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Merge branch 'timeouts' into dev
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
1 import sys
2 import portfolio
3 import unittest
4 import datetime
5 from decimal import Decimal as D
6 from unittest import mock
7 import requests
8 import requests_mock
9 from io import StringIO
10 import threading
11 import portfolio, market, main, store
12
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))
20 limits = [test_type]
21 break
22
23 class WebMockTestCase(unittest.TestCase):
24 import time
25
26 def market_args(self, debug=False, quiet=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet })()
28
29 def setUp(self):
30 super(WebMockTestCase, self).setUp()
31 self.wm = requests_mock.Mocker()
32 self.wm.start()
33
34 # market
35 self.m = mock.Mock(name="Market", spec=market.Market)
36 self.m.debug = False
37
38 self.patchers = [
39 mock.patch.multiple(market.Portfolio,
40 data=store.LockedVar(None),
41 liquidities=store.LockedVar({}),
42 last_date=store.LockedVar(None),
43 report=mock.Mock(),
44 worker=None,
45 worker_notify=None,
46 worker_started=False,
47 callback=None),
48 mock.patch.multiple(portfolio.Computation,
49 computations=portfolio.Computation.computations),
50 ]
51 for patcher in self.patchers:
52 patcher.start()
53
54 def tearDown(self):
55 for patcher in self.patchers:
56 patcher.stop()
57 self.wm.stop()
58 super(WebMockTestCase, self).tearDown()
59
60 @unittest.skipUnless("unit" in limits, "Unit skipped")
61 class poloniexETest(unittest.TestCase):
62 def setUp(self):
63 super(poloniexETest, self).setUp()
64 self.wm = requests_mock.Mocker()
65 self.wm.start()
66
67 self.s = market.ccxt.poloniexE()
68
69 def tearDown(self):
70 self.wm.stop()
71 super(poloniexETest, self).tearDown()
72
73 def test__init(self):
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()
79
80 ccxt.session.request("GET", "URL", data="data",
81 headers="headers")
82 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
83 'headers', 'response')
84
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())
89
90 def test_nonce(self):
91 with mock.patch.object(market.ccxt.time, "time") as time:
92 time.return_value = 123456.7890123456
93 self.assertEqual(123456789012345, self.s.nonce())
94
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()
106
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()
114
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()
122
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()
131 request.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()
139
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()
146
147 def test_order_precision(self):
148 self.assertEqual(8, self.s.order_precision("FOO"))
149
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({
156 "currency": "FOO",
157 "amount": 12,
158 "fromAccount": "exchange",
159 "toAccount": "margin",
160 "confirmed": 1
161 })
162 self.assertTrue(result)
163
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"))
168
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"})
173
174 def test_tradable_balances(self):
175 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
176 r.return_value = {
177 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
178 "BAR": { "exchange": "1", "margin": "0" },
179 }
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()))
185
186 def test_margin_summary(self):
187 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
188 r.return_value = {
189 "currentMargin": "1.49680968",
190 "lendingFees": "0.0000001",
191 "pl": "0.00008254",
192 "totalBorrowedValue": "0.00673602",
193 "totalValue": "0.01000000",
194 "netValue": "0.01008254",
195 }
196 expected = {
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')
202 }
203 self.assertEqual(expected, self.s.margin_summary())
204
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()
213 margin.reset_mock()
214
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()
220 margin.reset_mock()
221
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()
227 margin.reset_mock()
228
229 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
230 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
231
232 def test_parse_ticker(self):
233 ticker = {
234 "high24hr": "12",
235 "low24hr": "10",
236 "highestBid": "10.5",
237 "lowestAsk": "11.5",
238 "last": "11",
239 "percentChange": "0.1",
240 "quoteVolume": "10",
241 "baseVolume": "20"
242 }
243 market = {
244 "symbol": "BTC/ETC"
245 }
246 with mock.patch.object(self.s, "milliseconds") as ms:
247 ms.return_value = 1520292715123
248 result = self.s.parse_ticker(ticker, market)
249
250 expected = {
251 "symbol": "BTC/ETC",
252 "timestamp": 1520292715123,
253 "datetime": "2018-03-05T23:31:55.123Z",
254 "high": D("12"),
255 "low": D("10"),
256 "bid": D("10.5"),
257 "ask": D("11.5"),
258 "vwap": None,
259 "open": None,
260 "close": None,
261 "first": None,
262 "last": D("11"),
263 "change": D("0.1"),
264 "percentage": None,
265 "average": None,
266 "baseVolume": D("10"),
267 "quoteVolume": D("20"),
268 "info": ticker
269 }
270 self.assertEqual(expected, result)
271
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 = {
275 "BTC_DASH": {
276 "amount": "-0.1",
277 "basePrice": "0.06818560",
278 "lendingFees": "0.00000001",
279 "liquidationPrice": "0.15107132",
280 "pl": "-0.00000371",
281 "total": "0.00681856",
282 "type": "short"
283 },
284 "BTC_ETC": {
285 "amount": "-0.6",
286 "basePrice": "0.1",
287 "lendingFees": "0.00000001",
288 "liquidationPrice": "0.6",
289 "pl": "0.00000371",
290 "total": "0.06",
291 "type": "short"
292 },
293 "BTC_ETH": {
294 "amount": "0",
295 "basePrice": "0",
296 "lendingFees": "0",
297 "liquidationPrice": "-1",
298 "pl": "0",
299 "total": "0",
300 "type": "none"
301 }
302 }
303 balances = self.s.fetch_margin_balance()
304 self.assertEqual(2, len(balances))
305 expected = {
306 "DASH": {
307 "amount": D("-0.1"),
308 "borrowedPrice": D("0.06818560"),
309 "lendingFees": D("1E-8"),
310 "pl": D("-0.00000371"),
311 "liquidationPrice": D("0.15107132"),
312 "type": "short",
313 "total": D("0.00681856"),
314 "baseCurrency": "BTC"
315 },
316 "ETC": {
317 "amount": D("-0.6"),
318 "borrowedPrice": D("0.1"),
319 "lendingFees": D("1E-8"),
320 "pl": D("0.00000371"),
321 "liquidationPrice": D("0.6"),
322 "type": "short",
323 "total": D("0.06"),
324 "baseCurrency": "BTC"
325 }
326 }
327 self.assertEqual(expected, balances)
328
329 def test_sum(self):
330 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
331
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 = {
338 "ETH": {
339 "available": "10",
340 "onOrders": "1",
341 },
342 "BTC": {
343 "available": "1",
344 "onOrders": "0",
345 },
346 "DASH": {
347 "available": "0",
348 "onOrders": "3"
349 }
350 }
351
352 expected = {
353 "info": {
354 "ETH": {"available": "10", "onOrders": "1"},
355 "BTC": {"available": "1", "onOrders": "0"},
356 "DASH": {"available": "0", "onOrders": "3"}
357 },
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")}
364 }
365 result = self.s.fetch_balance()
366 load_markets.assert_called_once()
367 self.assertEqual(expected, result)
368
369 def test_fetch_balance_per_type(self):
370 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
371 balances.return_value = {
372 "exchange": {
373 "BLK": "159.83673869",
374 "BTC": "0.00005959",
375 "USDT": "0.00002625",
376 "XMR": "0.18719303"
377 },
378 "margin": {
379 "BTC": "0.03019227"
380 }
381 }
382 expected = {
383 "info": {
384 "exchange": {
385 "BLK": "159.83673869",
386 "BTC": "0.00005959",
387 "USDT": "0.00002625",
388 "XMR": "0.18719303"
389 },
390 "margin": {
391 "BTC": "0.03019227"
392 }
393 },
394 "exchange": {
395 "BLK": D("159.83673869"),
396 "BTC": D("0.00005959"),
397 "USDT": D("0.00002625"),
398 "XMR": D("0.18719303")
399 },
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")}
405 }
406 result = self.s.fetch_balance_per_type()
407 self.assertEqual(expected, result)
408
409 def test_fetch_all_balances(self):
410 import json
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:
415
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)
422
423 result = self.s.fetch_all_balances()
424 expected_doge = {
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"
440 }
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
456 }
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,
464 "margin_total": 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
472 }
473 self.assertEqual(expected_xmr, result["XMR"])
474 self.assertEqual(expected_doge, result["DOGE"])
475 self.assertEqual(expected_btc, result["BTC"])
476
477 def test_create_margin_order(self):
478 with self.assertRaises(market.ExchangeError):
479 self.s.create_margin_order("FOO", "market", "buy", "10")
480
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:
487
488 margin_buy.return_value = {
489 "orderNumber": 123
490 }
491 margin_sell.return_value = {
492 "orderNumber": 456
493 }
494 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
495 ptp.return_value = D("0.1")
496 atp.return_value = D("12")
497
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()
504
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()
509
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")
513
514 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
515
516 @unittest.skipUnless("unit" in limits, "Unit skipped")
517 class NoopLockTest(unittest.TestCase):
518 def test_with(self):
519 noop_lock = store.NoopLock()
520 with noop_lock:
521 self.assertTrue(True)
522
523 @unittest.skipUnless("unit" in limits, "Unit skipped")
524 class LockedVar(unittest.TestCase):
525
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)
530
531 def test_get(self):
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"))
540
541 def test_set(self):
542 locked_var = store.LockedVar("Foo")
543 locked_var.set("Bar")
544 self.assertEqual("Bar", locked_var.get())
545
546 def test__getattr(self):
547 dummy = type('Dummy', (object,), {})()
548 dummy.attribute = "Hey"
549
550 locked_var = store.LockedVar(dummy)
551 self.assertEqual("Hey", locked_var.attribute)
552 with self.assertRaises(AttributeError):
553 locked_var.other
554
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__)
559
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"])
563
564 with locked_var.lock:
565 thread1.start()
566 thread2.start()
567 thread3.start()
568
569 self.assertEqual("Foo", locked_var.val)
570 thread1.join()
571 thread2.join()
572 thread3.join()
573 self.assertEqual("Bar", locked_var.get()[0:3])
574
575 def test_wait_for_notification(self):
576 with self.assertRaises(RuntimeError):
577 store.Portfolio.wait_for_notification()
578
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)
583
584 store.Portfolio.worker_notify.set()
585
586 store.Portfolio.callback.wait()
587
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())
593
594 store.Portfolio.callback.clear()
595 store.Portfolio.worker_started = False
596 store.Portfolio.worker_notify.set()
597 store.Portfolio.callback.wait()
598
599 self.assertFalse(store.Portfolio.worker.is_alive())
600
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()
608
609 @unittest.skipUnless("unit" in limits, "Unit skipped")
610 class PortfolioTest(WebMockTestCase):
611 def setUp(self):
612 super(PortfolioTest, self).setUp()
613
614 with open("test_samples/test_portfolio.json") as example:
615 self.json_response = example.read()
616
617 self.wm.get(market.Portfolio.URL, text=self.json_response)
618
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},
626 ])
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)
638
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()
647
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()
652
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",
657 exception=mock.ANY)
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},
668 ])
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()
679
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()
685
686 self.assertListEqual(
687 ["medium", "high"],
688 list(market.Portfolio.liquidities.get().keys()))
689
690 liquidities = market.Portfolio.liquidities.get()
691 self.assertEqual(10, len(liquidities["medium"].keys()))
692 self.assertEqual(10, len(liquidities["high"].keys()))
693
694 expected = {
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"),
700 }
701 date = portfolio.datetime(2018, 1, 8)
702 self.assertDictEqual(expected, liquidities["high"][date])
703
704 expected = {
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"),
716 }
717 self.assertDictEqual(expected, liquidities["medium"][date])
718 self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
719
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)
724
725 market.Portfolio.parse_cryptoportfolio()
726 self.assertListEqual(
727 ["medium", "high"],
728 list(market.Portfolio.liquidities.get().keys()))
729 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
730
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)
736
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())
741
742
743 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
744 def test_repartition(self, get_cryptoportfolio):
745 market.Portfolio.liquidities = store.LockedVar({
746 "medium": {
747 "2018-03-01": "medium_2018-03-01",
748 "2018-03-08": "medium_2018-03-08",
749 },
750 "high": {
751 "2018-03-01": "high_2018-03-01",
752 "2018-03-08": "high_2018-03-08",
753 }
754 })
755 market.Portfolio.last_date = store.LockedVar("2018-03-08")
756
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"))
761
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):
765 self.call_count = 0
766 def _get(refetch=False):
767 if self.call_count != 0:
768 self.assertTrue(refetch)
769 else:
770 self.assertFalse(refetch)
771 self.call_count += 1
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
776
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")
782
783 sleep.reset_mock()
784 get_cryptoportfolio.reset_mock()
785 market.Portfolio.last_date = store.LockedVar(None)
786 self.call_count = 0
787 market.Portfolio.wait_for_recent(delta=15)
788 sleep.assert_not_called()
789 self.assertEqual(1, get_cryptoportfolio.call_count)
790
791 sleep.reset_mock()
792 get_cryptoportfolio.reset_mock()
793 market.Portfolio.last_date = store.LockedVar(None)
794 self.call_count = 0
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)
799
800 def test_is_worker_thread(self):
801 with self.subTest(worker=None):
802 self.assertFalse(store.Portfolio.is_worker_thread())
803
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())
810
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())
817
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)
822
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()
826
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)
831
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)
838
839 def test_in_currency(self):
840 amount = portfolio.Amount("ETC", 10)
841
842 self.assertEqual(amount, amount.in_currency("ETC", self.m))
843
844 with self.subTest(desc="no ticker for currency"):
845 self.m.get_ticker.return_value = None
846
847 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
848
849 with self.subTest(desc="nominal case"):
850 self.m.get_ticker.return_value = {
851 "bid": D("0.2"),
852 "ask": D("0.4"),
853 "average": D("0.3"),
854 "foo": "bar",
855 }
856 converted_amount = amount.in_currency("ETH", self.m)
857
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"])
862
863 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
864 self.assertEqual(D("2"), converted_amount.value)
865
866 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
867 self.assertEqual(D("4"), converted_amount.value)
868
869 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
870 self.assertEqual(D("0.2"), converted_amount.value)
871
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)
876
877 def test__abs(self):
878 amount = portfolio.Amount("SC", -120)
879 self.assertEqual(120, abs(amount).value)
880 self.assertEqual("SC", abs(amount).currency)
881
882 amount = portfolio.Amount("SC", 10)
883 self.assertEqual(10, abs(amount).value)
884 self.assertEqual("SC", abs(amount).currency)
885
886 def test__add(self):
887 amount1 = portfolio.Amount("XVG", "12.9")
888 amount2 = portfolio.Amount("XVG", "13.1")
889
890 self.assertEqual(26, (amount1 + amount2).value)
891 self.assertEqual("XVG", (amount1 + amount2).currency)
892
893 amount3 = portfolio.Amount("ETH", "1.6")
894 with self.assertRaises(Exception):
895 amount1 + amount3
896
897 amount4 = portfolio.Amount("ETH", 0.0)
898 self.assertEqual(amount1, amount1 + amount4)
899
900 self.assertEqual(amount1, amount1 + 0)
901
902 def test__radd(self):
903 amount = portfolio.Amount("XVG", "12.9")
904
905 self.assertEqual(amount, 0 + amount)
906 with self.assertRaises(Exception):
907 4 + amount
908
909 def test__sub(self):
910 amount1 = portfolio.Amount("XVG", "13.3")
911 amount2 = portfolio.Amount("XVG", "13.1")
912
913 self.assertEqual(D("0.2"), (amount1 - amount2).value)
914 self.assertEqual("XVG", (amount1 - amount2).currency)
915
916 amount3 = portfolio.Amount("ETH", "1.6")
917 with self.assertRaises(Exception):
918 amount1 - amount3
919
920 amount4 = portfolio.Amount("ETH", 0.0)
921 self.assertEqual(amount1, amount1 - amount4)
922
923 def test__rsub(self):
924 amount = portfolio.Amount("ETH", "1.6")
925 with self.assertRaises(Exception):
926 3 - amount
927
928 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
929
930 def test__mul(self):
931 amount = portfolio.Amount("XEM", 11)
932
933 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
934 self.assertEqual(D("33"), (amount * 3).value)
935
936 with self.assertRaises(Exception):
937 amount * amount
938
939 def test__rmul(self):
940 amount = portfolio.Amount("XEM", 11)
941
942 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
943 self.assertEqual(D("33"), (3 * amount).value)
944
945 def test__floordiv(self):
946 amount = portfolio.Amount("XEM", 11)
947
948 self.assertEqual(D("5.5"), (amount / 2).value)
949 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
950
951 with self.assertRaises(Exception):
952 amount / amount
953
954 def test__truediv(self):
955 amount = portfolio.Amount("XEM", 11)
956
957 self.assertEqual(D("5.5"), (amount / 2).value)
958 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
959
960 def test__lt(self):
961 amount1 = portfolio.Amount("BTD", 11.3)
962 amount2 = portfolio.Amount("BTD", 13.1)
963
964 self.assertTrue(amount1 < amount2)
965 self.assertFalse(amount2 < amount1)
966 self.assertFalse(amount1 < amount1)
967
968 amount3 = portfolio.Amount("BTC", 1.6)
969 with self.assertRaises(Exception):
970 amount1 < amount3
