]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - test.py
Add tests for ccxt_wrapper
[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"])
696
697 ticker = m.get_ticker("XVG", "XMR")
698 self.assertIsNone(ticker)
699
700 with self.subTest(get_tickers=False):
701 self.ccxt.fetch_tickers.return_value = None
702 self.ccxt.fetch_ticker.side_effect = [
703 { "bid": 1, "ask": 3 },
704 market.ExchangeError("foo"),
705 { "bid": 10, "ask": 40 },
706 market.ExchangeError("foo"),
707 market.ExchangeError("foo"),
708 ]
709
710 m = market.Market(self.ccxt)
711
712 ticker = m.get_ticker("ETH", "ETC")
713 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
714 self.assertEqual(1, ticker["bid"])
715 self.assertEqual(3, ticker["ask"])
716 self.assertEqual(2, ticker["average"])
717 self.assertFalse(ticker["inverted"])
718
719 ticker = m.get_ticker("ETH", "XVG")
720 self.assertEqual(0.0625, ticker["average"])
721 self.assertTrue(ticker["inverted"])
722 self.assertIn("original", ticker)
723 self.assertEqual(10, ticker["original"]["bid"])
724
725 ticker = m.get_ticker("XVG", "XMR")
726 self.assertIsNone(ticker)
f2da6589 727
6ca5a1ec 728 def test_fetch_fees(self):
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729 m = market.Market(self.ccxt)
730 self.ccxt.fetch_fees.return_value = "Foo"
731 self.assertEqual("Foo", m.fetch_fees())
732 self.ccxt.fetch_fees.assert_called_once()
733 self.ccxt.reset_mock()
734 self.assertEqual("Foo", m.fetch_fees())
735 self.ccxt.fetch_fees.assert_not_called()
f2da6589 736
350ed24d 737 @mock.patch.object(portfolio.Portfolio, "repartition")
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738 @mock.patch.object(market.Market, "get_ticker")
739 @mock.patch.object(market.TradeStore, "compute_trades")
740 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
f2da6589 741 repartition.return_value = {
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742 "XEM": (D("0.75"), "long"),
743 "BTC": (D("0.25"), "long"),
f2da6589 744 }
f86ee140 745 def _get_ticker(c1, c2):
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746 if c1 == "USDT" and c2 == "BTC":
747 return { "average": D("0.0001") }
748 if c1 == "XVG" and c2 == "BTC":
749 return { "average": D("0.000001") }
750 if c1 == "XEM" and c2 == "BTC":
751 return { "average": D("0.001") }
a9950fd0 752 self.fail("Should be called with {}, {}".format(c1, c2))
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753 get_ticker.side_effect = _get_ticker
754
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755 with mock.patch("market.ReportStore"):
756 m = market.Market(self.ccxt)
757 self.ccxt.fetch_all_balances.return_value = {
758 "USDT": {
759 "exchange_free": D("10000.0"),
760 "exchange_used": D("0.0"),
761 "exchange_total": D("10000.0"),
762 "total": D("10000.0")
763 },
764 "XVG": {
765 "exchange_free": D("10000.0"),
766 "exchange_used": D("0.0"),
767 "exchange_total": D("10000.0"),
768 "total": D("10000.0")
769 },
770 }
18167a3c 771
f86ee140 772 m.balances.fetch_balances(tag="tag")
f2da6589 773
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774 m.prepare_trades()
775 compute_trades.assert_called()
776
777 call = compute_trades.call_args
778 self.assertEqual(1, call[0][0]["USDT"].value)
779 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
780 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
781 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
782 m.report.log_stage.assert_called_once_with("prepare_trades")
783 m.report.log_balances.assert_called_once_with(tag="tag")
f2da6589 784
c51687d2 785 @mock.patch.object(portfolio.Portfolio, "repartition")
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786 @mock.patch.object(market.Market, "get_ticker")
787 @mock.patch.object(market.TradeStore, "compute_trades")
788 def test_update_trades(self, compute_trades, get_ticker, repartition):
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789 repartition.return_value = {
790 "XEM": (D("0.75"), "long"),
791 "BTC": (D("0.25"), "long"),
792 }
f86ee140 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 if c1 == "XEM" and c2 == "BTC":
799 return { "average": D("0.001") }
800 self.fail("Should be called with {}, {}".format(c1, c2))
801 get_ticker.side_effect = _get_ticker
802
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803 with mock.patch("market.ReportStore"):
804 m = market.Market(self.ccxt)
805 self.ccxt.fetch_all_balances.return_value = {
806 "USDT": {
807 "exchange_free": D("10000.0"),
808 "exchange_used": D("0.0"),
809 "exchange_total": D("10000.0"),
810 "total": D("10000.0")
811 },
812 "XVG": {
813 "exchange_free": D("10000.0"),
814 "exchange_used": D("0.0"),
815 "exchange_total": D("10000.0"),
816 "total": D("10000.0")
817 },
818 }
819
820 m.balances.fetch_balances(tag="tag")
18167a3c 821
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822 m.update_trades()
823 compute_trades.assert_called()
c51687d2 824
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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("0.2525"), call[0][1]["BTC"].value)
829 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
830 m.report.log_stage.assert_called_once_with("update_trades")
831 m.report.log_balances.assert_called_once_with(tag="tag")
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832
833 @mock.patch.object(portfolio.Portfolio, "repartition")
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834 @mock.patch.object(market.Market, "get_ticker")
835 @mock.patch.object(market.TradeStore, "compute_trades")
836 def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
837 def _get_ticker(c1, c2):
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838 if c1 == "USDT" and c2 == "BTC":
839 return { "average": D("0.0001") }
840 if c1 == "XVG" and c2 == "BTC":
841 return { "average": D("0.000001") }
842 self.fail("Should be called with {}, {}".format(c1, c2))
843 get_ticker.side_effect = _get_ticker
844
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845 with mock.patch("market.ReportStore"):
846 m = market.Market(self.ccxt)
847 self.ccxt.fetch_all_balances.return_value = {
848 "USDT": {
849 "exchange_free": D("10000.0"),
850 "exchange_used": D("0.0"),
851 "exchange_total": D("10000.0"),
852 "total": D("10000.0")
853 },
854 "XVG": {
855 "exchange_free": D("10000.0"),
856 "exchange_used": D("0.0"),
857 "exchange_total": D("10000.0"),
858 "total": D("10000.0")
859 },
860 }
861
862 m.balances.fetch_balances(tag="tag")
18167a3c 863
f86ee140 864 m.prepare_trades_to_sell_all()
c51687d2 865
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866 repartition.assert_not_called()
867 compute_trades.assert_called()
868
869 call = compute_trades.call_args
870 self.assertEqual(1, call[0][0]["USDT"].value)
871 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
872 self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
873 m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
874 m.report.log_balances.assert_called_once_with(tag="tag")
a9950fd0 875
1aa7d4fa 876 @mock.patch.object(portfolio.time, "sleep")
f86ee140 877 @mock.patch.object(market.TradeStore, "all_orders")
1aa7d4fa 878 def test_follow_orders(self, all_orders, time_mock):
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879 for debug, sleep in [
880 (False, None), (True, None),
881 (False, 12), (True, 12)]:
882 with self.subTest(sleep=sleep, debug=debug), \
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883 mock.patch("market.ReportStore"):
884 m = market.Market(self.ccxt, debug=debug)
885
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886 order_mock1 = mock.Mock()
887 order_mock2 = mock.Mock()
888 order_mock3 = mock.Mock()
889 all_orders.side_effect = [
890 [order_mock1, order_mock2],
891 [order_mock1, order_mock2],
892
893 [order_mock1, order_mock3],
894 [order_mock1, order_mock3],
895
896 [order_mock1, order_mock3],
897 [order_mock1, order_mock3],
898
899 []
900 ]
901
902 order_mock1.get_status.side_effect = ["open", "open", "closed"]
903 order_mock2.get_status.side_effect = ["open"]
904 order_mock3.get_status.side_effect = ["open", "closed"]
905
906 order_mock1.trade = mock.Mock()
907 order_mock2.trade = mock.Mock()
908 order_mock3.trade = mock.Mock()
909
f86ee140 910 m.follow_orders(sleep=sleep)
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911
912 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
913 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
914 self.assertEqual(2, order_mock1.trade.update_order.call_count)
915 self.assertEqual(3, order_mock1.get_status.call_count)
916
917 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
918 self.assertEqual(1, order_mock2.trade.update_order.call_count)
919 self.assertEqual(1, order_mock2.get_status.call_count)
920
921 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
922 self.assertEqual(1, order_mock3.trade.update_order.call_count)
923 self.assertEqual(2, order_mock3.get_status.call_count)
f86ee140 924 m.report.log_stage.assert_called()
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925 calls = [
926 mock.call("follow_orders_begin"),
927 mock.call("follow_orders_tick_1"),
928 mock.call("follow_orders_tick_2"),
929 mock.call("follow_orders_tick_3"),
930 mock.call("follow_orders_end"),
931 ]
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932 m.report.log_stage.assert_has_calls(calls)
933 m.report.log_orders.assert_called()
934 self.assertEqual(3, m.report.log_orders.call_count)
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935 calls = [
936 mock.call([order_mock1, order_mock2], tick=1),
937 mock.call([order_mock1, order_mock3], tick=2),
938 mock.call([order_mock1, order_mock3], tick=3),
939 ]
f86ee140 940 m.report.log_orders.assert_has_calls(calls)
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941 calls = [
942 mock.call(order_mock1, 3, finished=True),
943 mock.call(order_mock3, 3, finished=True),
944 ]
f86ee140 945 m.report.log_order.assert_has_calls(calls)
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946
947 if sleep is None:
948 if debug:
f86ee140 949 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
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950 time_mock.assert_called_with(7)
951 else:
952 time_mock.assert_called_with(30)
953 else:
954 time_mock.assert_called_with(sleep)
955
f86ee140 956 @mock.patch.object(market.BalanceStore, "fetch_balances")
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957 def test_move_balance(self, fetch_balances):
958 for debug in [True, False]:
959 with self.subTest(debug=debug),\
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960 mock.patch("market.ReportStore"):
961 m = market.Market(self.ccxt, debug=debug)
962
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963 value_from = portfolio.Amount("BTC", "1.0")
964 value_from.linked_to = portfolio.Amount("ETH", "10.0")
965 value_to = portfolio.Amount("BTC", "10.0")
f86ee140 966 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
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967
968 value_from = portfolio.Amount("BTC", "0.0")
969 value_from.linked_to = portfolio.Amount("ETH", "0.0")
970 value_to = portfolio.Amount("BTC", "-3.0")
f86ee140 971 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
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972
973 value_from = portfolio.Amount("USDT", "0.0")
974 value_from.linked_to = portfolio.Amount("XVG", "0.0")
975 value_to = portfolio.Amount("USDT", "-50.0")
f86ee140 976 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
5a72ded7 977
f86ee140 978 m.trades.all = [trade1, trade2, trade3]
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979 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
980 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
981 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
f86ee140 982 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
5a72ded7 983
f86ee140 984 m.move_balances()
5a72ded7 985
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986 fetch_balances.assert_called_with()
987 m.report.log_move_balances.assert_called_once()
3d0247f9 988
5a72ded7 989 if debug:
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990 m.report.log_debug_action.assert_called()
991 self.assertEqual(3, m.report.log_debug_action.call_count)
5a72ded7 992 else:
f86ee140 993 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
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994 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
995 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
f86ee140 996
1aa7d4fa 997@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 998class TradeStoreTest(WebMockTestCase):
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999 def test_compute_trades(self):
1000 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
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1001
1002 values_in_base = {
1003 "XMR": portfolio.Amount("BTC", D("0.9")),
1004 "DASH": portfolio.Amount("BTC", D("0.4")),
1005 "XVG": portfolio.Amount("BTC", D("-0.5")),
1006 "BTC": portfolio.Amount("BTC", D("0.5")),
1007 }
1008 new_repartition = {
1009 "DASH": portfolio.Amount("BTC", D("0.5")),
1010 "XVG": portfolio.Amount("BTC", D("0.1")),
1011 "BTC": portfolio.Amount("BTC", D("0.4")),
1012 "ETH": portfolio.Amount("BTC", D("0.3")),
1013 }
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1014 side_effect = [
1015 (True, 1),
1016 (False, 2),
1017 (False, 3),
1018 (True, 4),
1019 (True, 5)
1020 ]
1aa7d4fa 1021
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1022 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1023 trade_store = market.TradeStore(self.m)
1024 trade_if_matching.side_effect = side_effect
1aa7d4fa 1025
