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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 portfolio, helper, market
11
12 limits = ["acceptance", "unit"]
13 for test_type in limits:
14 if "--no{}".format(test_type) in sys.argv:
15 sys.argv.remove("--no{}".format(test_type))
16 limits.remove(test_type)
17 if "--only{}".format(test_type) in sys.argv:
18 sys.argv.remove("--only{}".format(test_type))
19 limits = [test_type]
20 break
21
22 class WebMockTestCase(unittest.TestCase):
23 import time
24
25 def setUp(self):
26 super(WebMockTestCase, self).setUp()
27 self.wm = requests_mock.Mocker()
28 self.wm.start()
29
30 # market
31 self.m = mock.Mock(name="Market", spec=market.Market)
32 self.m.debug = False
33
34 self.patchers = [
35 mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}),
36 mock.patch.multiple(portfolio.Computation,
37 computations=portfolio.Computation.computations),
38 ]
39 for patcher in self.patchers:
40 patcher.start()
41
42 def tearDown(self):
43 for patcher in self.patchers:
44 patcher.stop()
45 self.wm.stop()
46 super(WebMockTestCase, self).tearDown()
47
48 @unittest.skipUnless("unit" in limits, "Unit skipped")
49 class poloniexETest(unittest.TestCase):
50 def setUp(self):
51 super(poloniexETest, self).setUp()
52 self.wm = requests_mock.Mocker()
53 self.wm.start()
54
55 self.s = market.ccxt.poloniexE()
56
57 def tearDown(self):
58 self.wm.stop()
59 super(poloniexETest, self).tearDown()
60
61 def test_nanoseconds(self):
62 with mock.patch.object(market.ccxt.time, "time") as time:
63 time.return_value = 123456.7890123456
64 self.assertEqual(123456789012345, self.s.nanoseconds())
65
66 def test_nonce(self):
67 with mock.patch.object(market.ccxt.time, "time") as time:
68 time.return_value = 123456.7890123456
69 self.assertEqual(123456789012345, self.s.nonce())
70
71 def test_order_precision(self):
72 self.assertEqual(8, self.s.order_precision("FOO"))
73
74 def test_transfer_balance(self):
75 with self.subTest(success=True),\
76 mock.patch.object(self.s, "privatePostTransferBalance") as t:
77 t.return_value = { "success": 1 }
78 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
79 t.assert_called_once_with({
80 "currency": "FOO",
81 "amount": 12,
82 "fromAccount": "exchange",
83 "toAccount": "margin",
84 "confirmed": 1
85 })
86 self.assertTrue(result)
87
88 with self.subTest(success=False),\
89 mock.patch.object(self.s, "privatePostTransferBalance") as t:
90 t.return_value = { "success": 0 }
91 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
92
93 def test_close_margin_position(self):
94 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
95 self.s.close_margin_position("FOO", "BAR")
96 c.assert_called_with({"currencyPair": "BAR_FOO"})
97
98 def test_tradable_balances(self):
99 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
100 r.return_value = {
101 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
102 "BAR": { "exchange": "1", "margin": "0" },
103 }
104 balances = self.s.tradable_balances()
105 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
106 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
107 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
108 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
109
110 def test_margin_summary(self):
111 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
112 r.return_value = {
113 "currentMargin": "1.49680968",
114 "lendingFees": "0.0000001",
115 "pl": "0.00008254",
116 "totalBorrowedValue": "0.00673602",
117 "totalValue": "0.01000000",
118 "netValue": "0.01008254",
119 }
120 expected = {
121 'current_margin': D('1.49680968'),
122 'gains': D('0.00008254'),
123 'lending_fees': D('0.0000001'),
124 'total': D('0.01000000'),
125 'total_borrowed': D('0.00673602')
126 }
127 self.assertEqual(expected, self.s.margin_summary())
128
129 @unittest.skipUnless("unit" in limits, "Unit skipped")
130 class PortfolioTest(WebMockTestCase):
131 def fill_data(self):
132 if self.json_response is not None:
133 portfolio.Portfolio.data = self.json_response
134
135 def setUp(self):
136 super(PortfolioTest, self).setUp()
137
138 with open("test_portfolio.json") as example:
139 self.json_response = example.read()
140
141 self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
142
143 def test_get_cryptoportfolio(self):
144 self.wm.get(portfolio.Portfolio.URL, [
145 {"text":'{ "foo": "bar" }', "status_code": 200},
146 {"text": "System Error", "status_code": 500},
147 {"exc": requests.exceptions.ConnectTimeout},
148 ])
149 portfolio.Portfolio.get_cryptoportfolio(self.m)
150 self.assertIn("foo", portfolio.Portfolio.data)
151 self.assertEqual("bar", portfolio.Portfolio.data["foo"])
152 self.assertTrue(self.wm.called)
153 self.assertEqual(1, self.wm.call_count)
154 self.m.report.log_error.assert_not_called()
155 self.m.report.log_http_request.assert_called_once()
156 self.m.report.log_http_request.reset_mock()
157
158 portfolio.Portfolio.get_cryptoportfolio(self.m)
159 self.assertIsNone(portfolio.Portfolio.data)
160 self.assertEqual(2, self.wm.call_count)
161 self.m.report.log_error.assert_not_called()
162 self.m.report.log_http_request.assert_called_once()
163 self.m.report.log_http_request.reset_mock()
164
165
166 portfolio.Portfolio.data = "Foo"
167 portfolio.Portfolio.get_cryptoportfolio(self.m)
168 self.assertEqual("Foo", portfolio.Portfolio.data)
169 self.assertEqual(3, self.wm.call_count)
170 self.m.report.log_error.assert_called_once_with("get_cryptoportfolio",
171 exception=mock.ANY)
172 self.m.report.log_http_request.assert_not_called()
173
174 def test_parse_cryptoportfolio(self):
175 portfolio.Portfolio.parse_cryptoportfolio(self.m)
176
177 self.assertListEqual(
178 ["medium", "high"],
179 list(portfolio.Portfolio.liquidities.keys()))
180
181 liquidities = portfolio.Portfolio.liquidities
182 self.assertEqual(10, len(liquidities["medium"].keys()))
183 self.assertEqual(10, len(liquidities["high"].keys()))
184
185 expected = {
186 'BTC': (D("0.2857"), "long"),
187 'DGB': (D("0.1015"), "long"),
188 'DOGE': (D("0.1805"), "long"),
189 'SC': (D("0.0623"), "long"),
190 'ZEC': (D("0.3701"), "long"),
191 }
192 date = portfolio.datetime(2018, 1, 8)
193 self.assertDictEqual(expected, liquidities["high"][date])
194
195 expected = {
196 'BTC': (D("1.1102e-16"), "long"),
197 'ETC': (D("0.1"), "long"),
198 'FCT': (D("0.1"), "long"),
199 'GAS': (D("0.1"), "long"),
200 'NAV': (D("0.1"), "long"),
201 'OMG': (D("0.1"), "long"),
202 'OMNI': (D("0.1"), "long"),
203 'PPC': (D("0.1"), "long"),
204 'RIC': (D("0.1"), "long"),
205 'VIA': (D("0.1"), "long"),
206 'XCP': (D("0.1"), "long"),
207 }
208 self.assertDictEqual(expected, liquidities["medium"][date])
209 self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date)
210
211 self.m.report.log_http_request.assert_called_once_with("GET",
212 portfolio.Portfolio.URL, None, mock.ANY, mock.ANY)
213 self.m.report.log_http_request.reset_mock()
214
215 # It doesn't refetch the data when available
216 portfolio.Portfolio.parse_cryptoportfolio(self.m)
217 self.m.report.log_http_request.assert_not_called()
218
219 self.assertEqual(1, self.wm.call_count)
220
221 portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True)
222 self.assertEqual(2, self.wm.call_count)
223 self.m.report.log_http_request.assert_called_once()
224
225 def test_repartition(self):
226 expected_medium = {
227 'BTC': (D("1.1102e-16"), "long"),
228 'USDT': (D("0.1"), "long"),
229 'ETC': (D("0.1"), "long"),
230 'FCT': (D("0.1"), "long"),
231 'OMG': (D("0.1"), "long"),
232 'STEEM': (D("0.1"), "long"),
233 'STRAT': (D("0.1"), "long"),
234 'XEM': (D("0.1"), "long"),
235 'XMR': (D("0.1"), "long"),
236 'XVC': (D("0.1"), "long"),
237 'ZRX': (D("0.1"), "long"),
238 }
239 expected_high = {
240 'USDT': (D("0.1226"), "long"),
241 'BTC': (D("0.1429"), "long"),
242 'ETC': (D("0.1127"), "long"),
243 'ETH': (D("0.1569"), "long"),
244 'FCT': (D("0.3341"), "long"),
245 'GAS': (D("0.1308"), "long"),
246 }
247
248 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m))
249 self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium"))
250 self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high"))
251
252 self.assertEqual(1, self.wm.call_count)
253
254 portfolio.Portfolio.repartition(self.m)
255 self.assertEqual(1, self.wm.call_count)
256
257 portfolio.Portfolio.repartition(self.m, refetch=True)
258 self.assertEqual(2, self.wm.call_count)
259 self.m.report.log_http_request.assert_called()
260 self.assertEqual(2, self.m.report.log_http_request.call_count)
261
262 @mock.patch.object(portfolio.time, "sleep")
263 @mock.patch.object(portfolio.Portfolio, "repartition")
264 def test_wait_for_recent(self, repartition, sleep):
265 self.call_count = 0
266 def _repartition(market, refetch):
267 self.assertEqual(self.m, market)
268 self.assertTrue(refetch)
269 self.call_count += 1
270 portfolio.Portfolio.last_date = portfolio.datetime.now()\
271 - portfolio.timedelta(10)\
272 + portfolio.timedelta(self.call_count)
273 repartition.side_effect = _repartition
274
275 portfolio.Portfolio.wait_for_recent(self.m)
276 sleep.assert_called_with(30)
277 self.assertEqual(6, sleep.call_count)
278 self.assertEqual(7, repartition.call_count)
279 self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
280
281 sleep.reset_mock()
282 repartition.reset_mock()
283 portfolio.Portfolio.last_date = None
284 self.call_count = 0
285 portfolio.Portfolio.wait_for_recent(self.m, delta=15)
286 sleep.assert_not_called()
287 self.assertEqual(1, repartition.call_count)
288
289 sleep.reset_mock()
290 repartition.reset_mock()
291 portfolio.Portfolio.last_date = None
292 self.call_count = 0
293 portfolio.Portfolio.wait_for_recent(self.m, delta=1)
294 sleep.assert_called_with(30)
295 self.assertEqual(9, sleep.call_count)
296 self.assertEqual(10, repartition.call_count)
297
298 @unittest.skipUnless("unit" in limits, "Unit skipped")
299 class AmountTest(WebMockTestCase):
300 def test_values(self):
301 amount = portfolio.Amount("BTC", "0.65")
302 self.assertEqual(D("0.65"), amount.value)
303 self.assertEqual("BTC", amount.currency)
304
305 def test_in_currency(self):
306 amount = portfolio.Amount("ETC", 10)
307
308 self.assertEqual(amount, amount.in_currency("ETC", self.m))
309
310 with self.subTest(desc="no ticker for currency"):
311 self.m.get_ticker.return_value = None
312
313 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
314
315 with self.subTest(desc="nominal case"):
316 self.m.get_ticker.return_value = {
317 "bid": D("0.2"),
318 "ask": D("0.4"),
319 "average": D("0.3"),
320 "foo": "bar",
321 }
322 converted_amount = amount.in_currency("ETH", self.m)
323
324 self.assertEqual(D("3.0"), converted_amount.value)
325 self.assertEqual("ETH", converted_amount.currency)
326 self.assertEqual(amount, converted_amount.linked_to)
327 self.assertEqual("bar", converted_amount.ticker["foo"])
328
329 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
330 self.assertEqual(D("2"), converted_amount.value)
331
332 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
333 self.assertEqual(D("4"), converted_amount.value)
334
335 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
336 self.assertEqual(D("0.2"), converted_amount.value)
337
338 def test__round(self):
339 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
340 self.assertEqual(D("1.23456789"), round(amount).value)
341 self.assertEqual(D("1.23"), round(amount, 2).value)
342
343 def test__abs(self):
344 amount = portfolio.Amount("SC", -120)
345 self.assertEqual(120, abs(amount).value)
346 self.assertEqual("SC", abs(amount).currency)
347
348 amount = portfolio.Amount("SC", 10)
349 self.assertEqual(10, abs(amount).value)
350 self.assertEqual("SC", abs(amount).currency)
351
352 def test__add(self):
353 amount1 = portfolio.Amount("XVG", "12.9")
354 amount2 = portfolio.Amount("XVG", "13.1")
355
356 self.assertEqual(26, (amount1 + amount2).value)
357 self.assertEqual("XVG", (amount1 + amount2).currency)
358
359 amount3 = portfolio.Amount("ETH", "1.6")
360 with self.assertRaises(Exception):
361 amount1 + amount3
362
363 amount4 = portfolio.Amount("ETH", 0.0)
364 self.assertEqual(amount1, amount1 + amount4)
365
366 self.assertEqual(amount1, amount1 + 0)
367
368 def test__radd(self):
369 amount = portfolio.Amount("XVG", "12.9")
370
371 self.assertEqual(amount, 0 + amount)
372 with self.assertRaises(Exception):
373 4 + amount
374
375 def test__sub(self):
376 amount1 = portfolio.Amount("XVG", "13.3")
377 amount2 = portfolio.Amount("XVG", "13.1")
378
379 self.assertEqual(D("0.2"), (amount1 - amount2).value)
380 self.assertEqual("XVG", (amount1 - amount2).currency)
381
382 amount3 = portfolio.Amount("ETH", "1.6")
383 with self.assertRaises(Exception):
384 amount1 - amount3
385
386 amount4 = portfolio.Amount("ETH", 0.0)
387 self.assertEqual(amount1, amount1 - amount4)
388
389 def test__rsub(self):
390 amount = portfolio.Amount("ETH", "1.6")
391 with self.assertRaises(Exception):
392 3 - amount
393
394 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
395
396 def test__mul(self):
397 amount = portfolio.Amount("XEM", 11)
398
399 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
400 self.assertEqual(D("33"), (amount * 3).value)
401
402 with self.assertRaises(Exception):
403 amount * amount
404
405 def test__rmul(self):
406 amount = portfolio.Amount("XEM", 11)
407
408 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
409 self.assertEqual(D("33"), (3 * amount).value)
410
411 def test__floordiv(self):
412 amount = portfolio.Amount("XEM", 11)
413
414 self.assertEqual(D("5.5"), (amount / 2).value)
415 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
416
417 with self.assertRaises(Exception):
418 amount / amount
419
420 def test__truediv(self):
421 amount = portfolio.Amount("XEM", 11)
422
423 self.assertEqual(D("5.5"), (amount / 2).value)
424 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
425
426 def test__lt(self):
427 amount1 = portfolio.Amount("BTD", 11.3)
428 amount2 = portfolio.Amount("BTD", 13.1)
429
430 self.assertTrue(amount1 < amount2)
431 self.assertFalse(amount2 < amount1)
432 self.assertFalse(amount1 < amount1)
433
434 amount3 = portfolio.Amount("BTC", 1.6)
435 with self.assertRaises(Exception):
436 amount1 < amount3
437
438 def test__le(self):
439 amount1 = portfolio.Amount("BTD", 11.3)
440 amount2 = portfolio.Amount("BTD", 13.1)
441
442 self.assertTrue(amount1 <= amount2)
443 self.assertFalse(amount2 <= amount1)