971
972 def test__le(self):
973 amount1 = portfolio.Amount("BTD", 11.3)
974 amount2 = portfolio.Amount("BTD", 13.1)
975
976 self.assertTrue(amount1 <= amount2)
977 self.assertFalse(amount2 <= amount1)
978 self.assertTrue(amount1 <= amount1)
979
980 amount3 = portfolio.Amount("BTC", 1.6)
981 with self.assertRaises(Exception):
982 amount1 <= amount3
983
984 def test__gt(self):
985 amount1 = portfolio.Amount("BTD", 11.3)
986 amount2 = portfolio.Amount("BTD", 13.1)
987
988 self.assertTrue(amount2 > amount1)
989 self.assertFalse(amount1 > amount2)
990 self.assertFalse(amount1 > amount1)
991
992 amount3 = portfolio.Amount("BTC", 1.6)
993 with self.assertRaises(Exception):
994 amount3 > amount1
995
996 def test__ge(self):
997 amount1 = portfolio.Amount("BTD", 11.3)
998 amount2 = portfolio.Amount("BTD", 13.1)
999
1000 self.assertTrue(amount2 >= amount1)
1001 self.assertFalse(amount1 >= amount2)
1002 self.assertTrue(amount1 >= amount1)
1003
1004 amount3 = portfolio.Amount("BTC", 1.6)
1005 with self.assertRaises(Exception):
1006 amount3 >= amount1
1007
1008 def test__eq(self):
1009 amount1 = portfolio.Amount("BTD", 11.3)
1010 amount2 = portfolio.Amount("BTD", 13.1)
1011 amount3 = portfolio.Amount("BTD", 11.3)
1012
1013 self.assertFalse(amount1 == amount2)
1014 self.assertFalse(amount2 == amount1)
1015 self.assertTrue(amount1 == amount3)
1016 self.assertFalse(amount2 == 0)
1017
1018 amount4 = portfolio.Amount("BTC", 1.6)
1019 with self.assertRaises(Exception):
1020 amount1 == amount4
1021
1022 amount5 = portfolio.Amount("BTD", 0)
1023 self.assertTrue(amount5 == 0)
1024
1025 def test__ne(self):
1026 amount1 = portfolio.Amount("BTD", 11.3)
1027 amount2 = portfolio.Amount("BTD", 13.1)
1028 amount3 = portfolio.Amount("BTD", 11.3)
1029
1030 self.assertTrue(amount1 != amount2)
1031 self.assertTrue(amount2 != amount1)
1032 self.assertFalse(amount1 != amount3)
1033 self.assertTrue(amount2 != 0)
1034
1035 amount4 = portfolio.Amount("BTC", 1.6)
1036 with self.assertRaises(Exception):
1037 amount1 != amount4
1038
1039 amount5 = portfolio.Amount("BTD", 0)
1040 self.assertFalse(amount5 != 0)
1041
1042 def test__neg(self):
1043 amount1 = portfolio.Amount("BTD", "11.3")
1044
1045 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
1046
1047 def test__str(self):
1048 amount1 = portfolio.Amount("BTX", 32)
1049 self.assertEqual("32.00000000 BTX", str(amount1))
1050
1051 amount2 = portfolio.Amount("USDT", 12000)
1052 amount1.linked_to = amount2
1053 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
1054
1055 def test__repr(self):
1056 amount1 = portfolio.Amount("BTX", 32)
1057 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
1058
1059 amount2 = portfolio.Amount("USDT", 12000)
1060 amount1.linked_to = amount2
1061 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
1062
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))
1066
1067 def test_as_json(self):
1068 amount = portfolio.Amount("BTX", 32)
1069 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
1070
1071 amount = portfolio.Amount("BTX", "1E-10")
1072 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
1073
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"]))
1077
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",
1095 })
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)
1102
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)
1109
1110 self.assertEqual("BTC", balance.currency)
1111
1112 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
1113 self.assertEqual("USDT", balance.margin_lending_fees.currency)
1114
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))
1121
1122 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
1123 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
1124
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))
1128
1129 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
1130 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
1131
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))
1137
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))
1141
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"])
1153
1154 @unittest.skipUnless("unit" in limits, "Unit skipped")
1155 class MarketTest(WebMockTestCase):
1156 def setUp(self):
1157 super(MarketTest, self).setUp()
1158
1159 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
1160
1161 def test_values(self):
1162 m = market.Market(self.ccxt, self.market_args())
1163
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)
1173
1174 m = market.Market(self.ccxt, self.market_args(debug=True))
1175 self.assertTrue(m.debug)
1176
1177 m = market.Market(self.ccxt, self.market_args(debug=False))
1178 self.assertFalse(m.debug)
1179
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)
1187
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
1192
1193 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args())
1194
1195 self.assertEqual(self.ccxt, m.ccxt)
1196
1197 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True))
1198 self.assertEqual(True, m.debug)
1199
1200 def test_get_tickers(self):
1201 self.ccxt.fetch_tickers.side_effect = [
1202 "tickers",
1203 market.NotSupported
1204 ]
1205
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()
1210
1211 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
1212
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 },
1218 }
1219 m = market.Market(self.ccxt, self.market_args())
1220
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"])
1226
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"])
1233
1234 ticker = m.get_ticker("XVG", "XMR")
1235 self.assertIsNone(ticker)
1236
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"),
1245 ]
1246
1247 m = market.Market(self.ccxt, self.market_args())
1248
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"])
1255
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"])
1262
1263 ticker = m.get_ticker("XVG", "XMR")
1264 self.assertIsNone(ticker)
1265
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()
1274
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"),
1282 }
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
1292
1293 with mock.patch("market.ReportStore"):
1294 m = market.Market(self.ccxt, self.market_args())
1295 self.ccxt.fetch_all_balances.return_value = {
1296 "USDT": {
1297 "exchange_free": D("10000.0"),
1298 "exchange_used": D("0.0"),
1299 "exchange_total": D("10000.0"),
1300 "total": D("10000.0")
1301 },
1302 "XVG": {
1303 "exchange_free": D("10000.0"),
1304 "exchange_used": D("0.0"),
1305 "exchange_total": D("10000.0"),
1306 "total": D("10000.0")
1307 },
1308 }
1309
1310 m.balances.fetch_balances(tag="tag")
1311
1312 m.prepare_trades()
1313 compute_trades.assert_called()
1314
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")
1324
1325
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))
1335
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],
1342
1343 [order_mock1, order_mock3],
1344 [order_mock1, order_mock3],
1345
1346 [order_mock1, order_mock3],
1347 [order_mock1, order_mock3],
1348
1349 []
1350 ]
1351
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"]
1355
1356 order_mock1.trade = mock.Mock()
1357 order_mock2.trade = mock.Mock()
1358 order_mock3.trade = mock.Mock()
1359
1360 m.follow_orders(sleep=sleep)
1361
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)
1366
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)
1370
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()
1375 calls = [
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"),
1381 ]
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)
1385 calls = [
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),
1389 ]
1390 m.report.log_orders.assert_has_calls(calls)
1391 calls = [
1392 mock.call(order_mock1, 3, finished=True),
1393 mock.call(order_mock3, 3, finished=True),
1394 ]
1395 m.report.log_order.assert_has_calls(calls)
1396
1397 if sleep is None:
1398 if debug:
1399 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1400 time_mock.assert_called_with(7)
1401 else:
1402 time_mock.assert_called_with(30)
1403 else:
1404 time_mock.assert_called_with(sleep)
1405
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))
1412
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)
1417
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)
1422
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)
1427
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}
1433
1434 m.move_balances()
1435
1436 fetch_balances.assert_called_with()
1437 m.report.log_move_balances.assert_called_once()
1438
1439 if debug:
1440 m.report.log_debug_action.assert_called()
1441 self.assertEqual(3, m.report.log_debug_action.call_count)
1442 else:
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")
1446
1447 m.report.reset_mock()
1448 fetch_balances.reset_mock()
1449 with self.subTest(retry=True):
1450 with mock.patch("market.ReportStore"):
1451 m = market.Market(self.ccxt, self.market_args())
1452
1453 value_from = portfolio.Amount("BTC", "0.0")
1454 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1455 value_to = portfolio.Amount("BTC", "-3.0")
1456 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1457
1458 m.trades.all = [trade]
1459 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1460 m.balances.all = {"BTC": balance}
1461
1462 m.ccxt.transfer_balance.side_effect = [
1463 market.ccxt.RequestTimeout,
1464 True
1465 ]
1466 m.move_balances()
1467 self.ccxt.transfer_balance.assert_has_calls([
1468 mock.call("BTC", 3, "exchange", "margin"),
1469 mock.call("BTC", 3, "exchange", "margin")
1470 ])
1471 self.assertEqual(2, fetch_balances.call_count)
1472 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1473 self.assertEqual(2, m.report.log_move_balances.call_count)
1474
1475 self.ccxt.transfer_balance.reset_mock()
1476 m.report.reset_mock()
1477 fetch_balances.reset_mock()
1478 with self.subTest(retry=True, too_much=True):
1479 with mock.patch("market.ReportStore"):
1480 m = market.Market(self.ccxt, self.market_args())
1481
1482 value_from = portfolio.Amount("BTC", "0.0")
1483 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1484 value_to = portfolio.Amount("BTC", "-3.0")
1485 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1486
1487 m.trades.all = [trade]
1488 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1489 m.balances.all = {"BTC": balance}
1490
1491 m.ccxt.transfer_balance.side_effect = [
1492 market.ccxt.RequestTimeout,
1493 market.ccxt.RequestTimeout,
1494 market.ccxt.RequestTimeout,
1495 market.ccxt.RequestTimeout,
1496 market.ccxt.RequestTimeout,
1497 ]
1498 with self.assertRaises(market.ccxt.RequestTimeout):
1499 m.move_balances()
1500
1501 self.ccxt.transfer_balance.reset_mock()
1502 m.report.reset_mock()
1503 fetch_balances.reset_mock()
1504 with self.subTest(retry=True, partial_result=True):
1505 with mock.patch("market.ReportStore"):
1506 m = market.Market(self.ccxt, self.market_args())
1507
1508 value_from = portfolio.Amount("BTC", "1.0")
1509 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1510 value_to = portfolio.Amount("BTC", "10.0")
1511 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1512
1513 value_from = portfolio.Amount("BTC", "0.0")
1514 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1515 value_to = portfolio.Amount("BTC", "-3.0")
1516 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1517
1518 value_from = portfolio.Amount("USDT", "0.0")
1519 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1520 value_to = portfolio.Amount("USDT", "-50.0")
1521 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1522
1523 m.trades.all = [trade1, trade2, trade3]
1524 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1525 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1526 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1527 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1528
1529 call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 }
1530 def _transfer_balance(currency, amount, from_, to_):
1531 call_counts[currency] += 1
1532 if currency == "BTC":
1533 m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" })
1534 if currency == "USDT":
1535 if call_counts["USDT"] == 1:
1536 raise market.ccxt.RequestTimeout
1537 else:
1538 m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" })
1539 if currency == "ETC":
1540 m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" })
1541
1542
1543 m.ccxt.transfer_balance.side_effect = _transfer_balance
1544
1545 m.move_balances()
1546 self.ccxt.transfer_balance.assert_has_calls([
1547 mock.call("BTC", 3, "exchange", "margin"),
1548 mock.call('USDT', 100, 'exchange', 'margin'),
1549 mock.call('USDT', 100, 'exchange', 'margin'),
1550 mock.call("ETC", 5, "margin", "exchange")
1551 ])
1552 self.assertEqual(2, fetch_balances.call_count)
1553 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1554 self.assertEqual(2, m.report.log_move_balances.call_count)
1555 m.report.log_move_balances.asser_has_calls([
1556 mock.call(
1557 {
1558 'BTC': portfolio.Amount("BTC", "3"),
1559 'USDT': portfolio.Amount("USDT", "150"),
1560 'ETC': portfolio.Amount("ETC", "10"),
1561 },
1562 {
1563 'BTC': portfolio.Amount("BTC", "3"),
1564 'USDT': portfolio.Amount("USDT", "100"),
1565 }),
1566 mock.call(
1567 {
1568 'BTC': portfolio.Amount("BTC", "3"),
1569 'USDT': portfolio.Amount("USDT", "150"),
1570 'ETC': portfolio.Amount("ETC", "10"),
1571 },
1572 {
1573 'BTC': portfolio.Amount("BTC", "0"),
1574 'USDT': portfolio.Amount("USDT", "100"),
1575 'ETC': portfolio.Amount("ETC", "-5"),
1576 }),
1577 ])
1578
1579
1580 def test_store_file_report(self):
1581 file_open = mock.mock_open()
1582 m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)
1583 with self.subTest(file="present"),\
1584 mock.patch("market.open", file_open),\
1585 mock.patch.object(m, "report") as report,\
1586 mock.patch.object(market, "datetime") as time_mock:
1587
1588 report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]]
1589 report.to_json.return_value = "json_content"
1590
1591 m.store_file_report(datetime.datetime(2018, 2, 25))
1592
1593 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1594 file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1595 file_open().write.assert_any_call("json_content")
1596 file_open().write.assert_any_call("Foo\nBar")
1597 m.report.to_json.assert_called_once_with()
1598
1599 m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1)
1600 with self.subTest(file="error"),\
1601 mock.patch("market.open") as file_open,\
1602 mock.patch.object(m, "report") as report,\
1603 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1604 file_open.side_effect = FileNotFoundError
1605
1606 m.store_file_report(datetime.datetime(2018, 2, 25))
1607
1608 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1609
1610 @mock.patch.object(market, "psycopg2")
1611 def test_store_database_report(self, psycopg2):
1612 connect_mock = mock.Mock()
1613 cursor_mock = mock.MagicMock()
1614
1615 connect_mock.cursor.return_value = cursor_mock
1616 psycopg2.connect.return_value = connect_mock
1617 m = market.Market(self.ccxt, self.market_args(),
1618 pg_config={"config": "pg_config"}, user_id=1)
1619 cursor_mock.fetchone.return_value = [42]
1620
1621 with self.subTest(error=False),\
1622 mock.patch.object(m, "report") as report:
1623 report.to_json_array.return_value = [
1624 ("date1", "type1", "payload1"),
1625 ("date2", "type2", "payload2"),
1626 ]
1627 m.store_database_report(datetime.datetime(2018, 3, 24))
1628 connect_mock.assert_has_calls([
1629 mock.call.cursor(),
1630 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)),
1631 mock.call.cursor().fetchone(),
1632 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1633 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1634 mock.call.commit(),
1635 mock.call.cursor().close(),
1636 mock.call.close()
1637 ])
1638
1639 connect_mock.reset_mock()
1640 with self.subTest(error=True),\
1641 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1642 psycopg2.connect.side_effect = Exception("Bouh")
1643 m.store_database_report(datetime.datetime(2018, 3, 24))
1644 self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1645
1646 def test_store_report(self):
1647 m = market.Market(self.ccxt, self.market_args(), user_id=1)
1648 with self.subTest(file=None, pg_config=None),\
1649 mock.patch.object(m, "report") as report,\
1650 mock.patch.object(m, "store_database_report") as db_report,\
1651 mock.patch.object(m, "store_file_report") as file_report:
1652 m.store_report()
1653 report.merge.assert_called_with(store.Portfolio.report)
1654
1655 file_report.assert_not_called()
1656 db_report.assert_not_called()
1657
1658 report.reset_mock()
1659 m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)
1660 with self.subTest(file="present", pg_config=None),\
1661 mock.patch.object(m, "report") as report,\
1662 mock.patch.object(m, "store_file_report") as file_report,\
1663 mock.patch.object(m, "store_database_report") as db_report,\
1664 mock.patch.object(market, "datetime") as time_mock:
1665
1666 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1667
1668 m.store_report()
1669
1670 report.merge.assert_called_with(store.Portfolio.report)
1671 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1672 db_report.assert_not_called()
1673
1674 report.reset_mock()
1675 m = market.Market(self.ccxt, self.market_args(), pg_config="present", user_id=1)
1676 with self.subTest(file=None, pg_config="present"),\
1677 mock.patch.object(m, "report") as report,\
1678 mock.patch.object(m, "store_file_report") as file_report,\
1679 mock.patch.object(m, "store_database_report") as db_report,\
1680 mock.patch.object(market, "datetime") as time_mock:
1681
1682 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1683
1684 m.store_report()
1685
1686 report.merge.assert_called_with(store.Portfolio.report)
1687 file_report.assert_not_called()
1688 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1689
1690 report.reset_mock()
1691 m = market.Market(self.ccxt, self.market_args(),
1692 pg_config="pg_config", report_path="present", user_id=1)
1693 with self.subTest(file="present", pg_config="present"),\
1694 mock.patch.object(m, "report") as report,\
1695 mock.patch.object(m, "store_file_report") as file_report,\
1696 mock.patch.object(m, "store_database_report") as db_report,\
1697 mock.patch.object(market, "datetime") as time_mock:
1698
1699 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1700
1701 m.store_report()
1702
1703 report.merge.assert_called_with(store.Portfolio.report)
1704 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1705 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1706
1707 def test_print_orders(self):
