]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
Remove useless update_trades method
[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)
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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)
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784 m.report.log_stage.assert_called_once_with("prepare_trades",
785 base_currency='BTC', compute_value='average',
786 liquidity='medium', only=None)
f86ee140 787 m.report.log_balances.assert_called_once_with(tag="tag")
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788
789 @mock.patch.object(portfolio.Portfolio, "repartition")
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790 @mock.patch.object(market.Market, "get_ticker")
791 @mock.patch.object(market.TradeStore, "compute_trades")
792 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
793 def _get_ticker(c1, c2):
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794 if c1 == "USDT" and c2 == "BTC":
795 return { "average": D("0.0001") }
796 if c1 == "XVG" and c2 == "BTC":
797 return { "average": D("0.000001") }
798 self.fail("Should be called with {}, {}".format(c1, c2))
799 get_ticker.side_effect = _get_ticker
800
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801 with mock.patch("market.ReportStore"):
802 m = market.Market(self.ccxt)
803 self.ccxt.fetch_all_balances.return_value = {
804 "USDT": {
805 "exchange_free": D("10000.0"),
806 "exchange_used": D("0.0"),
807 "exchange_total": D("10000.0"),
808 "total": D("10000.0")
809 },
810 "XVG": {
811 "exchange_free": D("10000.0"),
812 "exchange_used": D("0.0"),
813 "exchange_total": D("10000.0"),
814 "total": D("10000.0")
815 },
816 }
817
818 m.balances.fetch_balances(tag="tag")
18167a3c 819
f86ee140 820 m.prepare_trades_to_sell_all()
c51687d2 821
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822 repartition.assert_not_called()
823 compute_trades.assert_called()
824
825 call = compute_trades.call_args
826 self.assertEqual(1, call[0][0]["USDT"].value)
827 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
828 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
829 m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
830 m.report.log_balances.assert_called_once_with(tag="tag")
a9950fd0 831
1aa7d4fa 832 @mock.patch.object(portfolio.time, "sleep")
f86ee140 833 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 834 def test_follow_orders(self, all_orders, time_mock):
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835 for debug, sleep in [
836 (False, None), (True, None),
837 (False, 12), (True, 12)]:
838 with self.subTest(sleep=sleep, debug=debug), \
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839 mock.patch("market.ReportStore"):
840 m = market.Market(self.ccxt, debug=debug)
841
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842 order_mock1 = mock.Mock()
843 order_mock2 = mock.Mock()
844 order_mock3 = mock.Mock()
845 all_orders.side_effect = [
846 [order_mock1, order_mock2],
847 [order_mock1, order_mock2],
848
849 [order_mock1, order_mock3],
850 [order_mock1, order_mock3],
851
852 [order_mock1, order_mock3],
853 [order_mock1, order_mock3],
854
855 []
856 ]
857
858 order_mock1.get_status.side_effect = ["open", "open", "closed"]
859 order_mock2.get_status.side_effect = ["open"]
860 order_mock3.get_status.side_effect = ["open", "closed"]
861
862 order_mock1.trade = mock.Mock()
863 order_mock2.trade = mock.Mock()
864 order_mock3.trade = mock.Mock()
865
f86ee140 866 m.follow_orders(sleep=sleep)
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867
868 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
869 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
870 self.assertEqual(2, order_mock1.trade.update_order.call_count)
871 self.assertEqual(3, order_mock1.get_status.call_count)
872
873 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
874 self.assertEqual(1, order_mock2.trade.update_order.call_count)
875 self.assertEqual(1, order_mock2.get_status.call_count)
876
877 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
878 self.assertEqual(1, order_mock3.trade.update_order.call_count)
879 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 880 m.report.log_stage.assert_called()
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881 calls = [
882 mock.call("follow_orders_begin"),
883 mock.call("follow_orders_tick_1"),
884 mock.call("follow_orders_tick_2"),
885 mock.call("follow_orders_tick_3"),
886 mock.call("follow_orders_end"),
887 ]
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888 m.report.log_stage.assert_has_calls(calls)
889 m.report.log_orders.assert_called()
890 self.assertEqual(3, m.report.log_orders.call_count)
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891 calls = [
892 mock.call([order_mock1, order_mock2], tick=1),
893 mock.call([order_mock1, order_mock3], tick=2),
894 mock.call([order_mock1, order_mock3], tick=3),
895 ]
f86ee140 896 m.report.log_orders.assert_has_calls(calls)
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897 calls = [
898 mock.call(order_mock1, 3, finished=True),
899 mock.call(order_mock3, 3, finished=True),
900 ]
f86ee140 901 m.report.log_order.assert_has_calls(calls)
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902
903 if sleep is None:
904 if debug:
f86ee140 905 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
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906 time_mock.assert_called_with(7)
907 else:
908 time_mock.assert_called_with(30)
909 else:
910 time_mock.assert_called_with(sleep)
911
f86ee140 912 @mock.patch.object(market.BalanceStore, "fetch_balances")
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913 def test_move_balance(self, fetch_balances):
914 for debug in [True, False]:
915 with self.subTest(debug=debug),\
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916 mock.patch("market.ReportStore"):
917 m = market.Market(self.ccxt, debug=debug)
918
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919 value_from = portfolio.Amount("BTC", "1.0")
920 value_from.linked_to = portfolio.Amount("ETH", "10.0")
921 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 922 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
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923
924 value_from = portfolio.Amount("BTC", "0.0")
925 value_from.linked_to = portfolio.Amount("ETH", "0.0")
926 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 927 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
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928
929 value_from = portfolio.Amount("USDT", "0.0")
930 value_from.linked_to = portfolio.Amount("XVG", "0.0")
931 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 932 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 933
f86ee140 934 m.trades.all = [trade1, trade2, trade3]
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935 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
936 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
937 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
f86ee140 938 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 939
f86ee140 940 m.move_balances()
5a72ded7 941
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942 fetch_balances.assert_called_with()
943 m.report.log_move_balances.assert_called_once()
3d0247f9 944
5a72ded7 945 if debug:
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946 m.report.log_debug_action.assert_called()
947 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 948 else:
f86ee140 949 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
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950 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
951 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
f86ee140 952
1aa7d4fa 953@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 954class TradeStoreTest(WebMockTestCase):
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955 def test_compute_trades(self):
956 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
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957
958 values_in_base = {
959 "XMR": portfolio.Amount("BTC", D("0.9")),
960 "DASH": portfolio.Amount("BTC", D("0.4")),
961 "XVG": portfolio.Amount("BTC", D("-0.5")),
962 "BTC": portfolio.Amount("BTC", D("0.5")),
963 }
964 new_repartition = {
965 "DASH": portfolio.Amount("BTC", D("0.5")),
966 "XVG": portfolio.Amount("BTC", D("0.1")),
967 "BTC": portfolio.Amount("BTC", D("0.4")),
968 "ETH": portfolio.Amount("BTC", D("0.3")),
969 }
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970 side_effect = [
971 (True, 1),
972 (False, 2),
973 (False, 3),
974 (True, 4),
975 (True, 5)
976 ]
1aa7d4fa 977
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978 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
979 trade_store = market.TradeStore(self.m)
980 trade_if_matching.side_effect = side_effect
1aa7d4fa 981
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982 trade_store.compute_trades(values_in_base,
983 new_repartition, only="only")
984
985 self.assertEqual(5, trade_if_matching.call_count)
986 self.assertEqual(3, len(trade_store.all))
987 self.assertEqual([1, 4, 5], trade_store.all)
988 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 989
3d0247f9 990 def test_trade_if_matching(self):
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991
992 with self.subTest(only="nope"):
993 trade_store = market.TradeStore(self.m)
994 result = trade_store.trade_if_matching(
995 portfolio.Amount("BTC", D("0")),
996 portfolio.Amount("BTC", D("0.3")),
997 "ETH", only="nope")
998 self.assertEqual(False, result[0])
999 self.assertIsInstance(result[1], portfolio.Trade)
1000
1001 with self.subTest(only=None):
1002 trade_store = market.TradeStore(self.m)
1003 result = trade_store.trade_if_matching(
1004 portfolio.Amount("BTC", D("0")),
1005 portfolio.Amount("BTC", D("0.3")),
1006 "ETH", only=None)
1007 self.assertEqual(True, result[0])
1008
1009 with self.subTest(only="acquire"):
1010 trade_store = market.TradeStore(self.m)
1011 result = trade_store.trade_if_matching(
1012 portfolio.Amount("BTC", D("0")),
1013 portfolio.Amount("BTC", D("0.3")),
1014 "ETH", only="acquire")
1015 self.assertEqual(True, result[0])
1016
1017 with self.subTest(only="dispose"):
1018 trade_store = market.TradeStore(self.m)
1019 result = trade_store.trade_if_matching(
1020 portfolio.Amount("BTC", D("0")),
1021 portfolio.Amount("BTC", D("0.3")),
1022 "ETH", only="dispose")
1023 self.assertEqual(False, result[0])
1024
1025 def test_prepare_orders(self):
1026 trade_store = market.TradeStore(self.m)
1027
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1028 trade_mock1 = mock.Mock()
1029 trade_mock2 = mock.Mock()
aca4d437 1030 trade_mock3 = mock.Mock()
cfab619d 1031
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1032 trade_mock1.prepare_order.return_value = 1
1033 trade_mock2.prepare_order.return_value = 2
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1034 trade_mock3.prepare_order.return_value = 3
1035
1036 trade_mock1.is_fullfiled = False
1037 trade_mock2.is_fullfiled = False
1038 trade_mock3.is_fullfiled = True
3d0247f9 1039
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1040 trade_store.all.append(trade_mock1)
1041 trade_store.all.append(trade_mock2)
aca4d437 1042 trade_store.all.append(trade_mock3)
6ca5a1ec 1043
f86ee140 1044 trade_store.prepare_orders()
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1045 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1046 trade_mock2.prepare_order.assert_called_with(compute_value="default")
aca4d437 1047 trade_mock3.prepare_order.assert_not_called()
f86ee140 1048 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1049
f86ee140 1050 self.m.report.log_orders.reset_mock()
6ca5a1ec 1051
f86ee140 1052 trade_store.prepare_orders(compute_value="bla")
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1053 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1054 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1055 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
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1056
1057 trade_mock1.prepare_order.reset_mock()
1058 trade_mock2.prepare_order.reset_mock()
f86ee140 1059 self.m.report.log_orders.reset_mock()
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1060
1061 trade_mock1.action = "foo"
1062 trade_mock2.action = "bar"
f86ee140 1063 trade_store.prepare_orders(only="bar")
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1064 trade_mock1.prepare_order.assert_not_called()
1065 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1066 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
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1067
1068 def test_print_all_with_order(self):
1069 trade_mock1 = mock.Mock()
1070 trade_mock2 = mock.Mock()
1071 trade_mock3 = mock.Mock()
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1072 trade_store = market.TradeStore(self.m)
1073 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1074
f86ee140 1075 trade_store.print_all_with_order()
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1076