444 self.assertTrue(amount1 <= amount1)
445
446 amount3 = portfolio.Amount("BTC", 1.6)
447 with self.assertRaises(Exception):
448 amount1 <= amount3
449
450 def test__gt(self):
451 amount1 = portfolio.Amount("BTD", 11.3)
452 amount2 = portfolio.Amount("BTD", 13.1)
453
454 self.assertTrue(amount2 > amount1)
455 self.assertFalse(amount1 > amount2)
456 self.assertFalse(amount1 > amount1)
457
458 amount3 = portfolio.Amount("BTC", 1.6)
459 with self.assertRaises(Exception):
460 amount3 > amount1
461
462 def test__ge(self):
463 amount1 = portfolio.Amount("BTD", 11.3)
464 amount2 = portfolio.Amount("BTD", 13.1)
465
466 self.assertTrue(amount2 >= amount1)
467 self.assertFalse(amount1 >= amount2)
468 self.assertTrue(amount1 >= amount1)
469
470 amount3 = portfolio.Amount("BTC", 1.6)
471 with self.assertRaises(Exception):
472 amount3 >= amount1
473
474 def test__eq(self):
475 amount1 = portfolio.Amount("BTD", 11.3)
476 amount2 = portfolio.Amount("BTD", 13.1)
477 amount3 = portfolio.Amount("BTD", 11.3)
478
479 self.assertFalse(amount1 == amount2)
480 self.assertFalse(amount2 == amount1)
481 self.assertTrue(amount1 == amount3)
482 self.assertFalse(amount2 == 0)
483
484 amount4 = portfolio.Amount("BTC", 1.6)
485 with self.assertRaises(Exception):
486 amount1 == amount4
487
488 amount5 = portfolio.Amount("BTD", 0)
489 self.assertTrue(amount5 == 0)
490
491 def test__ne(self):
492 amount1 = portfolio.Amount("BTD", 11.3)
493 amount2 = portfolio.Amount("BTD", 13.1)
494 amount3 = portfolio.Amount("BTD", 11.3)
495
496 self.assertTrue(amount1 != amount2)
497 self.assertTrue(amount2 != amount1)
498 self.assertFalse(amount1 != amount3)
499 self.assertTrue(amount2 != 0)
500
501 amount4 = portfolio.Amount("BTC", 1.6)
502 with self.assertRaises(Exception):
503 amount1 != amount4
504
505 amount5 = portfolio.Amount("BTD", 0)
506 self.assertFalse(amount5 != 0)
507
508 def test__neg(self):
509 amount1 = portfolio.Amount("BTD", "11.3")
510
511 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
512
513 def test__str(self):
514 amount1 = portfolio.Amount("BTX", 32)
515 self.assertEqual("32.00000000 BTX", str(amount1))
516
517 amount2 = portfolio.Amount("USDT", 12000)
518 amount1.linked_to = amount2
519 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
520
521 def test__repr(self):
522 amount1 = portfolio.Amount("BTX", 32)
523 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
524
525 amount2 = portfolio.Amount("USDT", 12000)
526 amount1.linked_to = amount2
527 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
528
529 amount3 = portfolio.Amount("BTC", 0.1)
530 amount2.linked_to = amount3
531 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
532
533 def test_as_json(self):
534 amount = portfolio.Amount("BTX", 32)
535 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
536
537 amount = portfolio.Amount("BTX", "1E-10")
538 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
539
540 amount = portfolio.Amount("BTX", "1E-5")
541 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
542 self.assertEqual("0.00001", str(amount.as_json()["value"]))
543
544 @unittest.skipUnless("unit" in limits, "Unit skipped")
545 class BalanceTest(WebMockTestCase):
546 def test_values(self):
547 balance = portfolio.Balance("BTC", {
548 "exchange_total": "0.65",
549 "exchange_free": "0.35",
550 "exchange_used": "0.30",
551 "margin_total": "-10",
552 "margin_borrowed": "10",
553 "margin_available": "0",
554 "margin_in_position": "0",
555 "margin_position_type": "short",
556 "margin_borrowed_base_currency": "USDT",
557 "margin_liquidation_price": "1.20",
558 "margin_pending_gain": "10",
559 "margin_lending_fees": "0.4",
560 "margin_borrowed_base_price": "0.15",
561 })
562 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
563 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
564 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
565 self.assertEqual("BTC", balance.exchange_total.currency)
566 self.assertEqual("BTC", balance.exchange_free.currency)
567 self.assertEqual("BTC", balance.exchange_total.currency)
568
569 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
570 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
571 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
572 self.assertEqual("BTC", balance.margin_total.currency)
573 self.assertEqual("BTC", balance.margin_borrowed.currency)
574 self.assertEqual("BTC", balance.margin_available.currency)
575
576 self.assertEqual("BTC", balance.currency)
577
578 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
579 self.assertEqual("USDT", balance.margin_lending_fees.currency)
580
581 def test__repr(self):
582 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
583 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
584 balance = portfolio.Balance("BTX", { "exchange_total": 3,
585 "exchange_used": 1, "exchange_free": 2 })
586 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
587
588 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
589 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
590
591 balance = portfolio.Balance("BTX", { "margin_total": 3,
592 "margin_in_position": 1, "margin_available": 2 })
593 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
594
595 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
596 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
597
598 balance = portfolio.Balance("BTX", { "margin_total": -3,
599 "margin_borrowed_base_price": D("0.1"),
600 "margin_borrowed_base_currency": "BTC",
601 "margin_lending_fees": D("0.002") })
602 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
603
604 balance = portfolio.Balance("BTX", { "margin_total": 1,
605 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
606 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
607
608 def test_as_json(self):
609 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
610 as_json = balance.as_json()
611 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
612 self.assertEqual(D(0), as_json["total"])
613 self.assertEqual(D(2), as_json["exchange_total"])
614 self.assertEqual(D(2), as_json["exchange_free"])
615 self.assertEqual(D(0), as_json["exchange_used"])
616 self.assertEqual(D(0), as_json["margin_total"])
617 self.assertEqual(D(0), as_json["margin_available"])
618 self.assertEqual(D(0), as_json["margin_borrowed"])
619
620 @unittest.skipUnless("unit" in limits, "Unit skipped")
621 class MarketTest(WebMockTestCase):
622 def setUp(self):
623 super(MarketTest, self).setUp()
624
625 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
626
627 def test_values(self):
628 m = market.Market(self.ccxt)
629
630 self.assertEqual(self.ccxt, m.ccxt)
631 self.assertFalse(m.debug)
632 self.assertIsInstance(m.report, market.ReportStore)
633 self.assertIsInstance(m.trades, market.TradeStore)
634 self.assertIsInstance(m.balances, market.BalanceStore)
635 self.assertEqual(m, m.report.market)
636 self.assertEqual(m, m.trades.market)
637 self.assertEqual(m, m.balances.market)
638 self.assertEqual(m, m.ccxt._market)
639
640 m = market.Market(self.ccxt, debug=True)
641 self.assertTrue(m.debug)
642
643 m = market.Market(self.ccxt, debug=False)
644 self.assertFalse(m.debug)
645
646 @mock.patch("market.ccxt")
647 def test_from_config(self, ccxt):
648 with mock.patch("market.ReportStore"):
649 ccxt.poloniexE.return_value = self.ccxt
650 self.ccxt.session.request.return_value = "response"
651
652 m = market.Market.from_config({"key": "key", "secred": "secret"})
653
654 self.assertEqual(self.ccxt, m.ccxt)
655
656 self.ccxt.session.request("GET", "URL", data="data",
657 headers="headers")
658 m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
659 'headers', 'response')
660
661 m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
662 self.assertEqual(True, m.debug)
663
664 def test_get_tickers(self):
665 self.ccxt.fetch_tickers.side_effect = [
666 "tickers",
667 market.NotSupported
668 ]
669
670 m = market.Market(self.ccxt)
671 self.assertEqual("tickers", m.get_tickers())
672 self.assertEqual("tickers", m.get_tickers())
673 self.ccxt.fetch_tickers.assert_called_once()
674
675 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
676
677 def test_get_ticker(self):
678 with self.subTest(get_tickers=True):
679 self.ccxt.fetch_tickers.return_value = {
680 "ETH/ETC": { "bid": 1, "ask": 3 },
681 "XVG/ETH": { "bid": 10, "ask": 40 },
682 }
683 m = market.Market(self.ccxt)
684
685 ticker = m.get_ticker("ETH", "ETC")
686 self.assertEqual(1, ticker["bid"])
687 self.assertEqual(3, ticker["ask"])
688 self.assertEqual(2, ticker["average"])
689 self.assertFalse(ticker["inverted"])
690
691 ticker = m.get_ticker("ETH", "XVG")
692 self.assertEqual(0.0625, ticker["average"])
693 self.assertTrue(ticker["inverted"])
694 self.assertIn("original", ticker)
695 self.assertEqual(10, ticker["original"]["bid"])
696 self.assertEqual(25, ticker["original"]["average"])
697
698 ticker = m.get_ticker("XVG", "XMR")
699 self.assertIsNone(ticker)
700
701 with self.subTest(get_tickers=False):
702 self.ccxt.fetch_tickers.return_value = None
703 self.ccxt.fetch_ticker.side_effect = [
704 { "bid": 1, "ask": 3 },
705 market.ExchangeError("foo"),
706 { "bid": 10, "ask": 40 },
707 market.ExchangeError("foo"),
708 market.ExchangeError("foo"),
709 ]
710
711 m = market.Market(self.ccxt)
712
713 ticker = m.get_ticker("ETH", "ETC")
714 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
715 self.assertEqual(1, ticker["bid"])
716 self.assertEqual(3, ticker["ask"])
717 self.assertEqual(2, ticker["average"])
718 self.assertFalse(ticker["inverted"])
719
720 ticker = m.get_ticker("ETH", "XVG")
721 self.assertEqual(0.0625, ticker["average"])
722 self.assertTrue(ticker["inverted"])
723 self.assertIn("original", ticker)
724 self.assertEqual(10, ticker["original"]["bid"])
725 self.assertEqual(25, ticker["original"]["average"])
726
727 ticker = m.get_ticker("XVG", "XMR")
728 self.assertIsNone(ticker)
729
730 def test_fetch_fees(self):
731 m = market.Market(self.ccxt)
732 self.ccxt.fetch_fees.return_value = "Foo"
733 self.assertEqual("Foo", m.fetch_fees())
734 self.ccxt.fetch_fees.assert_called_once()
735 self.ccxt.reset_mock()
736 self.assertEqual("Foo", m.fetch_fees())
737 self.ccxt.fetch_fees.assert_not_called()
738
739 @mock.patch.object(portfolio.Portfolio, "repartition")
740 @mock.patch.object(market.Market, "get_ticker")
741 @mock.patch.object(market.TradeStore, "compute_trades")
742 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
743 repartition.return_value = {
744 "XEM": (D("0.75"), "long"),
745 "BTC": (D("0.25"), "long"),
746 }
747 def _get_ticker(c1, c2):
748 if c1 == "USDT" and c2 == "BTC":
749 return { "average": D("0.0001") }
750 if c1 == "XVG" and c2 == "BTC":
751 return { "average": D("0.000001") }
752 if c1 == "XEM" and c2 == "BTC":
753 return { "average": D("0.001") }
754 self.fail("Should be called with {}, {}".format(c1, c2))
755 get_ticker.side_effect = _get_ticker
756
757 with mock.patch("market.ReportStore"):
758 m = market.Market(self.ccxt)
759 self.ccxt.fetch_all_balances.return_value = {
760 "USDT": {
761 "exchange_free": D("10000.0"),
762 "exchange_used": D("0.0"),
763 "exchange_total": D("10000.0"),
764 "total": D("10000.0")
765 },
766 "XVG": {
767 "exchange_free": D("10000.0"),
768 "exchange_used": D("0.0"),
769 "exchange_total": D("10000.0"),
770 "total": D("10000.0")
771 },
772 }
773
774 m.balances.fetch_balances(tag="tag")
775
776 m.prepare_trades()
777 compute_trades.assert_called()
778
779 call = compute_trades.call_args
780 self.assertEqual(1, call[0][0]["USDT"].value)
781 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
782 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
783 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
784 m.report.log_stage.assert_called_once_with("prepare_trades",
785 base_currency='BTC', compute_value='average',
786 liquidity='medium', only=None, repartition=None)
787 m.report.log_balances.assert_called_once_with(tag="tag")
788
789
790 @mock.patch.object(portfolio.time, "sleep")
791 @mock.patch.object(market.TradeStore, "all_orders")
792 def test_follow_orders(self, all_orders, time_mock):
793 for debug, sleep in [
794 (False, None), (True, None),
795 (False, 12), (True, 12)]:
796 with self.subTest(sleep=sleep, debug=debug), \
797 mock.patch("market.ReportStore"):
798 m = market.Market(self.ccxt, debug=debug)
799
800 order_mock1 = mock.Mock()
801 order_mock2 = mock.Mock()
802 order_mock3 = mock.Mock()
803 all_orders.side_effect = [
804 [order_mock1, order_mock2],
805 [order_mock1, order_mock2],
806
807 [order_mock1, order_mock3],
808 [order_mock1, order_mock3],
809
810 [order_mock1, order_mock3],
811 [order_mock1, order_mock3],
812
813 []
814 ]
815
816 order_mock1.get_status.side_effect = ["open", "open", "closed"]
817 order_mock2.get_status.side_effect = ["open"]
818 order_mock3.get_status.side_effect = ["open", "closed"]
819
820 order_mock1.trade = mock.Mock()
821 order_mock2.trade = mock.Mock()
822 order_mock3.trade = mock.Mock()
823
824 m.follow_orders(sleep=sleep)
825
826 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
827 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
828 self.assertEqual(2, order_mock1.trade.update_order.call_count)
829 self.assertEqual(3, order_mock1.get_status.call_count)
830
831 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
832 self.assertEqual(1, order_mock2.trade.update_order.call_count)
833 self.assertEqual(1, order_mock2.get_status.call_count)
834
835 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
836 self.assertEqual(1, order_mock3.trade.update_order.call_count)
837 self.assertEqual(2, order_mock3.get_status.call_count)
838 m.report.log_stage.assert_called()
839 calls = [
840 mock.call("follow_orders_begin"),
841 mock.call("follow_orders_tick_1"),
842 mock.call("follow_orders_tick_2"),
843 mock.call("follow_orders_tick_3"),
844 mock.call("follow_orders_end"),
845 ]
846 m.report.log_stage.assert_has_calls(calls)
847 m.report.log_orders.assert_called()
848 self.assertEqual(3, m.report.log_orders.call_count)
849 calls = [
850 mock.call([order_mock1, order_mock2], tick=1),
851 mock.call([order_mock1, order_mock3], tick=2),
852 mock.call([order_mock1, order_mock3], tick=3),
853 ]
854 m.report.log_orders.assert_has_calls(calls)
855 calls = [
856 mock.call(order_mock1, 3, finished=True),
857 mock.call(order_mock3, 3, finished=True),
858 ]
859 m.report.log_order.assert_has_calls(calls)
860
861 if sleep is None:
862 if debug:
