5 from decimal
import Decimal
as D
6 from unittest
import mock
9 from io
import StringIO
11 import portfolio
, market
, main
, store
13 limits
= ["acceptance", "unit"]
14 for test_type
in limits
:
15 if "--no{}".format(test_type
) in sys
.argv
:
16 sys
.argv
.remove("--no{}".format(test_type
))
17 limits
.remove(test_type
)
18 if "--only{}".format(test_type
) in sys
.argv
:
19 sys
.argv
.remove("--only{}".format(test_type
))
23 class WebMockTestCase(unittest
.TestCase
):
26 def market_args(self
, debug
=False, quiet
=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet }
)()
30 super(WebMockTestCase
, self
).setUp()
31 self
.wm
= requests_mock
.Mocker()
35 self
.m
= mock
.Mock(name
="Market", spec
=market
.Market
)
39 mock
.patch
.multiple(market
.Portfolio
,
40 data
=store
.LockedVar(None),
41 liquidities
=store
.LockedVar({}),
42 last_date
=store
.LockedVar(None),
48 mock
.patch
.multiple(portfolio
.Computation
,
49 computations
=portfolio
.Computation
.computations
),
51 for patcher
in self
.patchers
:
55 for patcher
in self
.patchers
:
58 super(WebMockTestCase
, self
).tearDown()
60 @unittest.skipUnless("unit" in limits
, "Unit skipped")
61 class poloniexETest(unittest
.TestCase
):
63 super(poloniexETest
, self
).setUp()
64 self
.wm
= requests_mock
.Mocker()
67 self
.s
= market
.ccxt
.poloniexE()
71 super(poloniexETest
, self
).tearDown()
74 with mock
.patch("market.ccxt.poloniexE.session") as session
:
75 session
.request
.return_value
= "response"
76 ccxt
= market
.ccxt
.poloniexE()
77 ccxt
._market
= mock
.Mock
78 ccxt
._market
.report
= mock
.Mock()
80 ccxt
.session
.request("GET", "URL", data
="data",
82 ccxt
._market
.report
.log_http_request
.assert_called_with('GET', 'URL', 'data',
83 'headers', 'response')
85 def test_nanoseconds(self
):
86 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
87 time
.return_value
= 123456.7890123456
88 self
.assertEqual(123456789012345, self
.s
.nanoseconds())
91 with mock
.patch
.object(market
.ccxt
.time
, "time") as time
:
92 time
.return_value
= 123456.7890123456
93 self
.assertEqual(123456789012345, self
.s
.nonce())
95 def test_request(self
):
96 with mock
.patch
.object(market
.ccxt
.poloniex
, "request") as request
,\
97 mock
.patch("market.ccxt.retry_call") as retry_call
:
98 with self
.subTest(wrapped
=True):
99 with self
.subTest(desc
="public"):
100 self
.s
.request("foo")
101 retry_call
.assert_called_with(request
,
102 delay
=1, tries
=10, fargs
=["foo"],
103 fkwargs
={'api': 'public', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
104 exceptions
=(market
.ccxt
.RequestTimeout
,))
105 request
.assert_not_called()
107 with self
.subTest(desc
="private GET"):
108 self
.s
.request("foo", api
="private")
109 retry_call
.assert_called_with(request
,
110 delay
=1, tries
=10, fargs
=["foo"],
111 fkwargs
={'api': 'private', 'method': 'GET', 'params': {}
, 'headers': None, 'body': None},
112 exceptions
=(market
.ccxt
.RequestTimeout
,))
113 request
.assert_not_called()
115 with self
.subTest(desc
="private POST regexp"):
116 self
.s
.request("returnFoo", api
="private", method
="POST")
117 retry_call
.assert_called_with(request
,
118 delay
=1, tries
=10, fargs
=["returnFoo"],
119 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
120 exceptions
=(market
.ccxt
.RequestTimeout
,))
121 request
.assert_not_called()
123 with self
.subTest(desc
="private POST non-regexp"):
124 self
.s
.request("getMarginPosition", api
="private", method
="POST")
125 retry_call
.assert_called_with(request
,
126 delay
=1, tries
=10, fargs
=["getMarginPosition"],
127 fkwargs
={'api': 'private', 'method': 'POST', 'params': {}
, 'headers': None, 'body': None},
128 exceptions
=(market
.ccxt
.RequestTimeout
,))
129 request
.assert_not_called()
130 retry_call
.reset_mock()
132 with self
.subTest(wrapped
=False):
133 with self
.subTest(desc
="private POST non-matching regexp"):
134 self
.s
.request("marginBuy", api
="private", method
="POST")
135 request
.assert_called_with("marginBuy",
136 api
="private", method
="POST", params
={},
137 headers
=None, body
=None)
138 retry_call
.assert_not_called()
140 with self
.subTest(desc
="private POST non-matching non-regexp"):
141 self
.s
.request("closeMarginPositionOther", api
="private", method
="POST")
142 request
.assert_called_with("closeMarginPositionOther",
143 api
="private", method
="POST", params
={},
144 headers
=None, body
=None)
145 retry_call
.assert_not_called()
147 def test_order_precision(self
):
148 self
.assertEqual(8, self
.s
.order_precision("FOO"))
150 def test_transfer_balance(self
):
151 with self
.subTest(success
=True),\
152 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
153 t
.return_value
= { "success": 1 }
154 result
= self
.s
.transfer_balance("FOO", 12, "exchange", "margin")
155 t
.assert_called_once_with({
158 "fromAccount": "exchange",
159 "toAccount": "margin",
162 self
.assertTrue(result
)
164 with self
.subTest(success
=False),\
165 mock
.patch
.object(self
.s
, "privatePostTransferBalance") as t
:
166 t
.return_value
= { "success": 0 }
167 self
.assertFalse(self
.s
.transfer_balance("FOO", 12, "exchange", "margin"))
169 def test_close_margin_position(self
):
170 with mock
.patch
.object(self
.s
, "privatePostCloseMarginPosition") as c
:
171 self
.s
.close_margin_position("FOO", "BAR")
172 c
.assert_called_with({"currencyPair": "BAR_FOO"}
)
174 def test_tradable_balances(self
):
175 with mock
.patch
.object(self
.s
, "privatePostReturnTradableBalances") as r
:
177 "FOO": { "exchange": "12.1234", "margin": "0.0123" }
,
178 "BAR": { "exchange": "1", "margin": "0" }
,
180 balances
= self
.s
.tradable_balances()
181 self
.assertEqual(["FOO", "BAR"], list(balances
.keys()))
182 self
.assertEqual(["exchange", "margin"], list(balances
["FOO"].keys()))
183 self
.assertEqual(D("12.1234"), balances
["FOO"]["exchange"])
184 self
.assertEqual(["exchange", "margin"], list(balances
["BAR"].keys()))
186 def test_margin_summary(self
):
187 with mock
.patch
.object(self
.s
, "privatePostReturnMarginAccountSummary") as r
:
189 "currentMargin": "1.49680968",
190 "lendingFees": "0.0000001",
192 "totalBorrowedValue": "0.00673602",
193 "totalValue": "0.01000000",
194 "netValue": "0.01008254",
197 'current_margin': D('1.49680968'),
198 'gains': D('0.00008254'),
199 'lending_fees': D('0.0000001'),
200 'total': D('0.01000000'),
201 'total_borrowed': D('0.00673602')
203 self
.assertEqual(expected
, self
.s
.margin_summary())
205 def test_create_order(self
):
206 with mock
.patch
.object(self
.s
, "create_exchange_order") as exchange
,\
207 mock
.patch
.object(self
.s
, "create_margin_order") as margin
:
208 with self
.subTest(account
="unspecified"):
209 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", lending_rate
="lending_rate", params
="params")
210 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
211 margin
.assert_not_called()
212 exchange
.reset_mock()
215 with self
.subTest(account
="exchange"):
216 self
.s
.create_order("symbol", "type", "side", "amount", account
="exchange", price
="price", lending_rate
="lending_rate", params
="params")
217 exchange
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
218 margin
.assert_not_called()
219 exchange
.reset_mock()
222 with self
.subTest(account
="margin"):
223 self
.s
.create_order("symbol", "type", "side", "amount", account
="margin", price
="price", lending_rate
="lending_rate", params
="params")
224 margin
.assert_called_once_with("symbol", "type", "side", "amount", lending_rate
="lending_rate", price
="price", params
="params")
225 exchange
.assert_not_called()
226 exchange
.reset_mock()
229 with self
.subTest(account
="unknown"), self
.assertRaises(NotImplementedError):
230 self
.s
.create_order("symbol", "type", "side", "amount", account
="unknown")
232 def test_parse_ticker(self
):
236 "highestBid": "10.5",
239 "percentChange": "0.1",
246 with mock
.patch
.object(self
.s
, "milliseconds") as ms
:
247 ms
.return_value
= 1520292715123
248 result
= self
.s
.parse_ticker(ticker
, market
)
252 "timestamp": 1520292715123,
253 "datetime": "2018-03-05T23:31:55.123Z",
266 "baseVolume": D("10"),
267 "quoteVolume": D("20"),
270 self
.assertEqual(expected
, result
)
272 def test_fetch_margin_balance(self
):
273 with mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as get_margin_position
:
274 get_margin_position
.return_value
= {
277 "basePrice": "0.06818560",
278 "lendingFees": "0.00000001",
279 "liquidationPrice": "0.15107132",
281 "total": "0.00681856",
287 "lendingFees": "0.00000001",
288 "liquidationPrice": "0.6",
297 "liquidationPrice": "-1",
303 balances
= self
.s
.fetch_margin_balance()
304 self
.assertEqual(2, len(balances
))
308 "borrowedPrice": D("0.06818560"),
309 "lendingFees": D("1E-8"),
310 "pl": D("-0.00000371"),
311 "liquidationPrice": D("0.15107132"),
313 "total": D("0.00681856"),
314 "baseCurrency": "BTC"
318 "borrowedPrice": D("0.1"),
319 "lendingFees": D("1E-8"),
320 "pl": D("0.00000371"),
321 "liquidationPrice": D("0.6"),
324 "baseCurrency": "BTC"
327 self
.assertEqual(expected
, balances
)
330 self
.assertEqual(D("1.1"), self
.s
.sum(D("1"), D("0.1")))
332 def test_fetch_balance(self
):
333 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
334 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balances
,\
335 mock
.patch
.object(self
.s
, "common_currency_code") as ccc
:
336 ccc
.side_effect
= ["ETH", "BTC", "DASH"]
337 balances
.return_value
= {
354 "ETH": {"available": "10", "onOrders": "1"}
,
355 "BTC": {"available": "1", "onOrders": "0"}
,
356 "DASH": {"available": "0", "onOrders": "3"}
358 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}
,
359 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}
,
360 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}
,
361 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}
,
362 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}
,
363 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
365 result
= self
.s
.fetch_balance()
366 load_markets
.assert_called_once()
367 self
.assertEqual(expected
, result
)
369 def test_fetch_balance_per_type(self
):
370 with mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balances
:
371 balances
.return_value
= {
373 "BLK": "159.83673869",
375 "USDT": "0.00002625",
385 "BLK": "159.83673869",
387 "USDT": "0.00002625",
395 "BLK": D("159.83673869"),
396 "BTC": D("0.00005959"),
397 "USDT": D("0.00002625"),
398 "XMR": D("0.18719303")
400 "margin": {"BTC": D("0.03019227")}
,
401 "BLK": {"exchange": D("159.83673869")}
,
402 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}
,
403 "USDT": {"exchange": D("0.00002625")}
,
404 "XMR": {"exchange": D("0.18719303")}
406 result
= self
.s
.fetch_balance_per_type()
407 self
.assertEqual(expected
, result
)
409 def test_fetch_all_balances(self
):
411 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
412 mock
.patch
.object(self
.s
, "privatePostGetMarginPosition") as margin_balance
,\
413 mock
.patch
.object(self
.s
, "privatePostReturnCompleteBalances") as balance
,\
414 mock
.patch
.object(self
.s
, "privatePostReturnAvailableAccountBalances") as balance_per_type
:
416 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f
:
417 balance
.return_value
= json
.load(f
)
418 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f
:
419 margin_balance
.return_value
= json
.load(f
)
420 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f
:
421 balance_per_type
.return_value
= json
.load(f
)
423 result
= self
.s
.fetch_all_balances()
425 "total": D("-12779.79821852"),
426 "exchange_used": D("0E-8"),
427 "exchange_total": D("0E-8"),
428 "exchange_free": D("0E-8"),
429 "margin_available": 0,
430 "margin_in_position": 0,
431 "margin_borrowed": D("12779.79821852"),
432 "margin_total": D("-12779.79821852"),
433 "margin_pending_gain": 0,
434 "margin_lending_fees": D("-9E-8"),
435 "margin_pending_base_gain": D("0.00024059"),
436 "margin_position_type": "short",
437 "margin_liquidation_price": D("0.00000246"),
438 "margin_borrowed_base_price": D("0.00599149"),
439 "margin_borrowed_base_currency": "BTC"
441 expected_btc
= {"total": D("0.05432165"),
442 "exchange_used": D("0E-8"),
443 "exchange_total": D("0.00005959"),
444 "exchange_free": D("0.00005959"),
445 "margin_available": D("0.03019227"),
446 "margin_in_position": D("0.02406979"),
447 "margin_borrowed": 0,
448 "margin_total": D("0.05426206"),
449 "margin_pending_gain": D("0.00093955"),
450 "margin_lending_fees": 0,
451 "margin_pending_base_gain": 0,
452 "margin_position_type": None,
453 "margin_liquidation_price": 0,
454 "margin_borrowed_base_price": 0,
455 "margin_borrowed_base_currency": None
457 expected_xmr
= {"total": D("0.18719303"),
458 "exchange_used": D("0E-8"),
459 "exchange_total": D("0.18719303"),
460 "exchange_free": D("0.18719303"),
461 "margin_available": 0,
462 "margin_in_position": 0,
463 "margin_borrowed": 0,
465 "margin_pending_gain": 0,
466 "margin_lending_fees": 0,
467 "margin_pending_base_gain": 0,
468 "margin_position_type": None,
469 "margin_liquidation_price": 0,
470 "margin_borrowed_base_price": 0,
471 "margin_borrowed_base_currency": None
473 self
.assertEqual(expected_xmr
, result
["XMR"])
474 self
.assertEqual(expected_doge
, result
["DOGE"])
475 self
.assertEqual(expected_btc
, result
["BTC"])
477 def test_create_margin_order(self
):
478 with self
.assertRaises(market
.ExchangeError
):
479 self
.s
.create_margin_order("FOO", "market", "buy", "10")
481 with mock
.patch
.object(self
.s
, "load_markets") as load_markets
,\
482 mock
.patch
.object(self
.s
, "privatePostMarginBuy") as margin_buy
,\
483 mock
.patch
.object(self
.s
, "privatePostMarginSell") as margin_sell
,\
484 mock
.patch
.object(self
.s
, "market") as market_mock
,\
485 mock
.patch
.object(self
.s
, "price_to_precision") as ptp
,\
486 mock
.patch
.object(self
.s
, "amount_to_precision") as atp
:
488 margin_buy
.return_value
= {
491 margin_sell
.return_value
= {
494 market_mock
.return_value
= { "id": "BTC_ETC", "symbol": "BTC_ETC" }
495 ptp
.return_value
= D("0.1")
496 atp
.return_value
= D("12")
498 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "buy", "12", price
="0.1")
499 self
.assertEqual(123, order
["id"])
500 margin_buy
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}
)
501 margin_sell
.assert_not_called()
502 margin_buy
.reset_mock()
503 margin_sell
.reset_mock()
505 order
= self
.s
.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate
="0.01", price
="0.1")
506 self
.assertEqual(456, order
["id"])
507 margin_sell
.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}
)
508 margin_buy
.assert_not_called()
510 def test_create_exchange_order(self
):
511 with mock
.patch
.object(market
.ccxt
.poloniex
, "create_order") as create_order
:
512 self
.s
.create_order("symbol", "type", "side", "amount", price
="price", params
="params")
514 create_order
.assert_called_once_with("symbol", "type", "side", "amount", price
="price", params
="params")
516 @unittest.skipUnless("unit" in limits
, "Unit skipped")
517 class NoopLockTest(unittest
.TestCase
):
519 noop_lock
= store
.NoopLock()
521 self
.assertTrue(True)
523 @unittest.skipUnless("unit" in limits
, "Unit skipped")
524 class LockedVar(unittest
.TestCase
):
526 def test_values(self
):
527 locked_var
= store
.LockedVar("Foo")
528 self
.assertIsInstance(locked_var
.lock
, store
.NoopLock
)
529 self
.assertEqual("Foo", locked_var
.val
)
532 with self
.subTest(desc
="Normal case"):
533 locked_var
= store
.LockedVar("Foo")
534 self
.assertEqual("Foo", locked_var
.get())
535 with self
.subTest(desc
="Dict"):
536 locked_var
= store
.LockedVar({"foo": "bar"}
)
537 self
.assertEqual({"foo": "bar"}
, locked_var
.get())
538 self
.assertEqual("bar", locked_var
.get("foo"))
539 self
.assertIsNone(locked_var
.get("other"))
542 locked_var
= store
.LockedVar("Foo")
543 locked_var
.set("Bar")
544 self
.assertEqual("Bar", locked_var
.get())
546 def test__getattr(self
):
547 dummy
= type('Dummy', (object,), {})()
548 dummy
.attribute
= "Hey"
550 locked_var
= store
.LockedVar(dummy
)
551 self
.assertEqual("Hey", locked_var
.attribute
)
552 with self
.assertRaises(AttributeError):
555 def test_start_lock(self
):
556 locked_var
= store
.LockedVar("Foo")
557 locked_var
.start_lock()
558 self
.assertEqual("lock", locked_var
.lock
.__class
__.__name
__)
560 thread1
= threading
.Thread(target
=locked_var
.set, args
=["Bar1"])
561 thread2
= threading
.Thread(target
=locked_var
.set, args
=["Bar2"])
562 thread3
= threading
.Thread(target
=locked_var
.set, args
=["Bar3"])
564 with locked_var
.lock
:
569 self
.assertEqual("Foo", locked_var
.val
)
573 self
.assertEqual("Bar", locked_var
.get()[0:3])
575 def test_wait_for_notification(self
):
576 with self
.assertRaises(RuntimeError):
577 store
.Portfolio
.wait_for_notification()
579 with mock
.patch
.object(store
.Portfolio
, "get_cryptoportfolio") as get
,\
580 mock
.patch
.object(store
.Portfolio
, "report") as report
,\
581 mock
.patch
.object(store
.time
, "sleep") as sleep
:
582 store
.Portfolio
.start_worker(poll
=3)
584 store
.Portfolio
.worker_notify
.set()
586 store
.Portfolio
.callback
.wait()
588 report
.print_log
.assert_called_once_with("Fetching cryptoportfolio")
589 get
.assert_called_once_with(refetch
=True)
590 sleep
.assert_called_once_with(3)
591 self
.assertFalse(store
.Portfolio
.worker_notify
.is_set())
592 self
.assertTrue(store
.Portfolio
.worker
.is_alive())
594 store
.Portfolio
.callback
.clear()
595 store
.Portfolio
.worker_started
= False
596 store
.Portfolio
.worker_notify
.set()
597 store
.Portfolio
.callback
.wait()
599 self
.assertFalse(store
.Portfolio
.worker
.is_alive())
601 def test_notify_and_wait(self
):
602 with mock
.patch
.object(store
.Portfolio
, "callback") as callback
,\
603 mock
.patch
.object(store
.Portfolio
, "worker_notify") as worker_notify
:
604 store
.Portfolio
.notify_and_wait()
605 callback
.clear
.assert_called_once_with()
606 worker_notify
.set.assert_called_once_with()
607 callback
.wait
.assert_called_once_with()
609 @unittest.skipUnless("unit" in limits
, "Unit skipped")
610 class PortfolioTest(WebMockTestCase
):
612 super(PortfolioTest
, self
).setUp()
614 with open("test_samples/test_portfolio.json") as example
:
615 self
.json_response
= example
.read()
617 self
.wm
.get(market
.Portfolio
.URL
, text
=self
.json_response
)
619 @mock.patch.object(market
.Portfolio
, "parse_cryptoportfolio")
620 def test_get_cryptoportfolio(self
, parse_cryptoportfolio
):
621 with self
.subTest(parallel
=False):
622 self
.wm
.get(market
.Portfolio
.URL
, [
623 {"text":'{ "foo": "bar" }
', "status_code": 200},
624 {"text": "System Error", "status_code": 500},
625 {"exc": requests.exceptions.ConnectTimeout},