1077 trade_mock1.print_with_order.assert_called()
1078 trade_mock2.print_with_order.assert_called()
1079 trade_mock3.print_with_order.assert_called()
1080
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1081 def test_run_orders(self):
1082 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1083 order_mock1 = mock.Mock()
1084 order_mock2 = mock.Mock()
1085 order_mock3 = mock.Mock()
1086 trade_store = market.TradeStore(self.m)
1087
1088 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1089
1090 trade_store.run_orders()
1091
1092 all_orders.assert_called_with(state="pending")
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1093
1094 order_mock1.run.assert_called()
1095 order_mock2.run.assert_called()
1096 order_mock3.run.assert_called()
1097
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1098 self.m.report.log_stage.assert_called_with("run_orders")
1099 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
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1100 order_mock3])
1101
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1102 def test_all_orders(self):
1103 trade_mock1 = mock.Mock()
1104 trade_mock2 = mock.Mock()
1105
1106 order_mock1 = mock.Mock()
1107 order_mock2 = mock.Mock()
1108 order_mock3 = mock.Mock()
1109
1110 trade_mock1.orders = [order_mock1, order_mock2]
1111 trade_mock2.orders = [order_mock3]
1112
1113 order_mock1.status = "pending"
1114 order_mock2.status = "open"
1115 order_mock3.status = "open"
1116
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1117 trade_store = market.TradeStore(self.m)
1118 trade_store.all.append(trade_mock1)
1119 trade_store.all.append(trade_mock2)
6ca5a1ec 1120
f86ee140 1121 orders = trade_store.all_orders()
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1122 self.assertEqual(3, len(orders))
1123
f86ee140 1124 open_orders = trade_store.all_orders(state="open")
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1125 self.assertEqual(2, len(open_orders))
1126 self.assertEqual([order_mock2, order_mock3], open_orders)
1127
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1128 def test_update_all_orders_status(self):
1129 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1130 order_mock1 = mock.Mock()
1131 order_mock2 = mock.Mock()
1132 order_mock3 = mock.Mock()
1133
1134 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1135
1136 trade_store = market.TradeStore(self.m)
1137
1138 trade_store.update_all_orders_status()
1139 all_orders.assert_called_with(state="open")
6ca5a1ec 1140
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1141 order_mock1.get_status.assert_called()
1142 order_mock2.get_status.assert_called()
1143 order_mock3.get_status.assert_called()
6ca5a1ec 1144
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1145 def test_pending(self):
1146 trade_mock1 = mock.Mock()
1147 trade_mock1.is_fullfiled = False
1148 trade_mock2 = mock.Mock()
1149 trade_mock2.is_fullfiled = False
1150 trade_mock3 = mock.Mock()
1151 trade_mock3.is_fullfiled = True
1152
1153 trade_store = market.TradeStore(self.m)
1154
1155 trade_store.all.append(trade_mock1)
1156 trade_store.all.append(trade_mock2)
1157 trade_store.all.append(trade_mock3)
1158
1159 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
3d0247f9 1160
1aa7d4fa 1161@unittest.skipUnless("unit" in limits, "Unit skipped")
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1162class BalanceStoreTest(WebMockTestCase):
1163 def setUp(self):
1164 super(BalanceStoreTest, self).setUp()
1165
1166 self.fetch_balance = {
1167 "ETC": {
1168 "exchange_free": 0,
1169 "exchange_used": 0,
1170 "exchange_total": 0,
1171 "margin_total": 0,
1172 },
1173 "USDT": {
1174 "exchange_free": D("6.0"),
1175 "exchange_used": D("1.2"),
1176 "exchange_total": D("7.2"),
1177 "margin_total": 0,
1178 },
1179 "XVG": {
1180 "exchange_free": 16,
1181 "exchange_used": 0,
1182 "exchange_total": 16,
1183 "margin_total": 0,
1184 },
1185 "XMR": {
1186 "exchange_free": 0,
1187 "exchange_used": 0,
1188 "exchange_total": 0,
1189 "margin_total": D("-1.0"),
1190 "margin_free": 0,
1191 },
1192 }
1193
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1194 def test_in_currency(self):
1195 self.m.get_ticker.return_value = {
1196 "bid": D("0.09"),
1197 "ask": D("0.11"),
1198 "average": D("0.1"),
1199 }
1200
1201 balance_store = market.BalanceStore(self.m)
1202 balance_store.all = {
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1203 "BTC": portfolio.Balance("BTC", {
1204 "total": "0.65",
1205 "exchange_total":"0.65",
1206 "exchange_free": "0.35",
1207 "exchange_used": "0.30"}),
1208 "ETH": portfolio.Balance("ETH", {
1209 "total": 3,
1210 "exchange_total": 3,
1211 "exchange_free": 3,
1212 "exchange_used": 0}),
1213 }
cfab619d 1214
f86ee140 1215 amounts = balance_store.in_currency("BTC")
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1216 self.assertEqual("BTC", amounts["ETH"].currency)
1217 self.assertEqual(D("0.65"), amounts["BTC"].value)
1218 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1219 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1220 "average", "total")
f86ee140 1221 self.m.report.log_tickers.reset_mock()
cfab619d 1222
f86ee140 1223 amounts = balance_store.in_currency("BTC", compute_value="bid")
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1224 self.assertEqual(D("0.65"), amounts["BTC"].value)
1225 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1226 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1227 "bid", "total")
f86ee140 1228 self.m.report.log_tickers.reset_mock()
cfab619d 1229
f86ee140 1230 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
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1231 self.assertEqual(D("0.30"), amounts["BTC"].value)
1232 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1233 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1234 "bid", "exchange_used")
f86ee140 1235 self.m.report.log_tickers.reset_mock()
cfab619d 1236
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1237 def test_fetch_balances(self):
1238 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1239
f86ee140 1240 balance_store = market.BalanceStore(self.m)
cfab619d 1241
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1242 balance_store.fetch_balances()
1243 self.assertNotIn("ETC", balance_store.currencies())
1244 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1245
1246 balance_store.all["ETC"] = portfolio.Balance("ETC", {
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1247 "exchange_total": "1", "exchange_free": "0",
1248 "exchange_used": "1" })
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1249 balance_store.fetch_balances(tag="foo")
1250 self.assertEqual(0, balance_store.all["ETC"].total)
1251 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1252 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1253
6ca5a1ec 1254 @mock.patch.object(portfolio.Portfolio, "repartition")
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1255 def test_dispatch_assets(self, repartition):
1256 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1257
1258 balance_store = market.BalanceStore(self.m)
1259 balance_store.fetch_balances()
6ca5a1ec 1260
f86ee140 1261 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1262
3d0247f9 1263 repartition_hash = {
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1264 "XEM": (D("0.75"), "long"),
1265 "BTC": (D("0.26"), "long"),
1aa7d4fa 1266 "DASH": (D("0.10"), "short"),
6ca5a1ec 1267 }
3d0247f9 1268 repartition.return_value = repartition_hash
6ca5a1ec 1269
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1270 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1271 repartition.assert_called_with(self.m, liquidity="medium")
1272 self.assertIn("XEM", balance_store.currencies())
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1273 self.assertEqual(D("2.6"), amounts["BTC"].value)
1274 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1275 self.assertEqual(D("-1.0"), amounts["DASH"].value)
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1276 self.m.report.log_balances.assert_called_with(tag=None)
1277 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1278 "11.1"), amounts, "medium", repartition_hash)
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1279
1280 def test_currencies(self):
f86ee140
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1281 balance_store = market.BalanceStore(self.m)
1282
1283 balance_store.all = {
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1284 "BTC": portfolio.Balance("BTC", {
1285 "total": "0.65",
1286 "exchange_total":"0.65",
1287 "exchange_free": "0.35",
1288 "exchange_used": "0.30"}),
1289 "ETH": portfolio.Balance("ETH", {
1290 "total": 3,
1291 "exchange_total": 3,
1292 "exchange_free": 3,
1293 "exchange_used": 0}),
1294 }
f86ee140 1295 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1296
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1297 def test_as_json(self):
1298 balance_mock1 = mock.Mock()
1299 balance_mock1.as_json.return_value = 1
1300
1301 balance_mock2 = mock.Mock()
1302 balance_mock2.as_json.return_value = 2
1303
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1304 balance_store = market.BalanceStore(self.m)
1305 balance_store.all = {
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1306 "BTC": balance_mock1,
1307 "ETH": balance_mock2,
1308 }
1309
f86ee140 1310 as_json = balance_store.as_json()
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1311 self.assertEqual(1, as_json["BTC"])
1312 self.assertEqual(2, as_json["ETH"])
1313
1314
1aa7d4fa 1315@unittest.skipUnless("unit" in limits, "Unit skipped")
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1316class ComputationTest(WebMockTestCase):
1317 def test_compute_value(self):
1318 compute = mock.Mock()
1319 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1320 compute.assert_called_with("foo", "ask")
1321
1322 compute.reset_mock()
1323 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1324 compute.assert_called_with("foo", "bid")
1325
1326 compute.reset_mock()
1327 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1328 compute.assert_called_with("foo", "ask")
1329
1330 compute.reset_mock()
1331 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1332 compute.assert_called_with("foo", "bid")
1333
1334 compute.reset_mock()
1335 portfolio.Computation.computations["test"] = compute
1336 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1337 compute.assert_called_with("foo", "bid")
1338
1339
1aa7d4fa 1340@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1341class TradeTest(WebMockTestCase):
cfab619d 1342
cfab619d 1343 def test_values_assertion(self):
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1344 value_from = portfolio.Amount("BTC", "1.0")
1345 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1346 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1347 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1348 self.assertEqual("BTC", trade.base_currency)
1349 self.assertEqual("ETH", trade.currency)
f86ee140 1350 self.assertEqual(self.m, trade.market)
66c8b3dd
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1351
1352 with self.assertRaises(AssertionError):
aca4d437 1353 portfolio.Trade(value_from, -value_to, "ETH", self.m)
66c8b3dd 1354 with self.assertRaises(AssertionError):
aca4d437 1355 portfolio.Trade(value_from, value_to, "ETC", self.m)
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1356 with self.assertRaises(AssertionError):
1357 value_from.currency = "ETH"
f86ee140 1358 portfolio.Trade(value_from, value_to, "ETH", self.m)
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1359 value_from.currency = "BTC"
1360 with self.assertRaises(AssertionError):
1361 value_from2 = portfolio.Amount("BTC", "1.0")
1362 portfolio.Trade(value_from2, value_to, "ETH", self.m)
cfab619d 1363
c51687d2 1364 value_from = portfolio.Amount("BTC", 0)
f86ee140 1365 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1366 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1367
cfab619d 1368 def test_action(self):
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1369 value_from = portfolio.Amount("BTC", "1.0")
1370 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1371 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1372 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1373
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1374 self.assertIsNone(trade.action)
1375
1376 value_from = portfolio.Amount("BTC", "1.0")
1377 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1378 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1379 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
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1380
1381 self.assertIsNone(trade.action)
1382
1383 value_from = portfolio.Amount("BTC", "0.5")
1384 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1385 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1386 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1387
1388 self.assertEqual("acquire", trade.action)
1389