1708 m = market.Market(self.ccxt, self.market_args())
1709 with mock.patch.object(m.report, "log_stage") as log_stage,\
1710 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1711 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1712 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1713 m.print_orders()
1714
1715 log_stage.assert_called_with("print_orders")
1716 fetch_balances.assert_called_with(tag="print_orders")
1717 prepare_trades.assert_called_with(base_currency="BTC",
1718 compute_value="average")
1719 prepare_orders.assert_called_with(compute_value="average")
1720
1721 def test_print_balances(self):
1722 m = market.Market(self.ccxt, self.market_args())
1723
1724 with mock.patch.object(m.balances, "in_currency") as in_currency,\
1725 mock.patch.object(m.report, "log_stage") as log_stage,\
1726 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1727 mock.patch.object(m.report, "print_log") as print_log:
1728
1729 in_currency.return_value = {
1730 "BTC": portfolio.Amount("BTC", "0.65"),
1731 "ETH": portfolio.Amount("BTC", "0.3"),
1732 }
1733
1734 m.print_balances()
1735
1736 log_stage.assert_called_once_with("print_balances")
1737 fetch_balances.assert_called_with()
1738 print_log.assert_has_calls([
1739 mock.call("total:"),
1740 mock.call(portfolio.Amount("BTC", "0.95")),
1741 ])
1742
1743 @mock.patch("market.Processor.process")
1744 @mock.patch("market.ReportStore.log_error")
1745 @mock.patch("market.Market.store_report")
1746 def test_process(self, store_report, log_error, process):
1747 m = market.Market(self.ccxt, self.market_args())
1748 with self.subTest(before=False, after=False):
1749 m.process(None)
1750
1751 process.assert_not_called()
1752 store_report.assert_called_once()
1753 log_error.assert_not_called()
1754
1755 process.reset_mock()
1756 log_error.reset_mock()
1757 store_report.reset_mock()
1758 with self.subTest(before=True, after=False):
1759 m.process(None, before=True)
1760
1761 process.assert_called_once_with("sell_all", steps="before")
1762 store_report.assert_called_once()
1763 log_error.assert_not_called()
1764
1765 process.reset_mock()
1766 log_error.reset_mock()
1767 store_report.reset_mock()
1768 with self.subTest(before=False, after=True):
1769 m.process(None, after=True)
1770
1771 process.assert_called_once_with("sell_all", steps="after")
1772 store_report.assert_called_once()
1773 log_error.assert_not_called()
1774
1775 process.reset_mock()
1776 log_error.reset_mock()
1777 store_report.reset_mock()
1778 with self.subTest(before=True, after=True):
1779 m.process(None, before=True, after=True)
1780
1781 process.assert_has_calls([
1782 mock.call("sell_all", steps="before"),
1783 mock.call("sell_all", steps="after"),
1784 ])
1785 store_report.assert_called_once()
1786 log_error.assert_not_called()
1787
1788 process.reset_mock()
1789 log_error.reset_mock()
1790 store_report.reset_mock()
1791 with self.subTest(action="print_balances"),\
1792 mock.patch.object(m, "print_balances") as print_balances:
1793 m.process(["print_balances"])
1794
1795 process.assert_not_called()
1796 log_error.assert_not_called()
1797 store_report.assert_called_once()
1798 print_balances.assert_called_once_with()
1799
1800 log_error.reset_mock()
1801 store_report.reset_mock()
1802 with self.subTest(action="print_orders"),\
1803 mock.patch.object(m, "print_orders") as print_orders,\
1804 mock.patch.object(m, "print_balances") as print_balances:
1805 m.process(["print_orders", "print_balances"])
1806
1807 process.assert_not_called()
1808 log_error.assert_not_called()
1809 store_report.assert_called_once()
1810 print_orders.assert_called_once_with()
1811 print_balances.assert_called_once_with()
1812
1813 log_error.reset_mock()
1814 store_report.reset_mock()
1815 with self.subTest(action="unknown"):
1816 m.process(["unknown"])
1817 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1818 store_report.assert_called_once()
1819
1820 log_error.reset_mock()
1821 store_report.reset_mock()
1822 with self.subTest(unhandled_exception=True):
1823 process.side_effect = Exception("bouh")
1824
1825 m.process(None, before=True)
1826 log_error.assert_called_with("market_process", exception=mock.ANY)
1827 store_report.assert_called_once()
1828
1829 @unittest.skipUnless("unit" in limits, "Unit skipped")
1830 class TradeStoreTest(WebMockTestCase):
1831 def test_compute_trades(self):
1832 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1833
1834 values_in_base = {
1835 "XMR": portfolio.Amount("BTC", D("0.9")),
1836 "DASH": portfolio.Amount("BTC", D("0.4")),
1837 "XVG": portfolio.Amount("BTC", D("-0.5")),
1838 "BTC": portfolio.Amount("BTC", D("0.5")),
1839 }
1840 new_repartition = {
1841 "DASH": portfolio.Amount("BTC", D("0.5")),
1842 "XVG": portfolio.Amount("BTC", D("0.1")),
1843 "BTC": portfolio.Amount("BTC", D("0.4")),
1844 "ETH": portfolio.Amount("BTC", D("0.3")),
1845 }
1846 side_effect = [
1847 (True, 1),
1848 (False, 2),
1849 (False, 3),
1850 (True, 4),
1851 (True, 5)
1852 ]
1853
1854 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1855 trade_store = market.TradeStore(self.m)
1856 trade_if_matching.side_effect = side_effect
1857
1858 trade_store.compute_trades(values_in_base,
1859 new_repartition, only="only")
1860
1861 self.assertEqual(5, trade_if_matching.call_count)
1862 self.assertEqual(3, len(trade_store.all))
1863 self.assertEqual([1, 4, 5], trade_store.all)
1864 self.m.report.log_trades.assert_called_with(side_effect, "only")
1865
1866 def test_trade_if_matching(self):
1867
1868 with self.subTest(only="nope"):
1869 trade_store = market.TradeStore(self.m)
1870 result = trade_store.trade_if_matching(
1871 portfolio.Amount("BTC", D("0")),
1872 portfolio.Amount("BTC", D("0.3")),
1873 "ETH", only="nope")
1874 self.assertEqual(False, result[0])
1875 self.assertIsInstance(result[1], portfolio.Trade)
1876
1877 with self.subTest(only=None):
1878 trade_store = market.TradeStore(self.m)
1879 result = trade_store.trade_if_matching(
1880 portfolio.Amount("BTC", D("0")),
1881 portfolio.Amount("BTC", D("0.3")),
1882 "ETH", only=None)
1883 self.assertEqual(True, result[0])
1884
1885 with self.subTest(only="acquire"):
1886 trade_store = market.TradeStore(self.m)
1887 result = trade_store.trade_if_matching(
1888 portfolio.Amount("BTC", D("0")),
1889 portfolio.Amount("BTC", D("0.3")),
1890 "ETH", only="acquire")
1891 self.assertEqual(True, result[0])
1892
1893 with self.subTest(only="dispose"):
1894 trade_store = market.TradeStore(self.m)
1895 result = trade_store.trade_if_matching(
1896 portfolio.Amount("BTC", D("0")),
1897 portfolio.Amount("BTC", D("0.3")),
1898 "ETH", only="dispose")
1899 self.assertEqual(False, result[0])
1900
1901 def test_prepare_orders(self):
1902 trade_store = market.TradeStore(self.m)
1903
1904 trade_mock1 = mock.Mock()
1905 trade_mock2 = mock.Mock()
1906 trade_mock3 = mock.Mock()
1907
1908 trade_mock1.prepare_order.return_value = 1
1909 trade_mock2.prepare_order.return_value = 2
1910 trade_mock3.prepare_order.return_value = 3
1911
1912 trade_mock1.pending = True
1913 trade_mock2.pending = True
1914 trade_mock3.pending = False
1915
1916 trade_store.all.append(trade_mock1)
1917 trade_store.all.append(trade_mock2)
1918 trade_store.all.append(trade_mock3)
1919
1920 trade_store.prepare_orders()
1921 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1922 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1923 trade_mock3.prepare_order.assert_not_called()
1924 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1925
1926 self.m.report.log_orders.reset_mock()
1927
1928 trade_store.prepare_orders(compute_value="bla")
1929 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1930 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1931 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
1932
1933 trade_mock1.prepare_order.reset_mock()
1934 trade_mock2.prepare_order.reset_mock()
1935 self.m.report.log_orders.reset_mock()
1936
1937 trade_mock1.action = "foo"
1938 trade_mock2.action = "bar"
1939 trade_store.prepare_orders(only="bar")
1940 trade_mock1.prepare_order.assert_not_called()
1941 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1942 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
1943
1944 def test_print_all_with_order(self):
1945 trade_mock1 = mock.Mock()
1946 trade_mock2 = mock.Mock()
1947 trade_mock3 = mock.Mock()
1948 trade_store = market.TradeStore(self.m)
1949 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
1950
1951 trade_store.print_all_with_order()
1952
1953 trade_mock1.print_with_order.assert_called()
1954 trade_mock2.print_with_order.assert_called()
1955 trade_mock3.print_with_order.assert_called()
1956
1957 def test_run_orders(self):
1958 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1959 order_mock1 = mock.Mock()
1960 order_mock2 = mock.Mock()
1961 order_mock3 = mock.Mock()
1962 trade_store = market.TradeStore(self.m)
1963
1964 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1965
1966 trade_store.run_orders()
1967
1968 all_orders.assert_called_with(state="pending")
1969
1970 order_mock1.run.assert_called()
1971 order_mock2.run.assert_called()
1972 order_mock3.run.assert_called()
1973
1974 self.m.report.log_stage.assert_called_with("run_orders")
1975 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
1976 order_mock3])
1977
1978 def test_all_orders(self):
1979 trade_mock1 = mock.Mock()
1980 trade_mock2 = mock.Mock()
1981
1982 order_mock1 = mock.Mock()
1983 order_mock2 = mock.Mock()
1984 order_mock3 = mock.Mock()
1985
1986 trade_mock1.orders = [order_mock1, order_mock2]
1987 trade_mock2.orders = [order_mock3]
1988
1989 order_mock1.status = "pending"
1990 order_mock2.status = "open"
1991 order_mock3.status = "open"
1992
1993 trade_store = market.TradeStore(self.m)
1994 trade_store.all.append(trade_mock1)
1995 trade_store.all.append(trade_mock2)
1996
1997 orders = trade_store.all_orders()
1998 self.assertEqual(3, len(orders))
1999
2000 open_orders = trade_store.all_orders(state="open")
2001 self.assertEqual(2, len(open_orders))
2002 self.assertEqual([order_mock2, order_mock3], open_orders)
2003
2004 def test_update_all_orders_status(self):
2005 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
2006 order_mock1 = mock.Mock()
2007 order_mock2 = mock.Mock()
2008 order_mock3 = mock.Mock()
2009
2010 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
2011
2012 trade_store = market.TradeStore(self.m)
2013
2014 trade_store.update_all_orders_status()
2015 all_orders.assert_called_with(state="open")
2016
2017 order_mock1.get_status.assert_called()
2018 order_mock2.get_status.assert_called()
2019 order_mock3.get_status.assert_called()
2020
2021 def test_close_trades(self):
2022 trade_mock1 = mock.Mock()
2023 trade_mock2 = mock.Mock()
2024 trade_mock3 = mock.Mock()
2025
2026 trade_store = market.TradeStore(self.m)
2027
2028 trade_store.all.append(trade_mock1)
2029 trade_store.all.append(trade_mock2)
2030 trade_store.all.append(trade_mock3)
2031
2032 trade_store.close_trades()
2033
2034 trade_mock1.close.assert_called_once_with()
2035 trade_mock2.close.assert_called_once_with()
2036 trade_mock3.close.assert_called_once_with()
2037
2038 def test_pending(self):
2039 trade_mock1 = mock.Mock()
2040 trade_mock1.pending = True
2041 trade_mock2 = mock.Mock()
2042 trade_mock2.pending = True
2043 trade_mock3 = mock.Mock()
2044 trade_mock3.pending = False
2045
2046 trade_store = market.TradeStore(self.m)
2047
2048 trade_store.all.append(trade_mock1)
2049 trade_store.all.append(trade_mock2)
2050 trade_store.all.append(trade_mock3)
2051
2052 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
2053
2054 @unittest.skipUnless("unit" in limits, "Unit skipped")
2055 class BalanceStoreTest(WebMockTestCase):
2056 def setUp(self):
2057 super(BalanceStoreTest, self).setUp()
2058
2059 self.fetch_balance = {
2060 "ETC": {
2061 "exchange_free": 0,
2062 "exchange_used": 0,
2063 "exchange_total": 0,
2064 "margin_total": 0,
2065 },
2066 "USDT": {
2067 "exchange_free": D("6.0"),
2068 "exchange_used": D("1.2"),
2069 "exchange_total": D("7.2"),
2070 "margin_total": 0,
2071 },
2072 "XVG": {
2073 "exchange_free": 16,
2074 "exchange_used": 0,
2075 "exchange_total": 16,
2076 "margin_total": 0,
2077 },
2078 "XMR": {
2079 "exchange_free": 0,
2080 "exchange_used": 0,
2081 "exchange_total": 0,
2082 "margin_total": D("-1.0"),
2083 "margin_free": 0,
2084 },
2085 }
2086
2087 def test_in_currency(self):
2088 self.m.get_ticker.return_value = {
2089 "bid": D("0.09"),
2090 "ask": D("0.11"),
2091 "average": D("0.1"),
2092 }
2093
2094 balance_store = market.BalanceStore(self.m)
2095 balance_store.all = {
2096 "BTC": portfolio.Balance("BTC", {
2097 "total": "0.65",
2098 "exchange_total":"0.65",
2099 "exchange_free": "0.35",
2100 "exchange_used": "0.30"}),
2101 "ETH": portfolio.Balance("ETH", {
2102 "total": 3,
2103 "exchange_total": 3,
2104 "exchange_free": 3,
2105 "exchange_used": 0}),
2106 }
2107
2108 amounts = balance_store.in_currency("BTC")
2109 self.assertEqual("BTC", amounts["ETH"].currency)
2110 self.assertEqual(D("0.65"), amounts["BTC"].value)
2111 self.assertEqual(D("0.30"), amounts["ETH"].value)
2112 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2113 "average", "total")
2114 self.m.report.log_tickers.reset_mock()
2115
2116 amounts = balance_store.in_currency("BTC", compute_value="bid")
2117 self.assertEqual(D("0.65"), amounts["BTC"].value)
2118 self.assertEqual(D("0.27"), amounts["ETH"].value)
2119 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2120 "bid", "total")
2121 self.m.report.log_tickers.reset_mock()
2122
2123 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
2124 self.assertEqual(D("0.30"), amounts["BTC"].value)
2125 self.assertEqual(0, amounts["ETH"].value)
2126 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2127 "bid", "exchange_used")
2128 self.m.report.log_tickers.reset_mock()
2129
2130 def test_fetch_balances(self):
2131 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2132
2133 balance_store = market.BalanceStore(self.m)
2134
2135 balance_store.fetch_balances()
2136 self.assertNotIn("ETC", balance_store.currencies())
2137 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
2138
2139 balance_store.all["ETC"] = portfolio.Balance("ETC", {
2140 "exchange_total": "1", "exchange_free": "0",
2141 "exchange_used": "1" })
2142 balance_store.fetch_balances(tag="foo")
2143 self.assertEqual(0, balance_store.all["ETC"].total)
2144 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
2145 self.m.report.log_balances.assert_called_with(tag="foo")
2146
2147 @mock.patch.object(market.Portfolio, "repartition")
2148 def test_dispatch_assets(self, repartition):
2149 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2150
2151 balance_store = market.BalanceStore(self.m)
2152 balance_store.fetch_balances()
2153
2154 self.assertNotIn("XEM", balance_store.currencies())
2155
2156 repartition_hash = {
2157 "XEM": (D("0.75"), "long"),
2158 "BTC": (D("0.26"), "long"),
2159 "DASH": (D("0.10"), "short"),
2160 }
2161 repartition.return_value = repartition_hash
2162
2163 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
2164 repartition.assert_called_with(liquidity="medium")
2165 self.assertIn("XEM", balance_store.currencies())
2166 self.assertEqual(D("2.6"), amounts["BTC"].value)
2167 self.assertEqual(D("7.5"), amounts["XEM"].value)
2168 self.assertEqual(D("-1.0"), amounts["DASH"].value)
2169 self.m.report.log_balances.assert_called_with(tag=None)
2170 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
2171 "11.1"), amounts, "medium", repartition_hash)
2172
2173 def test_currencies(self):
2174 balance_store = market.BalanceStore(self.m)
2175
2176 balance_store.all = {
2177 "BTC": portfolio.Balance("BTC", {
2178 "total": "0.65",
2179 "exchange_total":"0.65",
2180 "exchange_free": "0.35",
2181 "exchange_used": "0.30"}),
2182 "ETH": portfolio.Balance("ETH", {
2183 "total": 3,
2184 "exchange_total": 3,
2185 "exchange_free": 3,
2186 "exchange_used": 0}),
2187 }
2188 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
2189
2190 def test_as_json(self):
2191 balance_mock1 = mock.Mock()
2192 balance_mock1.as_json.return_value = 1
2193
2194 balance_mock2 = mock.Mock()
2195 balance_mock2.as_json.return_value = 2
2196
2197 balance_store = market.BalanceStore(self.m)
2198 balance_store.all = {
2199 "BTC": balance_mock1,
2200 "ETH": balance_mock2,
2201 }
2202
2203 as_json = balance_store.as_json()
2204 self.assertEqual(1, as_json["BTC"])
2205 self.assertEqual(2, as_json["ETH"])
2206
2207
2208 @unittest.skipUnless("unit" in limits, "Unit skipped")
2209 class ComputationTest(WebMockTestCase):
2210 def test_compute_value(self):
2211 compute = mock.Mock()
2212 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
2213 compute.assert_called_with("foo", "ask")
2214
2215 compute.reset_mock()
2216 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
2217 compute.assert_called_with("foo", "bid")
2218
2219 compute.reset_mock()
2220 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
2221 compute.assert_called_with("foo", "ask")
2222
2223 compute.reset_mock()
2224 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
2225 compute.assert_called_with("foo", "bid")
2226
2227 compute.reset_mock()
2228 portfolio.Computation.computations["test"] = compute
2229 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
2230 compute.assert_called_with("foo", "bid")
2231
2232
2233 @unittest.skipUnless("unit" in limits, "Unit skipped")
2234 class TradeTest(WebMockTestCase):
2235
2236 def test_values_assertion(self):
2237 value_from = portfolio.Amount("BTC", "1.0")
2238 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2239 value_to = portfolio.Amount("BTC", "1.0")
2240 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2241 self.assertEqual("BTC", trade.base_currency)
2242 self.assertEqual("ETH", trade.currency)
2243 self.assertEqual(self.m, trade.market)
2244
2245 with self.assertRaises(AssertionError):
2246 portfolio.Trade(value_from, -value_to, "ETH", self.m)
2247 with self.assertRaises(AssertionError):
2248 portfolio.Trade(value_from, value_to, "ETC", self.m)
2249 with self.assertRaises(AssertionError):
2250 value_from.currency = "ETH"
2251 portfolio.Trade(value_from, value_to, "ETH", self.m)
2252 value_from.currency = "BTC"
2253 with self.assertRaises(AssertionError):
2254 value_from2 = portfolio.Amount("BTC", "1.0")
2255 portfolio.Trade(value_from2, value_to, "ETH", self.m)
2256
2257 value_from = portfolio.Amount("BTC", 0)
2258 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2259 self.assertEqual(0, trade.value_from.linked_to)
2260
2261 def test_action(self):
2262 value_from = portfolio.Amount("BTC", "1.0")
2263 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2264 value_to = portfolio.Amount("BTC", "1.0")