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1026 trade_store.compute_trades(values_in_base,
1027 new_repartition, only="only")
1028
1029 self.assertEqual(5, trade_if_matching.call_count)
1030 self.assertEqual(3, len(trade_store.all))
1031 self.assertEqual([1, 4, 5], trade_store.all)
1032 self.m.report.log_trades.assert_called_with(side_effect, "only")
1aa7d4fa 1033
3d0247f9 1034 def test_trade_if_matching(self):
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1035
1036 with self.subTest(only="nope"):
1037 trade_store = market.TradeStore(self.m)
1038 result = trade_store.trade_if_matching(
1039 portfolio.Amount("BTC", D("0")),
1040 portfolio.Amount("BTC", D("0.3")),
1041 "ETH", only="nope")
1042 self.assertEqual(False, result[0])
1043 self.assertIsInstance(result[1], portfolio.Trade)
1044
1045 with self.subTest(only=None):
1046 trade_store = market.TradeStore(self.m)
1047 result = trade_store.trade_if_matching(
1048 portfolio.Amount("BTC", D("0")),
1049 portfolio.Amount("BTC", D("0.3")),
1050 "ETH", only=None)
1051 self.assertEqual(True, result[0])
1052
1053 with self.subTest(only="acquire"):
1054 trade_store = market.TradeStore(self.m)
1055 result = trade_store.trade_if_matching(
1056 portfolio.Amount("BTC", D("0")),
1057 portfolio.Amount("BTC", D("0.3")),
1058 "ETH", only="acquire")
1059 self.assertEqual(True, result[0])
1060
1061 with self.subTest(only="dispose"):
1062 trade_store = market.TradeStore(self.m)
1063 result = trade_store.trade_if_matching(
1064 portfolio.Amount("BTC", D("0")),
1065 portfolio.Amount("BTC", D("0.3")),
1066 "ETH", only="dispose")
1067 self.assertEqual(False, result[0])
1068
1069 def test_prepare_orders(self):
1070 trade_store = market.TradeStore(self.m)
1071
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1072 trade_mock1 = mock.Mock()
1073 trade_mock2 = mock.Mock()
aca4d437 1074 trade_mock3 = mock.Mock()
cfab619d 1075
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1076 trade_mock1.prepare_order.return_value = 1
1077 trade_mock2.prepare_order.return_value = 2
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1078 trade_mock3.prepare_order.return_value = 3
1079
1080 trade_mock1.is_fullfiled = False
1081 trade_mock2.is_fullfiled = False
1082 trade_mock3.is_fullfiled = True
3d0247f9 1083
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1084 trade_store.all.append(trade_mock1)
1085 trade_store.all.append(trade_mock2)
aca4d437 1086 trade_store.all.append(trade_mock3)
6ca5a1ec 1087
f86ee140 1088 trade_store.prepare_orders()
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1089 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1090 trade_mock2.prepare_order.assert_called_with(compute_value="default")
aca4d437 1091 trade_mock3.prepare_order.assert_not_called()
f86ee140 1092 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
3d0247f9 1093
f86ee140 1094 self.m.report.log_orders.reset_mock()
6ca5a1ec 1095
f86ee140 1096 trade_store.prepare_orders(compute_value="bla")
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1097 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1098 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
f86ee140 1099 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
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1100
1101 trade_mock1.prepare_order.reset_mock()
1102 trade_mock2.prepare_order.reset_mock()
f86ee140 1103 self.m.report.log_orders.reset_mock()
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1104
1105 trade_mock1.action = "foo"
1106 trade_mock2.action = "bar"
f86ee140 1107 trade_store.prepare_orders(only="bar")
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1108 trade_mock1.prepare_order.assert_not_called()
1109 trade_mock2.prepare_order.assert_called_with(compute_value="default")
f86ee140 1110 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
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1111
1112 def test_print_all_with_order(self):
1113 trade_mock1 = mock.Mock()
1114 trade_mock2 = mock.Mock()
1115 trade_mock3 = mock.Mock()
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1116 trade_store = market.TradeStore(self.m)
1117 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
6ca5a1ec 1118
f86ee140 1119 trade_store.print_all_with_order()
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1120
1121 trade_mock1.print_with_order.assert_called()
1122 trade_mock2.print_with_order.assert_called()
1123 trade_mock3.print_with_order.assert_called()
1124
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1125 def test_run_orders(self):
1126 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1127 order_mock1 = mock.Mock()
1128 order_mock2 = mock.Mock()
1129 order_mock3 = mock.Mock()
1130 trade_store = market.TradeStore(self.m)
1131
1132 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1133
1134 trade_store.run_orders()
1135
1136 all_orders.assert_called_with(state="pending")
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1137
1138 order_mock1.run.assert_called()
1139 order_mock2.run.assert_called()
1140 order_mock3.run.assert_called()
1141
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1142 self.m.report.log_stage.assert_called_with("run_orders")
1143 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
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1144 order_mock3])
1145
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1146 def test_all_orders(self):
1147 trade_mock1 = mock.Mock()
1148 trade_mock2 = mock.Mock()
1149
1150 order_mock1 = mock.Mock()
1151 order_mock2 = mock.Mock()
1152 order_mock3 = mock.Mock()
1153
1154 trade_mock1.orders = [order_mock1, order_mock2]
1155 trade_mock2.orders = [order_mock3]
1156
1157 order_mock1.status = "pending"
1158 order_mock2.status = "open"
1159 order_mock3.status = "open"
1160
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1161 trade_store = market.TradeStore(self.m)
1162 trade_store.all.append(trade_mock1)
1163 trade_store.all.append(trade_mock2)
6ca5a1ec 1164
f86ee140 1165 orders = trade_store.all_orders()
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1166 self.assertEqual(3, len(orders))
1167
f86ee140 1168 open_orders = trade_store.all_orders(state="open")
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1169 self.assertEqual(2, len(open_orders))
1170 self.assertEqual([order_mock2, order_mock3], open_orders)
1171
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1172 def test_update_all_orders_status(self):
1173 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1174 order_mock1 = mock.Mock()
1175 order_mock2 = mock.Mock()
1176 order_mock3 = mock.Mock()
1177
1178 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1179
1180 trade_store = market.TradeStore(self.m)
1181
1182 trade_store.update_all_orders_status()
1183 all_orders.assert_called_with(state="open")
6ca5a1ec 1184
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1185 order_mock1.get_status.assert_called()
1186 order_mock2.get_status.assert_called()
1187 order_mock3.get_status.assert_called()
6ca5a1ec 1188
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1189 def test_pending(self):
1190 trade_mock1 = mock.Mock()
1191 trade_mock1.is_fullfiled = False
1192 trade_mock2 = mock.Mock()
1193 trade_mock2.is_fullfiled = False
1194 trade_mock3 = mock.Mock()
1195 trade_mock3.is_fullfiled = True
1196
1197 trade_store = market.TradeStore(self.m)
1198
1199 trade_store.all.append(trade_mock1)
1200 trade_store.all.append(trade_mock2)
1201 trade_store.all.append(trade_mock3)
1202
1203 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
3d0247f9 1204
1aa7d4fa 1205@unittest.skipUnless("unit" in limits, "Unit skipped")
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1206class BalanceStoreTest(WebMockTestCase):
1207 def setUp(self):
1208 super(BalanceStoreTest, self).setUp()
1209
1210 self.fetch_balance = {
1211 "ETC": {
1212 "exchange_free": 0,
1213 "exchange_used": 0,
1214 "exchange_total": 0,
1215 "margin_total": 0,
1216 },
1217 "USDT": {
1218 "exchange_free": D("6.0"),
1219 "exchange_used": D("1.2"),
1220 "exchange_total": D("7.2"),
1221 "margin_total": 0,
1222 },
1223 "XVG": {
1224 "exchange_free": 16,
1225 "exchange_used": 0,
1226 "exchange_total": 16,
1227 "margin_total": 0,
1228 },
1229 "XMR": {
1230 "exchange_free": 0,
1231 "exchange_used": 0,
1232 "exchange_total": 0,
1233 "margin_total": D("-1.0"),
1234 "margin_free": 0,
1235 },
1236 }
1237
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1238 def test_in_currency(self):
1239 self.m.get_ticker.return_value = {
1240 "bid": D("0.09"),
1241 "ask": D("0.11"),
1242 "average": D("0.1"),
1243 }
1244
1245 balance_store = market.BalanceStore(self.m)
1246 balance_store.all = {
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1247 "BTC": portfolio.Balance("BTC", {
1248 "total": "0.65",
1249 "exchange_total":"0.65",
1250 "exchange_free": "0.35",
1251 "exchange_used": "0.30"}),
1252 "ETH": portfolio.Balance("ETH", {
1253 "total": 3,
1254 "exchange_total": 3,
1255 "exchange_free": 3,
1256 "exchange_used": 0}),
1257 }
cfab619d 1258
f86ee140 1259 amounts = balance_store.in_currency("BTC")
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1260 self.assertEqual("BTC", amounts["ETH"].currency)
1261 self.assertEqual(D("0.65"), amounts["BTC"].value)
1262 self.assertEqual(D("0.30"), amounts["ETH"].value)
f86ee140 1263 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1264 "average", "total")
f86ee140 1265 self.m.report.log_tickers.reset_mock()
cfab619d 1266
f86ee140 1267 amounts = balance_store.in_currency("BTC", compute_value="bid")
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1268 self.assertEqual(D("0.65"), amounts["BTC"].value)
1269 self.assertEqual(D("0.27"), amounts["ETH"].value)
f86ee140 1270 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1271 "bid", "total")
f86ee140 1272 self.m.report.log_tickers.reset_mock()
cfab619d 1273
f86ee140 1274 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
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1275 self.assertEqual(D("0.30"), amounts["BTC"].value)
1276 self.assertEqual(0, amounts["ETH"].value)
f86ee140 1277 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
3d0247f9 1278 "bid", "exchange_used")
f86ee140 1279 self.m.report.log_tickers.reset_mock()
cfab619d 1280
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1281 def test_fetch_balances(self):
1282 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
cfab619d 1283
f86ee140 1284 balance_store = market.BalanceStore(self.m)
cfab619d 1285
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1286 balance_store.fetch_balances()
1287 self.assertNotIn("ETC", balance_store.currencies())
1288 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1289
1290 balance_store.all["ETC"] = portfolio.Balance("ETC", {
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1291 "exchange_total": "1", "exchange_free": "0",
1292 "exchange_used": "1" })
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1293 balance_store.fetch_balances(tag="foo")
1294 self.assertEqual(0, balance_store.all["ETC"].total)
1295 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1296 self.m.report.log_balances.assert_called_with(tag="foo")
cfab619d 1297
6ca5a1ec 1298 @mock.patch.object(portfolio.Portfolio, "repartition")
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1299 def test_dispatch_assets(self, repartition):
1300 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1301
1302 balance_store = market.BalanceStore(self.m)
1303 balance_store.fetch_balances()
6ca5a1ec 1304
f86ee140 1305 self.assertNotIn("XEM", balance_store.currencies())
6ca5a1ec 1306
3d0247f9 1307 repartition_hash = {
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1308 "XEM": (D("0.75"), "long"),
1309 "BTC": (D("0.26"), "long"),
1aa7d4fa 1310 "DASH": (D("0.10"), "short"),
6ca5a1ec 1311 }
3d0247f9 1312 repartition.return_value = repartition_hash
6ca5a1ec 1313
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1314 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1315 repartition.assert_called_with(self.m, liquidity="medium")
1316 self.assertIn("XEM", balance_store.currencies())
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1317 self.assertEqual(D("2.6"), amounts["BTC"].value)
1318 self.assertEqual(D("7.5"), amounts["XEM"].value)
1aa7d4fa 1319 self.assertEqual(D("-1.0"), amounts["DASH"].value)
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1320 self.m.report.log_balances.assert_called_with(tag=None)
1321 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
3d0247f9 1322 "11.1"), amounts, "medium", repartition_hash)
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1323
1324 def test_currencies(self):
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1325 balance_store = market.BalanceStore(self.m)
1326
1327 balance_store.all = {
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1328 "BTC": portfolio.Balance("BTC", {
1329 "total": "0.65",
1330 "exchange_total":"0.65",
1331 "exchange_free": "0.35",
1332 "exchange_used": "0.30"}),
1333 "ETH": portfolio.Balance("ETH", {
1334 "total": 3,
1335 "exchange_total": 3,
1336 "exchange_free": 3,
1337 "exchange_used": 0}),
1338 }
f86ee140 1339 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
6ca5a1ec 1340
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1341 def test_as_json(self):
1342 balance_mock1 = mock.Mock()
1343 balance_mock1.as_json.return_value = 1
1344
1345 balance_mock2 = mock.Mock()
1346 balance_mock2.as_json.return_value = 2
1347
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1348 balance_store = market.BalanceStore(self.m)
1349 balance_store.all = {
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1350 "BTC": balance_mock1,
1351 "ETH": balance_mock2,
