 1207@unittest.skipUnless("unit" in limits, "Unit skipped")
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1208class BalanceStoreTest(WebMockTestCase):
1209 def setUp(self):
1210 super(BalanceStoreTest, self).setUp()
1211
1212 self.fetch_balance = {
1213 "ETC": {
1214 "exchange_free": 0,
1215 "exchange_used": 0,
1216 "exchange_total": 0,
1217 "margin_total": 0,
1218 },
1219 "USDT": {
1220 "exchange_free": D("6.0"),
1221 "exchange_used": D("1.2"),
1222 "exchange_total": D("7.2"),
1223 "margin_total": 0,
1224 },
1225 "XVG": {
1226 "exchange_free": 16,
1227 "exchange_used": 0,
1228 "exchange_total": 16,
1229 "margin_total": 0,
1230 },
1231 "XMR": {
1232 "exchange_free": 0,
1233 "exchange_used": 0,
1234 "exchange_total": 0,
1235 "margin_total": D("-1.0"),
1236 "margin_free": 0,
1237 },
1238 }
1239
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1240 def test_in_currency(self):
1241 self.m.get_ticker.return_value = {
1242 "bid": D("0.09"),
1243 "ask": D("0.11"),
1244 "average": D("0.1"),
1245 }
1246
1247 balance_store = market.BalanceStore(self.m)
1248 balance_store.all = {
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1249 "BTC": portfolio.Balance("BTC", {
1250 "total": "0.65",
1251 "exchange_total":"0.65",
1252 "exchange_free": "0.35",
1253 "exchange_used": "0.30"}),
1254 "ETH": portfolio.Balance("ETH", {
1255 "total": 3,
1256 "exchange_total": 3,
1257 "exchange_free": 3,
1258 "exchange_used": 0}),
1259 }
cfab619d 1260
f86ee140 1261 amounts = balance_store.in_currency("BTC")
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1262 self.assertEqual("BTC", amounts["ETH"].currency)
1263 self.assertEqual(D("0.65"), amounts["BTC"].value)
1264 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1265 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1266 "average", "total")
f86ee140 1267 self.m.report.log_tickers.reset_mock()
cfab619d 1268
f86ee140 1269 amounts = balance_store.in_currency("BTC", compute_value="bid")
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1270 self.assertEqual(D("0.65"), amounts["BTC"].value)
1271 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1272 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1273 "bid", "total")
f86ee140 1274 self.m.report.log_tickers.reset_mock()
cfab619d 1275
f86ee140 1276 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
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1277 self.assertEqual(D("0.30"), amounts["BTC"].value)
1278 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1279 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1280 "bid", "exchange_used")
f86ee140 1281 self.m.report.log_tickers.reset_mock()
cfab619d 1282
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1283 def test_fetch_balances(self):
1284 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1285
f86ee140 1286 balance_store = market.BalanceStore(self.m)
cfab619d 1287
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1288 balance_store.fetch_balances()
1289 self.assertNotIn("ETC", balance_store.currencies())
1290 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1291
1292 balance_store.all["ETC"] = portfolio.Balance("ETC", {
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1293 "exchange_total": "1", "exchange_free": "0",
1294 "exchange_used": "1" })
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1295 balance_store.fetch_balances(tag="foo")
1296 self.assertEqual(0, balance_store.all["ETC"].total)
1297 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1298 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1299
6ca5a1ec 1300 @mock.patch.object(portfolio.Portfolio, "repartition")
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1301 def test_dispatch_assets(self, repartition):
1302 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1303
1304 balance_store = market.BalanceStore(self.m)
1305 balance_store.fetch_balances()
6ca5a1ec 1306
f86ee140 1307 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1308
3d0247f9 1309 repartition_hash = {
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1310 "XEM": (D("0.75"), "long"),
1311 "BTC": (D("0.26"), "long"),
1aa7d4fa 1312 "DASH": (D("0.10"), "short"),
6ca5a1ec 1313 }
3d0247f9 1314 repartition.return_value = repartition_hash
6ca5a1ec 1315
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1316 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1317 repartition.assert_called_with(self.m, liquidity="medium")
1318 self.assertIn("XEM", balance_store.currencies())
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1319 self.assertEqual(D("2.6"), amounts["BTC"].value)
1320 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1321 self.assertEqual(D("-1.0"), amounts["DASH"].value)
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1322 self.m.report.log_balances.assert_called_with(tag=None)
1323 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1324 "11.1"), amounts, "medium", repartition_hash)
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1325
1326 def test_currencies(self):
f86ee140
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1327 balance_store = market.BalanceStore(self.m)
1328
1329 balance_store.all = {
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1330 "BTC": portfolio.Balance("BTC", {
1331 "total": "0.65",
1332 "exchange_total":"0.65",
1333 "exchange_free": "0.35",
1334 "exchange_used": "0.30"}),
1335 "ETH": portfolio.Balance("ETH", {
1336 "total": 3,
1337 "exchange_total": 3,
1338 "exchange_free": 3,
1339 "exchange_used": 0}),
1340 }
f86ee140 1341 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1342
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1343 def test_as_json(self):
1344 balance_mock1 = mock.Mock()
1345 balance_mock1.as_json.return_value = 1
1346
1347 balance_mock2 = mock.Mock()
1348 balance_mock2.as_json.return_value = 2
1349
f86ee140
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1350 balance_store = market.BalanceStore(self.m)
1351 balance_store.all = {
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1352 "BTC": balance_mock1,
1353 "ETH": balance_mock2,
1354 }
1355
f86ee140 1356 as_json = balance_store.as_json()
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1357 self.assertEqual(1, as_json["BTC"])
1358 self.assertEqual(2, as_json["ETH"])
1359
1360
1aa7d4fa 1361@unittest.skipUnless("unit" in limits, "Unit skipped")
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1362class ComputationTest(WebMockTestCase):
1363 def test_compute_value(self):
1364 compute = mock.Mock()
1365 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1366 compute.assert_called_with("foo", "ask")
1367
1368 compute.reset_mock()
1369 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1370 compute.assert_called_with("foo", "bid")
1371
1372 compute.reset_mock()
1373 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1374 compute.assert_called_with("foo", "ask")
1375
1376 compute.reset_mock()
1377 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1378 compute.assert_called_with("foo", "bid")
1379
1380 compute.reset_mock()
1381 portfolio.Computation.computations["test"] = compute
1382 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1383 compute.assert_called_with("foo", "bid")
1384
1385
1aa7d4fa 1386@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1387class TradeTest(WebMockTestCase):
cfab619d 1388
cfab619d 1389 def test_values_assertion(self):
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1390 value_from = portfolio.Amount("BTC", "1.0")
1391 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1392 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1393 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1394 self.assertEqual("BTC", trade.base_currency)
1395 self.assertEqual("ETH", trade.currency)
f86ee140 1396 self.assertEqual(self.m, trade.market)
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1397
1398 with self.assertRaises(AssertionError):
aca4d437 1399 portfolio.Trade(value_from, -value_to, "ETH", self.m)
66c8b3dd 1400 with self.assertRaises(AssertionError):
aca4d437 1401 portfolio.Trade(value_from, value_to, "ETC", self.m)
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1402 with self.assertRaises(AssertionError):
1403 value_from.currency = "ETH"
f86ee140 1404 portfolio.Trade(value_from, value_to, "ETH", self.m)
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1405 value_from.currency = "BTC"
1406 with self.assertRaises(AssertionError):
1407 value_from2 = portfolio.Amount("BTC", "1.0")
1408 portfolio.Trade(value_from2, value_to, "ETH", self.m)
cfab619d 1409
c51687d2 1410 value_from = portfolio.Amount("BTC", 0)
f86ee140 1411 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1412 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1413
cfab619d 1414 def test_action(self):
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1415 value_from = portfolio.Amount("BTC", "1.0")
1416 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1417 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1418 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1419
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1420 self.assertIsNone(trade.action)
1421
1422 value_from = portfolio.Amount("BTC", "1.0")
1423 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1424 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1425 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
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1426
1427 self.assertIsNone(trade.action)
1428
1429 value_from = portfolio.Amount("BTC", "0.5")
1430 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1431 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1432 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1433
1434 self.assertEqual("acquire", trade.action)
1435
1436 value_from = portfolio.Amount("BTC", "0")
1437 value_from.linked_to = portfolio.Amount("ETH", "0")
1438 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1439 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1440
5a72ded7 1441 self.assertEqual("acquire", trade.action)
cfab619d 1442
cfab619d 1443 def test_order_action(self):
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1444 value_from = portfolio.Amount("BTC", "0.5")
1445 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1446 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1447 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1448
1449 self.assertEqual("buy", trade.order_action(False))
1450 self.assertEqual("sell", trade.order_action(True))
1451
1452 value_from = portfolio.Amount("BTC", "0")
1453 value_from.linked_to = portfolio.Amount("ETH", "0")
1454 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1455 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1456
1457 self.assertEqual("sell", trade.order_action(False))
1458 self.assertEqual("buy", trade.order_action(True))
1459
1460 def test_trade_type(self):