2265 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2266
2267 self.assertIsNone(trade.action)
2268
2269 value_from = portfolio.Amount("BTC", "1.0")
2270 value_from.linked_to = portfolio.Amount("BTC", "1.0")
2271 value_to = portfolio.Amount("BTC", "2.0")
2272 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
2273
2274 self.assertIsNone(trade.action)
2275
2276 value_from = portfolio.Amount("BTC", "0.5")
2277 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2278 value_to = portfolio.Amount("BTC", "1.0")
2279 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2280
2281 self.assertEqual("acquire", trade.action)
2282
2283 value_from = portfolio.Amount("BTC", "0")
2284 value_from.linked_to = portfolio.Amount("ETH", "0")
2285 value_to = portfolio.Amount("BTC", "-1.0")
2286 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2287
2288 self.assertEqual("acquire", trade.action)
2289
2290 def test_order_action(self):
2291 value_from = portfolio.Amount("BTC", "0.5")
2292 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2293 value_to = portfolio.Amount("BTC", "1.0")
2294 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2295
2296 trade.inverted = False
2297 self.assertEqual("buy", trade.order_action())
2298 trade.inverted = True
2299 self.assertEqual("sell", trade.order_action())
2300
2301 value_from = portfolio.Amount("BTC", "0")
2302 value_from.linked_to = portfolio.Amount("ETH", "0")
2303 value_to = portfolio.Amount("BTC", "-1.0")
2304 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2305
2306 trade.inverted = False
2307 self.assertEqual("sell", trade.order_action())
2308 trade.inverted = True
2309 self.assertEqual("buy", trade.order_action())
2310
2311 def test_trade_type(self):
2312 value_from = portfolio.Amount("BTC", "0.5")
2313 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2314 value_to = portfolio.Amount("BTC", "1.0")
2315 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2316
2317 self.assertEqual("long", trade.trade_type)
2318
2319 value_from = portfolio.Amount("BTC", "0")
2320 value_from.linked_to = portfolio.Amount("ETH", "0")
2321 value_to = portfolio.Amount("BTC", "-1.0")
2322 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2323
2324 self.assertEqual("short", trade.trade_type)
2325
2326 def test_is_fullfiled(self):
2327 with self.subTest(inverted=False):
2328 value_from = portfolio.Amount("BTC", "0.5")
2329 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2330 value_to = portfolio.Amount("BTC", "1.0")
2331 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2332
2333 order1 = mock.Mock()
2334 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2335
2336 order2 = mock.Mock()
2337 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2338 trade.orders.append(order1)
2339 trade.orders.append(order2)
2340
2341 self.assertFalse(trade.is_fullfiled)
2342
2343 order3 = mock.Mock()
2344 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2345 trade.orders.append(order3)
2346
2347 self.assertTrue(trade.is_fullfiled)
2348
2349 order1.filled_amount.assert_called_with(in_base_currency=True)
2350 order2.filled_amount.assert_called_with(in_base_currency=True)
2351 order3.filled_amount.assert_called_with(in_base_currency=True)
2352
2353 with self.subTest(inverted=True):
2354 value_from = portfolio.Amount("BTC", "0.5")
2355 value_from.linked_to = portfolio.Amount("USDT", "1000.0")
2356 value_to = portfolio.Amount("BTC", "1.0")
2357 trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
2358 trade.inverted = True
2359
2360 order1 = mock.Mock()
2361 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2362
2363 order2 = mock.Mock()
2364 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2365 trade.orders.append(order1)
2366 trade.orders.append(order2)
2367
2368 self.assertFalse(trade.is_fullfiled)
2369
2370 order3 = mock.Mock()
2371 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2372 trade.orders.append(order3)
2373
2374 self.assertTrue(trade.is_fullfiled)
2375
2376 order1.filled_amount.assert_called_with(in_base_currency=False)
2377 order2.filled_amount.assert_called_with(in_base_currency=False)
2378 order3.filled_amount.assert_called_with(in_base_currency=False)
2379
2380
2381 def test_filled_amount(self):
2382 value_from = portfolio.Amount("BTC", "0.5")
2383 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2384 value_to = portfolio.Amount("BTC", "1.0")
2385 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2386
2387 order1 = mock.Mock()
2388 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
2389
2390 order2 = mock.Mock()
2391 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
2392 trade.orders.append(order1)
2393 trade.orders.append(order2)
2394
2395 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
2396 order1.filled_amount.assert_called_with(in_base_currency=False)
2397 order2.filled_amount.assert_called_with(in_base_currency=False)
2398
2399 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
2400 order1.filled_amount.assert_called_with(in_base_currency=False)
2401 order2.filled_amount.assert_called_with(in_base_currency=False)
2402
2403 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
2404 order1.filled_amount.assert_called_with(in_base_currency=True)
2405 order2.filled_amount.assert_called_with(in_base_currency=True)
2406
2407 @mock.patch.object(portfolio.Computation, "compute_value")
2408 @mock.patch.object(portfolio.Trade, "filled_amount")
2409 @mock.patch.object(portfolio, "Order")
2410 def test_prepare_order(self, Order, filled_amount, compute_value):
2411 Order.return_value = "Order"
2412
2413 with self.subTest(desc="Nothing to do"):
2414 value_from = portfolio.Amount("BTC", "10")
2415 value_from.rate = D("0.1")
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)
2419
2420 trade.prepare_order()
2421
2422 filled_amount.assert_not_called()
2423 compute_value.assert_not_called()
2424 self.assertEqual(0, len(trade.orders))
2425 Order.assert_not_called()
2426
2427 self.m.get_ticker.return_value = { "inverted": False }
2428 with self.subTest(desc="Already filled"):
2429 filled_amount.return_value = portfolio.Amount("FOO", "100")
2430 compute_value.return_value = D("0.125")
2431
2432 value_from = portfolio.Amount("BTC", "10")
2433 value_from.rate = D("0.1")
2434 value_from.linked_to = portfolio.Amount("FOO", "100")
2435 value_to = portfolio.Amount("BTC", "0")
2436 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2437
2438 trade.prepare_order()
2439
2440 filled_amount.assert_called_with(in_base_currency=False)
2441 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2442 self.assertEqual(0, len(trade.orders))
2443 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
2444 Order.assert_not_called()
2445
2446 with self.subTest(action="dispose", inverted=False):
2447 filled_amount.return_value = portfolio.Amount("FOO", "60")
2448 compute_value.return_value = D("0.125")
2449
2450 value_from = portfolio.Amount("BTC", "10")
2451 value_from.rate = D("0.1")
2452 value_from.linked_to = portfolio.Amount("FOO", "100")
2453 value_to = portfolio.Amount("BTC", "1")
2454 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2455
2456 trade.prepare_order()
2457
2458 filled_amount.assert_called_with(in_base_currency=False)
2459 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2460 self.assertEqual(1, len(trade.orders))
2461 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2462 D("0.125"), "BTC", "long", self.m,
2463 trade, close_if_possible=False)
2464
2465 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
2466 filled_amount.return_value = portfolio.Amount("FOO", "60")
2467 compute_value.return_value = D("0.125")
2468
2469 value_from = portfolio.Amount("BTC", "10")
2470 value_from.rate = D("0.1")
2471 value_from.linked_to = portfolio.Amount("FOO", "100")
2472 value_to = portfolio.Amount("BTC", "1")
2473 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2474
2475 trade.prepare_order(close_if_possible=True)
2476
2477 filled_amount.assert_called_with(in_base_currency=False)
2478 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2479 self.assertEqual(1, len(trade.orders))
2480 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2481 D("0.125"), "BTC", "long", self.m,
2482 trade, close_if_possible=True)
2483
2484 with self.subTest(action="acquire", inverted=False):
2485 filled_amount.return_value = portfolio.Amount("BTC", "3")
2486 compute_value.return_value = D("0.125")
2487
2488 value_from = portfolio.Amount("BTC", "1")
2489 value_from.rate = D("0.1")
2490 value_from.linked_to = portfolio.Amount("FOO", "10")
2491 value_to = portfolio.Amount("BTC", "10")
2492 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2493
2494 trade.prepare_order()
2495
2496 filled_amount.assert_called_with(in_base_currency=True)
2497 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
2498 self.assertEqual(1, len(trade.orders))
2499
2500 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
2501 D("0.125"), "BTC", "long", self.m,
2502 trade, close_if_possible=False)
2503
2504 with self.subTest(close_if_possible=True):
2505 filled_amount.return_value = portfolio.Amount("FOO", "0")
2506 compute_value.return_value = D("0.125")
2507
2508 value_from = portfolio.Amount("BTC", "10")
2509 value_from.rate = D("0.1")
2510 value_from.linked_to = portfolio.Amount("FOO", "100")
2511 value_to = portfolio.Amount("BTC", "0")
2512 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2513
2514 trade.prepare_order()
2515
2516 filled_amount.assert_called_with(in_base_currency=False)
2517 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2518 self.assertEqual(1, len(trade.orders))
2519 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
2520 D("0.125"), "BTC", "long", self.m,
2521 trade, close_if_possible=True)
2522
2523 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
2524 with self.subTest(action="dispose", inverted=True):
2525 filled_amount.return_value = portfolio.Amount("FOO", "300")
2526 compute_value.return_value = D("125")
2527
2528 value_from = portfolio.Amount("BTC", "10")
2529 value_from.rate = D("0.01")
2530 value_from.linked_to = portfolio.Amount("FOO", "1000")
2531 value_to = portfolio.Amount("BTC", "1")
2532 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2533
2534 trade.prepare_order(compute_value="foo")
2535
2536 filled_amount.assert_called_with(in_base_currency=True)
2537 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
2538 self.assertEqual(1, len(trade.orders))
2539 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
2540 D("125"), "FOO", "long", self.m,
2541 trade, close_if_possible=False)
2542
2543 with self.subTest(action="acquire", inverted=True):
2544 filled_amount.return_value = portfolio.Amount("BTC", "4")
2545 compute_value.return_value = D("125")
2546
2547 value_from = portfolio.Amount("BTC", "1")
2548 value_from.rate = D("0.01")
2549 value_from.linked_to = portfolio.Amount("FOO", "100")
2550 value_to = portfolio.Amount("BTC", "10")
2551 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2552
2553 trade.prepare_order(compute_value="foo")
2554
2555 filled_amount.assert_called_with(in_base_currency=False)
2556 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
2557 self.assertEqual(1, len(trade.orders))
2558 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
2559 D("125"), "FOO", "long", self.m,
2560 trade, close_if_possible=False)
2561
2562
2563 @mock.patch.object(portfolio.Trade, "prepare_order")
2564 def test_update_order(self, prepare_order):
2565 order_mock = mock.Mock()
2566 new_order_mock = mock.Mock()
2567
2568 value_from = portfolio.Amount("BTC", "0.5")
2569 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2570 value_to = portfolio.Amount("BTC", "1.0")
2571 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2572 prepare_order.return_value = new_order_mock
2573
2574 for i in [0, 1, 3, 4, 6]:
2575 with self.subTest(tick=i):
2576 trade.update_order(order_mock, i)
2577 order_mock.cancel.assert_not_called()
2578 new_order_mock.run.assert_not_called()
2579 self.m.report.log_order.assert_called_once_with(order_mock, i,
2580 update="waiting", compute_value=None, new_order=None)
2581
2582 order_mock.reset_mock()
2583 new_order_mock.reset_mock()
2584 trade.orders = []
2585 self.m.report.log_order.reset_mock()
2586
2587 trade.update_order(order_mock, 2)
2588 order_mock.cancel.assert_called()
2589 new_order_mock.run.assert_called()
2590 prepare_order.assert_called()
2591 self.m.report.log_order.assert_called()
2592 self.assertEqual(2, self.m.report.log_order.call_count)
2593 calls = [
2594 mock.call(order_mock, 2, update="adjusting",
2595 compute_value=mock.ANY,
2596 new_order=new_order_mock),
2597 mock.call(order_mock, 2, new_order=new_order_mock),
2598 ]
2599 self.m.report.log_order.assert_has_calls(calls)
2600
2601 order_mock.reset_mock()
2602 new_order_mock.reset_mock()
2603 trade.orders = []
2604 self.m.report.log_order.reset_mock()
2605
2606 trade.update_order(order_mock, 5)
2607 order_mock.cancel.assert_called()
2608 new_order_mock.run.assert_called()
2609 prepare_order.assert_called()
2610 self.assertEqual(2, self.m.report.log_order.call_count)
2611 self.m.report.log_order.assert_called()
2612 calls = [
2613 mock.call(order_mock, 5, update="adjusting",
2614 compute_value=mock.ANY,
2615 new_order=new_order_mock),
2616 mock.call(order_mock, 5, new_order=new_order_mock),
2617 ]
2618 self.m.report.log_order.assert_has_calls(calls)
2619
2620 order_mock.reset_mock()
2621 new_order_mock.reset_mock()
2622 trade.orders = []
2623 self.m.report.log_order.reset_mock()
2624
2625 trade.update_order(order_mock, 7)
2626 order_mock.cancel.assert_called()
2627 new_order_mock.run.assert_called()
2628 prepare_order.assert_called_with(compute_value="default")
2629 self.m.report.log_order.assert_called()
2630 self.assertEqual(2, self.m.report.log_order.call_count)
2631 calls = [
2632 mock.call(order_mock, 7, update="market_fallback",
2633 compute_value='default',
2634 new_order=new_order_mock),
2635 mock.call(order_mock, 7, new_order=new_order_mock),
2636 ]
2637 self.m.report.log_order.assert_has_calls(calls)
2638
2639 order_mock.reset_mock()
2640 new_order_mock.reset_mock()
2641 trade.orders = []
2642 self.m.report.log_order.reset_mock()
2643
2644 for i in [10, 13, 16]:
2645 with self.subTest(tick=i):
2646 trade.update_order(order_mock, i)
2647 order_mock.cancel.assert_called()
2648 new_order_mock.run.assert_called()
2649 prepare_order.assert_called_with(compute_value="default")
2650 self.m.report.log_order.assert_called()
2651 self.assertEqual(2, self.m.report.log_order.call_count)
2652 calls = [
2653 mock.call(order_mock, i, update="market_adjust",
2654 compute_value='default',
2655 new_order=new_order_mock),
2656 mock.call(order_mock, i, new_order=new_order_mock),
2657 ]
2658 self.m.report.log_order.assert_has_calls(calls)
2659
2660 order_mock.reset_mock()
2661 new_order_mock.reset_mock()
2662 trade.orders = []
2663 self.m.report.log_order.reset_mock()
2664
2665 for i in [8, 9, 11, 12]:
2666 with self.subTest(tick=i):
2667 trade.update_order(order_mock, i)
2668 order_mock.cancel.assert_not_called()
2669 new_order_mock.run.assert_not_called()
2670 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
2671 compute_value=None, new_order=None)
2672
2673 order_mock.reset_mock()
2674 new_order_mock.reset_mock()
2675 trade.orders = []
2676 self.m.report.log_order.reset_mock()
2677
2678
2679 def test_print_with_order(self):
2680 value_from = portfolio.Amount("BTC", "0.5")
2681 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2682 value_to = portfolio.Amount("BTC", "1.0")
2683 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2684
2685 order_mock1 = mock.Mock()
2686 order_mock1.__repr__ = mock.Mock()
2687 order_mock1.__repr__.return_value = "Mock 1"
2688 order_mock2 = mock.Mock()
2689 order_mock2.__repr__ = mock.Mock()
2690 order_mock2.__repr__.return_value = "Mock 2"
2691 order_mock1.mouvements = []
2692 mouvement_mock1 = mock.Mock()
2693 mouvement_mock1.__repr__ = mock.Mock()
2694 mouvement_mock1.__repr__.return_value = "Mouvement 1"
2695 mouvement_mock2 = mock.Mock()
2696 mouvement_mock2.__repr__ = mock.Mock()
2697 mouvement_mock2.__repr__.return_value = "Mouvement 2"
2698 order_mock2.mouvements = [
2699 mouvement_mock1, mouvement_mock2
2700 ]
2701 trade.orders.append(order_mock1)
2702 trade.orders.append(order_mock2)
2703
2704 with mock.patch.object(trade, "filled_amount") as filled:
2705 filled.return_value = portfolio.Amount("BTC", "0.1")
2706
2707 trade.print_with_order()
2708
2709 self.m.report.print_log.assert_called()
2710 calls = self.m.report.print_log.mock_calls
2711 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2712 self.assertEqual("\tMock 1", str(calls[1][1][0]))
2713 self.assertEqual("\tMock 2", str(calls[2][1][0]))
2714 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2715 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2716
2717 self.m.report.print_log.reset_mock()
2718
2719 filled.return_value = portfolio.Amount("BTC", "0.5")
2720 trade.print_with_order()
2721 calls = self.m.report.print_log.mock_calls
2722 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2723
2724 self.m.report.print_log.reset_mock()
2725
2726 filled.return_value = portfolio.Amount("BTC", "0.1")
2727 trade.closed = True
2728 trade.print_with_order()
2729 calls = self.m.report.print_log.mock_calls
2730 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
2731
2732 def test_close(self):
2733 value_from = portfolio.Amount("BTC", "0.5")
2734 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2735 value_to = portfolio.Amount("BTC", "1.0")
2736 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2737 order1 = mock.Mock()
2738 trade.orders.append(order1)
2739
2740 trade.close()
2741
2742 self.assertEqual(True, trade.closed)
2743 order1.cancel.assert_called_once_with()
2744
2745 def test_pending(self):
2746 value_from = portfolio.Amount("BTC", "0.5")
2747 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2748 value_to = portfolio.Amount("BTC", "1.0")
2749 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2750
2751 trade.closed = True
2752 self.assertEqual(False, trade.pending)
2753
2754 trade.closed = False
2755 self.assertEqual(True, trade.pending)
2756
2757 order1 = mock.Mock()
2758 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2759 trade.orders.append(order1)
2760 self.assertEqual(False, trade.pending)
2761
2762 def test__repr(self):
2763 value_from = portfolio.Amount("BTC", "0.5")
2764 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2765 value_to = portfolio.Amount("BTC", "1.0")
2766 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2767
2768 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