1352 }
1353
f86ee140 1354 as_json = balance_store.as_json()
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1355 self.assertEqual(1, as_json["BTC"])
1356 self.assertEqual(2, as_json["ETH"])
1357
1358
1aa7d4fa 1359@unittest.skipUnless("unit" in limits, "Unit skipped")
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1360class ComputationTest(WebMockTestCase):
1361 def test_compute_value(self):
1362 compute = mock.Mock()
1363 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1364 compute.assert_called_with("foo", "ask")
1365
1366 compute.reset_mock()
1367 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1368 compute.assert_called_with("foo", "bid")
1369
1370 compute.reset_mock()
1371 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1372 compute.assert_called_with("foo", "ask")
1373
1374 compute.reset_mock()
1375 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1376 compute.assert_called_with("foo", "bid")
1377
1378 compute.reset_mock()
1379 portfolio.Computation.computations["test"] = compute
1380 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1381 compute.assert_called_with("foo", "bid")
1382
1383
1aa7d4fa 1384@unittest.skipUnless("unit" in limits, "Unit skipped")
6ca5a1ec 1385class TradeTest(WebMockTestCase):
cfab619d 1386
cfab619d 1387 def test_values_assertion(self):
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1388 value_from = portfolio.Amount("BTC", "1.0")
1389 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1390 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1391 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1392 self.assertEqual("BTC", trade.base_currency)
1393 self.assertEqual("ETH", trade.currency)
f86ee140 1394 self.assertEqual(self.m, trade.market)
66c8b3dd
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1395
1396 with self.assertRaises(AssertionError):
aca4d437 1397 portfolio.Trade(value_from, -value_to, "ETH", self.m)
66c8b3dd 1398 with self.assertRaises(AssertionError):
aca4d437 1399 portfolio.Trade(value_from, value_to, "ETC", self.m)
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1400 with self.assertRaises(AssertionError):
1401 value_from.currency = "ETH"
f86ee140 1402 portfolio.Trade(value_from, value_to, "ETH", self.m)
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1403 value_from.currency = "BTC"
1404 with self.assertRaises(AssertionError):
1405 value_from2 = portfolio.Amount("BTC", "1.0")
1406 portfolio.Trade(value_from2, value_to, "ETH", self.m)
cfab619d 1407
c51687d2 1408 value_from = portfolio.Amount("BTC", 0)
f86ee140 1409 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1410 self.assertEqual(0, trade.value_from.linked_to)
cfab619d 1411
cfab619d 1412 def test_action(self):
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1413 value_from = portfolio.Amount("BTC", "1.0")
1414 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1415 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1416 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
cfab619d 1417
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1418 self.assertIsNone(trade.action)
1419
1420 value_from = portfolio.Amount("BTC", "1.0")
1421 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1aa7d4fa 1422 value_to = portfolio.Amount("BTC", "2.0")
f86ee140 1423 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
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1424
1425 self.assertIsNone(trade.action)
1426
1427 value_from = portfolio.Amount("BTC", "0.5")
1428 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1429 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1430 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1431
1432 self.assertEqual("acquire", trade.action)
1433
1434 value_from = portfolio.Amount("BTC", "0")
1435 value_from.linked_to = portfolio.Amount("ETH", "0")
1436 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1437 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
c51687d2 1438
5a72ded7 1439 self.assertEqual("acquire", trade.action)
cfab619d 1440
cfab619d 1441 def test_order_action(self):
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1442 value_from = portfolio.Amount("BTC", "0.5")
1443 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1444 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1445 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1446
1447 self.assertEqual("buy", trade.order_action(False))
1448 self.assertEqual("sell", trade.order_action(True))
1449
1450 value_from = portfolio.Amount("BTC", "0")
1451 value_from.linked_to = portfolio.Amount("ETH", "0")
1452 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1453 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1454
1455 self.assertEqual("sell", trade.order_action(False))
1456 self.assertEqual("buy", trade.order_action(True))
1457
1458 def test_trade_type(self):
1459 value_from = portfolio.Amount("BTC", "0.5")
1460 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1461 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1462 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1463
1464 self.assertEqual("long", trade.trade_type)
1465
1466 value_from = portfolio.Amount("BTC", "0")
1467 value_from.linked_to = portfolio.Amount("ETH", "0")
1468 value_to = portfolio.Amount("BTC", "-1.0")
f86ee140 1469 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1470
1471 self.assertEqual("short", trade.trade_type)
1472
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1473 def test_is_fullfiled(self):
1474 value_from = portfolio.Amount("BTC", "0.5")
1475 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1476 value_to = portfolio.Amount("BTC", "1.0")
1477 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1478
1479 order1 = mock.Mock()
1480 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1481
1482 order2 = mock.Mock()
1483 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1484 trade.orders.append(order1)
1485 trade.orders.append(order2)
1486
1487 self.assertFalse(trade.is_fullfiled)
1488
1489 order3 = mock.Mock()
1490 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1491 trade.orders.append(order3)
1492
1493 self.assertTrue(trade.is_fullfiled)
1494
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1495 def test_filled_amount(self):
1496 value_from = portfolio.Amount("BTC", "0.5")
1497 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1498 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1499 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1500
1501 order1 = mock.Mock()
1aa7d4fa 1502 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
c51687d2
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1503
1504 order2 = mock.Mock()
1aa7d4fa 1505 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
c51687d2
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1506 trade.orders.append(order1)
1507 trade.orders.append(order2)
1508
1aa7d4fa
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1509 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1510 order1.filled_amount.assert_called_with(in_base_currency=False)
1511 order2.filled_amount.assert_called_with(in_base_currency=False)
c51687d2 1512
1aa7d4fa
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1513 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1514 order1.filled_amount.assert_called_with(in_base_currency=False)
1515 order2.filled_amount.assert_called_with(in_base_currency=False)
1516
1517 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1518 order1.filled_amount.assert_called_with(in_base_currency=True)
1519 order2.filled_amount.assert_called_with(in_base_currency=True)
1520
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1521 @mock.patch.object(portfolio.Computation, "compute_value")
1522 @mock.patch.object(portfolio.Trade, "filled_amount")
1523 @mock.patch.object(portfolio, "Order")
f86ee140 1524 def test_prepare_order(self, Order, filled_amount, compute_value):
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1525 Order.return_value = "Order"
1526
1527 with self.subTest(desc="Nothing to do"):
1528 value_from = portfolio.Amount("BTC", "10")
1529 value_from.rate = D("0.1")
1530 value_from.linked_to = portfolio.Amount("FOO", "100")
1531 value_to = portfolio.Amount("BTC", "10")
f86ee140 1532 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1533
1534 trade.prepare_order()
1535
1536 filled_amount.assert_not_called()
1537 compute_value.assert_not_called()
1538 self.assertEqual(0, len(trade.orders))
1539 Order.assert_not_called()
1540
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1541 self.m.get_ticker.return_value = { "inverted": False }
1542 with self.subTest(desc="Already filled"):
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1543 filled_amount.return_value = portfolio.Amount("FOO", "100")
1544 compute_value.return_value = D("0.125")
1545
1546 value_from = portfolio.Amount("BTC", "10")
1547 value_from.rate = D("0.1")
1548 value_from.linked_to = portfolio.Amount("FOO", "100")
1549 value_to = portfolio.Amount("BTC", "0")
f86ee140 1550 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1551
1552 trade.prepare_order()
1553
1554 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1555 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1aa7d4fa 1556 self.assertEqual(0, len(trade.orders))
f86ee140 1557 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
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1558 Order.assert_not_called()
1559
1560 with self.subTest(action="dispose", inverted=False):
1561 filled_amount.return_value = portfolio.Amount("FOO", "60")
1562 compute_value.return_value = D("0.125")
1563
1564 value_from = portfolio.Amount("BTC", "10")
1565 value_from.rate = D("0.1")
1566 value_from.linked_to = portfolio.Amount("FOO", "100")
1567 value_to = portfolio.Amount("BTC", "1")
f86ee140 1568 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1569
1570 trade.prepare_order()
1571
1572 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1573 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1574 self.assertEqual(1, len(trade.orders))
1575 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
f86ee140 1576 D("0.125"), "BTC", "long", self.m,
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1577 trade, close_if_possible=False)
1578
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1579 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1580 filled_amount.return_value = portfolio.Amount("FOO", "60")
1581 compute_value.return_value = D("0.125")
1582
1583 value_from = portfolio.Amount("BTC", "10")
1584 value_from.rate = D("0.1")
1585 value_from.linked_to = portfolio.Amount("FOO", "100")
1586 value_to = portfolio.Amount("BTC", "1")
1587 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1588
1589 trade.prepare_order(close_if_possible=True)
1590
1591 filled_amount.assert_called_with(in_base_currency=False)
1592 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1593 self.assertEqual(1, len(trade.orders))
1594 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1595 D("0.125"), "BTC", "long", self.m,
1596 trade, close_if_possible=True)
1597
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1598 with self.subTest(action="acquire", inverted=False):
1599 filled_amount.return_value = portfolio.Amount("BTC", "3")
1600 compute_value.return_value = D("0.125")
1601
1602 value_from = portfolio.Amount("BTC", "1")
1603 value_from.rate = D("0.1")
1604 value_from.linked_to = portfolio.Amount("FOO", "10")
1605 value_to = portfolio.Amount("BTC", "10")
f86ee140 1606 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1607
1608 trade.prepare_order()
1609
1610 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1611 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
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1612 self.assertEqual(1, len(trade.orders))
1613
1614 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
f86ee140 1615 D("0.125"), "BTC", "long", self.m,
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1616 trade, close_if_possible=False)
1617
1618 with self.subTest(close_if_possible=True):
1619 filled_amount.return_value = portfolio.Amount("FOO", "0")
1620 compute_value.return_value = D("0.125")
1621
1622 value_from = portfolio.Amount("BTC", "10")
1623 value_from.rate = D("0.1")
1624 value_from.linked_to = portfolio.Amount("FOO", "100")
1625 value_to = portfolio.Amount("BTC", "0")
f86ee140 1626 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1627
1628 trade.prepare_order()
1629
1630 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1631 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
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1632 self.assertEqual(1, len(trade.orders))
1633 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
f86ee140 1634 D("0.125"), "BTC", "long", self.m,
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1635 trade, close_if_possible=True)
1636
f86ee140 1637 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
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1638 with self.subTest(action="dispose", inverted=True):
1639 filled_amount.return_value = portfolio.Amount("FOO", "300")
1640 compute_value.return_value = D("125")
1641
1642 value_from = portfolio.Amount("BTC", "10")
1643 value_from.rate = D("0.01")
1644 value_from.linked_to = portfolio.Amount("FOO", "1000")
1645 value_to = portfolio.Amount("BTC", "1")
f86ee140 1646 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1647
1648 trade.prepare_order(compute_value="foo")
1649
1650 filled_amount.assert_called_with(in_base_currency=True)
f86ee140 1651 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
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1652 self.assertEqual(1, len(trade.orders))