863 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
864 time_mock.assert_called_with(7)
865 else:
866 time_mock.assert_called_with(30)
867 else:
868 time_mock.assert_called_with(sleep)
869
870 @mock.patch.object(market.BalanceStore, "fetch_balances")
871 def test_move_balance(self, fetch_balances):
872 for debug in [True, False]:
873 with self.subTest(debug=debug),\
874 mock.patch("market.ReportStore"):
875 m = market.Market(self.ccxt, debug=debug)
876
877 value_from = portfolio.Amount("BTC", "1.0")
878 value_from.linked_to = portfolio.Amount("ETH", "10.0")
879 value_to = portfolio.Amount("BTC", "10.0")
880 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
881
882 value_from = portfolio.Amount("BTC", "0.0")
883 value_from.linked_to = portfolio.Amount("ETH", "0.0")
884 value_to = portfolio.Amount("BTC", "-3.0")
885 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
886
887 value_from = portfolio.Amount("USDT", "0.0")
888 value_from.linked_to = portfolio.Amount("XVG", "0.0")
889 value_to = portfolio.Amount("USDT", "-50.0")
890 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
891
892 m.trades.all = [trade1, trade2, trade3]
893 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
894 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
895 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
896 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
897
898 m.move_balances()
899
900 fetch_balances.assert_called_with()
901 m.report.log_move_balances.assert_called_once()
902
903 if debug:
904 m.report.log_debug_action.assert_called()
905 self.assertEqual(3, m.report.log_debug_action.call_count)
906 else:
907 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
908 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
909 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
910
911 @unittest.skipUnless("unit" in limits, "Unit skipped")
912 class TradeStoreTest(WebMockTestCase):
913 def test_compute_trades(self):
914 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
915
916 values_in_base = {
917 "XMR": portfolio.Amount("BTC", D("0.9")),
918 "DASH": portfolio.Amount("BTC", D("0.4")),
919 "XVG": portfolio.Amount("BTC", D("-0.5")),
920 "BTC": portfolio.Amount("BTC", D("0.5")),
921 }
922 new_repartition = {
923 "DASH": portfolio.Amount("BTC", D("0.5")),
924 "XVG": portfolio.Amount("BTC", D("0.1")),
925 "BTC": portfolio.Amount("BTC", D("0.4")),
926 "ETH": portfolio.Amount("BTC", D("0.3")),
927 }
928 side_effect = [
929 (True, 1),
930 (False, 2),
931 (False, 3),
932 (True, 4),
933 (True, 5)
934 ]
935
936 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
937 trade_store = market.TradeStore(self.m)
938 trade_if_matching.side_effect = side_effect
939
940 trade_store.compute_trades(values_in_base,
941 new_repartition, only="only")
942
943 self.assertEqual(5, trade_if_matching.call_count)
944 self.assertEqual(3, len(trade_store.all))
945 self.assertEqual([1, 4, 5], trade_store.all)
946 self.m.report.log_trades.assert_called_with(side_effect, "only")
947
948 def test_trade_if_matching(self):
949
950 with self.subTest(only="nope"):
951 trade_store = market.TradeStore(self.m)
952 result = trade_store.trade_if_matching(
953 portfolio.Amount("BTC", D("0")),
954 portfolio.Amount("BTC", D("0.3")),
955 "ETH", only="nope")
956 self.assertEqual(False, result[0])
957 self.assertIsInstance(result[1], portfolio.Trade)
958
959 with self.subTest(only=None):
960 trade_store = market.TradeStore(self.m)
961 result = trade_store.trade_if_matching(
962 portfolio.Amount("BTC", D("0")),
963 portfolio.Amount("BTC", D("0.3")),
964 "ETH", only=None)
965 self.assertEqual(True, result[0])
966
967 with self.subTest(only="acquire"):
968 trade_store = market.TradeStore(self.m)
969 result = trade_store.trade_if_matching(
970 portfolio.Amount("BTC", D("0")),
971 portfolio.Amount("BTC", D("0.3")),
972 "ETH", only="acquire")
973 self.assertEqual(True, result[0])
974
975 with self.subTest(only="dispose"):
976 trade_store = market.TradeStore(self.m)
977 result = trade_store.trade_if_matching(
978 portfolio.Amount("BTC", D("0")),
979 portfolio.Amount("BTC", D("0.3")),
980 "ETH", only="dispose")
981 self.assertEqual(False, result[0])
982
983 def test_prepare_orders(self):
984 trade_store = market.TradeStore(self.m)
985
986 trade_mock1 = mock.Mock()
987 trade_mock2 = mock.Mock()
988 trade_mock3 = mock.Mock()
989
990 trade_mock1.prepare_order.return_value = 1
991 trade_mock2.prepare_order.return_value = 2
992 trade_mock3.prepare_order.return_value = 3
993
994 trade_mock1.is_fullfiled = False
995 trade_mock2.is_fullfiled = False
996 trade_mock3.is_fullfiled = True
997
998 trade_store.all.append(trade_mock1)
999 trade_store.all.append(trade_mock2)
1000 trade_store.all.append(trade_mock3)
1001
1002 trade_store.prepare_orders()
1003 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1004 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1005 trade_mock3.prepare_order.assert_not_called()
1006 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1007
1008 self.m.report.log_orders.reset_mock()
1009
1010 trade_store.prepare_orders(compute_value="bla")
1011 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1012 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1013 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
1014
1015 trade_mock1.prepare_order.reset_mock()
1016 trade_mock2.prepare_order.reset_mock()
1017 self.m.report.log_orders.reset_mock()
1018
1019 trade_mock1.action = "foo"
1020 trade_mock2.action = "bar"
1021 trade_store.prepare_orders(only="bar")
1022 trade_mock1.prepare_order.assert_not_called()
1023 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1024 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
1025
1026 def test_print_all_with_order(self):
1027 trade_mock1 = mock.Mock()
1028 trade_mock2 = mock.Mock()
1029 trade_mock3 = mock.Mock()
1030 trade_store = market.TradeStore(self.m)
1031 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
1032
1033 trade_store.print_all_with_order()
1034
1035 trade_mock1.print_with_order.assert_called()
1036 trade_mock2.print_with_order.assert_called()
1037 trade_mock3.print_with_order.assert_called()
1038
1039 def test_run_orders(self):
1040 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1041 order_mock1 = mock.Mock()
1042 order_mock2 = mock.Mock()
1043 order_mock3 = mock.Mock()
1044 trade_store = market.TradeStore(self.m)
1045
1046 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1047
1048 trade_store.run_orders()
1049
1050 all_orders.assert_called_with(state="pending")
1051
1052 order_mock1.run.assert_called()
1053 order_mock2.run.assert_called()
1054 order_mock3.run.assert_called()
1055
1056 self.m.report.log_stage.assert_called_with("run_orders")
1057 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
1058 order_mock3])
1059
1060 def test_all_orders(self):
1061 trade_mock1 = mock.Mock()
1062 trade_mock2 = mock.Mock()
1063
1064 order_mock1 = mock.Mock()
1065 order_mock2 = mock.Mock()
1066 order_mock3 = mock.Mock()
1067
1068 trade_mock1.orders = [order_mock1, order_mock2]
1069 trade_mock2.orders = [order_mock3]
1070
1071 order_mock1.status = "pending"
1072 order_mock2.status = "open"
1073 order_mock3.status = "open"
1074
1075 trade_store = market.TradeStore(self.m)
1076 trade_store.all.append(trade_mock1)
1077 trade_store.all.append(trade_mock2)
1078
1079 orders = trade_store.all_orders()
1080 self.assertEqual(3, len(orders))
1081
1082 open_orders = trade_store.all_orders(state="open")
1083 self.assertEqual(2, len(open_orders))
1084 self.assertEqual([order_mock2, order_mock3], open_orders)
1085
1086 def test_update_all_orders_status(self):
1087 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1088 order_mock1 = mock.Mock()
1089 order_mock2 = mock.Mock()
1090 order_mock3 = mock.Mock()
1091
1092 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1093
1094 trade_store = market.TradeStore(self.m)
1095
1096 trade_store.update_all_orders_status()
1097 all_orders.assert_called_with(state="open")
1098
1099 order_mock1.get_status.assert_called()
1100 order_mock2.get_status.assert_called()
1101 order_mock3.get_status.assert_called()
1102
1103 def test_pending(self):
1104 trade_mock1 = mock.Mock()
1105 trade_mock1.is_fullfiled = False
1106 trade_mock2 = mock.Mock()
1107 trade_mock2.is_fullfiled = False
1108 trade_mock3 = mock.Mock()
1109 trade_mock3.is_fullfiled = True
1110
1111 trade_store = market.TradeStore(self.m)
1112
1113 trade_store.all.append(trade_mock1)
1114 trade_store.all.append(trade_mock2)
1115 trade_store.all.append(trade_mock3)
1116
1117 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
1118
1119 @unittest.skipUnless("unit" in limits, "Unit skipped")
1120 class BalanceStoreTest(WebMockTestCase):
1121 def setUp(self):
1122 super(BalanceStoreTest, self).setUp()
1123
1124 self.fetch_balance = {
1125 "ETC": {
1126 "exchange_free": 0,
1127 "exchange_used": 0,
1128 "exchange_total": 0,
1129 "margin_total": 0,
1130 },
1131 "USDT": {
1132 "exchange_free": D("6.0"),
1133 "exchange_used": D("1.2"),
1134 "exchange_total": D("7.2"),
1135 "margin_total": 0,
1136 },
1137 "XVG": {
1138 "exchange_free": 16,
1139 "exchange_used": 0,
1140 "exchange_total": 16,
1141 "margin_total": 0,
1142 },
1143 "XMR": {
1144 "exchange_free": 0,
1145 "exchange_used": 0,
1146 "exchange_total": 0,
1147 "margin_total": D("-1.0"),
1148 "margin_free": 0,
1149 },
1150 }
1151
1152 def test_in_currency(self):
1153 self.m.get_ticker.return_value = {
1154 "bid": D("0.09"),
1155 "ask": D("0.11"),
1156 "average": D("0.1"),
1157 }
1158
1159 balance_store = market.BalanceStore(self.m)
1160 balance_store.all = {
1161 "BTC": portfolio.Balance("BTC", {
1162 "total": "0.65",
1163 "exchange_total":"0.65",
1164 "exchange_free": "0.35",
1165 "exchange_used": "0.30"}),
1166 "ETH": portfolio.Balance("ETH", {
1167 "total": 3,
1168 "exchange_total": 3,
1169 "exchange_free": 3,
1170 "exchange_used": 0}),
1171 }
1172
1173 amounts = balance_store.in_currency("BTC")
1174 self.assertEqual("BTC", amounts["ETH"].currency)
1175 self.assertEqual(D("0.65"), amounts["BTC"].value)
1176 self.assertEqual(D("0.30"), amounts["ETH"].value)
1177 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1178 "average", "total")
1179 self.m.report.log_tickers.reset_mock()
1180
1181 amounts = balance_store.in_currency("BTC", compute_value="bid")
1182 self.assertEqual(D("0.65"), amounts["BTC"].value)
1183 self.assertEqual(D("0.27"), amounts["ETH"].value)
1184 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1185 "bid", "total")
1186 self.m.report.log_tickers.reset_mock()
1187
1188 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
1189 self.assertEqual(D("0.30"), amounts["BTC"].value)
1190 self.assertEqual(0, amounts["ETH"].value)
1191 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1192 "bid", "exchange_used")
1193 self.m.report.log_tickers.reset_mock()
1194
1195 def test_fetch_balances(self):
1196 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1197
1198 balance_store = market.BalanceStore(self.m)
1199
1200 balance_store.fetch_balances()
1201 self.assertNotIn("ETC", balance_store.currencies())
1202 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1203
1204 balance_store.all["ETC"] = portfolio.Balance("ETC", {
1205 "exchange_total": "1", "exchange_free": "0",
1206 "exchange_used": "1" })
1207 balance_store.fetch_balances(tag="foo")
1208 self.assertEqual(0, balance_store.all["ETC"].total)
1209 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1210 self.m.report.log_balances.assert_called_with(tag="foo")
1211
1212 @mock.patch.object(portfolio.Portfolio, "repartition")
1213 def test_dispatch_assets(self, repartition):
1214 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1215
1216 balance_store = market.BalanceStore(self.m)
1217 balance_store.fetch_balances()
1218
1219 self.assertNotIn("XEM", balance_store.currencies())
1220
1221 repartition_hash = {
1222 "XEM": (D("0.75"), "long"),
1223 "BTC": (D("0.26"), "long"),
1224 "DASH": (D("0.10"), "short"),
1225 }
1226 repartition.return_value = repartition_hash
1227
1228 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1229 repartition.assert_called_with(self.m, liquidity="medium")
1230 self.assertIn("XEM", balance_store.currencies())
1231 self.assertEqual(D("2.6"), amounts["BTC"].value)
1232 self.assertEqual(D("7.5"), amounts["XEM"].value)
1233 self.assertEqual(D("-1.0"), amounts["DASH"].value)
1234 self.m.report.log_balances.assert_called_with(tag=None)
1235 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
1236 "11.1"), amounts, "medium", repartition_hash)
1237
1238 def test_currencies(self):
1239 balance_store = market.BalanceStore(self.m)
1240
1241 balance_store.all = {
1242 "BTC": portfolio.Balance("BTC", {
1243 "total": "0.65",
1244 "exchange_total":"0.65",
1245 "exchange_free": "0.35",
1246 "exchange_used": "0.30"}),
1247 "ETH": portfolio.Balance("ETH", {
1248 "total": 3,
1249 "exchange_total": 3,
1250 "exchange_free": 3,
1251 "exchange_used": 0}),
1252 }
1253 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
1254
1255 def test_as_json(self):
1256 balance_mock1 = mock.Mock()
1257 balance_mock1.as_json.return_value = 1
1258
1259 balance_mock2 = mock.Mock()
1260 balance_mock2.as_json.return_value = 2
1261
1262 balance_store = market.BalanceStore(self.m)
1263 balance_store.all = {
1264 "BTC": balance_mock1,
1265 "ETH": balance_mock2,
1266 }
1267
1268 as_json = balance_store.as_json()
1269 self.assertEqual(1, as_json["BTC"])
1270 self.assertEqual(2, as_json["ETH"])
1271
1272
1273 @unittest.skipUnless("unit" in limits, "Unit skipped")
1274 class ComputationTest(WebMockTestCase):
1275 def test_compute_value(self):
1276 compute = mock.Mock()
1277 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1278 compute.assert_called_with("foo", "ask")
1279
1280 compute.reset_mock()
1281 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1282 compute.assert_called_with("foo", "bid")
1283
1284 compute.reset_mock()
1285 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1286 compute.assert_called_with("foo", "ask")
1287
1288 compute.reset_mock()
1289 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1290 compute.assert_called_with("foo", "bid")
1291
1292 compute.reset_mock()
1293 portfolio.Computation.computations["test"] = compute
1294 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1295 compute.assert_called_with("foo", "bid")
1296
1297