2769
2770 def test_as_json(self):
2771 value_from = portfolio.Amount("BTC", "0.5")
2772 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2773 value_to = portfolio.Amount("BTC", "1.0")
2774 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2775
2776 as_json = trade.as_json()
2777 self.assertEqual("acquire", as_json["action"])
2778 self.assertEqual(D("0.5"), as_json["from"])
2779 self.assertEqual(D("1.0"), as_json["to"])
2780 self.assertEqual("ETH", as_json["currency"])
2781 self.assertEqual("BTC", as_json["base_currency"])
2782
2783 @unittest.skipUnless("unit" in limits, "Unit skipped")
2784 class OrderTest(WebMockTestCase):
2785 def test_values(self):
2786 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2787 D("0.1"), "BTC", "long", "market", "trade")
2788 self.assertEqual("buy", order.action)
2789 self.assertEqual(10, order.amount.value)
2790 self.assertEqual("ETH", order.amount.currency)
2791 self.assertEqual(D("0.1"), order.rate)
2792 self.assertEqual("BTC", order.base_currency)
2793 self.assertEqual("market", order.market)
2794 self.assertEqual("long", order.trade_type)
2795 self.assertEqual("pending", order.status)
2796 self.assertEqual("trade", order.trade)
2797 self.assertIsNone(order.id)
2798 self.assertFalse(order.close_if_possible)
2799
2800 def test__repr(self):
2801 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2802 D("0.1"), "BTC", "long", "market", "trade")
2803 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2804
2805 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2806 D("0.1"), "BTC", "long", "market", "trade",
2807 close_if_possible=True)
2808 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2809
2810 def test_as_json(self):
2811 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2812 D("0.1"), "BTC", "long", "market", "trade")
2813 mouvement_mock1 = mock.Mock()
2814 mouvement_mock1.as_json.return_value = 1
2815 mouvement_mock2 = mock.Mock()
2816 mouvement_mock2.as_json.return_value = 2
2817
2818 order.mouvements = [mouvement_mock1, mouvement_mock2]
2819 as_json = order.as_json()
2820 self.assertEqual("buy", as_json["action"])
2821 self.assertEqual("long", as_json["trade_type"])
2822 self.assertEqual(10, as_json["amount"])
2823 self.assertEqual("ETH", as_json["currency"])
2824 self.assertEqual("BTC", as_json["base_currency"])
2825 self.assertEqual(D("0.1"), as_json["rate"])
2826 self.assertEqual("pending", as_json["status"])
2827 self.assertEqual(False, as_json["close_if_possible"])
2828 self.assertIsNone(as_json["id"])
2829 self.assertEqual([1, 2], as_json["mouvements"])
2830
2831 def test_account(self):
2832 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2833 D("0.1"), "BTC", "long", "market", "trade")
2834 self.assertEqual("exchange", order.account)
2835
2836 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2837 D("0.1"), "BTC", "short", "market", "trade")
2838 self.assertEqual("margin", order.account)
2839
2840 def test_pending(self):
2841 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2842 D("0.1"), "BTC", "long", "market", "trade")
2843 self.assertTrue(order.pending)
2844 order.status = "open"
2845 self.assertFalse(order.pending)
2846
2847 def test_open(self):
2848 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2849 D("0.1"), "BTC", "long", "market", "trade")
2850 self.assertFalse(order.open)
2851 order.status = "open"
2852 self.assertTrue(order.open)
2853
2854 def test_finished(self):
2855 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2856 D("0.1"), "BTC", "long", "market", "trade")
2857 self.assertFalse(order.finished)
2858 order.status = "closed"
2859 self.assertTrue(order.finished)
2860 order.status = "canceled"
2861 self.assertTrue(order.finished)
2862 order.status = "error"
2863 self.assertTrue(order.finished)
2864
2865 @mock.patch.object(portfolio.Order, "fetch")
2866 def test_cancel(self, fetch):
2867 with self.subTest(debug=True):
2868 self.m.debug = True
2869 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2870 D("0.1"), "BTC", "long", self.m, "trade")
2871 order.status = "open"
2872
2873 order.cancel()
2874 self.m.ccxt.cancel_order.assert_not_called()
2875 self.m.report.log_debug_action.assert_called_once()
2876 self.m.report.log_debug_action.reset_mock()
2877 self.assertEqual("canceled", order.status)
2878
2879 with self.subTest(desc="Nominal case"):
2880 self.m.debug = False
2881 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2882 D("0.1"), "BTC", "long", self.m, "trade")
2883 order.status = "open"
2884 order.id = 42
2885
2886 order.cancel()
2887 self.m.ccxt.cancel_order.assert_called_with(42)
2888 fetch.assert_called_once_with()
2889 self.m.report.log_debug_action.assert_not_called()
2890
2891 with self.subTest(exception=True):
2892 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2893 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2894 D("0.1"), "BTC", "long", self.m, "trade")
2895 order.status = "open"
2896 order.id = 42
2897 order.cancel()
2898 self.m.ccxt.cancel_order.assert_called_with(42)
2899 self.m.report.log_error.assert_called_once()
2900
2901 self.m.reset_mock()
2902 with self.subTest(id=None):
2903 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2904 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2905 D("0.1"), "BTC", "long", self.m, "trade")
2906 order.status = "open"
2907 order.cancel()
2908 self.m.ccxt.cancel_order.assert_not_called()
2909
2910 self.m.reset_mock()
2911 with self.subTest(open=False):
2912 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2913 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2914 D("0.1"), "BTC", "long", self.m, "trade")
2915 order.status = "closed"
2916 order.cancel()
2917 self.m.ccxt.cancel_order.assert_not_called()
2918
2919 def test_dust_amount_remaining(self):
2920 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2921 D("0.1"), "BTC", "long", self.m, "trade")
2922 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
2923 self.assertFalse(order.dust_amount_remaining())
2924
2925 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
2926 self.assertTrue(order.dust_amount_remaining())
2927
2928 @mock.patch.object(portfolio.Order, "fetch")
2929 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
2930 def test_remaining_amount(self, filled_amount, fetch):
2931 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2932 D("0.1"), "BTC", "long", self.m, "trade")
2933
2934 self.assertEqual(9, order.remaining_amount().value)
2935
2936 order.status = "open"
2937 self.assertEqual(9, order.remaining_amount().value)
2938
2939 @mock.patch.object(portfolio.Order, "fetch")
2940 def test_filled_amount(self, fetch):
2941 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2942 D("0.1"), "BTC", "long", self.m, "trade")
2943 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2944 "tradeID": 42, "type": "buy", "fee": "0.0015",
2945 "date": "2017-12-30 12:00:12", "rate": "0.1",
2946 "amount": "3", "total": "0.3"
2947 }))
2948 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2949 "tradeID": 43, "type": "buy", "fee": "0.0015",
2950 "date": "2017-12-30 13:00:12", "rate": "0.2",
2951 "amount": "2", "total": "0.4"
2952 }))
2953 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
2954 fetch.assert_not_called()
2955 order.status = "open"
2956 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
2957 fetch.assert_called_once()
2958 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
2959
2960 def test_fetch_mouvements(self):
2961 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
2962 {
2963 "tradeID": 42, "type": "buy", "fee": "0.0015",
2964 "date": "2017-12-30 12:00:12", "rate": "0.1",
2965 "amount": "3", "total": "0.3"
2966 },
2967 {
2968 "tradeID": 43, "type": "buy", "fee": "0.0015",
2969 "date": "2017-12-30 13:00:12", "rate": "0.2",
2970 "amount": "2", "total": "0.4"
2971 }
2972 ]
2973 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2974 D("0.1"), "BTC", "long", self.m, "trade")
2975 order.id = 12
2976 order.mouvements = ["Foo", "Bar", "Baz"]
2977
2978 order.fetch_mouvements()
2979
2980 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
2981 self.assertEqual(2, len(order.mouvements))
2982 self.assertEqual(42, order.mouvements[0].id)
2983 self.assertEqual(43, order.mouvements[1].id)
2984
2985 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
2986 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2987 D("0.1"), "BTC", "long", self.m, "trade")
2988 order.fetch_mouvements()
2989 self.assertEqual(0, len(order.mouvements))
2990
2991 def test_mark_finished_order(self):
2992 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2993 D("0.1"), "BTC", "short", self.m, "trade",
2994 close_if_possible=True)
2995 order.status = "closed"
2996 self.m.debug = False
2997
2998 order.mark_finished_order()
2999 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
3000 self.m.ccxt.close_margin_position.reset_mock()
3001
3002 order.status = "open"
3003 order.mark_finished_order()
3004 self.m.ccxt.close_margin_position.assert_not_called()
3005
3006 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3007 D("0.1"), "BTC", "short", self.m, "trade",
3008 close_if_possible=False)
3009 order.status = "closed"
3010 order.mark_finished_order()
3011 self.m.ccxt.close_margin_position.assert_not_called()
3012
3013 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
3014 D("0.1"), "BTC", "short", self.m, "trade",
3015 close_if_possible=True)
3016 order.status = "closed"
3017 order.mark_finished_order()
3018 self.m.ccxt.close_margin_position.assert_not_called()
3019
3020 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3021 D("0.1"), "BTC", "long", self.m, "trade",
3022 close_if_possible=True)
3023 order.status = "closed"
3024 order.mark_finished_order()
3025 self.m.ccxt.close_margin_position.assert_not_called()
3026
3027 self.m.debug = True
3028
3029 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3030 D("0.1"), "BTC", "short", self.m, "trade",
3031 close_if_possible=True)
3032 order.status = "closed"
3033
3034 order.mark_finished_order()
3035 self.m.ccxt.close_margin_position.assert_not_called()
3036 self.m.report.log_debug_action.assert_called_once()
3037
3038 @mock.patch.object(portfolio.Order, "fetch_mouvements")
3039 @mock.patch.object(portfolio.Order, "mark_finished_order")
3040 def test_fetch(self, mark_finished_order, fetch_mouvements):
3041 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3042 D("0.1"), "BTC", "long", self.m, "trade")
3043 order.id = 45
3044 with self.subTest(debug=True):
3045 self.m.debug = True
3046 order.fetch()
3047 self.m.report.log_debug_action.assert_called_once()
3048 self.m.report.log_debug_action.reset_mock()
3049 self.m.ccxt.fetch_order.assert_not_called()
3050 mark_finished_order.assert_not_called()
3051 fetch_mouvements.assert_not_called()
3052
3053 with self.subTest(debug=False):
3054 self.m.debug = False
3055 self.m.ccxt.fetch_order.return_value = {
3056 "status": "foo",
3057 "datetime": "timestamp"
3058 }
3059 order.fetch()
3060
3061 self.m.ccxt.fetch_order.assert_called_once_with(45)
3062 fetch_mouvements.assert_called_once()
3063 self.assertEqual("foo", order.status)
3064 self.assertEqual("timestamp", order.timestamp)
3065 self.assertEqual(1, len(order.results))
3066 self.m.report.log_debug_action.assert_not_called()
3067 mark_finished_order.assert_called_once()
3068
3069 mark_finished_order.reset_mock()
3070 with self.subTest(missing_order=True):
3071 self.m.ccxt.fetch_order.side_effect = [
3072 portfolio.OrderNotCached,
3073 ]
3074 order.fetch()
3075 self.assertEqual("closed_unknown", order.status)
3076 mark_finished_order.assert_called_once()
3077
3078 @mock.patch.object(portfolio.Order, "fetch")
3079 def test_get_status(self, fetch):
3080 with self.subTest(debug=True):
3081 self.m.debug = True
3082 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3083 D("0.1"), "BTC", "long", self.m, "trade")
3084 self.assertEqual("pending", order.get_status())
3085 fetch.assert_not_called()
3086 self.m.report.log_debug_action.assert_called_once()
3087
3088 with self.subTest(debug=False, finished=False):
3089 self.m.debug = False
3090 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3091 D("0.1"), "BTC", "long", self.m, "trade")
3092 def _fetch(order):
3093 def update_status():
3094 order.status = "open"
3095 return update_status
3096 fetch.side_effect = _fetch(order)
3097 self.assertEqual("open", order.get_status())
3098 fetch.assert_called_once()
3099
3100 fetch.reset_mock()
3101 with self.subTest(debug=False, finished=True):
3102 self.m.debug = False
3103 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3104 D("0.1"), "BTC", "long", self.m, "trade")
3105 def _fetch(order):
3106 def update_status():
3107 order.status = "closed"
3108 return update_status
3109 fetch.side_effect = _fetch(order)
3110 self.assertEqual("closed", order.get_status())
3111 fetch.assert_called_once()
3112
3113 def test_run(self):
3114 self.m.ccxt.order_precision.return_value = 4
3115 with self.subTest(debug=True):
3116 self.m.debug = True
3117 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3118 D("0.1"), "BTC", "long", self.m, "trade")
3119 order.run()
3120 self.m.ccxt.create_order.assert_not_called()
3121 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
3122 self.assertEqual("open", order.status)
3123 self.assertEqual(1, len(order.results))
3124 self.assertEqual(-1, order.id)
3125
3126 self.m.ccxt.create_order.reset_mock()
3127 with self.subTest(debug=False):
3128 self.m.debug = False
3129 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3130 D("0.1"), "BTC", "long", self.m, "trade")
3131 self.m.ccxt.create_order.return_value = { "id": 123 }
3132 order.run()
3133 self.m.ccxt.create_order.assert_called_once()
3134 self.assertEqual(1, len(order.results))
3135 self.assertEqual("open", order.status)
3136
3137 self.m.ccxt.create_order.reset_mock()
3138 with self.subTest(exception=True):
3139 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3140 D("0.1"), "BTC", "long", self.m, "trade")
3141 self.m.ccxt.create_order.side_effect = Exception("bouh")
3142 order.run()
3143 self.m.ccxt.create_order.assert_called_once()
3144 self.assertEqual(0, len(order.results))
3145 self.assertEqual("error", order.status)
3146 self.m.report.log_error.assert_called_once()
3147
3148 self.m.ccxt.create_order.reset_mock()
3149 with self.subTest(dust_amount_exception=True),\
3150 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3151 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
3152 D("0.1"), "BTC", "long", self.m, "trade")
3153 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
3154 order.run()
3155 self.m.ccxt.create_order.assert_called_once()
3156 self.assertEqual(0, len(order.results))
3157 self.assertEqual("closed", order.status)
3158 mark_finished_order.assert_called_once()
3159
3160 self.m.ccxt.order_precision.return_value = 8
3161 self.m.ccxt.create_order.reset_mock()
3162 with self.subTest(insufficient_funds=True),\
3163 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3164 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3165 D("0.1"), "BTC", "long", self.m, "trade")
3166 self.m.ccxt.create_order.side_effect = [
3167 portfolio.InsufficientFunds,
3168 portfolio.InsufficientFunds,
3169 portfolio.InsufficientFunds,
3170 { "id": 123 },
3171 ]
3172 order.run()
3173 self.m.ccxt.create_order.assert_has_calls([
3174 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3175 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3176 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3177 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3178 ])
3179 self.assertEqual(4, self.m.ccxt.create_order.call_count)
3180 self.assertEqual(1, len(order.results))
3181 self.assertEqual("open", order.status)
3182 self.assertEqual(4, order.tries)
3183 self.m.report.log_error.assert_called()
3184 self.assertEqual(4, self.m.report.log_error.call_count)
3185
3186 self.m.ccxt.order_precision.return_value = 8
3187 self.m.ccxt.create_order.reset_mock()
3188 self.m.report.log_error.reset_mock()
3189 with self.subTest(insufficient_funds=True),\
3190 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3191 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3192 D("0.1"), "BTC", "long", self.m, "trade")
3193 self.m.ccxt.create_order.side_effect = [
3194 portfolio.InsufficientFunds,
3195 portfolio.InsufficientFunds,
3196 portfolio.InsufficientFunds,
3197 portfolio.InsufficientFunds,
3198 portfolio.InsufficientFunds,
3199 ]
3200 order.run()
3201 self.m.ccxt.create_order.assert_has_calls([
3202 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3203 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3204 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3205 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3206 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
3207 ])
3208 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3209 self.assertEqual(0, len(order.results))
3210 self.assertEqual("error", order.status)
3211 self.assertEqual(5, order.tries)
3212 self.m.report.log_error.assert_called()
3213 self.assertEqual(5, self.m.report.log_error.call_count)
3214 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)
3215
3216 self.m.reset_mock()
3217 with self.subTest(request_timeout=True):
3218 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3219 D("0.1"), "BTC", "long", self.m, "trade")
3220 with self.subTest(retrieved=False), \
3221 mock.patch.object(order, "retrieve_order") as retrieve:
3222 self.m.ccxt.create_order.side_effect = [
3223 portfolio.RequestTimeout,
3224 portfolio.RequestTimeout,
3225 { "id": 123 },
3226 ]
3227 retrieve.return_value = False
3228 order.run()
3229 self.m.ccxt.create_order.assert_has_calls([
3230 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3231 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3232 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3233 ])
3234 self.assertEqual(3, self.m.ccxt.create_order.call_count)
3235 self.assertEqual(3, order.tries)
3236 self.m.report.log_error.assert_called()
3237 self.assertEqual(2, self.m.report.log_error.call_count)
3238 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
3239 self.assertEqual(123, order.id)
3240
3241 self.m.reset_mock()
3242 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3243 D("0.1"), "BTC", "long", self.m, "trade")
3244 with self.subTest(retrieved=True), \
3245 mock.patch.object(order, "retrieve_order") as retrieve:
3246 self.m.ccxt.create_order.side_effect = [
3247 portfolio.RequestTimeout,
3248 ]
3249 def _retrieve():
3250 order.results.append({"id": 123})
3251 return True
3252 retrieve.side_effect = _retrieve
3253 order.run()
3254 self.m.ccxt.create_order.assert_has_calls([