1390 value_from = portfolio.Amount("BTC", "0")
1391 value_from.linked_to = portfolio.Amount("ETH", "0")
1392 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1393 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1394
5a72ded7 1395 self.assertEqual("acquire", trade.action)
cfab619d 1396
cfab619d 1397 def test_order_action(self):
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1398 value_from = portfolio.Amount("BTC", "0.5")
1399 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1400 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1401 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1402
1403 self.assertEqual("buy", trade.order_action(False))
1404 self.assertEqual("sell", trade.order_action(True))
1405
1406 value_from = portfolio.Amount("BTC", "0")
1407 value_from.linked_to = portfolio.Amount("ETH", "0")
1408 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1409 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1410
1411 self.assertEqual("sell", trade.order_action(False))
1412 self.assertEqual("buy", trade.order_action(True))
1413
1414 def test_trade_type(self):
1415 value_from = portfolio.Amount("BTC", "0.5")
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)
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1419
1420 self.assertEqual("long", trade.trade_type)
1421
1422 value_from = portfolio.Amount("BTC", "0")
1423 value_from.linked_to = portfolio.Amount("ETH", "0")
1424 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1425 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
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1426
1427 self.assertEqual("short", trade.trade_type)
1428
aca4d437
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1429 def test_is_fullfiled(self):
1430 value_from = portfolio.Amount("BTC", "0.5")
1431 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1432 value_to = portfolio.Amount("BTC", "1.0")
1433 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1434
1435 order1 = mock.Mock()
1436 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1437
1438 order2 = mock.Mock()
1439 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1440 trade.orders.append(order1)
1441 trade.orders.append(order2)
1442
1443 self.assertFalse(trade.is_fullfiled)
1444
1445 order3 = mock.Mock()
1446 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1447 trade.orders.append(order3)
1448
1449 self.assertTrue(trade.is_fullfiled)
1450
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1451 def test_filled_amount(self):
1452 value_from = portfolio.Amount("BTC", "0.5")
1453 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1454 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1455 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2
IB
1456
1457 order1 = mock.Mock()
1aa7d4fa 1458 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
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1459
1460 order2 = mock.Mock()
1aa7d4fa 1461 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
IB
1462 trade.orders.append(order1)
1463 trade.orders.append(order2)
1464
1aa7d4fa
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1465 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1466 order1.filled_amount.assert_called_with(in_base_currency=False)
1467 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1468
1aa7d4fa
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1469 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1470 order1.filled_amount.assert_called_with(in_base_currency=False)
1471 order2.filled_amount.assert_called_with(in_base_currency=False)
1472
1473 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1474 order1.filled_amount.assert_called_with(in_base_currency=True)
1475 order2.filled_amount.assert_called_with(in_base_currency=True)
1476
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1477 @mock.patch.object(portfolio.Computation, "compute_value")
1478 @mock.patch.object(portfolio.Trade, "filled_amount")
1479 @mock.patch.object(portfolio, "Order")
f86ee140 1480 def test_prepare_order(self, Order, filled_amount, compute_value):
1aa7d4fa
IB
1481 Order.return_value = "Order"
1482
1483 with self.subTest(desc="Nothing to do"):
1484 value_from = portfolio.Amount("BTC", "10")
1485 value_from.rate = D("0.1")
1486 value_from.linked_to = portfolio.Amount("FOO", "100")
1487 value_to = portfolio.Amount("BTC", "10")
f86ee140 1488 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1489
1490 trade.prepare_order()
1491
1492 filled_amount.assert_not_called()
1493 compute_value.assert_not_called()
1494 self.assertEqual(0, len(trade.orders))
1495 Order.assert_not_called()
1496
f86ee140
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1497 self.m.get_ticker.return_value = { "inverted": False }
1498 with self.subTest(desc="Already filled"):
1aa7d4fa
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1499 filled_amount.return_value = portfolio.Amount("FOO", "100")
1500 compute_value.return_value = D("0.125")
1501
1502 value_from = portfolio.Amount("BTC", "10")
1503 value_from.rate = D("0.1")
1504 value_from.linked_to = portfolio.Amount("FOO", "100")
1505 value_to = portfolio.Amount("BTC", "0")
f86ee140 1506 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
IB
1507
1508 trade.prepare_order()
1509
1510 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1511 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1512 self.assertEqual(0, len(trade.orders))
f86ee140 1513 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
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1514 Order.assert_not_called()
1515
1516 with self.subTest(action="dispose", inverted=False):
1517 filled_amount.return_value = portfolio.Amount("FOO", "60")
1518 compute_value.return_value = D("0.125")
1519
1520 value_from = portfolio.Amount("BTC", "10")
1521 value_from.rate = D("0.1")
1522 value_from.linked_to = portfolio.Amount("FOO", "100")
1523 value_to = portfolio.Amount("BTC", "1")
f86ee140 1524 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1525
1526 trade.prepare_order()
1527
1528 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1529 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1530 self.assertEqual(1, len(trade.orders))
1531 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1532 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
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1533 trade, close_if_possible=False)
1534
2033e7fe
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1535 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1536 filled_amount.return_value = portfolio.Amount("FOO", "60")
1537 compute_value.return_value = D("0.125")
1538
1539 value_from = portfolio.Amount("BTC", "10")
1540 value_from.rate = D("0.1")
1541 value_from.linked_to = portfolio.Amount("FOO", "100")
1542 value_to = portfolio.Amount("BTC", "1")
1543 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1544
1545 trade.prepare_order(close_if_possible=True)
1546
1547 filled_amount.assert_called_with(in_base_currency=False)
1548 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1549 self.assertEqual(1, len(trade.orders))
1550 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1551 D("0.125"), "BTC", "long", self.m,
1552 trade, close_if_possible=True)
1553
1aa7d4fa
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1554 with self.subTest(action="acquire", inverted=False):
1555 filled_amount.return_value = portfolio.Amount("BTC", "3")
1556 compute_value.return_value = D("0.125")
1557
1558 value_from = portfolio.Amount("BTC", "1")
1559 value_from.rate = D("0.1")
1560 value_from.linked_to = portfolio.Amount("FOO", "10")
1561 value_to = portfolio.Amount("BTC", "10")
f86ee140 1562 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1563
1564 trade.prepare_order()
1565
1566 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1567 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
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1568 self.assertEqual(1, len(trade.orders))
1569
1570 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1571 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
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1572 trade, close_if_possible=False)
1573
1574 with self.subTest(close_if_possible=True):
1575 filled_amount.return_value = portfolio.Amount("FOO", "0")
1576 compute_value.return_value = D("0.125")
1577
1578 value_from = portfolio.Amount("BTC", "10")
1579 value_from.rate = D("0.1")
1580 value_from.linked_to = portfolio.Amount("FOO", "100")
1581 value_to = portfolio.Amount("BTC", "0")
f86ee140 1582 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1aa7d4fa
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1583
1584 trade.prepare_order()
1585
1586 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1587 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa
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1588 self.assertEqual(1, len(trade.orders))
1589 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1590 D("0.125"), "BTC", "long", self.m,
1aa7d4fa
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1591 trade, close_if_possible=True)
1592
f86ee140 1593 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
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1594 with self.subTest(action="dispose", inverted=True):
1595 filled_amount.return_value = portfolio.Amount("FOO", "300")
1596 compute_value.return_value = D("125")
1597
1598 value_from = portfolio.Amount("BTC", "10")
1599 value_from.rate = D("0.01")
1600 value_from.linked_to = portfolio.Amount("FOO", "1000")
1601 value_to = portfolio.Amount("BTC", "1")
f86ee140 1602 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1603
1604 trade.prepare_order(compute_value="foo")
1605
1606 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1607 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
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1608 self.assertEqual(1, len(trade.orders))
1609 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1610 D("125"), "FOO", "long", self.m,
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1611 trade, close_if_possible=False)
1612
1613 with self.subTest(action="acquire", inverted=True):
1614 filled_amount.return_value = portfolio.Amount("BTC", "4")
1615 compute_value.return_value = D("125")
1616
1617 value_from = portfolio.Amount("BTC", "1")
1618 value_from.rate = D("0.01")
1619 value_from.linked_to = portfolio.Amount("FOO", "100")
1620 value_to = portfolio.Amount("BTC", "10")
f86ee140 1621 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1622
1623 trade.prepare_order(compute_value="foo")
1624
1625 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1626 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
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1627 self.assertEqual(1, len(trade.orders))
1628 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1629 D("125"), "FOO", "long", self.m,
1aa7d4fa
IB
1630 trade, close_if_possible=False)
1631
1632
1633 @mock.patch.object(portfolio.Trade, "prepare_order")
1634 def test_update_order(self, prepare_order):
1635 order_mock = mock.Mock()
1636 new_order_mock = mock.Mock()
1637
1638 value_from = portfolio.Amount("BTC", "0.5")
1639 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1640 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1641 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1642 prepare_order.return_value = new_order_mock
1aa7d4fa
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1643
1644 for i in [0, 1, 3, 4, 6]:
f86ee140 1645 with self.subTest(tick=i):
1aa7d4fa
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1646 trade.update_order(order_mock, i)
1647 order_mock.cancel.assert_not_called()
1648 new_order_mock.run.assert_not_called()
f86ee140 1649 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1650 update="waiting", compute_value=None, new_order=None)
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1651
1652 order_mock.reset_mock()
1653 new_order_mock.reset_mock()
1654 trade.orders = []
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1655 self.m.report.log_order.reset_mock()
1656
1657 trade.update_order(order_mock, 2)
1658 order_mock.cancel.assert_called()
1659 new_order_mock.run.assert_called()
1660 prepare_order.assert_called()
1661 self.m.report.log_order.assert_called()
1662 self.assertEqual(2, self.m.report.log_order.call_count)
1663 calls = [
1664 mock.call(order_mock, 2, update="adjusting",
aca4d437 1665 compute_value=mock.ANY,
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1666 new_order=new_order_mock),
1667 mock.call(order_mock, 2, new_order=new_order_mock),
1668 ]
1669 self.m.report.log_order.assert_has_calls(calls)
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1670
1671 order_mock.reset_mock()
1672 new_order_mock.reset_mock()
1673 trade.orders = []
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1674 self.m.report.log_order.reset_mock()
1675
1676 trade.update_order(order_mock, 5)
1677 order_mock.cancel.assert_called()
1678 new_order_mock.run.assert_called()
1679 prepare_order.assert_called()