1653 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
f86ee140 1654 D("125"), "FOO", "long", self.m,
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1655 trade, close_if_possible=False)
1656
1657 with self.subTest(action="acquire", inverted=True):
1658 filled_amount.return_value = portfolio.Amount("BTC", "4")
1659 compute_value.return_value = D("125")
1660
1661 value_from = portfolio.Amount("BTC", "1")
1662 value_from.rate = D("0.01")
1663 value_from.linked_to = portfolio.Amount("FOO", "100")
1664 value_to = portfolio.Amount("BTC", "10")
f86ee140 1665 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
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1666
1667 trade.prepare_order(compute_value="foo")
1668
1669 filled_amount.assert_called_with(in_base_currency=False)
f86ee140 1670 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
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1671 self.assertEqual(1, len(trade.orders))
1672 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
f86ee140 1673 D("125"), "FOO", "long", self.m,
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1674 trade, close_if_possible=False)
1675
1676
1677 @mock.patch.object(portfolio.Trade, "prepare_order")
1678 def test_update_order(self, prepare_order):
1679 order_mock = mock.Mock()
1680 new_order_mock = mock.Mock()
1681
1682 value_from = portfolio.Amount("BTC", "0.5")
1683 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1684 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1685 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
5a72ded7 1686 prepare_order.return_value = new_order_mock
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1687
1688 for i in [0, 1, 3, 4, 6]:
f86ee140 1689 with self.subTest(tick=i):
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1690 trade.update_order(order_mock, i)
1691 order_mock.cancel.assert_not_called()
1692 new_order_mock.run.assert_not_called()
f86ee140 1693 self.m.report.log_order.assert_called_once_with(order_mock, i,
3d0247f9 1694 update="waiting", compute_value=None, new_order=None)
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1695
1696 order_mock.reset_mock()
1697 new_order_mock.reset_mock()
1698 trade.orders = []
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1699 self.m.report.log_order.reset_mock()
1700
1701 trade.update_order(order_mock, 2)
1702 order_mock.cancel.assert_called()
1703 new_order_mock.run.assert_called()
1704 prepare_order.assert_called()
1705 self.m.report.log_order.assert_called()
1706 self.assertEqual(2, self.m.report.log_order.call_count)
1707 calls = [
1708 mock.call(order_mock, 2, update="adjusting",
aca4d437 1709 compute_value=mock.ANY,
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1710 new_order=new_order_mock),
1711 mock.call(order_mock, 2, new_order=new_order_mock),
1712 ]
1713 self.m.report.log_order.assert_has_calls(calls)
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1714
1715 order_mock.reset_mock()
1716 new_order_mock.reset_mock()
1717 trade.orders = []
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1718 self.m.report.log_order.reset_mock()
1719
1720 trade.update_order(order_mock, 5)
1721 order_mock.cancel.assert_called()
1722 new_order_mock.run.assert_called()
1723 prepare_order.assert_called()
1724 self.assertEqual(2, self.m.report.log_order.call_count)
1725 self.m.report.log_order.assert_called()
1726 calls = [
1727 mock.call(order_mock, 5, update="adjusting",
aca4d437 1728 compute_value=mock.ANY,
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1729 new_order=new_order_mock),
1730 mock.call(order_mock, 5, new_order=new_order_mock),
1731 ]
1732 self.m.report.log_order.assert_has_calls(calls)
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1733
1734 order_mock.reset_mock()
1735 new_order_mock.reset_mock()
1736 trade.orders = []
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1737 self.m.report.log_order.reset_mock()
1738
1739 trade.update_order(order_mock, 7)
1740 order_mock.cancel.assert_called()
1741 new_order_mock.run.assert_called()
1742 prepare_order.assert_called_with(compute_value="default")
1743 self.m.report.log_order.assert_called()
1744 self.assertEqual(2, self.m.report.log_order.call_count)
1745 calls = [
1746 mock.call(order_mock, 7, update="market_fallback",
1747 compute_value='default',
1748 new_order=new_order_mock),
1749 mock.call(order_mock, 7, new_order=new_order_mock),
1750 ]
1751 self.m.report.log_order.assert_has_calls(calls)
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1752
1753 order_mock.reset_mock()
1754 new_order_mock.reset_mock()
1755 trade.orders = []
f86ee140 1756 self.m.report.log_order.reset_mock()
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1757
1758 for i in [10, 13, 16]:
f86ee140 1759 with self.subTest(tick=i):
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1760 trade.update_order(order_mock, i)
1761 order_mock.cancel.assert_called()
1762 new_order_mock.run.assert_called()
1763 prepare_order.assert_called_with(compute_value="default")
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1764 self.m.report.log_order.assert_called()
1765 self.assertEqual(2, self.m.report.log_order.call_count)
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1766 calls = [
1767 mock.call(order_mock, i, update="market_adjust",
1768 compute_value='default',
1769 new_order=new_order_mock),
1770 mock.call(order_mock, i, new_order=new_order_mock),
1771 ]
f86ee140 1772 self.m.report.log_order.assert_has_calls(calls)
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1773
1774 order_mock.reset_mock()
1775 new_order_mock.reset_mock()
1776 trade.orders = []
f86ee140 1777 self.m.report.log_order.reset_mock()
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1778
1779 for i in [8, 9, 11, 12]:
f86ee140 1780 with self.subTest(tick=i):
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1781 trade.update_order(order_mock, i)
1782 order_mock.cancel.assert_not_called()
1783 new_order_mock.run.assert_not_called()
f86ee140 1784 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
3d0247f9 1785 compute_value=None, new_order=None)
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1786
1787 order_mock.reset_mock()
1788 new_order_mock.reset_mock()
1789 trade.orders = []
f86ee140 1790 self.m.report.log_order.reset_mock()
cfab619d 1791
cfab619d 1792
f86ee140 1793 def test_print_with_order(self):
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1794 value_from = portfolio.Amount("BTC", "0.5")
1795 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1796 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1797 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1798
1799 order_mock1 = mock.Mock()
1800 order_mock1.__repr__ = mock.Mock()
1801 order_mock1.__repr__.return_value = "Mock 1"
1802 order_mock2 = mock.Mock()
1803 order_mock2.__repr__ = mock.Mock()
1804 order_mock2.__repr__.return_value = "Mock 2"
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1805 order_mock1.mouvements = []
1806 mouvement_mock1 = mock.Mock()
1807 mouvement_mock1.__repr__ = mock.Mock()
1808 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1809 mouvement_mock2 = mock.Mock()
1810 mouvement_mock2.__repr__ = mock.Mock()
1811 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1812 order_mock2.mouvements = [
1813 mouvement_mock1, mouvement_mock2
1814 ]
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1815 trade.orders.append(order_mock1)
1816 trade.orders.append(order_mock2)
1817
1818 trade.print_with_order()
1819
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1820 self.m.report.print_log.assert_called()
1821 calls = self.m.report.print_log.mock_calls
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1822 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1823 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1824 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1825 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1826 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
c51687d2 1827
cfab619d 1828 def test__repr(self):
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1829 value_from = portfolio.Amount("BTC", "0.5")
1830 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1831 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1832 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1833
1834 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
cfab619d 1835
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1836 def test_as_json(self):
1837 value_from = portfolio.Amount("BTC", "0.5")
1838 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1839 value_to = portfolio.Amount("BTC", "1.0")
f86ee140 1840 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
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1841
1842 as_json = trade.as_json()
1843 self.assertEqual("acquire", as_json["action"])
1844 self.assertEqual(D("0.5"), as_json["from"])
1845 self.assertEqual(D("1.0"), as_json["to"])
1846 self.assertEqual("ETH", as_json["currency"])
1847 self.assertEqual("BTC", as_json["base_currency"])
1848
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1849@unittest.skipUnless("unit" in limits, "Unit skipped")
1850class OrderTest(WebMockTestCase):
1851 def test_values(self):
1852 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1853 D("0.1"), "BTC", "long", "market", "trade")
1854 self.assertEqual("buy", order.action)
1855 self.assertEqual(10, order.amount.value)
1856 self.assertEqual("ETH", order.amount.currency)
1857 self.assertEqual(D("0.1"), order.rate)
1858 self.assertEqual("BTC", order.base_currency)
1859 self.assertEqual("market", order.market)
1860 self.assertEqual("long", order.trade_type)
1861 self.assertEqual("pending", order.status)
1862 self.assertEqual("trade", order.trade)
1863 self.assertIsNone(order.id)
1864 self.assertFalse(order.close_if_possible)
1865
1866 def test__repr(self):
1867 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1868 D("0.1"), "BTC", "long", "market", "trade")
1869 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1870
1871 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1872 D("0.1"), "BTC", "long", "market", "trade",
1873 close_if_possible=True)
1874 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1875
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1876 def test_as_json(self):
1877 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1878 D("0.1"), "BTC", "long", "market", "trade")
1879 mouvement_mock1 = mock.Mock()
1880 mouvement_mock1.as_json.return_value = 1
1881 mouvement_mock2 = mock.Mock()
1882 mouvement_mock2.as_json.return_value = 2
1883
1884 order.mouvements = [mouvement_mock1, mouvement_mock2]
1885 as_json = order.as_json()
1886 self.assertEqual("buy", as_json["action"])
1887 self.assertEqual("long", as_json["trade_type"])
1888 self.assertEqual(10, as_json["amount"])
1889 self.assertEqual("ETH", as_json["currency"])
1890 self.assertEqual("BTC", as_json["base_currency"])
1891 self.assertEqual(D("0.1"), as_json["rate"])
1892 self.assertEqual("pending", as_json["status"])
1893 self.assertEqual(False, as_json["close_if_possible"])
1894 self.assertIsNone(as_json["id"])
1895 self.assertEqual([1, 2], as_json["mouvements"])
1896
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1897 def test_account(self):
1898 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1899 D("0.1"), "BTC", "long", "market", "trade")
1900 self.assertEqual("exchange", order.account)
1901
1902 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1903 D("0.1"), "BTC", "short", "market", "trade")
1904 self.assertEqual("margin", order.account)
1905
1906 def test_pending(self):
1907 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1908 D("0.1"), "BTC", "long", "market", "trade")
1909 self.assertTrue(order.pending)
1910 order.status = "open"
1911 self.assertFalse(order.pending)
1912
1913 def test_open(self):
1914 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1915 D("0.1"), "BTC", "long", "market", "trade")
1916 self.assertFalse(order.open)
1917 order.status = "open"
1918 self.assertTrue(order.open)
1919
1920 def test_finished(self):
1921 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1922 D("0.1"), "BTC", "long", "market", "trade")
1923 self.assertFalse(order.finished)
1924 order.status = "closed"
1925 self.assertTrue(order.finished)
1926 order.status = "canceled"
1927 self.assertTrue(order.finished)
1928 order.status = "error"
1929 self.assertTrue(order.finished)
1930
1931 @mock.patch.object(portfolio.Order, "fetch")
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1932 def test_cancel(self, fetch):
1933 self.m.debug = True
5a72ded7 1934 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1935 D("0.1"), "BTC", "long", self.m, "trade")
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1936 order.status = "open"
1937
1938 order.cancel()
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1939 self.m.ccxt.cancel_order.assert_not_called()
1940 self.m.report.log_debug_action.assert_called_once()
1941 self.m.report.log_debug_action.reset_mock()
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1942 self.assertEqual("canceled", order.status)
1943
f86ee140 1944 self.m.debug = False
5a72ded7 1945 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1946 D("0.1"), "BTC", "long", self.m, "trade")
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1947 order.status = "open"
1948 order.id = 42
1949
1950 order.cancel()
f86ee140 1951 self.m.ccxt.cancel_order.assert_called_with(42)
aca4d437 1952 fetch.assert_called_once_with()
f86ee140 1953 self.m.report.log_debug_action.assert_not_called()
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1954
