projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blame
| Commit | Line | Data |
|---|---|---|
| c682bdf4 | 1 | from .helper import * |
| 30700830 | 2 | import market, store, portfolio, dbs |
| c682bdf4 IB |
3 | import datetime |
| 4 | ||
| 3080f31d | 5 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| c682bdf4 IB |
6 | class MarketTest(WebMockTestCase): |
| 7 | def setUp(self): | |
| 8 | super().setUp() | |
| 9 | ||
| 10 | self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 11 | ||
| 12 | def test_values(self): | |
| 13 | m = market.Market(self.ccxt, self.market_args()) | |
| 14 | ||
| 15 | self.assertEqual(self.ccxt, m.ccxt) | |
| 16 | self.assertFalse(m.debug) | |
| 17 | self.assertIsInstance(m.report, market.ReportStore) | |
| 18 | self.assertIsInstance(m.trades, market.TradeStore) | |
| 19 | self.assertIsInstance(m.balances, market.BalanceStore) | |
| 20 | self.assertEqual(m, m.report.market) | |
| 21 | self.assertEqual(m, m.trades.market) | |
| 22 | self.assertEqual(m, m.balances.market) | |
| 23 | self.assertEqual(m, m.ccxt._market) | |
| 24 | ||
| 25 | m = market.Market(self.ccxt, self.market_args(debug=True)) | |
| 26 | self.assertTrue(m.debug) | |
| 27 | ||
| 28 | m = market.Market(self.ccxt, self.market_args(debug=False)) | |
| 29 | self.assertFalse(m.debug) | |
| 30 | ||
| 31 | with mock.patch("market.ReportStore") as report_store: | |
| 32 | with self.subTest(quiet=False): | |
| 33 | m = market.Market(self.ccxt, self.market_args(quiet=False)) | |
| 34 | report_store.assert_called_with(m, verbose_print=True) | |
| 35 | report_store().log_market.assert_called_once() | |
| 36 | report_store.reset_mock() | |
| 37 | with self.subTest(quiet=True): | |
| 38 | m = market.Market(self.ccxt, self.market_args(quiet=True)) | |
| 39 | report_store.assert_called_with(m, verbose_print=False) | |
| 40 | report_store().log_market.assert_called_once() | |
| 41 | ||
| 42 | @mock.patch("market.ccxt") | |
| 43 | def test_from_config(self, ccxt): | |
| 44 | with mock.patch("market.ReportStore"): | |
| 45 | ccxt.poloniexE.return_value = self.ccxt | |
| 46 | ||
| 47 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) | |
| 48 | ||
| 49 | self.assertEqual(self.ccxt, m.ccxt) | |
| 50 | ||
| 51 | m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) | |
| 52 | self.assertEqual(True, m.debug) | |
| 53 | ||
| 54 | def test_get_tickers(self): | |
| 55 | self.ccxt.fetch_tickers.side_effect = [ | |
| 56 | "tickers", | |
| 57 | market.NotSupported | |
| 58 | ] | |
| 59 | ||
| 60 | m = market.Market(self.ccxt, self.market_args()) | |
| 61 | self.assertEqual("tickers", m.get_tickers()) | |
| 62 | self.assertEqual("tickers", m.get_tickers()) | |
| 63 | self.ccxt.fetch_tickers.assert_called_once() | |
| 64 | ||
| 65 | self.assertIsNone(m.get_tickers(refresh=self.time.time())) | |
| 66 | ||
| 67 | def test_get_ticker(self): | |
| 68 | with self.subTest(get_tickers=True): | |
| 69 | self.ccxt.fetch_tickers.return_value = { | |
| 70 | "ETH/ETC": { "bid": 1, "ask": 3 }, | |
| 71 | "XVG/ETH": { "bid": 10, "ask": 40 }, | |
| 72 | } | |
| 73 | m = market.Market(self.ccxt, self.market_args()) | |
| 74 | ||
| 75 | ticker = m.get_ticker("ETH", "ETC") | |
| 76 | self.assertEqual(1, ticker["bid"]) | |
| 77 | self.assertEqual(3, ticker["ask"]) | |
| 78 | self.assertEqual(2, ticker["average"]) | |
| 79 | self.assertFalse(ticker["inverted"]) | |
| 80 | ||
| 81 | ticker = m.get_ticker("ETH", "XVG") | |
| 82 | self.assertEqual(0.0625, ticker["average"]) | |
| 83 | self.assertTrue(ticker["inverted"]) | |
| 84 | self.assertIn("original", ticker) | |
| 85 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 86 | self.assertEqual(25, ticker["original"]["average"]) | |
| 87 | ||
| 88 | ticker = m.get_ticker("XVG", "XMR") | |
| 89 | self.assertIsNone(ticker) | |
| 90 | ||
| 91 | with self.subTest(get_tickers=False): | |
| 92 | self.ccxt.fetch_tickers.return_value = None | |
| 93 | self.ccxt.fetch_ticker.side_effect = [ | |
| 94 | { "bid": 1, "ask": 3 }, | |
| 95 | market.ExchangeError("foo"), | |
| 96 | { "bid": 10, "ask": 40 }, | |
| 97 | market.ExchangeError("foo"), | |
| 98 | market.ExchangeError("foo"), | |
| 99 | ] | |
| 100 | ||
| 101 | m = market.Market(self.ccxt, self.market_args()) | |
| 102 | ||
| 103 | ticker = m.get_ticker("ETH", "ETC") | |
| 104 | self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") | |
| 105 | self.assertEqual(1, ticker["bid"]) | |
| 106 | self.assertEqual(3, ticker["ask"]) | |
| 107 | self.assertEqual(2, ticker["average"]) | |
| 108 | self.assertFalse(ticker["inverted"]) | |
| 109 | ||
| 110 | ticker = m.get_ticker("ETH", "XVG") | |
| 111 | self.assertEqual(0.0625, ticker["average"]) | |
| 112 | self.assertTrue(ticker["inverted"]) | |
| 113 | self.assertIn("original", ticker) | |
| 114 | self.assertEqual(10, ticker["original"]["bid"]) | |
| 115 | self.assertEqual(25, ticker["original"]["average"]) | |
| 116 | ||
| 117 | ticker = m.get_ticker("XVG", "XMR") | |
| 118 | self.assertIsNone(ticker) | |
| 119 | ||
| 120 | def test_fetch_fees(self): | |
| 121 | m = market.Market(self.ccxt, self.market_args()) | |
| 122 | self.ccxt.fetch_fees.return_value = "Foo" | |
| 123 | self.assertEqual("Foo", m.fetch_fees()) | |
| 124 | self.ccxt.fetch_fees.assert_called_once() | |
| 125 | self.ccxt.reset_mock() | |
| 126 | self.assertEqual("Foo", m.fetch_fees()) | |
| 127 | self.ccxt.fetch_fees.assert_not_called() | |
| 128 | ||
| 129 | @mock.patch.object(market.Portfolio, "repartition") | |
| 130 | @mock.patch.object(market.Market, "get_ticker") | |
| 131 | @mock.patch.object(market.TradeStore, "compute_trades") | |
| 132 | def test_prepare_trades(self, compute_trades, get_ticker, repartition): | |
| 96959cea IB |
133 | with self.subTest(available_balance_only=False),\ |
| 134 | mock.patch("market.ReportStore"): | |
| 135 | def _get_ticker(c1, c2): | |
| 136 | if c1 == "USDT" and c2 == "BTC": | |
| 137 | return { "average": D("0.0001") } | |
| 138 | if c1 == "XVG" and c2 == "BTC": | |
| 139 | return { "average": D("0.000001") } | |
| 140 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
| 141 | get_ticker.side_effect = _get_ticker | |
| 142 | ||
| 143 | repartition.return_value = { | |
| 144 | "XEM": (D("0.75"), "long"), | |
| 145 | "BTC": (D("0.25"), "long"), | |
| 146 | } | |
| c682bdf4 IB |
147 | m = market.Market(self.ccxt, self.market_args()) |
| 148 | self.ccxt.fetch_all_balances.return_value = { | |
| 149 | "USDT": { | |
| 150 | "exchange_free": D("10000.0"), | |
| 151 | "exchange_used": D("0.0"), | |