1680 self.assertEqual(2, self.m.report.log_order.call_count)
1681 self.m.report.log_order.assert_called()
1682 calls = [
1683 mock.call(order_mock, 5, update="adjusting",
aca4d437 1684 compute_value=mock.ANY,
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1685 new_order=new_order_mock),
1686 mock.call(order_mock, 5, new_order=new_order_mock),
1687 ]
1688 self.m.report.log_order.assert_has_calls(calls)
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1689
1690 order_mock.reset_mock()
1691 new_order_mock.reset_mock()
1692 trade.orders = []
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1693 self.m.report.log_order.reset_mock()
1694
1695 trade.update_order(order_mock, 7)
1696 order_mock.cancel.assert_called()
1697 new_order_mock.run.assert_called()
1698 prepare_order.assert_called_with(compute_value="default")
1699 self.m.report.log_order.assert_called()
1700 self.assertEqual(2, self.m.report.log_order.call_count)
1701 calls = [
1702 mock.call(order_mock, 7, update="market_fallback",
1703 compute_value='default',
1704 new_order=new_order_mock),
1705 mock.call(order_mock, 7, new_order=new_order_mock),
1706 ]
1707 self.m.report.log_order.assert_has_calls(calls)
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1708
1709 order_mock.reset_mock()
1710 new_order_mock.reset_mock()
1711 trade.orders = []
f86ee140 1712 self.m.report.log_order.reset_mock()
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1713
1714 for i in [10, 13, 16]:
f86ee140 1715 with self.subTest(tick=i):
1aa7d4fa
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1716 trade.update_order(order_mock, i)
1717 order_mock.cancel.assert_called()
1718 new_order_mock.run.assert_called()
1719 prepare_order.assert_called_with(compute_value="default")
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1720 self.m.report.log_order.assert_called()
1721 self.assertEqual(2, self.m.report.log_order.call_count)
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1722 calls = [
1723 mock.call(order_mock, i, update="market_adjust",
1724 compute_value='default',
1725 new_order=new_order_mock),
1726 mock.call(order_mock, i, new_order=new_order_mock),
1727 ]
f86ee140 1728 self.m.report.log_order.assert_has_calls(calls)
1aa7d4fa
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1729
1730 order_mock.reset_mock()
1731 new_order_mock.reset_mock()
1732 trade.orders = []
f86ee140 1733 self.m.report.log_order.reset_mock()
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1734
1735 for i in [8, 9, 11, 12]:
f86ee140 1736 with self.subTest(tick=i):
1aa7d4fa
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1737 trade.update_order(order_mock, i)
1738 order_mock.cancel.assert_not_called()
1739 new_order_mock.run.assert_not_called()
f86ee140 1740 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1741 compute_value=None, new_order=None)
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1742
1743 order_mock.reset_mock()
1744 new_order_mock.reset_mock()
1745 trade.orders = []
f86ee140 1746 self.m.report.log_order.reset_mock()
cfab619d 1747
cfab619d 1748
f86ee140 1749 def test_print_with_order(self):
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1750 value_from = portfolio.Amount("BTC", "0.5")
1751 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1752 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1753 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1754
1755 order_mock1 = mock.Mock()
1756 order_mock1.__repr__ = mock.Mock()
1757 order_mock1.__repr__.return_value = "Mock 1"
1758 order_mock2 = mock.Mock()
1759 order_mock2.__repr__ = mock.Mock()
1760 order_mock2.__repr__.return_value = "Mock 2"
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1761 order_mock1.mouvements = []
1762 mouvement_mock1 = mock.Mock()
1763 mouvement_mock1.__repr__ = mock.Mock()
1764 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1765 mouvement_mock2 = mock.Mock()
1766 mouvement_mock2.__repr__ = mock.Mock()
1767 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1768 order_mock2.mouvements = [
1769 mouvement_mock1, mouvement_mock2
1770 ]
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1771 trade.orders.append(order_mock1)
1772 trade.orders.append(order_mock2)
1773
1774 trade.print_with_order()
1775
f86ee140
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1776 self.m.report.print_log.assert_called()
1777 calls = self.m.report.print_log.mock_calls
3d0247f9
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1778 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1779 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1780 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1781 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1782 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1783
cfab619d 1784 def test__repr(self):
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1785 value_from = portfolio.Amount("BTC", "0.5")
1786 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1787 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1788 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1789
1790 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1791
3d0247f9
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1792 def test_as_json(self):
1793 value_from = portfolio.Amount("BTC", "0.5")
1794 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1795 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1796 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
3d0247f9
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1797
1798 as_json = trade.as_json()
1799 self.assertEqual("acquire", as_json["action"])
1800 self.assertEqual(D("0.5"), as_json["from"])
1801 self.assertEqual(D("1.0"), as_json["to"])
1802 self.assertEqual("ETH", as_json["currency"])
1803 self.assertEqual("BTC", as_json["base_currency"])
1804
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1805@unittest.skipUnless("unit" in limits, "Unit skipped")
1806class OrderTest(WebMockTestCase):
1807 def test_values(self):
1808 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1809 D("0.1"), "BTC", "long", "market", "trade")
1810 self.assertEqual("buy", order.action)
1811 self.assertEqual(10, order.amount.value)
1812 self.assertEqual("ETH", order.amount.currency)
1813 self.assertEqual(D("0.1"), order.rate)
1814 self.assertEqual("BTC", order.base_currency)
1815 self.assertEqual("market", order.market)
1816 self.assertEqual("long", order.trade_type)
1817 self.assertEqual("pending", order.status)
1818 self.assertEqual("trade", order.trade)
1819 self.assertIsNone(order.id)
1820 self.assertFalse(order.close_if_possible)
1821
1822 def test__repr(self):
1823 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1824 D("0.1"), "BTC", "long", "market", "trade")
1825 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1826
1827 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1828 D("0.1"), "BTC", "long", "market", "trade",
1829 close_if_possible=True)
1830 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1831
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IB
1832 def test_as_json(self):
1833 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1834 D("0.1"), "BTC", "long", "market", "trade")
1835 mouvement_mock1 = mock.Mock()
1836 mouvement_mock1.as_json.return_value = 1
1837 mouvement_mock2 = mock.Mock()
1838 mouvement_mock2.as_json.return_value = 2
1839
1840 order.mouvements = [mouvement_mock1, mouvement_mock2]
1841 as_json = order.as_json()
1842 self.assertEqual("buy", as_json["action"])
1843 self.assertEqual("long", as_json["trade_type"])
1844 self.assertEqual(10, as_json["amount"])
1845 self.assertEqual("ETH", as_json["currency"])
1846 self.assertEqual("BTC", as_json["base_currency"])
1847 self.assertEqual(D("0.1"), as_json["rate"])
1848 self.assertEqual("pending", as_json["status"])
1849 self.assertEqual(False, as_json["close_if_possible"])
1850 self.assertIsNone(as_json["id"])
1851 self.assertEqual([1, 2], as_json["mouvements"])
1852
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1853 def test_account(self):
1854 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1855 D("0.1"), "BTC", "long", "market", "trade")
1856 self.assertEqual("exchange", order.account)
1857
1858 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1859 D("0.1"), "BTC", "short", "market", "trade")
1860 self.assertEqual("margin", order.account)
1861
1862 def test_pending(self):
1863 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1864 D("0.1"), "BTC", "long", "market", "trade")
1865 self.assertTrue(order.pending)
1866 order.status = "open"
1867 self.assertFalse(order.pending)
1868
1869 def test_open(self):
1870 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1871 D("0.1"), "BTC", "long", "market", "trade")
1872 self.assertFalse(order.open)
1873 order.status = "open"
1874 self.assertTrue(order.open)
1875
1876 def test_finished(self):
1877 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1878 D("0.1"), "BTC", "long", "market", "trade")
1879 self.assertFalse(order.finished)
1880 order.status = "closed"
1881 self.assertTrue(order.finished)
1882 order.status = "canceled"
1883 self.assertTrue(order.finished)
1884 order.status = "error"
1885 self.assertTrue(order.finished)
1886
1887 @mock.patch.object(portfolio.Order, "fetch")
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1888 def test_cancel(self, fetch):
1889 self.m.debug = True
5a72ded7 1890 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1891 D("0.1"), "BTC", "long", self.m, "trade")
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1892 order.status = "open"
1893
1894 order.cancel()
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1895 self.m.ccxt.cancel_order.assert_not_called()
1896 self.m.report.log_debug_action.assert_called_once()
1897 self.m.report.log_debug_action.reset_mock()
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1898 self.assertEqual("canceled", order.status)
1899
f86ee140 1900 self.m.debug = False
5a72ded7 1901 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1902 D("0.1"), "BTC", "long", self.m, "trade")
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1903 order.status = "open"
1904 order.id = 42
1905
1906 order.cancel()
f86ee140 1907 self.m.ccxt.cancel_order.assert_called_with(42)
aca4d437 1908 fetch.assert_called_once_with()
f86ee140 1909 self.m.report.log_debug_action.assert_not_called()
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1910
1911 def test_dust_amount_remaining(self):
1912 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1913 D("0.1"), "BTC", "long", self.m, "trade")
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1914 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1915 self.assertFalse(order.dust_amount_remaining())
1916
1917 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1918 self.assertTrue(order.dust_amount_remaining())
1919
1920 @mock.patch.object(portfolio.Order, "fetch")
1921 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1922 def test_remaining_amount(self, filled_amount, fetch):
1923 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1924 D("0.1"), "BTC", "long", self.m, "trade")
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1925
1926 self.assertEqual(9, order.remaining_amount().value)
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1927
1928 order.status = "open"
1929 self.assertEqual(9, order.remaining_amount().value)
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1930
1931 @mock.patch.object(portfolio.Order, "fetch")
1932 def test_filled_amount(self, fetch):
1933 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1934 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1935 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1936 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
1937 "date": "2017-12-30 12:00:12", "rate": "0.1",
1938 "amount": "3", "total": "0.3"
1939 }))
1940 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1941 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1942 "date": "2017-12-30 13:00:12", "rate": "0.2",
1943 "amount": "2", "total": "0.4"
1944 }))
1945 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1946 fetch.assert_not_called()
1947 order.status = "open"
1948 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1949 fetch.assert_called_once()
1950 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1951
1952 def test_fetch_mouvements(self):
f86ee140 1953 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 1954 {
df9e4e7f 1955 "tradeID": 42, "type": "buy", "fee": "0.0015",
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1956 "date": "2017-12-30 12:00:12", "rate": "0.1",
1957 "amount": "3", "total": "0.3"
1958 },
1959 {
df9e4e7f 1960 "tradeID": 43, "type": "buy", "fee": "0.0015",
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1961 "date": "2017-12-30 13:00:12", "rate": "0.2",
1962 "amount": "2", "total": "0.4"
1963 }
1964 ]
1965 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1966 D("0.1"), "BTC", "long", self.m, "trade")
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1967 order.id = 12