1955 def test_dust_amount_remaining(self):
1956 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1957 D("0.1"), "BTC", "long", self.m, "trade")
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1958 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1959 self.assertFalse(order.dust_amount_remaining())
1960
1961 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1962 self.assertTrue(order.dust_amount_remaining())
1963
1964 @mock.patch.object(portfolio.Order, "fetch")
1965 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1966 def test_remaining_amount(self, filled_amount, fetch):
1967 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1968 D("0.1"), "BTC", "long", self.m, "trade")
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1969
1970 self.assertEqual(9, order.remaining_amount().value)
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1971
1972 order.status = "open"
1973 self.assertEqual(9, order.remaining_amount().value)
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1974
1975 @mock.patch.object(portfolio.Order, "fetch")
1976 def test_filled_amount(self, fetch):
1977 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 1978 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 1979 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1980 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
1981 "date": "2017-12-30 12:00:12", "rate": "0.1",
1982 "amount": "3", "total": "0.3"
1983 }))
1984 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 1985 "tradeID": 43, "type": "buy", "fee": "0.0015",
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IB
1986 "date": "2017-12-30 13:00:12", "rate": "0.2",
1987 "amount": "2", "total": "0.4"
1988 }))
1989 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1990 fetch.assert_not_called()
1991 order.status = "open"
1992 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1993 fetch.assert_called_once()
1994 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1995
1996 def test_fetch_mouvements(self):
f86ee140 1997 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
5a72ded7 1998 {
df9e4e7f 1999 "tradeID": 42, "type": "buy", "fee": "0.0015",
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IB
2000 "date": "2017-12-30 12:00:12", "rate": "0.1",
2001 "amount": "3", "total": "0.3"
2002 },
2003 {
df9e4e7f 2004 "tradeID": 43, "type": "buy", "fee": "0.0015",
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IB
2005 "date": "2017-12-30 13:00:12", "rate": "0.2",
2006 "amount": "2", "total": "0.4"
2007 }
2008 ]
2009 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2010 D("0.1"), "BTC", "long", self.m, "trade")
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2011 order.id = 12
2012 order.mouvements = ["Foo", "Bar", "Baz"]
2013
2014 order.fetch_mouvements()
2015
f86ee140 2016 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
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IB
2017 self.assertEqual(2, len(order.mouvements))
2018 self.assertEqual(42, order.mouvements[0].id)
2019 self.assertEqual(43, order.mouvements[1].id)
2020
f86ee140 2021 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
df9e4e7f 2022 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2023 D("0.1"), "BTC", "long", self.m, "trade")
df9e4e7f
IB
2024 order.fetch_mouvements()
2025 self.assertEqual(0, len(order.mouvements))
2026
f86ee140 2027 def test_mark_finished_order(self):
5a72ded7 2028 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2029 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2030 close_if_possible=True)
2031 order.status = "closed"
f86ee140 2032 self.m.debug = False
5a72ded7
IB
2033
2034 order.mark_finished_order()
f86ee140
IB
2035 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
2036 self.m.ccxt.close_margin_position.reset_mock()
5a72ded7
IB
2037
2038 order.status = "open"
2039 order.mark_finished_order()
f86ee140 2040 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2041
2042 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2043 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2044 close_if_possible=False)
2045 order.status = "closed"
2046 order.mark_finished_order()
f86ee140 2047 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2048
2049 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
f86ee140 2050 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
IB
2051 close_if_possible=True)
2052 order.status = "closed"
2053 order.mark_finished_order()
f86ee140 2054 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7
IB
2055
2056 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2057 D("0.1"), "BTC", "long", self.m, "trade",
5a72ded7
IB
2058 close_if_possible=True)
2059 order.status = "closed"
2060 order.mark_finished_order()
f86ee140 2061 self.m.ccxt.close_margin_position.assert_not_called()
5a72ded7 2062
f86ee140 2063 self.m.debug = True
5a72ded7
IB
2064
2065 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2066 D("0.1"), "BTC", "short", self.m, "trade",
5a72ded7
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2067 close_if_possible=True)
2068 order.status = "closed"
2069
2070 order.mark_finished_order()
f86ee140
IB
2071 self.m.ccxt.close_margin_position.assert_not_called()
2072 self.m.report.log_debug_action.assert_called_once()
5a72ded7
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2073
2074 @mock.patch.object(portfolio.Order, "fetch_mouvements")
f86ee140 2075 def test_fetch(self, fetch_mouvements):
aca4d437
IB
2076 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2077 D("0.1"), "BTC", "long", self.m, "trade")
2078 order.id = 45
2079 with self.subTest(debug=True):
2080 self.m.debug = True
2081 order.fetch()
2082 self.m.report.log_debug_action.assert_called_once()
2083 self.m.report.log_debug_action.reset_mock()
2084 self.m.ccxt.fetch_order.assert_not_called()
2085 fetch_mouvements.assert_not_called()
5a72ded7 2086
aca4d437
IB
2087 with self.subTest(debug=False):
2088 self.m.debug = False
2089 self.m.ccxt.fetch_order.return_value = {
2090 "status": "foo",
2091 "datetime": "timestamp"
2092 }
2093 order.fetch()
5a72ded7 2094
aca4d437
IB
2095 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
2096 fetch_mouvements.assert_called_once()
2097 self.assertEqual("foo", order.status)
2098 self.assertEqual("timestamp", order.timestamp)
2099 self.assertEqual(1, len(order.results))
2100 self.m.report.log_debug_action.assert_not_called()
5a72ded7 2101
aca4d437
IB
2102 with self.subTest(missing_order=True):
2103 self.m.ccxt.fetch_order.side_effect = [
2104 portfolio.OrderNotCached,
2105 ]
5a72ded7 2106 order.fetch()
aca4d437 2107 self.assertEqual("closed_unknown", order.status)
5a72ded7
IB
2108
2109 @mock.patch.object(portfolio.Order, "fetch")
2110 @mock.patch.object(portfolio.Order, "mark_finished_order")
f86ee140 2111 def test_get_status(self, mark_finished_order, fetch):
5a72ded7 2112 with self.subTest(debug=True):
f86ee140 2113 self.m.debug = True
5a72ded7 2114 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2115 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2116 self.assertEqual("pending", order.get_status())
2117 fetch.assert_not_called()
f86ee140 2118 self.m.report.log_debug_action.assert_called_once()
5a72ded7
IB
2119
2120 with self.subTest(debug=False, finished=False):
f86ee140 2121 self.m.debug = False
5a72ded7 2122 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2123 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2124 def _fetch(order):
2125 def update_status():
2126 order.status = "open"
2127 return update_status
2128 fetch.side_effect = _fetch(order)
2129 self.assertEqual("open", order.get_status())
2130 mark_finished_order.assert_not_called()
2131 fetch.assert_called_once()
2132
2133 mark_finished_order.reset_mock()
2134 fetch.reset_mock()
2135 with self.subTest(debug=False, finished=True):
f86ee140 2136 self.m.debug = False
5a72ded7 2137 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2138 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7
IB
2139 def _fetch(order):
2140 def update_status():
2141 order.status = "closed"
2142 return update_status
2143 fetch.side_effect = _fetch(order)
2144 self.assertEqual("closed", order.get_status())
2145 mark_finished_order.assert_called_once()
2146 fetch.assert_called_once()
2147
2148 def test_run(self):
f86ee140
IB
2149 self.m.ccxt.order_precision.return_value = 4
2150 with self.subTest(debug=True):
2151 self.m.debug = True
5a72ded7 2152 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140 2153 D("0.1"), "BTC", "long", self.m, "trade")
5a72ded7 2154 order.run()
f86ee140
IB
2155 self.m.ccxt.create_order.assert_not_called()
2156 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
2157 self.assertEqual("open", order.status)
2158 self.assertEqual(1, len(order.results))
2159 self.assertEqual(-1, order.id)
2160
f86ee140 2161 self.m.ccxt.create_order.reset_mock()
5a72ded7 2162 with self.subTest(debug=False):
f86ee140 2163 self.m.debug = False
5a72ded7 2164 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2165 D("0.1"), "BTC", "long", self.m, "trade")
2166 self.m.ccxt.create_order.return_value = { "id": 123 }
5a72ded7 2167 order.run()
f86ee140 2168 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2169 self.assertEqual(1, len(order.results))
2170 self.assertEqual("open", order.status)
2171
f86ee140
IB
2172 self.m.ccxt.create_order.reset_mock()
2173 with self.subTest(exception=True):
5a72ded7 2174 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
f86ee140
IB
2175 D("0.1"), "BTC", "long", self.m, "trade")
2176 self.m.ccxt.create_order.side_effect = Exception("bouh")
5a72ded7 2177 order.run()
f86ee140 2178 self.m.ccxt.create_order.assert_called_once()
5a72ded7
IB
2179 self.assertEqual(0, len(order.results))
2180 self.assertEqual("error", order.status)
f86ee140 2181 self.m.report.log_error.assert_called_once()
5a72ded7 2182
f86ee140 2183 self.m.ccxt.create_order.reset_mock()
df9e4e7f
IB
2184 with self.subTest(dust_amount_exception=True),\
2185 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2186 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
f86ee140 2187 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858 2188 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
df9e4e7f 2189 order.run()
f86ee140 2190 self.m.ccxt.create_order.assert_called_once()
df9e4e7f
IB
2191 self.assertEqual(0, len(order.results))
2192 self.assertEqual("closed", order.status)
2193 mark_finished_order.assert_called_once()
2194
f70bb858 2195 self.m.ccxt.order_precision.return_value = 8
d24bb10c 2196 self.m.ccxt.create_order.reset_mock()
f70bb858 2197 with self.subTest(insufficient_funds=True),\
d24bb10c 2198 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
f70bb858 2199 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
d24bb10c 2200 D("0.1"), "BTC", "long", self.m, "trade")
f70bb858
IB
2201 self.m.ccxt.create_order.side_effect = [
2202 portfolio.InsufficientFunds,
2203 portfolio.InsufficientFunds,
2204 portfolio.InsufficientFunds,
2205 { "id": 123 },
2206 ]
d24bb10c 2207 order.run()
f70bb858
IB
2208 self.m.ccxt.create_order.assert_has_calls([
2209 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2210 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2211 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2212 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2213 ])
2214 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2215 self.assertEqual(1, len(order.results))
2216 self.assertEqual("open", order.status)
2217 self.assertEqual(4, order.tries)
2218 self.m.report.log_error.assert_called()
2219 self.assertEqual(4, self.m.report.log_error.call_count)
2220
2221 self.m.ccxt.order_precision.return_value = 8
2222 self.m.ccxt.create_order.reset_mock()
2223 self.m.report.log_error.reset_mock()
2224 with self.subTest(insufficient_funds=True),\
2225 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2226 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2227 D("0.1"), "BTC", "long", self.m, "trade")
2228 self.m.ccxt.create_order.side_effect = [
2229 portfolio.InsufficientFunds,
2230 portfolio.InsufficientFunds,
2231 portfolio.InsufficientFunds,
2232 portfolio.InsufficientFunds,
2233 portfolio.InsufficientFunds,
2234 ]
2235 order.run()
2236 self.m.ccxt.create_order.assert_has_calls([
2237 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2238 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2239 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2240 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2241 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2242 ])
2243 self.assertEqual(5, self.m.ccxt.create_order.call_count)
d24bb10c 2244 self.assertEqual(0, len(order.results))
f70bb858
IB
2245 self.assertEqual("error", order.status)
2246 self.assertEqual(5, order.tries)
2247 self.m.report.log_error.assert_called()
2248 self.assertEqual(5, self.m.report.log_error.call_count)
2249 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 2250
df9e4e7f 2251
5a72ded7
IB
2252@unittest.skipUnless("unit" in limits, "Unit skipped")
2253class MouvementTest(WebMockTestCase):
2254 def test_values(self):
2255 mouvement = portfolio.Mouvement("ETH", "BTC", {
df9e4e7f 2256 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
2257 "date": "2017-12-30 12:00:12", "rate": "0.1",
2258 "amount": "10", "total": "1"
2259 })
2260 self.assertEqual("ETH", mouvement.currency)
2261 self.assertEqual("BTC", mouvement.base_currency)
2262 self.assertEqual(42, mouvement.id)
2263 self.assertEqual("buy", mouvement.action)
2264 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2265 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2266 self.assertEqual(D("0.1"), mouvement.rate)