| 152 | "exchange_total": D("10000.0"), | |
| 153 | "total": D("10000.0") | |
| 154 | }, | |
| 155 | "XVG": { | |
| 156 | "exchange_free": D("10000.0"), | |
| 157 | "exchange_used": D("0.0"), | |
| 158 | "exchange_total": D("10000.0"), | |
| 159 | "total": D("10000.0") | |
| 160 | }, | |
| 161 | } | |
| 162 | ||
| 163 | m.balances.fetch_balances(tag="tag") | |
| 164 | ||
| 165 | m.prepare_trades() | |
| 166 | compute_trades.assert_called() | |
| 167 | ||
| 168 | call = compute_trades.call_args | |
| 169 | self.assertEqual(1, call[0][0]["USDT"].value) | |
| 170 | self.assertEqual(D("0.01"), call[0][0]["XVG"].value) | |
| 171 | self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) | |
| 172 | self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) | |
| 173 | m.report.log_stage.assert_called_once_with("prepare_trades", | |
| 174 | base_currency='BTC', compute_value='average', | |
| 96959cea IB |
175 | available_balance_only=False, liquidity='medium', |
| 176 | only=None, repartition=None) | |
| bb127bc8 | 177 | m.report.log_balances.assert_called_once_with(tag="tag", checkpoint=None) |
| c682bdf4 | 178 | |
| 96959cea IB |
179 | compute_trades.reset_mock() |
| 180 | with self.subTest(available_balance_only=True),\ | |
| 181 | mock.patch("market.ReportStore"): | |
| 182 | def _get_ticker(c1, c2): | |
| 183 | if c1 == "ZRC" and c2 == "BTC": | |
| 184 | return { "average": D("0.0001") } | |
| 185 | if c1 == "DOGE" and c2 == "BTC": | |
| 186 | return { "average": D("0.000001") } | |
| 187 | if c1 == "ETH" and c2 == "BTC": | |
| 188 | return { "average": D("0.1") } | |
| 3d6f74ee IB |
189 | if c1 == "FOO" and c2 == "BTC": |
| 190 | return { "average": D("0.1") } | |
| 96959cea IB |
191 | self.fail("Should not be called with {}, {}".format(c1, c2)) |
| 192 | get_ticker.side_effect = _get_ticker | |
| 193 | ||
| 194 | repartition.return_value = { | |
| 3d6f74ee IB |
195 | "DOGE": (D("0.20"), "short"), |
| 196 | "BTC": (D("0.20"), "long"), | |
| 197 | "ETH": (D("0.20"), "long"), | |
| 198 | "XMR": (D("0.20"), "long"), | |
| 199 | "FOO": (D("0.20"), "long"), | |
| 96959cea IB |
200 | } |
| 201 | m = market.Market(self.ccxt, self.market_args()) | |
| 202 | self.ccxt.fetch_all_balances.return_value = { | |
| 203 | "ZRC": { | |
| 204 | "exchange_free": D("2.0"), | |
| 205 | "exchange_used": D("0.0"), | |
| 206 | "exchange_total": D("2.0"), | |
| 207 | "total": D("2.0") | |
| 208 | }, | |
| 209 | "DOGE": { | |
| 210 | "exchange_free": D("5.0"), | |
| 211 | "exchange_used": D("0.0"), | |
| 212 | "exchange_total": D("5.0"), | |
| 213 | "total": D("5.0") | |
| 214 | }, | |
| 215 | "BTC": { | |
| 3d6f74ee | 216 | "exchange_free": D("0.065"), |
| 96959cea | 217 | "exchange_used": D("0.02"), |
| 3d6f74ee IB |
218 | "exchange_total": D("0.085"), |
| 219 | "margin_available": D("0.035"), | |
| 96959cea | 220 | "margin_in_position": D("0.01"), |
| 3d6f74ee | 221 | "margin_total": D("0.045"), |
| 96959cea IB |
222 | "total": D("0.13") |
| 223 | }, | |
| 224 | "ETH": { | |
| 225 | "exchange_free": D("1.0"), | |
| 226 | "exchange_used": D("0.0"), | |
| 227 | "exchange_total": D("1.0"), | |
| 228 | "total": D("1.0") | |
| 229 | }, | |
| 3d6f74ee IB |
230 | "FOO": { |
| 231 | "exchange_free": D("0.1"), | |
| 232 | "exchange_used": D("0.0"), | |
| 233 | "exchange_total": D("0.1"), | |
| 234 | "total": D("0.1"), | |
| 235 | }, | |
| 96959cea IB |
236 | } |
| 237 | ||
| 238 | m.balances.fetch_balances(tag="tag") | |
| 239 | m.prepare_trades(available_balance_only=True) | |
| 240 | compute_trades.assert_called_once() | |
| 241 | ||
| 242 | call = compute_trades.call_args[0] | |
| 243 | values_in_base = call[0] | |
| 244 | new_repartition = call[1] | |
| 245 | ||
| 246 | self.assertEqual(portfolio.Amount("BTC", "-0.025"), | |
| 247 | new_repartition["DOGE"] - values_in_base["DOGE"]) | |
| 96959cea | 248 | self.assertEqual(0, |
| 3d6f74ee IB |
249 | new_repartition["ETH"] - values_in_base["ETH"]) |
| 250 | self.assertIsNone(new_repartition.get("ZRC")) | |
| 96959cea IB |
251 | self.assertEqual(portfolio.Amount("BTC", "0.025"), |
| 252 | new_repartition["XMR"]) | |
| 3d6f74ee IB |
253 | self.assertEqual(portfolio.Amount("BTC", "0.015"), |
| 254 | new_repartition["FOO"] - values_in_base["FOO"]) | |
| 96959cea IB |
255 | |
| 256 | compute_trades.reset_mock() | |
| 257 | with self.subTest(available_balance_only=True, balance=0),\ | |
| 258 | mock.patch("market.ReportStore"): | |
| 259 | def _get_ticker(c1, c2): | |
| 260 | if c1 == "ETH" and c2 == "BTC": | |
| 261 | return { "average": D("0.1") } | |
| 262 | self.fail("Should not be called with {}, {}".format(c1, c2)) | |
| 263 | get_ticker.side_effect = _get_ticker | |
| 264 | ||
| 265 | repartition.return_value = { | |
| 266 | "BTC": (D("0.5"), "long"), | |
| 267 | "ETH": (D("0.5"), "long"), | |
| 268 | } | |
| 269 | m = market.Market(self.ccxt, self.market_args()) | |
| 270 | self.ccxt.fetch_all_balances.return_value = { | |
| 271 | "ETH": { | |
| 272 | "exchange_free": D("1.0"), | |
| 273 | "exchange_used": D("0.0"), | |
| 274 | "exchange_total": D("1.0"), | |
| 275 | "total": D("1.0") | |
| 276 | }, | |
| 277 | } | |
| 278 | ||
| 279 | m.balances.fetch_balances(tag="tag") | |
| 280 | m.prepare_trades(available_balance_only=True) | |
| 281 | compute_trades.assert_called_once() | |
| 282 | ||
| 283 | call = compute_trades.call_args[0] | |
| 284 | values_in_base = call[0] | |
| 285 | new_repartition = call[1] | |
| 286 | ||
| 287 | self.assertEqual(new_repartition["ETH"], values_in_base["ETH"]) | |
| c682bdf4 IB |
288 | |
| 289 | @mock.patch.object(market.time, "sleep") | |
| 290 | @mock.patch.object(market.TradeStore, "all_orders") | |
| 291 | def test_follow_orders(self, all_orders, time_mock): | |
| 292 | for debug, sleep in [ | |
| 293 | (False, None), (True, None), | |
| 294 | (False, 12), (True, 12)]: | |
| 295 | with self.subTest(sleep=sleep, debug=debug), \ | |
| 296 | mock.patch("market.ReportStore"): | |
| 297 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
| 298 | ||
| 299 | order_mock1 = mock.Mock() | |
| 300 | order_mock2 = mock.Mock() | |
| 301 | order_mock3 = mock.Mock() | |
| 302 | all_orders.side_effect = [ | |
| 303 | [order_mock1, order_mock2], | |
| 304 | [order_mock1, order_mock2], | |
| 305 | ||
| 306 | [order_mock1, order_mock3], | |
| 307 | [order_mock1, order_mock3], | |
| 308 | ||
| 309 | [order_mock1, order_mock3], | |
| 310 | [order_mock1, order_mock3], | |
| 311 | ||
| 312 | [] | |
| 313 | ] | |
| 314 | ||
| 315 | order_mock1.get_status.side_effect = ["open", "open", "closed"] | |