1461 value_from = portfolio.Amount("BTC", "0.5")
1462 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1463 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1464 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1465
1466 self.assertEqual("long", trade.trade_type)
1467
1468 value_from = portfolio.Amount("BTC", "0")
1469 value_from.linked_to = portfolio.Amount("ETH", "0")
1470 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1471 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1472
1473 self.assertEqual("short", trade.trade_type)
1474
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1475 def test_is_fullfiled(self):
1476 value_from = portfolio.Amount("BTC", "0.5")
1477 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1478 value_to = portfolio.Amount("BTC", "1.0")
1479 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1480
1481 order1 = mock.Mock()
1482 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1483
1484 order2 = mock.Mock()
1485 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1486 trade.orders.append(order1)
1487 trade.orders.append(order2)
1488
1489 self.assertFalse(trade.is_fullfiled)
1490
1491 order3 = mock.Mock()
1492 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1493 trade.orders.append(order3)
1494
1495 self.assertTrue(trade.is_fullfiled)
1496
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1497 def test_filled_amount(self):
1498 value_from = portfolio.Amount("BTC", "0.5")
1499 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1500 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1501 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1502
1503 order1 = mock.Mock()
1aa7d4fa 1504 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
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1505
1506 order2 = mock.Mock()
1aa7d4fa 1507 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
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1508 trade.orders.append(order1)
1509 trade.orders.append(order2)
1510
1aa7d4fa
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1511 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1512 order1.filled_amount.assert_called_with(in_base_currency=False)
1513 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1514
1aa7d4fa
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1515 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1516 order1.filled_amount.assert_called_with(in_base_currency=False)
1517 order2.filled_amount.assert_called_with(in_base_currency=False)
1518
1519 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1520 order1.filled_amount.assert_called_with(in_base_currency=True)
1521 order2.filled_amount.assert_called_with(in_base_currency=True)
1522
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1523 @mock.patch.object(portfolio.Computation, "compute_value")
1524 @mock.patch.object(portfolio.Trade, "filled_amount")
1525 @mock.patch.object(portfolio, "Order")
f86ee140 1526 def test_prepare_order(self, Order, filled_amount, compute_value):
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1527 Order.return_value = "Order"
1528
1529 with self.subTest(desc="Nothing to do"):
1530 value_from = portfolio.Amount("BTC", "10")
1531 value_from.rate = D("0.1")
1532 value_from.linked_to = portfolio.Amount("FOO", "100")
1533 value_to = portfolio.Amount("BTC", "10")
f86ee140 1534 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1535
1536 trade.prepare_order()
1537
1538 filled_amount.assert_not_called()
1539 compute_value.assert_not_called()
1540 self.assertEqual(0, len(trade.orders))
1541 Order.assert_not_called()
1542
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1543 self.m.get_ticker.return_value = { "inverted": False }
1544 with self.subTest(desc="Already filled"):
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1545 filled_amount.return_value = portfolio.Amount("FOO", "100")
1546 compute_value.return_value = D("0.125")
1547
1548 value_from = portfolio.Amount("BTC", "10")
1549 value_from.rate = D("0.1")
1550 value_from.linked_to = portfolio.Amount("FOO", "100")
1551 value_to = portfolio.Amount("BTC", "0")
f86ee140 1552 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1553
1554 trade.prepare_order()
1555
1556 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1557 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1558 self.assertEqual(0, len(trade.orders))
f86ee140 1559 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
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1560 Order.assert_not_called()
1561
1562 with self.subTest(action="dispose", inverted=False):
1563 filled_amount.return_value = portfolio.Amount("FOO", "60")
1564 compute_value.return_value = D("0.125")
1565
1566 value_from = portfolio.Amount("BTC", "10")
1567 value_from.rate = D("0.1")
1568 value_from.linked_to = portfolio.Amount("FOO", "100")
1569 value_to = portfolio.Amount("BTC", "1")
f86ee140 1570 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1571
1572 trade.prepare_order()
1573
1574 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1575 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1576 self.assertEqual(1, len(trade.orders))
1577 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1578 D("0.125"), "BTC", "long", self.m,
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1579 trade, close_if_possible=False)
1580
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1581 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1582 filled_amount.return_value = portfolio.Amount("FOO", "60")
1583 compute_value.return_value = D("0.125")
1584
1585 value_from = portfolio.Amount("BTC", "10")
1586 value_from.rate = D("0.1")
1587 value_from.linked_to = portfolio.Amount("FOO", "100")
1588 value_to = portfolio.Amount("BTC", "1")
1589 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1590
1591 trade.prepare_order(close_if_possible=True)
1592
1593 filled_amount.assert_called_with(in_base_currency=False)
1594 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1595 self.assertEqual(1, len(trade.orders))
1596 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1597 D("0.125"), "BTC", "long", self.m,
1598 trade, close_if_possible=True)
1599
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1600 with self.subTest(action="acquire", inverted=False):
1601 filled_amount.return_value = portfolio.Amount("BTC", "3")
1602 compute_value.return_value = D("0.125")
1603
1604 value_from = portfolio.Amount("BTC", "1")
1605 value_from.rate = D("0.1")
1606 value_from.linked_to = portfolio.Amount("FOO", "10")
1607 value_to = portfolio.Amount("BTC", "10")
f86ee140 1608 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1609
1610 trade.prepare_order()
1611
1612 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1613 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
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1614 self.assertEqual(1, len(trade.orders))
1615
1616 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1617 D("0.125"), "BTC", "long", self.m,
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1618 trade, close_if_possible=False)
1619
1620 with self.subTest(close_if_possible=True):
1621 filled_amount.return_value = portfolio.Amount("FOO", "0")
1622 compute_value.return_value = D("0.125")
1623
1624 value_from = portfolio.Amount("BTC", "10")
1625 value_from.rate = D("0.1")
1626 value_from.linked_to = portfolio.Amount("FOO", "100")
1627 value_to = portfolio.Amount("BTC", "0")
f86ee140 1628 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1629
1630 trade.prepare_order()
1631
1632 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1633 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1634 self.assertEqual(1, len(trade.orders))
1635 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1636 D("0.125"), "BTC", "long", self.m,
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1637 trade, close_if_possible=True)
1638
f86ee140 1639 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
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1640 with self.subTest(action="dispose", inverted=True):
1641 filled_amount.return_value = portfolio.Amount("FOO", "300")
1642 compute_value.return_value = D("125")
1643
1644 value_from = portfolio.Amount("BTC", "10")
1645 value_from.rate = D("0.01")
1646 value_from.linked_to = portfolio.Amount("FOO", "1000")
1647 value_to = portfolio.Amount("BTC", "1")
f86ee140 1648 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1649
1650 trade.prepare_order(compute_value="foo")
1651
1652 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1653 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
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1654 self.assertEqual(1, len(trade.orders))
1655 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1656 D("125"), "FOO", "long", self.m,
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1657 trade, close_if_possible=False)
1658
1659 with self.subTest(action="acquire", inverted=True):
1660 filled_amount.return_value = portfolio.Amount("BTC", "4")
1661 compute_value.return_value = D("125")
1662
1663 value_from = portfolio.Amount("BTC", "1")
1664 value_from.rate = D("0.01")
1665 value_from.linked_to = portfolio.Amount("FOO", "100")
1666 value_to = portfolio.Amount("BTC", "10")
f86ee140 1667 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1668
1669 trade.prepare_order(compute_value="foo")
1670
1671 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1672 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
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1673 self.assertEqual(1, len(trade.orders))
1674 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1675 D("125"), "FOO", "long", self.m,
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1676 trade, close_if_possible=False)
1677
1678
1679 @mock.patch.object(portfolio.Trade, "prepare_order")
1680 def test_update_order(self, prepare_order):
1681 order_mock = mock.Mock()
1682 new_order_mock = mock.Mock()
1683
1684 value_from = portfolio.Amount("BTC", "0.5")
1685 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1686 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1687 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1688 prepare_order.return_value = new_order_mock
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1689
1690 for i in [0, 1, 3, 4, 6]:
f86ee140 1691 with self.subTest(tick=i):
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1692 trade.update_order(order_mock, i)
1693 order_mock.cancel.assert_not_called()
1694 new_order_mock.run.assert_not_called()
f86ee140 1695 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1696 update="waiting", compute_value=None, new_order=None)
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1697
1698 order_mock.reset_mock()
1699 new_order_mock.reset_mock()
1700 trade.orders = []
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1701 self.m.report.log_order.reset_mock()