1968 order.mouvements = ["Foo", "Bar", "Baz"]
1969
1970 order.fetch_mouvements()
1971
f86ee140 1972 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
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1973 self.assertEqual(2, len(order.mouvements))
1974 self.assertEqual(42, order.mouvements[0].id)
1975 self.assertEqual(43, order.mouvements[1].id)
1976
f86ee140 1977 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 1978 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1979 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB
1980 order.fetch_mouvements()
1981 self.assertEqual(0, len(order.mouvements))
1982
f86ee140 1983 def test_mark_finished_order(self):
5a72ded7 1984 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1985 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
1986 close_if_possible=True)
1987 order.status = "closed"
f86ee140 1988 self.m.debug = False
5a72ded7
IB
1989
1990 order.mark_finished_order()
f86ee140
IB
1991 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
1992 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB
1993
1994 order.status = "open"
1995 order.mark_finished_order()
f86ee140 1996 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
1997
1998 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1999 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2000 close_if_possible=False)
2001 order.status = "closed"
2002 order.mark_finished_order()
f86ee140 2003 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2004
2005 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 2006 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2007 close_if_possible=True)
2008 order.status = "closed"
2009 order.mark_finished_order()
f86ee140 2010 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2011
2012 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2013 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB
2014 close_if_possible=True)
2015 order.status = "closed"
2016 order.mark_finished_order()
f86ee140 2017 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 2018
f86ee140 2019 self.m.debug = True
5a72ded7
IB
2020
2021 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2022 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2023 close_if_possible=True)
2024 order.status = "closed"
2025
2026 order.mark_finished_order()
f86ee140
IB
2027 self.m.ccxt.close_margin_position.assert_not_called()
2028 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2029
2030 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 2031 def test_fetch(self, fetch_mouvements):
aca4d437
IB
2032 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2033 D("0.1"), "BTC", "long", self.m, "trade")
2034 order.id = 45
2035 with self.subTest(debug=True):
2036 self.m.debug = True
2037 order.fetch()
2038 self.m.report.log_debug_action.assert_called_once()
2039 self.m.report.log_debug_action.reset_mock()
2040 self.m.ccxt.fetch_order.assert_not_called()
2041 fetch_mouvements.assert_not_called()
5a72ded7 2042
aca4d437
IB
2043 with self.subTest(debug=False):
2044 self.m.debug = False
2045 self.m.ccxt.fetch_order.return_value = {
2046 "status": "foo",
2047 "datetime": "timestamp"
2048 }
2049 order.fetch()
5a72ded7 2050
aca4d437
IB
2051 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
2052 fetch_mouvements.assert_called_once()
2053 self.assertEqual("foo", order.status)
2054 self.assertEqual("timestamp", order.timestamp)
2055 self.assertEqual(1, len(order.results))
2056 self.m.report.log_debug_action.assert_not_called()
5a72ded7 2057
aca4d437
IB
2058 with self.subTest(missing_order=True):
2059 self.m.ccxt.fetch_order.side_effect = [
2060 portfolio.OrderNotCached,
2061 ]
5a72ded7 2062 order.fetch()
aca4d437 2063 self.assertEqual("closed_unknown", order.status)
5a72ded7
IB
2064
2065 @mock.patch.object(portfolio.Order, "fetch")
2066 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2067 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2068 with self.subTest(debug=True):
f86ee140 2069 self.m.debug = True
5a72ded7 2070 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2071 D("0.1"), "BTC", "long", self.m, "trade")
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IB
2072 self.assertEqual("pending", order.get_status())
2073 fetch.assert_not_called()
f86ee140 2074 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2075
2076 with self.subTest(debug=False, finished=False):
f86ee140 2077 self.m.debug = False
5a72ded7 2078 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2079 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2080 def _fetch(order):
2081 def update_status():
2082 order.status = "open"
2083 return update_status
2084 fetch.side_effect = _fetch(order)
2085 self.assertEqual("open", order.get_status())
2086 mark_finished_order.assert_not_called()
2087 fetch.assert_called_once()
2088
2089 mark_finished_order.reset_mock()
2090 fetch.reset_mock()
2091 with self.subTest(debug=False, finished=True):
f86ee140 2092 self.m.debug = False
5a72ded7 2093 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2094 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2095 def _fetch(order):
2096 def update_status():
2097 order.status = "closed"
2098 return update_status
2099 fetch.side_effect = _fetch(order)
2100 self.assertEqual("closed", order.get_status())
2101 mark_finished_order.assert_called_once()
2102 fetch.assert_called_once()
2103
2104 def test_run(self):
f86ee140
IB
2105 self.m.ccxt.order_precision.return_value = 4
2106 with self.subTest(debug=True):
2107 self.m.debug = True
5a72ded7 2108 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2109 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2110 order.run()
f86ee140
IB
2111 self.m.ccxt.create_order.assert_not_called()
2112 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
2113 self.assertEqual("open", order.status)
2114 self.assertEqual(1, len(order.results))
2115 self.assertEqual(-1, order.id)
2116
f86ee140 2117 self.m.ccxt.create_order.reset_mock()
5a72ded7 2118 with self.subTest(debug=False):
f86ee140 2119 self.m.debug = False
5a72ded7 2120 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2121 D("0.1"), "BTC", "long", self.m, "trade")
2122 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2123 order.run()
f86ee140 2124 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2125 self.assertEqual(1, len(order.results))
2126 self.assertEqual("open", order.status)
2127
f86ee140
IB
2128 self.m.ccxt.create_order.reset_mock()
2129 with self.subTest(exception=True):
5a72ded7 2130 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2131 D("0.1"), "BTC", "long", self.m, "trade")
2132 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2133 order.run()
f86ee140 2134 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2135 self.assertEqual(0, len(order.results))
2136 self.assertEqual("error", order.status)
f86ee140 2137 self.m.report.log_error.assert_called_once()
5a72ded7 2138
f86ee140 2139 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB
2140 with self.subTest(dust_amount_exception=True),\
2141 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2142 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2143 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2144 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2145 order.run()
f86ee140 2146 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB
2147 self.assertEqual(0, len(order.results))
2148 self.assertEqual("closed", order.status)
2149 mark_finished_order.assert_called_once()
2150
f70bb858 2151 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2152 self.m.ccxt.create_order.reset_mock()
f70bb858 2153 with self.subTest(insufficient_funds=True),\
d24bb10c 2154 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2155 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2156 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB
2157 self.m.ccxt.create_order.side_effect = [
2158 portfolio.InsufficientFunds,
2159 portfolio.InsufficientFunds,
2160 portfolio.InsufficientFunds,
2161 { "id": 123 },
2162 ]
d24bb10c 2163 order.run()
f70bb858
IB
2164 self.m.ccxt.create_order.assert_has_calls([
2165 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2166 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2167 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2168 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2169 ])
2170 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2171 self.assertEqual(1, len(order.results))
2172 self.assertEqual("open", order.status)
2173 self.assertEqual(4, order.tries)
2174 self.m.report.log_error.assert_called()
2175 self.assertEqual(4, self.m.report.log_error.call_count)
2176
2177 self.m.ccxt.order_precision.return_value = 8
2178 self.m.ccxt.create_order.reset_mock()
2179 self.m.report.log_error.reset_mock()
2180 with self.subTest(insufficient_funds=True),\
2181 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2182 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2183 D("0.1"), "BTC", "long", self.m, "trade")
2184 self.m.ccxt.create_order.side_effect = [
2185 portfolio.InsufficientFunds,
2186 portfolio.InsufficientFunds,
2187 portfolio.InsufficientFunds,
2188 portfolio.InsufficientFunds,
2189 portfolio.InsufficientFunds,
2190 ]
2191 order.run()
2192 self.m.ccxt.create_order.assert_has_calls([
2193 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2194 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2195 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2196 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2197 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2198 ])
2199 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2200 self.assertEqual(0, len(order.results))
f70bb858
IB
2201 self.assertEqual("error", order.status)
2202 self.assertEqual(5, order.tries)
2203 self.m.report.log_error.assert_called()
2204 self.assertEqual(5, self.m.report.log_error.call_count)
2205 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 2206
df9e4e7f 2207
5a72ded7
IB
2208@unittest.skipUnless("unit" in limits, "Unit skipped")
2209class MouvementTest(WebMockTestCase):
2210 def test_values(self):
2211 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2212 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2213 "date": "2017-12-30 12:00:12", "rate": "0.1",
2214 "amount": "10", "total": "1"
2215 })
2216 self.assertEqual("ETH", mouvement.currency)
2217 self.assertEqual("BTC", mouvement.base_currency)
2218 self.assertEqual(42, mouvement.id)
2219 self.assertEqual("buy", mouvement.action)
2220 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2221 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2222 self.assertEqual(D("0.1"), mouvement.rate)
2223 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2224 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2225
df9e4e7f
IB
2226 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2227 self.assertIsNone(mouvement.date)
2228 self.assertIsNone(mouvement.id)
2229 self.assertIsNone(mouvement.action)
2230 self.assertEqual(-1, mouvement.fee_rate)
2231 self.assertEqual(0, mouvement.rate)
2232 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2233 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2234
c31df868
IB
2235 def test__repr(self):
2236 mouvement = portfolio.Mouvement("ETH", "BTC", {
2237 "tradeID": 42, "type": "buy", "fee": "0.0015",
2238 "date": "2017-12-30 12:00:12", "rate": "0.1",
2239 "amount": "10", "total": "1"
2240 })
2241 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2242
c31df868
IB
2243 mouvement = portfolio.Mouvement("ETH", "BTC", {
2244 "tradeID": 42, "type": "buy",
2245 "date": "garbage", "rate": "0.1",
2246 "amount": "10", "total": "1"
2247 })
2248 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2249
3d0247f9
IB
2250 def test_as_json(self):
2251 mouvement = portfolio.Mouvement("ETH", "BTC", {
2252 "tradeID": 42, "type": "buy", "fee": "0.0015",
2253 "date": "2017-12-30 12:00:12", "rate": "0.1",
2254 "amount": "10", "total": "1"
2255 })
2256 as_json = mouvement.as_json()
2257
2258 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2259 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2260 self.assertEqual("buy", as_json["action"])
2261 self.assertEqual(D("10"), as_json["total"])
2262 self.assertEqual(D("1"), as_json["total_in_base"])
2263 self.assertEqual("BTC", as_json["base_currency"])
2264 self.assertEqual("ETH", as_json["currency"])
2265
2266@unittest.skipUnless("unit" in limits, "Unit skipped")
2267class ReportStoreTest(WebMockTestCase):
2268 def test_add_log(self):
f86ee140
IB
2269 report_store = market.ReportStore(self.m)
2270 report_store.add_log({"foo": "bar"})
3d0247f9 2271
f86ee140 2272 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB
2273
2274 def test_set_verbose(self):
f86ee140 2275 report_store = market.ReportStore(self.m)
3d0247f9 2276 with self.subTest(verbose=True):
f86ee140
IB
2277 report_store.set_verbose(True)
2278 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2279
2280 with self.subTest(verbose=False):
f86ee140
IB
2281 report_store.set_verbose(False)
2282 self.assertFalse(report_store.verbose_print)