1298 @unittest.skipUnless("unit" in limits, "Unit skipped")
1299 class TradeTest(WebMockTestCase):
1300
1301 def test_values_assertion(self):
1302 value_from = portfolio.Amount("BTC", "1.0")
1303 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1304 value_to = portfolio.Amount("BTC", "1.0")
1305 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1306 self.assertEqual("BTC", trade.base_currency)
1307 self.assertEqual("ETH", trade.currency)
1308 self.assertEqual(self.m, trade.market)
1309
1310 with self.assertRaises(AssertionError):
1311 portfolio.Trade(value_from, -value_to, "ETH", self.m)
1312 with self.assertRaises(AssertionError):
1313 portfolio.Trade(value_from, value_to, "ETC", self.m)
1314 with self.assertRaises(AssertionError):
1315 value_from.currency = "ETH"
1316 portfolio.Trade(value_from, value_to, "ETH", self.m)
1317 value_from.currency = "BTC"
1318 with self.assertRaises(AssertionError):
1319 value_from2 = portfolio.Amount("BTC", "1.0")
1320 portfolio.Trade(value_from2, value_to, "ETH", self.m)
1321
1322 value_from = portfolio.Amount("BTC", 0)
1323 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1324 self.assertEqual(0, trade.value_from.linked_to)
1325
1326 def test_action(self):
1327 value_from = portfolio.Amount("BTC", "1.0")
1328 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1329 value_to = portfolio.Amount("BTC", "1.0")
1330 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1331
1332 self.assertIsNone(trade.action)
1333
1334 value_from = portfolio.Amount("BTC", "1.0")
1335 value_from.linked_to = portfolio.Amount("BTC", "1.0")
1336 value_to = portfolio.Amount("BTC", "2.0")
1337 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
1338
1339 self.assertIsNone(trade.action)
1340
1341 value_from = portfolio.Amount("BTC", "0.5")
1342 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1343 value_to = portfolio.Amount("BTC", "1.0")
1344 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1345
1346 self.assertEqual("acquire", trade.action)
1347
1348 value_from = portfolio.Amount("BTC", "0")
1349 value_from.linked_to = portfolio.Amount("ETH", "0")
1350 value_to = portfolio.Amount("BTC", "-1.0")
1351 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1352
1353 self.assertEqual("acquire", trade.action)
1354
1355 def test_order_action(self):
1356 value_from = portfolio.Amount("BTC", "0.5")
1357 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1358 value_to = portfolio.Amount("BTC", "1.0")
1359 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1360
1361 self.assertEqual("buy", trade.order_action(False))
1362 self.assertEqual("sell", trade.order_action(True))
1363
1364 value_from = portfolio.Amount("BTC", "0")
1365 value_from.linked_to = portfolio.Amount("ETH", "0")
1366 value_to = portfolio.Amount("BTC", "-1.0")
1367 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1368
1369 self.assertEqual("sell", trade.order_action(False))
1370 self.assertEqual("buy", trade.order_action(True))
1371
1372 def test_trade_type(self):
1373 value_from = portfolio.Amount("BTC", "0.5")
1374 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1375 value_to = portfolio.Amount("BTC", "1.0")
1376 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1377
1378 self.assertEqual("long", trade.trade_type)
1379
1380 value_from = portfolio.Amount("BTC", "0")
1381 value_from.linked_to = portfolio.Amount("ETH", "0")
1382 value_to = portfolio.Amount("BTC", "-1.0")
1383 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1384
1385 self.assertEqual("short", trade.trade_type)
1386
1387 def test_is_fullfiled(self):
1388 value_from = portfolio.Amount("BTC", "0.5")
1389 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1390 value_to = portfolio.Amount("BTC", "1.0")
1391 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1392
1393 order1 = mock.Mock()
1394 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
1395
1396 order2 = mock.Mock()
1397 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
1398 trade.orders.append(order1)
1399 trade.orders.append(order2)
1400
1401 self.assertFalse(trade.is_fullfiled)
1402
1403 order3 = mock.Mock()
1404 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
1405 trade.orders.append(order3)
1406
1407 self.assertTrue(trade.is_fullfiled)
1408
1409 def test_filled_amount(self):
1410 value_from = portfolio.Amount("BTC", "0.5")
1411 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1412 value_to = portfolio.Amount("BTC", "1.0")
1413 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1414
1415 order1 = mock.Mock()
1416 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
1417
1418 order2 = mock.Mock()
1419 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
1420 trade.orders.append(order1)
1421 trade.orders.append(order2)
1422
1423 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1424 order1.filled_amount.assert_called_with(in_base_currency=False)
1425 order2.filled_amount.assert_called_with(in_base_currency=False)
1426
1427 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1428 order1.filled_amount.assert_called_with(in_base_currency=False)
1429 order2.filled_amount.assert_called_with(in_base_currency=False)
1430
1431 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1432 order1.filled_amount.assert_called_with(in_base_currency=True)
1433 order2.filled_amount.assert_called_with(in_base_currency=True)
1434
1435 @mock.patch.object(portfolio.Computation, "compute_value")
1436 @mock.patch.object(portfolio.Trade, "filled_amount")
1437 @mock.patch.object(portfolio, "Order")
1438 def test_prepare_order(self, Order, filled_amount, compute_value):
1439 Order.return_value = "Order"
1440
1441 with self.subTest(desc="Nothing to do"):
1442 value_from = portfolio.Amount("BTC", "10")
1443 value_from.rate = D("0.1")
1444 value_from.linked_to = portfolio.Amount("FOO", "100")
1445 value_to = portfolio.Amount("BTC", "10")
1446 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1447
1448 trade.prepare_order()
1449
1450 filled_amount.assert_not_called()
1451 compute_value.assert_not_called()
1452 self.assertEqual(0, len(trade.orders))
1453 Order.assert_not_called()
1454
1455 self.m.get_ticker.return_value = { "inverted": False }
1456 with self.subTest(desc="Already filled"):
1457 filled_amount.return_value = portfolio.Amount("FOO", "100")
1458 compute_value.return_value = D("0.125")
1459
1460 value_from = portfolio.Amount("BTC", "10")
1461 value_from.rate = D("0.1")
1462 value_from.linked_to = portfolio.Amount("FOO", "100")
1463 value_to = portfolio.Amount("BTC", "0")
1464 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1465
1466 trade.prepare_order()
1467
1468 filled_amount.assert_called_with(in_base_currency=False)
1469 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1470 self.assertEqual(0, len(trade.orders))
1471 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
1472 Order.assert_not_called()
1473
1474 with self.subTest(action="dispose", inverted=False):
1475 filled_amount.return_value = portfolio.Amount("FOO", "60")
1476 compute_value.return_value = D("0.125")
1477
1478 value_from = portfolio.Amount("BTC", "10")
1479 value_from.rate = D("0.1")
1480 value_from.linked_to = portfolio.Amount("FOO", "100")
1481 value_to = portfolio.Amount("BTC", "1")
1482 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1483
1484 trade.prepare_order()
1485
1486 filled_amount.assert_called_with(in_base_currency=False)
1487 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1488 self.assertEqual(1, len(trade.orders))
1489 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1490 D("0.125"), "BTC", "long", self.m,
1491 trade, close_if_possible=False)
1492
1493 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
1494 filled_amount.return_value = portfolio.Amount("FOO", "60")
1495 compute_value.return_value = D("0.125")
1496
1497 value_from = portfolio.Amount("BTC", "10")
1498 value_from.rate = D("0.1")
1499 value_from.linked_to = portfolio.Amount("FOO", "100")
1500 value_to = portfolio.Amount("BTC", "1")
1501 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1502
1503 trade.prepare_order(close_if_possible=True)
1504
1505 filled_amount.assert_called_with(in_base_currency=False)
1506 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1507 self.assertEqual(1, len(trade.orders))
1508 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1509 D("0.125"), "BTC", "long", self.m,
1510 trade, close_if_possible=True)
1511
1512 with self.subTest(action="acquire", inverted=False):
1513 filled_amount.return_value = portfolio.Amount("BTC", "3")
1514 compute_value.return_value = D("0.125")
1515
1516 value_from = portfolio.Amount("BTC", "1")
1517 value_from.rate = D("0.1")
1518 value_from.linked_to = portfolio.Amount("FOO", "10")
1519 value_to = portfolio.Amount("BTC", "10")
1520 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1521
1522 trade.prepare_order()
1523
1524 filled_amount.assert_called_with(in_base_currency=True)
1525 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
1526 self.assertEqual(1, len(trade.orders))
1527
1528 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
1529 D("0.125"), "BTC", "long", self.m,
1530 trade, close_if_possible=False)
1531
1532 with self.subTest(close_if_possible=True):
1533 filled_amount.return_value = portfolio.Amount("FOO", "0")
1534 compute_value.return_value = D("0.125")
1535
1536 value_from = portfolio.Amount("BTC", "10")
1537 value_from.rate = D("0.1")
1538 value_from.linked_to = portfolio.Amount("FOO", "100")
1539 value_to = portfolio.Amount("BTC", "0")
1540 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1541
1542 trade.prepare_order()
1543
1544 filled_amount.assert_called_with(in_base_currency=False)
1545 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
1546 self.assertEqual(1, len(trade.orders))
1547 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
1548 D("0.125"), "BTC", "long", self.m,
1549 trade, close_if_possible=True)
1550
1551 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
1552 with self.subTest(action="dispose", inverted=True):
1553 filled_amount.return_value = portfolio.Amount("FOO", "300")
1554 compute_value.return_value = D("125")
1555
1556 value_from = portfolio.Amount("BTC", "10")
1557 value_from.rate = D("0.01")
1558 value_from.linked_to = portfolio.Amount("FOO", "1000")
1559 value_to = portfolio.Amount("BTC", "1")
1560 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1561
1562 trade.prepare_order(compute_value="foo")
1563
1564 filled_amount.assert_called_with(in_base_currency=True)
1565 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
1566 self.assertEqual(1, len(trade.orders))
1567 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
1568 D("125"), "FOO", "long", self.m,
1569 trade, close_if_possible=False)
1570
1571 with self.subTest(action="acquire", inverted=True):
1572 filled_amount.return_value = portfolio.Amount("BTC", "4")
1573 compute_value.return_value = D("125")
1574
1575 value_from = portfolio.Amount("BTC", "1")
1576 value_from.rate = D("0.01")
1577 value_from.linked_to = portfolio.Amount("FOO", "100")
1578 value_to = portfolio.Amount("BTC", "10")
1579 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
1580
1581 trade.prepare_order(compute_value="foo")
1582
1583 filled_amount.assert_called_with(in_base_currency=False)
1584 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
1585 self.assertEqual(1, len(trade.orders))
1586 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
1587 D("125"), "FOO", "long", self.m,
1588 trade, close_if_possible=False)
1589
1590
1591 @mock.patch.object(portfolio.Trade, "prepare_order")
1592 def test_update_order(self, prepare_order):
1593 order_mock = mock.Mock()
1594 new_order_mock = mock.Mock()
1595
1596 value_from = portfolio.Amount("BTC", "0.5")
1597 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1598 value_to = portfolio.Amount("BTC", "1.0")
1599 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1600 prepare_order.return_value = new_order_mock
1601
1602 for i in [0, 1, 3, 4, 6]:
1603 with self.subTest(tick=i):
1604 trade.update_order(order_mock, i)
1605 order_mock.cancel.assert_not_called()
1606 new_order_mock.run.assert_not_called()
1607 self.m.report.log_order.assert_called_once_with(order_mock, i,
1608 update="waiting", compute_value=None, new_order=None)
1609
1610 order_mock.reset_mock()
1611 new_order_mock.reset_mock()
1612 trade.orders = []
1613 self.m.report.log_order.reset_mock()
1614
1615 trade.update_order(order_mock, 2)
1616 order_mock.cancel.assert_called()
1617 new_order_mock.run.assert_called()
1618 prepare_order.assert_called()
1619 self.m.report.log_order.assert_called()
1620 self.assertEqual(2, self.m.report.log_order.call_count)
1621 calls = [
1622 mock.call(order_mock, 2, update="adjusting",
1623 compute_value=mock.ANY,
1624 new_order=new_order_mock),
1625 mock.call(order_mock, 2, new_order=new_order_mock),
1626 ]
1627 self.m.report.log_order.assert_has_calls(calls)
1628
1629 order_mock.reset_mock()
1630 new_order_mock.reset_mock()
1631 trade.orders = []
1632 self.m.report.log_order.reset_mock()
1633
1634 trade.update_order(order_mock, 5)
1635 order_mock.cancel.assert_called()
1636 new_order_mock.run.assert_called()
1637 prepare_order.assert_called()
1638 self.assertEqual(2, self.m.report.log_order.call_count)
1639 self.m.report.log_order.assert_called()
1640 calls = [
1641 mock.call(order_mock, 5, update="adjusting",
1642 compute_value=mock.ANY,
1643 new_order=new_order_mock),
1644 mock.call(order_mock, 5, new_order=new_order_mock),
1645 ]
1646 self.m.report.log_order.assert_has_calls(calls)
1647
1648 order_mock.reset_mock()
1649 new_order_mock.reset_mock()
1650 trade.orders = []
1651 self.m.report.log_order.reset_mock()
1652
1653 trade.update_order(order_mock, 7)
1654 order_mock.cancel.assert_called()
1655 new_order_mock.run.assert_called()
1656 prepare_order.assert_called_with(compute_value="default")
1657 self.m.report.log_order.assert_called()
1658 self.assertEqual(2, self.m.report.log_order.call_count)
1659 calls = [
1660 mock.call(order_mock, 7, update="market_fallback",
1661 compute_value='default',
1662 new_order=new_order_mock),
1663 mock.call(order_mock, 7, new_order=new_order_mock),
1664 ]
1665 self.m.report.log_order.assert_has_calls(calls)
1666
1667 order_mock.reset_mock()
1668 new_order_mock.reset_mock()
1669 trade.orders = []
1670 self.m.report.log_order.reset_mock()
1671
1672 for i in [10, 13, 16]:
1673 with self.subTest(tick=i):