1702
1703 trade.update_order(order_mock, 2)
1704 order_mock.cancel.assert_called()
1705 new_order_mock.run.assert_called()
1706 prepare_order.assert_called()
1707 self.m.report.log_order.assert_called()
1708 self.assertEqual(2, self.m.report.log_order.call_count)
1709 calls = [
1710 mock.call(order_mock, 2, update="adjusting",
aca4d437 1711 compute_value=mock.ANY,
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1712 new_order=new_order_mock),
1713 mock.call(order_mock, 2, new_order=new_order_mock),
1714 ]
1715 self.m.report.log_order.assert_has_calls(calls)
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1716
1717 order_mock.reset_mock()
1718 new_order_mock.reset_mock()
1719 trade.orders = []
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1720 self.m.report.log_order.reset_mock()
1721
1722 trade.update_order(order_mock, 5)
1723 order_mock.cancel.assert_called()
1724 new_order_mock.run.assert_called()
1725 prepare_order.assert_called()
1726 self.assertEqual(2, self.m.report.log_order.call_count)
1727 self.m.report.log_order.assert_called()
1728 calls = [
1729 mock.call(order_mock, 5, update="adjusting",
aca4d437 1730 compute_value=mock.ANY,
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1731 new_order=new_order_mock),
1732 mock.call(order_mock, 5, new_order=new_order_mock),
1733 ]
1734 self.m.report.log_order.assert_has_calls(calls)
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1735
1736 order_mock.reset_mock()
1737 new_order_mock.reset_mock()
1738 trade.orders = []
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1739 self.m.report.log_order.reset_mock()
1740
1741 trade.update_order(order_mock, 7)
1742 order_mock.cancel.assert_called()
1743 new_order_mock.run.assert_called()
1744 prepare_order.assert_called_with(compute_value="default")
1745 self.m.report.log_order.assert_called()
1746 self.assertEqual(2, self.m.report.log_order.call_count)
1747 calls = [
1748 mock.call(order_mock, 7, update="market_fallback",
1749 compute_value='default',
1750 new_order=new_order_mock),
1751 mock.call(order_mock, 7, new_order=new_order_mock),
1752 ]
1753 self.m.report.log_order.assert_has_calls(calls)
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1754
1755 order_mock.reset_mock()
1756 new_order_mock.reset_mock()
1757 trade.orders = []
f86ee140 1758 self.m.report.log_order.reset_mock()
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1759
1760 for i in [10, 13, 16]:
f86ee140 1761 with self.subTest(tick=i):
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1762 trade.update_order(order_mock, i)
1763 order_mock.cancel.assert_called()
1764 new_order_mock.run.assert_called()
1765 prepare_order.assert_called_with(compute_value="default")
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1766 self.m.report.log_order.assert_called()
1767 self.assertEqual(2, self.m.report.log_order.call_count)
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1768 calls = [
1769 mock.call(order_mock, i, update="market_adjust",
1770 compute_value='default',
1771 new_order=new_order_mock),
1772 mock.call(order_mock, i, new_order=new_order_mock),
1773 ]
f86ee140 1774 self.m.report.log_order.assert_has_calls(calls)
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1775
1776 order_mock.reset_mock()
1777 new_order_mock.reset_mock()
1778 trade.orders = []
f86ee140 1779 self.m.report.log_order.reset_mock()
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1780
1781 for i in [8, 9, 11, 12]:
f86ee140 1782 with self.subTest(tick=i):
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1783 trade.update_order(order_mock, i)
1784 order_mock.cancel.assert_not_called()
1785 new_order_mock.run.assert_not_called()
f86ee140 1786 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1787 compute_value=None, new_order=None)
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1788
1789 order_mock.reset_mock()
1790 new_order_mock.reset_mock()
1791 trade.orders = []
f86ee140 1792 self.m.report.log_order.reset_mock()
cfab619d 1793
cfab619d 1794
f86ee140 1795 def test_print_with_order(self):
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1796 value_from = portfolio.Amount("BTC", "0.5")
1797 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1798 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1799 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1800
1801 order_mock1 = mock.Mock()
1802 order_mock1.__repr__ = mock.Mock()
1803 order_mock1.__repr__.return_value = "Mock 1"
1804 order_mock2 = mock.Mock()
1805 order_mock2.__repr__ = mock.Mock()
1806 order_mock2.__repr__.return_value = "Mock 2"
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1807 order_mock1.mouvements = []
1808 mouvement_mock1 = mock.Mock()
1809 mouvement_mock1.__repr__ = mock.Mock()
1810 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1811 mouvement_mock2 = mock.Mock()
1812 mouvement_mock2.__repr__ = mock.Mock()
1813 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1814 order_mock2.mouvements = [
1815 mouvement_mock1, mouvement_mock2
1816 ]
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1817 trade.orders.append(order_mock1)
1818 trade.orders.append(order_mock2)
1819
1820 trade.print_with_order()
1821
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1822 self.m.report.print_log.assert_called()
1823 calls = self.m.report.print_log.mock_calls
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1824 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1825 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1826 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1827 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1828 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1829
cfab619d 1830 def test__repr(self):
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1831 value_from = portfolio.Amount("BTC", "0.5")
1832 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1833 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1834 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1835
1836 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1837
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1838 def test_as_json(self):
1839 value_from = portfolio.Amount("BTC", "0.5")
1840 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1841 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1842 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1843
1844 as_json = trade.as_json()
1845 self.assertEqual("acquire", as_json["action"])
1846 self.assertEqual(D("0.5"), as_json["from"])
1847 self.assertEqual(D("1.0"), as_json["to"])
1848 self.assertEqual("ETH", as_json["currency"])
1849 self.assertEqual("BTC", as_json["base_currency"])
1850
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1851@unittest.skipUnless("unit" in limits, "Unit skipped")
1852class OrderTest(WebMockTestCase):
1853 def test_values(self):
1854 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1855 D("0.1"), "BTC", "long", "market", "trade")
1856 self.assertEqual("buy", order.action)
1857 self.assertEqual(10, order.amount.value)
1858 self.assertEqual("ETH", order.amount.currency)
1859 self.assertEqual(D("0.1"), order.rate)
1860 self.assertEqual("BTC", order.base_currency)
1861 self.assertEqual("market", order.market)
1862 self.assertEqual("long", order.trade_type)
1863 self.assertEqual("pending", order.status)
1864 self.assertEqual("trade", order.trade)
1865 self.assertIsNone(order.id)
1866 self.assertFalse(order.close_if_possible)
1867
1868 def test__repr(self):
1869 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1870 D("0.1"), "BTC", "long", "market", "trade")
1871 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1872
1873 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1874 D("0.1"), "BTC", "long", "market", "trade",
1875 close_if_possible=True)
1876 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1877
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1878 def test_as_json(self):
1879 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1880 D("0.1"), "BTC", "long", "market", "trade")
1881 mouvement_mock1 = mock.Mock()
1882 mouvement_mock1.as_json.return_value = 1
1883 mouvement_mock2 = mock.Mock()
1884 mouvement_mock2.as_json.return_value = 2
1885
1886 order.mouvements = [mouvement_mock1, mouvement_mock2]
1887 as_json = order.as_json()
1888 self.assertEqual("buy", as_json["action"])
1889 self.assertEqual("long", as_json["trade_type"])
1890 self.assertEqual(10, as_json["amount"])
1891 self.assertEqual("ETH", as_json["currency"])
1892 self.assertEqual("BTC", as_json["base_currency"])
1893 self.assertEqual(D("0.1"), as_json["rate"])
1894 self.assertEqual("pending", as_json["status"])
1895 self.assertEqual(False, as_json["close_if_possible"])
1896 self.assertIsNone(as_json["id"])
1897 self.assertEqual([1, 2], as_json["mouvements"])
1898
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1899 def test_account(self):
1900 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1901 D("0.1"), "BTC", "long", "market", "trade")
1902 self.assertEqual("exchange", order.account)
1903
1904 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1905 D("0.1"), "BTC", "short", "market", "trade")
1906 self.assertEqual("margin", order.account)
1907
1908 def test_pending(self):
1909 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1910 D("0.1"), "BTC", "long", "market", "trade")
1911 self.assertTrue(order.pending)
1912 order.status = "open"
1913 self.assertFalse(order.pending)
1914
1915 def test_open(self):
1916 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1917 D("0.1"), "BTC", "long", "market", "trade")
1918 self.assertFalse(order.open)
1919 order.status = "open"
1920 self.assertTrue(order.open)
1921
1922 def test_finished(self):
1923 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1924 D("0.1"), "BTC", "long", "market", "trade")
1925 self.assertFalse(order.finished)
1926 order.status = "closed"
1927 self.assertTrue(order.finished)
1928 order.status = "canceled"
1929 self.assertTrue(order.finished)
1930 order.status = "error"
1931 self.assertTrue(order.finished)
1932
1933 @mock.patch.object(portfolio.Order, "fetch")
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1934 def test_cancel(self, fetch):
1935 self.m.debug = True
5a72ded7 1936 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1937 D("0.1"), "BTC", "long", self.m, "trade")
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1938 order.status = "open"
1939
1940 order.cancel()
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1941 self.m.ccxt.cancel_order.assert_not_called()
1942 self.m.report.log_debug_action.assert_called_once()
1943 self.m.report.log_debug_action.reset_mock()
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1944 self.assertEqual("canceled", order.status)
1945
f86ee140 1946 self.m.debug = False