3255 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3256 ])
3257 self.assertEqual(1, self.m.ccxt.create_order.call_count)
3258 self.assertEqual(1, order.tries)
3259 self.m.report.log_error.assert_called()
3260 self.assertEqual(1, self.m.report.log_error.call_count)
3261 self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
3262 self.assertEqual(123, order.id)
3263
3264 self.m.reset_mock()
3265 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3266 D("0.1"), "BTC", "long", self.m, "trade")
3267 with self.subTest(retrieved=False), \
3268 mock.patch.object(order, "retrieve_order") as retrieve:
3269 self.m.ccxt.create_order.side_effect = [
3270 portfolio.RequestTimeout,
3271 portfolio.RequestTimeout,
3272 portfolio.RequestTimeout,
3273 portfolio.RequestTimeout,
3274 portfolio.RequestTimeout,
3275 ]
3276 retrieve.return_value = False
3277 order.run()
3278 self.m.ccxt.create_order.assert_has_calls([
3279 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3280 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3281 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3282 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3283 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3284 ])
3285 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3286 self.assertEqual(5, order.tries)
3287 self.m.report.log_error.assert_called()
3288 self.assertEqual(5, self.m.report.log_error.call_count)
3289 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY)
3290 self.assertEqual("error", order.status)
3291
3292 def test_retrieve_order(self):
3293 with self.subTest(similar_open_order=True):
3294 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3295 D("0.1"), "BTC", "long", self.m, "trade")
3296 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3297
3298 self.m.ccxt.order_precision.return_value = 8
3299 self.m.ccxt.fetch_orders.return_value = [
3300 { # Wrong amount
3301 'amount': 0.002, 'cost': 0.1,
3302 'datetime': '2018-03-25T15:15:51.000Z',
3303 'fee': None, 'filled': 0.0,
3304 'id': '1',
3305 'info': {
3306 'amount': '0.002',
3307 'date': '2018-03-25 15:15:51',
3308 'margin': 0, 'orderNumber': '1',
3309 'price': '0.1', 'rate': '0.1',
3310 'side': 'buy', 'startingAmount': '0.002',
3311 'status': 'open', 'total': '0.0002',
3312 'type': 'limit'
3313 },
3314 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
3315 'status': 'open', 'symbol': 'ETH/BTC',
3316 'timestamp': 1521990951000, 'trades': None,
3317 'type': 'limit'
3318 },
3319 { # Margin
3320 'amount': 0.001, 'cost': 0.1,
3321 'datetime': '2018-03-25T15:15:51.000Z',
3322 'fee': None, 'filled': 0.0,
3323 'id': '2',
3324 'info': {
3325 'amount': '0.001',
3326 'date': '2018-03-25 15:15:51',
3327 'margin': 1, 'orderNumber': '2',
3328 'price': '0.1', 'rate': '0.1',
3329 'side': 'buy', 'startingAmount': '0.001',
3330 'status': 'open', 'total': '0.0001',
3331 'type': 'limit'
3332 },
3333 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3334 'status': 'open', 'symbol': 'ETH/BTC',
3335 'timestamp': 1521990951000, 'trades': None,
3336 'type': 'limit'
3337 },
3338 { # selling
3339 'amount': 0.001, 'cost': 0.1,
3340 'datetime': '2018-03-25T15:15:51.000Z',
3341 'fee': None, 'filled': 0.0,
3342 'id': '3',
3343 'info': {
3344 'amount': '0.001',
3345 'date': '2018-03-25 15:15:51',
3346 'margin': 0, 'orderNumber': '3',
3347 'price': '0.1', 'rate': '0.1',
3348 'side': 'sell', 'startingAmount': '0.001',
3349 'status': 'open', 'total': '0.0001',
3350 'type': 'limit'
3351 },
3352 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
3353 'status': 'open', 'symbol': 'ETH/BTC',
3354 'timestamp': 1521990951000, 'trades': None,
3355 'type': 'limit'
3356 },
3357 { # Wrong rate
3358 'amount': 0.001, 'cost': 0.15,
3359 'datetime': '2018-03-25T15:15:51.000Z',
3360 'fee': None, 'filled': 0.0,
3361 'id': '4',
3362 'info': {
3363 'amount': '0.001',
3364 'date': '2018-03-25 15:15:51',
3365 'margin': 0, 'orderNumber': '4',
3366 'price': '0.15', 'rate': '0.15',
3367 'side': 'buy', 'startingAmount': '0.001',
3368 'status': 'open', 'total': '0.0001',
3369 'type': 'limit'
3370 },
3371 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
3372 'status': 'open', 'symbol': 'ETH/BTC',
3373 'timestamp': 1521990951000, 'trades': None,
3374 'type': 'limit'
3375 },
3376 { # All good
3377 'amount': 0.001, 'cost': 0.1,
3378 'datetime': '2018-03-25T15:15:51.000Z',
3379 'fee': None, 'filled': 0.0,
3380 'id': '5',
3381 'info': {
3382 'amount': '0.001',
3383 'date': '2018-03-25 15:15:51',
3384 'margin': 0, 'orderNumber': '1',
3385 'price': '0.1', 'rate': '0.1',
3386 'side': 'buy', 'startingAmount': '0.001',
3387 'status': 'open', 'total': '0.0001',
3388 'type': 'limit'
3389 },
3390 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3391 'status': 'open', 'symbol': 'ETH/BTC',
3392 'timestamp': 1521990951000, 'trades': None,
3393 'type': 'limit'
3394 }
3395 ]
3396 result = order.retrieve_order()
3397 self.assertTrue(result)
3398 self.assertEqual('5', order.results[0]["id"])
3399 self.m.ccxt.fetch_my_trades.assert_not_called()
3400 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3401
3402 self.m.reset_mock()
3403 with self.subTest(similar_open_order=False, past_trades=True):
3404 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3405 D("0.1"), "BTC", "long", self.m, "trade")
3406 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3407
3408 self.m.ccxt.order_precision.return_value = 8
3409 self.m.ccxt.fetch_orders.return_value = []
3410 self.m.ccxt.fetch_my_trades.return_value = [
3411 { # Wrong timestamp 1
3412 'amount': 0.0006,
3413 'cost': 0.00006,
3414 'datetime': '2018-03-25T15:15:14.000Z',
3415 'id': '1-1',
3416 'info': {
3417 'amount': '0.0006',
3418 'category': 'exchange',
3419 'date': '2018-03-25 15:15:14',
3420 'fee': '0.00150000',
3421 'globalTradeID': 1,
3422 'orderNumber': '1',
3423 'rate': '0.1',
3424 'total': '0.00006',
3425 'tradeID': '1-1',
3426 'type': 'buy'
3427 },
3428 'order': '1',
3429 'price': 0.1,
3430 'side': 'buy',
3431 'symbol': 'ETH/BTC',
3432 'timestamp': 1521983714,
3433 'type': 'limit'
3434 },
3435 { # Wrong timestamp 2
3436 'amount': 0.0004,
3437 'cost': 0.00004,
3438 'datetime': '2018-03-25T15:16:54.000Z',
3439 'id': '1-2',
3440 'info': {
3441 'amount': '0.0004',
3442 'category': 'exchange',
3443 'date': '2018-03-25 15:16:54',
3444 'fee': '0.00150000',
3445 'globalTradeID': 2,
3446 'orderNumber': '1',
3447 'rate': '0.1',
3448 'total': '0.00004',
3449 'tradeID': '1-2',
3450 'type': 'buy'
3451 },
3452 'order': '1',
3453 'price': 0.1,
3454 'side': 'buy',
3455 'symbol': 'ETH/BTC',
3456 'timestamp': 1521983814,
3457 'type': 'limit'
3458 },
3459 { # Wrong side 1
3460 'amount': 0.0006,
3461 'cost': 0.00006,
3462 'datetime': '2018-03-25T15:15:54.000Z',
3463 'id': '2-1',
3464 'info': {
3465 'amount': '0.0006',
3466 'category': 'exchange',
3467 'date': '2018-03-25 15:15:54',
3468 'fee': '0.00150000',
3469 'globalTradeID': 1,
3470 'orderNumber': '2',
3471 'rate': '0.1',
3472 'total': '0.00006',
3473 'tradeID': '2-1',
3474 'type': 'sell'
3475 },
3476 'order': '2',
3477 'price': 0.1,
3478 'side': 'sell',
3479 'symbol': 'ETH/BTC',
3480 'timestamp': 1521983754,
3481 'type': 'limit'
3482 },
3483 { # Wrong side 2
3484 'amount': 0.0004,
3485 'cost': 0.00004,
3486 'datetime': '2018-03-25T15:16:54.000Z',
3487 'id': '2-2',
3488 'info': {
3489 'amount': '0.0004',
3490 'category': 'exchange',
3491 'date': '2018-03-25 15:16:54',
3492 'fee': '0.00150000',
3493 'globalTradeID': 2,
3494 'orderNumber': '2',
3495 'rate': '0.1',
3496 'total': '0.00004',
3497 'tradeID': '2-2',
3498 'type': 'buy'
3499 },
3500 'order': '2',
3501 'price': 0.1,
3502 'side': 'buy',
3503 'symbol': 'ETH/BTC',
3504 'timestamp': 1521983814,
3505 'type': 'limit'
3506 },
3507 { # Margin trade 1
3508 'amount': 0.0006,
3509 'cost': 0.00006,
3510 'datetime': '2018-03-25T15:15:54.000Z',
3511 'id': '3-1',
3512 'info': {
3513 'amount': '0.0006',
3514 'category': 'marginTrade',
3515 'date': '2018-03-25 15:15:54',
3516 'fee': '0.00150000',
3517 'globalTradeID': 1,
3518 'orderNumber': '3',
3519 'rate': '0.1',
3520 'total': '0.00006',
3521 'tradeID': '3-1',
3522 'type': 'buy'
3523 },
3524 'order': '3',
3525 'price': 0.1,
3526 'side': 'buy',
3527 'symbol': 'ETH/BTC',
3528 'timestamp': 1521983754,
3529 'type': 'limit'
3530 },
3531 { # Margin trade 2
3532 'amount': 0.0004,
3533 'cost': 0.00004,
3534 'datetime': '2018-03-25T15:16:54.000Z',
3535 'id': '3-2',
3536 'info': {
3537 'amount': '0.0004',
3538 'category': 'marginTrade',
3539 'date': '2018-03-25 15:16:54',
3540 'fee': '0.00150000',
3541 'globalTradeID': 2,
3542 'orderNumber': '3',
3543 'rate': '0.1',
3544 'total': '0.00004',
3545 'tradeID': '3-2',
3546 'type': 'buy'
3547 },
3548 'order': '3',
3549 'price': 0.1,
3550 'side': 'buy',
3551 'symbol': 'ETH/BTC',
3552 'timestamp': 1521983814,
3553 'type': 'limit'
3554 },
3555 { # Wrong amount 1
3556 'amount': 0.0005,
3557 'cost': 0.00005,
3558 'datetime': '2018-03-25T15:15:54.000Z',
3559 'id': '4-1',
3560 'info': {
3561 'amount': '0.0005',
3562 'category': 'exchange',
3563 'date': '2018-03-25 15:15:54',
3564 'fee': '0.00150000',
3565 'globalTradeID': 1,
3566 'orderNumber': '4',
3567 'rate': '0.1',
3568 'total': '0.00005',
3569 'tradeID': '4-1',
3570 'type': 'buy'
3571 },
3572 'order': '4',
3573 'price': 0.1,
3574 'side': 'buy',
3575 'symbol': 'ETH/BTC',
3576 'timestamp': 1521983754,
3577 'type': 'limit'
3578 },
3579 { # Wrong amount 2
3580 'amount': 0.0004,
3581 'cost': 0.00004,
3582 'datetime': '2018-03-25T15:16:54.000Z',
3583 'id': '4-2',
3584 'info': {
3585 'amount': '0.0004',
3586 'category': 'exchange',
3587 'date': '2018-03-25 15:16:54',
3588 'fee': '0.00150000',
3589 'globalTradeID': 2,
3590 'orderNumber': '4',
3591 'rate': '0.1',
3592 'total': '0.00004',
3593 'tradeID': '4-2',
3594 'type': 'buy'
3595 },
3596 'order': '4',
3597 'price': 0.1,
3598 'side': 'buy',
3599 'symbol': 'ETH/BTC',
3600 'timestamp': 1521983814,
3601 'type': 'limit'
3602 },
3603 { # Wrong price 1
3604 'amount': 0.0006,
3605 'cost': 0.000066,
3606 'datetime': '2018-03-25T15:15:54.000Z',
3607 'id': '5-1',
3608 'info': {
3609 'amount': '0.0006',
3610 'category': 'exchange',
3611 'date': '2018-03-25 15:15:54',
3612 'fee': '0.00150000',
3613 'globalTradeID': 1,
3614 'orderNumber': '5',
3615 'rate': '0.11',
3616 'total': '0.000066',
3617 'tradeID': '5-1',
3618 'type': 'buy'
3619 },
3620 'order': '5',
3621 'price': 0.11,
3622 'side': 'buy',
3623 'symbol': 'ETH/BTC',
3624 'timestamp': 1521983754,
3625 'type': 'limit'
3626 },
3627 { # Wrong price 2
3628 'amount': 0.0004,
3629 'cost': 0.00004,
3630 'datetime': '2018-03-25T15:16:54.000Z',
3631 'id': '5-2',
3632 'info': {
3633 'amount': '0.0004',
3634 'category': 'exchange',
3635 'date': '2018-03-25 15:16:54',
3636 'fee': '0.00150000',
3637 'globalTradeID': 2,
3638 'orderNumber': '5',
3639 'rate': '0.1',
3640 'total': '0.00004',
3641 'tradeID': '5-2',
3642 'type': 'buy'
3643 },
3644 'order': '5',
3645 'price': 0.1,
3646 'side': 'buy',
3647 'symbol': 'ETH/BTC',
3648 'timestamp': 1521983814,
3649 'type': 'limit'
3650 },
3651 { # All good 1
3652 'amount': 0.0006,
3653 'cost': 0.00006,
3654 'datetime': '2018-03-25T15:15:54.000Z',
3655 'id': '7-1',
3656 'info': {
3657 'amount': '0.0006',
3658 'category': 'exchange',
3659 'date': '2018-03-25 15:15:54',
3660 'fee': '0.00150000',
3661 'globalTradeID': 1,
3662 'orderNumber': '7',
3663 'rate': '0.1',
3664 'total': '0.00006',
3665 'tradeID': '7-1',
3666 'type': 'buy'
3667 },
3668 'order': '7',
3669 'price': 0.1,
3670 'side': 'buy',
3671 'symbol': 'ETH/BTC',
3672 'timestamp': 1521983754,
3673 'type': 'limit'
3674 },
3675 { # All good 2
3676 'amount': 0.0004,
3677 'cost': 0.000036,
3678 'datetime': '2018-03-25T15:16:54.000Z',
3679 'id': '7-2',
3680 'info': {
3681 'amount': '0.0004',
3682 'category': 'exchange',
3683 'date': '2018-03-25 15:16:54',
3684 'fee': '0.00150000',
3685 'globalTradeID': 2,
3686 'orderNumber': '7',
3687 'rate': '0.09',
3688 'total': '0.000036',
3689 'tradeID': '7-2',
3690 'type': 'buy'
3691 },
3692 'order': '7',
3693 'price': 0.09,
3694 'side': 'buy',
3695 'symbol': 'ETH/BTC',
3696 'timestamp': 1521983814,
3697 'type': 'limit'
3698 },
3699 ]
3700
3701 result = order.retrieve_order()
3702 self.assertTrue(result)
3703 self.assertEqual('7', order.results[0]["id"])
3704 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3705
3706 self.m.reset_mock()
3707 with self.subTest(similar_open_order=False, past_trades=False):
3708 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3709 D("0.1"), "BTC", "long", self.m, "trade")
3710 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3711
3712 self.m.ccxt.order_precision.return_value = 8
3713 self.m.ccxt.fetch_orders.return_value = []
3714 self.m.ccxt.fetch_my_trades.return_value = []
3715 result = order.retrieve_order()
3716 self.assertFalse(result)
3717
3718 @unittest.skipUnless("unit" in limits, "Unit skipped")
3719 class MouvementTest(WebMockTestCase):
3720 def test_values(self):
3721 mouvement = portfolio.Mouvement("ETH", "BTC", {
3722 "tradeID": 42, "type": "buy", "fee": "0.0015",
3723 "date": "2017-12-30 12:00:12", "rate": "0.1",
3724 "amount": "10", "total": "1"
3725 })
3726 self.assertEqual("ETH", mouvement.currency)
3727 self.assertEqual("BTC", mouvement.base_currency)
3728 self.assertEqual(42, mouvement.id)
3729 self.assertEqual("buy", mouvement.action)
3730 self.assertEqual(D("0.0015"), mouvement.fee_rate)
3731 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
3732 self.assertEqual(D("0.1"), mouvement.rate)
3733 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
3734 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
3735
3736 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
3737 self.assertIsNone(mouvement.date)
3738 self.assertIsNone(mouvement.id)
3739 self.assertIsNone(mouvement.action)
3740 self.assertEqual(-1, mouvement.fee_rate)
3741 self.assertEqual(0, mouvement.rate)
3742 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
3743 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
3744
3745 def test__repr(self):
3746 mouvement = portfolio.Mouvement("ETH", "BTC", {
3747 "tradeID": 42, "type": "buy", "fee": "0.0015",
3748 "date": "2017-12-30 12:00:12", "rate": "0.1",
3749 "amount": "10", "total": "1"
3750 })
3751 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3752
3753 mouvement = portfolio.Mouvement("ETH", "BTC", {
3754 "tradeID": 42, "type": "buy",
3755 "date": "garbage", "rate": "0.1",
3756 "amount": "10", "total": "1"
3757 })
3758 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
3759
3760 def test_as_json(self):
3761 mouvement = portfolio.Mouvement("ETH", "BTC", {
3762 "tradeID": 42, "type": "buy", "fee": "0.0015",
3763 "date": "2017-12-30 12:00:12", "rate": "0.1",
3764 "amount": "10", "total": "1"
3765 })
3766 as_json = mouvement.as_json()
3767
3768 self.assertEqual(D("0.0015"), as_json["fee_rate"])
3769 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
3770 self.assertEqual("buy", as_json["action"])
3771 self.assertEqual(D("10"), as_json["total"])
3772 self.assertEqual(D("1"), as_json["total_in_base"])
3773 self.assertEqual("BTC", as_json["base_currency"])
3774 self.assertEqual("ETH", as_json["currency"])
3775
3776 @unittest.skipUnless("unit" in limits, "Unit skipped")
3777 class ReportStoreTest(WebMockTestCase):
3778 def test_add_log(self):
3779 report_store = market.ReportStore(self.m)
3780 report_store.add_log({"foo": "bar"})
3781
3782 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3783
3784 def test_set_verbose(self):
3785 report_store = market.ReportStore(self.m)
3786 with self.subTest(verbose=True):
3787 report_store.set_verbose(True)
3788 self.assertTrue(report_store.verbose_print)
3789
3790 with self.subTest(verbose=False):
3791 report_store.set_verbose(False)
3792 self.assertFalse(report_store.verbose_print)
3793
3794 def test_merge(self):
3795 report_store1 = market.ReportStore(self.m, verbose_print=False)
3796 report_store2 = market.ReportStore(None, verbose_print=False)
3797
3798 report_store2.log_stage("1")
3799 report_store1.log_stage("2")
3800 report_store2.log_stage("3")
3801
3802 report_store1.merge(report_store2)
3803
3804 self.assertEqual(3, len(report_store1.logs))
3805 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
3806 self.assertEqual(6, len(report_store1.print_logs))
3807
3808 def test_print_log(self):
3809 report_store = market.ReportStore(self.m)
3810 with self.subTest(verbose=True),\
3811 mock.patch.object(store, "datetime") as time_mock,\
3812 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3813 time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
3814 report_store.set_verbose(True)
3815 report_store.print_log("Coucou")
3816 report_store.print_log(portfolio.Amount("BTC", 1))
3817 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3818
3819 with self.subTest(verbose=False),\
3820 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3821 report_store.set_verbose(False)
3822 report_store.print_log("Coucou")
3823 report_store.print_log(portfolio.Amount("BTC", 1))
3824 self.assertEqual(stdout_mock.getvalue(), "")
3825
3826 def test_default_json_serial(self):
3827 report_store = market.ReportStore(self.m)
3828
3829 self.assertEqual("2018-02-24T00:00:00",
3830 report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
3831 self.assertEqual("1.00000000 BTC",
3832 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
3833
3834 def test_to_json(self):
3835 report_store = market.ReportStore(self.m)
3836 report_store.logs.append({"foo": "bar"})
3837 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
3838 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
3839 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
3840 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
3841 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())
3842
3843 def test_to_json_array(self):
3844 report_store = market.ReportStore(self.m)
3845 report_store.logs.append({
3846 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3847 })
3848 report_store.logs.append({
3849 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3850 })
3851 logs = list(report_store.to_json_array())
3852
3853 self.assertEqual(2, len(logs))
3854 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
3855 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
3856
3857 @mock.patch.object(market.ReportStore, "print_log")
3858 @mock.patch.object(market.ReportStore, "add_log")
3859 def test_log_stage(self, add_log, print_log):
3860 report_store = market.ReportStore(self.m)
3861 c = lambda x: x
3862 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3863 print_log.assert_has_calls([
3864 mock.call("-----------"),
3865 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3866 ])