1674 trade.update_order(order_mock, i)
1675 order_mock.cancel.assert_called()
1676 new_order_mock.run.assert_called()
1677 prepare_order.assert_called_with(compute_value="default")
1678 self.m.report.log_order.assert_called()
1679 self.assertEqual(2, self.m.report.log_order.call_count)
1680 calls = [
1681 mock.call(order_mock, i, update="market_adjust",
1682 compute_value='default',
1683 new_order=new_order_mock),
1684 mock.call(order_mock, i, new_order=new_order_mock),
1685 ]
1686 self.m.report.log_order.assert_has_calls(calls)
1687
1688 order_mock.reset_mock()
1689 new_order_mock.reset_mock()
1690 trade.orders = []
1691 self.m.report.log_order.reset_mock()
1692
1693 for i in [8, 9, 11, 12]:
1694 with self.subTest(tick=i):
1695 trade.update_order(order_mock, i)
1696 order_mock.cancel.assert_not_called()
1697 new_order_mock.run.assert_not_called()
1698 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
1699 compute_value=None, new_order=None)
1700
1701 order_mock.reset_mock()
1702 new_order_mock.reset_mock()
1703 trade.orders = []
1704 self.m.report.log_order.reset_mock()
1705
1706
1707 def test_print_with_order(self):
1708 value_from = portfolio.Amount("BTC", "0.5")
1709 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1710 value_to = portfolio.Amount("BTC", "1.0")
1711 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1712
1713 order_mock1 = mock.Mock()
1714 order_mock1.__repr__ = mock.Mock()
1715 order_mock1.__repr__.return_value = "Mock 1"
1716 order_mock2 = mock.Mock()
1717 order_mock2.__repr__ = mock.Mock()
1718 order_mock2.__repr__.return_value = "Mock 2"
1719 order_mock1.mouvements = []
1720 mouvement_mock1 = mock.Mock()
1721 mouvement_mock1.__repr__ = mock.Mock()
1722 mouvement_mock1.__repr__.return_value = "Mouvement 1"
1723 mouvement_mock2 = mock.Mock()
1724 mouvement_mock2.__repr__ = mock.Mock()
1725 mouvement_mock2.__repr__.return_value = "Mouvement 2"
1726 order_mock2.mouvements = [
1727 mouvement_mock1, mouvement_mock2
1728 ]
1729 trade.orders.append(order_mock1)
1730 trade.orders.append(order_mock2)
1731
1732 trade.print_with_order()
1733
1734 self.m.report.print_log.assert_called()
1735 calls = self.m.report.print_log.mock_calls
1736 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
1737 self.assertEqual("\tMock 1", str(calls[1][1][0]))
1738 self.assertEqual("\tMock 2", str(calls[2][1][0]))
1739 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
1740 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
1741
1742 def test__repr(self):
1743 value_from = portfolio.Amount("BTC", "0.5")
1744 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1745 value_to = portfolio.Amount("BTC", "1.0")
1746 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1747
1748 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
1749
1750 def test_as_json(self):
1751 value_from = portfolio.Amount("BTC", "0.5")
1752 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1753 value_to = portfolio.Amount("BTC", "1.0")
1754 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1755
1756 as_json = trade.as_json()
1757 self.assertEqual("acquire", as_json["action"])
1758 self.assertEqual(D("0.5"), as_json["from"])
1759 self.assertEqual(D("1.0"), as_json["to"])
1760 self.assertEqual("ETH", as_json["currency"])
1761 self.assertEqual("BTC", as_json["base_currency"])
1762
1763 @unittest.skipUnless("unit" in limits, "Unit skipped")
1764 class OrderTest(WebMockTestCase):
1765 def test_values(self):
1766 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1767 D("0.1"), "BTC", "long", "market", "trade")
1768 self.assertEqual("buy", order.action)
1769 self.assertEqual(10, order.amount.value)
1770 self.assertEqual("ETH", order.amount.currency)
1771 self.assertEqual(D("0.1"), order.rate)
1772 self.assertEqual("BTC", order.base_currency)
1773 self.assertEqual("market", order.market)
1774 self.assertEqual("long", order.trade_type)
1775 self.assertEqual("pending", order.status)
1776 self.assertEqual("trade", order.trade)
1777 self.assertIsNone(order.id)
1778 self.assertFalse(order.close_if_possible)
1779
1780 def test__repr(self):
1781 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1782 D("0.1"), "BTC", "long", "market", "trade")
1783 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1784
1785 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1786 D("0.1"), "BTC", "long", "market", "trade",
1787 close_if_possible=True)
1788 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1789
1790 def test_as_json(self):
1791 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1792 D("0.1"), "BTC", "long", "market", "trade")
1793 mouvement_mock1 = mock.Mock()
1794 mouvement_mock1.as_json.return_value = 1
1795 mouvement_mock2 = mock.Mock()
1796 mouvement_mock2.as_json.return_value = 2
1797
1798 order.mouvements = [mouvement_mock1, mouvement_mock2]
1799 as_json = order.as_json()
1800 self.assertEqual("buy", as_json["action"])
1801 self.assertEqual("long", as_json["trade_type"])
1802 self.assertEqual(10, as_json["amount"])
1803 self.assertEqual("ETH", as_json["currency"])
1804 self.assertEqual("BTC", as_json["base_currency"])
1805 self.assertEqual(D("0.1"), as_json["rate"])
1806 self.assertEqual("pending", as_json["status"])
1807 self.assertEqual(False, as_json["close_if_possible"])
1808 self.assertIsNone(as_json["id"])
1809 self.assertEqual([1, 2], as_json["mouvements"])
1810
1811 def test_account(self):
1812 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1813 D("0.1"), "BTC", "long", "market", "trade")
1814 self.assertEqual("exchange", order.account)
1815
1816 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1817 D("0.1"), "BTC", "short", "market", "trade")
1818 self.assertEqual("margin", order.account)
1819
1820 def test_pending(self):
1821 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1822 D("0.1"), "BTC", "long", "market", "trade")
1823 self.assertTrue(order.pending)
1824 order.status = "open"
1825 self.assertFalse(order.pending)
1826
1827 def test_open(self):
1828 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1829 D("0.1"), "BTC", "long", "market", "trade")
1830 self.assertFalse(order.open)
1831 order.status = "open"
1832 self.assertTrue(order.open)
1833
1834 def test_finished(self):
1835 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1836 D("0.1"), "BTC", "long", "market", "trade")
1837 self.assertFalse(order.finished)
1838 order.status = "closed"
1839 self.assertTrue(order.finished)
1840 order.status = "canceled"
1841 self.assertTrue(order.finished)
1842 order.status = "error"
1843 self.assertTrue(order.finished)
1844
1845 @mock.patch.object(portfolio.Order, "fetch")
1846 def test_cancel(self, fetch):
1847 self.m.debug = True
1848 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1849 D("0.1"), "BTC", "long", self.m, "trade")
1850 order.status = "open"
1851
1852 order.cancel()
1853 self.m.ccxt.cancel_order.assert_not_called()
1854 self.m.report.log_debug_action.assert_called_once()
1855 self.m.report.log_debug_action.reset_mock()
1856 self.assertEqual("canceled", order.status)
1857
1858 self.m.debug = False
1859 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1860 D("0.1"), "BTC", "long", self.m, "trade")
1861 order.status = "open"
1862 order.id = 42
1863
1864 order.cancel()
1865 self.m.ccxt.cancel_order.assert_called_with(42)
1866 fetch.assert_called_once_with()
1867 self.m.report.log_debug_action.assert_not_called()
1868
1869 def test_dust_amount_remaining(self):
1870 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1871 D("0.1"), "BTC", "long", self.m, "trade")
1872 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1873 self.assertFalse(order.dust_amount_remaining())
1874
1875 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1876 self.assertTrue(order.dust_amount_remaining())
1877
1878 @mock.patch.object(portfolio.Order, "fetch")
1879 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1880 def test_remaining_amount(self, filled_amount, fetch):
1881 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1882 D("0.1"), "BTC", "long", self.m, "trade")
1883
1884 self.assertEqual(9, order.remaining_amount().value)
1885
1886 order.status = "open"
1887 self.assertEqual(9, order.remaining_amount().value)
1888
1889 @mock.patch.object(portfolio.Order, "fetch")
1890 def test_filled_amount(self, fetch):
1891 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1892 D("0.1"), "BTC", "long", self.m, "trade")
1893 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1894 "tradeID": 42, "type": "buy", "fee": "0.0015",
1895 "date": "2017-12-30 12:00:12", "rate": "0.1",
1896 "amount": "3", "total": "0.3"
1897 }))
1898 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1899 "tradeID": 43, "type": "buy", "fee": "0.0015",
1900 "date": "2017-12-30 13:00:12", "rate": "0.2",
1901 "amount": "2", "total": "0.4"
1902 }))
1903 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1904 fetch.assert_not_called()
1905 order.status = "open"
1906 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1907 fetch.assert_called_once()
1908 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1909
1910 def test_fetch_mouvements(self):
1911 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
1912 {
1913 "tradeID": 42, "type": "buy", "fee": "0.0015",
1914 "date": "2017-12-30 12:00:12", "rate": "0.1",
1915 "amount": "3", "total": "0.3"
1916 },
1917 {
1918 "tradeID": 43, "type": "buy", "fee": "0.0015",
1919 "date": "2017-12-30 13:00:12", "rate": "0.2",
1920 "amount": "2", "total": "0.4"
1921 }
1922 ]
1923 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1924 D("0.1"), "BTC", "long", self.m, "trade")
1925 order.id = 12
1926 order.mouvements = ["Foo", "Bar", "Baz"]
1927
1928 order.fetch_mouvements()
1929
1930 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
1931 self.assertEqual(2, len(order.mouvements))
1932 self.assertEqual(42, order.mouvements[0].id)
1933 self.assertEqual(43, order.mouvements[1].id)
1934
1935 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
1936 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1937 D("0.1"), "BTC", "long", self.m, "trade")
1938 order.fetch_mouvements()
1939 self.assertEqual(0, len(order.mouvements))
1940
1941 def test_mark_finished_order(self):
1942 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1943 D("0.1"), "BTC", "short", self.m, "trade",
1944 close_if_possible=True)
1945 order.status = "closed"
1946 self.m.debug = False
1947
1948 order.mark_finished_order()
1949 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
1950 self.m.ccxt.close_margin_position.reset_mock()
1951
1952 order.status = "open"
1953 order.mark_finished_order()
1954 self.m.ccxt.close_margin_position.assert_not_called()
1955
1956 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1957 D("0.1"), "BTC", "short", self.m, "trade",
1958 close_if_possible=False)
1959 order.status = "closed"
1960 order.mark_finished_order()
1961 self.m.ccxt.close_margin_position.assert_not_called()
1962
1963 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1964 D("0.1"), "BTC", "short", self.m, "trade",
1965 close_if_possible=True)
1966 order.status = "closed"
1967 order.mark_finished_order()
1968 self.m.ccxt.close_margin_position.assert_not_called()
1969
1970 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1971 D("0.1"), "BTC", "long", self.m, "trade",
1972 close_if_possible=True)
1973 order.status = "closed"
1974 order.mark_finished_order()
1975 self.m.ccxt.close_margin_position.assert_not_called()
1976
1977 self.m.debug = True
1978
1979 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1980 D("0.1"), "BTC", "short", self.m, "trade",
1981 close_if_possible=True)
1982 order.status = "closed"
1983
1984 order.mark_finished_order()
1985 self.m.ccxt.close_margin_position.assert_not_called()
1986 self.m.report.log_debug_action.assert_called_once()
1987
1988 @mock.patch.object(portfolio.Order, "fetch_mouvements")
1989 def test_fetch(self, fetch_mouvements):
1990 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1991 D("0.1"), "BTC", "long", self.m, "trade")
1992 order.id = 45
1993 with self.subTest(debug=True):
1994 self.m.debug = True
1995 order.fetch()
1996 self.m.report.log_debug_action.assert_called_once()
1997 self.m.report.log_debug_action.reset_mock()
1998 self.m.ccxt.fetch_order.assert_not_called()
1999 fetch_mouvements.assert_not_called()
2000
2001 with self.subTest(debug=False):
2002 self.m.debug = False
2003 self.m.ccxt.fetch_order.return_value = {
2004 "status": "foo",
2005 "datetime": "timestamp"
2006 }
2007 order.fetch()
2008
2009 self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
2010 fetch_mouvements.assert_called_once()
2011 self.assertEqual("foo", order.status)
2012 self.assertEqual("timestamp", order.timestamp)
2013 self.assertEqual(1, len(order.results))
2014 self.m.report.log_debug_action.assert_not_called()
2015
2016 with self.subTest(missing_order=True):
2017 self.m.ccxt.fetch_order.side_effect = [
2018 portfolio.OrderNotCached,
2019 ]
2020 order.fetch()
2021 self.assertEqual("closed_unknown", order.status)
2022
2023 @mock.patch.object(portfolio.Order, "fetch")
2024 @mock.patch.object(portfolio.Order, "mark_finished_order")
2025 def test_get_status(self, mark_finished_order, fetch):
2026 with self.subTest(debug=True):
2027 self.m.debug = True
2028 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2029 D("0.1"), "BTC", "long", self.m, "trade")
2030 self.assertEqual("pending", order.get_status())
2031 fetch.assert_not_called()
2032 self.m.report.log_debug_action.assert_called_once()
2033
2034 with self.subTest(debug=False, finished=False):
2035 self.m.debug = False
2036 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2037 D("0.1"), "BTC", "long", self.m, "trade")
2038 def _fetch(order):
2039 def update_status():
2040 order.status = "open"
2041 return update_status
2042 fetch.side_effect = _fetch(order)
2043 self.assertEqual("open", order.get_status())
2044 mark_finished_order.assert_not_called()
2045 fetch.assert_called_once()
2046
2047 mark_finished_order.reset_mock()
2048 fetch.reset_mock()
2049 with self.subTest(debug=False, finished=True):
2050 self.m.debug = False
2051 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2052 D("0.1"), "BTC", "long", self.m, "trade")
2053 def _fetch(order):
2054 def update_status():
2055 order.status = "closed"
2056 return update_status
2057 fetch.side_effect = _fetch(order)
2058 self.assertEqual("closed", order.get_status())