2267 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2268 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2269
df9e4e7f
IB
2270 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2271 self.assertIsNone(mouvement.date)
2272 self.assertIsNone(mouvement.id)
2273 self.assertIsNone(mouvement.action)
2274 self.assertEqual(-1, mouvement.fee_rate)
2275 self.assertEqual(0, mouvement.rate)
2276 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2277 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2278
c31df868
IB
2279 def test__repr(self):
2280 mouvement = portfolio.Mouvement("ETH", "BTC", {
2281 "tradeID": 42, "type": "buy", "fee": "0.0015",
2282 "date": "2017-12-30 12:00:12", "rate": "0.1",
2283 "amount": "10", "total": "1"
2284 })
2285 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3d0247f9 2286
c31df868
IB
2287 mouvement = portfolio.Mouvement("ETH", "BTC", {
2288 "tradeID": 42, "type": "buy",
2289 "date": "garbage", "rate": "0.1",
2290 "amount": "10", "total": "1"
2291 })
2292 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2293
3d0247f9
IB
2294 def test_as_json(self):
2295 mouvement = portfolio.Mouvement("ETH", "BTC", {
2296 "tradeID": 42, "type": "buy", "fee": "0.0015",
2297 "date": "2017-12-30 12:00:12", "rate": "0.1",
2298 "amount": "10", "total": "1"
2299 })
2300 as_json = mouvement.as_json()
2301
2302 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2303 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2304 self.assertEqual("buy", as_json["action"])
2305 self.assertEqual(D("10"), as_json["total"])
2306 self.assertEqual(D("1"), as_json["total_in_base"])
2307 self.assertEqual("BTC", as_json["base_currency"])
2308 self.assertEqual("ETH", as_json["currency"])
2309
2310@unittest.skipUnless("unit" in limits, "Unit skipped")
2311class ReportStoreTest(WebMockTestCase):
2312 def test_add_log(self):
f86ee140
IB
2313 report_store = market.ReportStore(self.m)
2314 report_store.add_log({"foo": "bar"})
3d0247f9 2315
f86ee140 2316 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3d0247f9
IB
2317
2318 def test_set_verbose(self):
f86ee140 2319 report_store = market.ReportStore(self.m)
3d0247f9 2320 with self.subTest(verbose=True):
f86ee140
IB
2321 report_store.set_verbose(True)
2322 self.assertTrue(report_store.verbose_print)
3d0247f9
IB
2323
2324 with self.subTest(verbose=False):
f86ee140
IB
2325 report_store.set_verbose(False)
2326 self.assertFalse(report_store.verbose_print)
3d0247f9
IB
2327
2328 def test_print_log(self):
f86ee140 2329 report_store = market.ReportStore(self.m)
3d0247f9
IB
2330 with self.subTest(verbose=True),\
2331 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2332 report_store.set_verbose(True)
2333 report_store.print_log("Coucou")
2334 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2335 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2336
2337 with self.subTest(verbose=False),\
2338 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
f86ee140
IB
2339 report_store.set_verbose(False)
2340 report_store.print_log("Coucou")
2341 report_store.print_log(portfolio.Amount("BTC", 1))
3d0247f9
IB
2342 self.assertEqual(stdout_mock.getvalue(), "")
2343
2344 def test_to_json(self):
f86ee140
IB
2345 report_store = market.ReportStore(self.m)
2346 report_store.logs.append({"foo": "bar"})
2347 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2348 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2349 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2350 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
be54a201 2351 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
3d0247f9 2352
f86ee140
IB
2353 @mock.patch.object(market.ReportStore, "print_log")
2354 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2355 def test_log_stage(self, add_log, print_log):
f86ee140
IB
2356 report_store = market.ReportStore(self.m)
2357 report_store.log_stage("foo")
3d0247f9
IB
2358 print_log.assert_has_calls([
2359 mock.call("-----------"),
2360 mock.call("[Stage] foo"),
2361 ])
2362 add_log.assert_called_once_with({'type': 'stage', 'stage': 'foo'})
2363
f86ee140
IB
2364 @mock.patch.object(market.ReportStore, "print_log")
2365 @mock.patch.object(market.ReportStore, "add_log")
2366 def test_log_balances(self, add_log, print_log):
2367 report_store = market.ReportStore(self.m)
2368 self.m.balances.as_json.return_value = "json"
2369 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3d0247f9 2370
f86ee140 2371 report_store.log_balances(tag="tag")
3d0247f9
IB
2372 print_log.assert_has_calls([
2373 mock.call("[Balance]"),
2374 mock.call("\tbar"),
2375 mock.call("\tbaz"),
2376 ])
18167a3c
IB
2377 add_log.assert_called_once_with({
2378 'type': 'balance',
2379 'balances': 'json',
2380 'tag': 'tag'
2381 })
3d0247f9 2382
f86ee140
IB
2383 @mock.patch.object(market.ReportStore, "print_log")
2384 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2385 def test_log_tickers(self, add_log, print_log):
f86ee140 2386 report_store = market.ReportStore(self.m)
3d0247f9
IB
2387 amounts = {
2388 "BTC": portfolio.Amount("BTC", 10),
2389 "ETH": portfolio.Amount("BTC", D("0.3"))
2390 }
2391 amounts["ETH"].rate = D("0.1")
2392
f86ee140 2393 report_store.log_tickers(amounts, "BTC", "default", "total")
3d0247f9
IB
2394 print_log.assert_not_called()
2395 add_log.assert_called_once_with({
2396 'type': 'tickers',
2397 'compute_value': 'default',
2398 'balance_type': 'total',
2399 'currency': 'BTC',
2400 'balances': {
2401 'BTC': D('10'),
2402 'ETH': D('0.3')
2403 },
2404 'rates': {
2405 'BTC': None,
2406 'ETH': D('0.1')
2407 },
2408 'total': D('10.3')
2409 })
2410
aca4d437
IB
2411 add_log.reset_mock()
2412 compute_value = lambda x: x["bid"]
2413 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2414 add_log.assert_called_once_with({
2415 'type': 'tickers',
2416 'compute_value': 'compute_value = lambda x: x["bid"]',
2417 'balance_type': 'total',
2418 'currency': 'BTC',
2419 'balances': {
2420 'BTC': D('10'),
2421 'ETH': D('0.3')
2422 },
2423 'rates': {
2424 'BTC': None,
2425 'ETH': D('0.1')
2426 },
2427 'total': D('10.3')
2428 })
2429
f86ee140
IB
2430 @mock.patch.object(market.ReportStore, "print_log")
2431 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2432 def test_log_dispatch(self, add_log, print_log):
f86ee140 2433 report_store = market.ReportStore(self.m)
3d0247f9
IB
2434 amount = portfolio.Amount("BTC", "10.3")
2435 amounts = {
2436 "BTC": portfolio.Amount("BTC", 10),
2437 "ETH": portfolio.Amount("BTC", D("0.3"))
2438 }
f86ee140 2439 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3d0247f9
IB
2440 print_log.assert_not_called()
2441 add_log.assert_called_once_with({
2442 'type': 'dispatch',
2443 'liquidity': 'medium',
2444 'repartition_ratio': 'repartition',
2445 'total_amount': {
2446 'currency': 'BTC',
2447 'value': D('10.3')
2448 },
2449 'repartition': {
2450 'BTC': D('10'),
2451 'ETH': D('0.3')
2452 }
2453 })
2454
f86ee140
IB
2455 @mock.patch.object(market.ReportStore, "print_log")
2456 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2457 def test_log_trades(self, add_log, print_log):
f86ee140 2458 report_store = market.ReportStore(self.m)
3d0247f9
IB
2459 trade_mock1 = mock.Mock()
2460 trade_mock2 = mock.Mock()
2461 trade_mock1.as_json.return_value = { "trade": "1" }
2462 trade_mock2.as_json.return_value = { "trade": "2" }
2463
2464 matching_and_trades = [
2465 (True, trade_mock1),
2466 (False, trade_mock2),
2467 ]
f86ee140 2468 report_store.log_trades(matching_and_trades, "only")
3d0247f9
IB
2469
2470 print_log.assert_not_called()
2471 add_log.assert_called_with({
2472 'type': 'trades',
2473 'only': 'only',
f86ee140 2474 'debug': False,
3d0247f9
IB
2475 'trades': [
2476 {'trade': '1', 'skipped': False},
2477 {'trade': '2', 'skipped': True}
2478 ]
2479 })
2480
f86ee140
IB
2481 @mock.patch.object(market.ReportStore, "print_log")
2482 @mock.patch.object(market.ReportStore, "add_log")
2483 def test_log_orders(self, add_log, print_log):
2484 report_store = market.ReportStore(self.m)
2485
3d0247f9
IB
2486 order_mock1 = mock.Mock()
2487 order_mock2 = mock.Mock()
2488
2489 order_mock1.as_json.return_value = "order1"
2490 order_mock2.as_json.return_value = "order2"
2491
2492 orders = [order_mock1, order_mock2]
2493
f86ee140 2494 report_store.log_orders(orders, tick="tick",
3d0247f9
IB
2495 only="only", compute_value="compute_value")
2496
2497 print_log.assert_called_once_with("[Orders]")
f86ee140 2498 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3d0247f9
IB
2499
2500 add_log.assert_called_with({
2501 'type': 'orders',
2502 'only': 'only',
2503 'compute_value': 'compute_value',
2504 'tick': 'tick',
2505 'orders': ['order1', 'order2']
2506 })
2507
aca4d437
IB
2508 add_log.reset_mock()
2509 def compute_value(x, y):
2510 return x[y]
2511 report_store.log_orders(orders, tick="tick",
2512 only="only", compute_value=compute_value)
2513 add_log.assert_called_with({
2514 'type': 'orders',
2515 'only': 'only',
2516 'compute_value': 'def compute_value(x, y):\n return x[y]',
2517 'tick': 'tick',
2518 'orders': ['order1', 'order2']
2519 })
2520
2521
f86ee140
IB
2522 @mock.patch.object(market.ReportStore, "print_log")
2523 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2524 def test_log_order(self, add_log, print_log):
f86ee140 2525 report_store = market.ReportStore(self.m)
3d0247f9
IB
2526 order_mock = mock.Mock()
2527 order_mock.as_json.return_value = "order"
2528 new_order_mock = mock.Mock()
2529 new_order_mock.as_json.return_value = "new_order"
2530 order_mock.__repr__ = mock.Mock()
2531 order_mock.__repr__.return_value = "Order Mock"
2532 new_order_mock.__repr__ = mock.Mock()
2533 new_order_mock.__repr__.return_value = "New order Mock"
2534
2535 with self.subTest(finished=True):
f86ee140 2536 report_store.log_order(order_mock, 1, finished=True)
3d0247f9
IB
2537 print_log.assert_called_once_with("[Order] Finished Order Mock")
2538 add_log.assert_called_once_with({
2539 'type': 'order',
2540 'tick': 1,
2541 'update': None,
2542 'order': 'order',
2543 'compute_value': None,
2544 'new_order': None
2545 })
2546
2547 add_log.reset_mock()
2548 print_log.reset_mock()
2549
2550 with self.subTest(update="waiting"):
f86ee140 2551 report_store.log_order(order_mock, 1, update="waiting")
3d0247f9
IB
2552 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2553 add_log.assert_called_once_with({
2554 'type': 'order',
2555 'tick': 1,
2556 'update': 'waiting',
2557 'order': 'order',
2558 'compute_value': None,
2559 'new_order': None
2560 })
2561
2562 add_log.reset_mock()
2563 print_log.reset_mock()
2564 with self.subTest(update="adjusting"):
aca4d437 2565 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
f86ee140 2566 report_store.log_order(order_mock, 3,
3d0247f9 2567 update="adjusting", new_order=new_order_mock,
aca4d437 2568 compute_value=compute_value)
3d0247f9
IB
2569 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2570 add_log.assert_called_once_with({
2571 'type': 'order',
2572 'tick': 3,
2573 'update': 'adjusting',
2574 'order': 'order',
aca4d437 2575 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3d0247f9
IB
2576 'new_order': 'new_order'
2577 })
2578
2579 add_log.reset_mock()
2580 print_log.reset_mock()
2581 with self.subTest(update="market_fallback"):
f86ee140 2582 report_store.log_order(order_mock, 7,
3d0247f9
IB
2583 update="market_fallback", new_order=new_order_mock)
2584 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2585 add_log.assert_called_once_with({
2586 'type': 'order',
2587 'tick': 7,
2588 'update': 'market_fallback',
2589 'order': 'order',
2590 'compute_value': None,
2591 'new_order': 'new_order'
2592 })
2593
2594 add_log.reset_mock()
2595 print_log.reset_mock()
2596 with self.subTest(update="market_adjusting"):
f86ee140 2597 report_store.log_order(order_mock, 17,
3d0247f9
IB
2598 update="market_adjust", new_order=new_order_mock)
2599 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2600 add_log.assert_called_once_with({
2601 'type': 'order',
2602 'tick': 17,
2603 'update': 'market_adjust',
2604 'order': 'order',
2605 'compute_value': None,
2606 'new_order': 'new_order'
2607 })
2608
f86ee140
IB
2609 @mock.patch.object(market.ReportStore, "print_log")
2610 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2611 def test_log_move_balances(self, add_log, print_log):
f86ee140 2612 report_store = market.ReportStore(self.m)
3d0247f9
IB
2613 needed = {
2614 "BTC": portfolio.Amount("BTC", 10),
2615 "USDT": 1
2616 }
2617 moving = {
2618 "BTC": portfolio.Amount("BTC", 3),
2619 "USDT": -2
2620 }
f86ee140 2621 report_store.log_move_balances(needed, moving)
3d0247f9
IB
2622 print_log.assert_not_called()
2623 add_log.assert_called_once_with({
2624 'type': 'move_balances',
f86ee140 2625 'debug': False,
3d0247f9
IB
2626 'needed': {
2627 'BTC': D('10'),
2628 'USDT': 1
2629 },
2630 'moving': {
2631 'BTC': D('3'),
2632 'USDT': -2
2633 }
2634 })
2635
f86ee140
IB
2636 @mock.patch.object(market.ReportStore, "print_log")
2637 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2638 def test_log_http_request(self, add_log, print_log):
f86ee140 2639 report_store = market.ReportStore(self.m)
3d0247f9
IB
2640 response = mock.Mock()
2641 response.status_code = 200
2642 response.text = "Hey"
2643
f86ee140 2644 report_store.log_http_request("method", "url", "body",
3d0247f9
IB
2645 "headers", response)
2646 print_log.assert_not_called()
2647 add_log.assert_called_once_with({
2648 'type': 'http_request',
2649 'method': 'method',
2650 'url': 'url',
2651 'body': 'body',
2652 'headers': 'headers',
2653 'status': 200,
2654 'response': 'Hey'
2655 })
2656
f86ee140
IB
2657 @mock.patch.object(market.ReportStore, "print_log")
2658 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2659 def test_log_error(self, add_log, print_log):