| 316 | order_mock2.get_status.side_effect = ["open"] | |
| 317 | order_mock3.get_status.side_effect = ["open", "closed"] | |
| 318 | ||
| 319 | order_mock1.trade = mock.Mock() | |
| 320 | order_mock2.trade = mock.Mock() | |
| 321 | order_mock3.trade = mock.Mock() | |
| 322 | ||
| 323 | m.follow_orders(sleep=sleep) | |
| 324 | ||
| 325 | order_mock1.trade.update_order.assert_any_call(order_mock1, 1) | |
| 326 | order_mock1.trade.update_order.assert_any_call(order_mock1, 2) | |
| 327 | self.assertEqual(2, order_mock1.trade.update_order.call_count) | |
| 328 | self.assertEqual(3, order_mock1.get_status.call_count) | |
| 329 | ||
| 330 | order_mock2.trade.update_order.assert_any_call(order_mock2, 1) | |
| 331 | self.assertEqual(1, order_mock2.trade.update_order.call_count) | |
| 332 | self.assertEqual(1, order_mock2.get_status.call_count) | |
| 333 | ||
| 334 | order_mock3.trade.update_order.assert_any_call(order_mock3, 2) | |
| 335 | self.assertEqual(1, order_mock3.trade.update_order.call_count) | |
| 336 | self.assertEqual(2, order_mock3.get_status.call_count) | |
| 337 | m.report.log_stage.assert_called() | |
| 338 | calls = [ | |
| 339 | mock.call("follow_orders_begin"), | |
| 340 | mock.call("follow_orders_tick_1"), | |
| 341 | mock.call("follow_orders_tick_2"), | |
| 342 | mock.call("follow_orders_tick_3"), | |
| 343 | mock.call("follow_orders_end"), | |
| 344 | ] | |
| 345 | m.report.log_stage.assert_has_calls(calls) | |
| 346 | m.report.log_orders.assert_called() | |
| 347 | self.assertEqual(3, m.report.log_orders.call_count) | |
| 348 | calls = [ | |
| 349 | mock.call([order_mock1, order_mock2], tick=1), | |
| 350 | mock.call([order_mock1, order_mock3], tick=2), | |
| 351 | mock.call([order_mock1, order_mock3], tick=3), | |
| 352 | ] | |
| 353 | m.report.log_orders.assert_has_calls(calls) | |
| 354 | calls = [ | |
| 355 | mock.call(order_mock1, 3, finished=True), | |
| 356 | mock.call(order_mock3, 3, finished=True), | |
| 357 | ] | |
| 358 | m.report.log_order.assert_has_calls(calls) | |
| 359 | ||
| 360 | if sleep is None: | |
| 361 | if debug: | |
| 362 | m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") | |
| 363 | time_mock.assert_called_with(7) | |
| 364 | else: | |
| 365 | time_mock.assert_called_with(30) | |
| 366 | else: | |
| 367 | time_mock.assert_called_with(sleep) | |
| 368 | ||
| 369 | with self.subTest("disappearing order"), \ | |
| 370 | mock.patch("market.ReportStore"): | |
| 371 | all_orders.reset_mock() | |
| 372 | m = market.Market(self.ccxt, self.market_args()) | |
| 373 | ||
| 374 | order_mock1 = mock.Mock() | |
| 375 | order_mock2 = mock.Mock() | |
| 376 | all_orders.side_effect = [ | |
| 377 | [order_mock1, order_mock2], | |
| 378 | [order_mock1, order_mock2], | |
| 379 | ||
| 380 | [order_mock1, order_mock2], | |
| 381 | [order_mock1, order_mock2], | |
| 382 | ||
| 383 | [] | |
| 384 | ] | |
| 385 | ||
| 386 | order_mock1.get_status.side_effect = ["open", "closed"] | |
| 387 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | |
| 388 | ||
| 389 | order_mock1.trade = mock.Mock() | |
| 390 | trade_mock = mock.Mock() | |
| 391 | order_mock2.trade = trade_mock | |
| 392 | ||
| 393 | trade_mock.tick_actions_recreate.return_value = "tick1" | |
| af928d32 IB |
394 | new_order_mock = mock.Mock() |
| 395 | trade_mock.prepare_order.return_value = new_order_mock | |
| c682bdf4 IB |
396 | |
| 397 | m.follow_orders() | |
| 398 | ||
| 399 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | |
| 400 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | |
| 401 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | |
| af928d32 IB |
402 | m.report.log_order.assert_called_with(order_mock2, 2, new_order=new_order_mock) |
| 403 | new_order_mock.run.assert_called_once_with() | |
| c682bdf4 | 404 | |
| 84c9fe33 IB |
405 | with self.subTest("disappearing order no action to do"), \ |
| 406 | mock.patch("market.ReportStore"): | |
| 407 | all_orders.reset_mock() | |
| 408 | m = market.Market(self.ccxt, self.market_args()) | |
| 409 | ||
| 410 | order_mock1 = mock.Mock() | |
| 411 | order_mock2 = mock.Mock() | |
| 412 | all_orders.side_effect = [ | |
| 413 | [order_mock1, order_mock2], | |
| 414 | [order_mock1, order_mock2], | |
| 415 | ||
| 416 | [order_mock1, order_mock2], | |
| 417 | [order_mock1, order_mock2], | |
| 418 | ||
| 419 | [] | |
| 420 | ] | |
| 421 | ||
| 422 | order_mock1.get_status.side_effect = ["open", "closed"] | |
| 423 | order_mock2.get_status.side_effect = ["open", "error_disappeared"] | |
| 424 | ||
| 425 | order_mock1.trade = mock.Mock() | |
| 426 | trade_mock = mock.Mock() | |
| 427 | order_mock2.trade = trade_mock | |
| 428 | ||
| 429 | trade_mock.tick_actions_recreate.return_value = "tick1" | |
| 430 | trade_mock.prepare_order.return_value = None | |
| 431 | ||
| 432 | m.follow_orders() | |
| 433 | ||
| 434 | trade_mock.tick_actions_recreate.assert_called_once_with(2) | |
| 435 | trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") | |
| 436 | m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) | |
| 437 | m.report.log_order.assert_called_with(order_mock2, 2, finished=True) | |
| 438 | ||
| c682bdf4 IB |
439 | @mock.patch.object(market.BalanceStore, "fetch_balances") |
| 440 | def test_move_balance(self, fetch_balances): | |
| 441 | for debug in [True, False]: | |
| 442 | with self.subTest(debug=debug),\ | |
| 443 | mock.patch("market.ReportStore"): | |
| 444 | m = market.Market(self.ccxt, self.market_args(debug=debug)) | |
| 445 | ||
| 446 | value_from = portfolio.Amount("BTC", "1.0") | |
| 447 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 448 | value_to = portfolio.Amount("BTC", "10.0") | |
| 449 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 450 | ||
| 451 | value_from = portfolio.Amount("BTC", "0.0") | |
| 452 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 453 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 454 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 455 | ||
| 456 | value_from = portfolio.Amount("USDT", "0.0") | |
| 457 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 458 | value_to = portfolio.Amount("USDT", "-50.0") | |
| 459 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
| 460 | ||
| 461 | m.trades.all = [trade1, trade2, trade3] | |
| 462 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 463 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 464 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| 465 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