2059 mark_finished_order.assert_called_once()
2060 fetch.assert_called_once()
2061
2062 def test_run(self):
2063 self.m.ccxt.order_precision.return_value = 4
2064 with self.subTest(debug=True):
2065 self.m.debug = True
2066 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2067 D("0.1"), "BTC", "long", self.m, "trade")
2068 order.run()
2069 self.m.ccxt.create_order.assert_not_called()
2070 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2071 self.assertEqual("open", order.status)
2072 self.assertEqual(1, len(order.results))
2073 self.assertEqual(-1, order.id)
2074
2075 self.m.ccxt.create_order.reset_mock()
2076 with self.subTest(debug=False):
2077 self.m.debug = False
2078 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2079 D("0.1"), "BTC", "long", self.m, "trade")
2080 self.m.ccxt.create_order.return_value = { "id": 123 }
2081 order.run()
2082 self.m.ccxt.create_order.assert_called_once()
2083 self.assertEqual(1, len(order.results))
2084 self.assertEqual("open", order.status)
2085
2086 self.m.ccxt.create_order.reset_mock()
2087 with self.subTest(exception=True):
2088 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2089 D("0.1"), "BTC", "long", self.m, "trade")
2090 self.m.ccxt.create_order.side_effect = Exception("bouh")
2091 order.run()
2092 self.m.ccxt.create_order.assert_called_once()
2093 self.assertEqual(0, len(order.results))
2094 self.assertEqual("error", order.status)
2095 self.m.report.log_error.assert_called_once()
2096
2097 self.m.ccxt.create_order.reset_mock()
2098 with self.subTest(dust_amount_exception=True),\
2099 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2100 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
2101 D("0.1"), "BTC", "long", self.m, "trade")
2102 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
2103 order.run()
2104 self.m.ccxt.create_order.assert_called_once()
2105 self.assertEqual(0, len(order.results))
2106 self.assertEqual("closed", order.status)
2107 mark_finished_order.assert_called_once()
2108
2109 self.m.ccxt.order_precision.return_value = 8
2110 self.m.ccxt.create_order.reset_mock()
2111 with self.subTest(insufficient_funds=True),\
2112 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2113 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2114 D("0.1"), "BTC", "long", self.m, "trade")
2115 self.m.ccxt.create_order.side_effect = [
2116 portfolio.InsufficientFunds,
2117 portfolio.InsufficientFunds,
2118 portfolio.InsufficientFunds,
2119 { "id": 123 },
2120 ]
2121 order.run()
2122 self.m.ccxt.create_order.assert_has_calls([
2123 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2124 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2125 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2126 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2127 ])
2128 self.assertEqual(4, self.m.ccxt.create_order.call_count)
2129 self.assertEqual(1, len(order.results))
2130 self.assertEqual("open", order.status)
2131 self.assertEqual(4, order.tries)
2132 self.m.report.log_error.assert_called()
2133 self.assertEqual(4, self.m.report.log_error.call_count)
2134
2135 self.m.ccxt.order_precision.return_value = 8
2136 self.m.ccxt.create_order.reset_mock()
2137 self.m.report.log_error.reset_mock()
2138 with self.subTest(insufficient_funds=True),\
2139 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2140 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2141 D("0.1"), "BTC", "long", self.m, "trade")
2142 self.m.ccxt.create_order.side_effect = [
2143 portfolio.InsufficientFunds,
2144 portfolio.InsufficientFunds,
2145 portfolio.InsufficientFunds,
2146 portfolio.InsufficientFunds,
2147 portfolio.InsufficientFunds,
2148 ]
2149 order.run()
2150 self.m.ccxt.create_order.assert_has_calls([
2151 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2152 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2153 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2154 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2155 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2156 ])
2157 self.assertEqual(5, self.m.ccxt.create_order.call_count)
2158 self.assertEqual(0, len(order.results))
2159 self.assertEqual("error", order.status)
2160 self.assertEqual(5, order.tries)
2161 self.m.report.log_error.assert_called()
2162 self.assertEqual(5, self.m.report.log_error.call_count)
2163 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)
2164
2165
2166 @unittest.skipUnless("unit" in limits, "Unit skipped")
2167 class MouvementTest(WebMockTestCase):
2168 def test_values(self):
2169 mouvement = portfolio.Mouvement("ETH", "BTC", {
2170 "tradeID": 42, "type": "buy", "fee": "0.0015",
2171 "date": "2017-12-30 12:00:12", "rate": "0.1",
2172 "amount": "10", "total": "1"
2173 })
2174 self.assertEqual("ETH", mouvement.currency)
2175 self.assertEqual("BTC", mouvement.base_currency)
2176 self.assertEqual(42, mouvement.id)
2177 self.assertEqual("buy", mouvement.action)
2178 self.assertEqual(D("0.0015"), mouvement.fee_rate)
2179 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2180 self.assertEqual(D("0.1"), mouvement.rate)
2181 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2182 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2183
2184 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2185 self.assertIsNone(mouvement.date)
2186 self.assertIsNone(mouvement.id)
2187 self.assertIsNone(mouvement.action)
2188 self.assertEqual(-1, mouvement.fee_rate)
2189 self.assertEqual(0, mouvement.rate)
2190 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2191 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2192
2193 def test__repr(self):
2194 mouvement = portfolio.Mouvement("ETH", "BTC", {
2195 "tradeID": 42, "type": "buy", "fee": "0.0015",
2196 "date": "2017-12-30 12:00:12", "rate": "0.1",
2197 "amount": "10", "total": "1"
2198 })
2199 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
2200
2201 mouvement = portfolio.Mouvement("ETH", "BTC", {
2202 "tradeID": 42, "type": "buy",
2203 "date": "garbage", "rate": "0.1",
2204 "amount": "10", "total": "1"
2205 })
2206 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2207
2208 def test_as_json(self):
2209 mouvement = portfolio.Mouvement("ETH", "BTC", {
2210 "tradeID": 42, "type": "buy", "fee": "0.0015",
2211 "date": "2017-12-30 12:00:12", "rate": "0.1",
2212 "amount": "10", "total": "1"
2213 })
2214 as_json = mouvement.as_json()
2215
2216 self.assertEqual(D("0.0015"), as_json["fee_rate"])
2217 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2218 self.assertEqual("buy", as_json["action"])
2219 self.assertEqual(D("10"), as_json["total"])
2220 self.assertEqual(D("1"), as_json["total_in_base"])
2221 self.assertEqual("BTC", as_json["base_currency"])
2222 self.assertEqual("ETH", as_json["currency"])
2223
2224 @unittest.skipUnless("unit" in limits, "Unit skipped")
2225 class ReportStoreTest(WebMockTestCase):
2226 def test_add_log(self):
2227 report_store = market.ReportStore(self.m)
2228 report_store.add_log({"foo": "bar"})
2229
2230 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
2231
2232 def test_set_verbose(self):
2233 report_store = market.ReportStore(self.m)
2234 with self.subTest(verbose=True):
2235 report_store.set_verbose(True)
2236 self.assertTrue(report_store.verbose_print)
2237
2238 with self.subTest(verbose=False):
2239 report_store.set_verbose(False)
2240 self.assertFalse(report_store.verbose_print)
2241
2242 def test_print_log(self):
2243 report_store = market.ReportStore(self.m)
2244 with self.subTest(verbose=True),\
2245 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2246 report_store.set_verbose(True)
2247 report_store.print_log("Coucou")
2248 report_store.print_log(portfolio.Amount("BTC", 1))
2249 self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
2250
2251 with self.subTest(verbose=False),\
2252 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2253 report_store.set_verbose(False)
2254 report_store.print_log("Coucou")
2255 report_store.print_log(portfolio.Amount("BTC", 1))
2256 self.assertEqual(stdout_mock.getvalue(), "")
2257
2258 def test_to_json(self):
2259 report_store = market.ReportStore(self.m)
2260 report_store.logs.append({"foo": "bar"})
2261 self.assertEqual('[{"foo": "bar"}]', report_store.to_json())
2262 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
2263 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}]', report_store.to_json())
2264 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
2265 self.assertEqual('[{"foo": "bar"}, {"date": "2018-02-24T00:00:00"}, {"amount": "1.00000000 BTC"}]', report_store.to_json())
2266
2267 @mock.patch.object(market.ReportStore, "print_log")
2268 @mock.patch.object(market.ReportStore, "add_log")
2269 def test_log_stage(self, add_log, print_log):
2270 report_store = market.ReportStore(self.m)
2271 c = lambda x: x
2272 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
2273 print_log.assert_has_calls([
2274 mock.call("-----------"),
2275 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
2276 ])
2277 add_log.assert_called_once_with({
2278 'type': 'stage',
2279 'stage': 'foo',
2280 'args': {
2281 'bar': 'baz',
2282 'c': 'c = lambda x: x',
2283 'd': {
2284 'currency': 'BTC',
2285 'value': D('1')
2286 }
2287 }
2288 })
2289
2290 @mock.patch.object(market.ReportStore, "print_log")
2291 @mock.patch.object(market.ReportStore, "add_log")
2292 def test_log_balances(self, add_log, print_log):
2293 report_store = market.ReportStore(self.m)
2294 self.m.balances.as_json.return_value = "json"
2295 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
2296
2297 report_store.log_balances(tag="tag")
2298 print_log.assert_has_calls([
2299 mock.call("[Balance]"),
2300 mock.call("\tbar"),
2301 mock.call("\tbaz"),
2302 ])
2303 add_log.assert_called_once_with({
2304 'type': 'balance',
2305 'balances': 'json',
2306 'tag': 'tag'
2307 })
2308
2309 @mock.patch.object(market.ReportStore, "print_log")
2310 @mock.patch.object(market.ReportStore, "add_log")
2311 def test_log_tickers(self, add_log, print_log):
2312 report_store = market.ReportStore(self.m)
2313 amounts = {
2314 "BTC": portfolio.Amount("BTC", 10),
2315 "ETH": portfolio.Amount("BTC", D("0.3"))
2316 }
2317 amounts["ETH"].rate = D("0.1")
2318
2319 report_store.log_tickers(amounts, "BTC", "default", "total")
2320 print_log.assert_not_called()
2321 add_log.assert_called_once_with({
2322 'type': 'tickers',
2323 'compute_value': 'default',
2324 'balance_type': 'total',
2325 'currency': 'BTC',
2326 'balances': {
2327 'BTC': D('10'),
2328 'ETH': D('0.3')
2329 },
2330 'rates': {
2331 'BTC': None,
2332 'ETH': D('0.1')
2333 },
2334 'total': D('10.3')
2335 })
2336
2337 add_log.reset_mock()
2338 compute_value = lambda x: x["bid"]
2339 report_store.log_tickers(amounts, "BTC", compute_value, "total")
2340 add_log.assert_called_once_with({
2341 'type': 'tickers',
2342 'compute_value': 'compute_value = lambda x: x["bid"]',
2343 'balance_type': 'total',
2344 'currency': 'BTC',
2345 'balances': {
2346 'BTC': D('10'),
2347 'ETH': D('0.3')
2348 },
2349 'rates': {
2350 'BTC': None,
2351 'ETH': D('0.1')
2352 },
2353 'total': D('10.3')
2354 })
2355
2356 @mock.patch.object(market.ReportStore, "print_log")
2357 @mock.patch.object(market.ReportStore, "add_log")
2358 def test_log_dispatch(self, add_log, print_log):
2359 report_store = market.ReportStore(self.m)
2360 amount = portfolio.Amount("BTC", "10.3")
2361 amounts = {
2362 "BTC": portfolio.Amount("BTC", 10),
2363 "ETH": portfolio.Amount("BTC", D("0.3"))
2364 }
2365 report_store.log_dispatch(amount, amounts, "medium", "repartition")
2366 print_log.assert_not_called()
2367 add_log.assert_called_once_with({
2368 'type': 'dispatch',
2369 'liquidity': 'medium',
2370 'repartition_ratio': 'repartition',
2371 'total_amount': {
2372 'currency': 'BTC',
2373 'value': D('10.3')
2374 },
2375 'repartition': {
2376 'BTC': D('10'),
2377 'ETH': D('0.3')
2378 }
2379 })
2380
2381 @mock.patch.object(market.ReportStore, "print_log")
2382 @mock.patch.object(market.ReportStore, "add_log")
2383 def test_log_trades(self, add_log, print_log):
2384 report_store = market.ReportStore(self.m)
2385 trade_mock1 = mock.Mock()
2386 trade_mock2 = mock.Mock()
2387 trade_mock1.as_json.return_value = { "trade": "1" }
2388 trade_mock2.as_json.return_value = { "trade": "2" }
2389
2390 matching_and_trades = [
2391 (True, trade_mock1),
2392 (False, trade_mock2),
2393 ]
2394 report_store.log_trades(matching_and_trades, "only")
2395
2396 print_log.assert_not_called()
2397 add_log.assert_called_with({
2398 'type': 'trades',
2399 'only': 'only',
2400 'debug': False,
2401 'trades': [
2402 {'trade': '1', 'skipped': False},
2403 {'trade': '2', 'skipped': True}
2404 ]
2405 })
2406
2407 @mock.patch.object(market.ReportStore, "print_log")
2408 @mock.patch.object(market.ReportStore, "add_log")
2409 def test_log_orders(self, add_log, print_log):
2410 report_store = market.ReportStore(self.m)
2411
2412 order_mock1 = mock.Mock()
2413 order_mock2 = mock.Mock()
2414
2415 order_mock1.as_json.return_value = "order1"
2416 order_mock2.as_json.return_value = "order2"
2417
2418 orders = [order_mock1, order_mock2]
2419
2420 report_store.log_orders(orders, tick="tick",
2421 only="only", compute_value="compute_value")
2422
2423 print_log.assert_called_once_with("[Orders]")
2424 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
2425
2426 add_log.assert_called_with({
2427 'type': 'orders',
2428 'only': 'only',
2429 'compute_value': 'compute_value',
2430 'tick': 'tick',
2431 'orders': ['order1', 'order2']
2432 })
2433
2434 add_log.reset_mock()
2435 def compute_value(x, y):
2436 return x[y]
2437 report_store.log_orders(orders, tick="tick",
2438 only="only", compute_value=compute_value)
2439 add_log.assert_called_with({
2440 'type': 'orders',
2441 'only': 'only',
2442 'compute_value': 'def compute_value(x, y):\n return x[y]',
2443 'tick': 'tick',
2444 'orders': ['order1', 'order2']
2445 })
2446
2447
2448 @mock.patch.object(market.ReportStore, "print_log")
2449 @mock.patch.object(market.ReportStore, "add_log")
2450 def test_log_order(self, add_log, print_log):
2451 report_store = market.ReportStore(self.m)
2452 order_mock = mock.Mock()
2453 order_mock.as_json.return_value = "order"
2454 new_order_mock = mock.Mock()
2455 new_order_mock.as_json.return_value = "new_order"
2456 order_mock.__repr__ = mock.Mock()
2457 order_mock.__repr__.return_value = "Order Mock"
2458 new_order_mock.__repr__ = mock.Mock()