3867 add_log.assert_called_once_with({
3868 'type': 'stage',
3869 'stage': 'foo',
3870 'args': {
3871 'bar': 'baz',
3872 'c': 'c = lambda x: x',
3873 'd': {
3874 'currency': 'BTC',
3875 'value': D('1')
3876 }
3877 }
3878 })
3879
3880 @mock.patch.object(market.ReportStore, "print_log")
3881 @mock.patch.object(market.ReportStore, "add_log")
3882 def test_log_balances(self, add_log, print_log):
3883 report_store = market.ReportStore(self.m)
3884 self.m.balances.as_json.return_value = "json"
3885 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3886
3887 report_store.log_balances(tag="tag")
3888 print_log.assert_has_calls([
3889 mock.call("[Balance]"),
3890 mock.call("\tbar"),
3891 mock.call("\tbaz"),
3892 ])
3893 add_log.assert_called_once_with({
3894 'type': 'balance',
3895 'balances': 'json',
3896 'tag': 'tag'
3897 })
3898
3899 @mock.patch.object(market.ReportStore, "print_log")
3900 @mock.patch.object(market.ReportStore, "add_log")
3901 def test_log_tickers(self, add_log, print_log):
3902 report_store = market.ReportStore(self.m)
3903 amounts = {
3904 "BTC": portfolio.Amount("BTC", 10),
3905 "ETH": portfolio.Amount("BTC", D("0.3"))
3906 }
3907 amounts["ETH"].rate = D("0.1")
3908
3909 report_store.log_tickers(amounts, "BTC", "default", "total")
3910 print_log.assert_not_called()
3911 add_log.assert_called_once_with({
3912 'type': 'tickers',
3913 'compute_value': 'default',
3914 'balance_type': 'total',
3915 'currency': 'BTC',
3916 'balances': {
3917 'BTC': D('10'),
3918 'ETH': D('0.3')
3919 },
3920 'rates': {
3921 'BTC': None,
3922 'ETH': D('0.1')
3923 },
3924 'total': D('10.3')
3925 })
3926
3927 add_log.reset_mock()
3928 compute_value = lambda x: x["bid"]
3929 report_store.log_tickers(amounts, "BTC", compute_value, "total")
3930 add_log.assert_called_once_with({
3931 'type': 'tickers',
3932 'compute_value': 'compute_value = lambda x: x["bid"]',
3933 'balance_type': 'total',
3934 'currency': 'BTC',
3935 'balances': {
3936 'BTC': D('10'),
3937 'ETH': D('0.3')
3938 },
3939 'rates': {
3940 'BTC': None,
3941 'ETH': D('0.1')
3942 },
3943 'total': D('10.3')
3944 })
3945
3946 @mock.patch.object(market.ReportStore, "print_log")
3947 @mock.patch.object(market.ReportStore, "add_log")
3948 def test_log_dispatch(self, add_log, print_log):
3949 report_store = market.ReportStore(self.m)
3950 amount = portfolio.Amount("BTC", "10.3")
3951 amounts = {
3952 "BTC": portfolio.Amount("BTC", 10),
3953 "ETH": portfolio.Amount("BTC", D("0.3"))
3954 }
3955 report_store.log_dispatch(amount, amounts, "medium", "repartition")
3956 print_log.assert_not_called()
3957 add_log.assert_called_once_with({
3958 'type': 'dispatch',
3959 'liquidity': 'medium',
3960 'repartition_ratio': 'repartition',
3961 'total_amount': {
3962 'currency': 'BTC',
3963 'value': D('10.3')
3964 },
3965 'repartition': {
3966 'BTC': D('10'),
3967 'ETH': D('0.3')
3968 }
3969 })
3970
3971 @mock.patch.object(market.ReportStore, "print_log")
3972 @mock.patch.object(market.ReportStore, "add_log")
3973 def test_log_trades(self, add_log, print_log):
3974 report_store = market.ReportStore(self.m)
3975 trade_mock1 = mock.Mock()
3976 trade_mock2 = mock.Mock()
3977 trade_mock1.as_json.return_value = { "trade": "1" }
3978 trade_mock2.as_json.return_value = { "trade": "2" }
3979
3980 matching_and_trades = [
3981 (True, trade_mock1),
3982 (False, trade_mock2),
3983 ]
3984 report_store.log_trades(matching_and_trades, "only")
3985
3986 print_log.assert_not_called()
3987 add_log.assert_called_with({
3988 'type': 'trades',
3989 'only': 'only',
3990 'debug': False,
3991 'trades': [
3992 {'trade': '1', 'skipped': False},
3993 {'trade': '2', 'skipped': True}
3994 ]
3995 })
3996
3997 @mock.patch.object(market.ReportStore, "print_log")
3998 @mock.patch.object(market.ReportStore, "add_log")
3999 def test_log_orders(self, add_log, print_log):
4000 report_store = market.ReportStore(self.m)
4001
4002 order_mock1 = mock.Mock()
4003 order_mock2 = mock.Mock()
4004
4005 order_mock1.as_json.return_value = "order1"
4006 order_mock2.as_json.return_value = "order2"
4007
4008 orders = [order_mock1, order_mock2]
4009
4010 report_store.log_orders(orders, tick="tick",
4011 only="only", compute_value="compute_value")
4012
4013 print_log.assert_called_once_with("[Orders]")
4014 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
4015
4016 add_log.assert_called_with({
4017 'type': 'orders',
4018 'only': 'only',
4019 'compute_value': 'compute_value',
4020 'tick': 'tick',
4021 'orders': ['order1', 'order2']
4022 })
4023
4024 add_log.reset_mock()
4025 def compute_value(x, y):
4026 return x[y]
4027 report_store.log_orders(orders, tick="tick",
4028 only="only", compute_value=compute_value)
4029 add_log.assert_called_with({
4030 'type': 'orders',
4031 'only': 'only',
4032 'compute_value': 'def compute_value(x, y):\n return x[y]',
4033 'tick': 'tick',
4034 'orders': ['order1', 'order2']
4035 })
4036
4037
4038 @mock.patch.object(market.ReportStore, "print_log")
4039 @mock.patch.object(market.ReportStore, "add_log")
4040 def test_log_order(self, add_log, print_log):
4041 report_store = market.ReportStore(self.m)
4042 order_mock = mock.Mock()
4043 order_mock.as_json.return_value = "order"
4044 new_order_mock = mock.Mock()
4045 new_order_mock.as_json.return_value = "new_order"
4046 order_mock.__repr__ = mock.Mock()
4047 order_mock.__repr__.return_value = "Order Mock"
4048 new_order_mock.__repr__ = mock.Mock()
4049 new_order_mock.__repr__.return_value = "New order Mock"
4050
4051 with self.subTest(finished=True):
4052 report_store.log_order(order_mock, 1, finished=True)
4053 print_log.assert_called_once_with("[Order] Finished Order Mock")
4054 add_log.assert_called_once_with({
4055 'type': 'order',
4056 'tick': 1,
4057 'update': None,
4058 'order': 'order',
4059 'compute_value': None,
4060 'new_order': None
4061 })
4062
4063 add_log.reset_mock()
4064 print_log.reset_mock()
4065
4066 with self.subTest(update="waiting"):
4067 report_store.log_order(order_mock, 1, update="waiting")
4068 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
4069 add_log.assert_called_once_with({
4070 'type': 'order',
4071 'tick': 1,
4072 'update': 'waiting',
4073 'order': 'order',
4074 'compute_value': None,
4075 'new_order': None
4076 })
4077
4078 add_log.reset_mock()
4079 print_log.reset_mock()
4080 with self.subTest(update="adjusting"):
4081 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
4082 report_store.log_order(order_mock, 3,
4083 update="adjusting", new_order=new_order_mock,
4084 compute_value=compute_value)
4085 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
4086 add_log.assert_called_once_with({
4087 'type': 'order',
4088 'tick': 3,
4089 'update': 'adjusting',
4090 'order': 'order',
4091 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
4092 'new_order': 'new_order'
4093 })
4094
4095 add_log.reset_mock()
4096 print_log.reset_mock()
4097 with self.subTest(update="market_fallback"):
4098 report_store.log_order(order_mock, 7,
4099 update="market_fallback", new_order=new_order_mock)
4100 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
4101 add_log.assert_called_once_with({
4102 'type': 'order',
4103 'tick': 7,
4104 'update': 'market_fallback',
4105 'order': 'order',
4106 'compute_value': None,
4107 'new_order': 'new_order'
4108 })
4109
4110 add_log.reset_mock()
4111 print_log.reset_mock()
4112 with self.subTest(update="market_adjusting"):
4113 report_store.log_order(order_mock, 17,
4114 update="market_adjust", new_order=new_order_mock)
4115 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
4116 add_log.assert_called_once_with({
4117 'type': 'order',
4118 'tick': 17,
4119 'update': 'market_adjust',
4120 'order': 'order',
4121 'compute_value': None,
4122 'new_order': 'new_order'
4123 })
4124
4125 @mock.patch.object(market.ReportStore, "print_log")
4126 @mock.patch.object(market.ReportStore, "add_log")
4127 def test_log_move_balances(self, add_log, print_log):
4128 report_store = market.ReportStore(self.m)
4129 needed = {
4130 "BTC": portfolio.Amount("BTC", 10),
4131 "USDT": 1
4132 }
4133 moving = {
4134 "BTC": portfolio.Amount("BTC", 3),
4135 "USDT": -2
4136 }
4137 report_store.log_move_balances(needed, moving)
4138 print_log.assert_not_called()
4139 add_log.assert_called_once_with({
4140 'type': 'move_balances',
4141 'debug': False,
4142 'needed': {
4143 'BTC': D('10'),
4144 'USDT': 1
4145 },
4146 'moving': {
4147 'BTC': D('3'),
4148 'USDT': -2
4149 }
4150 })
4151
4152 @mock.patch.object(market.ReportStore, "print_log")
4153 @mock.patch.object(market.ReportStore, "add_log")
4154 def test_log_http_request(self, add_log, print_log):
4155 report_store = market.ReportStore(self.m)
4156 response = mock.Mock()
4157 response.status_code = 200
4158 response.text = "Hey"
4159
4160 report_store.log_http_request("method", "url", "body",
4161 "headers", response)
4162 print_log.assert_not_called()
4163 add_log.assert_called_once_with({
4164 'type': 'http_request',
4165 'method': 'method',
4166 'url': 'url',
4167 'body': 'body',
4168 'headers': 'headers',
4169 'status': 200,
4170 'response': 'Hey'
4171 })
4172
4173 @mock.patch.object(market.ReportStore, "print_log")
4174 @mock.patch.object(market.ReportStore, "add_log")
4175 def test_log_error(self, add_log, print_log):
4176 report_store = market.ReportStore(self.m)
4177 with self.subTest(message=None, exception=None):
4178 report_store.log_error("action")
4179 print_log.assert_called_once_with("[Error] action")
4180 add_log.assert_called_once_with({
4181 'type': 'error',
4182 'action': 'action',
4183 'exception_class': None,
4184 'exception_message': None,
4185 'message': None
4186 })
4187
4188 print_log.reset_mock()
4189 add_log.reset_mock()
4190 with self.subTest(message="Hey", exception=None):
4191 report_store.log_error("action", message="Hey")
4192 print_log.assert_has_calls([
4193 mock.call("[Error] action"),
4194 mock.call("\tHey")
4195 ])
4196 add_log.assert_called_once_with({
4197 'type': 'error',
4198 'action': 'action',
4199 'exception_class': None,
4200 'exception_message': None,
4201 'message': "Hey"
4202 })
4203
4204 print_log.reset_mock()
4205 add_log.reset_mock()
4206 with self.subTest(message=None, exception=Exception("bouh")):
4207 report_store.log_error("action", exception=Exception("bouh"))
4208 print_log.assert_has_calls([
4209 mock.call("[Error] action"),
4210 mock.call("\tException: bouh")
4211 ])
4212 add_log.assert_called_once_with({
4213 'type': 'error',
4214 'action': 'action',
4215 'exception_class': "Exception",
4216 'exception_message': "bouh",
4217 'message': None
4218 })
4219
4220 print_log.reset_mock()
4221 add_log.reset_mock()
4222 with self.subTest(message="Hey", exception=Exception("bouh")):
4223 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
4224 print_log.assert_has_calls([
4225 mock.call("[Error] action"),
4226 mock.call("\tException: bouh"),
4227 mock.call("\tHey")
4228 ])
4229 add_log.assert_called_once_with({
4230 'type': 'error',
4231 'action': 'action',
4232 'exception_class': "Exception",
4233 'exception_message': "bouh",
4234 'message': "Hey"
4235 })
4236
4237 @mock.patch.object(market.ReportStore, "print_log")
4238 @mock.patch.object(market.ReportStore, "add_log")
4239 def test_log_debug_action(self, add_log, print_log):
4240 report_store = market.ReportStore(self.m)
4241 report_store.log_debug_action("Hey")
4242
4243 print_log.assert_called_once_with("[Debug] Hey")
4244 add_log.assert_called_once_with({
4245 'type': 'debug_action',
4246 'action': 'Hey'
4247 })
4248
4249 @unittest.skipUnless("unit" in limits, "Unit skipped")
4250 class MainTest(WebMockTestCase):
4251 def test_make_order(self):
4252 self.m.get_ticker.return_value = {
4253 "inverted": False,
4254 "average": D("0.1"),
4255 "bid": D("0.09"),
4256 "ask": D("0.11"),
4257 }
4258
4259 with self.subTest(description="nominal case"):
4260 main.make_order(self.m, 10, "ETH")
4261
4262 self.m.report.log_stage.assert_has_calls([
4263 mock.call("make_order_begin"),
4264 mock.call("make_order_end"),
4265 ])
4266 self.m.balances.fetch_balances.assert_has_calls([
4267 mock.call(tag="make_order_begin"),
4268 mock.call(tag="make_order_end"),
4269 ])
4270 self.m.trades.all.append.assert_called_once()
4271 trade = self.m.trades.all.append.mock_calls[0][1][0]
4272 self.assertEqual(False, trade.orders[0].close_if_possible)
4273 self.assertEqual(0, trade.value_from)
4274 self.assertEqual("ETH", trade.currency)
4275 self.assertEqual("BTC", trade.base_currency)
4276 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4277 self.m.trades.run_orders.assert_called_once_with()
4278 self.m.follow_orders.assert_called_once_with()
4279
4280 order = trade.orders[0]
4281 self.assertEqual(D("0.10"), order.rate)
4282
4283 self.m.reset_mock()
4284 with self.subTest(compute_value="default"):
4285 main.make_order(self.m, 10, "ETH", action="dispose",
4286 compute_value="ask")
4287
4288 trade = self.m.trades.all.append.mock_calls[0][1][0]
4289 order = trade.orders[0]
4290 self.assertEqual(D("0.11"), order.rate)
4291
4292 self.m.reset_mock()
4293 with self.subTest(follow=False):
4294 result = main.make_order(self.m, 10, "ETH", follow=False)
4295
4296 self.m.report.log_stage.assert_has_calls([
4297 mock.call("make_order_begin"),
4298 mock.call("make_order_end_not_followed"),
4299 ])
4300 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
4301
4302 self.m.trades.all.append.assert_called_once()
4303 trade = self.m.trades.all.append.mock_calls[0][1][0]
4304 self.assertEqual(0, trade.value_from)
4305 self.assertEqual("ETH", trade.currency)
4306 self.assertEqual("BTC", trade.base_currency)
4307 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4308 self.m.trades.run_orders.assert_called_once_with()
4309 self.m.follow_orders.assert_not_called()
4310 self.assertEqual(trade.orders[0], result)
4311
4312 self.m.reset_mock()
4313 with self.subTest(base_currency="USDT"):
4314 main.make_order(self.m, 1, "BTC", base_currency="USDT")
4315
4316 trade = self.m.trades.all.append.mock_calls[0][1][0]
4317 self.assertEqual("BTC", trade.currency)
4318 self.assertEqual("USDT", trade.base_currency)
4319
4320 self.m.reset_mock()
4321 with self.subTest(close_if_possible=True):
4322 main.make_order(self.m, 10, "ETH", close_if_possible=True)
4323
4324 trade = self.m.trades.all.append.mock_calls[0][1][0]
4325 self.assertEqual(True, trade.orders[0].close_if_possible)
4326
4327 self.m.reset_mock()
4328 with self.subTest(action="dispose"):
4329 main.make_order(self.m, 10, "ETH", action="dispose")
4330
4331 trade = self.m.trades.all.append.mock_calls[0][1][0]
4332 self.assertEqual(0, trade.value_to)
4333 self.assertEqual(1, trade.value_from.value)
4334 self.assertEqual("ETH", trade.currency)
4335 self.assertEqual("BTC", trade.base_currency)
4336
4337 self.m.reset_mock()
4338 with self.subTest(compute_value="default"):
4339 main.make_order(self.m, 10, "ETH", action="dispose",
4340 compute_value="bid")
4341
4342 trade = self.m.trades.all.append.mock_calls[0][1][0]
4343 self.assertEqual(D("0.9"), trade.value_from.value)
4344
4345 def test_get_user_market(self):
4346 with mock.patch("main.fetch_markets") as main_fetch_markets,\
4347 mock.patch("main.parse_config") as main_parse_config:
4348 with self.subTest(debug=False):
4349 main_parse_config.return_value = ["pg_config", "report_path"]
4350 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4351 m = main.get_user_market("config_path.ini", 1)
4352
4353 self.assertIsInstance(m, market.Market)
4354 self.assertFalse(m.debug)
4355
4356 with self.subTest(debug=True):
4357 main_parse_config.return_value = ["pg_config", "report_path"]
4358 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4359 m = main.get_user_market("config_path.ini", 1, debug=True)
4360
4361 self.assertIsInstance(m, market.Market)
4362 self.assertTrue(m.debug)
4363
4364 def test_process(self):
4365 with mock.patch("market.Market") as market_mock,\
4366 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4367
4368 args_mock = mock.Mock()
4369 args_mock.action = "action"
4370 args_mock.config = "config"
4371 args_mock.user = "user"
4372 args_mock.debug = "debug"
4373 args_mock.before = "before"
4374 args_mock.after = "after"
4375 self.assertEqual("", stdout_mock.getvalue())
4376
4377 main.process("config", 3, 1, args_mock, "report_path", "pg_config")
4378
4379 market_mock.from_config.assert_has_calls([
4380 mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"),
4381 mock.call().process("action", before="before", after="after"),
4382 ])
4383
4384 with self.subTest(exception=True):
4385 market_mock.from_config.side_effect = Exception("boo")
4386 main.process(3, "config", 1, "report_path", args_mock, "pg_config")
4387 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
4388
4389 def test_main(self):
4390 with self.subTest(parallel=False):
4391 with mock.patch("main.parse_args") as parse_args,\
4392 mock.patch("main.parse_config") as parse_config,\
4393 mock.patch("main.fetch_markets") as fetch_markets,\
4394 mock.patch("main.process") as process:
4395
4396 args_mock = mock.Mock()
4397 args_mock.parallel = False
4398 args_mock.config = "config"
4399 args_mock.user = "user"
4400 parse_args.return_value = args_mock
4401
4402 parse_config.return_value = ["pg_config", "report_path"]
4403
4404 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4405
4406 main.main(["Foo", "Bar"])
4407
4408 parse_args.assert_called_with(["Foo", "Bar"])
4409 parse_config.assert_called_with("config")
4410 fetch_markets.assert_called_with("pg_config", "user")
4411
4412 self.assertEqual(2, process.call_count)
4413 process.assert_has_calls([
4414 mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
4415 mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
4416 ])
4417 with self.subTest(parallel=True):
4418 with mock.patch("main.parse_args") as parse_args,\
4419 mock.patch("main.parse_config") as parse_config,\
4420 mock.patch("main.fetch_markets") as fetch_markets,\
4421 mock.patch("main.process") as process,\
4422 mock.patch("store.Portfolio.start_worker") as start:
4423
4424 args_mock = mock.Mock()
4425 args_mock.parallel = True
4426 args_mock.config = "config"
4427 args_mock.user = "user"
4428 parse_args.return_value = args_mock
4429
4430 parse_config.return_value = ["pg_config", "report_path"]
4431
4432 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4433
4434 main.main(["Foo", "Bar"])
4435
4436 parse_args.assert_called_with(["Foo", "Bar"])
4437 parse_config.assert_called_with("config")
4438 fetch_markets.assert_called_with("pg_config", "user")
4439
4440 start.assert_called_once_with()
4441 self.assertEqual(2, process.call_count)
4442 process.assert_has_calls([
4443 mock.call.__bool__(),