5a72ded7 1947 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1948 D("0.1"), "BTC", "long", self.m, "trade")
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1949 order.status = "open"
1950 order.id = 42
1951
1952 order.cancel()
f86ee140 1953 self.m.ccxt.cancel_order.assert_called_with(42)
aca4d437 1954 fetch.assert_called_once_with()
f86ee140 1955 self.m.report.log_debug_action.assert_not_called()
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1956
1957 def test_dust_amount_remaining(self):
1958 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1959 D("0.1"), "BTC", "long", self.m, "trade")
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1960 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1961 self.assertFalse(order.dust_amount_remaining())
1962
1963 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1964 self.assertTrue(order.dust_amount_remaining())
1965
1966 @mock.patch.object(portfolio.Order, "fetch")
1967 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1968 def test_remaining_amount(self, filled_amount, fetch):
1969 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1970 D("0.1"), "BTC", "long", self.m, "trade")
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1971
1972 self.assertEqual(9, order.remaining_amount().value)
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1973
1974 order.status = "open"
1975 self.assertEqual(9, order.remaining_amount().value)
5a72ded7
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1976
1977 @mock.patch.object(portfolio.Order, "fetch")
1978 def test_filled_amount(self, fetch):
1979 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1980 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1981 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1982 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
1983 "date": "2017-12-30 12:00:12", "rate": "0.1",
1984 "amount": "3", "total": "0.3"
1985 }))
1986 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1987 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB
1988 "date": "2017-12-30 13:00:12", "rate": "0.2",
1989 "amount": "2", "total": "0.4"
1990 }))
1991 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1992 fetch.assert_not_called()
1993 order.status = "open"
1994 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1995 fetch.assert_called_once()
1996 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1997
1998 def test_fetch_mouvements(self):
f86ee140 1999 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 2000 {
df9e4e7f 2001 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2002 "date": "2017-12-30 12:00:12", "rate": "0.1",
2003 "amount": "3", "total": "0.3"
2004 },
2005 {
df9e4e7f 2006 "tradeID": 43, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2007 "date": "2017-12-30 13:00:12", "rate": "0.2",
2008 "amount": "2", "total": "0.4"
2009 }
2010 ]
2011 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2012 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2013 order.id = 12
2014 order.mouvements = ["Foo", "Bar", "Baz"]
2015
2016 order.fetch_mouvements()
2017
f86ee140 2018 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
5a72ded7
IB
2019 self.assertEqual(2, len(order.mouvements))
2020 self.assertEqual(42, order.mouvements[0].id)
2021 self.assertEqual(43, order.mouvements[1].id)
2022
f86ee140 2023 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 2024 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2025 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB
2026 order.fetch_mouvements()
2027 self.assertEqual(0, len(order.mouvements))
2028
f86ee140 2029 def test_mark_finished_order(self):
5a72ded7 2030 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2031 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2032 close_if_possible=True)
2033 order.status = "closed"
f86ee140 2034 self.m.debug = False
5a72ded7
IB
2035
2036 order.mark_finished_order()
f86ee140
IB
2037 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
2038 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB
2039
2040 order.status = "open"
2041 order.mark_finished_order()
f86ee140 2042 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2043
2044 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2045 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2046 close_if_possible=False)
2047 order.status = "closed"
2048 order.mark_finished_order()
f86ee140 2049 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2050
2051 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 2052 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2053 close_if_possible=True)
2054 order.status = "closed"
2055 order.mark_finished_order()
f86ee140 2056 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2057
2058 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2059 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB
2060 close_if_possible=True)
2061 order.status = "closed"
2062 order.mark_finished_order()
f86ee140 2063 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 2064
f86ee140 2065 self.m.debug = True
5a72ded7
IB
2066
2067 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2068 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2069 close_if_possible=True)
2070 order.status = "closed"
2071
2072 order.mark_finished_order()
f86ee140
IB
2073 self.m.ccxt.close_margin_position.assert_not_called()
2074 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2075
2076 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 2077 def test_fetch(self, fetch_mouvements):
aca4d437
IB
2078 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2079 D("0.1"), "BTC", "long", self.m, "trade")
2080 order.id = 45
2081 with self.subTest(debug=True):
2082 self.m.debug = True
2083 order.fetch()
2084 self.m.report.log_debug_action.assert_called_once()
2085 self.m.report.log_debug_action.reset_mock()
2086 self.m.ccxt.fetch_order.assert_not_called()
2087 fetch_mouvements.assert_not_called()
5a72ded7 2088
aca4d437
IB
2089 with self.subTest(debug=False):
2090 self.m.debug = False
2091 self.m.ccxt.fetch_order.return_value = {
2092 "status": "foo",
2093 "datetime": "timestamp"
2094 }
2095 order.fetch()
5a72ded7 2096
aca4d437
IB
2097 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
2098 fetch_mouvements.assert_called_once()
2099 self.assertEqual("foo", order.status)
2100 self.assertEqual("timestamp", order.timestamp)
2101 self.assertEqual(1, len(order.results))
2102 self.m.report.log_debug_action.assert_not_called()
5a72ded7 2103
aca4d437
IB
2104 with self.subTest(missing_order=True):
2105 self.m.ccxt.fetch_order.side_effect = [
2106 portfolio.OrderNotCached,
2107 ]
5a72ded7 2108 order.fetch()
aca4d437 2109 self.assertEqual("closed_unknown", order.status)
5a72ded7
IB
2110
2111 @mock.patch.object(portfolio.Order, "fetch")
2112 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2113 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2114 with self.subTest(debug=True):
f86ee140 2115 self.m.debug = True
5a72ded7 2116 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2117 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2118 self.assertEqual("pending", order.get_status())
2119 fetch.assert_not_called()
f86ee140 2120 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2121
2122 with self.subTest(debug=False, finished=False):
f86ee140 2123 self.m.debug = False
5a72ded7 2124 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2125 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2126 def _fetch(order):
2127 def update_status():
2128 order.status = "open"
2129 return update_status
2130 fetch.side_effect = _fetch(order)
2131 self.assertEqual("open", order.get_status())
2132 mark_finished_order.assert_not_called()
2133 fetch.assert_called_once()
2134
2135 mark_finished_order.reset_mock()
2136 fetch.reset_mock()
2137 with self.subTest(debug=False, finished=True):
f86ee140 2138 self.m.debug = False
5a72ded7 2139 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2140 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2141 def _fetch(order):
2142 def update_status():
2143 order.status = "closed"
2144 return update_status
2145 fetch.side_effect = _fetch(order)
2146 self.assertEqual("closed", order.get_status())
2147 mark_finished_order.assert_called_once()
2148 fetch.assert_called_once()
2149
2150 def test_run(self):
f86ee140
IB
2151 self.m.ccxt.order_precision.return_value = 4
2152 with self.subTest(debug=True):
2153 self.m.debug = True
5a72ded7 2154 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2155 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2156 order.run()
f86ee140
IB
2157 self.m.ccxt.create_order.assert_not_called()
2158 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
5a72ded7
IB
2159 self.assertEqual("open", order.status)
2160 self.assertEqual(1, len(order.results))
2161 self.assertEqual(-1, order.id)
2162
f86ee140 2163 self.m.ccxt.create_order.reset_mock()
5a72ded7 2164 with self.subTest(debug=False):
f86ee140 2165 self.m.debug = False
5a72ded7 2166 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2167 D("0.1"), "BTC", "long", self.m, "trade")
2168 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2169 order.run()
f86ee140 2170 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2171 self.assertEqual(1, len(order.results))
2172 self.assertEqual("open", order.status)
2173
f86ee140
IB
2174 self.m.ccxt.create_order.reset_mock()
2175 with self.subTest(exception=True):
5a72ded7 2176 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2177 D("0.1"), "BTC", "long", self.m, "trade")
2178 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2179 order.run()
f86ee140 2180 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2181 self.assertEqual(0, len(order.results))
2182 self.assertEqual("error", order.status)
f86ee140 2183 self.m.report.log_error.assert_called_once()
5a72ded7 2184
f86ee140 2185 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB
2186 with self.subTest(dust_amount_exception=True),\
2187 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2188 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2189 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2190 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2191 order.run()
f86ee140 2192 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB
2193 self.assertEqual(0, len(order.results))
2194 self.assertEqual("closed", order.status)
2195 mark_finished_order.assert_called_once()
2196
f70bb858 2197 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2198 self.m.ccxt.create_order.reset_mock()
f70bb858 2199 with self.subTest(insufficient_funds=True),\
d24bb10c 2200 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2201 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2202 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB
2203 self.m.ccxt.create_order.side_effect = [
2204 portfolio.InsufficientFunds,
2205 portfolio.InsufficientFunds,
2206 portfolio.InsufficientFunds,