3d0247f9
IB
2283
2284 def test_print_log(self):
f86ee140 2285 report_store = market.ReportStore(self.m)
3d0247f9
IB
2286 with self.subTest(verbose=True),\
2287 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2288 report_store.set_verbose(True)
2289 report_store.print_log("Coucou")
2290 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2291 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2292
2293 with self.subTest(verbose=False),\
2294 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2295 report_store.set_verbose(False)
2296 report_store.print_log("Coucou")
2297 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2298 self.assertEqual(stdout_mock.getvalue(), "")
2299
2300 def test_to_json(self):
f86ee140
IB
2301 report_store = market.ReportStore(self.m)
2302 report_store.logs.append({"foo": "bar"})
2303 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2304 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2305 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2306 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2307 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2308
f86ee140
IB
2309 @mock.patch.object(market.ReportStore, "print_log")
2310 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2311 def test_log_stage(self, add_log, print_log):
f86ee140 2312 report_store = market.ReportStore(self.m)
7bd830a8
IB
2313 c = lambda x: x
2314 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3d0247f9
IB
2315 print_log.assert_has_calls([
2316 mock.call("-----------"),
7bd830a8 2317 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3d0247f9 2318 ])
7bd830a8
IB
2319 add_log.assert_called_once_with({
2320 'type': 'stage',
2321 'stage': 'foo',
2322 'args': {
2323 'bar': 'baz',
2324 'c': 'c = lambda x: x',
2325 'd': {
2326 'currency': 'BTC',
2327 'value': D('1')
2328 }
2329 }
2330 })
3d0247f9 2331
f86ee140
IB
2332 @mock.patch.object(market.ReportStore, "print_log")
2333 @mock.patch.object(market.ReportStore, "add_log")
2334 def test_log_balances(self, add_log, print_log):
2335 report_store = market.ReportStore(self.m)
2336 self.m.balances.as_json.return_value = "json"
2337 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2338
f86ee140 2339 report_store.log_balances(tag="tag")
3d0247f9
IB
2340 print_log.assert_has_calls([
2341 mock.call("[Balance]"),
2342 mock.call("\tbar"),
2343 mock.call("\tbaz"),
2344 ])
18167a3c
IB
2345 add_log.assert_called_once_with({
2346 'type': 'balance',
2347 'balances': 'json',
2348 'tag': 'tag'
2349 })
3d0247f9 2350
f86ee140
IB
2351 @mock.patch.object(market.ReportStore, "print_log")
2352 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2353 def test_log_tickers(self, add_log, print_log):
f86ee140 2354 report_store = market.ReportStore(self.m)
3d0247f9
IB
2355 amounts = {
2356 "BTC": portfolio.Amount("BTC", 10),
2357 "ETH": portfolio.Amount("BTC", D("0.3"))
2358 }
2359 amounts["ETH"].rate = D("0.1")
2360
f86ee140 2361 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2362 print_log.assert_not_called()
2363 add_log.assert_called_once_with({
2364 'type': 'tickers',
2365 'compute_value': 'default',
2366 'balance_type': 'total',
2367 'currency': 'BTC',
2368 'balances': {
2369 'BTC': D('10'),
2370 'ETH': D('0.3')
2371 },
2372 'rates': {
2373 'BTC': None,
2374 'ETH': D('0.1')
2375 },
2376 'total': D('10.3')
2377 })
2378
aca4d437
IB
2379 add_log.reset_mock()
2380 compute_value = lambda x: x["bid"]
2381 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2382 add_log.assert_called_once_with({
2383 'type': 'tickers',
2384 'compute_value': 'compute_value = lambda x: x["bid"]',
2385 'balance_type': 'total',
2386 'currency': 'BTC',
2387 'balances': {
2388 'BTC': D('10'),
2389 'ETH': D('0.3')
2390 },
2391 'rates': {
2392 'BTC': None,
2393 'ETH': D('0.1')
2394 },
2395 'total': D('10.3')
2396 })
2397
f86ee140
IB
2398 @mock.patch.object(market.ReportStore, "print_log")
2399 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2400 def test_log_dispatch(self, add_log, print_log):
f86ee140 2401 report_store = market.ReportStore(self.m)
3d0247f9
IB
2402 amount = portfolio.Amount("BTC", "10.3")
2403 amounts = {
2404 "BTC": portfolio.Amount("BTC", 10),
2405 "ETH": portfolio.Amount("BTC", D("0.3"))
2406 }
f86ee140 2407 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2408 print_log.assert_not_called()
2409 add_log.assert_called_once_with({
2410 'type': 'dispatch',
2411 'liquidity': 'medium',
2412 'repartition_ratio': 'repartition',
2413 'total_amount': {
2414 'currency': 'BTC',
2415 'value': D('10.3')
2416 },
2417 'repartition': {
2418 'BTC': D('10'),
2419 'ETH': D('0.3')
2420 }
2421 })
2422
f86ee140
IB
2423 @mock.patch.object(market.ReportStore, "print_log")
2424 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2425 def test_log_trades(self, add_log, print_log):
f86ee140 2426 report_store = market.ReportStore(self.m)
3d0247f9
IB
2427 trade_mock1 = mock.Mock()
2428 trade_mock2 = mock.Mock()
2429 trade_mock1.as_json.return_value = { "trade": "1" }
2430 trade_mock2.as_json.return_value = { "trade": "2" }
2431
2432 matching_and_trades = [
2433 (True, trade_mock1),
2434 (False, trade_mock2),
2435 ]
f86ee140 2436 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2437
2438 print_log.assert_not_called()
2439 add_log.assert_called_with({
2440 'type': 'trades',
2441 'only': 'only',
f86ee140 2442 'debug': False,
3d0247f9
IB
2443 'trades': [
2444 {'trade': '1', 'skipped': False},
2445 {'trade': '2', 'skipped': True}
2446 ]
2447 })
2448
f86ee140
IB
2449 @mock.patch.object(market.ReportStore, "print_log")
2450 @mock.patch.object(market.ReportStore, "add_log")
2451 def test_log_orders(self, add_log, print_log):
2452 report_store = market.ReportStore(self.m)
2453
3d0247f9
IB
2454 order_mock1 = mock.Mock()
2455 order_mock2 = mock.Mock()
2456
2457 order_mock1.as_json.return_value = "order1"
2458 order_mock2.as_json.return_value = "order2"
2459
2460 orders = [order_mock1, order_mock2]
2461
f86ee140 2462 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2463 only="only", compute_value="compute_value")
2464
2465 print_log.assert_called_once_with("[Orders]")
f86ee140 2466 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2467
2468 add_log.assert_called_with({
2469 'type': 'orders',
2470 'only': 'only',
2471 'compute_value': 'compute_value',
2472 'tick': 'tick',
2473 'orders': ['order1', 'order2']
2474 })
2475
aca4d437
IB
2476 add_log.reset_mock()
2477 def compute_value(x, y):
2478 return x[y]
2479 report_store.log_orders(orders, tick="tick",
2480 only="only", compute_value=compute_value)
2481 add_log.assert_called_with({
2482 'type': 'orders',
2483 'only': 'only',
2484 'compute_value': 'def compute_value(x, y):\n return x[y]',
2485 'tick': 'tick',
2486 'orders': ['order1', 'order2']
2487 })
2488
2489
f86ee140
IB
2490 @mock.patch.object(market.ReportStore, "print_log")
2491 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2492 def test_log_order(self, add_log, print_log):
f86ee140 2493 report_store = market.ReportStore(self.m)
3d0247f9
IB
2494 order_mock = mock.Mock()
2495 order_mock.as_json.return_value = "order"
2496 new_order_mock = mock.Mock()
2497 new_order_mock.as_json.return_value = "new_order"
2498 order_mock.__repr__ = mock.Mock()
2499 order_mock.__repr__.return_value = "Order Mock"
2500 new_order_mock.__repr__ = mock.Mock()
2501 new_order_mock.__repr__.return_value = "New order Mock"
2502
2503 with self.subTest(finished=True):
f86ee140 2504 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2505 print_log.assert_called_once_with("[Order] Finished Order Mock")
2506 add_log.assert_called_once_with({
2507 'type': 'order',
2508 'tick': 1,
2509 'update': None,
2510 'order': 'order',
2511 'compute_value': None,
2512 'new_order': None
2513 })
2514
2515 add_log.reset_mock()
2516 print_log.reset_mock()
2517
2518 with self.subTest(update="waiting"):
f86ee140 2519 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2520 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2521 add_log.assert_called_once_with({
2522 'type': 'order',
2523 'tick': 1,
2524 'update': 'waiting',
2525 'order': 'order',
2526 'compute_value': None,
2527 'new_order': None
2528 })
2529
2530 add_log.reset_mock()
2531 print_log.reset_mock()
2532 with self.subTest(update="adjusting"):
aca4d437 2533 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
f86ee140 2534 report_store.log_order(order_mock, 3,
3d0247f9 2535 update="adjusting", new_order=new_order_mock,
aca4d437 2536 compute_value=compute_value)
3d0247f9
IB
2537 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2538 add_log.assert_called_once_with({
2539 'type': 'order',
2540 'tick': 3,
2541 'update': 'adjusting',
2542 'order': 'order',
aca4d437 2543 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3d0247f9
IB
2544 'new_order': 'new_order'
2545 })
2546
2547 add_log.reset_mock()
2548 print_log.reset_mock()
2549 with self.subTest(update="market_fallback"):
f86ee140 2550 report_store.log_order(order_mock, 7,
3d0247f9
IB
2551 update="market_fallback", new_order=new_order_mock)
2552 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2553 add_log.assert_called_once_with({
2554 'type': 'order',
2555 'tick': 7,
2556 'update': 'market_fallback',
2557 'order': 'order',
2558 'compute_value': None,
2559 'new_order': 'new_order'
2560 })
2561
2562 add_log.reset_mock()
2563 print_log.reset_mock()
2564 with self.subTest(update="market_adjusting"):
f86ee140 2565 report_store.log_order(order_mock, 17,
3d0247f9
IB
2566 update="market_adjust", new_order=new_order_mock)
2567 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2568 add_log.assert_called_once_with({
2569 'type': 'order',
2570 'tick': 17,
2571 'update': 'market_adjust',
2572 'order': 'order',
2573 'compute_value': None,
2574 'new_order': 'new_order'
2575 })
2576
f86ee140
IB
2577 @mock.patch.object(market.ReportStore, "print_log")
2578 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2579 def test_log_move_balances(self, add_log, print_log):
f86ee140 2580 report_store = market.ReportStore(self.m)
3d0247f9
IB
2581 needed = {
2582 "BTC": portfolio.Amount("BTC", 10),
2583 "USDT": 1
2584 }
2585 moving = {
2586 "BTC": portfolio.Amount("BTC", 3),
2587 "USDT": -2
2588 }
f86ee140 2589 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2590 print_log.assert_not_called()
2591 add_log.assert_called_once_with({
2592 'type': 'move_balances',
f86ee140 2593 'debug': False,
3d0247f9
IB
2594 'needed': {
2595 'BTC': D('10'),
2596 'USDT': 1
2597 },
2598 'moving': {
2599 'BTC': D('3'),
2600 'USDT': -2
2601 }
2602 })
2603
f86ee140
IB
2604 @mock.patch.object(market.ReportStore, "print_log")
2605 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2606 def test_log_http_request(self, add_log, print_log):
f86ee140 2607 report_store = market.ReportStore(self.m)
3d0247f9
IB
2608 response = mock.Mock()
2609 response.status_code = 200
2610 response.text = "Hey"
2611
f86ee140 2612 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2613 "headers", response)
2614 print_log.assert_not_called()
2615 add_log.assert_called_once_with({
2616 'type': 'http_request',
2617 'method': 'method',
2618 'url': 'url',
2619 'body': 'body',
2620 'headers': 'headers',
2621 'status': 200,
2622 'response': 'Hey'
2623 })
2624
f86ee140
IB
2625 @mock.patch.object(market.ReportStore, "print_log")
2626 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2627 def test_log_error(self, add_log, print_log):
f86ee140 2628 report_store = market.ReportStore(self.m)
3d0247f9 2629 with self.subTest(message=None, exception=None):
f86ee140 2630 report_store.log_error("action")
3d0247f9
IB
2631 print_log.assert_called_once_with("[Error] action")
2632 add_log.assert_called_once_with({
2633 'type': 'error',
2634 'action': 'action',
2635 'exception_class': None,
2636 'exception_message': None,
2637 'message': None
2638 })
2639
2640 print_log.reset_mock()
2641 add_log.reset_mock()
2642 with self.subTest(message="Hey", exception=None):
f86ee140 2643 report_store.log_error("action", message="Hey")
3d0247f9
IB
2644 print_log.assert_has_calls([
2645 mock.call("[Error] action"),
2646 mock.call("\tHey")
2647 ])
2648 add_log.assert_called_once_with({
2649 'type': 'error',
2650 'action': 'action',
2651 'exception_class': None,
2652 'exception_message': None,
2653 'message': "Hey"
2654 })
2655
2656 print_log.reset_mock()
2657 add_log.reset_mock()
2658 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2659 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2660 print_log.assert_has_calls([
2661 mock.call("[Error] action"),
2662 mock.call("\tException: bouh")
2663 ])
2664 add_log.assert_called_once_with({
2665 'type': 'error',
2666 'action': 'action',
2667 'exception_class': "Exception",
2668 'exception_message': "bouh",
2669 'message': None
2670 })
2671
2672 print_log.reset_mock()
2673 add_log.reset_mock()
2674 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2675 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2676 print_log.assert_has_calls([
2677 mock.call("[Error] action"),
2678 mock.call("\tException: bouh"),
2679 mock.call("\tHey")