| 466 | ||
| 467 | m.move_balances() | |
| 468 | ||
| 469 | fetch_balances.assert_called_with() | |
| 470 | m.report.log_move_balances.assert_called_once() | |
| 471 | ||
| 472 | if debug: | |
| 473 | m.report.log_debug_action.assert_called() | |
| 474 | self.assertEqual(3, m.report.log_debug_action.call_count) | |
| 475 | else: | |
| 476 | self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") | |
| 477 | self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") | |
| 478 | self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") | |
| 479 | ||
| 480 | m.report.reset_mock() | |
| 481 | fetch_balances.reset_mock() | |
| 482 | with self.subTest(retry=True): | |
| 483 | with mock.patch("market.ReportStore"): | |
| 484 | m = market.Market(self.ccxt, self.market_args()) | |
| 485 | ||
| 486 | value_from = portfolio.Amount("BTC", "0.0") | |
| 487 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 488 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 489 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 490 | ||
| 491 | m.trades.all = [trade] | |
| 492 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 493 | m.balances.all = {"BTC": balance} | |
| 494 | ||
| 495 | m.ccxt.transfer_balance.side_effect = [ | |
| 496 | market.ccxt.RequestTimeout, | |
| 497 | market.ccxt.InvalidNonce, | |
| 498 | True | |
| 499 | ] | |
| 500 | m.move_balances() | |
| 501 | self.ccxt.transfer_balance.assert_has_calls([ | |
| 502 | mock.call("BTC", 3, "exchange", "margin"), | |
| 503 | mock.call("BTC", 3, "exchange", "margin"), | |
| 504 | mock.call("BTC", 3, "exchange", "margin") | |
| 505 | ]) | |
| 506 | self.assertEqual(3, fetch_balances.call_count) | |
| 507 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
| 508 | self.assertEqual(3, m.report.log_move_balances.call_count) | |
| 509 | ||
| 510 | self.ccxt.transfer_balance.reset_mock() | |
| 511 | m.report.reset_mock() | |
| 512 | fetch_balances.reset_mock() | |
| 513 | with self.subTest(retry=True, too_much=True): | |
| 514 | with mock.patch("market.ReportStore"): | |
| 515 | m = market.Market(self.ccxt, self.market_args()) | |
| 516 | ||
| 517 | value_from = portfolio.Amount("BTC", "0.0") | |
| 518 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 519 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 520 | trade = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 521 | ||
| 522 | m.trades.all = [trade] | |
| 523 | balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 524 | m.balances.all = {"BTC": balance} | |
| 525 | ||
| 526 | m.ccxt.transfer_balance.side_effect = [ | |
| 527 | market.ccxt.RequestTimeout, | |
| 528 | market.ccxt.RequestTimeout, | |
| 529 | market.ccxt.RequestTimeout, | |
| 530 | market.ccxt.RequestTimeout, | |
| 531 | market.ccxt.RequestTimeout, | |
| 532 | ] | |
| 533 | with self.assertRaises(market.ccxt.RequestTimeout): | |
| 534 | m.move_balances() | |
| 535 | ||
| 536 | self.ccxt.transfer_balance.reset_mock() | |
| 537 | m.report.reset_mock() | |
| 538 | fetch_balances.reset_mock() | |
| 539 | with self.subTest(retry=True, partial_result=True): | |
| 540 | with mock.patch("market.ReportStore"): | |
| 541 | m = market.Market(self.ccxt, self.market_args()) | |
| 542 | ||
| 543 | value_from = portfolio.Amount("BTC", "1.0") | |
| 544 | value_from.linked_to = portfolio.Amount("ETH", "10.0") | |
| 545 | value_to = portfolio.Amount("BTC", "10.0") | |
| 546 | trade1 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 547 | ||
| 548 | value_from = portfolio.Amount("BTC", "0.0") | |
| 549 | value_from.linked_to = portfolio.Amount("ETH", "0.0") | |
| 550 | value_to = portfolio.Amount("BTC", "-3.0") | |
| 551 | trade2 = portfolio.Trade(value_from, value_to, "ETH", m) | |
| 552 | ||
| 553 | value_from = portfolio.Amount("USDT", "0.0") | |
| 554 | value_from.linked_to = portfolio.Amount("XVG", "0.0") | |
| 555 | value_to = portfolio.Amount("USDT", "-50.0") | |
| 556 | trade3 = portfolio.Trade(value_from, value_to, "XVG", m) | |
| 557 | ||
| 558 | m.trades.all = [trade1, trade2, trade3] | |
| 559 | balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) | |
| 560 | balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) | |
| 561 | balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) | |
| 562 | m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} | |
| 563 | ||
| 564 | call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } | |
| 565 | def _transfer_balance(currency, amount, from_, to_): | |
| 566 | call_counts[currency] += 1 | |
| 567 | if currency == "BTC": | |
| 568 | m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) | |
| 569 | if currency == "USDT": | |
| 570 | if call_counts["USDT"] == 1: | |
| 571 | raise market.ccxt.RequestTimeout | |
| 572 | else: | |
| 573 | m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) | |
| 574 | if currency == "ETC": | |
| 575 | m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) | |
| 576 | ||
| 577 | ||
| 578 | m.ccxt.transfer_balance.side_effect = _transfer_balance | |
| 579 | ||
| 580 | m.move_balances() | |
| 581 | self.ccxt.transfer_balance.assert_has_calls([ | |
| 582 | mock.call("BTC", 3, "exchange", "margin"), | |
| 583 | mock.call('USDT', 100, 'exchange', 'margin'), | |
| 584 | mock.call('USDT', 100, 'exchange', 'margin'), | |
| 585 | mock.call("ETC", 5, "margin", "exchange") | |
| 586 | ]) | |
| 587 | self.assertEqual(2, fetch_balances.call_count) | |
| 588 | m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) | |
| 589 | self.assertEqual(2, m.report.log_move_balances.call_count) | |
| 590 | m.report.log_move_balances.asser_has_calls([ | |
| 591 | mock.call( | |
| 592 | { | |
| 593 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 594 | 'USDT': portfolio.Amount("USDT", "150"), | |
| 595 | 'ETC': portfolio.Amount("ETC", "10"), | |
| 596 | }, | |
| 597 | { | |
| 598 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 599 | 'USDT': portfolio.Amount("USDT", "100"), | |
| 600 | }), | |
| 601 | mock.call( | |
| 602 | { | |
| 603 | 'BTC': portfolio.Amount("BTC", "3"), | |
| 604 | 'USDT': portfolio.Amount("USDT", "150"), | |
| 605 | 'ETC': portfolio.Amount("ETC", "10"), | |
| 606 | }, | |
| 607 | { | |
| 608 | 'BTC': portfolio.Amount("BTC", "0"), | |
| 609 | 'USDT': portfolio.Amount("USDT", "100"), | |
| 610 | 'ETC': portfolio.Amount("ETC", "-5"), | |
| 611 | }), | |
| 612 | ]) | |
| 613 | ||
| 614 | ||
| 615 | def test_store_file_report(self): | |
| 616 | file_open = mock.mock_open() | |
| 617 | m = market.Market(self.ccxt, | |