f86ee140 2660 report_store = market.ReportStore(self.m)
3d0247f9 2661 with self.subTest(message=None, exception=None):
f86ee140 2662 report_store.log_error("action")
3d0247f9
IB
2663 print_log.assert_called_once_with("[Error] action")
2664 add_log.assert_called_once_with({
2665 'type': 'error',
2666 'action': 'action',
2667 'exception_class': None,
2668 'exception_message': None,
2669 'message': None
2670 })
2671
2672 print_log.reset_mock()
2673 add_log.reset_mock()
2674 with self.subTest(message="Hey", exception=None):
f86ee140 2675 report_store.log_error("action", message="Hey")
3d0247f9
IB
2676 print_log.assert_has_calls([
2677 mock.call("[Error] action"),
2678 mock.call("\tHey")
2679 ])
2680 add_log.assert_called_once_with({
2681 'type': 'error',
2682 'action': 'action',
2683 'exception_class': None,
2684 'exception_message': None,
2685 'message': "Hey"
2686 })
2687
2688 print_log.reset_mock()
2689 add_log.reset_mock()
2690 with self.subTest(message=None, exception=Exception("bouh")):
f86ee140 2691 report_store.log_error("action", exception=Exception("bouh"))
3d0247f9
IB
2692 print_log.assert_has_calls([
2693 mock.call("[Error] action"),
2694 mock.call("\tException: bouh")
2695 ])
2696 add_log.assert_called_once_with({
2697 'type': 'error',
2698 'action': 'action',
2699 'exception_class': "Exception",
2700 'exception_message': "bouh",
2701 'message': None
2702 })
2703
2704 print_log.reset_mock()
2705 add_log.reset_mock()
2706 with self.subTest(message="Hey", exception=Exception("bouh")):
f86ee140 2707 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3d0247f9
IB
2708 print_log.assert_has_calls([
2709 mock.call("[Error] action"),
2710 mock.call("\tException: bouh"),
2711 mock.call("\tHey")
2712 ])
2713 add_log.assert_called_once_with({
2714 'type': 'error',
2715 'action': 'action',
2716 'exception_class': "Exception",
2717 'exception_message': "bouh",
2718 'message': "Hey"
2719 })
2720
f86ee140
IB
2721 @mock.patch.object(market.ReportStore, "print_log")
2722 @mock.patch.object(market.ReportStore, "add_log")
3d0247f9 2723 def test_log_debug_action(self, add_log, print_log):
f86ee140
IB
2724 report_store = market.ReportStore(self.m)
2725 report_store.log_debug_action("Hey")
3d0247f9
IB
2726
2727 print_log.assert_called_once_with("[Debug] Hey")
2728 add_log.assert_called_once_with({
2729 'type': 'debug_action',
2730 'action': 'Hey'
2731 })
2732
f86ee140
IB
2733@unittest.skipUnless("unit" in limits, "Unit skipped")
2734class HelperTest(WebMockTestCase):
2033e7fe
IB
2735 def test_make_order(self):
2736 self.m.get_ticker.return_value = {
2737 "inverted": False,
2738 "average": D("0.1"),
2739 "bid": D("0.09"),
2740 "ask": D("0.11"),
2741 }
2742
2743 with self.subTest(description="nominal case"):
2744 helper.make_order(self.m, 10, "ETH")
2745
2746 self.m.report.log_stage.assert_has_calls([
2747 mock.call("make_order_begin"),
2748 mock.call("make_order_end"),
2749 ])
2750 self.m.balances.fetch_balances.assert_has_calls([
2751 mock.call(tag="make_order_begin"),
2752 mock.call(tag="make_order_end"),
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(False, trade.orders[0].close_if_possible)
2757 self.assertEqual(0, trade.value_from)
2758 self.assertEqual("ETH", trade.currency)
2759 self.assertEqual("BTC", trade.base_currency)
2760 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2761 self.m.trades.run_orders.assert_called_once_with()
2762 self.m.follow_orders.assert_called_once_with()
2763
2764 order = trade.orders[0]
2765 self.assertEqual(D("0.10"), order.rate)
2766
2767 self.m.reset_mock()
2768 with self.subTest(compute_value="default"):
2769 helper.make_order(self.m, 10, "ETH", action="dispose",
2770 compute_value="ask")
2771
2772 trade = self.m.trades.all.append.mock_calls[0][1][0]
2773 order = trade.orders[0]
2774 self.assertEqual(D("0.11"), order.rate)
2775
2776 self.m.reset_mock()
2777 with self.subTest(follow=False):
2778 result = helper.make_order(self.m, 10, "ETH", follow=False)
2779
2780 self.m.report.log_stage.assert_has_calls([
2781 mock.call("make_order_begin"),
2782 mock.call("make_order_end_not_followed"),
2783 ])
2784 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2785
2786 self.m.trades.all.append.assert_called_once()
2787 trade = self.m.trades.all.append.mock_calls[0][1][0]
2788 self.assertEqual(0, trade.value_from)
2789 self.assertEqual("ETH", trade.currency)
2790 self.assertEqual("BTC", trade.base_currency)
2791 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2792 self.m.trades.run_orders.assert_called_once_with()
2793 self.m.follow_orders.assert_not_called()
2794 self.assertEqual(trade.orders[0], result)
2795
2796 self.m.reset_mock()
2797 with self.subTest(base_currency="USDT"):
2798 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2799
2800 trade = self.m.trades.all.append.mock_calls[0][1][0]
2801 self.assertEqual("BTC", trade.currency)
2802 self.assertEqual("USDT", trade.base_currency)
2803
2804 self.m.reset_mock()
2805 with self.subTest(close_if_possible=True):
2806 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2807
2808 trade = self.m.trades.all.append.mock_calls[0][1][0]
2809 self.assertEqual(True, trade.orders[0].close_if_possible)
2810
2811 self.m.reset_mock()
2812 with self.subTest(action="dispose"):
2813 helper.make_order(self.m, 10, "ETH", action="dispose")
2814
2815 trade = self.m.trades.all.append.mock_calls[0][1][0]
2816 self.assertEqual(0, trade.value_to)
2817 self.assertEqual(1, trade.value_from.value)
2818 self.assertEqual("ETH", trade.currency)
2819 self.assertEqual("BTC", trade.base_currency)
2820
2821 self.m.reset_mock()
2822 with self.subTest(compute_value="default"):
2823 helper.make_order(self.m, 10, "ETH", action="dispose",
2824 compute_value="bid")
2825
2826 trade = self.m.trades.all.append.mock_calls[0][1][0]
2827 self.assertEqual(D("0.9"), trade.value_from.value)
2828
2829 def test_user_market(self):
2830 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2831 mock.patch("helper.main_parse_config") as main_parse_config:
2832 with self.subTest(debug=False):
2833 main_parse_config.return_value = ["pg_config", "report_path"]
2834 main_fetch_markets.return_value = [({"key": "market_config"},)]
2835 m = helper.get_user_market("config_path.ini", 1)
2836
2837 self.assertIsInstance(m, market.Market)
2838 self.assertFalse(m.debug)
2839
2840 with self.subTest(debug=True):
2841 main_parse_config.return_value = ["pg_config", "report_path"]
2842 main_fetch_markets.return_value = [({"key": "market_config"},)]
2843 m = helper.get_user_market("config_path.ini", 1, debug=True)
2844
2845 self.assertIsInstance(m, market.Market)
2846 self.assertTrue(m.debug)
2847
f86ee140
IB
2848 def test_main_store_report(self):
2849 file_open = mock.mock_open()
2850 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2851 helper.main_store_report(None, 1, self.m)
2852 file_open.assert_not_called()
2853
2854 file_open = mock.mock_open()
2855 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2856 mock.patch.object(helper, "datetime") as time_mock:
2857 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2858 self.m.report.to_json.return_value = "json_content"
2859
2860 helper.main_store_report("present", 1, self.m)
2861
2862 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2863 file_open().write.assert_called_once_with("json_content")
2864 self.m.report.to_json.assert_called_once_with()
2865
2866 with self.subTest(file="error"),\
2867 mock.patch("helper.open") as file_open,\
2868 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2869 file_open.side_effect = FileNotFoundError
2870
2871 helper.main_store_report("error", 1, self.m)
2872
2873 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2874
2875 @mock.patch("helper.process_sell_all__1_all_sell")
2876 @mock.patch("helper.process_sell_all__2_all_buy")
2877 @mock.patch("portfolio.Portfolio.wait_for_recent")
2878 def test_main_process_market(self, wait, buy, sell):
2879 with self.subTest(before=False, after=False):
516a2517 2880 helper.main_process_market("user", None)
f86ee140
IB
2881
2882 wait.assert_not_called()
2883 buy.assert_not_called()
2884 sell.assert_not_called()
2885
2886 buy.reset_mock()
2887 wait.reset_mock()
2888 sell.reset_mock()
2889 with self.subTest(before=True, after=False):
516a2517 2890 helper.main_process_market("user", None, before=True)
f86ee140
IB
2891
2892 wait.assert_not_called()
2893 buy.assert_not_called()
2894 sell.assert_called_once_with("user")
2895
2896 buy.reset_mock()
2897 wait.reset_mock()
2898 sell.reset_mock()
2899 with self.subTest(before=False, after=True):
516a2517 2900 helper.main_process_market("user", None, after=True)
f86ee140
IB
2901
2902 wait.assert_called_once_with("user")
2903 buy.assert_called_once_with("user")
2904 sell.assert_not_called()
2905
2906 buy.reset_mock()
2907 wait.reset_mock()
2908 sell.reset_mock()
2909 with self.subTest(before=True, after=True):
516a2517 2910 helper.main_process_market("user", None, before=True, after=True)
f86ee140
IB
2911
2912 wait.assert_called_once_with("user")
2913 buy.assert_called_once_with("user")
2914 sell.assert_called_once_with("user")
2915
516a2517
IB
2916 buy.reset_mock()
2917 wait.reset_mock()
2918 sell.reset_mock()
2919 with self.subTest(action="print_balances"),\
2920 mock.patch("helper.print_balances") as print_balances:
2921 helper.main_process_market("user", "print_balances")
2922
2923 buy.assert_not_called()
2924 wait.assert_not_called()
2925 sell.assert_not_called()
2926 print_balances.assert_called_once_with("user")
2927
2928 with self.subTest(action="print_orders"),\
2929 mock.patch("helper.print_orders") as print_orders:
2930 helper.main_process_market("user", "print_orders")
2931
2932 buy.assert_not_called()
2933 wait.assert_not_called()
2934 sell.assert_not_called()
2935 print_orders.assert_called_once_with("user")
2936
2937 with self.subTest(action="unknown"),\
2938 self.assertRaises(NotImplementedError):
2939 helper.main_process_market("user", "unknown")
2940
f86ee140
IB
2941 @mock.patch.object(helper, "psycopg2")
2942 def test_fetch_markets(self, psycopg2):
2943 connect_mock = mock.Mock()
2944 cursor_mock = mock.MagicMock()
2945 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2946
2947 connect_mock.cursor.return_value = cursor_mock
2948 psycopg2.connect.return_value = connect_mock
2949
516a2517
IB
2950 with self.subTest(user=None):
2951 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2952
2953 psycopg2.connect.assert_called_once_with(foo="bar")
2954 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2955
2956 self.assertEqual(["row_1", "row_2"], rows)
2957
2958 psycopg2.connect.reset_mock()
2959 cursor_mock.execute.reset_mock()
2960 with self.subTest(user=1):
2961 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
f86ee140 2962
516a2517
IB
2963 psycopg2.connect.assert_called_once_with(foo="bar")
2964 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
f86ee140 2965
516a2517 2966 self.assertEqual(["row_1", "row_2"], rows)
f86ee140
IB
2967
2968 @mock.patch.object(helper.sys, "exit")
2969 def test_main_parse_args(self, exit):
2970 with self.subTest(config="config.ini"):
2971 args = helper.main_parse_args([])
2972 self.assertEqual("config.ini", args.config)
2973 self.assertFalse(args.before)
2974 self.assertFalse(args.after)
2975 self.assertFalse(args.debug)
2976
2977 args = helper.main_parse_args(["--before", "--after", "--debug"])
2978 self.assertTrue(args.before)
2979 self.assertTrue(args.after)
2980 self.assertTrue(args.debug)
2981
2982 exit.assert_not_called()
2983
2984 with self.subTest(config="inexistant"),\
2985 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2986 args = helper.main_parse_args(["--config", "foo.bar"])
2987 exit.assert_called_once_with(1)
2988 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2989
2990 @mock.patch.object(helper.sys, "exit")
2991 @mock.patch("helper.configparser")
2992 @mock.patch("helper.os")
2993 def test_main_parse_config(self, os, configparser, exit):
2994 with self.subTest(pg_config=True, report_path=None):
2995 config_mock = mock.MagicMock()
2996 configparser.ConfigParser.return_value = config_mock
2997 def config(element):
2998 return element == "postgresql"
2999
3000 config_mock.__contains__.side_effect = config
3001 config_mock.__getitem__.return_value = "pg_config"
3002
3003 result = helper.main_parse_config("configfile")
3004
3005 config_mock.read.assert_called_with("configfile")
3006
3007 self.assertEqual(["pg_config", None], result)
3008
3009 with self.subTest(pg_config=True, report_path="present"):
3010 config_mock = mock.MagicMock()
3011 configparser.ConfigParser.return_value = config_mock
3012
3013 config_mock.__contains__.return_value = True
3014 config_mock.__getitem__.side_effect = [
3015 {"report_path": "report_path"},
3016 {"report_path": "report_path"},
3017 "pg_config",
3018 ]
3019
3020 os.path.exists.return_value = False
3021 result = helper.main_parse_config("configfile")
3022
3023 config_mock.read.assert_called_with("configfile")
3024 self.assertEqual(["pg_config", "report_path"], result)
3025 os.path.exists.assert_called_once_with("report_path")
3026 os.makedirs.assert_called_once_with("report_path")
3027
3028 with self.subTest(pg_config=False),\
3029 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3030 config_mock = mock.MagicMock()
3031 configparser.ConfigParser.return_value = config_mock
3032 result = helper.main_parse_config("configfile")
3033
3034 config_mock.read.assert_called_with("configfile")
3035 exit.assert_called_once_with(1)
3036 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3037
3038
3039 def test_print_orders(self):
3040 helper.print_orders(self.m)
3041