2680 ])
2681 add_log.assert_called_once_with({
2682 'type': 'error',
2683 'action': 'action',
2684 'exception_class': "Exception",
2685 'exception_message': "bouh",
2686 'message': "Hey"
2687 })
2688
f86ee140
IB
2689 @mock.patch.object(market.ReportStore, "print_log")
2690 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2691 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2692 report_store = market.ReportStore(self.m)
2693 report_store.log_debug_action("Hey")
3d0247f9
IB
2694
2695 print_log.assert_called_once_with("[Debug] Hey")
2696 add_log.assert_called_once_with({
2697 'type': 'debug_action',
2698 'action': 'Hey'
2699 })
2700
f86ee140
IB
2701@unittest.skipUnless("unit" in limits, "Unit skipped")
2702class HelperTest(WebMockTestCase):
2033e7fe
IB
2703 def test_make_order(self):
2704 self.m.get_ticker.return_value = {
2705 "inverted": False,
2706 "average": D("0.1"),
2707 "bid": D("0.09"),
2708 "ask": D("0.11"),
2709 }
2710
2711 with self.subTest(description="nominal case"):
2712 helper.make_order(self.m, 10, "ETH")
2713
2714 self.m.report.log_stage.assert_has_calls([
2715 mock.call("make_order_begin"),
2716 mock.call("make_order_end"),
2717 ])
2718 self.m.balances.fetch_balances.assert_has_calls([
2719 mock.call(tag="make_order_begin"),
2720 mock.call(tag="make_order_end"),
2721 ])
2722 self.m.trades.all.append.assert_called_once()
2723 trade = self.m.trades.all.append.mock_calls[0][1][0]
2724 self.assertEqual(False, trade.orders[0].close_if_possible)
2725 self.assertEqual(0, trade.value_from)
2726 self.assertEqual("ETH", trade.currency)
2727 self.assertEqual("BTC", trade.base_currency)
2728 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2729 self.m.trades.run_orders.assert_called_once_with()
2730 self.m.follow_orders.assert_called_once_with()
2731
2732 order = trade.orders[0]
2733 self.assertEqual(D("0.10"), order.rate)
2734
2735 self.m.reset_mock()
2736 with self.subTest(compute_value="default"):
2737 helper.make_order(self.m, 10, "ETH", action="dispose",
2738 compute_value="ask")
2739
2740 trade = self.m.trades.all.append.mock_calls[0][1][0]
2741 order = trade.orders[0]
2742 self.assertEqual(D("0.11"), order.rate)
2743
2744 self.m.reset_mock()
2745 with self.subTest(follow=False):
2746 result = helper.make_order(self.m, 10, "ETH", follow=False)
2747
2748 self.m.report.log_stage.assert_has_calls([
2749 mock.call("make_order_begin"),
2750 mock.call("make_order_end_not_followed"),
2751 ])
2752 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2753
2754 self.m.trades.all.append.assert_called_once()
2755 trade = self.m.trades.all.append.mock_calls[0][1][0]
2756 self.assertEqual(0, trade.value_from)
2757 self.assertEqual("ETH", trade.currency)
2758 self.assertEqual("BTC", trade.base_currency)
2759 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2760 self.m.trades.run_orders.assert_called_once_with()
2761 self.m.follow_orders.assert_not_called()
2762 self.assertEqual(trade.orders[0], result)
2763
2764 self.m.reset_mock()
2765 with self.subTest(base_currency="USDT"):
2766 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2767
2768 trade = self.m.trades.all.append.mock_calls[0][1][0]
2769 self.assertEqual("BTC", trade.currency)
2770 self.assertEqual("USDT", trade.base_currency)
2771
2772 self.m.reset_mock()
2773 with self.subTest(close_if_possible=True):
2774 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2775
2776 trade = self.m.trades.all.append.mock_calls[0][1][0]
2777 self.assertEqual(True, trade.orders[0].close_if_possible)
2778
2779 self.m.reset_mock()
2780 with self.subTest(action="dispose"):
2781 helper.make_order(self.m, 10, "ETH", action="dispose")
2782
2783 trade = self.m.trades.all.append.mock_calls[0][1][0]
2784 self.assertEqual(0, trade.value_to)
2785 self.assertEqual(1, trade.value_from.value)
2786 self.assertEqual("ETH", trade.currency)
2787 self.assertEqual("BTC", trade.base_currency)
2788
2789 self.m.reset_mock()
2790 with self.subTest(compute_value="default"):
2791 helper.make_order(self.m, 10, "ETH", action="dispose",
2792 compute_value="bid")
2793
2794 trade = self.m.trades.all.append.mock_calls[0][1][0]
2795 self.assertEqual(D("0.9"), trade.value_from.value)
2796
2797 def test_user_market(self):
2798 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2799 mock.patch("helper.main_parse_config") as main_parse_config:
2800 with self.subTest(debug=False):
2801 main_parse_config.return_value = ["pg_config", "report_path"]
2802 main_fetch_markets.return_value = [({"key": "market_config"},)]
2803 m = helper.get_user_market("config_path.ini", 1)
2804
2805 self.assertIsInstance(m, market.Market)
2806 self.assertFalse(m.debug)
2807
2808 with self.subTest(debug=True):
2809 main_parse_config.return_value = ["pg_config", "report_path"]
2810 main_fetch_markets.return_value = [({"key": "market_config"},)]
2811 m = helper.get_user_market("config_path.ini", 1, debug=True)
2812
2813 self.assertIsInstance(m, market.Market)
2814 self.assertTrue(m.debug)
2815
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IB
2816 def test_main_store_report(self):
2817 file_open = mock.mock_open()
2818 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2819 helper.main_store_report(None, 1, self.m)
2820 file_open.assert_not_called()
2821
2822 file_open = mock.mock_open()
2823 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2824 mock.patch.object(helper, "datetime") as time_mock:
2825 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2826 self.m.report.to_json.return_value = "json_content"
2827
2828 helper.main_store_report("present", 1, self.m)
2829
2830 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2831 file_open().write.assert_called_once_with("json_content")
2832 self.m.report.to_json.assert_called_once_with()
2833
2834 with self.subTest(file="error"),\
2835 mock.patch("helper.open") as file_open,\
2836 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2837 file_open.side_effect = FileNotFoundError
2838
2839 helper.main_store_report("error", 1, self.m)
2840
2841 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2842
2843 @mock.patch("helper.process_sell_all__1_all_sell")
065ee342
IB
2844 @mock.patch("helper.process_sell_all__2_wait")
2845 @mock.patch("helper.process_sell_all__3_all_buy")
2846 def test_main_process_market(self, buy, wait, sell):
f86ee140 2847 with self.subTest(before=False, after=False):
516a2517 2848 helper.main_process_market("user", None)
f86ee140
IB
2849
2850 wait.assert_not_called()
2851 buy.assert_not_called()
2852 sell.assert_not_called()
2853
2854 buy.reset_mock()
2855 wait.reset_mock()
2856 sell.reset_mock()
2857 with self.subTest(before=True, after=False):
516a2517 2858 helper.main_process_market("user", None, before=True)
f86ee140
IB
2859
2860 wait.assert_not_called()
2861 buy.assert_not_called()
2862 sell.assert_called_once_with("user")
2863
2864 buy.reset_mock()
2865 wait.reset_mock()
2866 sell.reset_mock()
2867 with self.subTest(before=False, after=True):
516a2517 2868 helper.main_process_market("user", None, after=True)
f86ee140
IB
2869
2870 wait.assert_called_once_with("user")
2871 buy.assert_called_once_with("user")
2872 sell.assert_not_called()
2873
2874 buy.reset_mock()
2875 wait.reset_mock()
2876 sell.reset_mock()
2877 with self.subTest(before=True, after=True):
516a2517 2878 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB
2879
2880 wait.assert_called_once_with("user")
2881 buy.assert_called_once_with("user")
2882 sell.assert_called_once_with("user")
2883
516a2517
IB
2884 buy.reset_mock()
2885 wait.reset_mock()
2886 sell.reset_mock()
2887 with self.subTest(action="print_balances"),\
2888 mock.patch("helper.print_balances") as print_balances:
23f4616a 2889 helper.main_process_market("user", ["print_balances"])
516a2517
IB
2890
2891 buy.assert_not_called()
2892 wait.assert_not_called()
2893 sell.assert_not_called()
2894 print_balances.assert_called_once_with("user")
2895
2896 with self.subTest(action="print_orders"),\
23f4616a
IB
2897 mock.patch("helper.print_orders") as print_orders,\
2898 mock.patch("helper.print_balances") as print_balances:
2899 helper.main_process_market("user", ["print_orders", "print_balances"])
516a2517
IB
2900
2901 buy.assert_not_called()
2902 wait.assert_not_called()
2903 sell.assert_not_called()
2904 print_orders.assert_called_once_with("user")
23f4616a 2905 print_balances.assert_called_once_with("user")
516a2517
IB
2906
2907 with self.subTest(action="unknown"),\
2908 self.assertRaises(NotImplementedError):
23f4616a 2909 helper.main_process_market("user", ["unknown"])
516a2517 2910
f86ee140
IB
2911 @mock.patch.object(helper, "psycopg2")
2912 def test_fetch_markets(self, psycopg2):
2913 connect_mock = mock.Mock()
2914 cursor_mock = mock.MagicMock()
2915 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2916
2917 connect_mock.cursor.return_value = cursor_mock
2918 psycopg2.connect.return_value = connect_mock
2919
516a2517
IB
2920 with self.subTest(user=None):
2921 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2922
2923 psycopg2.connect.assert_called_once_with(foo="bar")
2924 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2925
2926 self.assertEqual(["row_1", "row_2"], rows)
2927
2928 psycopg2.connect.reset_mock()
2929 cursor_mock.execute.reset_mock()
2930 with self.subTest(user=1):
2931 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2932
516a2517
IB
2933 psycopg2.connect.assert_called_once_with(foo="bar")
2934 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2935
516a2517 2936 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2937
2938 @mock.patch.object(helper.sys, "exit")
2939 def test_main_parse_args(self, exit):
2940 with self.subTest(config="config.ini"):
2941 args = helper.main_parse_args([])
2942 self.assertEqual("config.ini", args.config)
2943 self.assertFalse(args.before)
2944 self.assertFalse(args.after)
2945 self.assertFalse(args.debug)
2946
2947 args = helper.main_parse_args(["--before", "--after", "--debug"])
2948 self.assertTrue(args.before)
2949 self.assertTrue(args.after)
2950 self.assertTrue(args.debug)
2951
2952 exit.assert_not_called()
2953
2954 with self.subTest(config="inexistant"),\
2955 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2956 args = helper.main_parse_args(["--config", "foo.bar"])
2957 exit.assert_called_once_with(1)
2958 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2959
2960 @mock.patch.object(helper.sys, "exit")
2961 @mock.patch("helper.configparser")
2962 @mock.patch("helper.os")
2963 def test_main_parse_config(self, os, configparser, exit):
2964 with self.subTest(pg_config=True, report_path=None):
2965 config_mock = mock.MagicMock()
2966 configparser.ConfigParser.return_value = config_mock
2967 def config(element):
2968 return element == "postgresql"
2969
2970 config_mock.__contains__.side_effect = config
2971 config_mock.__getitem__.return_value = "pg_config"
2972
2973 result = helper.main_parse_config("configfile")
2974
2975 config_mock.read.assert_called_with("configfile")
2976
2977 self.assertEqual(["pg_config", None], result)
2978
2979 with self.subTest(pg_config=True, report_path="present"):
2980 config_mock = mock.MagicMock()
2981 configparser.ConfigParser.return_value = config_mock
2982
2983 config_mock.__contains__.return_value = True
2984 config_mock.__getitem__.side_effect = [
2985 {"report_path": "report_path"},
2986 {"report_path": "report_path"},
2987 "pg_config",
2988 ]
2989
2990 os.path.exists.return_value = False
2991 result = helper.main_parse_config("configfile")
2992
2993 config_mock.read.assert_called_with("configfile")
2994 self.assertEqual(["pg_config", "report_path"], result)
2995 os.path.exists.assert_called_once_with("report_path")
2996 os.makedirs.assert_called_once_with("report_path")
2997
2998 with self.subTest(pg_config=False),\
2999 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3000 config_mock = mock.MagicMock()
3001 configparser.ConfigParser.return_value = config_mock
3002 result = helper.main_parse_config("configfile")
3003
3004 config_mock.read.assert_called_with("configfile")
3005 exit.assert_called_once_with(1)
3006 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3007
3008
3009 def test_print_orders(self):
3010 helper.print_orders(self.m)
3011
3012 self.m.report.log_stage.assert_called_with("print_orders")
3013 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
3014 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3015 compute_value="average")
3016 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3017
3018 def test_print_balances(self):
3019 self.m.balances.in_currency.return_value = {
3020 "BTC": portfolio.Amount("BTC", "0.65"),
3021 "ETH": portfolio.Amount("BTC", "0.3"),
3022 }
3023
3024 helper.print_balances(self.m)
3025
f70bb858 3026 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB
3027 self.m.balances.fetch_balances.assert_called_with()
3028 self.m.report.print_log.assert_has_calls([
3029 mock.call("total:"),
3030 mock.call(portfolio.Amount("BTC", "0.95")),
3031 ])
3032
3033 def test_process_sell_needed__1_sell(self):
3034 helper.process_sell_needed__1_sell(self.m)