| 618 | self.market_args(report_path="present"), user_id=1) | |
| 619 | with self.subTest(file="present"),\ | |
| 620 | mock.patch("market.open", file_open),\ | |
| 621 | mock.patch.object(m, "report") as report,\ | |
| 622 | mock.patch.object(market, "datetime") as time_mock: | |
| 623 | ||
| 624 | report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] | |
| 625 | report.to_json.return_value = "json_content" | |
| 626 | ||
| 627 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
| 628 | ||
| 629 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") | |
| 630 | file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") | |
| 631 | file_open().write.assert_any_call("json_content") | |
| 632 | file_open().write.assert_any_call("Foo\nBar") | |
| 633 | m.report.to_json.assert_called_once_with() | |
| 634 | ||
| 635 | m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) | |
| 636 | with self.subTest(file="error"),\ | |
| 637 | mock.patch("market.open") as file_open,\ | |
| 638 | mock.patch.object(m, "report") as report,\ | |
| 639 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 640 | file_open.side_effect = FileNotFoundError | |
| 641 | ||
| 642 | m.store_file_report(datetime.datetime(2018, 2, 25)) | |
| 643 | ||
| 644 | self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") | |
| 645 | ||
| 30700830 IB |
646 | @mock.patch.object(dbs, "psql") |
| 647 | def test_store_database_report(self, psql): | |
| c682bdf4 IB |
648 | cursor_mock = mock.MagicMock() |
| 649 | ||
| 30700830 | 650 | psql.cursor.return_value = cursor_mock |
| c682bdf4 IB |
651 | m = market.Market(self.ccxt, self.market_args(), |
| 652 | pg_config={"config": "pg_config"}, user_id=1) | |
| 653 | cursor_mock.fetchone.return_value = [42] | |
| 654 | ||
| 655 | with self.subTest(error=False),\ | |
| 656 | mock.patch.object(m, "report") as report: | |
| 657 | report.to_json_array.return_value = [ | |
| 658 | ("date1", "type1", "payload1"), | |
| 659 | ("date2", "type2", "payload2"), | |
| 660 | ] | |
| 661 | m.store_database_report(datetime.datetime(2018, 3, 24)) | |
| 30700830 | 662 | psql.assert_has_calls([ |
| c682bdf4 IB |
663 | mock.call.cursor(), |
| 664 | mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), | |
| 665 | mock.call.cursor().fetchone(), | |
| 666 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), | |
| 667 | mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), | |
| 668 | mock.call.commit(), | |
| 669 | mock.call.cursor().close(), | |
| c682bdf4 IB |
670 | ]) |
| 671 | ||
| c682bdf4 IB |
672 | with self.subTest(error=True),\ |
| 673 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 30700830 | 674 | psql.cursor.side_effect = Exception("Bouh") |
| c682bdf4 IB |
675 | m.store_database_report(datetime.datetime(2018, 3, 24)) |
| 676 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") | |
| 677 | ||
| 30700830 | 678 | @mock.patch.object(dbs, "redis") |
| 1593c7a9 | 679 | def test_store_redis_report(self, redis): |
| 1593c7a9 IB |
680 | m = market.Market(self.ccxt, self.market_args(), |
| 681 | redis_config={"config": "redis_config"}, market_id=1) | |
| 682 | ||
| 683 | with self.subTest(error=False),\ | |
| 684 | mock.patch.object(m, "report") as report: | |
| 685 | report.to_json_redis.return_value = [ | |
| 686 | ("type1", "payload1"), | |
| 687 | ("type2", "payload2"), | |
| 688 | ] | |
| 689 | m.store_redis_report(datetime.datetime(2018, 3, 24)) | |
| 30700830 | 690 | redis.assert_has_calls([ |
| 1593c7a9 IB |
691 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type1", "payload1", ex=31*24*60*60), |
| 692 | mock.call.set("/cryptoportfolio/1/latest/type1", "payload1"), | |
| 693 | mock.call.set("/cryptoportfolio/1/2018-03-24T00:00:00/type2", "payload2", ex=31*24*60*60), | |
| 694 | mock.call.set("/cryptoportfolio/1/latest/type2", "payload2"), | |
| 17fd3f75 | 695 | mock.call.set("/cryptoportfolio/1/latest/date", "2018-03-24T00:00:00"), |
| 1593c7a9 IB |
696 | ]) |
| 697 | ||
| 30700830 | 698 | redis.reset_mock() |
| 1593c7a9 IB |
699 | with self.subTest(error=True),\ |
| 700 | mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: | |
| 30700830 | 701 | redis.set.side_effect = Exception("Bouh") |
| 1593c7a9 IB |
702 | m.store_redis_report(datetime.datetime(2018, 3, 24)) |
| 703 | self.assertEqual(stdout_mock.getvalue(), "impossible to store report to redis: Exception; Bouh\n") | |
| 704 | ||
| c682bdf4 IB |
705 | def test_store_report(self): |
| 706 | m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) | |
| 30700830 IB |
707 | with self.subTest(file=None, pg_connected=None),\ |
| 708 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 709 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
710 | mock.patch.object(m, "report") as report,\ |
| 711 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 1593c7a9 | 712 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 713 | mock.patch.object(m, "store_file_report") as file_report: |
| 30700830 IB |
714 | psql.return_value = False |
| 715 | redis.return_value = False | |
| c682bdf4 IB |
716 | m.store_report() |
| 717 | report.merge.assert_called_with(store.Portfolio.report) | |
| 718 | ||
| 719 | file_report.assert_not_called() | |
| 720 | db_report.assert_not_called() | |
| 1593c7a9 | 721 | redis_report.assert_not_called() |
| c682bdf4 IB |
722 | |
| 723 | report.reset_mock() | |
| 724 | m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) | |
| 30700830 IB |
725 | with self.subTest(file="present", pg_connected=None),\ |
| 726 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 727 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
728 | mock.patch.object(m, "report") as report,\ |
| 729 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 730 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 731 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 732 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
733 | psql.return_value = False |
| 734 | redis.return_value = False | |
| c682bdf4 IB |
735 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 736 | ||
| 737 | m.store_report() | |
| 738 | ||
| 739 | report.merge.assert_called_with(store.Portfolio.report) | |
| 740 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 741 | db_report.assert_not_called() | |
| 1593c7a9 | 742 | redis_report.assert_not_called() |
| c682bdf4 IB |
743 | |
| 744 | report.reset_mock() | |
| 745 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) | |
| 30700830 IB |
746 | with self.subTest(file="present", pg_connected=None, report_db=True),\ |