627 market.Portfolio.get_cryptoportfolio()
628 self.assertIn("foo", market.Portfolio.data.get())
629 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
630 self.assertTrue(self.wm.called)
631 self.assertEqual(1, self.wm.call_count)
632 market.Portfolio.report.log_error.assert_not_called()
633 market.Portfolio.report.log_http_request.assert_called_once()
634 parse_cryptoportfolio.assert_called_once_with()
635 market.Portfolio.report.log_http_request.reset_mock()
636 parse_cryptoportfolio.reset_mock()
637 market.Portfolio.data = store.LockedVar(None)
639 market.Portfolio.get_cryptoportfolio()
640 self.assertIsNone(market.Portfolio.data.get())
641 self.assertEqual(2, self.wm.call_count)
642 parse_cryptoportfolio.assert_not_called()
643 market.Portfolio.report.log_error.assert_not_called()
644 market.Portfolio.report.log_http_request.assert_called_once()
645 market.Portfolio.report.log_http_request.reset_mock()
646 parse_cryptoportfolio.reset_mock()
648 market.Portfolio.data = store.LockedVar("Foo")
649 market.Portfolio.get_cryptoportfolio()
650 self.assertEqual(2, self.wm.call_count)
651 parse_cryptoportfolio.assert_not_called()
653 market.Portfolio.get_cryptoportfolio(refetch=True)
654 self.assertEqual("Foo", market.Portfolio.data.get())
655 self.assertEqual(3, self.wm.call_count)
656 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
658 market.Portfolio.report.log_http_request.assert_not_called()
659 with self.subTest(parallel=True):
660 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
661 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
662 with self.subTest(worker=True):
663 market.Portfolio.data = store.LockedVar(None)
664 market.Portfolio.worker = mock.Mock()
665 is_worker.return_value = True
666 self.wm.get(market.Portfolio.URL, [
667 {"text":'{ "foo": "bar" }', "status_code": 200},
669 market
.Portfolio
.get_cryptoportfolio()
670 self
.assertIn("foo", market
.Portfolio
.data
.get())
671 parse_cryptoportfolio
.reset_mock()
672 with self
.subTest(worker
=False):
673 market
.Portfolio
.data
= store
.LockedVar(None)
674 market
.Portfolio
.worker
= mock
.Mock()
675 is_worker
.return_value
= False
676 market
.Portfolio
.get_cryptoportfolio()
677 notify
.assert_called_once_with()
678 parse_cryptoportfolio
.assert_not_called()
680 def test_parse_cryptoportfolio(self
):
681 with self
.subTest(description
="Normal case"):
682 market
.Portfolio
.data
= store
.LockedVar(store
.json
.loads(
683 self
.json_response
, parse_int
=D
, parse_float
=D
))
684 market
.Portfolio
.parse_cryptoportfolio()
686 self
.assertListEqual(
688 list(market
.Portfolio
.liquidities
.get().keys()))
690 liquidities
= market
.Portfolio
.liquidities
.get()
691 self
.assertEqual(10, len(liquidities
["medium"].keys()))
692 self
.assertEqual(10, len(liquidities
["high"].keys()))
695 'BTC': (D("0.2857"), "long"),
696 'DGB': (D("0.1015"), "long"),
697 'DOGE': (D("0.1805"), "long"),
698 'SC': (D("0.0623"), "long"),
699 'ZEC': (D("0.3701"), "long"),
701 date
= portfolio
.datetime(2018, 1, 8)
702 self
.assertDictEqual(expected
, liquidities
["high"][date
])
705 'BTC': (D("1.1102e-16"), "long"),
706 'ETC': (D("0.1"), "long"),
707 'FCT': (D("0.1"), "long"),
708 'GAS': (D("0.1"), "long"),
709 'NAV': (D("0.1"), "long"),
710 'OMG': (D("0.1"), "long"),
711 'OMNI': (D("0.1"), "long"),
712 'PPC': (D("0.1"), "long"),
713 'RIC': (D("0.1"), "long"),
714 'VIA': (D("0.1"), "long"),
715 'XCP': (D("0.1"), "long"),
717 self
.assertDictEqual(expected
, liquidities
["medium"][date
])
718 self
.assertEqual(portfolio
.datetime(2018, 1, 15), market
.Portfolio
.last_date
.get())
720 with self
.subTest(description
="Missing weight"):
721 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
722 del(data
["portfolio_2"]["weights"])
723 market
.Portfolio
.data
= store
.LockedVar(data
)
725 market
.Portfolio
.parse_cryptoportfolio()
726 self
.assertListEqual(
728 list(market
.Portfolio
.liquidities
.get().keys()))
729 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
731 with self
.subTest(description
="All missing weights"):
732 data
= store
.json
.loads(self
.json_response
, parse_int
=D
, parse_float
=D
)
733 del(data
["portfolio_1"]["weights"])
734 del(data
["portfolio_2"]["weights"])
735 market
.Portfolio
.data
= store
.LockedVar(data
)
737 market
.Portfolio
.parse_cryptoportfolio()
738 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("medium"))
739 self
.assertEqual({}, market
.Portfolio
.liquidities
.get("high"))
740 self
.assertEqual(datetime
.datetime(1,1,1), market
.Portfolio
.last_date
.get())
743 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
744 def test_repartition(self
, get_cryptoportfolio
):
745 market
.Portfolio
.liquidities
= store
.LockedVar({
747 "2018-03-01": "medium_2018-03-01",
748 "2018-03-08": "medium_2018-03-08",
751 "2018-03-01": "high_2018-03-01",
752 "2018-03-08": "high_2018-03-08",
755 market
.Portfolio
.last_date
= store
.LockedVar("2018-03-08")
757 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition())
758 get_cryptoportfolio
.assert_called_once_with()
759 self
.assertEqual("medium_2018-03-08", market
.Portfolio
.repartition(liquidity
="medium"))
760 self
.assertEqual("high_2018-03-08", market
.Portfolio
.repartition(liquidity
="high"))
762 @mock.patch.object(market
.time
, "sleep")
763 @mock.patch.object(market
.Portfolio
, "get_cryptoportfolio")
764 def test_wait_for_recent(self
, get_cryptoportfolio
, sleep
):
766 def _get(refetch
=False):
767 if self
.call_count
!= 0:
768 self
.assertTrue(refetch
)
770 self
.assertFalse(refetch
)
772 market
.Portfolio
.last_date
= store
.LockedVar(store
.datetime
.now()\
773 - store
.timedelta(10)\
774 + store
.timedelta(self
.call_count
))
775 get_cryptoportfolio
.side_effect
= _get
777 market
.Portfolio
.wait_for_recent()
778 sleep
.assert_called_with(30)
779 self
.assertEqual(6, sleep
.call_count
)
780 self
.assertEqual(7, get_cryptoportfolio
.call_count
)
781 market
.Portfolio
.report
.print_log
.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
784 get_cryptoportfolio
.reset_mock()
785 market
.Portfolio
.last_date
= store
.LockedVar(None)
787 market
.Portfolio
.wait_for_recent(delta
=15)
788 sleep
.assert_not_called()
789 self
.assertEqual(1, get_cryptoportfolio
.call_count
)
792 get_cryptoportfolio
.reset_mock()
793 market
.Portfolio
.last_date
= store
.LockedVar(None)
795 market
.Portfolio
.wait_for_recent(delta
=1)
796 sleep
.assert_called_with(30)
797 self
.assertEqual(9, sleep
.call_count
)
798 self
.assertEqual(10, get_cryptoportfolio
.call_count
)
800 def test_is_worker_thread(self
):
801 with self
.subTest(worker
=None):
802 self
.assertFalse(store
.Portfolio
.is_worker_thread())
804 with self
.subTest(worker
="not self"),\
805 mock
.patch("threading.current_thread") as current_thread
:
806 current
= mock
.Mock()
807 current_thread
.return_value
= current
808 store
.Portfolio
.worker
= mock
.Mock()
809 self
.assertFalse(store
.Portfolio
.is_worker_thread())
811 with self
.subTest(worker
="self"),\
812 mock
.patch("threading.current_thread") as current_thread
:
813 current
= mock
.Mock()
814 current_thread
.return_value
= current
815 store
.Portfolio
.worker
= current
816 self
.assertTrue(store
.Portfolio
.is_worker_thread())
818 def test_start_worker(self
):
819 with mock
.patch
.object(store
.Portfolio
, "wait_for_notification") as notification
:
820 store
.Portfolio
.start_worker()
821 notification
.assert_called_once_with(poll
=30)
823 self
.assertEqual("lock", store
.Portfolio
.last_date
.lock
.__class
__.__name
__)
824 self
.assertEqual("lock", store
.Portfolio
.liquidities
.lock
.__class
__.__name
__)
825 store
.Portfolio
.report
.start_lock
.assert_called_once_with()
827 self
.assertIsNotNone(store
.Portfolio
.worker
)
828 self
.assertIsNotNone(store
.Portfolio
.worker_notify
)
829 self
.assertIsNotNone(store
.Portfolio
.callback
)
830 self
.assertTrue(store
.Portfolio
.worker_started
)
832 @unittest.skipUnless("unit" in limits
, "Unit skipped")
833 class AmountTest(WebMockTestCase
):
834 def test_values(self
):
835 amount
= portfolio
.Amount("BTC", "0.65")
836 self
.assertEqual(D("0.65"), amount
.value
)
837 self
.assertEqual("BTC", amount
.currency
)
839 def test_in_currency(self
):
840 amount
= portfolio
.Amount("ETC", 10)
842 self
.assertEqual(amount
, amount
.in_currency("ETC", self
.m
))
844 with self
.subTest(desc
="no ticker for currency"):
845 self
.m
.get_ticker
.return_value
= None
847 self
.assertRaises(Exception, amount
.in_currency
, "ETH", self
.m
)
849 with self
.subTest(desc
="nominal case"):
850 self
.m
.get_ticker
.return_value
= {
856 converted_amount
= amount
.in_currency("ETH", self
.m
)
858 self
.assertEqual(D("3.0"), converted_amount
.value
)
859 self
.assertEqual("ETH", converted_amount
.currency
)
860 self
.assertEqual(amount
, converted_amount
.linked_to
)
861 self
.assertEqual("bar", converted_amount
.ticker
["foo"])
863 converted_amount
= amount
.in_currency("ETH", self
.m
, action
="bid", compute_value
="default")
864 self
.assertEqual(D("2"), converted_amount
.value
)
866 converted_amount
= amount
.in_currency("ETH", self
.m
, compute_value
="ask")
867 self
.assertEqual(D("4"), converted_amount
.value
)
869 converted_amount
= amount
.in_currency("ETH", self
.m
, rate
=D("0.02"))
870 self
.assertEqual(D("0.2"), converted_amount
.value
)
872 def test__round(self
):
873 amount
= portfolio
.Amount("BAR", portfolio
.D("1.23456789876"))
874 self
.assertEqual(D("1.23456789"), round(amount
).value
)
875 self
.assertEqual(D("1.23"), round(amount
, 2).value
)
878 amount
= portfolio
.Amount("SC", -120)
879 self
.assertEqual(120, abs(amount
).value
)
880 self
.assertEqual("SC", abs(amount
).currency
)
882 amount
= portfolio
.Amount("SC", 10)
883 self
.assertEqual(10, abs(amount
).value
)
884 self
.assertEqual("SC", abs(amount
).currency
)
887 amount1
= portfolio
.Amount("XVG", "12.9")
888 amount2
= portfolio
.Amount("XVG", "13.1")
890 self
.assertEqual(26, (amount1
+ amount2
).value
)
891 self
.assertEqual("XVG", (amount1
+ amount2
).currency
)
893 amount3
= portfolio
.Amount("ETH", "1.6")
894 with self
.assertRaises(Exception):
897 amount4
= portfolio
.Amount("ETH", 0.0)
898 self
.assertEqual(amount1
, amount1
+ amount4
)
900 self
.assertEqual(amount1
, amount1
+ 0)
902 def test__radd(self
):
903 amount
= portfolio
.Amount("XVG", "12.9")
905 self
.assertEqual(amount
, 0 + amount
)
906 with self
.assertRaises(Exception):
910 amount1
= portfolio
.Amount("XVG", "13.3")
911 amount2
= portfolio
.Amount("XVG", "13.1")
913 self
.assertEqual(D("0.2"), (amount1
- amount2
).value
)
914 self
.assertEqual("XVG", (amount1
- amount2
).currency
)
916 amount3
= portfolio
.Amount("ETH", "1.6")
917 with self
.assertRaises(Exception):
920 amount4
= portfolio
.Amount("ETH", 0.0)
921 self
.assertEqual(amount1
, amount1
- amount4
)
923 def test__rsub(self
):
924 amount
= portfolio
.Amount("ETH", "1.6")
925 with self
.assertRaises(Exception):
928 self
.assertEqual(portfolio
.Amount("ETH", "-1.6"), 0-amount
)
931 amount
= portfolio
.Amount("XEM", 11)
933 self
.assertEqual(D("38.5"), (amount
* D("3.5")).value
)
934 self
.assertEqual(D("33"), (amount
* 3).value
)
936 with self
.assertRaises(Exception):
939 def test__rmul(self
):
940 amount
= portfolio
.Amount("XEM", 11)
942 self
.assertEqual(D("38.5"), (D("3.5") * amount
).value
)
943 self
.assertEqual(D("33"), (3 * amount
).value
)
945 def test__floordiv(self
):
946 amount
= portfolio
.Amount("XEM", 11)
948 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
949 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
951 with self
.assertRaises(Exception):
954 def test__truediv(self
):
955 amount
= portfolio
.Amount("XEM", 11)
957 self
.assertEqual(D("5.5"), (amount
/ 2).value
)
958 self
.assertEqual(D("4.4"), (amount
/ D("2.5")).value
)
961 amount1
= portfolio
.Amount("BTD", 11.3)
962 amount2
= portfolio
.Amount("BTD", 13.1)
964 self
.assertTrue(amount1
< amount2
)
965 self
.assertFalse(amount2
< amount1
)
966 self
.assertFalse(amount1
< amount1
)
968 amount3
= portfolio
.Amount("BTC", 1.6)
969 with self
.assertRaises(Exception):
973 amount1
= portfolio
.Amount("BTD", 11.3)
974 amount2
= portfolio
.Amount("BTD", 13.1)
976 self
.assertTrue(amount1
<= amount2
)
977 self
.assertFalse(amount2
<= amount1
)
978 self
.assertTrue(amount1
<= amount1
)
980 amount3
= portfolio
.Amount("BTC", 1.6)
981 with self
.assertRaises(Exception):
985 amount1
= portfolio
.Amount("BTD", 11.3)
986 amount2
= portfolio
.Amount("BTD", 13.1)
988 self
.assertTrue(amount2
> amount1
)
989 self
.assertFalse(amount1
> amount2
)
990 self
.assertFalse(amount1
> amount1
)
992 amount3
= portfolio
.Amount("BTC", 1.6)
993 with self
.assertRaises(Exception):
997 amount1
= portfolio
.Amount("BTD", 11.3)
998 amount2
= portfolio
.Amount("BTD", 13.1)
1000 self
.assertTrue(amount2
>= amount1
)
1001 self
.assertFalse(amount1
>= amount2
)
1002 self
.assertTrue(amount1
>= amount1
)
1004 amount3
= portfolio
.Amount("BTC", 1.6)
1005 with self
.assertRaises(Exception):
1009 amount1
= portfolio
.Amount("BTD", 11.3)
1010 amount2
= portfolio
.Amount("BTD", 13.1)
1011 amount3
= portfolio
.Amount("BTD", 11.3)
1013 self
.assertFalse(amount1
== amount2
)
1014 self
.assertFalse(amount2
== amount1
)
1015 self
.assertTrue(amount1
== amount3
)
1016 self
.assertFalse(amount2
== 0)
1018 amount4
= portfolio
.Amount("BTC", 1.6)
1019 with self
.assertRaises(Exception):
1022 amount5
= portfolio
.Amount("BTD", 0)
1023 self
.assertTrue(amount5
== 0)
1026 amount1
= portfolio
.Amount("BTD", 11.3)
1027 amount2
= portfolio
.Amount("BTD", 13.1)
1028 amount3
= portfolio
.Amount("BTD", 11.3)
1030 self
.assertTrue(amount1
!= amount2
)
1031 self
.assertTrue(amount2
!= amount1
)
1032 self
.assertFalse(amount1
!= amount3
)
1033 self
.assertTrue(amount2
!= 0)
1035 amount4
= portfolio
.Amount("BTC", 1.6)
1036 with self
.assertRaises(Exception):
1039 amount5
= portfolio
.Amount("BTD", 0)
1040 self
.assertFalse(amount5
!= 0)
1042 def test__neg(self
):
1043 amount1
= portfolio
.Amount("BTD", "11.3")
1045 self
.assertEqual(portfolio
.D("-11.3"), (-amount1
).value
)
1047 def test__str(self
):
1048 amount1
= portfolio
.Amount("BTX", 32)
1049 self
.assertEqual("32.00000000 BTX", str(amount1
))
1051 amount2
= portfolio
.Amount("USDT", 12000)
1052 amount1
.linked_to
= amount2
1053 self
.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1
))
1055 def test__repr(self
):
1056 amount1
= portfolio
.Amount("BTX", 32)
1057 self
.assertEqual("Amount(32.00000000 BTX)", repr(amount1
))
1059 amount2
= portfolio
.Amount("USDT", 12000)
1060 amount1
.linked_to
= amount2
1061 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1
))
1063 amount3
= portfolio
.Amount("BTC", 0.1)
1064 amount2
.linked_to
= amount3
1065 self
.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1
))
1067 def test_as_json(self
):
1068 amount
= portfolio
.Amount("BTX", 32)
1069 self
.assertEqual({"currency": "BTX", "value": D("32")}
, amount
.as_json())
1071 amount
= portfolio
.Amount("BTX", "1E-10")
1072 self
.assertEqual({"currency": "BTX", "value": D("0")}
, amount
.as_json())
1074 amount
= portfolio
.Amount("BTX", "1E-5")
1075 self
.assertEqual({"currency": "BTX", "value": D("0.00001")}
, amount
.as_json())
1076 self
.assertEqual("0.00001", str(amount
.as_json()["value"]))
1078 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1079 class BalanceTest(WebMockTestCase
):
1080 def test_values(self
):
1081 balance
= portfolio
.Balance("BTC", {
1082 "exchange_total": "0.65",
1083 "exchange_free": "0.35",
1084 "exchange_used": "0.30",
1085 "margin_total": "-10",
1086 "margin_borrowed": "10",
1087 "margin_available": "0",
1088 "margin_in_position": "0",
1089 "margin_position_type": "short",
1090 "margin_borrowed_base_currency": "USDT",
1091 "margin_liquidation_price": "1.20",
1092 "margin_pending_gain": "10",
1093 "margin_lending_fees": "0.4",
1094 "margin_borrowed_base_price": "0.15",
1096 self
.assertEqual(portfolio
.D("0.65"), balance
.exchange_total
.value
)
1097 self
.assertEqual(portfolio
.D("0.35"), balance
.exchange_free
.value
)
1098 self
.assertEqual(portfolio
.D("0.30"), balance
.exchange_used
.value
)
1099 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1100 self
.assertEqual("BTC", balance
.exchange_free
.currency
)
1101 self
.assertEqual("BTC", balance
.exchange_total
.currency
)
1103 self
.assertEqual(portfolio
.D("-10"), balance
.margin_total
.value
)
1104 self
.assertEqual(portfolio
.D("10"), balance
.margin_borrowed
.value
)
1105 self
.assertEqual(portfolio
.D("0"), balance
.margin_available
.value
)
1106 self
.assertEqual("BTC", balance
.margin_total
.currency
)
1107 self
.assertEqual("BTC", balance
.margin_borrowed
.currency
)
1108 self
.assertEqual("BTC", balance
.margin_available
.currency
)
1110 self
.assertEqual("BTC", balance
.currency
)
1112 self
.assertEqual(portfolio
.D("0.4"), balance
.margin_lending_fees
.value
)
1113 self
.assertEqual("USDT", balance
.margin_lending_fees
.currency
)
1115 def test__repr(self
):
1116 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1117 repr(portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)))
1118 balance
= portfolio
.Balance("BTX", { "exchange_total": 3,
1119 "exchange_used": 1, "exchange_free": 2 })
1120 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1122 balance
= portfolio
.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}
)
1123 self
.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance
))
1125 balance
= portfolio
.Balance("BTX", { "margin_total": 3,
1126 "margin_in_position": 1, "margin_available": 2 })
1127 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance
))
1129 balance
= portfolio
.Balance("BTX", { "margin_total": 2, "margin_available": 2 }
)
1130 self
.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance
))
1132 balance
= portfolio
.Balance("BTX", { "margin_total": -3,
1133 "margin_borrowed_base_price": D("0.1"),
1134 "margin_borrowed_base_currency": "BTC",
1135 "margin_lending_fees": D("0.002") })
1136 self
.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance
))
1138 balance
= portfolio
.Balance("BTX", { "margin_total": 1,
1139 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1140 self
.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance
))
1142 def test_as_json(self
):
1143 balance
= portfolio
.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }
)
1144 as_json
= balance
.as_json()
1145 self
.assertEqual(set(portfolio
.Balance
.base_keys
), set(as_json
.keys()))
1146 self
.assertEqual(D(0), as_json
["total"])
1147 self
.assertEqual(D(2), as_json
["exchange_total"])
1148 self
.assertEqual(D(2), as_json
["exchange_free"])
1149 self
.assertEqual(D(0), as_json
["exchange_used"])
1150 self