4444 mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
4445 mock.call.__bool__(),
4446 mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
4447 ])
4448
4449 @mock.patch.object(main.sys, "exit")
4450 @mock.patch("main.configparser")
4451 @mock.patch("main.os")
4452 def test_parse_config(self, os, configparser, exit):
4453 with self.subTest(pg_config=True, report_path=None):
4454 config_mock = mock.MagicMock()
4455 configparser.ConfigParser.return_value = config_mock
4456 def config(element):
4457 return element == "postgresql"
4458
4459 config_mock.__contains__.side_effect = config
4460 config_mock.__getitem__.return_value = "pg_config"
4461
4462 result = main.parse_config("configfile")
4463
4464 config_mock.read.assert_called_with("configfile")
4465
4466 self.assertEqual(["pg_config", None], result)
4467
4468 with self.subTest(pg_config=True, report_path="present"):
4469 config_mock = mock.MagicMock()
4470 configparser.ConfigParser.return_value = config_mock
4471
4472 config_mock.__contains__.return_value = True
4473 config_mock.__getitem__.side_effect = [
4474 {"report_path": "report_path"},
4475 {"report_path": "report_path"},
4476 "pg_config",
4477 ]
4478
4479 os.path.exists.return_value = False
4480 result = main.parse_config("configfile")
4481
4482 config_mock.read.assert_called_with("configfile")
4483 self.assertEqual(["pg_config", "report_path"], result)
4484 os.path.exists.assert_called_once_with("report_path")
4485 os.makedirs.assert_called_once_with("report_path")
4486
4487 with self.subTest(pg_config=False),\
4488 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4489 config_mock = mock.MagicMock()
4490 configparser.ConfigParser.return_value = config_mock
4491 result = main.parse_config("configfile")
4492
4493 config_mock.read.assert_called_with("configfile")
4494 exit.assert_called_once_with(1)
4495 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
4496
4497 @mock.patch.object(main.sys, "exit")
4498 def test_parse_args(self, exit):
4499 with self.subTest(config="config.ini"):
4500 args = main.parse_args([])
4501 self.assertEqual("config.ini", args.config)
4502 self.assertFalse(args.before)
4503 self.assertFalse(args.after)
4504 self.assertFalse(args.debug)
4505
4506 args = main.parse_args(["--before", "--after", "--debug"])
4507 self.assertTrue(args.before)
4508 self.assertTrue(args.after)
4509 self.assertTrue(args.debug)
4510
4511 exit.assert_not_called()
4512
4513 with self.subTest(config="inexistant"),\
4514 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4515 args = main.parse_args(["--config", "foo.bar"])
4516 exit.assert_called_once_with(1)
4517 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
4518
4519 @mock.patch.object(main, "psycopg2")
4520 def test_fetch_markets(self, psycopg2):
4521 connect_mock = mock.Mock()
4522 cursor_mock = mock.MagicMock()
4523 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
4524
4525 connect_mock.cursor.return_value = cursor_mock
4526 psycopg2.connect.return_value = connect_mock
4527
4528 with self.subTest(user=None):
4529 rows = list(main.fetch_markets({"foo": "bar"}, None))
4530
4531 psycopg2.connect.assert_called_once_with(foo="bar")
4532 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
4533
4534 self.assertEqual(["row_1", "row_2"], rows)
4535
4536 psycopg2.connect.reset_mock()
4537 cursor_mock.execute.reset_mock()
4538 with self.subTest(user=1):
4539 rows = list(main.fetch_markets({"foo": "bar"}, 1))
4540
4541 psycopg2.connect.assert_called_once_with(foo="bar")
4542 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
4543
4544 self.assertEqual(["row_1", "row_2"], rows)
4545
4546
4547 @unittest.skipUnless("unit" in limits, "Unit skipped")
4548 class ProcessorTest(WebMockTestCase):
4549 def test_values(self):
4550 processor = market.Processor(self.m)
4551
4552 self.assertEqual(self.m, processor.market)
4553
4554 def test_run_action(self):
4555 processor = market.Processor(self.m)
4556
4557 with mock.patch.object(processor, "parse_args") as parse_args:
4558 method_mock = mock.Mock()
4559 parse_args.return_value = [method_mock, { "foo": "bar" }]
4560
4561 processor.run_action("foo", "bar", "baz")
4562
4563 parse_args.assert_called_with("foo", "bar", "baz")
4564
4565 method_mock.assert_called_with(foo="bar")
4566
4567 processor.run_action("wait_for_recent", "bar", "baz")
4568
4569 method_mock.assert_called_with(foo="bar")
4570
4571 def test_select_step(self):
4572 processor = market.Processor(self.m)
4573
4574 scenario = processor.scenarios["sell_all"]
4575
4576 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
4577 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
4578 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
4579 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
4580 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
4581
4582 with self.assertRaises(TypeError):
4583 processor.select_steps(scenario, ["wait"])
4584
4585 @mock.patch("market.Processor.process_step")
4586 def test_process(self, process_step):
4587 processor = market.Processor(self.m)
4588
4589 processor.process("sell_all", foo="bar")
4590 self.assertEqual(3, process_step.call_count)
4591
4592 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
4593 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
4594 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
4595 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
4596 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
4597 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
4598
4599 process_step.reset_mock()
4600
4601 processor.process("sell_needed", steps=["before", "after"])
4602 self.assertEqual(3, process_step.call_count)
4603
4604 def test_method_arguments(self):
4605 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
4606 m = market.Market(ccxt, self.market_args())
4607
4608 processor = market.Processor(m)
4609
4610 method, arguments = processor.method_arguments("wait_for_recent")
4611 self.assertEqual(market.Portfolio.wait_for_recent, method)
4612 self.assertEqual(["delta", "poll"], arguments)
4613
4614 method, arguments = processor.method_arguments("prepare_trades")
4615 self.assertEqual(m.prepare_trades, method)
4616 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
4617
4618 method, arguments = processor.method_arguments("prepare_orders")
4619 self.assertEqual(m.trades.prepare_orders, method)
4620
4621 method, arguments = processor.method_arguments("move_balances")
4622 self.assertEqual(m.move_balances, method)
4623
4624 method, arguments = processor.method_arguments("run_orders")
4625 self.assertEqual(m.trades.run_orders, method)
4626
4627 method, arguments = processor.method_arguments("follow_orders")
4628 self.assertEqual(m.follow_orders, method)
4629
4630 method, arguments = processor.method_arguments("close_trades")
4631 self.assertEqual(m.trades.close_trades, method)
4632
4633 def test_process_step(self):
4634 processor = market.Processor(self.m)
4635
4636 with mock.patch.object(processor, "run_action") as run_action:
4637 step = processor.scenarios["sell_needed"][1]
4638
4639 processor.process_step("foo", step, {"foo":"bar"})
4640
4641 self.m.report.log_stage.assert_has_calls([
4642 mock.call("process_foo__1_sell_begin"),
4643 mock.call("process_foo__1_sell_end"),
4644 ])
4645 self.m.balances.fetch_balances.assert_has_calls([
4646 mock.call(tag="process_foo__1_sell_begin"),
4647 mock.call(tag="process_foo__1_sell_end"),
4648 ])
4649
4650 self.assertEqual(5, run_action.call_count)
4651
4652 run_action.assert_has_calls([
4653 mock.call('prepare_trades', {}, {'foo': 'bar'}),
4654 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
4655 mock.call('run_orders', {}, {'foo': 'bar'}),
4656 mock.call('follow_orders', {}, {'foo': 'bar'}),
4657 mock.call('close_trades', {}, {'foo': 'bar'}),
4658 ])
4659
4660 self.m.reset_mock()
4661 with mock.patch.object(processor, "run_action") as run_action:
4662 step = processor.scenarios["sell_needed"][0]
4663
4664 processor.process_step("foo", step, {"foo":"bar"})
4665 self.m.balances.fetch_balances.assert_not_called()
4666
4667 def test_parse_args(self):
4668 processor = market.Processor(self.m)
4669
4670 with mock.patch.object(processor, "method_arguments") as method_arguments:
4671 method_mock = mock.Mock()
4672 method_arguments.return_value = [
4673 method_mock,
4674 ["foo2", "foo"]
4675 ]
4676 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
4677
4678 self.assertEqual(method_mock, method)
4679 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
4680
4681 with mock.patch.object(processor, "method_arguments") as method_arguments:
4682 method_mock = mock.Mock()
4683 method_arguments.return_value = [
4684 method_mock,
4685 ["repartition"]
4686 ]
4687 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
4688
4689 self.assertEqual(1, len(args["repartition"]))
4690 self.assertIn("BTC", args["repartition"])
4691
4692 with mock.patch.object(processor, "method_arguments") as method_arguments:
4693 method_mock = mock.Mock()
4694 method_arguments.return_value = [
4695 method_mock,
4696 ["repartition", "base_currency"]
4697 ]
4698 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
4699
4700 self.assertEqual(1, len(args["repartition"]))
4701 self.assertIn("USDT", args["repartition"])
4702
4703 with mock.patch.object(processor, "method_arguments") as method_arguments:
4704 method_mock = mock.Mock()
4705 method_arguments.return_value = [
4706 method_mock,
4707 ["repartition", "base_currency"]
4708 ]
4709 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
4710
4711 self.assertEqual(1, len(args["repartition"]))
4712 self.assertIn("ETH", args["repartition"])
4713
4714
4715 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
4716 class AcceptanceTest(WebMockTestCase):
4717 @unittest.expectedFailure
4718 def test_success_sell_only_necessary(self):
4719 # FIXME: catch stdout
4720 self.m.report.verbose_print = False
4721 fetch_balance = {
4722 "ETH": {
4723 "exchange_free": D("1.0"),
4724 "exchange_used": D("0.0"),
4725 "exchange_total": D("1.0"),
4726 "total": D("1.0"),
4727 },
4728 "ETC": {
4729 "exchange_free": D("4.0"),
4730 "exchange_used": D("0.0"),
4731 "exchange_total": D("4.0"),
4732 "total": D("4.0"),
4733 },
4734 "XVG": {
4735 "exchange_free": D("1000.0"),
4736 "exchange_used": D("0.0"),
4737 "exchange_total": D("1000.0"),
4738 "total": D("1000.0"),
4739 },
4740 }
4741 repartition = {
4742 "ETH": (D("0.25"), "long"),
4743 "ETC": (D("0.25"), "long"),
4744 "BTC": (D("0.4"), "long"),
4745 "BTD": (D("0.01"), "short"),
4746 "B2X": (D("0.04"), "long"),
4747 "USDT": (D("0.05"), "long"),
4748 }
4749
4750 def fetch_ticker(symbol):
4751 if symbol == "ETH/BTC":
4752 return {
4753 "symbol": "ETH/BTC",
4754 "bid": D("0.14"),
4755 "ask": D("0.16")
4756 }
4757 if symbol == "ETC/BTC":
4758 return {
4759 "symbol": "ETC/BTC",
4760 "bid": D("0.002"),
4761 "ask": D("0.003")
4762 }
4763 if symbol == "XVG/BTC":
4764 return {
4765 "symbol": "XVG/BTC",
4766 "bid": D("0.00003"),
4767 "ask": D("0.00005")
4768 }
4769 if symbol == "BTD/BTC":
4770 return {
4771 "symbol": "BTD/BTC",
4772 "bid": D("0.0008"),
4773 "ask": D("0.0012")
4774 }
4775 if symbol == "B2X/BTC":
4776 return {
4777 "symbol": "B2X/BTC",
4778 "bid": D("0.0008"),
4779 "ask": D("0.0012")
4780 }
4781 if symbol == "USDT/BTC":
4782 raise helper.ExchangeError
4783 if symbol == "BTC/USDT":
4784 return {
4785 "symbol": "BTC/USDT",
4786 "bid": D("14000"),
4787 "ask": D("16000")
4788 }
4789 self.fail("Shouldn't have been called with {}".format(symbol))
4790
4791 market = mock.Mock()
4792 market.fetch_all_balances.return_value = fetch_balance
4793 market.fetch_ticker.side_effect = fetch_ticker
4794 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
4795 # Action 1
4796 helper.prepare_trades(market)
4797
4798 balances = portfolio.BalanceStore.all
4799 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
4800 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
4801 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
4802
4803
4804 trades = portfolio.TradeStore.all
4805 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
4806 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
4807 self.assertEqual("dispose", trades[0].action)
4808
4809 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
4810 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
4811 self.assertEqual("acquire", trades[1].action)
4812
4813 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4814 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4815 self.assertEqual("dispose", trades[2].action)
4816
4817 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4818 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4819 self.assertEqual("acquire", trades[3].action)
4820
4821 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4822 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4823 self.assertEqual("acquire", trades[4].action)
4824
4825 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4826 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4827 self.assertEqual("acquire", trades[5].action)
4828
4829 # Action 2
4830 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
4831
4832 all_orders = portfolio.TradeStore.all_orders(state="pending")
4833 self.assertEqual(2, len(all_orders))
4834 self.assertEqual(2, 3*all_orders[0].amount.value)
4835 self.assertEqual(D("0.14014"), all_orders[0].rate)
4836 self.assertEqual(1000, all_orders[1].amount.value)
4837 self.assertEqual(D("0.00003003"), all_orders[1].rate)
4838
4839
4840 def create_order(symbol, type, action, amount, price=None, account="exchange"):
4841 self.assertEqual("limit", type)
4842 if symbol == "ETH/BTC":
4843 self.assertEqual("sell", action)
4844 self.assertEqual(D('0.66666666'), amount)
4845 self.assertEqual(D("0.14014"), price)
4846 elif symbol == "XVG/BTC":
4847 self.assertEqual("sell", action)
4848 self.assertEqual(1000, amount)
4849 self.assertEqual(D("0.00003003"), price)
4850 else:
4851 self.fail("I shouldn't have been called")
4852
4853 return {
4854 "id": symbol,
4855 }
4856 market.create_order.side_effect = create_order
4857 market.order_precision.return_value = 8
4858
4859 # Action 3
4860 portfolio.TradeStore.run_orders()
4861
4862 self.assertEqual("open", all_orders[0].status)
4863 self.assertEqual("open", all_orders[1].status)
4864
4865 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4866 market.privatePostReturnOrderTrades.return_value = [
4867 {
4868 "tradeID": 42, "type": "buy", "fee": "0.0015",
4869 "date": "2017-12-30 12:00:12", "rate": "0.1",
4870 "amount": "10", "total": "1"
4871 }
4872 ]
4873 with mock.patch.object(market.time, "sleep") as sleep:
4874 # Action 4
4875 helper.follow_orders(verbose=False)
4876
4877 sleep.assert_called_with(30)
4878
4879 for order in all_orders:
4880 self.assertEqual("closed", order.status)
4881
4882 fetch_balance = {
4883 "ETH": {
4884 "exchange_free": D("1.0") / 3,
4885 "exchange_used": D("0.0"),
4886 "exchange_total": D("1.0") / 3,
4887 "margin_total": 0,
4888 "total": D("1.0") / 3,
4889 },
4890 "BTC": {
4891 "exchange_free": D("0.134"),
4892 "exchange_used": D("0.0"),
4893 "exchange_total": D("0.134"),
4894 "margin_total": 0,
4895 "total": D("0.134"),
4896 },
4897 "ETC": {
4898 "exchange_free": D("4.0"),
4899 "exchange_used": D("0.0"),
4900 "exchange_total": D("4.0"),
4901 "margin_total": 0,
4902 "total": D("4.0"),
4903 },
4904 "XVG": {
4905 "exchange_free": D("0.0"),
4906 "exchange_used": D("0.0"),
4907 "exchange_total": D("0.0"),
4908 "margin_total": 0,
4909 "total": D("0.0"),
4910 },
4911 }
4912 market.fetch_all_balances.return_value = fetch_balance
4913
4914 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
4915 # Action 5
4916 helper.prepare_trades(market, only="acquire", compute_value="average")
4917
4918 balances = portfolio.BalanceStore.all
4919 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
4920 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
4921 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
4922 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
4923
4924
4925 trades = portfolio.TradeStore.all
4926 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
4927 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
4928 self.assertEqual("dispose", trades[0].action)
4929
4930 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
4931 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
4932 self.assertEqual("acquire", trades[1].action)
4933
4934 self.assertNotIn("BTC", trades)
4935
4936 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4937 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4938 self.assertEqual("dispose", trades[2].action)
4939
4940 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4941 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4942 self.assertEqual("acquire", trades[3].action)
4943
4944 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4945 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4946 self.assertEqual("acquire", trades[4].action)
4947
4948 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4949 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4950 self.assertEqual("acquire", trades[5].action)
4951
4952 # Action 6
4953 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
4954
4955 all_orders = portfolio.TradeStore.all_orders(state="pending")
4956 self.assertEqual(4, len(all_orders))
4957 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
4958 self.assertEqual(D("0.003"), all_orders[0].rate)
4959 self.assertEqual("buy", all_orders[0].action)
4960 self.assertEqual("long", all_orders[0].trade_type)
4961
4962 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
4963 self.assertEqual(D("0.0012"), all_orders[1].rate)
4964 self.assertEqual("sell", all_orders[1].action)
4965 self.assertEqual("short", all_orders[1].trade_type)
4966
4967 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
4968 self.assertAlmostEqual(0, diff.value)
4969 self.assertEqual(D("0.0012"), all_orders[2].rate)
4970 self.assertEqual("buy", all_orders[2].action)
4971 self.assertEqual("long", all_orders[2].trade_type)
4972
4973 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
4974 self.assertEqual(D("16000"), all_orders[3].rate)
4975 self.assertEqual("sell", all_orders[3].action)
4976 self.assertEqual("long", all_orders[3].trade_type)
4977
4978 # Action 6b
4979 # TODO:
4980 # Move balances to margin
4981
4982 # Action 7
4983 # TODO
4984 # portfolio.TradeStore.run_orders()
4985
4986 with mock.patch.object(market.time, "sleep") as sleep:
4987 # Action 8
4988 helper.follow_orders(verbose=False)
4989
4990 sleep.assert_called_with(30)
4991
4992 if __name__ == '__main__':
4993 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week