| 747 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 748 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
749 | mock.patch.object(m, "report") as report,\ |
| 750 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 751 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 752 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 753 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
754 | psql.return_value = False |
| 755 | redis.return_value = False | |
| c682bdf4 IB |
756 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 757 | ||
| 758 | m.store_report() | |
| 759 | ||
| 760 | report.merge.assert_called_with(store.Portfolio.report) | |
| 761 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 762 | db_report.assert_not_called() | |
| 1593c7a9 | 763 | redis_report.assert_not_called() |
| c682bdf4 IB |
764 | |
| 765 | report.reset_mock() | |
| 30700830 IB |
766 | m = market.Market(self.ccxt, self.market_args(report_db=True), user_id=1) |
| 767 | with self.subTest(file=None, pg_connected=True),\ | |
| 768 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 769 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
770 | mock.patch.object(m, "report") as report,\ |
| 771 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 772 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 773 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 774 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
775 | psql.return_value = True |
| 776 | redis.return_value = False | |
| c682bdf4 IB |
777 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 778 | ||
| 779 | m.store_report() | |
| 780 | ||
| 781 | report.merge.assert_called_with(store.Portfolio.report) | |
| 782 | file_report.assert_not_called() | |
| 783 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 1593c7a9 | 784 | redis_report.assert_not_called() |
| c682bdf4 IB |
785 | |
| 786 | report.reset_mock() | |
| 787 | m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), | |
| 30700830 IB |
788 | user_id=1) |
| 789 | with self.subTest(file="present", pg_connected=True),\ | |
| 790 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 791 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| c682bdf4 IB |
792 | mock.patch.object(m, "report") as report,\ |
| 793 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 1593c7a9 | 794 | mock.patch.object(m, "store_redis_report") as redis_report,\ |
| c682bdf4 | 795 | mock.patch.object(m, "store_database_report") as db_report,\ |
| e7d7c0e5 | 796 | mock.patch.object(market.datetime, "datetime") as time_mock: |
| 30700830 IB |
797 | psql.return_value = True |
| 798 | redis.return_value = False | |
| c682bdf4 IB |
799 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 800 | ||
| 801 | m.store_report() | |
| 802 | ||
| 803 | report.merge.assert_called_with(store.Portfolio.report) | |
| 804 | file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 805 | db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| 1593c7a9 IB |
806 | redis_report.assert_not_called() |
| 807 | ||
| 808 | report.reset_mock() | |
| 809 | m = market.Market(self.ccxt, self.market_args(report_redis=False), | |
| 30700830 IB |
810 | user_id=1) |
| 811 | with self.subTest(redis_connected=True, report_redis=False),\ | |
| 812 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 813 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
814 | mock.patch.object(m, "report") as report,\ |
| 815 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 816 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 817 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 818 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
819 | psql.return_value = False |
| 820 | redis.return_value = True | |
| 1593c7a9 IB |
821 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 822 | ||
| 823 | m.store_report() | |
| 824 | redis_report.assert_not_called() | |
| 825 | ||
| 826 | report.reset_mock() | |
| 827 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
| 828 | user_id=1) | |
| 30700830 IB |
829 | with self.subTest(redis_connected=False, report_redis=True),\ |
| 830 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 831 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
832 | mock.patch.object(m, "report") as report,\ |
| 833 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 834 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 835 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 836 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
837 | psql.return_value = False |
| 838 | redis.return_value = False | |
| 1593c7a9 IB |
839 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 840 | ||
| 841 | m.store_report() | |
| 842 | redis_report.assert_not_called() | |
| 843 | ||
| 844 | report.reset_mock() | |
| 845 | m = market.Market(self.ccxt, self.market_args(report_redis=True), | |
| 30700830 IB |
846 | user_id=1) |
| 847 | with self.subTest(redis_connected=True, report_redis=True),\ | |
| 848 | mock.patch.object(dbs, "psql_connected") as psql,\ | |
| 849 | mock.patch.object(dbs, "redis_connected") as redis,\ | |
| 1593c7a9 IB |
850 | mock.patch.object(m, "report") as report,\ |
| 851 | mock.patch.object(m, "store_file_report") as file_report,\ | |
| 852 | mock.patch.object(m, "store_redis_report") as redis_report,\ | |
| 853 | mock.patch.object(m, "store_database_report") as db_report,\ | |
| 854 | mock.patch.object(market.datetime, "datetime") as time_mock: | |
| 30700830 IB |
855 | psql.return_value = False |
| 856 | redis.return_value = True | |
| 1593c7a9 IB |
857 | time_mock.now.return_value = datetime.datetime(2018, 2, 25) |
| 858 | ||
| 859 | m.store_report() | |
| 860 | redis_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) | |
| c682bdf4 | 861 | |
| ceb7fc4c | 862 | def test_print_tickers(self): |
| c682bdf4 IB |
863 | m = market.Market(self.ccxt, self.market_args()) |
| 864 | ||
| 865 | with mock.patch.object(m.balances, "in_currency") as in_currency,\ | |
| 866 | mock.patch.object(m.report, "log_stage") as log_stage,\ | |
| 867 | mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ | |
| 868 | mock.patch.object(m.report, "print_log") as print_log: | |
| 869 | ||
| 870 | in_currency.return_value = { | |
| 871 | "BTC": portfolio.Amount("BTC", "0.65"), | |
| 872 | "ETH": portfolio.Amount("BTC", "0.3"), | |
| 873 | } | |
| 874 | ||
| ceb7fc4c | 875 | m.print_tickers() |
| c682bdf4 | 876 | |
| c682bdf4 IB |
877 | print_log.assert_has_calls([ |
| 878 | mock.call("total:"), | |
| 879 | mock.call(portfolio.Amount("BTC", "0.95")), | |