.assertEqual(D(0), as_json
["margin_total"])
1151 self
.assertEqual(D(0), as_json
["margin_available"])
1152 self
.assertEqual(D(0), as_json
["margin_borrowed"])
1154 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1155 class MarketTest(WebMockTestCase
):
1157 super(MarketTest
, self
).setUp()
1159 self
.ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
1161 def test_values(self
):
1162 m
= market
.Market(self
.ccxt
, self
.market_args())
1164 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1165 self
.assertFalse(m
.debug
)
1166 self
.assertIsInstance(m
.report
, market
.ReportStore
)
1167 self
.assertIsInstance(m
.trades
, market
.TradeStore
)
1168 self
.assertIsInstance(m
.balances
, market
.BalanceStore
)
1169 self
.assertEqual(m
, m
.report
.market
)
1170 self
.assertEqual(m
, m
.trades
.market
)
1171 self
.assertEqual(m
, m
.balances
.market
)
1172 self
.assertEqual(m
, m
.ccxt
._market
)
1174 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=True))
1175 self
.assertTrue(m
.debug
)
1177 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=False))
1178 self
.assertFalse(m
.debug
)
1180 with mock
.patch("market.ReportStore") as report_store
:
1181 with self
.subTest(quiet
=False):
1182 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=False))
1183 report_store
.assert_called_with(m
, verbose_print
=True)
1184 with self
.subTest(quiet
=True):
1185 m
= market
.Market(self
.ccxt
, self
.market_args(quiet
=True))
1186 report_store
.assert_called_with(m
, verbose_print
=False)
1188 @mock.patch("market.ccxt")
1189 def test_from_config(self
, ccxt
):
1190 with mock
.patch("market.ReportStore"):
1191 ccxt
.poloniexE
.return_value
= self
.ccxt
1193 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args())
1195 self
.assertEqual(self
.ccxt
, m
.ccxt
)
1197 m
= market
.Market
.from_config({"key": "key", "secred": "secret"}
, self
.market_args(debug
=True))
1198 self
.assertEqual(True, m
.debug
)
1200 def test_get_tickers(self
):
1201 self
.ccxt
.fetch_tickers
.side_effect
= [
1206 m
= market
.Market(self
.ccxt
, self
.market_args())
1207 self
.assertEqual("tickers", m
.get_tickers())
1208 self
.assertEqual("tickers", m
.get_tickers())
1209 self
.ccxt
.fetch_tickers
.assert_called_once()
1211 self
.assertIsNone(m
.get_tickers(refresh
=self
.time
.time()))
1213 def test_get_ticker(self
):
1214 with self
.subTest(get_tickers
=True):
1215 self
.ccxt
.fetch_tickers
.return_value
= {
1216 "ETH/ETC": { "bid": 1, "ask": 3 }
,
1217 "XVG/ETH": { "bid": 10, "ask": 40 }
,
1219 m
= market
.Market(self
.ccxt
, self
.market_args())
1221 ticker
= m
.get_ticker("ETH", "ETC")
1222 self
.assertEqual(1, ticker
["bid"])
1223 self
.assertEqual(3, ticker
["ask"])
1224 self
.assertEqual(2, ticker
["average"])
1225 self
.assertFalse(ticker
["inverted"])
1227 ticker
= m
.get_ticker("ETH", "XVG")
1228 self
.assertEqual(0.0625, ticker
["average"])
1229 self
.assertTrue(ticker
["inverted"])
1230 self
.assertIn("original", ticker
)
1231 self
.assertEqual(10, ticker
["original"]["bid"])
1232 self
.assertEqual(25, ticker
["original"]["average"])
1234 ticker
= m
.get_ticker("XVG", "XMR")
1235 self
.assertIsNone(ticker
)
1237 with self
.subTest(get_tickers
=False):
1238 self
.ccxt
.fetch_tickers
.return_value
= None
1239 self
.ccxt
.fetch_ticker
.side_effect
= [
1240 { "bid": 1, "ask": 3 }
,
1241 market
.ExchangeError("foo"),
1242 { "bid": 10, "ask": 40 }
,
1243 market
.ExchangeError("foo"),
1244 market
.ExchangeError("foo"),
1247 m
= market
.Market(self
.ccxt
, self
.market_args())
1249 ticker
= m
.get_ticker("ETH", "ETC")
1250 self
.ccxt
.fetch_ticker
.assert_called_with("ETH/ETC")
1251 self
.assertEqual(1, ticker
["bid"])
1252 self
.assertEqual(3, ticker
["ask"])
1253 self
.assertEqual(2, ticker
["average"])
1254 self
.assertFalse(ticker
["inverted"])
1256 ticker
= m
.get_ticker("ETH", "XVG")
1257 self
.assertEqual(0.0625, ticker
["average"])
1258 self
.assertTrue(ticker
["inverted"])
1259 self
.assertIn("original", ticker
)
1260 self
.assertEqual(10, ticker
["original"]["bid"])
1261 self
.assertEqual(25, ticker
["original"]["average"])
1263 ticker
= m
.get_ticker("XVG", "XMR")
1264 self
.assertIsNone(ticker
)
1266 def test_fetch_fees(self
):
1267 m
= market
.Market(self
.ccxt
, self
.market_args())
1268 self
.ccxt
.fetch_fees
.return_value
= "Foo"
1269 self
.assertEqual("Foo", m
.fetch_fees())
1270 self
.ccxt
.fetch_fees
.assert_called_once()
1271 self
.ccxt
.reset_mock()
1272 self
.assertEqual("Foo", m
.fetch_fees())
1273 self
.ccxt
.fetch_fees
.assert_not_called()
1275 @mock.patch.object(market
.Portfolio
, "repartition")
1276 @mock.patch.object(market
.Market
, "get_ticker")
1277 @mock.patch.object(market
.TradeStore
, "compute_trades")
1278 def test_prepare_trades(self
, compute_trades
, get_ticker
, repartition
):
1279 repartition
.return_value
= {
1280 "XEM": (D("0.75"), "long"),
1281 "BTC": (D("0.25"), "long"),
1283 def _get_ticker(c1
, c2
):
1284 if c1
== "USDT" and c2
== "BTC":
1285 return { "average": D("0.0001") }
1286 if c1
== "XVG" and c2
== "BTC":
1287 return { "average": D("0.000001") }
1288 if c1
== "XEM" and c2
== "BTC":
1289 return { "average": D("0.001") }
1290 self
.fail("Should be called with {}, {}".format(c1
, c2
))
1291 get_ticker
.side_effect
= _get_ticker
1293 with mock
.patch("market.ReportStore"):
1294 m
= market
.Market(self
.ccxt
, self
.market_args())
1295 self
.ccxt
.fetch_all_balances
.return_value
= {
1297 "exchange_free": D("10000.0"),
1298 "exchange_used": D("0.0"),
1299 "exchange_total": D("10000.0"),
1300 "total": D("10000.0")
1303 "exchange_free": D("10000.0"),
1304 "exchange_used": D("0.0"),
1305 "exchange_total": D("10000.0"),
1306 "total": D("10000.0")
1310 m
.balances
.fetch_balances(tag
="tag")
1313 compute_trades
.assert_called()
1315 call
= compute_trades
.call_args
1316 self
.assertEqual(1, call
[0][0]["USDT"].value
)
1317 self
.assertEqual(D("0.01"), call
[0][0]["XVG"].value
)
1318 self
.assertEqual(D("0.2525"), call
[0][1]["BTC"].value
)
1319 self
.assertEqual(D("0.7575"), call
[0][1]["XEM"].value
)
1320 m
.report
.log_stage
.assert_called_once_with("prepare_trades",
1321 base_currency
='BTC', compute_value
='average',
1322 liquidity
='medium', only
=None, repartition
=None)
1323 m
.report
.log_balances
.assert_called_once_with(tag
="tag")
1326 @mock.patch.object(market
.time
, "sleep")
1327 @mock.patch.object(market
.TradeStore
, "all_orders")
1328 def test_follow_orders(self
, all_orders
, time_mock
):
1329 for debug
, sleep
in [
1330 (False, None), (True, None),
1331 (False, 12), (True, 12)]:
1332 with self
.subTest(sleep
=sleep
, debug
=debug
), \
1333 mock
.patch("market.ReportStore"):
1334 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1336 order_mock1
= mock
.Mock()
1337 order_mock2
= mock
.Mock()
1338 order_mock3
= mock
.Mock()
1339 all_orders
.side_effect
= [
1340 [order_mock1
, order_mock2
],
1341 [order_mock1
, order_mock2
],
1343 [order_mock1
, order_mock3
],
1344 [order_mock1
, order_mock3
],
1346 [order_mock1
, order_mock3
],
1347 [order_mock1
, order_mock3
],
1352 order_mock1
.get_status
.side_effect
= ["open", "open", "closed"]
1353 order_mock2
.get_status
.side_effect
= ["open"]
1354 order_mock3
.get_status
.side_effect
= ["open", "closed"]
1356 order_mock1
.trade
= mock
.Mock()
1357 order_mock2
.trade
= mock
.Mock()
1358 order_mock3
.trade
= mock
.Mock()
1360 m
.follow_orders(sleep
=sleep
)
1362 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 1)
1363 order_mock1
.trade
.update_order
.assert_any_call(order_mock1
, 2)
1364 self
.assertEqual(2, order_mock1
.trade
.update_order
.call_count
)
1365 self
.assertEqual(3, order_mock1
.get_status
.call_count
)
1367 order_mock2
.trade
.update_order
.assert_any_call(order_mock2
, 1)
1368 self
.assertEqual(1, order_mock2
.trade
.update_order
.call_count
)
1369 self
.assertEqual(1, order_mock2
.get_status
.call_count
)
1371 order_mock3
.trade
.update_order
.assert_any_call(order_mock3
, 2)
1372 self
.assertEqual(1, order_mock3
.trade
.update_order
.call_count
)
1373 self
.assertEqual(2, order_mock3
.get_status
.call_count
)
1374 m
.report
.log_stage
.assert_called()
1376 mock
.call("follow_orders_begin"),
1377 mock
.call("follow_orders_tick_1"),
1378 mock
.call("follow_orders_tick_2"),
1379 mock
.call("follow_orders_tick_3"),
1380 mock
.call("follow_orders_end"),
1382 m
.report
.log_stage
.assert_has_calls(calls
)
1383 m
.report
.log_orders
.assert_called()
1384 self
.assertEqual(3, m
.report
.log_orders
.call_count
)
1386 mock
.call([order_mock1
, order_mock2
], tick
=1),
1387 mock
.call([order_mock1
, order_mock3
], tick
=2),
1388 mock
.call([order_mock1
, order_mock3
], tick
=3),
1390 m
.report
.log_orders
.assert_has_calls(calls
)
1392 mock
.call(order_mock1
, 3, finished
=True),
1393 mock
.call(order_mock3
, 3, finished
=True),
1395 m
.report
.log_order
.assert_has_calls(calls
)
1399 m
.report
.log_debug_action
.assert_called_with("Set follow_orders tick to 7s")
1400 time_mock
.assert_called_with(7)
1402 time_mock
.assert_called_with(30)
1404 time_mock
.assert_called_with(sleep
)
1406 @mock.patch.object(market
.BalanceStore
, "fetch_balances")
1407 def test_move_balance(self
, fetch_balances
):
1408 for debug
in [True, False]:
1409 with self
.subTest(debug
=debug
),\
1410 mock
.patch("market.ReportStore"):
1411 m
= market
.Market(self
.ccxt
, self
.market_args(debug
=debug
))
1413 value_from
= portfolio
.Amount("BTC", "1.0")
1414 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
1415 value_to
= portfolio
.Amount("BTC", "10.0")
1416 trade1
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1418 value_from
= portfolio
.Amount("BTC", "0.0")
1419 value_from
.linked_to
= portfolio
.Amount("ETH", "0.0")
1420 value_to
= portfolio
.Amount("BTC", "-3.0")
1421 trade2
= portfolio
.Trade(value_from
, value_to
, "ETH", m
)
1423 value_from
= portfolio
.Amount("USDT", "0.0")
1424 value_from
.linked_to
= portfolio
.Amount("XVG", "0.0")
1425 value_to
= portfolio
.Amount("USDT", "-50.0")
1426 trade3
= portfolio
.Trade(value_from
, value_to
, "XVG", m
)
1428 m
.trades
.all
= [trade1
, trade2
, trade3
]
1429 balance1
= portfolio
.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }
)
1430 balance2
= portfolio
.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }
)
1431 balance3
= portfolio
.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }
)
1432 m
.balances
.all
= {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1436 fetch_balances
.assert_called_with()
1437 m
.report
.log_move_balances
.assert_called_once()
1440 m
.report
.log_debug_action
.assert_called()
1441 self
.assertEqual(3, m
.report
.log_debug_action
.call_count
)
1443 self
.ccxt
.transfer_balance
.assert_any_call("BTC", 3, "exchange", "margin")
1444 self
.ccxt
.transfer_balance
.assert_any_call("USDT", 100, "exchange", "margin")
1445 self
.ccxt
.transfer_balance
.assert_any_call("ETC", 5, "margin", "exchange")
1447 def test_store_file_report(self
):
1448 file_open
= mock
.mock_open()
1449 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1450 with self
.subTest(file="present"),\
1451 mock
.patch("market.open", file_open
),\
1452 mock
.patch
.object(m
, "report") as report
,\
1453 mock
.patch
.object(market
, "datetime") as time_mock
:
1455 report
.print_logs
= [[time_mock
.now(), "Foo"], [time_mock
.now(), "Bar"]]
1456 report
.to_json
.return_value
= "json_content"
1458 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1460 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1461 file_open
.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1462 file_open().write
.assert_any_call("json_content")
1463 file_open().write
.assert_any_call("Foo\nBar")
1464 m
.report
.to_json
.assert_called_once_with()
1466 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="error", user_id
=1)
1467 with self
.subTest(file="error"),\
1468 mock
.patch("market.open") as file_open
,\
1469 mock
.patch
.object(m
, "report") as report
,\
1470 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1471 file_open
.side_effect
= FileNotFoundError
1473 m
.store_file_report(datetime
.datetime(2018, 2, 25))
1475 self
.assertRegex(stdout_mock
.getvalue(), "impossible to store report file: FileNotFoundError;")
1477 @mock.patch.object(market
, "psycopg2")
1478 def test_store_database_report(self
, psycopg2
):
1479 connect_mock
= mock
.Mock()
1480 cursor_mock
= mock
.MagicMock()
1482 connect_mock
.cursor
.return_value
= cursor_mock
1483 psycopg2
.connect
.return_value
= connect_mock
1484 m
= market
.Market(self
.ccxt
, self
.market_args(),
1485 pg_config
={"config": "pg_config"}
, user_id
=1)
1486 cursor_mock
.fetchone
.return_value
= [42]
1488 with self
.subTest(error
=False),\
1489 mock
.patch
.object(m
, "report") as report
:
1490 report
.to_json_array
.return_value
= [
1491 ("date1", "type1", "payload1"),
1492 ("date2", "type2", "payload2"),
1494 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1495 connect_mock
.assert_has_calls([
1497 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)),
1498 mock
.call
.cursor().fetchone(),
1499 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1500 mock
.call
.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1502 mock
.call
.cursor().close(),
1506 connect_mock
.reset_mock()
1507 with self
.subTest(error
=True),\
1508 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
1509 psycopg2
.connect
.side_effect
= Exception("Bouh")
1510 m
.store_database_report(datetime
.datetime(2018, 3, 24))
1511 self
.assertEqual(stdout_mock
.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1513 def test_store_report(self
):
1514 m
= market
.Market(self
.ccxt
, self
.market_args(), user_id
=1)
1515 with self
.subTest(file=None, pg_config
=None),\
1516 mock
.patch
.object(m
, "report") as report
,\
1517 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1518 mock
.patch
.object(m
, "store_file_report") as file_report
:
1520 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1522 file_report
.assert_not_called()
1523 db_report
.assert_not_called()
1526 m
= market
.Market(self
.ccxt
, self
.market_args(), report_path
="present", user_id
=1)
1527 with self
.subTest(file="present", pg_config
=None),\
1528 mock
.patch
.object(m
, "report") as report
,\
1529 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1530 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1531 mock
.patch
.object(market
, "datetime") as time_mock
:
1533 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1537 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1538 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1539 db_report
.assert_not_called()
1542 m
= market
.Market(self
.ccxt
, self
.market_args(), pg_config
="present", user_id
=1)
1543 with self
.subTest(file=None, pg_config
="present"),\
1544 mock
.patch
.object(m
, "report") as report
,\
1545 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1546 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1547 mock
.patch
.object(market
, "datetime") as time_mock
:
1549 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1553 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1554 file_report
.assert_not_called()
1555 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1558 m
= market
.Market(self
.ccxt
, self
.market_args(),
1559 pg_config
="pg_config", report_path
="present", user_id
=1)
1560 with self
.subTest(file="present", pg_config
="present"),\
1561 mock
.patch
.object(m
, "report") as report
,\
1562 mock
.patch
.object(m
, "store_file_report") as file_report
,\
1563 mock
.patch
.object(m
, "store_database_report") as db_report
,\
1564 mock
.patch
.object(market
, "datetime") as time_mock
:
1566 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25)
1570 report
.merge
.assert_called_with(store
.Portfolio
.report
)
1571 file_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1572 db_report
.assert_called_once_with(datetime
.datetime(2018, 2, 25))
1574 def test_print_orders(self
):
1575 m
= market
.Market(self
.ccxt
, self
.market_args())
1576 with mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1577 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1578 mock
.patch
.object(m
, "prepare_trades") as prepare_trades
,\
1579 mock
.patch
.object(m
.trades
, "prepare_orders") as prepare_orders
:
1582 log_stage
.assert_called_with("print_orders")
1583 fetch_balances
.assert_called_with(tag
="print_orders")
1584 prepare_trades
.assert_called_with(base_currency
="BTC",
1585 compute_value
="average")
1586 prepare_orders
.assert_called_with(compute_value
="average")
1588 def test_print_balances(self
):
1589 m
= market
.Market(self
.ccxt
, self
.market_args())
1591 with mock
.patch
.object(m
.balances
, "in_currency") as in_currency
,\
1592 mock
.patch
.object(m
.report
, "log_stage") as log_stage
,\
1593 mock
.patch
.object(m
.balances
, "fetch_balances") as fetch_balances
,\
1594 mock
.patch
.object(m
.report
, "print_log") as print_log
:
1596 in_currency
.return_value
= {
1597 "BTC": portfolio
.Amount("BTC", "0.65"),
1598 "ETH": portfolio
.Amount("BTC", "0.3"),
1603 log_stage
.assert_called_once_with("print_balances")
1604 fetch_balances
.assert_called_with()
1605 print_log
.assert_has_calls([
1606 mock
.call("total:"),
1607 mock
.call(portfolio
.Amount("BTC", "0.95")),
1610 @mock.patch("market.Processor.process")
1611 @mock.patch("market.ReportStore.log_error")
1612 @mock.patch("market.Market.store_report")
1613 def test_process(self
, store_report
, log_error
, process
):
1614 m
= market
.Market(self
.ccxt
, self
.market_args())
1615 with self
.subTest(before
=False, after
=False):
1618 process
.assert_not_called()
1619 store_report
.assert_called_once()
1620 log_error
.assert_not_called()
1622 process
.reset_mock()
1623 log_error
.reset_mock()
1624 store_report
.reset_mock()
1625 with self
.subTest(before
=True, after
=False):
1626 m
.process(None, before
=True)
1628 process
.assert_called_once_with("sell_all", steps
="before")
1629 store_report
.assert_called_once()
1630 log_error
.assert_not_called()
1632 process
.reset_mock()
1633 log_error
.reset_mock()
1634 store_report
.reset_mock()
1635 with self
.subTest(before
=False, after
=True):
1636 m
.process(None, after
=True)
1638 process
.assert_called_once_with("sell_all", steps
="after")
1639 store_report
.assert_called_once()
1640 log_error
.assert_not_called()
1642 process
.reset_mock()
1643 log_error
.reset_mock()
1644 store_report
.reset_mock()
1645 with self
.subTest(before
=True, after
=True):
1646 m
.process(None, before
=True, after
=True)
1648 process
.assert_has_calls([
1649 mock
.call("sell_all", steps
="before"),
1650 mock
.call("sell_all", steps
="after"),
1652 store_report
.assert_called_once()
1653 log_error
.assert_not_called()