2207 { "id": 123 },
2208 ]
d24bb10c 2209 order.run()
f70bb858
IB
2210 self.m.ccxt.create_order.assert_has_calls([
2211 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2212 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2213 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2214 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2215 ])
2216 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2217 self.assertEqual(1, len(order.results))
2218 self.assertEqual("open", order.status)
2219 self.assertEqual(4, order.tries)
2220 self.m.report.log_error.assert_called()
2221 self.assertEqual(4, self.m.report.log_error.call_count)
2222
2223 self.m.ccxt.order_precision.return_value = 8
2224 self.m.ccxt.create_order.reset_mock()
2225 self.m.report.log_error.reset_mock()
2226 with self.subTest(insufficient_funds=True),\
2227 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2228 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2229 D("0.1"), "BTC", "long", self.m, "trade")
2230 self.m.ccxt.create_order.side_effect = [
2231 portfolio.InsufficientFunds,
2232 portfolio.InsufficientFunds,
2233 portfolio.InsufficientFunds,
2234 portfolio.InsufficientFunds,
2235 portfolio.InsufficientFunds,
2236 ]
2237 order.run()
2238 self.m.ccxt.create_order.assert_has_calls([
2239 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2240 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2241 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2242 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2243 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2244 ])
2245 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2246 self.assertEqual(0, len(order.results))
f70bb858
IB
2247 self.assertEqual("error", order.status)
2248 self.assertEqual(5, order.tries)
2249 self.m.report.log_error.assert_called()
2250 self.assertEqual(5, self.m.report.log_error.call_count)
2251 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)
d24bb10c 2252
df9e4e7f 2253
5a72ded7
IB
2254@unittest.skipUnless("unit" in limits, "Unit skipped")
2255class MouvementTest(WebMockTestCase):
2256 def test_values(self):
2257 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2258 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2259 "date": "2017-12-30 12:00:12", "rate": "0.1",
2260 "amount": "10", "total": "1"
2261 })
2262 self.assertEqual("ETH", mouvement.currency)
2263 self.assertEqual("BTC", mouvement.base_currency)
2264 self.assertEqual(42, mouvement.id)
2265 self.assertEqual("buy", mouvement.action)
2266 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2267 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2268 self.assertEqual(D("0.1"), mouvement.rate)
2269 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2270 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2271
df9e4e7f
IB
2272 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2273 self.assertIsNone(mouvement.date)
2274 self.assertIsNone(mouvement.id)
2275 self.assertIsNone(mouvement.action)
2276 self.assertEqual(-1, mouvement.fee_rate)
2277 self.assertEqual(0, mouvement.rate)
2278 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2279 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2280
c31df868
IB
2281 def test__repr(self):
2282 mouvement = portfolio.Mouvement("ETH", "BTC", {
2283 "tradeID": 42, "type": "buy", "fee": "0.0015",
2284 "date": "2017-12-30 12:00:12", "rate": "0.1",
2285 "amount": "10", "total": "1"
2286 })
2287 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2288
c31df868
IB
2289 mouvement = portfolio.Mouvement("ETH", "BTC", {
2290 "tradeID": 42, "type": "buy",
2291 "date": "garbage", "rate": "0.1",
2292 "amount": "10", "total": "1"
2293 })
2294 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2295
3d0247f9
IB
2296 def test_as_json(self):
2297 mouvement = portfolio.Mouvement("ETH", "BTC", {
2298 "tradeID": 42, "type": "buy", "fee": "0.0015",
2299 "date": "2017-12-30 12:00:12", "rate": "0.1",
2300 "amount": "10", "total": "1"
2301 })
2302 as_json = mouvement.as_json()
2303
2304 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2305 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2306 self.assertEqual("buy", as_json["action"])
2307 self.assertEqual(D("10"), as_json["total"])
2308 self.assertEqual(D("1"), as_json["total_in_base"])
2309 self.assertEqual("BTC", as_json["base_currency"])
2310 self.assertEqual("ETH", as_json["currency"])
2311
2312@unittest.skipUnless("unit" in limits, "Unit skipped")
2313class ReportStoreTest(WebMockTestCase):
2314 def test_add_log(self):
f86ee140
IB
2315 report_store = market.ReportStore(self.m)
2316 report_store.add_log({"foo": "bar"})
3d0247f9 2317
f86ee140 2318 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB
2319
2320 def test_set_verbose(self):
f86ee140 2321 report_store = market.ReportStore(self.m)
3d0247f9 2322 with self.subTest(verbose=True):
f86ee140
IB
2323 report_store.set_verbose(True)
2324 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2325
2326 with self.subTest(verbose=False):
f86ee140
IB
2327 report_store.set_verbose(False)
2328 self.assertFalse(report_store.verbose_print)
3d0247f9
IB
2329
2330 def test_print_log(self):
f86ee140 2331 report_store = market.ReportStore(self.m)
3d0247f9
IB
2332 with self.subTest(verbose=True),\
2333 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2334 report_store.set_verbose(True)
2335 report_store.print_log("Coucou")
2336 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2337 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2338
2339 with self.subTest(verbose=False),\
2340 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2341 report_store.set_verbose(False)
2342 report_store.print_log("Coucou")
2343 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2344 self.assertEqual(stdout_mock.getvalue(), "")
2345
2346 def test_to_json(self):
f86ee140
IB
2347 report_store = market.ReportStore(self.m)
2348 report_store.logs.append({"foo": "bar"})
2349 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2350 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2351 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2352 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2353 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2354
f86ee140
IB
2355 @mock.patch.object(market.ReportStore, "print_log")
2356 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2357 def test_log_stage(self, add_log, print_log):
f86ee140
IB
2358 report_store = market.ReportStore(self.m)
2359 report_store.log_stage("foo")
3d0247f9
IB
2360 print_log.assert_has_calls([
2361 mock.call("-----------"),
2362 mock.call("[Stage] foo"),
2363 ])
2364 add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
2365
f86ee140
IB
2366 @mock.patch.object(market.ReportStore, "print_log")
2367 @mock.patch.object(market.ReportStore, "add_log")
2368 def test_log_balances(self, add_log, print_log):
2369 report_store = market.ReportStore(self.m)
2370 self.m.balances.as_json.return_value = "json"
2371 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2372
f86ee140 2373 report_store.log_balances(tag="tag")
3d0247f9
IB
2374 print_log.assert_has_calls([
2375 mock.call("[Balance]"),
2376 mock.call("\tbar"),
2377 mock.call("\tbaz"),
2378 ])
18167a3c
IB
2379 add_log.assert_called_once_with({
2380 'type': 'balance',
2381 'balances': 'json',
2382 'tag': 'tag'
2383 })
3d0247f9 2384
f86ee140
IB
2385 @mock.patch.object(market.ReportStore, "print_log")
2386 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2387 def test_log_tickers(self, add_log, print_log):
f86ee140 2388 report_store = market.ReportStore(self.m)
3d0247f9
IB
2389 amounts = {
2390 "BTC": portfolio.Amount("BTC", 10),
2391 "ETH": portfolio.Amount("BTC", D("0.3"))
2392 }
2393 amounts["ETH"].rate = D("0.1")
2394
f86ee140 2395 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2396 print_log.assert_not_called()
2397 add_log.assert_called_once_with({
2398 'type': 'tickers',
2399 'compute_value': 'default',
2400 'balance_type': 'total',
2401 'currency': 'BTC',
2402 'balances': {
2403 'BTC': D('10'),
2404 'ETH': D('0.3')
2405 },
2406 'rates': {
2407 'BTC': None,
2408 'ETH': D('0.1')
2409 },
2410 'total': D('10.3')
2411 })
2412
aca4d437
IB
2413 add_log.reset_mock()
2414 compute_value = lambda x: x["bid"]
2415 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2416 add_log.assert_called_once_with({
2417 'type': 'tickers',
2418 'compute_value': 'compute_value = lambda x: x["bid"]',
2419 'balance_type': 'total',
2420 'currency': 'BTC',
2421 'balances': {
2422 'BTC': D('10'),
2423 'ETH': D('0.3')
2424 },
2425 'rates': {
2426 'BTC': None,
2427 'ETH': D('0.1')
2428 },
2429 'total': D('10.3')
2430 })
2431
f86ee140
IB
2432 @mock.patch.object(market.ReportStore, "print_log")
2433 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2434 def test_log_dispatch(self, add_log, print_log):
f86ee140 2435 report_store = market.ReportStore(self.m)
3d0247f9
IB
2436 amount = portfolio.Amount("BTC", "10.3")
2437 amounts = {
2438 "BTC": portfolio.Amount("BTC", 10),
2439 "ETH": portfolio.Amount("BTC", D("0.3"))
2440 }
f86ee140 2441 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2442 print_log.assert_not_called()
2443 add_log.assert_called_once_with({
2444 'type': 'dispatch',
2445 'liquidity': 'medium',
2446 'repartition_ratio': 'repartition',
2447 'total_amount': {
2448 'currency': 'BTC',
2449 'value': D('10.3')
2450 },
2451 'repartition': {
2452 'BTC': D('10'),
2453 'ETH': D('0.3')
2454 }
2455 })
2456
f86ee140
IB
2457 @mock.patch.object(market.ReportStore, "print_log")
2458 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2459 def test_log_trades(self, add_log, print_log):
f86ee140 2460 report_store = market.ReportStore(self.m)
3d0247f9
IB
2461 trade_mock1 = mock.Mock()
2462 trade_mock2 = mock.Mock()
2463 trade_mock1.as_json.return_value = { "trade": "1" }
2464 trade_mock2.as_json.return_value = { "trade": "2" }
2465
2466 matching_and_trades = [
2467 (True, trade_mock1),
2468 (False, trade_mock2),
2469 ]
f86ee140 2470 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2471
2472 print_log.assert_not_called()
2473 add_log.assert_called_with({
2474 'type': 'trades',
2475 'only': 'only',
f86ee140 2476 'debug': False,
3d0247f9
IB
2477 'trades': [
2478 {'trade': '1', 'skipped': False},
2479 {'trade': '2', 'skipped': True}
2480 ]
2481 })
2482
f86ee140
IB
2483 @mock.patch.object(market.ReportStore, "print_log")
2484 @mock.patch.object(market.ReportStore, "add_log")
2485 def test_log_orders(self, add_log, print_log):
2486 report_store = market.ReportStore(self.m)
2487
3d0247f9
IB
2488 order_mock1 = mock.Mock()
2489 order_mock2 = mock.Mock()
2490
2491 order_mock1.as_json.return_value = "order1"
2492 order_mock2.as_json.return_value = "order2"
2493
2494 orders = [order_mock1, order_mock2]
2495
f86ee140 2496 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2497 only="only", compute_value="compute_value")