3042 self.m.report.log_stage.assert_called_with("print_orders")
3043 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
3044 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3045 compute_value="average")
3046 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3047
3048 def test_print_balances(self):
3049 self.m.balances.in_currency.return_value = {
3050 "BTC": portfolio.Amount("BTC", "0.65"),
3051 "ETH": portfolio.Amount("BTC", "0.3"),
3052 }
3053
3054 helper.print_balances(self.m)
3055
f70bb858 3056 self.m.report.log_stage.assert_called_once_with("print_balances")
f86ee140
IB
3057 self.m.balances.fetch_balances.assert_called_with()
3058 self.m.report.print_log.assert_has_calls([
3059 mock.call("total:"),
3060 mock.call(portfolio.Amount("BTC", "0.95")),
3061 ])
3062
3063 def test_process_sell_needed__1_sell(self):
3064 helper.process_sell_needed__1_sell(self.m)
3065
3066 self.m.balances.fetch_balances.assert_has_calls([
3067 mock.call(tag="process_sell_needed__1_sell_begin"),
3068 mock.call(tag="process_sell_needed__1_sell_end"),
3069 ])
3070 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3071 liquidity="medium")
3072 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3073 only="dispose")
3074 self.m.trades.run_orders.assert_called()
3075 self.m.follow_orders.assert_called()
3076 self.m.report.log_stage.assert_has_calls([
3077 mock.call("process_sell_needed__1_sell_begin"),
3078 mock.call("process_sell_needed__1_sell_end")
3079 ])
3080
3081 def test_process_sell_needed__2_buy(self):
3082 helper.process_sell_needed__2_buy(self.m)
3083
3084 self.m.balances.fetch_balances.assert_has_calls([
3085 mock.call(tag="process_sell_needed__2_buy_begin"),
3086 mock.call(tag="process_sell_needed__2_buy_end"),
3087 ])
3088 self.m.update_trades.assert_called_with(base_currency="BTC",
3089 liquidity="medium", only="acquire")
3090 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3091 only="acquire")
3092 self.m.move_balances.assert_called_with()
3093 self.m.trades.run_orders.assert_called()
3094 self.m.follow_orders.assert_called()
3095 self.m.report.log_stage.assert_has_calls([
3096 mock.call("process_sell_needed__2_buy_begin"),
3097 mock.call("process_sell_needed__2_buy_end")
3098 ])
3099
3100 def test_process_sell_all__1_sell(self):
3101 helper.process_sell_all__1_all_sell(self.m)
3102
3103 self.m.balances.fetch_balances.assert_has_calls([
3104 mock.call(tag="process_sell_all__1_all_sell_begin"),
3105 mock.call(tag="process_sell_all__1_all_sell_end"),
3106 ])
3107 self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
3108 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3109 self.m.trades.run_orders.assert_called()
3110 self.m.follow_orders.assert_called()
3111 self.m.report.log_stage.assert_has_calls([
3112 mock.call("process_sell_all__1_all_sell_begin"),
3113 mock.call("process_sell_all__1_all_sell_end")
3114 ])
3115
3116 def test_process_sell_all__2_all_buy(self):
3117 helper.process_sell_all__2_all_buy(self.m)
3118
3119 self.m.balances.fetch_balances.assert_has_calls([
3120 mock.call(tag="process_sell_all__2_all_buy_begin"),
3121 mock.call(tag="process_sell_all__2_all_buy_end"),
3122 ])
3123 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3124 liquidity="medium")
3125 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3126 self.m.move_balances.assert_called_with()
3127 self.m.trades.run_orders.assert_called()
3128 self.m.follow_orders.assert_called()
3129 self.m.report.log_stage.assert_has_calls([
3130 mock.call("process_sell_all__2_all_buy_begin"),
3131 mock.call("process_sell_all__2_all_buy_end")
3132 ])
3133
1aa7d4fa 3134@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
80cdd672
IB
3135class AcceptanceTest(WebMockTestCase):
3136 @unittest.expectedFailure
a9950fd0 3137 def test_success_sell_only_necessary(self):
3d0247f9 3138 # FIXME: catch stdout
f86ee140 3139 self.m.report.verbose_print = False
a9950fd0
IB
3140 fetch_balance = {
3141 "ETH": {
c51687d2
IB
3142 "exchange_free": D("1.0"),
3143 "exchange_used": D("0.0"),
3144 "exchange_total": D("1.0"),
a9950fd0
IB
3145 "total": D("1.0"),
3146 },
3147 "ETC": {
c51687d2
IB
3148 "exchange_free": D("4.0"),
3149 "exchange_used": D("0.0"),
3150 "exchange_total": D("4.0"),
a9950fd0
IB
3151 "total": D("4.0"),
3152 },
3153 "XVG": {
c51687d2
IB
3154 "exchange_free": D("1000.0"),
3155 "exchange_used": D("0.0"),
3156 "exchange_total": D("1000.0"),
a9950fd0
IB
3157 "total": D("1000.0"),
3158 },
3159 }
3160 repartition = {
350ed24d
IB
3161 "ETH": (D("0.25"), "long"),
3162 "ETC": (D("0.25"), "long"),
3163 "BTC": (D("0.4"), "long"),
3164 "BTD": (D("0.01"), "short"),
3165 "B2X": (D("0.04"), "long"),
3166 "USDT": (D("0.05"), "long"),
a9950fd0
IB
3167 }
3168
3169 def fetch_ticker(symbol):
3170 if symbol == "ETH/BTC":
3171 return {
3172 "symbol": "ETH/BTC",
3173 "bid": D("0.14"),
3174 "ask": D("0.16")
3175 }
3176 if symbol == "ETC/BTC":
3177 return {
3178 "symbol": "ETC/BTC",
3179 "bid": D("0.002"),
3180 "ask": D("0.003")
3181 }
3182 if symbol == "XVG/BTC":
3183 return {
3184 "symbol": "XVG/BTC",
3185 "bid": D("0.00003"),
3186 "ask": D("0.00005")
3187 }
3188 if symbol == "BTD/BTC":
3189 return {
3190 "symbol": "BTD/BTC",
3191 "bid": D("0.0008"),
3192 "ask": D("0.0012")
3193 }
350ed24d
IB
3194 if symbol == "B2X/BTC":
3195 return {
3196 "symbol": "B2X/BTC",
3197 "bid": D("0.0008"),
3198 "ask": D("0.0012")
3199 }
a9950fd0 3200 if symbol == "USDT/BTC":
6ca5a1ec 3201 raise helper.ExchangeError
a9950fd0
IB
3202 if symbol == "BTC/USDT":
3203 return {
3204 "symbol": "BTC/USDT",
3205 "bid": D("14000"),
3206 "ask": D("16000")
3207 }
3208 self.fail("Shouldn't have been called with {}".format(symbol))
3209
3210 market = mock.Mock()
c51687d2 3211 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3212 market.fetch_ticker.side_effect = fetch_ticker
350ed24d 3213 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3214 # Action 1
6ca5a1ec 3215 helper.prepare_trades(market)
a9950fd0 3216
6ca5a1ec 3217 balances = portfolio.BalanceStore.all
a9950fd0
IB
3218 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3219 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3220 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3221
3222
5a72ded7 3223 trades = portfolio.TradeStore.all
c51687d2
IB
3224 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3225 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3226 self.assertEqual("dispose", trades[0].action)
a9950fd0 3227
c51687d2
IB
3228 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3229 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3230 self.assertEqual("acquire", trades[1].action)
a9950fd0 3231
c51687d2
IB
3232 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3233 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3234 self.assertEqual("dispose", trades[2].action)
a9950fd0 3235
c51687d2
IB
3236 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3237 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5a72ded7 3238 self.assertEqual("acquire", trades[3].action)
350ed24d 3239
c51687d2
IB
3240 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3241 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3242 self.assertEqual("acquire", trades[4].action)
a9950fd0 3243
c51687d2
IB
3244 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3245 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3246 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3247
3248 # Action 2
5a72ded7 3249 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
a9950fd0 3250
5a72ded7 3251 all_orders = portfolio.TradeStore.all_orders(state="pending")
a9950fd0
IB
3252 self.assertEqual(2, len(all_orders))
3253 self.assertEqual(2, 3*all_orders[0].amount.value)
3254 self.assertEqual(D("0.14014"), all_orders[0].rate)
3255 self.assertEqual(1000, all_orders[1].amount.value)
3256 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3257
3258
ecba1113 3259 def create_order(symbol, type, action, amount, price=None, account="exchange"):
a9950fd0
IB
3260 self.assertEqual("limit", type)
3261 if symbol == "ETH/BTC":
b83d4897 3262 self.assertEqual("sell", action)
350ed24d 3263 self.assertEqual(D('0.66666666'), amount)
a9950fd0
IB
3264 self.assertEqual(D("0.14014"), price)
3265 elif symbol == "XVG/BTC":
b83d4897 3266 self.assertEqual("sell", action)
a9950fd0
IB
3267 self.assertEqual(1000, amount)
3268 self.assertEqual(D("0.00003003"), price)
3269 else:
3270 self.fail("I shouldn't have been called")
3271
3272 return {
3273 "id": symbol,
3274 }
3275 market.create_order.side_effect = create_order
350ed24d 3276 market.order_precision.return_value = 8
a9950fd0
IB
3277
3278 # Action 3
6ca5a1ec 3279 portfolio.TradeStore.run_orders()
a9950fd0
IB
3280
3281 self.assertEqual("open", all_orders[0].status)
3282 self.assertEqual("open", all_orders[1].status)
3283
5a72ded7
IB
3284 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3285 market.privatePostReturnOrderTrades.return_value = [
3286 {
df9e4e7f 3287 "tradeID": 42, "type": "buy", "fee": "0.0015",
5a72ded7
IB
3288 "date": "2017-12-30 12:00:12", "rate": "0.1",
3289 "amount": "10", "total": "1"
3290 }
3291 ]
a9950fd0
IB
3292 with mock.patch.object(portfolio.time, "sleep") as sleep:
3293 # Action 4
6ca5a1ec 3294 helper.follow_orders(verbose=False)
a9950fd0
IB
3295
3296 sleep.assert_called_with(30)
3297
3298 for order in all_orders:
3299 self.assertEqual("closed", order.status)
3300
3301 fetch_balance = {
3302 "ETH": {
5a72ded7
IB
3303 "exchange_free": D("1.0") / 3,
3304 "exchange_used": D("0.0"),
3305 "exchange_total": D("1.0") / 3,
3306 "margin_total": 0,
a9950fd0
IB
3307 "total": D("1.0") / 3,
3308 },
3309 "BTC": {
5a72ded7
IB
3310 "exchange_free": D("0.134"),
3311 "exchange_used": D("0.0"),
3312 "exchange_total": D("0.134"),
3313 "margin_total": 0,
a9950fd0
IB
3314 "total": D("0.134"),
3315 },
3316 "ETC": {
5a72ded7
IB
3317 "exchange_free": D("4.0"),
3318 "exchange_used": D("0.0"),
3319 "exchange_total": D("4.0"),
3320 "margin_total": 0,
a9950fd0
IB
3321 "total": D("4.0"),
3322 },
3323 "XVG": {
5a72ded7
IB
3324 "exchange_free": D("0.0"),
3325 "exchange_used": D("0.0"),
3326 "exchange_total": D("0.0"),
3327 "margin_total": 0,
a9950fd0
IB
3328 "total": D("0.0"),
3329 },
3330 }
5a72ded7 3331 market.fetch_all_balances.return_value = fetch_balance
a9950fd0 3332
350ed24d 3333 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
a9950fd0 3334 # Action 5
5a72ded7 3335 helper.update_trades(market, only="acquire", compute_value="average")
a9950fd0 3336
6ca5a1ec 3337 balances = portfolio.BalanceStore.all
a9950fd0
IB
3338 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3339 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3340 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3341 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3342
3343
5a72ded7
IB
3344 trades = portfolio.TradeStore.all
3345 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3346 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3347 self.assertEqual("dispose", trades[0].action)
a9950fd0 3348
5a72ded7
IB
3349 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3350 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3351 self.assertEqual("acquire", trades[1].action)
a9950fd0
IB
3352
3353 self.assertNotIn("BTC", trades)
3354
5a72ded7
IB
3355 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3356 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3357 self.assertEqual("dispose", trades[2].action)
a9950fd0 3358
5a72ded7
IB
3359 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3360 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3361 self.assertEqual("acquire", trades[3].action)
350ed24d 3362
5a72ded7
IB
3363 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3364 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3365 self.assertEqual("acquire", trades[4].action)
a9950fd0 3366
5a72ded7
IB
3367 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3368 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3369 self.assertEqual("acquire", trades[5].action)
a9950fd0
IB
3370
3371 # Action 6
5a72ded7 3372 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
b83d4897 3373
5a72ded7 3374 all_orders = portfolio.TradeStore.all_orders(state="pending")
350ed24d
IB
3375 self.assertEqual(4, len(all_orders))
3376 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
b83d4897
IB
3377 self.assertEqual(D("0.003"), all_orders[0].rate)
3378 self.assertEqual("buy", all_orders[0].action)
350ed24d 3379 self.assertEqual("long", all_orders[0].trade_type)
b83d4897 3380
350ed24d 3381 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
b83d4897 3382 self.assertEqual(D("0.0012"), all_orders[1].rate)
350ed24d
IB
3383 self.assertEqual("sell", all_orders[1].action)
3384 self.assertEqual("short", all_orders[1].trade_type)
3385
3386 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3387 self.assertAlmostEqual(0, diff.value)
3388 self.assertEqual(D("0.0012"), all_orders[2].rate)
3389 self.assertEqual("buy", all_orders[2].action)
3390 self.assertEqual("long", all_orders[2].trade_type)
3391
3392 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3393 self.assertEqual(D("16000"), all_orders[3].rate)
3394 self.assertEqual("sell", all_orders[3].action)
3395 self.assertEqual("long", all_orders[3].trade_type)
b83d4897 3396
006a2084
IB
3397 # Action 6b
3398 # TODO:
3399 # Move balances to margin
3400
350ed24d
IB
3401 # Action 7
3402 # TODO
6ca5a1ec 3403 # portfolio.TradeStore.run_orders()
a9950fd0
IB
3404
3405 with mock.patch.object(portfolio.time, "sleep") as sleep:
350ed24d 3406 # Action 8
6ca5a1ec 3407 helper.follow_orders(verbose=False)
a9950fd0
IB
3408
3409 sleep.assert_called_with(30)
3410
dd359bc0
IB
3411if __name__ == '__main__':
3412 unittest.main()