1655 process
.reset_mock()
1656 log_error
.reset_mock()
1657 store_report
.reset_mock()
1658 with self
.subTest(action
="print_balances"),\
1659 mock
.patch
.object(m
, "print_balances") as print_balances
:
1660 m
.process(["print_balances"])
1662 process
.assert_not_called()
1663 log_error
.assert_not_called()
1664 store_report
.assert_called_once()
1665 print_balances
.assert_called_once_with()
1667 log_error
.reset_mock()
1668 store_report
.reset_mock()
1669 with self
.subTest(action
="print_orders"),\
1670 mock
.patch
.object(m
, "print_orders") as print_orders
,\
1671 mock
.patch
.object(m
, "print_balances") as print_balances
:
1672 m
.process(["print_orders", "print_balances"])
1674 process
.assert_not_called()
1675 log_error
.assert_not_called()
1676 store_report
.assert_called_once()
1677 print_orders
.assert_called_once_with()
1678 print_balances
.assert_called_once_with()
1680 log_error
.reset_mock()
1681 store_report
.reset_mock()
1682 with self
.subTest(action
="unknown"):
1683 m
.process(["unknown"])
1684 log_error
.assert_called_once_with("market_process", message
="Unknown action unknown")
1685 store_report
.assert_called_once()
1687 log_error
.reset_mock()
1688 store_report
.reset_mock()
1689 with self
.subTest(unhandled_exception
=True):
1690 process
.side_effect
= Exception("bouh")
1692 m
.process(None, before
=True)
1693 log_error
.assert_called_with("market_process", exception
=mock
.ANY
)
1694 store_report
.assert_called_once()
1696 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1697 class TradeStoreTest(WebMockTestCase
):
1698 def test_compute_trades(self
):
1699 self
.m
.balances
.currencies
.return_value
= ["XMR", "DASH", "XVG", "BTC", "ETH"]
1702 "XMR": portfolio
.Amount("BTC", D("0.9")),
1703 "DASH": portfolio
.Amount("BTC", D("0.4")),
1704 "XVG": portfolio
.Amount("BTC", D("-0.5")),
1705 "BTC": portfolio
.Amount("BTC", D("0.5")),
1708 "DASH": portfolio
.Amount("BTC", D("0.5")),
1709 "XVG": portfolio
.Amount("BTC", D("0.1")),
1710 "BTC": portfolio
.Amount("BTC", D("0.4")),
1711 "ETH": portfolio
.Amount("BTC", D("0.3")),
1721 with mock
.patch
.object(market
.TradeStore
, "trade_if_matching") as trade_if_matching
:
1722 trade_store
= market
.TradeStore(self
.m
)
1723 trade_if_matching
.side_effect
= side_effect
1725 trade_store
.compute_trades(values_in_base
,
1726 new_repartition
, only
="only")
1728 self
.assertEqual(5, trade_if_matching
.call_count
)
1729 self
.assertEqual(3, len(trade_store
.all
))
1730 self
.assertEqual([1, 4, 5], trade_store
.all
)
1731 self
.m
.report
.log_trades
.assert_called_with(side_effect
, "only")
1733 def test_trade_if_matching(self
):
1735 with self
.subTest(only
="nope"):
1736 trade_store
= market
.TradeStore(self
.m
)
1737 result
= trade_store
.trade_if_matching(
1738 portfolio
.Amount("BTC", D("0")),
1739 portfolio
.Amount("BTC", D("0.3")),
1741 self
.assertEqual(False, result
[0])
1742 self
.assertIsInstance(result
[1], portfolio
.Trade
)
1744 with self
.subTest(only
=None):
1745 trade_store
= market
.TradeStore(self
.m
)
1746 result
= trade_store
.trade_if_matching(
1747 portfolio
.Amount("BTC", D("0")),
1748 portfolio
.Amount("BTC", D("0.3")),
1750 self
.assertEqual(True, result
[0])
1752 with self
.subTest(only
="acquire"):
1753 trade_store
= market
.TradeStore(self
.m
)
1754 result
= trade_store
.trade_if_matching(
1755 portfolio
.Amount("BTC", D("0")),
1756 portfolio
.Amount("BTC", D("0.3")),
1757 "ETH", only
="acquire")
1758 self
.assertEqual(True, result
[0])
1760 with self
.subTest(only
="dispose"):
1761 trade_store
= market
.TradeStore(self
.m
)
1762 result
= trade_store
.trade_if_matching(
1763 portfolio
.Amount("BTC", D("0")),
1764 portfolio
.Amount("BTC", D("0.3")),
1765 "ETH", only
="dispose")
1766 self
.assertEqual(False, result
[0])
1768 def test_prepare_orders(self
):
1769 trade_store
= market
.TradeStore(self
.m
)
1771 trade_mock1
= mock
.Mock()
1772 trade_mock2
= mock
.Mock()
1773 trade_mock3
= mock
.Mock()
1775 trade_mock1
.prepare_order
.return_value
= 1
1776 trade_mock2
.prepare_order
.return_value
= 2
1777 trade_mock3
.prepare_order
.return_value
= 3
1779 trade_mock1
.pending
= True
1780 trade_mock2
.pending
= True
1781 trade_mock3
.pending
= False
1783 trade_store
.all
.append(trade_mock1
)
1784 trade_store
.all
.append(trade_mock2
)
1785 trade_store
.all
.append(trade_mock3
)
1787 trade_store
.prepare_orders()
1788 trade_mock1
.prepare_order
.assert_called_with(compute_value
="default")
1789 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1790 trade_mock3
.prepare_order
.assert_not_called()
1791 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "default")
1793 self
.m
.report
.log_orders
.reset_mock()
1795 trade_store
.prepare_orders(compute_value
="bla")
1796 trade_mock1
.prepare_order
.assert_called_with(compute_value
="bla")
1797 trade_mock2
.prepare_order
.assert_called_with(compute_value
="bla")
1798 self
.m
.report
.log_orders
.assert_called_once_with([1, 2], None, "bla")
1800 trade_mock1
.prepare_order
.reset_mock()
1801 trade_mock2
.prepare_order
.reset_mock()
1802 self
.m
.report
.log_orders
.reset_mock()
1804 trade_mock1
.action
= "foo"
1805 trade_mock2
.action
= "bar"
1806 trade_store
.prepare_orders(only
="bar")
1807 trade_mock1
.prepare_order
.assert_not_called()
1808 trade_mock2
.prepare_order
.assert_called_with(compute_value
="default")
1809 self
.m
.report
.log_orders
.assert_called_once_with([2], "bar", "default")
1811 def test_print_all_with_order(self
):
1812 trade_mock1
= mock
.Mock()
1813 trade_mock2
= mock
.Mock()
1814 trade_mock3
= mock
.Mock()
1815 trade_store
= market
.TradeStore(self
.m
)
1816 trade_store
.all
= [trade_mock1
, trade_mock2
, trade_mock3
]
1818 trade_store
.print_all_with_order()
1820 trade_mock1
.print_with_order
.assert_called()
1821 trade_mock2
.print_with_order
.assert_called()
1822 trade_mock3
.print_with_order
.assert_called()
1824 def test_run_orders(self
):
1825 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1826 order_mock1
= mock
.Mock()
1827 order_mock2
= mock
.Mock()
1828 order_mock3
= mock
.Mock()
1829 trade_store
= market
.TradeStore(self
.m
)
1831 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1833 trade_store
.run_orders()
1835 all_orders
.assert_called_with(state
="pending")
1837 order_mock1
.run
.assert_called()
1838 order_mock2
.run
.assert_called()
1839 order_mock3
.run
.assert_called()
1841 self
.m
.report
.log_stage
.assert_called_with("run_orders")
1842 self
.m
.report
.log_orders
.assert_called_with([order_mock1
, order_mock2
,
1845 def test_all_orders(self
):
1846 trade_mock1
= mock
.Mock()
1847 trade_mock2
= mock
.Mock()
1849 order_mock1
= mock
.Mock()
1850 order_mock2
= mock
.Mock()
1851 order_mock3
= mock
.Mock()
1853 trade_mock1
.orders
= [order_mock1
, order_mock2
]
1854 trade_mock2
.orders
= [order_mock3
]
1856 order_mock1
.status
= "pending"
1857 order_mock2
.status
= "open"
1858 order_mock3
.status
= "open"
1860 trade_store
= market
.TradeStore(self
.m
)
1861 trade_store
.all
.append(trade_mock1
)
1862 trade_store
.all
.append(trade_mock2
)
1864 orders
= trade_store
.all_orders()
1865 self
.assertEqual(3, len(orders
))
1867 open_orders
= trade_store
.all_orders(state
="open")
1868 self
.assertEqual(2, len(open_orders
))
1869 self
.assertEqual([order_mock2
, order_mock3
], open_orders
)
1871 def test_update_all_orders_status(self
):
1872 with mock
.patch
.object(market
.TradeStore
, "all_orders") as all_orders
:
1873 order_mock1
= mock
.Mock()
1874 order_mock2
= mock
.Mock()
1875 order_mock3
= mock
.Mock()
1877 all_orders
.return_value
= [order_mock1
, order_mock2
, order_mock3
]
1879 trade_store
= market
.TradeStore(self
.m
)
1881 trade_store
.update_all_orders_status()
1882 all_orders
.assert_called_with(state
="open")
1884 order_mock1
.get_status
.assert_called()
1885 order_mock2
.get_status
.assert_called()
1886 order_mock3
.get_status
.assert_called()
1888 def test_close_trades(self
):
1889 trade_mock1
= mock
.Mock()
1890 trade_mock2
= mock
.Mock()
1891 trade_mock3
= mock
.Mock()
1893 trade_store
= market
.TradeStore(self
.m
)
1895 trade_store
.all
.append(trade_mock1
)
1896 trade_store
.all
.append(trade_mock2
)
1897 trade_store
.all
.append(trade_mock3
)
1899 trade_store
.close_trades()
1901 trade_mock1
.close
.assert_called_once_with()
1902 trade_mock2
.close
.assert_called_once_with()
1903 trade_mock3
.close
.assert_called_once_with()
1905 def test_pending(self
):
1906 trade_mock1
= mock
.Mock()
1907 trade_mock1
.pending
= True
1908 trade_mock2
= mock
.Mock()
1909 trade_mock2
.pending
= True
1910 trade_mock3
= mock
.Mock()
1911 trade_mock3
.pending
= False
1913 trade_store
= market
.TradeStore(self
.m
)
1915 trade_store
.all
.append(trade_mock1
)
1916 trade_store
.all
.append(trade_mock2
)
1917 trade_store
.all
.append(trade_mock3
)
1919 self
.assertEqual([trade_mock1
, trade_mock2
], trade_store
.pending
)
1921 @unittest.skipUnless("unit" in limits
, "Unit skipped")
1922 class BalanceStoreTest(WebMockTestCase
):
1924 super(BalanceStoreTest
, self
).setUp()
1926 self
.fetch_balance
= {
1930 "exchange_total": 0,
1934 "exchange_free": D("6.0"),
1935 "exchange_used": D("1.2"),
1936 "exchange_total": D("7.2"),
1940 "exchange_free": 16,
1942 "exchange_total": 16,
1948 "exchange_total": 0,
1949 "margin_total": D("-1.0"),
1954 def test_in_currency(self
):
1955 self
.m
.get_ticker
.return_value
= {
1958 "average": D("0.1"),
1961 balance_store
= market
.BalanceStore(self
.m
)
1962 balance_store
.all
= {
1963 "BTC": portfolio
.Balance("BTC", {
1965 "exchange_total":"0.65",
1966 "exchange_free": "0.35",
1967 "exchange_used": "0.30"}),
1968 "ETH": portfolio
.Balance("ETH", {
1970 "exchange_total": 3,
1972 "exchange_used": 0}),
1975 amounts
= balance_store
.in_currency("BTC")
1976 self
.assertEqual("BTC", amounts
["ETH"].currency
)
1977 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1978 self
.assertEqual(D("0.30"), amounts
["ETH"].value
)
1979 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1981 self
.m
.report
.log_tickers
.reset_mock()
1983 amounts
= balance_store
.in_currency("BTC", compute_value
="bid")
1984 self
.assertEqual(D("0.65"), amounts
["BTC"].value
)
1985 self
.assertEqual(D("0.27"), amounts
["ETH"].value
)
1986 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1988 self
.m
.report
.log_tickers
.reset_mock()
1990 amounts
= balance_store
.in_currency("BTC", compute_value
="bid", type="exchange_used")
1991 self
.assertEqual(D("0.30"), amounts
["BTC"].value
)
1992 self
.assertEqual(0, amounts
["ETH"].value
)
1993 self
.m
.report
.log_tickers
.assert_called_once_with(amounts
, "BTC",
1994 "bid", "exchange_used")
1995 self
.m
.report
.log_tickers
.reset_mock()
1997 def test_fetch_balances(self
):
1998 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2000 balance_store
= market
.BalanceStore(self
.m
)
2002 balance_store
.fetch_balances()
2003 self
.assertNotIn("ETC", balance_store
.currencies())
2004 self
.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store
.currencies()))
2006 balance_store
.all
["ETC"] = portfolio
.Balance("ETC", {
2007 "exchange_total": "1", "exchange_free": "0",
2008 "exchange_used": "1" })
2009 balance_store
.fetch_balances(tag
="foo")
2010 self
.assertEqual(0, balance_store
.all
["ETC"].total
)
2011 self
.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store
.currencies()))
2012 self
.m
.report
.log_balances
.assert_called_with(tag
="foo")
2014 @mock.patch.object(market
.Portfolio
, "repartition")
2015 def test_dispatch_assets(self
, repartition
):
2016 self
.m
.ccxt
.fetch_all_balances
.return_value
= self
.fetch_balance
2018 balance_store
= market
.BalanceStore(self
.m
)
2019 balance_store
.fetch_balances()
2021 self
.assertNotIn("XEM", balance_store
.currencies())
2023 repartition_hash
= {
2024 "XEM": (D("0.75"), "long"),
2025 "BTC": (D("0.26"), "long"),
2026 "DASH": (D("0.10"), "short"),
2028 repartition
.return_value
= repartition_hash
2030 amounts
= balance_store
.dispatch_assets(portfolio
.Amount("BTC", "11.1"))
2031 repartition
.assert_called_with(liquidity
="medium")
2032 self
.assertIn("XEM", balance_store
.currencies())
2033 self
.assertEqual(D("2.6"), amounts
["BTC"].value
)
2034 self
.assertEqual(D("7.5"), amounts
["XEM"].value
)
2035 self
.assertEqual(D("-1.0"), amounts
["DASH"].value
)
2036 self
.m
.report
.log_balances
.assert_called_with(tag
=None)
2037 self
.m
.report
.log_dispatch
.assert_called_once_with(portfolio
.Amount("BTC",
2038 "11.1"), amounts
, "medium", repartition_hash
)
2040 def test_currencies(self
):
2041 balance_store
= market
.BalanceStore(self
.m
)
2043 balance_store
.all
= {
2044 "BTC": portfolio
.Balance("BTC", {
2046 "exchange_total":"0.65",
2047 "exchange_free": "0.35",
2048 "exchange_used": "0.30"}),
2049 "ETH": portfolio
.Balance("ETH", {
2051 "exchange_total": 3,
2053 "exchange_used": 0}),
2055 self
.assertListEqual(["BTC", "ETH"], list(balance_store
.currencies()))
2057 def test_as_json(self
):
2058 balance_mock1
= mock
.Mock()
2059 balance_mock1
.as_json
.return_value
= 1
2061 balance_mock2
= mock
.Mock()
2062 balance_mock2
.as_json
.return_value
= 2
2064 balance_store
= market
.BalanceStore(self
.m
)
2065 balance_store
.all
= {
2066 "BTC": balance_mock1
,
2067 "ETH": balance_mock2
,
2070 as_json
= balance_store
.as_json()
2071 self
.assertEqual(1, as_json
["BTC"])
2072 self
.assertEqual(2, as_json
["ETH"])
2075 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2076 class ComputationTest(WebMockTestCase
):
2077 def test_compute_value(self
):
2078 compute
= mock
.Mock()
2079 portfolio
.Computation
.compute_value("foo", "buy", compute_value
=compute
)
2080 compute
.assert_called_with("foo", "ask")
2082 compute
.reset_mock()
2083 portfolio
.Computation
.compute_value("foo", "sell", compute_value
=compute
)
2084 compute
.assert_called_with("foo", "bid")
2086 compute
.reset_mock()
2087 portfolio
.Computation
.compute_value("foo", "ask", compute_value
=compute
)
2088 compute
.assert_called_with("foo", "ask")
2090 compute
.reset_mock()
2091 portfolio
.Computation
.compute_value("foo", "bid", compute_value
=compute
)
2092 compute
.assert_called_with("foo", "bid")
2094 compute
.reset_mock()
2095 portfolio
.Computation
.computations
["test"] = compute
2096 portfolio
.Computation
.compute_value("foo", "bid", compute_value
="test")
2097 compute
.assert_called_with("foo", "bid")
2100 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2101 class TradeTest(WebMockTestCase
):
2103 def test_values_assertion(self
):
2104 value_from
= portfolio
.Amount("BTC", "1.0")
2105 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2106 value_to
= portfolio
.Amount("BTC", "1.0")
2107 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2108 self
.assertEqual("BTC", trade
.base_currency
)
2109 self
.assertEqual("ETH", trade
.currency
)
2110 self
.assertEqual(self
.m
, trade
.market
)
2112 with self
.assertRaises(AssertionError):
2113 portfolio
.Trade(value_from
, -value_to
, "ETH", self
.m
)
2114 with self
.assertRaises(AssertionError):
2115 portfolio
.Trade(value_from
, value_to
, "ETC", self
.m
)
2116 with self
.assertRaises(AssertionError):
2117 value_from
.currency
= "ETH"
2118 portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2119 value_from
.currency
= "BTC"
2120 with self
.assertRaises(AssertionError):
2121 value_from2
= portfolio
.Amount("BTC", "1.0")
2122 portfolio
.Trade(value_from2
, value_to
, "ETH", self
.m
)
2124 value_from
= portfolio
.Amount("BTC", 0)
2125 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2126 self
.assertEqual(0, trade
.value_from
.linked_to
)
2128 def test_action(self
):
2129 value_from
= portfolio
.Amount("BTC", "1.0")
2130 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2131 value_to
= portfolio
.Amount("BTC", "1.0")
2132 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2134 self
.assertIsNone(trade
.action
)
2136 value_from
= portfolio
.Amount("BTC", "1.0")
2137 value_from
.linked_to
= portfolio
.Amount("BTC", "1.0")
2138 value_to
= portfolio
.Amount("BTC", "2.0")
2139 trade
= portfolio
.Trade(value_from
, value_to
, "BTC", self
.m
)
2141 self
.assertIsNone(trade
.action
)
2143 value_from
= portfolio
.Amount("BTC", "0.5")
2144 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2145 value_to
= portfolio
.Amount("BTC", "1.0")
2146 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2148 self
.assertEqual("acquire", trade
.action
)
2150 value_from
= portfolio
.Amount("BTC", "0")
2151 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2152 value_to
= portfolio
.Amount("BTC", "-1.0")
2153 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2155 self
.assertEqual("acquire", trade
.action
)
2157 def test_order_action(self
):
2158 value_from
= portfolio
.Amount("BTC", "0.5")
2159 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2160 value_to
= portfolio
.Amount("BTC", "1.0")
2161 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2163 trade
.inverted
= False
2164 self
.assertEqual("buy", trade
.order_action())
2165 trade
.inverted
= True
2166 self
.assertEqual("sell", trade
.order_action())
2168 value_from
= portfolio
.Amount("BTC", "0")
2169 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2170 value_to
= portfolio
.Amount("BTC", "-1.0")
2171 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2173 trade
.inverted
= False
2174 self
.assertEqual("sell", trade
.order_action())
2175 trade
.inverted
= True
2176 self
.assertEqual("buy", trade
.order_action())
2178 def test_trade_type(self
):
2179 value_from
= portfolio
.Amount("BTC", "0.5")
2180 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2181 value_to
= portfolio
.Amount("BTC", "1.0")
2182 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2184 self
.assertEqual("long", trade
.trade_type
)
2186 value_from
= portfolio
.Amount("BTC", "0")
2187 value_from
.linked_to
= portfolio
.Amount("ETH", "0")
2188 value_to
= portfolio
.Amount("BTC", "-1.0")
2189 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2191 self
.assertEqual("short", trade
.trade_type
)
2193 def test_is_fullfiled(self
):
2194 with self
.subTest(inverted
=False):
2195 value_from
= portfolio
.Amount("BTC", "0.5")
2196 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2197 value_to
= portfolio
.Amount("BTC", "1.0")
2198 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2200 order1
= mock
.Mock()
2201 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2203 order2
= mock
.Mock()
2204 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2205 trade
.orders
.append(order1
)
2206 trade
.orders
.append(order2
)
2208 self
.assertFalse(trade
.is_fullfiled
)
2210 order3
= mock
.Mock()
2211 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2212 trade
.orders