2498
2499 print_log.assert_called_once_with("[Orders]")
f86ee140 2500 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2501
2502 add_log.assert_called_with({
2503 'type': 'orders',
2504 'only': 'only',
2505 'compute_value': 'compute_value',
2506 'tick': 'tick',
2507 'orders': ['order1', 'order2']
2508 })
2509
aca4d437
IB
2510 add_log.reset_mock()
2511 def compute_value(x, y):
2512 return x[y]
2513 report_store.log_orders(orders, tick="tick",
2514 only="only", compute_value=compute_value)
2515 add_log.assert_called_with({
2516 'type': 'orders',
2517 'only': 'only',
2518 'compute_value': 'def compute_value(x, y):\n return x[y]',
2519 'tick': 'tick',
2520 'orders': ['order1', 'order2']
2521 })
2522
2523
f86ee140
IB
2524 @mock.patch.object(market.ReportStore, "print_log")
2525 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2526 def test_log_order(self, add_log, print_log):
f86ee140 2527 report_store = market.ReportStore(self.m)
3d0247f9
IB
2528 order_mock = mock.Mock()
2529 order_mock.as_json.return_value = "order"
2530 new_order_mock = mock.Mock()
2531 new_order_mock.as_json.return_value = "new_order"
2532 order_mock.__repr__ = mock.Mock()
2533 order_mock.__repr__.return_value = "Order Mock"
2534 new_order_mock.__repr__ = mock.Mock()
2535 new_order_mock.__repr__.return_value = "New order Mock"
2536
2537 with self.subTest(finished=True):
f86ee140 2538 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2539 print_log.assert_called_once_with("[Order] Finished Order Mock")
2540 add_log.assert_called_once_with({
2541 'type': 'order',
2542 'tick': 1,
2543 'update': None,
2544 'order': 'order',
2545 'compute_value': None,
2546 'new_order': None
2547 })
2548
2549 add_log.reset_mock()
2550 print_log.reset_mock()
2551
2552 with self.subTest(update="waiting"):
f86ee140 2553 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2554 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2555 add_log.assert_called_once_with({
2556 'type': 'order',
2557 'tick': 1,
2558 'update': 'waiting',
2559 'order': 'order',
2560 'compute_value': None,
2561 'new_order': None
2562 })
2563
2564 add_log.reset_mock()
2565 print_log.reset_mock()
2566 with self.subTest(update="adjusting"):
aca4d437 2567 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
f86ee140 2568 report_store.log_order(order_mock, 3,
3d0247f9 2569 update="adjusting", new_order=new_order_mock,
aca4d437 2570 compute_value=compute_value)
3d0247f9
IB
2571 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2572 add_log.assert_called_once_with({
2573 'type': 'order',
2574 'tick': 3,
2575 'update': 'adjusting',
2576 'order': 'order',
aca4d437 2577 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3d0247f9
IB
2578 'new_order': 'new_order'
2579 })
2580
2581 add_log.reset_mock()
2582 print_log.reset_mock()
2583 with self.subTest(update="market_fallback"):
f86ee140 2584 report_store.log_order(order_mock, 7,
3d0247f9
IB
2585 update="market_fallback", new_order=new_order_mock)
2586 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2587 add_log.assert_called_once_with({
2588 'type': 'order',
2589 'tick': 7,
2590 'update': 'market_fallback',
2591 'order': 'order',
2592 'compute_value': None,
2593 'new_order': 'new_order'
2594 })
2595
2596 add_log.reset_mock()
2597 print_log.reset_mock()
2598 with self.subTest(update="market_adjusting"):
f86ee140 2599 report_store.log_order(order_mock, 17,
3d0247f9
IB
2600 update="market_adjust", new_order=new_order_mock)
2601 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2602 add_log.assert_called_once_with({
2603 'type': 'order',
2604 'tick': 17,
2605 'update': 'market_adjust',
2606 'order': 'order',
2607 'compute_value': None,
2608 'new_order': 'new_order'
2609 })
2610
f86ee140
IB
2611 @mock.patch.object(market.ReportStore, "print_log")
2612 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2613 def test_log_move_balances(self, add_log, print_log):
f86ee140 2614 report_store = market.ReportStore(self.m)
3d0247f9
IB
2615 needed = {
2616 "BTC": portfolio.Amount("BTC", 10),
2617 "USDT": 1
2618 }
2619 moving = {
2620 "BTC": portfolio.Amount("BTC", 3),
2621 "USDT": -2
2622 }
f86ee140 2623 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2624 print_log.assert_not_called()
2625 add_log.assert_called_once_with({
2626 'type': 'move_balances',
f86ee140 2627 'debug': False,
3d0247f9
IB
2628 'needed': {
2629 'BTC': D('10'),
2630 'USDT': 1
2631 },
2632 'moving': {
2633 'BTC': D('3'),
2634 'USDT': -2
2635 }
2636 })
2637
f86ee140
IB
2638 @mock.patch.object(market.ReportStore, "print_log")
2639 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2640 def test_log_http_request(self, add_log, print_log):
f86ee140 2641 report_store = market.ReportStore(self.m)
3d0247f9
IB
2642 response = mock.Mock()
2643 response.status_code = 200
2644 response.text = "Hey"
2645
f86ee140 2646 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2647 "headers", response)
2648 print_log.assert_not_called()
2649 add_log.assert_called_once_with({
2650 'type': 'http_request',
2651 'method': 'method',
2652 'url': 'url',
2653 'body': 'body',
2654 'headers': 'headers',
2655 'status': 200,
2656 'response': 'Hey'
2657 })
2658
f86ee140
IB
2659 @mock.patch.object(market.ReportStore, "print_log")
2660 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2661 def test_log_error(self, add_log, print_log):
f86ee140 2662 report_store = market.ReportStore(self.m)
3d0247f9 2663 with self.subTest(message=None, exception=None):
f86ee140 2664 report_store.log_error("action")
3d0247f9
IB
2665 print_log.assert_called_once_with("[Error] action")
2666 add_log.assert_called_once_with({
2667 'type': 'error',
2668 'action': 'action',
2669 'exception_class': None,
2670 'exception_message': None,
2671 'message': None
2672 })
2673
2674 print_log.reset_mock()
2675 add_log.reset_mock()
2676 with self.subTest(message="Hey", exception=None):
f86ee140 2677 report_store.log_error("action", message="Hey")
3d0247f9
IB
2678 print_log.assert_has_calls([
2679 mock.call("[Error] action"),
2680 mock.call("\tHey")
2681 ])
2682 add_log.assert_called_once_with({
2683 'type': 'error',
2684 'action': 'action',
2685 'exception_class': None,
2686 'exception_message': None,
2687 'message': "Hey"
2688 })
2689
2690 print_log.reset_mock()
2691 add_log.reset_mock()
2692 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2693 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2694 print_log.assert_has_calls([
2695 mock.call("[Error] action"),
2696 mock.call("\tException: bouh")
2697 ])
2698 add_log.assert_called_once_with({
2699 'type': 'error',
2700 'action': 'action',
2701 'exception_class': "Exception",
2702 'exception_message': "bouh",
2703 'message': None
2704 })
2705
2706 print_log.reset_mock()
2707 add_log.reset_mock()
2708 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2709 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2710 print_log.assert_has_calls([
2711 mock.call("[Error] action"),
2712 mock.call("\tException: bouh"),
2713 mock.call("\tHey")
2714 ])
2715 add_log.assert_called_once_with({
2716 'type': 'error',
2717 'action': 'action',
2718 'exception_class': "Exception",
2719 'exception_message': "bouh",
2720 'message': "Hey"
2721 })
2722
f86ee140
IB
2723 @mock.patch.object(market.ReportStore, "print_log")
2724 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2725 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2726 report_store = market.ReportStore(self.m)
2727 report_store.log_debug_action("Hey")
3d0247f9
IB
2728
2729 print_log.assert_called_once_with("[Debug] Hey")
2730 add_log.assert_called_once_with({
2731 'type': 'debug_action',
2732 'action': 'Hey'
2733 })
2734
f86ee140
IB
2735@unittest.skipUnless("unit" in limits, "Unit skipped")
2736class HelperTest(WebMockTestCase):
2033e7fe
IB
2737 def test_make_order(self):
2738 self.m.get_ticker.return_value = {
2739 "inverted": False,
2740 "average": D("0.1"),
2741 "bid": D("0.09"),
2742 "ask": D("0.11"),
2743 }
2744
2745 with self.subTest(description="nominal case"):
2746 helper.make_order(self.m, 10, "ETH")
2747
2748 self.m.report.log_stage.assert_has_calls([
2749 mock.call("make_order_begin"),
2750 mock.call("make_order_end"),
2751 ])
2752 self.m.balances.fetch_balances.assert_has_calls([
2753 mock.call(tag="make_order_begin"),
2754 mock.call(tag="make_order_end"),
2755 ])
2756 self.m.trades.all.append.assert_called_once()
2757 trade = self.m.trades.all.append.mock_calls[0][1][0]
2758 self.assertEqual(False, trade.orders[0].close_if_possible)
2759 self.assertEqual(0, trade.value_from)
2760 self.assertEqual("ETH", trade.currency)
2761 self.assertEqual("BTC", trade.base_currency)
2762 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2763 self.m.trades.run_orders.assert_called_once_with()
2764 self.m.follow_orders.assert_called_once_with()
2765
2766 order = trade.orders[0]
2767 self.assertEqual(D("0.10"), order.rate)
2768
2769 self.m.reset_mock()
2770 with self.subTest(compute_value="default"):
2771 helper.make_order(self.m, 10, "ETH", action="dispose",
2772 compute_value="ask")
2773
2774 trade = self.m.trades.all.append.mock_calls[0][1][0]
2775 order = trade.orders[0]
2776 self.assertEqual(D("0.11"), order.rate)
2777
2778 self.m.reset_mock()
2779 with self.subTest(follow=False):
2780 result = helper.make_order(self.m, 10, "ETH", follow=False)
2781
2782 self.m.report.log_stage.assert_has_calls([
2783 mock.call("make_order_begin"),
2784 mock.call("make_order_end_not_followed"),
2785 ])
2786 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2787
2788 self.m.trades.all.append.assert_called_once()
2789 trade = self.m.trades.all.append.mock_calls[0][1][0]
2790 self.assertEqual(0, trade.value_from)
2791 self.assertEqual("ETH", trade.currency)
2792 self.assertEqual("BTC", trade.base_currency)
2793 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2794 self.m.trades.run_orders.assert_called_once_with()
2795 self.m.follow_orders.assert_not_called()
2796 self.assertEqual(trade.orders[0], result)
2797
2798 self.m.reset_mock()
2799 with self.subTest(base_currency="USDT"):
2800 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2801
2802 trade = self.m.trades.all.append.mock_calls[0][1][0]
2803 self.assertEqual("BTC", trade.currency)
2804 self.assertEqual("USDT", trade.base_currency)
2805
2806 self.m.reset_mock()
2807 with self.subTest(close_if_possible=True):
2808 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2809
2810 trade = self.m.trades.all.append.mock_calls[0][1][0]
2811 self.assertEqual(True, trade.orders[0].close_if_possible)
2812
2813 self.m.reset_mock()
2814 with self.subTest(action="dispose"):
2815 helper.make_order(self.m, 10, "ETH", action="dispose")
2816
2817 trade = self.m.trades.all.append.mock_calls[0][1][0]
2818 self.assertEqual(0, trade.value_to)
2819 self.assertEqual(1, trade.value_from.value)
2820 self.assertEqual("ETH", trade.currency)