| 880 | ]) | |
| 881 | ||
| 882 | @mock.patch("market.Processor.process") | |
| 883 | @mock.patch("market.ReportStore.log_error") | |
| 884 | @mock.patch("market.Market.store_report") | |
| 885 | def test_process(self, store_report, log_error, process): | |
| 886 | m = market.Market(self.ccxt, self.market_args()) | |
| ceb7fc4c IB |
887 | with self.subTest(actions=[], before=False, after=False): |
| 888 | m.process([]) | |
| c682bdf4 IB |
889 | |
| 890 | process.assert_not_called() | |
| 891 | store_report.assert_called_once() | |
| 892 | log_error.assert_not_called() | |
| 893 | ||
| 894 | process.reset_mock() | |
| 895 | log_error.reset_mock() | |
| 896 | store_report.reset_mock() | |
| 897 | with self.subTest(before=True, after=False): | |
| ceb7fc4c | 898 | m.process(["foo"], before=True) |
| c682bdf4 | 899 | |
| ceb7fc4c | 900 | process.assert_called_once_with("foo", steps="before") |
| c682bdf4 IB |
901 | store_report.assert_called_once() |
| 902 | log_error.assert_not_called() | |
| 903 | ||
| 904 | process.reset_mock() | |
| 905 | log_error.reset_mock() | |
| 906 | store_report.reset_mock() | |
| 907 | with self.subTest(before=False, after=True): | |
| ceb7fc4c | 908 | m.process(["sell_all"], after=True) |
| c682bdf4 IB |
909 | |
| 910 | process.assert_called_once_with("sell_all", steps="after") | |
| 911 | store_report.assert_called_once() | |
| 912 | log_error.assert_not_called() | |
| 913 | ||
| 914 | process.reset_mock() | |
| 915 | log_error.reset_mock() | |
| 916 | store_report.reset_mock() | |
| ceb7fc4c IB |
917 | with self.subTest(before=False, after=False): |
| 918 | m.process(["foo"]) | |
| c682bdf4 | 919 | |
| ceb7fc4c | 920 | process.assert_called_once_with("foo", steps="all") |
| c682bdf4 IB |
921 | store_report.assert_called_once() |
| 922 | log_error.assert_not_called() | |
| 923 | ||
| 924 | process.reset_mock() | |
| 925 | log_error.reset_mock() | |
| 926 | store_report.reset_mock() | |
| ceb7fc4c IB |
927 | with self.subTest(before=True, after=True): |
| 928 | m.process(["sell_all"], before=True, after=True) | |
| c682bdf4 | 929 | |
| ceb7fc4c | 930 | process.assert_called_once_with("sell_all", steps="all") |
| c682bdf4 | 931 | store_report.assert_called_once() |
| c682bdf4 | 932 | log_error.assert_not_called() |
| c682bdf4 | 933 | |
| 5321200c IB |
934 | process.reset_mock() |
| 935 | log_error.reset_mock() | |
| 936 | store_report.reset_mock() | |
| 937 | with self.subTest(authentication_error=True): | |
| 938 | m.ccxt.check_required_credentials.side_effect = market.ccxt.AuthenticationError | |
| 939 | ||
| 940 | m.process(["some_action"], before=True) | |
| 941 | log_error.assert_called_with("market_authentication", message="Impossible to authenticate to market") | |
| 942 | store_report.assert_called_once() | |
| 943 | ||
| 944 | m.ccxt.check_required_credentials.side_effect = True | |
| ceb7fc4c | 945 | process.reset_mock() |
| c682bdf4 IB |
946 | log_error.reset_mock() |
| 947 | store_report.reset_mock() | |
| 948 | with self.subTest(unhandled_exception=True): | |
| 949 | process.side_effect = Exception("bouh") | |
| 950 | ||
| ceb7fc4c | 951 | m.process(["some_action"], before=True) |
| 4ae84fb7 | 952 | log_error.assert_called_with("market_process", exception=mock.ANY, message=mock.ANY) |
| c682bdf4 IB |
953 | store_report.assert_called_once() |
| 954 | ||
| 955 | ||
| 3080f31d | 956 | @unittest.skipUnless("unit" in limits, "Unit skipped") |
| c682bdf4 IB |
957 | class ProcessorTest(WebMockTestCase): |
| 958 | def test_values(self): | |
| 959 | processor = market.Processor(self.m) | |
| 960 | ||
| 961 | self.assertEqual(self.m, processor.market) | |
| 962 | ||
| 963 | def test_run_action(self): | |
| 964 | processor = market.Processor(self.m) | |
| 965 | ||
| 966 | with mock.patch.object(processor, "parse_args") as parse_args: | |
| 967 | method_mock = mock.Mock() | |
| 968 | parse_args.return_value = [method_mock, { "foo": "bar" }] | |
| 969 | ||
| 970 | processor.run_action("foo", "bar", "baz") | |
| 971 | ||
| 972 | parse_args.assert_called_with("foo", "bar", "baz") | |
| 973 | ||
| 974 | method_mock.assert_called_with(foo="bar") | |
| 975 | ||
| 976 | processor.run_action("wait_for_recent", "bar", "baz") | |
| 977 | ||
| 978 | method_mock.assert_called_with(foo="bar") | |
| 979 | ||
| 980 | def test_select_step(self): | |
| 981 | processor = market.Processor(self.m) | |
| 982 | ||
| 983 | scenario = processor.scenarios["sell_all"] | |
| 984 | ||
| 985 | self.assertEqual(scenario, processor.select_steps(scenario, "all")) | |
| 986 | self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) | |
| 987 | self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) | |
| 988 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) | |
| 989 | self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) | |
| 990 | ||
| 991 | with self.assertRaises(TypeError): | |
| 992 | processor.select_steps(scenario, ["wait"]) | |
| 993 | ||
| ceb7fc4c IB |
994 | def test_can_process(self): |
| 995 | processor = market.Processor(self.m) | |
| 996 | ||
| 997 | with self.subTest(True): | |
| 998 | self.assertTrue(processor.can_process("sell_all")) | |
| 999 | ||
| 1000 | with self.subTest(False): | |
| 1001 | self.assertFalse(processor.can_process("unknown_action")) | |
| 1002 | ||
| c682bdf4 IB |
1003 | @mock.patch("market.Processor.process_step") |
| 1004 | def test_process(self, process_step): | |
| ceb7fc4c IB |
1005 | with self.subTest("unknown action"): |
| 1006 | processor = market.Processor(self.m) | |
| 1007 | with self.assertRaises(TypeError): | |
| 1008 | processor.process("unknown_action") | |
| 1009 | ||
| 1010 | with self.subTest("nominal case"): | |
| 1011 | processor = market.Processor(self.m) | |
| c682bdf4 | 1012 | |
| ceb7fc4c IB |
1013 | processor.process("sell_all", foo="bar") |
| 1014 | self.assertEqual(3, process_step.call_count) | |
| c682bdf4 | 1015 | |
| ceb7fc4c IB |
1016 | steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) |
| 1017 | scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) | |
| 1018 | kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) | |
| 1019 | self.assertEqual(["all_sell", "wait", "all_buy"], steps) | |
| 1020 | self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) | |
| 1021 | self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) | |
| c682bdf4 | 1022 | |
| ceb7fc4c | 1023 | process_step.reset_mock() |
| c682bdf4 | 1024 | |
| ceb7fc4c | 1025 | processor.process("sell_needed", steps=["before", "after"]) |