.append(order3
)
2214 self
.assertTrue(trade
.is_fullfiled
)
2216 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2217 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2218 order3
.filled_amount
.assert_called_with(in_base_currency
=True)
2220 with self
.subTest(inverted
=True):
2221 value_from
= portfolio
.Amount("BTC", "0.5")
2222 value_from
.linked_to
= portfolio
.Amount("USDT", "1000.0")
2223 value_to
= portfolio
.Amount("BTC", "1.0")
2224 trade
= portfolio
.Trade(value_from
, value_to
, "USDT", self
.m
)
2225 trade
.inverted
= True
2227 order1
= mock
.Mock()
2228 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.3")
2230 order2
= mock
.Mock()
2231 order2
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.01")
2232 trade
.orders
.append(order1
)
2233 trade
.orders
.append(order2
)
2235 self
.assertFalse(trade
.is_fullfiled
)
2237 order3
= mock
.Mock()
2238 order3
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.19")
2239 trade
.orders
.append(order3
)
2241 self
.assertTrue(trade
.is_fullfiled
)
2243 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2244 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2245 order3
.filled_amount
.assert_called_with(in_base_currency
=False)
2248 def test_filled_amount(self
):
2249 value_from
= portfolio
.Amount("BTC", "0.5")
2250 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2251 value_to
= portfolio
.Amount("BTC", "1.0")
2252 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2254 order1
= mock
.Mock()
2255 order1
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.3")
2257 order2
= mock
.Mock()
2258 order2
.filled_amount
.return_value
= portfolio
.Amount("ETH", "0.01")
2259 trade
.orders
.append(order1
)
2260 trade
.orders
.append(order2
)
2262 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount())
2263 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2264 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2266 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=False))
2267 order1
.filled_amount
.assert_called_with(in_base_currency
=False)
2268 order2
.filled_amount
.assert_called_with(in_base_currency
=False)
2270 self
.assertEqual(portfolio
.Amount("ETH", "0.31"), trade
.filled_amount(in_base_currency
=True))
2271 order1
.filled_amount
.assert_called_with(in_base_currency
=True)
2272 order2
.filled_amount
.assert_called_with(in_base_currency
=True)
2274 @mock.patch.object(portfolio
.Computation
, "compute_value")
2275 @mock.patch.object(portfolio
.Trade
, "filled_amount")
2276 @mock.patch.object(portfolio
, "Order")
2277 def test_prepare_order(self
, Order
, filled_amount
, compute_value
):
2278 Order
.return_value
= "Order"
2280 with self
.subTest(desc
="Nothing to do"):
2281 value_from
= portfolio
.Amount("BTC", "10")
2282 value_from
.rate
= D("0.1")
2283 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2284 value_to
= portfolio
.Amount("BTC", "10")
2285 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2287 trade
.prepare_order()
2289 filled_amount
.assert_not_called()
2290 compute_value
.assert_not_called()
2291 self
.assertEqual(0, len(trade
.orders
))
2292 Order
.assert_not_called()
2294 self
.m
.get_ticker
.return_value
= { "inverted": False }
2295 with self
.subTest(desc
="Already filled"):
2296 filled_amount
.return_value
= portfolio
.Amount("FOO", "100")
2297 compute_value
.return_value
= D("0.125")
2299 value_from
= portfolio
.Amount("BTC", "10")
2300 value_from
.rate
= D("0.1")
2301 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2302 value_to
= portfolio
.Amount("BTC", "0")
2303 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2305 trade
.prepare_order()
2307 filled_amount
.assert_called_with(in_base_currency
=False)
2308 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2309 self
.assertEqual(0, len(trade
.orders
))
2310 self
.m
.report
.log_error
.assert_called_with("prepare_order", message
=mock
.ANY
)
2311 Order
.assert_not_called()
2313 with self
.subTest(action
="dispose", inverted
=False):
2314 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2315 compute_value
.return_value
= D("0.125")
2317 value_from
= portfolio
.Amount("BTC", "10")
2318 value_from
.rate
= D("0.1")
2319 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2320 value_to
= portfolio
.Amount("BTC", "1")
2321 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2323 trade
.prepare_order()
2325 filled_amount
.assert_called_with(in_base_currency
=False)
2326 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2327 self
.assertEqual(1, len(trade
.orders
))
2328 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2329 D("0.125"), "BTC", "long", self
.m
,
2330 trade
, close_if_possible
=False)
2332 with self
.subTest(action
="dispose", inverted
=False, close_if_possible
=True):
2333 filled_amount
.return_value
= portfolio
.Amount("FOO", "60")
2334 compute_value
.return_value
= D("0.125")
2336 value_from
= portfolio
.Amount("BTC", "10")
2337 value_from
.rate
= D("0.1")
2338 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2339 value_to
= portfolio
.Amount("BTC", "1")
2340 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2342 trade
.prepare_order(close_if_possible
=True)
2344 filled_amount
.assert_called_with(in_base_currency
=False)
2345 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2346 self
.assertEqual(1, len(trade
.orders
))
2347 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 30),
2348 D("0.125"), "BTC", "long", self
.m
,
2349 trade
, close_if_possible
=True)
2351 with self
.subTest(action
="acquire", inverted
=False):
2352 filled_amount
.return_value
= portfolio
.Amount("BTC", "3")
2353 compute_value
.return_value
= D("0.125")
2355 value_from
= portfolio
.Amount("BTC", "1")
2356 value_from
.rate
= D("0.1")
2357 value_from
.linked_to
= portfolio
.Amount("FOO", "10")
2358 value_to
= portfolio
.Amount("BTC", "10")
2359 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2361 trade
.prepare_order()
2363 filled_amount
.assert_called_with(in_base_currency
=True)
2364 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "buy", compute_value
="default")
2365 self
.assertEqual(1, len(trade
.orders
))
2367 Order
.assert_called_with("buy", portfolio
.Amount("FOO", 48),
2368 D("0.125"), "BTC", "long", self
.m
,
2369 trade
, close_if_possible
=False)
2371 with self
.subTest(close_if_possible
=True):
2372 filled_amount
.return_value
= portfolio
.Amount("FOO", "0")
2373 compute_value
.return_value
= D("0.125")
2375 value_from
= portfolio
.Amount("BTC", "10")
2376 value_from
.rate
= D("0.1")
2377 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2378 value_to
= portfolio
.Amount("BTC", "0")
2379 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2381 trade
.prepare_order()
2383 filled_amount
.assert_called_with(in_base_currency
=False)
2384 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
, "sell", compute_value
="default")
2385 self
.assertEqual(1, len(trade
.orders
))
2386 Order
.assert_called_with("sell", portfolio
.Amount("FOO", 100),
2387 D("0.125"), "BTC", "long", self
.m
,
2388 trade
, close_if_possible
=True)
2390 self
.m
.get_ticker
.return_value
= { "inverted": True, "original": {}
}
2391 with self
.subTest(action
="dispose", inverted
=True):
2392 filled_amount
.return_value
= portfolio
.Amount("FOO", "300")
2393 compute_value
.return_value
= D("125")
2395 value_from
= portfolio
.Amount("BTC", "10")
2396 value_from
.rate
= D("0.01")
2397 value_from
.linked_to
= portfolio
.Amount("FOO", "1000")
2398 value_to
= portfolio
.Amount("BTC", "1")
2399 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2401 trade
.prepare_order(compute_value
="foo")
2403 filled_amount
.assert_called_with(in_base_currency
=True)
2404 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "buy", compute_value
="foo")
2405 self
.assertEqual(1, len(trade
.orders
))
2406 Order
.assert_called_with("buy", portfolio
.Amount("BTC", D("4.8")),
2407 D("125"), "FOO", "long", self
.m
,
2408 trade
, close_if_possible
=False)
2410 with self
.subTest(action
="acquire", inverted
=True):
2411 filled_amount
.return_value
= portfolio
.Amount("BTC", "4")
2412 compute_value
.return_value
= D("125")
2414 value_from
= portfolio
.Amount("BTC", "1")
2415 value_from
.rate
= D("0.01")
2416 value_from
.linked_to
= portfolio
.Amount("FOO", "100")
2417 value_to
= portfolio
.Amount("BTC", "10")
2418 trade
= portfolio
.Trade(value_from
, value_to
, "FOO", self
.m
)
2420 trade
.prepare_order(compute_value
="foo")
2422 filled_amount
.assert_called_with(in_base_currency
=False)
2423 compute_value
.assert_called_with(self
.m
.get_ticker
.return_value
["original"], "sell", compute_value
="foo")
2424 self
.assertEqual(1, len(trade
.orders
))
2425 Order
.assert_called_with("sell", portfolio
.Amount("BTC", D("5")),
2426 D("125"), "FOO", "long", self
.m
,
2427 trade
, close_if_possible
=False)
2430 @mock.patch.object(portfolio
.Trade
, "prepare_order")
2431 def test_update_order(self
, prepare_order
):
2432 order_mock
= mock
.Mock()
2433 new_order_mock
= mock
.Mock()
2435 value_from
= portfolio
.Amount("BTC", "0.5")
2436 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2437 value_to
= portfolio
.Amount("BTC", "1.0")
2438 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2439 prepare_order
.return_value
= new_order_mock
2441 for i
in [0, 1, 3, 4, 6]:
2442 with self
.subTest(tick
=i
):
2443 trade
.update_order(order_mock
, i
)
2444 order_mock
.cancel
.assert_not_called()
2445 new_order_mock
.run
.assert_not_called()
2446 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
,
2447 update
="waiting", compute_value
=None, new_order
=None)
2449 order_mock
.reset_mock()
2450 new_order_mock
.reset_mock()
2452 self
.m
.report
.log_order
.reset_mock()
2454 trade
.update_order(order_mock
, 2)
2455 order_mock
.cancel
.assert_called()
2456 new_order_mock
.run
.assert_called()
2457 prepare_order
.assert_called()
2458 self
.m
.report
.log_order
.assert_called()
2459 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2461 mock
.call(order_mock
, 2, update
="adjusting",
2462 compute_value
=mock
.ANY
,
2463 new_order
=new_order_mock
),
2464 mock
.call(order_mock
, 2, new_order
=new_order_mock
),
2466 self
.m
.report
.log_order
.assert_has_calls(calls
)
2468 order_mock
.reset_mock()
2469 new_order_mock
.reset_mock()
2471 self
.m
.report
.log_order
.reset_mock()
2473 trade
.update_order(order_mock
, 5)
2474 order_mock
.cancel
.assert_called()
2475 new_order_mock
.run
.assert_called()
2476 prepare_order
.assert_called()
2477 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2478 self
.m
.report
.log_order
.assert_called()
2480 mock
.call(order_mock
, 5, update
="adjusting",
2481 compute_value
=mock
.ANY
,
2482 new_order
=new_order_mock
),
2483 mock
.call(order_mock
, 5, new_order
=new_order_mock
),
2485 self
.m
.report
.log_order
.assert_has_calls(calls
)
2487 order_mock
.reset_mock()
2488 new_order_mock
.reset_mock()
2490 self
.m
.report
.log_order
.reset_mock()
2492 trade
.update_order(order_mock
, 7)
2493 order_mock
.cancel
.assert_called()
2494 new_order_mock
.run
.assert_called()
2495 prepare_order
.assert_called_with(compute_value
="default")
2496 self
.m
.report
.log_order
.assert_called()
2497 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2499 mock
.call(order_mock
, 7, update
="market_fallback",
2500 compute_value
='default',
2501 new_order
=new_order_mock
),
2502 mock
.call(order_mock
, 7, new_order
=new_order_mock
),
2504 self
.m
.report
.log_order
.assert_has_calls(calls
)
2506 order_mock
.reset_mock()
2507 new_order_mock
.reset_mock()
2509 self
.m
.report
.log_order
.reset_mock()
2511 for i
in [10, 13, 16]:
2512 with self
.subTest(tick
=i
):
2513 trade
.update_order(order_mock
, i
)
2514 order_mock
.cancel
.assert_called()
2515 new_order_mock
.run
.assert_called()
2516 prepare_order
.assert_called_with(compute_value
="default")
2517 self
.m
.report
.log_order
.assert_called()
2518 self
.assertEqual(2, self
.m
.report
.log_order
.call_count
)
2520 mock
.call(order_mock
, i
, update
="market_adjust",
2521 compute_value
='default',
2522 new_order
=new_order_mock
),
2523 mock
.call(order_mock
, i
, new_order
=new_order_mock
),
2525 self
.m
.report
.log_order
.assert_has_calls(calls
)
2527 order_mock
.reset_mock()
2528 new_order_mock
.reset_mock()
2530 self
.m
.report
.log_order
.reset_mock()
2532 for i
in [8, 9, 11, 12]:
2533 with self
.subTest(tick
=i
):
2534 trade
.update_order(order_mock
, i
)
2535 order_mock
.cancel
.assert_not_called()
2536 new_order_mock
.run
.assert_not_called()
2537 self
.m
.report
.log_order
.assert_called_once_with(order_mock
, i
, update
="waiting",
2538 compute_value
=None, new_order
=None)
2540 order_mock
.reset_mock()
2541 new_order_mock
.reset_mock()
2543 self
.m
.report
.log_order
.reset_mock()
2546 def test_print_with_order(self
):
2547 value_from
= portfolio
.Amount("BTC", "0.5")
2548 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2549 value_to
= portfolio
.Amount("BTC", "1.0")
2550 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2552 order_mock1
= mock
.Mock()
2553 order_mock1
.__repr__
= mock
.Mock()
2554 order_mock1
.__repr__
.return_value
= "Mock 1"
2555 order_mock2
= mock
.Mock()
2556 order_mock2
.__repr__
= mock
.Mock()
2557 order_mock2
.__repr__
.return_value
= "Mock 2"
2558 order_mock1
.mouvements
= []
2559 mouvement_mock1
= mock
.Mock()
2560 mouvement_mock1
.__repr__
= mock
.Mock()
2561 mouvement_mock1
.__repr__
.return_value
= "Mouvement 1"
2562 mouvement_mock2
= mock
.Mock()
2563 mouvement_mock2
.__repr__
= mock
.Mock()
2564 mouvement_mock2
.__repr__
.return_value
= "Mouvement 2"
2565 order_mock2
.mouvements
= [
2566 mouvement_mock1
, mouvement_mock2
2568 trade
.orders
.append(order_mock1
)
2569 trade
.orders
.append(order_mock2
)
2571 with mock
.patch
.object(trade
, "filled_amount") as filled
:
2572 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2574 trade
.print_with_order()
2576 self
.m
.report
.print_log
.assert_called()
2577 calls
= self
.m
.report
.print_log
.mock_calls
2578 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls
[0][1][0]))
2579 self
.assertEqual("\tMock 1", str(calls
[1][1][0]))
2580 self
.assertEqual("\tMock 2", str(calls
[2][1][0]))
2581 self
.assertEqual("\t\tMouvement 1", str(calls
[3][1][0]))
2582 self
.assertEqual("\t\tMouvement 2", str(calls
[4][1][0]))
2584 self
.m
.report
.print_log
.reset_mock()
2586 filled
.return_value
= portfolio
.Amount("BTC", "0.5")
2587 trade
.print_with_order()
2588 calls
= self
.m
.report
.print_log
.mock_calls
2589 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls
[0][1][0]))
2591 self
.m
.report
.print_log
.reset_mock()
2593 filled
.return_value
= portfolio
.Amount("BTC", "0.1")
2595 trade
.print_with_order()
2596 calls
= self
.m
.report
.print_log
.mock_calls
2597 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls
[0][1][0]))
2599 def test_close(self
):
2600 value_from
= portfolio
.Amount("BTC", "0.5")
2601 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2602 value_to
= portfolio
.Amount("BTC", "1.0")
2603 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2604 order1
= mock
.Mock()
2605 trade
.orders
.append(order1
)
2609 self
.assertEqual(True, trade
.closed
)
2610 order1
.cancel
.assert_called_once_with()
2612 def test_pending(self
):
2613 value_from
= portfolio
.Amount("BTC", "0.5")
2614 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2615 value_to
= portfolio
.Amount("BTC", "1.0")
2616 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2619 self
.assertEqual(False, trade
.pending
)
2621 trade
.closed
= False
2622 self
.assertEqual(True, trade
.pending
)
2624 order1
= mock
.Mock()
2625 order1
.filled_amount
.return_value
= portfolio
.Amount("BTC", "0.5")
2626 trade
.orders
.append(order1
)
2627 self
.assertEqual(False, trade
.pending
)
2629 def test__repr(self
):
2630 value_from
= portfolio
.Amount("BTC", "0.5")
2631 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2632 value_to
= portfolio
.Amount("BTC", "1.0")
2633 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2635 self
.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade
))
2637 def test_as_json(self
):
2638 value_from
= portfolio
.Amount("BTC", "0.5")
2639 value_from
.linked_to
= portfolio
.Amount("ETH", "10.0")
2640 value_to
= portfolio
.Amount("BTC", "1.0")
2641 trade
= portfolio
.Trade(value_from
, value_to
, "ETH", self
.m
)
2643 as_json
= trade
.as_json()
2644 self
.assertEqual("acquire", as_json
["action"])
2645 self
.assertEqual(D("0.5"), as_json
["from"])
2646 self
.assertEqual(D("1.0"), as_json
["to"])
2647 self
.assertEqual("ETH", as_json
["currency"])
2648 self
.assertEqual("BTC", as_json
["base_currency"])
2650 @unittest.skipUnless("unit" in limits
, "Unit skipped")
2651 class OrderTest(WebMockTestCase
):
2652 def test_values(self
):
2653 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2654 D("0.1"), "BTC", "long", "market", "trade")
2655 self
.assertEqual("buy", order
.action
)
2656 self
.assertEqual(10, order
.amount
.value
)
2657 self
.assertEqual("ETH", order
.amount
.currency
)
2658 self
.assertEqual(D("0.1"), order
.rate
)
2659 self
.assertEqual("BTC", order
.base_currency
)
2660 self
.assertEqual("market", order
.market
)
2661 self
.assertEqual("long", order
.trade_type
)
2662 self
.assertEqual("pending", order
.status
)
2663 self
.assertEqual("trade", order
.trade
)
2664 self
.assertIsNone(order
.id)
2665 self
.assertFalse(order
.close_if_possible
)
2667 def test__repr(self
):
2668 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2669 D("0.1"), "BTC", "long", "market", "trade")
2670 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order
))
2672 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2673 D("0.1"), "BTC", "long", "market", "trade",
2674 close_if_possible
=True)
2675 self
.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order
))
2677 def test_as_json(self
):
2678 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2679 D("0.1"), "BTC", "long", "market", "trade")
2680 mouvement_mock1
= mock
.Mock()
2681 mouvement_mock1
.as_json
.return_value
= 1
2682 mouvement_mock2
= mock
.Mock()
2683 mouvement_mock2
.as_json
.return_value
= 2
2685 order
.mouvements
= [mouvement_mock1
, mouvement_mock2
]
2686 as_json
= order
.as_json()
2687 self
.assertEqual("buy", as_json
["action"])
2688 self
.assertEqual("long", as_json
["trade_type"])
2689 self
.assertEqual(10, as_json
["amount"])
2690 self
.assertEqual("ETH", as_json
["currency"])
2691 self
.assertEqual("BTC", as_json
["base_currency"])
2692 self
.assertEqual(D("0.1"), as_json
["rate"])
2693 self
.assertEqual("pending", as_json
["status"])
2694 self
.assertEqual(False, as_json
["close_if_possible"])
2695 self
.assertIsNone(as_json