2821 self.assertEqual("BTC", trade.base_currency)
2822
2823 self.m.reset_mock()
2824 with self.subTest(compute_value="default"):
2825 helper.make_order(self.m, 10, "ETH", action="dispose",
2826 compute_value="bid")
2827
2828 trade = self.m.trades.all.append.mock_calls[0][1][0]
2829 self.assertEqual(D("0.9"), trade.value_from.value)
2830
2831 def test_user_market(self):
2832 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2833 mock.patch("helper.main_parse_config") as main_parse_config:
2834 with self.subTest(debug=False):
2835 main_parse_config.return_value = ["pg_config", "report_path"]
2836 main_fetch_markets.return_value = [({"key": "market_config"},)]
2837 m = helper.get_user_market("config_path.ini", 1)
2838
2839 self.assertIsInstance(m, market.Market)
2840 self.assertFalse(m.debug)
2841
2842 with self.subTest(debug=True):
2843 main_parse_config.return_value = ["pg_config", "report_path"]
2844 main_fetch_markets.return_value = [({"key": "market_config"},)]
2845 m = helper.get_user_market("config_path.ini", 1, debug=True)
2846
2847 self.assertIsInstance(m, market.Market)
2848 self.assertTrue(m.debug)
2849
f86ee140
IB
2850 def test_main_store_report(self):
2851 file_open = mock.mock_open()
2852 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2853 helper.main_store_report(None, 1, self.m)
2854 file_open.assert_not_called()
2855
2856 file_open = mock.mock_open()
2857 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2858 mock.patch.object(helper, "datetime") as time_mock:
2859 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2860 self.m.report.to_json.return_value = "json_content"
2861
2862 helper.main_store_report("present", 1, self.m)
2863
2864 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2865 file_open().write.assert_called_once_with("json_content")
2866 self.m.report.to_json.assert_called_once_with()
2867
2868 with self.subTest(file="error"),\
2869 mock.patch("helper.open") as file_open,\
2870 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2871 file_open.side_effect = FileNotFoundError
2872
2873 helper.main_store_report("error", 1, self.m)
2874
2875 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2876
2877 @mock.patch("helper.process_sell_all__1_all_sell")
2878 @mock.patch("helper.process_sell_all__2_all_buy")
2879 @mock.patch("portfolio.Portfolio.wait_for_recent")
2880 def test_main_process_market(self, wait, buy, sell):
2881 with self.subTest(before=False, after=False):
516a2517 2882 helper.main_process_market("user", None)
f86ee140
IB
2883
2884 wait.assert_not_called()
2885 buy.assert_not_called()
2886 sell.assert_not_called()
2887
2888 buy.reset_mock()
2889 wait.reset_mock()
2890 sell.reset_mock()
2891 with self.subTest(before=True, after=False):
516a2517 2892 helper.main_process_market("user", None, before=True)
f86ee140
IB
2893
2894 wait.assert_not_called()
2895 buy.assert_not_called()
2896 sell.assert_called_once_with("user")
2897
2898 buy.reset_mock()
2899 wait.reset_mock()
2900 sell.reset_mock()
2901 with self.subTest(before=False, after=True):
516a2517 2902 helper.main_process_market("user", None, after=True)
f86ee140
IB
2903
2904 wait.assert_called_once_with("user")
2905 buy.assert_called_once_with("user")
2906 sell.assert_not_called()
2907
2908 buy.reset_mock()
2909 wait.reset_mock()
2910 sell.reset_mock()
2911 with self.subTest(before=True, after=True):
516a2517 2912 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB
2913
2914 wait.assert_called_once_with("user")
2915 buy.assert_called_once_with("user")
2916 sell.assert_called_once_with("user")
2917
516a2517
IB
2918 buy.reset_mock()
2919 wait.reset_mock()
2920 sell.reset_mock()
2921 with self.subTest(action="print_balances"),\
2922 mock.patch("helper.print_balances") as print_balances:
23f4616a 2923 helper.main_process_market("user", ["print_balances"])
516a2517
IB
2924
2925 buy.assert_not_called()
2926 wait.assert_not_called()
2927 sell.assert_not_called()
2928 print_balances.assert_called_once_with("user")
2929
2930 with self.subTest(action="print_orders"),\
23f4616a
IB
2931 mock.patch("helper.print_orders") as print_orders,\
2932 mock.patch("helper.print_balances") as print_balances:
2933 helper.main_process_market("user", ["print_orders", "print_balances"])
516a2517
IB
2934
2935 buy.assert_not_called()
2936 wait.assert_not_called()
2937 sell.assert_not_called()
2938 print_orders.assert_called_once_with("user")
23f4616a 2939 print_balances.assert_called_once_with("user")
516a2517
IB
2940
2941 with self.subTest(action="unknown"),\
2942 self.assertRaises(NotImplementedError):
23f4616a 2943 helper.main_process_market("user", ["unknown"])
516a2517 2944
f86ee140
IB
2945 @mock.patch.object(helper, "psycopg2")
2946 def test_fetch_markets(self, psycopg2):
2947 connect_mock = mock.Mock()
2948 cursor_mock = mock.MagicMock()
2949 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2950
2951 connect_mock.cursor.return_value = cursor_mock
2952 psycopg2.connect.return_value = connect_mock
2953
516a2517
IB
2954 with self.subTest(user=None):
2955 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2956
2957 psycopg2.connect.assert_called_once_with(foo="bar")
2958 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2959
2960 self.assertEqual(["row_1", "row_2"], rows)
2961
2962 psycopg2.connect.reset_mock()
2963 cursor_mock.execute.reset_mock()
2964 with self.subTest(user=1):
2965 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2966
516a2517
IB
2967 psycopg2.connect.assert_called_once_with(foo="bar")
2968 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2969
516a2517 2970 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2971
2972 @mock.patch.object(helper.sys, "exit")
2973 def test_main_parse_args(self, exit):
2974 with self.subTest(config="config.ini"):
2975 args = helper.main_parse_args([])
2976 self.assertEqual("config.ini", args.config)
2977 self.assertFalse(args.before)
2978 self.assertFalse(args.after)
2979 self.assertFalse(args.debug)
2980
2981 args = helper.main_parse_args(["--before", "--after", "--debug"])
2982 self.assertTrue(args.before)
2983 self.assertTrue(args.after)
2984 self.assertTrue(args.debug)
2985
2986 exit.assert_not_called()
2987
2988 with self.subTest(config="inexistant"),\
2989 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2990 args = helper.main_parse_args(["--config", "foo.bar"])
2991 exit.assert_called_once_with(1)
2992 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2993
2994 @mock.patch.object(helper.sys, "exit")
2995 @mock.patch("helper.configparser")
2996 @mock.patch("helper.os")
2997 def test_main_parse_config(self, os, configparser, exit):
2998 with self.subTest(pg_config=True, report_path=None):
2999 config_mock = mock.MagicMock()
3000 configparser.ConfigParser.return_value = config_mock
3001 def config(element):
3002 return element == "postgresql"
3003
3004 config_mock.__contains__.side_effect = config
3005 config_mock.__getitem__.return_value = "pg_config"
3006
3007 result = helper.main_parse_config("configfile")
3008
3009 config_mock.read.assert_called_with("configfile")
3010
3011 self.assertEqual(["pg_config", None], result)
3012
3013 with self.subTest(pg_config=True, report_path="present"):
3014 config_mock = mock.MagicMock()
3015 configparser.ConfigParser.return_value = config_mock
3016
3017 config_mock.__contains__.return_value = True
3018 config_mock.__getitem__.side_effect = [
3019 {"report_path": "report_path"},
3020 {"report_path": "report_path"},
3021 "pg_config",
3022 ]
3023
3024 os.path.exists.return_value = False
3025 result = helper.main_parse_config("configfile")
3026
3027 config_mock.read.assert_called_with("configfile")
3028 self.assertEqual(["pg_config", "report_path"], result)
3029 os.path.exists.assert_called_once_with("report_path")
3030 os.makedirs.assert_called_once_with("report_path")
3031
3032 with self.subTest(pg_config=False),\
3033 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3034 config_mock = mock.MagicMock()
3035 configparser.ConfigParser.return_value = config_mock
3036 result = helper.main_parse_config("configfile")
3037
3038 config_mock.read.assert_called_with("configfile")
3039 exit.assert_called_once_with(1)
3040 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3041
3042
3043 def test_print_orders(self):
3044 helper.print_orders(self.m)
3045
3046 self.m.report.log_stage.assert_called_with("print_orders")
3047 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
3048 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3049 compute_value="average")
3050 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3051
3052 def test_print_balances(self):
3053 self.m.balances.in_currency.return_value = {
3054 "BTC": portfolio.Amount("BTC", "0.65"),
3055 "ETH": portfolio.Amount("BTC", "0.3"),
3056 }
3057
3058 helper.print_balances(self.m)
3059
f70bb858 3060 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB
3061 self.m.balances.fetch_balances.assert_called_with()
3062 self.m.report.print_log.assert_has_calls([
3063 mock.call("total:"),
3064 mock.call(portfolio.Amount("BTC", "0.95")),
3065 ])
3066
3067 def test_process_sell_needed__1_sell(self):
3068 helper.process_sell_needed__1_sell(self.m)
3069
3070 self.m.balances.fetch_balances.assert_has_calls([
3071 mock.call(tag="process_sell_needed__1_sell_begin"),
3072 mock.call(tag="process_sell_needed__1_sell_end"),
3073 ])
3074 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3075 liquidity="medium")
3076 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3077 only="dispose")
3078 self.m.trades.run_orders.assert_called()
3079 self.m.follow_orders.assert_called()
3080 self.m.report.log_stage.assert_has_calls([
3081 mock.call("process_sell_needed__1_sell_begin"),
3082 mock.call("process_sell_needed__1_sell_end")
3083 ])
3084
3085 def test_process_sell_needed__2_buy(self):
3086 helper.process_sell_needed__2_buy(self.m)
3087
3088 self.m.balances.fetch_balances.assert_has_calls([
3089 mock.call(tag="process_sell_needed__2_buy_begin"),
3090 mock.call(tag="process_sell_needed__2_buy_end"),
3091 ])
3092 self.m.update_trades.assert_called_with(base_currency="BTC",
3093 liquidity="medium", only="acquire")
3094 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3095 only="acquire")
3096 self.m.move_balances.assert_called_with()
3097 self.m.trades.run_orders.assert_called()
3098 self.m.follow_orders.assert_called()
3099 self.m.report.log_stage.assert_has_calls([
3100 mock.call("process_sell_needed__2_buy_begin"),
3101 mock.call("process_sell_needed__2_buy_end")
3102 ])
3103
3104 def test_process_sell_all__1_sell(self):
3105 helper.process_sell_all__1_all_sell(self.m)
3106
3107 self.m.balances.fetch_balances.assert_has_calls([
3108 mock.call(tag="process_sell_all__1_all_sell_begin"),
3109 mock.call(tag="process_sell_all__1_all_sell_end"),
3110 ])
3111 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