| bb127bc8 | 1026 | self.assertEqual(4, process_step.call_count) |
| c682bdf4 IB |
1027 | |
| 1028 | def test_method_arguments(self): | |
| 1029 | ccxt = mock.Mock(spec=market.ccxt.poloniexE) | |
| 1030 | m = market.Market(ccxt, self.market_args()) | |
| 1031 | ||
| 1032 | processor = market.Processor(m) | |
| 1033 | ||
| 1034 | method, arguments = processor.method_arguments("wait_for_recent") | |
| 1035 | self.assertEqual(market.Portfolio.wait_for_recent, method) | |
| 1036 | self.assertEqual(["delta", "poll"], arguments) | |
| 1037 | ||
| 1038 | method, arguments = processor.method_arguments("prepare_trades") | |
| 1039 | self.assertEqual(m.prepare_trades, method) | |
| 96959cea | 1040 | self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments) |
| c682bdf4 IB |
1041 | |
| 1042 | method, arguments = processor.method_arguments("prepare_orders") | |
| 1043 | self.assertEqual(m.trades.prepare_orders, method) | |
| 1044 | ||
| 1045 | method, arguments = processor.method_arguments("move_balances") | |
| 1046 | self.assertEqual(m.move_balances, method) | |
| 1047 | ||
| 1048 | method, arguments = processor.method_arguments("run_orders") | |
| 1049 | self.assertEqual(m.trades.run_orders, method) | |
| 1050 | ||
| 1051 | method, arguments = processor.method_arguments("follow_orders") | |
| 1052 | self.assertEqual(m.follow_orders, method) | |
| 1053 | ||
| 1054 | method, arguments = processor.method_arguments("close_trades") | |
| 1055 | self.assertEqual(m.trades.close_trades, method) | |
| 1056 | ||
| ceb7fc4c IB |
1057 | method, arguments = processor.method_arguments("print_tickers") |
| 1058 | self.assertEqual(m.print_tickers, method) | |
| 1059 | ||
| c682bdf4 IB |
1060 | def test_process_step(self): |
| 1061 | processor = market.Processor(self.m) | |
| 1062 | ||
| 1063 | with mock.patch.object(processor, "run_action") as run_action: | |
| bb127bc8 | 1064 | step = processor.scenarios["sell_needed"][2] |
| c682bdf4 IB |
1065 | |
| 1066 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 1067 | ||
| 1068 | self.m.report.log_stage.assert_has_calls([ | |
| bb127bc8 IB |
1069 | mock.call("process_foo__2_sell_begin"), |
| 1070 | mock.call("process_foo__2_sell_end"), | |
| c682bdf4 IB |
1071 | ]) |
| 1072 | self.m.balances.fetch_balances.assert_has_calls([ | |
| bb127bc8 IB |
1073 | mock.call(tag="process_foo__2_sell_begin"), |
| 1074 | mock.call(tag="process_foo__2_sell_end"), | |
| c682bdf4 IB |
1075 | ]) |
| 1076 | ||
| 1077 | self.assertEqual(5, run_action.call_count) | |
| 1078 | ||
| 1079 | run_action.assert_has_calls([ | |
| 1080 | mock.call('prepare_trades', {}, {'foo': 'bar'}), | |
| 1081 | mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), | |
| 1082 | mock.call('run_orders', {}, {'foo': 'bar'}), | |
| 1083 | mock.call('follow_orders', {}, {'foo': 'bar'}), | |
| 1084 | mock.call('close_trades', {}, {'foo': 'bar'}), | |
| 1085 | ]) | |
| 1086 | ||
| 1087 | self.m.reset_mock() | |
| 1088 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1089 | step = processor.scenarios["sell_needed"][0] | |
| 1090 | ||
| bb127bc8 IB |
1091 | processor.process_step("foo", step, {"foo":"bar"}) |
| 1092 | ||
| 1093 | self.m.report.log_stage.assert_has_calls([ | |
| 1094 | mock.call("process_foo__0_print_balances_begin"), | |
| 1095 | mock.call("process_foo__0_print_balances_end"), | |
| 1096 | ]) | |
| 1097 | self.m.balances.fetch_balances.assert_has_calls([ | |
| 1098 | mock.call(add_portfolio=True, checkpoint='end', | |
| 1099 | log_tickers=True, | |
| 3a15ffc7 | 1100 | add_usdt=True, |
| bb127bc8 IB |
1101 | tag='process_foo__0_print_balances_begin') |
| 1102 | ]) | |
| 1103 | ||
| 1104 | self.assertEqual(0, run_action.call_count) | |
| 1105 | ||
| 1106 | self.m.reset_mock() | |
| 1107 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1108 | step = processor.scenarios["sell_needed"][1] | |
| 1109 | ||
| c682bdf4 IB |
1110 | processor.process_step("foo", step, {"foo":"bar"}) |
| 1111 | self.m.balances.fetch_balances.assert_not_called() | |
| 1112 | ||
| 9b697863 IB |
1113 | self.m.reset_mock() |
| 1114 | with mock.patch.object(processor, "run_action") as run_action: | |
| 1115 | step = processor.scenarios["print_balances"][0] | |
| 1116 | ||
| 1117 | processor.process_step("foo", step, {"foo":"bar"}) | |
| 1118 | self.m.balances.fetch_balances.assert_called_once_with( | |
| 3a15ffc7 | 1119 | add_portfolio=True, add_usdt=True, log_tickers=True, |
| 9b697863 IB |
1120 | tag='process_foo__1_print_balances_begin') |
| 1121 | ||
| c682bdf4 IB |
1122 | def test_parse_args(self): |
| 1123 | processor = market.Processor(self.m) | |
| 1124 | ||
| 1125 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1126 | method_mock = mock.Mock() | |
| 1127 | method_arguments.return_value = [ | |
| 1128 | method_mock, | |
| ef8fa5e5 | 1129 | ["foo2", "foo", "foo3"] |
| c682bdf4 | 1130 | ] |
| ef8fa5e5 | 1131 | self.m.options = { "foo3": "coucou"} |
| c682bdf4 IB |
1132 | method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) |
| 1133 | ||
| 1134 | self.assertEqual(method_mock, method) | |
| ef8fa5e5 | 1135 | self.assertEqual({"foo": "bar2", "foo2": "bar", "foo3": "coucou"}, args) |
| c682bdf4 IB |
1136 | |
| 1137 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1138 | method_mock = mock.Mock() | |
| 1139 | method_arguments.return_value = [ | |
| 1140 | method_mock, | |
| 1141 | ["repartition"] | |
| 1142 | ] | |
| 1143 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) | |
| 1144 | ||
| 1145 | self.assertEqual(1, len(args["repartition"])) | |
| 1146 | self.assertIn("BTC", args["repartition"]) | |
| 1147 | ||
| 1148 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1149 | method_mock = mock.Mock() | |
| 1150 | method_arguments.return_value = [ | |
| 1151 | method_mock, | |
| 1152 | ["repartition", "base_currency"] | |
| 1153 | ] | |
| 1154 | method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) | |
| 1155 | ||
| 1156 | self.assertEqual(1, len(args["repartition"])) | |
| 1157 | self.assertIn("USDT", args["repartition"]) | |
| 1158 | ||
| 1159 | with mock.patch.object(processor, "method_arguments") as method_arguments: | |
| 1160 | method_mock = mock.Mock() | |
| 1161 | method_arguments.return_value = [ | |
| 1162 | method_mock, | |
| 1163 | ["repartition", "base_currency"] | |
| 1164 | ] | |
| 1165 | method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) | |
| 1166 | ||
| 1167 | self.assertEqual(1, len(args["repartition"])) | |
| 1168 | self.assertIn("ETH", args["repartition"]) | |
| 1169 | ||
| 1170 |