["id"])
2696 self
.assertEqual([1, 2], as_json
["mouvements"])
2698 def test_account(self
):
2699 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2700 D("0.1"), "BTC", "long", "market", "trade")
2701 self
.assertEqual("exchange", order
.account
)
2703 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2704 D("0.1"), "BTC", "short", "market", "trade")
2705 self
.assertEqual("margin", order
.account
)
2707 def test_pending(self
):
2708 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2709 D("0.1"), "BTC", "long", "market", "trade")
2710 self
.assertTrue(order
.pending
)
2711 order
.status
= "open"
2712 self
.assertFalse(order
.pending
)
2714 def test_open(self
):
2715 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2716 D("0.1"), "BTC", "long", "market", "trade")
2717 self
.assertFalse(order
.open)
2718 order
.status
= "open"
2719 self
.assertTrue(order
.open)
2721 def test_finished(self
):
2722 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2723 D("0.1"), "BTC", "long", "market", "trade")
2724 self
.assertFalse(order
.finished
)
2725 order
.status
= "closed"
2726 self
.assertTrue(order
.finished
)
2727 order
.status
= "canceled"
2728 self
.assertTrue(order
.finished
)
2729 order
.status
= "error"
2730 self
.assertTrue(order
.finished
)
2732 @mock.patch.object(portfolio
.Order
, "fetch")
2733 def test_cancel(self
, fetch
):
2734 with self
.subTest(debug
=True):
2736 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2737 D("0.1"), "BTC", "long", self
.m
, "trade")
2738 order
.status
= "open"
2741 self
.m
.ccxt
.cancel_order
.assert_not_called()
2742 self
.m
.report
.log_debug_action
.assert_called_once()
2743 self
.m
.report
.log_debug_action
.reset_mock()
2744 self
.assertEqual("canceled", order
.status
)
2746 with self
.subTest(desc
="Nominal case"):
2747 self
.m
.debug
= False
2748 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2749 D("0.1"), "BTC", "long", self
.m
, "trade")
2750 order
.status
= "open"
2754 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2755 fetch
.assert_called_once_with()
2756 self
.m
.report
.log_debug_action
.assert_not_called()
2758 with self
.subTest(exception
=True):
2759 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2760 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2761 D("0.1"), "BTC", "long", self
.m
, "trade")
2762 order
.status
= "open"
2765 self
.m
.ccxt
.cancel_order
.assert_called_with(42)
2766 self
.m
.report
.log_error
.assert_called_once()
2769 with self
.subTest(id=None):
2770 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2771 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2772 D("0.1"), "BTC", "long", self
.m
, "trade")
2773 order
.status
= "open"
2775 self
.m
.ccxt
.cancel_order
.assert_not_called()
2778 with self
.subTest(open=False):
2779 self
.m
.ccxt
.cancel_order
.side_effect
= portfolio
.OrderNotFound
2780 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2781 D("0.1"), "BTC", "long", self
.m
, "trade")
2782 order
.status
= "closed"
2784 self
.m
.ccxt
.cancel_order
.assert_not_called()
2786 def test_dust_amount_remaining(self
):
2787 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2788 D("0.1"), "BTC", "long", self
.m
, "trade")
2789 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", 1))
2790 self
.assertFalse(order
.dust_amount_remaining())
2792 order
.remaining_amount
= mock
.Mock(return_value
=portfolio
.Amount("ETH", D("0.0001")))
2793 self
.assertTrue(order
.dust_amount_remaining())
2795 @mock.patch.object(portfolio
.Order
, "fetch")
2796 @mock.patch.object(portfolio
.Order
, "filled_amount", return_value
=portfolio
.Amount("ETH", 1))
2797 def test_remaining_amount(self
, filled_amount
, fetch
):
2798 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2799 D("0.1"), "BTC", "long", self
.m
, "trade")
2801 self
.assertEqual(9, order
.remaining_amount().value
)
2803 order
.status
= "open"
2804 self
.assertEqual(9, order
.remaining_amount().value
)
2806 @mock.patch.object(portfolio
.Order
, "fetch")
2807 def test_filled_amount(self
, fetch
):
2808 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2809 D("0.1"), "BTC", "long", self
.m
, "trade")
2810 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2811 "tradeID": 42, "type": "buy", "fee": "0.0015",
2812 "date": "2017-12-30 12:00:12", "rate": "0.1",
2813 "amount": "3", "total": "0.3"
2815 order
.mouvements
.append(portfolio
.Mouvement("ETH", "BTC", {
2816 "tradeID": 43, "type": "buy", "fee": "0.0015",
2817 "date": "2017-12-30 13:00:12", "rate": "0.2",
2818 "amount": "2", "total": "0.4"
2820 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount())
2821 fetch
.assert_not_called()
2822 order
.status
= "open"
2823 self
.assertEqual(portfolio
.Amount("ETH", 5), order
.filled_amount(in_base_currency
=False))
2824 fetch
.assert_called_once()
2825 self
.assertEqual(portfolio
.Amount("BTC", "0.7"), order
.filled_amount(in_base_currency
=True))
2827 def test_fetch_mouvements(self
):
2828 self
.m
.ccxt
.privatePostReturnOrderTrades
.return_value
= [
2830 "tradeID": 42, "type": "buy", "fee": "0.0015",
2831 "date": "2017-12-30 12:00:12", "rate": "0.1",
2832 "amount": "3", "total": "0.3"
2835 "tradeID": 43, "type": "buy", "fee": "0.0015",
2836 "date": "2017-12-30 13:00:12", "rate": "0.2",
2837 "amount": "2", "total": "0.4"
2840 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2841 D("0.1"), "BTC", "long", self
.m
, "trade")
2843 order
.mouvements
= ["Foo", "Bar", "Baz"]
2845 order
.fetch_mouvements()
2847 self
.m
.ccxt
.privatePostReturnOrderTrades
.assert_called_with({"orderNumber": 12}
)
2848 self
.assertEqual(2, len(order
.mouvements
))
2849 self
.assertEqual(42, order
.mouvements
[0].id)
2850 self
.assertEqual(43, order
.mouvements
[1].id)
2852 self
.m
.ccxt
.privatePostReturnOrderTrades
.side_effect
= portfolio
.ExchangeError
2853 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2854 D("0.1"), "BTC", "long", self
.m
, "trade")
2855 order
.fetch_mouvements()
2856 self
.assertEqual(0, len(order
.mouvements
))
2858 def test_mark_finished_order(self
):
2859 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2860 D("0.1"), "BTC", "short", self
.m
, "trade",
2861 close_if_possible
=True)
2862 order
.status
= "closed"
2863 self
.m
.debug
= False
2865 order
.mark_finished_order()
2866 self
.m
.ccxt
.close_margin_position
.assert_called_with("ETH", "BTC")
2867 self
.m
.ccxt
.close_margin_position
.reset_mock()
2869 order
.status
= "open"
2870 order
.mark_finished_order()
2871 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2873 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2874 D("0.1"), "BTC", "short", self
.m
, "trade",
2875 close_if_possible
=False)
2876 order
.status
= "closed"
2877 order
.mark_finished_order()
2878 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2880 order
= portfolio
.Order("sell", portfolio
.Amount("ETH", 10),
2881 D("0.1"), "BTC", "short", self
.m
, "trade",
2882 close_if_possible
=True)
2883 order
.status
= "closed"
2884 order
.mark_finished_order()
2885 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2887 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2888 D("0.1"), "BTC", "long", self
.m
, "trade",
2889 close_if_possible
=True)
2890 order
.status
= "closed"
2891 order
.mark_finished_order()
2892 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2896 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2897 D("0.1"), "BTC", "short", self
.m
, "trade",
2898 close_if_possible
=True)
2899 order
.status
= "closed"
2901 order
.mark_finished_order()
2902 self
.m
.ccxt
.close_margin_position
.assert_not_called()
2903 self
.m
.report
.log_debug_action
.assert_called_once()
2905 @mock.patch.object(portfolio
.Order
, "fetch_mouvements")
2906 @mock.patch.object(portfolio
.Order
, "mark_finished_order")
2907 def test_fetch(self
, mark_finished_order
, fetch_mouvements
):
2908 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2909 D("0.1"), "BTC", "long", self
.m
, "trade")
2911 with self
.subTest(debug
=True):
2914 self
.m
.report
.log_debug_action
.assert_called_once()
2915 self
.m
.report
.log_debug_action
.reset_mock()
2916 self
.m
.ccxt
.fetch_order
.assert_not_called()
2917 mark_finished_order
.assert_not_called()
2918 fetch_mouvements
.assert_not_called()
2920 with self
.subTest(debug
=False):
2921 self
.m
.debug
= False
2922 self
.m
.ccxt
.fetch_order
.return_value
= {
2924 "datetime": "timestamp"
2928 self
.m
.ccxt
.fetch_order
.assert_called_once_with(45)
2929 fetch_mouvements
.assert_called_once()
2930 self
.assertEqual("foo", order
.status
)
2931 self
.assertEqual("timestamp", order
.timestamp
)
2932 self
.assertEqual(1, len(order
.results
))
2933 self
.m
.report
.log_debug_action
.assert_not_called()
2934 mark_finished_order
.assert_called_once()
2936 mark_finished_order
.reset_mock()
2937 with self
.subTest(missing_order
=True):
2938 self
.m
.ccxt
.fetch_order
.side_effect
= [
2939 portfolio
.OrderNotCached
,
2942 self
.assertEqual("closed_unknown", order
.status
)
2943 mark_finished_order
.assert_called_once()
2945 @mock.patch.object(portfolio
.Order
, "fetch")
2946 def test_get_status(self
, fetch
):
2947 with self
.subTest(debug
=True):
2949 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2950 D("0.1"), "BTC", "long", self
.m
, "trade")
2951 self
.assertEqual("pending", order
.get_status())
2952 fetch
.assert_not_called()
2953 self
.m
.report
.log_debug_action
.assert_called_once()
2955 with self
.subTest(debug
=False, finished
=False):
2956 self
.m
.debug
= False
2957 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2958 D("0.1"), "BTC", "long", self
.m
, "trade")
2960 def update_status():
2961 order
.status
= "open"
2962 return update_status
2963 fetch
.side_effect
= _fetch(order
)
2964 self
.assertEqual("open", order
.get_status())
2965 fetch
.assert_called_once()
2968 with self
.subTest(debug
=False, finished
=True):
2969 self
.m
.debug
= False
2970 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2971 D("0.1"), "BTC", "long", self
.m
, "trade")
2973 def update_status():
2974 order
.status
= "closed"
2975 return update_status
2976 fetch
.side_effect
= _fetch(order
)
2977 self
.assertEqual("closed", order
.get_status())
2978 fetch
.assert_called_once()
2981 self
.m
.ccxt
.order_precision
.return_value
= 4
2982 with self
.subTest(debug
=True):
2984 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2985 D("0.1"), "BTC", "long", self
.m
, "trade")
2987 self
.m
.ccxt
.create_order
.assert_not_called()
2988 self
.m
.report
.log_debug_action
.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2989 self
.assertEqual("open", order
.status
)
2990 self
.assertEqual(1, len(order
.results
))
2991 self
.assertEqual(-1, order
.id)
2993 self
.m
.ccxt
.create_order
.reset_mock()
2994 with self
.subTest(debug
=False):
2995 self
.m
.debug
= False
2996 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
2997 D("0.1"), "BTC", "long", self
.m
, "trade")
2998 self
.m
.ccxt
.create_order
.return_value
= { "id": 123 }
3000 self
.m
.ccxt
.create_order
.assert_called_once()
3001 self
.assertEqual(1, len(order
.results
))
3002 self
.assertEqual("open", order
.status
)
3004 self
.m
.ccxt
.create_order
.reset_mock()
3005 with self
.subTest(exception
=True):
3006 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 10),
3007 D("0.1"), "BTC", "long", self
.m
, "trade")
3008 self
.m
.ccxt
.create_order
.side_effect
= Exception("bouh")
3010 self
.m
.ccxt
.create_order
.assert_called_once()
3011 self
.assertEqual(0, len(order
.results
))
3012 self
.assertEqual("error", order
.status
)
3013 self
.m
.report
.log_error
.assert_called_once()
3015 self
.m
.ccxt
.create_order
.reset_mock()
3016 with self
.subTest(dust_amount_exception
=True),\
3017 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3018 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", 0.001),
3019 D("0.1"), "BTC", "long", self
.m
, "trade")
3020 self
.m
.ccxt
.create_order
.side_effect
= portfolio
.InvalidOrder
3022 self
.m
.ccxt
.create_order
.assert_called_once()
3023 self
.assertEqual(0, len(order
.results
))
3024 self
.assertEqual("closed", order
.status
)
3025 mark_finished_order
.assert_called_once()
3027 self
.m
.ccxt
.order_precision
.return_value
= 8
3028 self
.m
.ccxt
.create_order
.reset_mock()
3029 with self
.subTest(insufficient_funds
=True),\
3030 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3031 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3032 D("0.1"), "BTC", "long", self
.m
, "trade")
3033 self
.m
.ccxt
.create_order
.side_effect
= [
3034 portfolio
.InsufficientFunds
,
3035 portfolio
.InsufficientFunds
,
3036 portfolio
.InsufficientFunds
,
3040 self
.m
.ccxt
.create_order
.assert_has_calls([
3041 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3042 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3043 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3044 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3046 self
.assertEqual(4, self
.m
.ccxt
.create_order
.call_count
)
3047 self
.assertEqual(1, len(order
.results
))
3048 self
.assertEqual("open", order
.status
)
3049 self
.assertEqual(4, order
.tries
)
3050 self
.m
.report
.log_error
.assert_called()
3051 self
.assertEqual(4, self
.m
.report
.log_error
.call_count
)
3053 self
.m
.ccxt
.order_precision
.return_value
= 8
3054 self
.m
.ccxt
.create_order
.reset_mock()
3055 self
.m
.report
.log_error
.reset_mock()
3056 with self
.subTest(insufficient_funds
=True),\
3057 mock
.patch
.object(portfolio
.Order
, "mark_finished_order") as mark_finished_order
:
3058 order
= portfolio
.Order("buy", portfolio
.Amount("ETH", "0.001"),
3059 D("0.1"), "BTC", "long", self
.m
, "trade")
3060 self
.m
.ccxt
.create_order
.side_effect
= [
3061 portfolio
.InsufficientFunds
,
3062 portfolio
.InsufficientFunds
,
3063 portfolio
.InsufficientFunds
,
3064 portfolio
.InsufficientFunds
,
3065 portfolio
.InsufficientFunds
,
3068 self
.m
.ccxt
.create_order
.assert_has_calls([
3069 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account
='exchange', price
=D('0.1')),
3070 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account
='exchange', price
=D('0.1')),
3071 mock
.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account
='exchange', price
=D('0.1')),
3072 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account
='exchange', price
=D('0.1')),
3073 mock
.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account
='exchange', price
=D('0.1')),
3075 self
.assertEqual(5, self
.m
.ccxt
.create_order
.call_count
)
3076 self
.assertEqual(0, len(order
.results
))
3077 self
.assertEqual("error", order
.status
)
3078 self
.assertEqual(5, order
.tries
)
3079 self
.m
.report
.log_error
.assert_called()
3080 self
.assertEqual(5, self
.m
.report
.log_error
.call_count
)
3081 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
)
3084 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3085 class MouvementTest(WebMockTestCase
):
3086 def test_values(self
):
3087 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3088 "tradeID": 42, "type": "buy", "fee": "0.0015",
3089 "date": "2017-12-30 12:00:12", "rate": "0.1",
3090 "amount": "10", "total": "1"
3092 self
.assertEqual("ETH", mouvement
.currency
)
3093 self
.assertEqual("BTC", mouvement
.base_currency
)
3094 self
.assertEqual(42, mouvement
.id)
3095 self
.assertEqual("buy", mouvement
.action
)
3096 self
.assertEqual(D("0.0015"), mouvement
.fee_rate
)
3097 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), mouvement
.date
)
3098 self
.assertEqual(D("0.1"), mouvement
.rate
)
3099 self
.assertEqual(portfolio
.Amount("ETH", "10"), mouvement
.total
)
3100 self
.assertEqual(portfolio
.Amount("BTC", "1"), mouvement
.total_in_base
)
3102 mouvement
= portfolio
.Mouvement("ETH", "BTC", { "foo": "bar" }
)
3103 self
.assertIsNone(mouvement
.date
)
3104 self
.assertIsNone(mouvement
.id)
3105 self
.assertIsNone(mouvement
.action
)
3106 self
.assertEqual(-1, mouvement
.fee_rate
)
3107 self
.assertEqual(0, mouvement
.rate
)
3108 self
.assertEqual(portfolio
.Amount("ETH", 0), mouvement
.total
)
3109 self
.assertEqual(portfolio
.Amount("BTC", 0), mouvement
.total_in_base
)
3111 def test__repr(self
):
3112 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3113 "tradeID": 42, "type": "buy", "fee": "0.0015",
3114 "date": "2017-12-30 12:00:12", "rate": "0.1",
3115 "amount": "10", "total": "1"
3117 self
.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement
))
3119 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3120 "tradeID": 42, "type": "buy",
3121 "date": "garbage", "rate": "0.1",
3122 "amount": "10", "total": "1"
3124 self
.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement
))
3126 def test_as_json(self
):
3127 mouvement
= portfolio
.Mouvement("ETH", "BTC", {
3128 "tradeID": 42, "type": "buy", "fee": "0.0015",
3129 "date": "2017-12-30 12:00:12", "rate": "0.1",
3130 "amount": "10", "total": "1"
3132 as_json
= mouvement
.as_json()
3134 self
.assertEqual(D("0.0015"), as_json
["fee_rate"])
3135 self
.assertEqual(portfolio
.datetime(2017, 12, 30, 12, 0, 12), as_json
["date"])
3136 self
.assertEqual("buy", as_json
["action"])
3137 self
.assertEqual(D("10"), as_json
["total"])
3138 self
.assertEqual(D("1"), as_json
["total_in_base"])
3139 self
.assertEqual("BTC", as_json
["base_currency"])
3140 self
.assertEqual("ETH", as_json
["currency"])
3142 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3143 class ReportStoreTest(WebMockTestCase
):
3144 def test_add_log(self
):
3145 report_store
= market
.ReportStore(self
.m
)
3146 report_store
.add_log({"foo": "bar"}
)
3148 self
.assertEqual({"foo": "bar", "date": mock.ANY}
, report_store
.logs
[0])
3150 def test_set_verbose(self
):
3151 report_store
= market
.ReportStore(self
.m
)
3152 with self
.subTest(verbose
=True):
3153 report_store
.set_verbose(True)
3154 self
.assertTrue(report_store
.verbose_print
)
3156 with self
.subTest(verbose
=False):
3157 report_store
.set_verbose(False)
3158 self
.assertFalse(report_store
.verbose_print
)
3160 def test_merge(self
):
3161 report_store1
= market
.ReportStore(self
.m
, verbose_print
=False)
3162 report_store2
= market
.ReportStore(None, verbose_print
=False)
3164 report_store2
.log_stage("1")
3165 report_store1
.log_stage("2")
3166 report_store2
.log_stage("3")
3168 report_store1
.merge(report_store2
)
3170 self
.assertEqual(3, len(report_store1
.logs
))
3171 self
.assertEqual(["1", "2", "3"], list(map(lambda x
: x
["stage"], report_store1
.logs
)))
3172 self
.assertEqual(6, len(report_store1
.print_logs
))
3174 def test_print_log(self
):
3175 report_store
= market
.ReportStore(self
.m
)
3176 with self
.subTest(verbose
=True),\
3177 mock
.patch
.object(store
, "datetime") as time_mock