3112 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3113 self.m.trades.run_orders.assert_called()
3114 self.m.follow_orders.assert_called()
3115 self.m.report.log_stage.assert_has_calls([
3116 mock.call("process_sell_all__1_all_sell_begin"),
3117 mock.call("process_sell_all__1_all_sell_end")
3118 ])
3119
3120 def test_process_sell_all__2_all_buy(self):
3121 helper.process_sell_all__2_all_buy(self.m)
3122
3123 self.m.balances.fetch_balances.assert_has_calls([
3124 mock.call(tag="process_sell_all__2_all_buy_begin"),
3125 mock.call(tag="process_sell_all__2_all_buy_end"),
3126 ])
3127 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3128 liquidity="medium")
3129 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3130 self.m.move_balances.assert_called_with()
3131 self.m.trades.run_orders.assert_called()
3132 self.m.follow_orders.assert_called()
3133 self.m.report.log_stage.assert_has_calls([
3134 mock.call("process_sell_all__2_all_buy_begin"),
3135 mock.call("process_sell_all__2_all_buy_end")
3136 ])
3137
1aa7d4fa 3138@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
3139class AcceptanceTest(WebMockTestCase):
3140 @unittest.expectedFailure
a9950fd0 3141 def test_success_sell_only_necessary(self):
3d0247f9 3142 # FIXME: catch stdout
f86ee140 3143 self.m.report.verbose_print = False
a9950fd0
IB
3144 fetch_balance = {
3145 "ETH": {
c51687d2
IB
3146 "exchange_free": D("1.0"),
3147 "exchange_used": D("0.0"),
3148 "exchange_total": D("1.0"),
a9950fd0
IB
3149 "total": D("1.0"),
3150 },
3151 "ETC": {
c51687d2
IB
3152 "exchange_free": D("4.0"),
3153 "exchange_used": D("0.0"),
3154 "exchange_total": D("4.0"),
a9950fd0
IB
3155 "total": D("4.0"),
3156 },
3157 "XVG": {
c51687d2
IB
3158 "exchange_free": D("1000.0"),
3159 "exchange_used": D("0.0"),
3160 "exchange_total": D("1000.0"),
a9950fd0
IB
3161 "total": D("1000.0"),
3162 },
3163 }
3164 repartition = {
350ed24d
IB
3165 "ETH": (D("0.25"), "long"),
3166 "ETC": (D("0.25"), "long"),
3167 "BTC": (D("0.4"), "long"),
3168 "BTD": (D("0.01"), "short"),
3169 "B2X": (D("0.04"), "long"),
3170 "USDT": (D("0.05"), "long"),
a9950fd0
IB
3171 }
3172
3173 def fetch_ticker(symbol):
3174 if symbol == "ETH/BTC":
3175 return {
3176 "symbol": "ETH/BTC",
3177 "bid": D("0.14"),
3178 "ask": D("0.16")
3179 }
3180 if symbol == "ETC/BTC":
3181 return {
3182 "symbol": "ETC/BTC",
3183 "bid": D("0.002"),
3184 "ask": D("0.003")
3185 }
3186 if symbol == "XVG/BTC":
3187 return {
3188 "symbol": "XVG/BTC",
3189 "bid": D("0.00003"),
3190 "ask": D("0.00005")
3191 }
3192 if symbol == "BTD/BTC":
3193 return {
3194 "symbol": "BTD/BTC",
3195 "bid": D("0.0008"),
3196 "ask": D("0.0012")
3197 }
350ed24d
IB
3198 if symbol == "B2X/BTC":
3199 return {
3200 "symbol": "B2X/BTC",
3201 "bid": D("0.0008"),
3202 "ask": D("0.0012")
3203 }
a9950fd0 3204 if symbol == "USDT/BTC":
6ca5a1ec 3205 raise helper.ExchangeError
a9950fd0
IB
3206 if symbol == "BTC/USDT":
3207 return {
3208 "symbol": "BTC/USDT",
3209 "bid": D("14000"),
3210 "ask": D("16000")
3211 }
3212 self.fail("Shouldn't have been called with {}".format(symbol))
3213
3214 market = mock.Mock()
c51687d2 3215 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3216 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3217 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3218 # Action 1
6ca5a1ec 3219 helper.prepare_trades(market)
a9950fd0 3220
6ca5a1ec 3221 balances = portfolio.BalanceStore.all
a9950fd0
IB
3222 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3223 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3224 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3225
3226
5a72ded7 3227 trades = portfolio.TradeStore.all
c51687d2
IB
3228 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3229 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3230 self.assertEqual("dispose", trades[0].action)
a9950fd0 3231
c51687d2
IB
3232 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3233 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3234 self.assertEqual("acquire", trades[1].action)
a9950fd0 3235
c51687d2
IB
3236 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3237 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3238 self.assertEqual("dispose", trades[2].action)
a9950fd0 3239
c51687d2
IB
3240 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3241 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3242 self.assertEqual("acquire", trades[3].action)
350ed24d 3243
c51687d2
IB
3244 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3245 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3246 self.assertEqual("acquire", trades[4].action)
a9950fd0 3247
c51687d2
IB
3248 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3249 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3250 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3251
3252 # Action 2
5a72ded7 3253 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3254
5a72ded7 3255 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
3256 self.assertEqual(2, len(all_orders))
3257 self.assertEqual(2, 3*all_orders[0].amount.value)
3258 self.assertEqual(D("0.14014"), all_orders[0].rate)
3259 self.assertEqual(1000, all_orders[1].amount.value)
3260 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3261
3262
ecba1113 3263 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
3264 self.assertEqual("limit", type)
3265 if symbol == "ETH/BTC":
b83d4897 3266 self.assertEqual("sell", action)
350ed24d 3267 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
3268 self.assertEqual(D("0.14014"), price)
3269 elif symbol == "XVG/BTC":
b83d4897 3270 self.assertEqual("sell", action)
a9950fd0
IB
3271 self.assertEqual(1000, amount)
3272 self.assertEqual(D("0.00003003"), price)
3273 else:
3274 self.fail("I shouldn't have been called")
3275
3276 return {
3277 "id": symbol,
3278 }
3279 market.create_order.side_effect = create_order
350ed24d 3280 market.order_precision.return_value = 8
a9950fd0
IB
3281
3282 # Action 3
6ca5a1ec 3283 portfolio.TradeStore.run_orders()
a9950fd0
IB
3284
3285 self.assertEqual("open", all_orders[0].status)
3286 self.assertEqual("open", all_orders[1].status)
3287
5a72ded7
IB
3288 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3289 market.privatePostReturnOrderTrades.return_value = [
3290 {
df9e4e7f 3291 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
3292 "date": "2017-12-30 12:00:12", "rate": "0.1",
3293 "amount": "10", "total": "1"
3294 }
3295 ]
a9950fd0
IB
3296 with mock.patch.object(portfolio.time, "sleep") as sleep:
3297 # Action 4
6ca5a1ec 3298 helper.follow_orders(verbose=False)
a9950fd0
IB
3299
3300 sleep.assert_called_with(30)
3301
3302 for order in all_orders:
3303 self.assertEqual("closed", order.status)
3304
3305 fetch_balance = {
3306 "ETH": {
5a72ded7
IB
3307 "exchange_free": D("1.0") / 3,
3308 "exchange_used": D("0.0"),
3309 "exchange_total": D("1.0") / 3,
3310 "margin_total": 0,
a9950fd0
IB
3311 "total": D("1.0") / 3,
3312 },
3313 "BTC": {
5a72ded7
IB
3314 "exchange_free": D("0.134"),
3315 "exchange_used": D("0.0"),
3316 "exchange_total": D("0.134"),
3317 "margin_total": 0,
a9950fd0
IB
3318 "total": D("0.134"),
3319 },
3320 "ETC": {
5a72ded7
IB
3321 "exchange_free": D("4.0"),
3322 "exchange_used": D("0.0"),
3323 "exchange_total": D("4.0"),
3324 "margin_total": 0,
a9950fd0
IB
3325 "total": D("4.0"),
3326 },
3327 "XVG": {
5a72ded7
IB
3328 "exchange_free": D("0.0"),
3329 "exchange_used": D("0.0"),
3330 "exchange_total": D("0.0"),
3331 "margin_total": 0,
a9950fd0
IB
3332 "total": D("0.0"),
3333 },
3334 }
5a72ded7 3335 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3336
350ed24d 3337 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3338 # Action 5
5a72ded7 3339 helper.update_trades(market, only="acquire", compute_value="average")
a9950fd0 3340
6ca5a1ec 3341 balances = portfolio.BalanceStore.all
a9950fd0
IB
3342 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3343 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3344 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3345 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3346
3347
5a72ded7
IB
3348 trades = portfolio.TradeStore.all
3349 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3350 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3351 self.assertEqual("dispose", trades[0].action)
a9950fd0 3352
5a72ded7
IB
3353 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3354 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3355 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3356
3357 self.assertNotIn("BTC", trades)
3358
5a72ded7
IB
3359 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3360 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3361 self.assertEqual("dispose", trades[2].action)
a9950fd0 3362
5a72ded7
IB
3363 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3364 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3365 self.assertEqual("acquire", trades[3].action)
350ed24d 3366
5a72ded7
IB
3367 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3368 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3369 self.assertEqual("acquire", trades[4].action)
a9950fd0 3370
5a72ded7
IB
3371 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3372 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3373 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3374
3375 # Action 6
5a72ded7 3376 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3377
5a72ded7 3378 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3379 self.assertEqual(4, len(all_orders))
3380 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3381 self.assertEqual(D("0.003"), all_orders[0].rate)
3382 self.assertEqual("buy", all_orders[0].action)
350ed24d 3383 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3384
350ed24d 3385 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3386 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3387 self.assertEqual("sell", all_orders[1].action)
3388 self.assertEqual("short", all_orders[1].trade_type)
3389
3390 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3391 self.assertAlmostEqual(0, diff.value)
3392 self.assertEqual(D("0.0012"), all_orders[2].rate)
3393 self.assertEqual("buy", all_orders[2].action)
3394 self.assertEqual("long", all_orders[2].trade_type)
3395
3396 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3397 self.assertEqual(D("16000"), all_orders[3].rate)
3398 self.assertEqual("sell", all_orders[3].action)
3399 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3400
006a2084
IB
3401 # Action 6b
3402 # TODO:
3403 # Move balances to margin
3404
350ed24d
IB
3405 # Action 7
3406 # TODO
6ca5a1ec 3407 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3408
3409 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3410 # Action 8
6ca5a1ec 3411 helper.follow_orders(verbose=False)
a9950fd0
IB
3412
3413 sleep.assert_called_with(30)
3414
dd359bc0
IB
3415if __name__ == '__main__':
3416 unittest.main()