2459 new_order_mock.__repr__.return_value = "New order Mock"
2460
2461 with self.subTest(finished=True):
2462 report_store.log_order(order_mock, 1, finished=True)
2463 print_log.assert_called_once_with("[Order] Finished Order Mock")
2464 add_log.assert_called_once_with({
2465 'type': 'order',
2466 'tick': 1,
2467 'update': None,
2468 'order': 'order',
2469 'compute_value': None,
2470 'new_order': None
2471 })
2472
2473 add_log.reset_mock()
2474 print_log.reset_mock()
2475
2476 with self.subTest(update="waiting"):
2477 report_store.log_order(order_mock, 1, update="waiting")
2478 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
2479 add_log.assert_called_once_with({
2480 'type': 'order',
2481 'tick': 1,
2482 'update': 'waiting',
2483 'order': 'order',
2484 'compute_value': None,
2485 'new_order': None
2486 })
2487
2488 add_log.reset_mock()
2489 print_log.reset_mock()
2490 with self.subTest(update="adjusting"):
2491 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
2492 report_store.log_order(order_mock, 3,
2493 update="adjusting", new_order=new_order_mock,
2494 compute_value=compute_value)
2495 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
2496 add_log.assert_called_once_with({
2497 'type': 'order',
2498 'tick': 3,
2499 'update': 'adjusting',
2500 'order': 'order',
2501 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
2502 'new_order': 'new_order'
2503 })
2504
2505 add_log.reset_mock()
2506 print_log.reset_mock()
2507 with self.subTest(update="market_fallback"):
2508 report_store.log_order(order_mock, 7,
2509 update="market_fallback", new_order=new_order_mock)
2510 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
2511 add_log.assert_called_once_with({
2512 'type': 'order',
2513 'tick': 7,
2514 'update': 'market_fallback',
2515 'order': 'order',
2516 'compute_value': None,
2517 'new_order': 'new_order'
2518 })
2519
2520 add_log.reset_mock()
2521 print_log.reset_mock()
2522 with self.subTest(update="market_adjusting"):
2523 report_store.log_order(order_mock, 17,
2524 update="market_adjust", new_order=new_order_mock)
2525 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
2526 add_log.assert_called_once_with({
2527 'type': 'order',
2528 'tick': 17,
2529 'update': 'market_adjust',
2530 'order': 'order',
2531 'compute_value': None,
2532 'new_order': 'new_order'
2533 })
2534
2535 @mock.patch.object(market.ReportStore, "print_log")
2536 @mock.patch.object(market.ReportStore, "add_log")
2537 def test_log_move_balances(self, add_log, print_log):
2538 report_store = market.ReportStore(self.m)
2539 needed = {
2540 "BTC": portfolio.Amount("BTC", 10),
2541 "USDT": 1
2542 }
2543 moving = {
2544 "BTC": portfolio.Amount("BTC", 3),
2545 "USDT": -2
2546 }
2547 report_store.log_move_balances(needed, moving)
2548 print_log.assert_not_called()
2549 add_log.assert_called_once_with({
2550 'type': 'move_balances',
2551 'debug': False,
2552 'needed': {
2553 'BTC': D('10'),
2554 'USDT': 1
2555 },
2556 'moving': {
2557 'BTC': D('3'),
2558 'USDT': -2
2559 }
2560 })
2561
2562 @mock.patch.object(market.ReportStore, "print_log")
2563 @mock.patch.object(market.ReportStore, "add_log")
2564 def test_log_http_request(self, add_log, print_log):
2565 report_store = market.ReportStore(self.m)
2566 response = mock.Mock()
2567 response.status_code = 200
2568 response.text = "Hey"
2569
2570 report_store.log_http_request("method", "url", "body",
2571 "headers", response)
2572 print_log.assert_not_called()
2573 add_log.assert_called_once_with({
2574 'type': 'http_request',
2575 'method': 'method',
2576 'url': 'url',
2577 'body': 'body',
2578 'headers': 'headers',
2579 'status': 200,
2580 'response': 'Hey'
2581 })
2582
2583 @mock.patch.object(market.ReportStore, "print_log")
2584 @mock.patch.object(market.ReportStore, "add_log")
2585 def test_log_error(self, add_log, print_log):
2586 report_store = market.ReportStore(self.m)
2587 with self.subTest(message=None, exception=None):
2588 report_store.log_error("action")
2589 print_log.assert_called_once_with("[Error] action")
2590 add_log.assert_called_once_with({
2591 'type': 'error',
2592 'action': 'action',
2593 'exception_class': None,
2594 'exception_message': None,
2595 'message': None
2596 })
2597
2598 print_log.reset_mock()
2599 add_log.reset_mock()
2600 with self.subTest(message="Hey", exception=None):
2601 report_store.log_error("action", message="Hey")
2602 print_log.assert_has_calls([
2603 mock.call("[Error] action"),
2604 mock.call("\tHey")
2605 ])
2606 add_log.assert_called_once_with({
2607 'type': 'error',
2608 'action': 'action',
2609 'exception_class': None,
2610 'exception_message': None,
2611 'message': "Hey"
2612 })
2613
2614 print_log.reset_mock()
2615 add_log.reset_mock()
2616 with self.subTest(message=None, exception=Exception("bouh")):
2617 report_store.log_error("action", exception=Exception("bouh"))
2618 print_log.assert_has_calls([
2619 mock.call("[Error] action"),
2620 mock.call("\tException: bouh")
2621 ])
2622 add_log.assert_called_once_with({
2623 'type': 'error',
2624 'action': 'action',
2625 'exception_class': "Exception",
2626 'exception_message': "bouh",
2627 'message': None
2628 })
2629
2630 print_log.reset_mock()
2631 add_log.reset_mock()
2632 with self.subTest(message="Hey", exception=Exception("bouh")):
2633 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
2634 print_log.assert_has_calls([
2635 mock.call("[Error] action"),
2636 mock.call("\tException: bouh"),
2637 mock.call("\tHey")
2638 ])
2639 add_log.assert_called_once_with({
2640 'type': 'error',
2641 'action': 'action',
2642 'exception_class': "Exception",
2643 'exception_message': "bouh",
2644 'message': "Hey"
2645 })
2646
2647 @mock.patch.object(market.ReportStore, "print_log")
2648 @mock.patch.object(market.ReportStore, "add_log")
2649 def test_log_debug_action(self, add_log, print_log):
2650 report_store = market.ReportStore(self.m)
2651 report_store.log_debug_action("Hey")
2652
2653 print_log.assert_called_once_with("[Debug] Hey")
2654 add_log.assert_called_once_with({
2655 'type': 'debug_action',
2656 'action': 'Hey'
2657 })
2658
2659 @unittest.skipUnless("unit" in limits, "Unit skipped")
2660 class HelperTest(WebMockTestCase):
2661 def test_make_order(self):
2662 self.m.get_ticker.return_value = {
2663 "inverted": False,
2664 "average": D("0.1"),
2665 "bid": D("0.09"),
2666 "ask": D("0.11"),
2667 }
2668
2669 with self.subTest(description="nominal case"):
2670 helper.make_order(self.m, 10, "ETH")
2671
2672 self.m.report.log_stage.assert_has_calls([
2673 mock.call("make_order_begin"),
2674 mock.call("make_order_end"),
2675 ])
2676 self.m.balances.fetch_balances.assert_has_calls([
2677 mock.call(tag="make_order_begin"),
2678 mock.call(tag="make_order_end"),
2679 ])
2680 self.m.trades.all.append.assert_called_once()
2681 trade = self.m.trades.all.append.mock_calls[0][1][0]
2682 self.assertEqual(False, trade.orders[0].close_if_possible)
2683 self.assertEqual(0, trade.value_from)
2684 self.assertEqual("ETH", trade.currency)
2685 self.assertEqual("BTC", trade.base_currency)
2686 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2687 self.m.trades.run_orders.assert_called_once_with()
2688 self.m.follow_orders.assert_called_once_with()
2689
2690 order = trade.orders[0]
2691 self.assertEqual(D("0.10"), order.rate)
2692
2693 self.m.reset_mock()
2694 with self.subTest(compute_value="default"):
2695 helper.make_order(self.m, 10, "ETH", action="dispose",
2696 compute_value="ask")
2697
2698 trade = self.m.trades.all.append.mock_calls[0][1][0]
2699 order = trade.orders[0]
2700 self.assertEqual(D("0.11"), order.rate)
2701
2702 self.m.reset_mock()
2703 with self.subTest(follow=False):
2704 result = helper.make_order(self.m, 10, "ETH", follow=False)
2705
2706 self.m.report.log_stage.assert_has_calls([
2707 mock.call("make_order_begin"),
2708 mock.call("make_order_end_not_followed"),
2709 ])
2710 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
2711
2712 self.m.trades.all.append.assert_called_once()
2713 trade = self.m.trades.all.append.mock_calls[0][1][0]
2714 self.assertEqual(0, trade.value_from)
2715 self.assertEqual("ETH", trade.currency)
2716 self.assertEqual("BTC", trade.base_currency)
2717 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
2718 self.m.trades.run_orders.assert_called_once_with()
2719 self.m.follow_orders.assert_not_called()
2720 self.assertEqual(trade.orders[0], result)
2721
2722 self.m.reset_mock()
2723 with self.subTest(base_currency="USDT"):
2724 helper.make_order(self.m, 1, "BTC", base_currency="USDT")
2725
2726 trade = self.m.trades.all.append.mock_calls[0][1][0]
2727 self.assertEqual("BTC", trade.currency)
2728 self.assertEqual("USDT", trade.base_currency)
2729
2730 self.m.reset_mock()
2731 with self.subTest(close_if_possible=True):
2732 helper.make_order(self.m, 10, "ETH", close_if_possible=True)
2733
2734 trade = self.m.trades.all.append.mock_calls[0][1][0]
2735 self.assertEqual(True, trade.orders[0].close_if_possible)
2736
2737 self.m.reset_mock()
2738 with self.subTest(action="dispose"):
2739 helper.make_order(self.m, 10, "ETH", action="dispose")
2740
2741 trade = self.m.trades.all.append.mock_calls[0][1][0]
2742 self.assertEqual(0, trade.value_to)
2743 self.assertEqual(1, trade.value_from.value)
2744 self.assertEqual("ETH", trade.currency)
2745 self.assertEqual("BTC", trade.base_currency)
2746
2747 self.m.reset_mock()
2748 with self.subTest(compute_value="default"):
2749 helper.make_order(self.m, 10, "ETH", action="dispose",
2750 compute_value="bid")
2751
2752 trade = self.m.trades.all.append.mock_calls[0][1][0]
2753 self.assertEqual(D("0.9"), trade.value_from.value)
2754
2755 def test_user_market(self):
2756 with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
2757 mock.patch("helper.main_parse_config") as main_parse_config:
2758 with self.subTest(debug=False):
2759 main_parse_config.return_value = ["pg_config", "report_path"]
2760 main_fetch_markets.return_value = [({"key": "market_config"},)]
2761 m = helper.get_user_market("config_path.ini", 1)
2762
2763 self.assertIsInstance(m, market.Market)
2764 self.assertFalse(m.debug)
2765
2766 with self.subTest(debug=True):
2767 main_parse_config.return_value = ["pg_config", "report_path"]
2768 main_fetch_markets.return_value = [({"key": "market_config"},)]
2769 m = helper.get_user_market("config_path.ini", 1, debug=True)
2770
2771 self.assertIsInstance(m, market.Market)
2772 self.assertTrue(m.debug)
2773
2774 def test_main_store_report(self):
2775 file_open = mock.mock_open()
2776 with self.subTest(file=None), mock.patch("__main__.open", file_open):
2777 helper.main_store_report(None, 1, self.m)
2778 file_open.assert_not_called()
2779
2780 file_open = mock.mock_open()
2781 with self.subTest(file="present"), mock.patch("helper.open", file_open),\
2782 mock.patch.object(helper, "datetime") as time_mock:
2783 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
2784 self.m.report.to_json.return_value = "json_content"
2785
2786 helper.main_store_report("present", 1, self.m)
2787
2788 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
2789 file_open().write.assert_called_once_with("json_content")
2790 self.m.report.to_json.assert_called_once_with()
2791
2792 with self.subTest(file="error"),\
2793 mock.patch("helper.open") as file_open,\
2794 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2795 file_open.side_effect = FileNotFoundError
2796
2797 helper.main_store_report("error", 1, self.m)
2798
2799 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
2800
2801 @mock.patch("helper.Processor.process")
2802 def test_main_process_market(self, process):
2803 with self.subTest(before=False, after=False):
2804 m = mock.Mock()
2805 helper.main_process_market(m, None)
2806
2807 process.assert_not_called()
2808
2809 process.reset_mock()
2810 with self.subTest(before=True, after=False):
2811 helper.main_process_market(m, None, before=True)
2812
2813 process.assert_called_once_with("sell_all", steps="before")
2814
2815 process.reset_mock()
2816 with self.subTest(before=False, after=True):
2817 helper.main_process_market(m, None, after=True)
2818
2819 process.assert_called_once_with("sell_all", steps="after")
2820
2821 process.reset_mock()
2822 with self.subTest(before=True, after=True):
2823 helper.main_process_market(m, None, before=True, after=True)
2824
2825 process.assert_has_calls([
2826 mock.call("sell_all", steps="before"),
2827 mock.call("sell_all", steps="after"),
2828 ])
2829
2830 process.reset_mock()
2831 with self.subTest(action="print_balances"),\
2832 mock.patch("helper.print_balances") as print_balances:
2833 helper.main_process_market("user", ["print_balances"])
2834
2835 process.assert_not_called()
2836 print_balances.assert_called_once_with("user")
2837
2838 with self.subTest(action="print_orders"),\
2839 mock.patch("helper.print_orders") as print_orders,\
2840 mock.patch("helper.print_balances") as print_balances:
2841 helper.main_process_market("user", ["print_orders", "print_balances"])
2842
2843 process.assert_not_called()
2844 print_orders.assert_called_once_with("user")
2845 print_balances.assert_called_once_with("user")
2846
2847 with self.subTest(action="unknown"),\
2848 self.assertRaises(NotImplementedError):
2849 helper.main_process_market("user", ["unknown"])
2850
2851 @mock.patch.object(helper, "psycopg2")
2852 def test_fetch_markets(self, psycopg2):
2853 connect_mock = mock.Mock()
2854 cursor_mock = mock.MagicMock()
2855 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
2856
2857 connect_mock.cursor.return_value = cursor_mock
2858 psycopg2.connect.return_value = connect_mock
2859
2860 with self.subTest(user=None):
2861 rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
2862
2863 psycopg2.connect.assert_called_once_with(foo="bar")
2864 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
2865
2866 self.assertEqual(["row_1", "row_2"], rows)
2867
2868 psycopg2.connect.reset_mock()
2869 cursor_mock.execute.reset_mock()
2870 with self.subTest(user=1):
2871 rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
2872
2873 psycopg2.connect.assert_called_once_with(foo="bar")
2874 cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
2875
2876 self.assertEqual(["row_1", "row_2"], rows)
2877
2878 @mock.patch.object(helper.sys, "exit")
2879 def test_main_parse_args(self, exit):
2880 with self.subTest(config="config.ini"):
2881 args = helper.main_parse_args([])
2882 self.assertEqual("config.ini", args.config)