,\
3178 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3179 time_mock
.now
.return_value
= datetime
.datetime(2018, 2, 25, 2, 20, 10)
3180 report_store
.set_verbose(True)
3181 report_store
.print_log("Coucou")
3182 report_store
.print_log(portfolio
.Amount("BTC", 1))
3183 self
.assertEqual(stdout_mock
.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3185 with self
.subTest(verbose
=False),\
3186 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3187 report_store
.set_verbose(False)
3188 report_store
.print_log("Coucou")
3189 report_store
.print_log(portfolio
.Amount("BTC", 1))
3190 self
.assertEqual(stdout_mock
.getvalue(), "")
3192 def test_default_json_serial(self
):
3193 report_store
= market
.ReportStore(self
.m
)
3195 self
.assertEqual("2018-02-24T00:00:00",
3196 report_store
.default_json_serial(portfolio
.datetime(2018, 2, 24)))
3197 self
.assertEqual("1.00000000 BTC",
3198 report_store
.default_json_serial(portfolio
.Amount("BTC", 1)))
3200 def test_to_json(self
):
3201 report_store
= market
.ReportStore(self
.m
)
3202 report_store
.logs
.append({"foo": "bar"}
)
3203 self
.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store
.to_json())
3204 report_store
.logs
.append({"date": portfolio.datetime(2018, 2, 24)}
)
3205 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store
.to_json())
3206 report_store
.logs
.append({"amount": portfolio.Amount("BTC", 1)}
)
3207 self
.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store
.to_json())
3209 def test_to_json_array(self
):
3210 report_store
= market
.ReportStore(self
.m
)
3211 report_store
.logs
.append({
3212 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3214 report_store
.logs
.append({
3215 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3217 logs
= list(report_store
.to_json_array())
3219 self
.assertEqual(2, len(logs
))
3220 self
.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[0])
3221 self
.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs
[1])
3223 @mock.patch.object(market
.ReportStore
, "print_log")
3224 @mock.patch.object(market
.ReportStore
, "add_log")
3225 def test_log_stage(self
, add_log
, print_log
):
3226 report_store
= market
.ReportStore(self
.m
)
3228 report_store
.log_stage("foo", bar
="baz", c
=c
, d
=portfolio
.Amount("BTC", 1))
3229 print_log
.assert_has_calls([
3230 mock
.call("-----------"),
3231 mock
.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3233 add_log
.assert_called_once_with({
3238 'c': 'c = lambda x: x',
3246 @mock.patch.object(market
.ReportStore
, "print_log")
3247 @mock.patch.object(market
.ReportStore
, "add_log")
3248 def test_log_balances(self
, add_log
, print_log
):
3249 report_store
= market
.ReportStore(self
.m
)
3250 self
.m
.balances
.as_json
.return_value
= "json"
3251 self
.m
.balances
.all
= { "FOO": "bar", "BAR": "baz" }
3253 report_store
.log_balances(tag
="tag")
3254 print_log
.assert_has_calls([
3255 mock
.call("[Balance]"),
3259 add_log
.assert_called_once_with({
3265 @mock.patch.object(market
.ReportStore
, "print_log")
3266 @mock.patch.object(market
.ReportStore
, "add_log")
3267 def test_log_tickers(self
, add_log
, print_log
):
3268 report_store
= market
.ReportStore(self
.m
)
3270 "BTC": portfolio
.Amount("BTC", 10),
3271 "ETH": portfolio
.Amount("BTC", D("0.3"))
3273 amounts
["ETH"].rate
= D("0.1")
3275 report_store
.log_tickers(amounts
, "BTC", "default", "total")
3276 print_log
.assert_not_called()
3277 add_log
.assert_called_once_with({
3279 'compute_value': 'default',
3280 'balance_type': 'total',
3293 add_log
.reset_mock()
3294 compute_value
= lambda x
: x
["bid"]
3295 report_store
.log_tickers(amounts
, "BTC", compute_value
, "total")
3296 add_log
.assert_called_once_with({
3298 'compute_value': 'compute_value = lambda x: x["bid"]',
3299 'balance_type': 'total',
3312 @mock.patch.object(market
.ReportStore
, "print_log")
3313 @mock.patch.object(market
.ReportStore
, "add_log")
3314 def test_log_dispatch(self
, add_log
, print_log
):
3315 report_store
= market
.ReportStore(self
.m
)
3316 amount
= portfolio
.Amount("BTC", "10.3")
3318 "BTC": portfolio
.Amount("BTC", 10),
3319 "ETH": portfolio
.Amount("BTC", D("0.3"))
3321 report_store
.log_dispatch(amount
, amounts
, "medium", "repartition")
3322 print_log
.assert_not_called()
3323 add_log
.assert_called_once_with({
3325 'liquidity': 'medium',
3326 'repartition_ratio': 'repartition',
3337 @mock.patch.object(market
.ReportStore
, "print_log")
3338 @mock.patch.object(market
.ReportStore
, "add_log")
3339 def test_log_trades(self
, add_log
, print_log
):
3340 report_store
= market
.ReportStore(self
.m
)
3341 trade_mock1
= mock
.Mock()
3342 trade_mock2
= mock
.Mock()
3343 trade_mock1
.as_json
.return_value
= { "trade": "1" }
3344 trade_mock2
.as_json
.return_value
= { "trade": "2" }
3346 matching_and_trades
= [
3347 (True, trade_mock1
),
3348 (False, trade_mock2
),
3350 report_store
.log_trades(matching_and_trades
, "only")
3352 print_log
.assert_not_called()
3353 add_log
.assert_called_with({
3358 {'trade': '1', 'skipped': False}
,
3359 {'trade': '2', 'skipped': True}
3363 @mock.patch.object(market
.ReportStore
, "print_log")
3364 @mock.patch.object(market
.ReportStore
, "add_log")
3365 def test_log_orders(self
, add_log
, print_log
):
3366 report_store
= market
.ReportStore(self
.m
)
3368 order_mock1
= mock
.Mock()
3369 order_mock2
= mock
.Mock()
3371 order_mock1
.as_json
.return_value
= "order1"
3372 order_mock2
.as_json
.return_value
= "order2"
3374 orders
= [order_mock1
, order_mock2
]
3376 report_store
.log_orders(orders
, tick
="tick",
3377 only
="only", compute_value
="compute_value")
3379 print_log
.assert_called_once_with("[Orders]")
3380 self
.m
.trades
.print_all_with_order
.assert_called_once_with(ind
="\t")
3382 add_log
.assert_called_with({
3385 'compute_value': 'compute_value',
3387 'orders': ['order1', 'order2']
3390 add_log
.reset_mock()
3391 def compute_value(x
, y
):
3393 report_store
.log_orders(orders
, tick
="tick",
3394 only
="only", compute_value
=compute_value
)
3395 add_log
.assert_called_with({
3398 'compute_value': 'def compute_value(x, y):\n return x[y]',
3400 'orders': ['order1', 'order2']
3404 @mock.patch.object(market
.ReportStore
, "print_log")
3405 @mock.patch.object(market
.ReportStore
, "add_log")
3406 def test_log_order(self
, add_log
, print_log
):
3407 report_store
= market
.ReportStore(self
.m
)
3408 order_mock
= mock
.Mock()
3409 order_mock
.as_json
.return_value
= "order"
3410 new_order_mock
= mock
.Mock()
3411 new_order_mock
.as_json
.return_value
= "new_order"
3412 order_mock
.__repr
__ = mock
.Mock()
3413 order_mock
.__repr
__.return_value
= "Order Mock"
3414 new_order_mock
.__repr
__ = mock
.Mock()
3415 new_order_mock
.__repr
__.return_value
= "New order Mock"
3417 with self
.subTest(finished
=True):
3418 report_store
.log_order(order_mock
, 1, finished
=True)
3419 print_log
.assert_called_once_with("[Order] Finished Order Mock")
3420 add_log
.assert_called_once_with({
3425 'compute_value': None,
3429 add_log
.reset_mock()
3430 print_log
.reset_mock()
3432 with self
.subTest(update
="waiting"):
3433 report_store
.log_order(order_mock
, 1, update
="waiting")
3434 print_log
.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3435 add_log
.assert_called_once_with({
3438 'update': 'waiting',
3440 'compute_value': None,
3444 add_log
.reset_mock()
3445 print_log
.reset_mock()
3446 with self
.subTest(update
="adjusting"):
3447 compute_value
= lambda x
: (x
["bid"] + x
["ask"]*2)/3
3448 report_store
.log_order(order_mock
, 3,
3449 update
="adjusting", new_order
=new_order_mock
,
3450 compute_value
=compute_value
)
3451 print_log
.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3452 add_log
.assert_called_once_with({
3455 'update': 'adjusting',
3457 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3458 'new_order': 'new_order'
3461 add_log
.reset_mock()
3462 print_log
.reset_mock()
3463 with self
.subTest(update
="market_fallback"):
3464 report_store
.log_order(order_mock
, 7,
3465 update
="market_fallback", new_order
=new_order_mock
)
3466 print_log
.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3467 add_log
.assert_called_once_with({
3470 'update': 'market_fallback',
3472 'compute_value': None,
3473 'new_order': 'new_order'
3476 add_log
.reset_mock()
3477 print_log
.reset_mock()
3478 with self
.subTest(update
="market_adjusting"):
3479 report_store
.log_order(order_mock
, 17,
3480 update
="market_adjust", new_order
=new_order_mock
)
3481 print_log
.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3482 add_log
.assert_called_once_with({
3485 'update': 'market_adjust',
3487 'compute_value': None,
3488 'new_order': 'new_order'
3491 @mock.patch.object(market
.ReportStore
, "print_log")
3492 @mock.patch.object(market
.ReportStore
, "add_log")
3493 def test_log_move_balances(self
, add_log
, print_log
):
3494 report_store
= market
.ReportStore(self
.m
)
3496 "BTC": portfolio
.Amount("BTC", 10),
3500 "BTC": portfolio
.Amount("BTC", 3),
3503 report_store
.log_move_balances(needed
, moving
)
3504 print_log
.assert_not_called()
3505 add_log
.assert_called_once_with({
3506 'type': 'move_balances',
3518 @mock.patch.object(market
.ReportStore
, "print_log")
3519 @mock.patch.object(market
.ReportStore
, "add_log")
3520 def test_log_http_request(self
, add_log
, print_log
):
3521 report_store
= market
.ReportStore(self
.m
)
3522 response
= mock
.Mock()
3523 response
.status_code
= 200
3524 response
.text
= "Hey"
3526 report_store
.log_http_request("method", "url", "body",
3527 "headers", response
)
3528 print_log
.assert_not_called()
3529 add_log
.assert_called_once_with({
3530 'type': 'http_request',
3534 'headers': 'headers',
3539 @mock.patch.object(market
.ReportStore
, "print_log")
3540 @mock.patch.object(market
.ReportStore
, "add_log")
3541 def test_log_error(self
, add_log
, print_log
):
3542 report_store
= market
.ReportStore(self
.m
)
3543 with self
.subTest(message
=None, exception
=None):
3544 report_store
.log_error("action")
3545 print_log
.assert_called_once_with("[Error] action")
3546 add_log
.assert_called_once_with({
3549 'exception_class': None,
3550 'exception_message': None,
3554 print_log
.reset_mock()
3555 add_log
.reset_mock()
3556 with self
.subTest(message
="Hey", exception
=None):
3557 report_store
.log_error("action", message
="Hey")
3558 print_log
.assert_has_calls([
3559 mock
.call("[Error] action"),
3562 add_log
.assert_called_once_with({
3565 'exception_class': None,
3566 'exception_message': None,
3570 print_log
.reset_mock()
3571 add_log
.reset_mock()
3572 with self
.subTest(message
=None, exception
=Exception("bouh")):
3573 report_store
.log_error("action", exception
=Exception("bouh"))
3574 print_log
.assert_has_calls([
3575 mock
.call("[Error] action"),
3576 mock
.call("\tException: bouh")
3578 add_log
.assert_called_once_with({
3581 'exception_class': "Exception",
3582 'exception_message': "bouh",
3586 print_log
.reset_mock()
3587 add_log
.reset_mock()
3588 with self
.subTest(message
="Hey", exception
=Exception("bouh")):
3589 report_store
.log_error("action", message
="Hey", exception
=Exception("bouh"))
3590 print_log
.assert_has_calls([
3591 mock
.call("[Error] action"),
3592 mock
.call("\tException: bouh"),
3595 add_log
.assert_called_once_with({
3598 'exception_class': "Exception",
3599 'exception_message': "bouh",
3603 @mock.patch.object(market
.ReportStore
, "print_log")
3604 @mock.patch.object(market
.ReportStore
, "add_log")
3605 def test_log_debug_action(self
, add_log
, print_log
):
3606 report_store
= market
.ReportStore(self
.m
)
3607 report_store
.log_debug_action("Hey")
3609 print_log
.assert_called_once_with("[Debug] Hey")
3610 add_log
.assert_called_once_with({
3611 'type': 'debug_action',
3615 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3616 class MainTest(WebMockTestCase
):
3617 def test_make_order(self
):
3618 self
.m
.get_ticker
.return_value
= {
3620 "average": D("0.1"),
3625 with self
.subTest(description
="nominal case"):
3626 main
.make_order(self
.m
, 10, "ETH")
3628 self
.m
.report
.log_stage
.assert_has_calls([
3629 mock
.call("make_order_begin"),
3630 mock
.call("make_order_end"),
3632 self
.m
.balances
.fetch_balances
.assert_has_calls([
3633 mock
.call(tag
="make_order_begin"),
3634 mock
.call(tag
="make_order_end"),
3636 self
.m
.trades
.all
.append
.assert_called_once()
3637 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3638 self
.assertEqual(False, trade
.orders
[0].close_if_possible
)
3639 self
.assertEqual(0, trade
.value_from
)
3640 self
.assertEqual("ETH", trade
.currency
)
3641 self
.assertEqual("BTC", trade
.base_currency
)
3642 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3643 self
.m
.trades
.run_orders
.assert_called_once_with()
3644 self
.m
.follow_orders
.assert_called_once_with()
3646 order
= trade
.orders
[0]
3647 self
.assertEqual(D("0.10"), order
.rate
)
3650 with self
.subTest(compute_value
="default"):
3651 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3652 compute_value
="ask")
3654 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3655 order
= trade
.orders
[0]
3656 self
.assertEqual(D("0.11"), order
.rate
)
3659 with self
.subTest(follow
=False):
3660 result
= main
.make_order(self
.m
, 10, "ETH", follow
=False)
3662 self
.m
.report
.log_stage
.assert_has_calls([
3663 mock
.call("make_order_begin"),
3664 mock
.call("make_order_end_not_followed"),
3666 self
.m
.balances
.fetch_balances
.assert_called_once_with(tag
="make_order_begin")
3668 self
.m
.trades
.all
.append
.assert_called_once()
3669 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3670 self
.assertEqual(0, trade
.value_from
)
3671 self
.assertEqual("ETH", trade
.currency
)
3672 self
.assertEqual("BTC", trade
.base_currency
)
3673 self
.m
.report
.log_orders
.assert_called_once_with([trade
.orders
[0]], None, "average")
3674 self
.m
.trades
.run_orders
.assert_called_once_with()
3675 self
.m
.follow_orders
.assert_not_called()
3676 self
.assertEqual(trade
.orders
[0], result
)
3679 with self
.subTest(base_currency
="USDT"):
3680 main
.make_order(self
.m
, 1, "BTC", base_currency
="USDT")
3682 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3683 self
.assertEqual("BTC", trade
.currency
)
3684 self
.assertEqual("USDT", trade
.base_currency
)
3687 with self
.subTest(close_if_possible
=True):
3688 main
.make_order(self
.m
, 10, "ETH", close_if_possible
=True)
3690 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3691 self
.assertEqual(True, trade
.orders
[0].close_if_possible
)
3694 with self
.subTest(action
="dispose"):
3695 main
.make_order(self
.m
, 10, "ETH", action
="dispose")
3697 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3698 self
.assertEqual(0, trade
.value_to
)
3699 self
.assertEqual(1, trade
.value_from
.value
)
3700 self
.assertEqual("ETH", trade
.currency
)
3701 self
.assertEqual("BTC", trade
.base_currency
)
3704 with self
.subTest(compute_value
="default"):
3705 main
.make_order(self
.m
, 10, "ETH", action
="dispose",
3706 compute_value
="bid")
3708 trade
= self
.m
.trades
.all
.append
.mock_calls
[0][1][0]
3709 self
.assertEqual(D("0.9"), trade
.value_from
.value
)
3711 def test_get_user_market(self
):
3712 with mock
.patch("main.fetch_markets") as main_fetch_markets
,\
3713 mock
.patch("main.parse_config") as main_parse_config
:
3714 with self
.subTest(debug
=False):
3715 main_parse_config
.return_value
= ["pg_config", "report_path"]
3716 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3717 m
= main
.get_user_market("config_path.ini", 1)
3719 self
.assertIsInstance(m
, market
.Market
)
3720 self
.assertFalse(m
.debug
)
3722 with self
.subTest(debug
=True):
3723 main_parse_config
.return_value
= ["pg_config", "report_path"]
3724 main_fetch_markets
.return_value
= [(1, {"key": "market_config"}
, 3)]
3725 m
= main
.get_user_market("config_path.ini", 1, debug
=True)
3727 self
.assertIsInstance(m
, market
.Market
)
3728 self
.assertTrue(m
.debug
)
3730 def test_process(self
):
3731 with mock
.patch("market.Market") as market_mock
,\
3732 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3734 args_mock
= mock
.Mock()
3735 args_mock
.action
= "action"
3736 args_mock
.config
= "config"
3737 args_mock
.user
= "user"
3738 args_mock
.debug
= "debug"
3739 args_mock
.before
= "before"
3740 args_mock
.after
= "after"
3741 self
.assertEqual("", stdout_mock
.getvalue())
3743 main
.process("config", 3, 1, args_mock
, "report_path", "pg_config")
3745 market_mock
.from_config
.assert_has_calls([
3746 mock
.call("config", args_mock
, pg_config
="pg_config", market_id
=3, user_id
=1, report_path
="report_path"),
3747 mock
.call().process("action", before
="before", after
="after"),
3750 with self
.subTest(exception
=True):
3751 market_mock
.from_config
.side_effect
= Exception("boo")
3752 main
.process(3, "config", 1, "report_path", args_mock
, "pg_config")
3753 self
.assertEqual("Exception: boo\n", stdout_mock
.getvalue())
3755 def test_main(self
):
3756 with self
.subTest(parallel
=False):
3757 with mock
.patch("main.parse_args") as parse_args
,\
3758 mock
.patch("main.parse_config") as parse_config
,\
3759 mock
.patch("main.fetch_markets") as fetch_markets
,\
3760 mock
.patch("main.process") as process
:
3762 args_mock
= mock
.Mock()
3763 args_mock
.parallel
= False
3764 args_mock
.config
= "config"
3765 args_mock
.user
= "user"
3766 parse_args
.return_value
= args_mock
3768 parse_config
.return_value
= ["pg_config", "report_path"]
3770 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3772 main
.main(["Foo", "Bar"])
3774 parse_args
.assert_called_with(["Foo", "Bar"])
3775 parse_config
.assert_called_with("config")
3776 fetch_markets
.assert_called_with("pg_config", "user")
3778 self
.assertEqual(2, process
.call_count
)
3779 process
.assert_has_calls([
3780 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
3781 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
3783 with self
.subTest(parallel
=True):
3784 with mock
.patch("main.parse_args") as parse_args
,\
3785 mock
.patch("main.parse_config") as parse_config
,\
3786 mock
.patch("main.fetch_markets") as fetch_markets
,\
3787 mock
.patch("main.process") as process
,\
3788 mock
.patch("store.Portfolio.start_worker") as start
:
3790 args_mock
= mock
.Mock()
3791 args_mock
.parallel
= True
3792 args_mock
.config
= "config"
3793 args_mock
.user
= "user"
3794 parse_args
.return_value
= args_mock
3796 parse_config
.return_value
= ["pg_config", "report_path"]
3798 fetch_markets
.return_value
= [[3, "config1", 1], [1, "config2", 2]]
3800 main
.main(["Foo", "Bar"])
3802 parse_args
.assert_called_with(["Foo", "Bar"])
3803 parse_config
.assert_called_with("config")
3804 fetch_markets