3035
3036 self.m.balances.fetch_balances.assert_has_calls([
3037 mock.call(tag="process_sell_needed__1_sell_begin"),
3038 mock.call(tag="process_sell_needed__1_sell_end"),
3039 ])
3040 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3041 liquidity="medium")
3042 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3043 only="dispose")
3044 self.m.trades.run_orders.assert_called()
3045 self.m.follow_orders.assert_called()
3046 self.m.report.log_stage.assert_has_calls([
3047 mock.call("process_sell_needed__1_sell_begin"),
3048 mock.call("process_sell_needed__1_sell_end")
3049 ])
3050
3051 def test_process_sell_needed__2_buy(self):
3052 helper.process_sell_needed__2_buy(self.m)
3053
3054 self.m.balances.fetch_balances.assert_has_calls([
3055 mock.call(tag="process_sell_needed__2_buy_begin"),
3056 mock.call(tag="process_sell_needed__2_buy_end"),
3057 ])
7bd830a8 3058 self.m.prepare_trades.assert_called_with(base_currency="BTC",
f86ee140
IB
3059 liquidity="medium", only="acquire")
3060 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3061 only="acquire")
3062 self.m.move_balances.assert_called_with()
3063 self.m.trades.run_orders.assert_called()
3064 self.m.follow_orders.assert_called()
3065 self.m.report.log_stage.assert_has_calls([
3066 mock.call("process_sell_needed__2_buy_begin"),
3067 mock.call("process_sell_needed__2_buy_end")
3068 ])
3069
3070 def test_process_sell_all__1_sell(self):
3071 helper.process_sell_all__1_all_sell(self.m)
3072
3073 self.m.balances.fetch_balances.assert_has_calls([
3074 mock.call(tag="process_sell_all__1_all_sell_begin"),
3075 mock.call(tag="process_sell_all__1_all_sell_end"),
3076 ])
3077 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
3078 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3079 self.m.trades.run_orders.assert_called()
3080 self.m.follow_orders.assert_called()
3081 self.m.report.log_stage.assert_has_calls([
3082 mock.call("process_sell_all__1_all_sell_begin"),
3083 mock.call("process_sell_all__1_all_sell_end")
3084 ])
3085
065ee342
IB
3086 @mock.patch("portfolio.Portfolio.wait_for_recent")
3087 def test_process_sell_all__2_wait(self, wait):
3088 helper.process_sell_all__2_wait(self.m)
3089
3090 wait.assert_called_once_with(self.m)
3091 self.m.report.log_stage.assert_has_calls([
3092 mock.call("process_sell_all__2_wait_begin"),
3093 mock.call("process_sell_all__2_wait_end")
3094 ])
3095
3096 def test_process_sell_all__3_all_buy(self):
3097 helper.process_sell_all__3_all_buy(self.m)
f86ee140
IB
3098
3099 self.m.balances.fetch_balances.assert_has_calls([
065ee342
IB
3100 mock.call(tag="process_sell_all__3_all_buy_begin"),
3101 mock.call(tag="process_sell_all__3_all_buy_end"),
f86ee140
IB
3102 ])
3103 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3104 liquidity="medium")
3105 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3106 self.m.move_balances.assert_called_with()
3107 self.m.trades.run_orders.assert_called()
3108 self.m.follow_orders.assert_called()
3109 self.m.report.log_stage.assert_has_calls([
065ee342
IB
3110 mock.call("process_sell_all__3_all_buy_begin"),
3111 mock.call("process_sell_all__3_all_buy_end")
f86ee140
IB
3112 ])
3113
1aa7d4fa 3114@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
3115class AcceptanceTest(WebMockTestCase):
3116 @unittest.expectedFailure
a9950fd0 3117 def test_success_sell_only_necessary(self):
3d0247f9 3118 # FIXME: catch stdout
f86ee140 3119 self.m.report.verbose_print = False
a9950fd0
IB
3120 fetch_balance = {
3121 "ETH": {
c51687d2
IB
3122 "exchange_free": D("1.0"),
3123 "exchange_used": D("0.0"),
3124 "exchange_total": D("1.0"),
a9950fd0
IB
3125 "total": D("1.0"),
3126 },
3127 "ETC": {
c51687d2
IB
3128 "exchange_free": D("4.0"),
3129 "exchange_used": D("0.0"),
3130 "exchange_total": D("4.0"),
a9950fd0
IB
3131 "total": D("4.0"),
3132 },
3133 "XVG": {
c51687d2
IB
3134 "exchange_free": D("1000.0"),
3135 "exchange_used": D("0.0"),
3136 "exchange_total": D("1000.0"),
a9950fd0
IB
3137 "total": D("1000.0"),
3138 },
3139 }
3140 repartition = {
350ed24d
IB
3141 "ETH": (D("0.25"), "long"),
3142 "ETC": (D("0.25"), "long"),
3143 "BTC": (D("0.4"), "long"),
3144 "BTD": (D("0.01"), "short"),
3145 "B2X": (D("0.04"), "long"),
3146 "USDT": (D("0.05"), "long"),
a9950fd0
IB
3147 }
3148
3149 def fetch_ticker(symbol):
3150 if symbol == "ETH/BTC":
3151 return {
3152 "symbol": "ETH/BTC",
3153 "bid": D("0.14"),
3154 "ask": D("0.16")
3155 }
3156 if symbol == "ETC/BTC":
3157 return {
3158 "symbol": "ETC/BTC",
3159 "bid": D("0.002"),
3160 "ask": D("0.003")
3161 }
3162 if symbol == "XVG/BTC":
3163 return {
3164 "symbol": "XVG/BTC",
3165 "bid": D("0.00003"),
3166 "ask": D("0.00005")
3167 }
3168 if symbol == "BTD/BTC":
3169 return {
3170 "symbol": "BTD/BTC",
3171 "bid": D("0.0008"),
3172 "ask": D("0.0012")
3173 }
350ed24d
IB
3174 if symbol == "B2X/BTC":
3175 return {
3176 "symbol": "B2X/BTC",
3177 "bid": D("0.0008"),
3178 "ask": D("0.0012")
3179 }
a9950fd0 3180 if symbol == "USDT/BTC":
6ca5a1ec 3181 raise helper.ExchangeError
a9950fd0
IB
3182 if symbol == "BTC/USDT":
3183 return {
3184 "symbol": "BTC/USDT",
3185 "bid": D("14000"),
3186 "ask": D("16000")
3187 }
3188 self.fail("Shouldn't have been called with {}".format(symbol))
3189
3190 market = mock.Mock()
c51687d2 3191 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3192 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3193 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3194 # Action 1
6ca5a1ec 3195 helper.prepare_trades(market)
a9950fd0 3196
6ca5a1ec 3197 balances = portfolio.BalanceStore.all
a9950fd0
IB
3198 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3199 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3200 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3201
3202
5a72ded7 3203 trades = portfolio.TradeStore.all
c51687d2
IB
3204 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3205 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3206 self.assertEqual("dispose", trades[0].action)
a9950fd0 3207
c51687d2
IB
3208 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3209 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3210 self.assertEqual("acquire", trades[1].action)
a9950fd0 3211
c51687d2
IB
3212 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3213 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3214 self.assertEqual("dispose", trades[2].action)
a9950fd0 3215
c51687d2
IB
3216 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3217 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3218 self.assertEqual("acquire", trades[3].action)
350ed24d 3219
c51687d2
IB
3220 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3221 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3222 self.assertEqual("acquire", trades[4].action)
a9950fd0 3223
c51687d2
IB
3224 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3225 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3226 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3227
3228 # Action 2
5a72ded7 3229 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3230
5a72ded7 3231 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
3232 self.assertEqual(2, len(all_orders))
3233 self.assertEqual(2, 3*all_orders[0].amount.value)
3234 self.assertEqual(D("0.14014"), all_orders[0].rate)
3235 self.assertEqual(1000, all_orders[1].amount.value)
3236 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3237
3238
ecba1113 3239 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
3240 self.assertEqual("limit", type)
3241 if symbol == "ETH/BTC":
b83d4897 3242 self.assertEqual("sell", action)
350ed24d 3243 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
3244 self.assertEqual(D("0.14014"), price)
3245 elif symbol == "XVG/BTC":
b83d4897 3246 self.assertEqual("sell", action)
a9950fd0
IB
3247 self.assertEqual(1000, amount)
3248 self.assertEqual(D("0.00003003"), price)
3249 else:
3250 self.fail("I shouldn't have been called")
3251
3252 return {
3253 "id": symbol,
3254 }
3255 market.create_order.side_effect = create_order
350ed24d 3256 market.order_precision.return_value = 8
a9950fd0
IB
3257
3258 # Action 3
6ca5a1ec 3259 portfolio.TradeStore.run_orders()
a9950fd0
IB
3260
3261 self.assertEqual("open", all_orders[0].status)
3262 self.assertEqual("open", all_orders[1].status)
3263
5a72ded7
IB
3264 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3265 market.privatePostReturnOrderTrades.return_value = [
3266 {
df9e4e7f 3267 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
3268 "date": "2017-12-30 12:00:12", "rate": "0.1",
3269 "amount": "10", "total": "1"
3270 }
3271 ]
a9950fd0
IB
3272 with mock.patch.object(portfolio.time, "sleep") as sleep:
3273 # Action 4
6ca5a1ec 3274 helper.follow_orders(verbose=False)
a9950fd0
IB
3275
3276 sleep.assert_called_with(30)
3277
3278 for order in all_orders:
3279 self.assertEqual("closed", order.status)
3280
3281 fetch_balance = {
3282 "ETH": {
5a72ded7
IB
3283 "exchange_free": D("1.0") / 3,
3284 "exchange_used": D("0.0"),
3285 "exchange_total": D("1.0") / 3,
3286 "margin_total": 0,
a9950fd0
IB
3287 "total": D("1.0") / 3,
3288 },
3289 "BTC": {
5a72ded7
IB
3290 "exchange_free": D("0.134"),
3291 "exchange_used": D("0.0"),
3292 "exchange_total": D("0.134"),
3293 "margin_total": 0,
a9950fd0
IB
3294 "total": D("0.134"),
3295 },
3296 "ETC": {
5a72ded7
IB
3297 "exchange_free": D("4.0"),
3298 "exchange_used": D("0.0"),
3299 "exchange_total": D("4.0"),
3300 "margin_total": 0,
a9950fd0
IB
3301 "total": D("4.0"),
3302 },
3303 "XVG": {
5a72ded7
IB
3304 "exchange_free": D("0.0"),
3305 "exchange_used": D("0.0"),
3306 "exchange_total": D("0.0"),
3307 "margin_total": 0,
a9950fd0
IB
3308 "total": D("0.0"),
3309 },
3310 }
5a72ded7 3311 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3312
350ed24d 3313 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3314 # Action 5
7bd830a8 3315 helper.prepare_trades(market, only="acquire", compute_value="average")
a9950fd0 3316
6ca5a1ec 3317 balances = portfolio.BalanceStore.all
a9950fd0
IB
3318 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3319 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3320 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3321 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3322
3323
5a72ded7
IB
3324 trades = portfolio.TradeStore.all
3325 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3326 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3327 self.assertEqual("dispose", trades[0].action)
a9950fd0 3328
5a72ded7
IB
3329 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3330 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3331 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3332
3333 self.assertNotIn("BTC", trades)
3334
5a72ded7
IB
3335 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3336 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3337 self.assertEqual("dispose", trades[2].action)
a9950fd0 3338
5a72ded7
IB
3339 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3340 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3341 self.assertEqual("acquire", trades[3].action)
350ed24d 3342
5a72ded7
IB
3343 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3344 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3345 self.assertEqual("acquire", trades[4].action)
a9950fd0 3346
5a72ded7
IB
3347 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3348 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3349 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3350
3351 # Action 6
5a72ded7 3352 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3353
5a72ded7 3354 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3355 self.assertEqual(4, len(all_orders))
3356 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3357 self.assertEqual(D("0.003"), all_orders[0].rate)
3358 self.assertEqual("buy", all_orders[0].action)
350ed24d 3359 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3360
350ed24d 3361 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3362 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3363 self.assertEqual("sell", all_orders[1].action)
3364 self.assertEqual("short", all_orders[1].trade_type)
3365
3366 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3367 self.assertAlmostEqual(0, diff.value)
3368 self.assertEqual(D("0.0012"), all_orders[2].rate)
3369 self.assertEqual("buy", all_orders[2].action)
3370 self.assertEqual("long", all_orders[2].trade_type)
3371
3372 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3373 self.assertEqual(D("16000"), all_orders[3].rate)
3374 self.assertEqual("sell", all_orders[3].action)
3375 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3376
006a2084
IB
3377 # Action 6b
3378 # TODO:
3379 # Move balances to margin
3380
350ed24d
IB
3381 # Action 7
3382 # TODO
6ca5a1ec 3383 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3384
3385 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3386 # Action 8
6ca5a1ec 3387 helper.follow_orders(verbose=False)
a9950fd0
IB
3388
3389 sleep.assert_called_with(30)
3390
dd359bc0
IB
3391if __name__ == '__main__':
3392 unittest.main()