.assert_called_with("pg_config", "user")
3806 start
.assert_called_once_with()
3807 self
.assertEqual(2, process
.call_count
)
3808 process
.assert_has_calls([
3809 mock
.call
.__bool
__(),
3810 mock
.call("config1", 3, 1, args_mock
, "report_path", "pg_config"),
3811 mock
.call
.__bool
__(),
3812 mock
.call("config2", 1, 2, args_mock
, "report_path", "pg_config"),
3815 @mock.patch.object(main
.sys
, "exit")
3816 @mock.patch("main.configparser")
3817 @mock.patch("main.os")
3818 def test_parse_config(self
, os
, configparser
, exit
):
3819 with self
.subTest(pg_config
=True, report_path
=None):
3820 config_mock
= mock
.MagicMock()
3821 configparser
.ConfigParser
.return_value
= config_mock
3822 def config(element
):
3823 return element
== "postgresql"
3825 config_mock
.__contains
__.side_effect
= config
3826 config_mock
.__getitem
__.return_value
= "pg_config"
3828 result
= main
.parse_config("configfile")
3830 config_mock
.read
.assert_called_with("configfile")
3832 self
.assertEqual(["pg_config", None], result
)
3834 with self
.subTest(pg_config
=True, report_path
="present"):
3835 config_mock
= mock
.MagicMock()
3836 configparser
.ConfigParser
.return_value
= config_mock
3838 config_mock
.__contains
__.return_value
= True
3839 config_mock
.__getitem
__.side_effect
= [
3840 {"report_path": "report_path"}
,
3841 {"report_path": "report_path"}
,
3845 os
.path
.exists
.return_value
= False
3846 result
= main
.parse_config("configfile")
3848 config_mock
.read
.assert_called_with("configfile")
3849 self
.assertEqual(["pg_config", "report_path"], result
)
3850 os
.path
.exists
.assert_called_once_with("report_path")
3851 os
.makedirs
.assert_called_once_with("report_path")
3853 with self
.subTest(pg_config
=False),\
3854 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3855 config_mock
= mock
.MagicMock()
3856 configparser
.ConfigParser
.return_value
= config_mock
3857 result
= main
.parse_config("configfile")
3859 config_mock
.read
.assert_called_with("configfile")
3860 exit
.assert_called_once_with(1)
3861 self
.assertEqual("no configuration for postgresql in config file\n", stdout_mock
.getvalue())
3863 @mock.patch.object(main
.sys
, "exit")
3864 def test_parse_args(self
, exit
):
3865 with self
.subTest(config
="config.ini"):
3866 args
= main
.parse_args([])
3867 self
.assertEqual("config.ini", args
.config
)
3868 self
.assertFalse(args
.before
)
3869 self
.assertFalse(args
.after
)
3870 self
.assertFalse(args
.debug
)
3872 args
= main
.parse_args(["--before", "--after", "--debug"])
3873 self
.assertTrue(args
.before
)
3874 self
.assertTrue(args
.after
)
3875 self
.assertTrue(args
.debug
)
3877 exit
.assert_not_called()
3879 with self
.subTest(config
="inexistant"),\
3880 mock
.patch('sys.stdout', new_callable
=StringIO
) as stdout_mock
:
3881 args
= main
.parse_args(["--config", "foo.bar"])
3882 exit
.assert_called_once_with(1)
3883 self
.assertEqual("no config file found, exiting\n", stdout_mock
.getvalue())
3885 @mock.patch.object(main
, "psycopg2")
3886 def test_fetch_markets(self
, psycopg2
):
3887 connect_mock
= mock
.Mock()
3888 cursor_mock
= mock
.MagicMock()
3889 cursor_mock
.__iter
__.return_value
= ["row_1", "row_2"]
3891 connect_mock
.cursor
.return_value
= cursor_mock
3892 psycopg2
.connect
.return_value
= connect_mock
3894 with self
.subTest(user
=None):
3895 rows
= list(main
.fetch_markets({"foo": "bar"}
, None))
3897 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3898 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
3900 self
.assertEqual(["row_1", "row_2"], rows
)
3902 psycopg2
.connect
.reset_mock()
3903 cursor_mock
.execute
.reset_mock()
3904 with self
.subTest(user
=1):
3905 rows
= list(main
.fetch_markets({"foo": "bar"}
, 1))
3907 psycopg2
.connect
.assert_called_once_with(foo
="bar")
3908 cursor_mock
.execute
.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
3910 self
.assertEqual(["row_1", "row_2"], rows
)
3913 @unittest.skipUnless("unit" in limits
, "Unit skipped")
3914 class ProcessorTest(WebMockTestCase
):
3915 def test_values(self
):
3916 processor
= market
.Processor(self
.m
)
3918 self
.assertEqual(self
.m
, processor
.market
)
3920 def test_run_action(self
):
3921 processor
= market
.Processor(self
.m
)
3923 with mock
.patch
.object(processor
, "parse_args") as parse_args
:
3924 method_mock
= mock
.Mock()
3925 parse_args
.return_value
= [method_mock
, { "foo": "bar" }
]
3927 processor
.run_action("foo", "bar", "baz")
3929 parse_args
.assert_called_with("foo", "bar", "baz")
3931 method_mock
.assert_called_with(foo
="bar")
3933 processor
.run_action("wait_for_recent", "bar", "baz")
3935 method_mock
.assert_called_with(foo
="bar")
3937 def test_select_step(self
):
3938 processor
= market
.Processor(self
.m
)
3940 scenario
= processor
.scenarios
["sell_all"]
3942 self
.assertEqual(scenario
, processor
.select_steps(scenario
, "all"))
3943 self
.assertEqual(["all_sell"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "before"))))
3944 self
.assertEqual(["wait", "all_buy"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "after"))))
3945 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, 2))))
3946 self
.assertEqual(["wait"], list(map(lambda x
: x
["name"], processor
.select_steps(scenario
, "wait"))))
3948 with self
.assertRaises(TypeError):
3949 processor
.select_steps(scenario
, ["wait"])
3951 @mock.patch("market.Processor.process_step")
3952 def test_process(self
, process_step
):
3953 processor
= market
.Processor(self
.m
)
3955 processor
.process("sell_all", foo
="bar")
3956 self
.assertEqual(3, process_step
.call_count
)
3958 steps
= list(map(lambda x
: x
[1][1]["name"], process_step
.mock_calls
))
3959 scenario_names
= list(map(lambda x
: x
[1][0], process_step
.mock_calls
))
3960 kwargs
= list(map(lambda x
: x
[1][2], process_step
.mock_calls
))
3961 self
.assertEqual(["all_sell", "wait", "all_buy"], steps
)
3962 self
.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names
)
3963 self
.assertEqual([{"foo":"bar"}
, {"foo":"bar"}
, {"foo":"bar"}
], kwargs
)
3965 process_step
.reset_mock()
3967 processor
.process("sell_needed", steps
=["before", "after"])
3968 self
.assertEqual(3, process_step
.call_count
)
3970 def test_method_arguments(self
):
3971 ccxt
= mock
.Mock(spec
=market
.ccxt
.poloniexE
)
3972 m
= market
.Market(ccxt
, self
.market_args())
3974 processor
= market
.Processor(m
)
3976 method
, arguments
= processor
.method_arguments("wait_for_recent")
3977 self
.assertEqual(market
.Portfolio
.wait_for_recent
, method
)
3978 self
.assertEqual(["delta", "poll"], arguments
)
3980 method
, arguments
= processor
.method_arguments("prepare_trades")
3981 self
.assertEqual(m
.prepare_trades
, method
)
3982 self
.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments
)
3984 method
, arguments
= processor
.method_arguments("prepare_orders")
3985 self
.assertEqual(m
.trades
.prepare_orders
, method
)
3987 method
, arguments
= processor
.method_arguments("move_balances")
3988 self
.assertEqual(m
.move_balances
, method
)
3990 method
, arguments
= processor
.method_arguments("run_orders")
3991 self
.assertEqual(m
.trades
.run_orders
, method
)
3993 method
, arguments
= processor
.method_arguments("follow_orders")
3994 self
.assertEqual(m
.follow_orders
, method
)
3996 method
, arguments
= processor
.method_arguments("close_trades")
3997 self
.assertEqual(m
.trades
.close_trades
, method
)
3999 def test_process_step(self
):
4000 processor
= market
.Processor(self
.m
)
4002 with mock
.patch
.object(processor
, "run_action") as run_action
:
4003 step
= processor
.scenarios
["sell_needed"][1]
4005 processor
.process_step("foo", step
, {"foo":"bar"}
)
4007 self
.m
.report
.log_stage
.assert_has_calls([
4008 mock
.call("process_foo__1_sell_begin"),
4009 mock
.call("process_foo__1_sell_end"),
4011 self
.m
.balances
.fetch_balances
.assert_has_calls([
4012 mock
.call(tag
="process_foo__1_sell_begin"),
4013 mock
.call(tag
="process_foo__1_sell_end"),
4016 self
.assertEqual(5, run_action
.call_count
)
4018 run_action
.assert_has_calls([
4019 mock
.call('prepare_trades', {}, {'foo': 'bar'}
),
4020 mock
.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}
, {'foo': 'bar'}
),
4021 mock
.call('run_orders', {}, {'foo': 'bar'}
),
4022 mock
.call('follow_orders', {}, {'foo': 'bar'}
),
4023 mock
.call('close_trades', {}, {'foo': 'bar'}
),
4027 with mock
.patch
.object(processor
, "run_action") as run_action
:
4028 step
= processor
.scenarios
["sell_needed"][0]
4030 processor
.process_step("foo", step
, {"foo":"bar"}
)
4031 self
.m
.balances
.fetch_balances
.assert_not_called()
4033 def test_parse_args(self
):
4034 processor
= market
.Processor(self
.m
)
4036 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4037 method_mock
= mock
.Mock()
4038 method_arguments
.return_value
= [
4042 method
, args
= processor
.parse_args("action", {"foo": "bar", "foo2": "bar"}
, {"foo": "bar2", "bla": "bla"}
)
4044 self
.assertEqual(method_mock
, method
)
4045 self
.assertEqual({"foo": "bar2", "foo2": "bar"}
, args
)
4047 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4048 method_mock
= mock
.Mock()
4049 method_arguments
.return_value
= [
4053 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {})
4055 self
.assertEqual(1, len(args
["repartition"]))
4056 self
.assertIn("BTC", args
["repartition"])
4058 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4059 method_mock
= mock
.Mock()
4060 method_arguments
.return_value
= [
4062 ["repartition", "base_currency"]
4064 method
, args
= processor
.parse_args("action", {"repartition": { "base_currency": 1 }
}, {"base_currency": "USDT"}
)
4066 self
.assertEqual(1, len(args
["repartition"]))
4067 self
.assertIn("USDT", args
["repartition"])
4069 with mock
.patch
.object(processor
, "method_arguments") as method_arguments
:
4070 method_mock
= mock
.Mock()
4071 method_arguments
.return_value
= [
4073 ["repartition", "base_currency"]
4075 method
, args
= processor
.parse_args("action", {"repartition": { "ETH": 1 }
}, {"base_currency": "USDT"}
)
4077 self
.assertEqual(1, len(args
["repartition"]))
4078 self
.assertIn("ETH", args
["repartition"])
4081 @unittest.skipUnless("acceptance" in limits
, "Acceptance skipped")
4082 class AcceptanceTest(WebMockTestCase
):
4083 @unittest.expectedFailure
4084 def test_success_sell_only_necessary(self
):
4085 # FIXME: catch stdout
4086 self
.m
.report
.verbose_print
= False
4089 "exchange_free": D("1.0"),
4090 "exchange_used": D("0.0"),
4091 "exchange_total": D("1.0"),
4095 "exchange_free": D("4.0"),
4096 "exchange_used": D("0.0"),
4097 "exchange_total": D("4.0"),
4101 "exchange_free": D("1000.0"),
4102 "exchange_used": D("0.0"),
4103 "exchange_total": D("1000.0"),
4104 "total": D("1000.0"),
4108 "ETH": (D("0.25"), "long"),
4109 "ETC": (D("0.25"), "long"),
4110 "BTC": (D("0.4"), "long"),
4111 "BTD": (D("0.01"), "short"),
4112 "B2X": (D("0.04"), "long"),
4113 "USDT": (D("0.05"), "long"),
4116 def fetch_ticker(symbol
):
4117 if symbol
== "ETH/BTC":
4119 "symbol": "ETH/BTC",
4123 if symbol
== "ETC/BTC":
4125 "symbol": "ETC/BTC",
4129 if symbol
== "XVG/BTC":
4131 "symbol": "XVG/BTC",
4132 "bid": D("0.00003"),
4135 if symbol
== "BTD/BTC":
4137 "symbol": "BTD/BTC",
4141 if symbol
== "B2X/BTC":
4143 "symbol": "B2X/BTC",
4147 if symbol
== "USDT/BTC":
4148 raise helper
.ExchangeError
4149 if symbol
== "BTC/USDT":
4151 "symbol": "BTC/USDT",
4155 self
.fail("Shouldn't have been called with {}".format(symbol
))
4157 market
= mock
.Mock()
4158 market
.fetch_all_balances
.return_value
= fetch_balance
4159 market
.fetch_ticker
.side_effect
= fetch_ticker
4160 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4162 helper
.prepare_trades(market
)
4164 balances
= portfolio
.BalanceStore
.all
4165 self
.assertEqual(portfolio
.Amount("ETH", 1), balances
["ETH"].total
)
4166 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4167 self
.assertEqual(portfolio
.Amount("XVG", 1000), balances
["XVG"].total
)
4170 trades
= portfolio
.TradeStore
.all
4171 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4172 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4173 self
.assertEqual("dispose", trades
[0].action
)
4175 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4176 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4177 self
.assertEqual("acquire", trades
[1].action
)
4179 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4180 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4181 self
.assertEqual("dispose", trades
[2].action
)
4183 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4184 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4185 self
.assertEqual("acquire", trades
[3].action
)
4187 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4188 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4189 self
.assertEqual("acquire", trades
[4].action
)
4191 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4192 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4193 self
.assertEqual("acquire", trades
[5].action
)
4196 portfolio
.TradeStore
.prepare_orders(only
="dispose", compute_value
=lambda x
, y
: x
["bid"] * D("1.001"))
4198 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4199 self
.assertEqual(2, len(all_orders
))
4200 self
.assertEqual(2, 3*all_orders
[0].amount
.value
)
4201 self
.assertEqual(D("0.14014"), all_orders
[0].rate
)
4202 self
.assertEqual(1000, all_orders
[1].amount
.value
)
4203 self
.assertEqual(D("0.00003003"), all_orders
[1].rate
)
4206 def create_order(symbol
, type, action
, amount
, price
=None, account
="exchange"):
4207 self
.assertEqual("limit", type)
4208 if symbol
== "ETH/BTC":
4209 self
.assertEqual("sell", action
)
4210 self
.assertEqual(D('0.66666666'), amount
)
4211 self
.assertEqual(D("0.14014"), price
)
4212 elif symbol
== "XVG/BTC":
4213 self
.assertEqual("sell", action
)
4214 self
.assertEqual(1000, amount
)
4215 self
.assertEqual(D("0.00003003"), price
)
4217 self
.fail("I shouldn't have been called")
4222 market
.create_order
.side_effect
= create_order
4223 market
.order_precision
.return_value
= 8
4226 portfolio
.TradeStore
.run_orders()
4228 self
.assertEqual("open", all_orders
[0].status
)
4229 self
.assertEqual("open", all_orders
[1].status
)
4231 market
.fetch_order
.return_value
= { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4232 market
.privatePostReturnOrderTrades
.return_value
= [
4234 "tradeID": 42, "type": "buy", "fee": "0.0015",
4235 "date": "2017-12-30 12:00:12", "rate": "0.1",
4236 "amount": "10", "total": "1"
4239 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4241 helper
.follow_orders(verbose
=False)
4243 sleep
.assert_called_with(30)
4245 for order
in all_orders
:
4246 self
.assertEqual("closed", order
.status
)
4250 "exchange_free": D("1.0") / 3,
4251 "exchange_used": D("0.0"),
4252 "exchange_total": D("1.0") / 3,
4254 "total": D("1.0") / 3,
4257 "exchange_free": D("0.134"),
4258 "exchange_used": D("0.0"),
4259 "exchange_total": D("0.134"),
4261 "total": D("0.134"),
4264 "exchange_free": D("4.0"),
4265 "exchange_used": D("0.0"),
4266 "exchange_total": D("4.0"),
4271 "exchange_free": D("0.0"),
4272 "exchange_used": D("0.0"),
4273 "exchange_total": D("0.0"),
4278 market
.fetch_all_balances
.return_value
= fetch_balance
4280 with mock
.patch
.object(market
.Portfolio
, "repartition", return_value
=repartition
):
4282 helper
.prepare_trades(market
, only
="acquire", compute_value
="average")
4284 balances
= portfolio
.BalanceStore
.all
4285 self
.assertEqual(portfolio
.Amount("ETH", 1 / D("3")), balances
["ETH"].total
)
4286 self
.assertEqual(portfolio
.Amount("ETC", 4), balances
["ETC"].total
)
4287 self
.assertEqual(portfolio
.Amount("BTC", D("0.134")), balances
["BTC"].total
)
4288 self
.assertEqual(portfolio
.Amount("XVG", 0), balances
["XVG"].total
)
4291 trades
= portfolio
.TradeStore
.all
4292 self
.assertEqual(portfolio
.Amount("BTC", D("0.15")), trades
[0].value_from
)
4293 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[0].value_to
)
4294 self
.assertEqual("dispose", trades
[0].action
)
4296 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[1].value_from
)
4297 self
.assertEqual(portfolio
.Amount("BTC", D("0.05")), trades
[1].value_to
)
4298 self
.assertEqual("acquire", trades
[1].action
)
4300 self
.assertNotIn("BTC", trades
)
4302 self
.assertEqual(portfolio
.Amount("BTC", D("0.04")), trades
[2].value_from
)
4303 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[2].value_to
)
4304 self
.assertEqual("dispose", trades
[2].action
)
4306 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[3].value_from
)
4307 self
.assertEqual(portfolio
.Amount("BTC", D("-0.002")), trades
[3].value_to
)
4308 self
.assertEqual("acquire", trades
[3].action
)
4310 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[4].value_from
)
4311 self
.assertEqual(portfolio
.Amount("BTC", D("0.008")), trades
[4].value_to
)
4312 self
.assertEqual("acquire", trades
[4].action
)
4314 self
.assertEqual(portfolio
.Amount("BTC", D("0.00")), trades
[5].value_from
)
4315 self
.assertEqual(portfolio
.Amount("BTC", D("0.01")), trades
[5].value_to
)
4316 self
.assertEqual("acquire", trades
[5].action
)
4319 portfolio
.TradeStore
.prepare_orders(only
="acquire", compute_value
=lambda x
, y
: x
["ask"])
4321 all_orders
= portfolio
.TradeStore
.all_orders(state
="pending")
4322 self
.assertEqual(4, len(all_orders
))
4323 self
.assertEqual(portfolio
.Amount("ETC", D("12.83333333")), round(all_orders
[0].amount
))
4324 self
.assertEqual(D("0.003"), all_orders
[0].rate
)
4325 self
.assertEqual("buy", all_orders
[0].action
)
4326 self
.assertEqual("long", all_orders
[0].trade_type
)
4328 self
.assertEqual(portfolio
.Amount("BTD", D("1.61666666")), round(all_orders
[1].amount
))
4329 self
.assertEqual(D("0.0012"), all_orders
[1].rate
)
4330 self
.assertEqual("sell", all_orders
[1].action
)
4331 self
.assertEqual("short", all_orders
[1].trade_type
)
4333 diff
= portfolio
.Amount("B2X", D("19.4")/3) - all_orders
[2].amount
4334 self
.assertAlmostEqual(0, diff
.value
)
4335 self
.assertEqual(D("0.0012"), all_orders
[2].rate
)
4336 self
.assertEqual("buy", all_orders
[2].action
)
4337 self
.assertEqual("long", all_orders
[2].trade_type
)
4339 self
.assertEqual(portfolio
.Amount("BTC", D("0.0097")), all_orders
[3].amount
)
4340 self
.assertEqual(D("16000"), all_orders
[3].rate
)
4341 self
.assertEqual("sell", all_orders
[3].action
)
4342 self
.assertEqual("long", all_orders
[3].trade_type
)
4346 # Move balances to margin
4350 # portfolio.TradeStore.run_orders()
4352 with mock
.patch
.object(market
.time
, "sleep") as sleep
:
4354 helper
.follow_orders(verbose
=False)
4356 sleep
.assert_called_with(30)
4358 if __name__
== '__main__':