2883 self.assertFalse(args.before)
2884 self.assertFalse(args.after)
2885 self.assertFalse(args.debug)
2886
2887 args = helper.main_parse_args(["--before", "--after", "--debug"])
2888 self.assertTrue(args.before)
2889 self.assertTrue(args.after)
2890 self.assertTrue(args.debug)
2891
2892 exit.assert_not_called()
2893
2894 with self.subTest(config="inexistant"),\
2895 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2896 args = helper.main_parse_args(["--config", "foo.bar"])
2897 exit.assert_called_once_with(1)
2898 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
2899
2900 @mock.patch.object(helper.sys, "exit")
2901 @mock.patch("helper.configparser")
2902 @mock.patch("helper.os")
2903 def test_main_parse_config(self, os, configparser, exit):
2904 with self.subTest(pg_config=True, report_path=None):
2905 config_mock = mock.MagicMock()
2906 configparser.ConfigParser.return_value = config_mock
2907 def config(element):
2908 return element == "postgresql"
2909
2910 config_mock.__contains__.side_effect = config
2911 config_mock.__getitem__.return_value = "pg_config"
2912
2913 result = helper.main_parse_config("configfile")
2914
2915 config_mock.read.assert_called_with("configfile")
2916
2917 self.assertEqual(["pg_config", None], result)
2918
2919 with self.subTest(pg_config=True, report_path="present"):
2920 config_mock = mock.MagicMock()
2921 configparser.ConfigParser.return_value = config_mock
2922
2923 config_mock.__contains__.return_value = True
2924 config_mock.__getitem__.side_effect = [
2925 {"report_path": "report_path"},
2926 {"report_path": "report_path"},
2927 "pg_config",
2928 ]
2929
2930 os.path.exists.return_value = False
2931 result = helper.main_parse_config("configfile")
2932
2933 config_mock.read.assert_called_with("configfile")
2934 self.assertEqual(["pg_config", "report_path"], result)
2935 os.path.exists.assert_called_once_with("report_path")
2936 os.makedirs.assert_called_once_with("report_path")
2937
2938 with self.subTest(pg_config=False),\
2939 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
2940 config_mock = mock.MagicMock()
2941 configparser.ConfigParser.return_value = config_mock
2942 result = helper.main_parse_config("configfile")
2943
2944 config_mock.read.assert_called_with("configfile")
2945 exit.assert_called_once_with(1)
2946 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
2947
2948
2949 def test_print_orders(self):
2950 helper.print_orders(self.m)
2951
2952 self.m.report.log_stage.assert_called_with("print_orders")
2953 self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
2954 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2955 compute_value="average")
2956 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
2957
2958 def test_print_balances(self):
2959 self.m.balances.in_currency.return_value = {
2960 "BTC": portfolio.Amount("BTC", "0.65"),
2961 "ETH": portfolio.Amount("BTC", "0.3"),
2962 }
2963
2964 helper.print_balances(self.m)
2965
2966 self.m.report.log_stage.assert_called_once_with("print_balances")
2967 self.m.balances.fetch_balances.assert_called_with()
2968 self.m.report.print_log.assert_has_calls([
2969 mock.call("total:"),
2970 mock.call(portfolio.Amount("BTC", "0.95")),
2971 ])
2972
2973 def test_process_sell_needed__1_sell(self):
2974 helper.process_sell_needed__1_sell(self.m)
2975
2976 self.m.balances.fetch_balances.assert_has_calls([
2977 mock.call(tag="process_sell_needed__1_sell_begin"),
2978 mock.call(tag="process_sell_needed__1_sell_end"),
2979 ])
2980 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2981 liquidity="medium")
2982 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
2983 only="dispose")
2984 self.m.trades.run_orders.assert_called()
2985 self.m.follow_orders.assert_called()
2986 self.m.report.log_stage.assert_has_calls([
2987 mock.call("process_sell_needed__1_sell_begin"),
2988 mock.call("process_sell_needed__1_sell_end")
2989 ])
2990
2991 def test_process_sell_needed__2_buy(self):
2992 helper.process_sell_needed__2_buy(self.m)
2993
2994 self.m.balances.fetch_balances.assert_has_calls([
2995 mock.call(tag="process_sell_needed__2_buy_begin"),
2996 mock.call(tag="process_sell_needed__2_buy_end"),
2997 ])
2998 self.m.prepare_trades.assert_called_with(base_currency="BTC",
2999 liquidity="medium", only="acquire")
3000 self.m.trades.prepare_orders.assert_called_with(compute_value="average",
3001 only="acquire")
3002 self.m.move_balances.assert_called_with()
3003 self.m.trades.run_orders.assert_called()
3004 self.m.follow_orders.assert_called()
3005 self.m.report.log_stage.assert_has_calls([
3006 mock.call("process_sell_needed__2_buy_begin"),
3007 mock.call("process_sell_needed__2_buy_end")
3008 ])
3009
3010 def test_process_sell_all__1_sell(self):
3011 helper.process_sell_all__1_all_sell(self.m)
3012
3013 self.m.balances.fetch_balances.assert_has_calls([
3014 mock.call(tag="process_sell_all__1_all_sell_begin"),
3015 mock.call(tag="process_sell_all__1_all_sell_end"),
3016 ])
3017 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3018 liquidity="medium", repartition={'BTC': (1, 'long')})
3019 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3020 self.m.trades.run_orders.assert_called()
3021 self.m.follow_orders.assert_called()
3022 self.m.report.log_stage.assert_has_calls([
3023 mock.call("process_sell_all__1_all_sell_begin"),
3024 mock.call("process_sell_all__1_all_sell_end")
3025 ])
3026
3027 @mock.patch("portfolio.Portfolio.wait_for_recent")
3028 def test_process_sell_all__2_wait(self, wait):
3029 helper.process_sell_all__2_wait(self.m)
3030
3031 wait.assert_called_once_with(self.m)
3032 self.m.report.log_stage.assert_has_calls([
3033 mock.call("process_sell_all__2_wait_begin"),
3034 mock.call("process_sell_all__2_wait_end")
3035 ])
3036
3037 def test_process_sell_all__3_all_buy(self):
3038 helper.process_sell_all__3_all_buy(self.m)
3039
3040 self.m.balances.fetch_balances.assert_has_calls([
3041 mock.call(tag="process_sell_all__3_all_buy_begin"),
3042 mock.call(tag="process_sell_all__3_all_buy_end"),
3043 ])
3044 self.m.prepare_trades.assert_called_with(base_currency="BTC",
3045 liquidity="medium")
3046 self.m.trades.prepare_orders.assert_called_with(compute_value="average")
3047 self.m.move_balances.assert_called_with()
3048 self.m.trades.run_orders.assert_called()
3049 self.m.follow_orders.assert_called()
3050 self.m.report.log_stage.assert_has_calls([
3051 mock.call("process_sell_all__3_all_buy_begin"),
3052 mock.call("process_sell_all__3_all_buy_end")
3053 ])
3054
3055 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
3056 class AcceptanceTest(WebMockTestCase):
3057 @unittest.expectedFailure
3058 def test_success_sell_only_necessary(self):
3059 # FIXME: catch stdout
3060 self.m.report.verbose_print = False
3061 fetch_balance = {
3062 "ETH": {
3063 "exchange_free": D("1.0"),
3064 "exchange_used": D("0.0"),
3065 "exchange_total": D("1.0"),
3066 "total": D("1.0"),
3067 },
3068 "ETC": {
3069 "exchange_free": D("4.0"),
3070 "exchange_used": D("0.0"),
3071 "exchange_total": D("4.0"),
3072 "total": D("4.0"),
3073 },
3074 "XVG": {
3075 "exchange_free": D("1000.0"),
3076 "exchange_used": D("0.0"),
3077 "exchange_total": D("1000.0"),
3078 "total": D("1000.0"),
3079 },
3080 }
3081 repartition = {
3082 "ETH": (D("0.25"), "long"),
3083 "ETC": (D("0.25"), "long"),
3084 "BTC": (D("0.4"), "long"),
3085 "BTD": (D("0.01"), "short"),
3086 "B2X": (D("0.04"), "long"),
3087 "USDT": (D("0.05"), "long"),
3088 }
3089
3090 def fetch_ticker(symbol):
3091 if symbol == "ETH/BTC":
3092 return {
3093 "symbol": "ETH/BTC",
3094 "bid": D("0.14"),
3095 "ask": D("0.16")
3096 }
3097 if symbol == "ETC/BTC":
3098 return {
3099 "symbol": "ETC/BTC",
3100 "bid": D("0.002"),
3101 "ask": D("0.003")
3102 }
3103 if symbol == "XVG/BTC":
3104 return {
3105 "symbol": "XVG/BTC",
3106 "bid": D("0.00003"),
3107 "ask": D("0.00005")
3108 }
3109 if symbol == "BTD/BTC":
3110 return {
3111 "symbol": "BTD/BTC",
3112 "bid": D("0.0008"),
3113 "ask": D("0.0012")
3114 }
3115 if symbol == "B2X/BTC":
3116 return {
3117 "symbol": "B2X/BTC",
3118 "bid": D("0.0008"),
3119 "ask": D("0.0012")
3120 }
3121 if symbol == "USDT/BTC":
3122 raise helper.ExchangeError
3123 if symbol == "BTC/USDT":
3124 return {
3125 "symbol": "BTC/USDT",
3126 "bid": D("14000"),
3127 "ask": D("16000")
3128 }
3129 self.fail("Shouldn't have been called with {}".format(symbol))
3130
3131 market = mock.Mock()
3132 market.fetch_all_balances.return_value = fetch_balance
3133 market.fetch_ticker.side_effect = fetch_ticker
3134 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
3135 # Action 1
3136 helper.prepare_trades(market)
3137
3138 balances = portfolio.BalanceStore.all
3139 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3140 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3141 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3142
3143
3144 trades = portfolio.TradeStore.all
3145 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3146 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3147 self.assertEqual("dispose", trades[0].action)
3148
3149 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3150 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3151 self.assertEqual("acquire", trades[1].action)
3152
3153 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3154 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3155 self.assertEqual("dispose", trades[2].action)
3156
3157 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3158 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3159 self.assertEqual("acquire", trades[3].action)
3160
3161 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3162 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3163 self.assertEqual("acquire", trades[4].action)
3164
3165 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3166 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3167 self.assertEqual("acquire", trades[5].action)
3168
3169 # Action 2
3170 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
3171
3172 all_orders = portfolio.TradeStore.all_orders(state="pending")
3173 self.assertEqual(2, len(all_orders))
3174 self.assertEqual(2, 3*all_orders[0].amount.value)
3175 self.assertEqual(D("0.14014"), all_orders[0].rate)
3176 self.assertEqual(1000, all_orders[1].amount.value)
3177 self.assertEqual(D("0.00003003"), all_orders[1].rate)
3178
3179
3180 def create_order(symbol, type, action, amount, price=None, account="exchange"):
3181 self.assertEqual("limit", type)
3182 if symbol == "ETH/BTC":
3183 self.assertEqual("sell", action)
3184 self.assertEqual(D('0.66666666'), amount)
3185 self.assertEqual(D("0.14014"), price)
3186 elif symbol == "XVG/BTC":
3187 self.assertEqual("sell", action)
3188 self.assertEqual(1000, amount)
3189 self.assertEqual(D("0.00003003"), price)
3190 else:
3191 self.fail("I shouldn't have been called")
3192
3193 return {
3194 "id": symbol,
3195 }
3196 market.create_order.side_effect = create_order
3197 market.order_precision.return_value = 8
3198
3199 # Action 3
3200 portfolio.TradeStore.run_orders()
3201
3202 self.assertEqual("open", all_orders[0].status)
3203 self.assertEqual("open", all_orders[1].status)
3204
3205 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
3206 market.privatePostReturnOrderTrades.return_value = [
3207 {
3208 "tradeID": 42, "type": "buy", "fee": "0.0015",
3209 "date": "2017-12-30 12:00:12", "rate": "0.1",
3210 "amount": "10", "total": "1"
3211 }
3212 ]
3213 with mock.patch.object(portfolio.time, "sleep") as sleep:
3214 # Action 4
3215 helper.follow_orders(verbose=False)
3216
3217 sleep.assert_called_with(30)
3218
3219 for order in all_orders:
3220 self.assertEqual("closed", order.status)
3221
3222 fetch_balance = {
3223 "ETH": {
3224 "exchange_free": D("1.0") / 3,
3225 "exchange_used": D("0.0"),
3226 "exchange_total": D("1.0") / 3,
3227 "margin_total": 0,
3228 "total": D("1.0") / 3,
3229 },
3230 "BTC": {
3231 "exchange_free": D("0.134"),
3232 "exchange_used": D("0.0"),
3233 "exchange_total": D("0.134"),
3234 "margin_total": 0,
3235 "total": D("0.134"),
3236 },
3237 "ETC": {
3238 "exchange_free": D("4.0"),
3239 "exchange_used": D("0.0"),
3240 "exchange_total": D("4.0"),
3241 "margin_total": 0,
3242 "total": D("4.0"),
3243 },
3244 "XVG": {
3245 "exchange_free": D("0.0"),
3246 "exchange_used": D("0.0"),
3247 "exchange_total": D("0.0"),
3248 "margin_total": 0,
3249 "total": D("0.0"),
3250 },
3251 }
3252 market.fetch_all_balances.return_value = fetch_balance
3253
3254 with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
3255 # Action 5
3256 helper.prepare_trades(market, only="acquire", compute_value="average")
3257
3258 balances = portfolio.BalanceStore.all
3259 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
3260 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3261 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
3262 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
3263
3264
3265 trades = portfolio.TradeStore.all
3266 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3267 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3268 self.assertEqual("dispose", trades[0].action)
3269
3270 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3271 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3272 self.assertEqual("acquire", trades[1].action)
3273
3274 self.assertNotIn("BTC", trades)
3275
3276 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
3277 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
3278 self.assertEqual("dispose", trades[2].action)
3279
3280 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
3281 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
3282 self.assertEqual("acquire", trades[3].action)
3283
3284 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
3285 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
3286 self.assertEqual("acquire", trades[4].action)
3287
3288 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
3289 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
3290 self.assertEqual("acquire", trades[5].action)
3291
3292 # Action 6
3293 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
3294
3295 all_orders = portfolio.TradeStore.all_orders(state="pending")
3296 self.assertEqual(4, len(all_orders))
3297 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
3298 self.assertEqual(D("0.003"), all_orders[0].rate)
3299 self.assertEqual("buy", all_orders[0].action)
3300 self.assertEqual("long", all_orders[0].trade_type)
3301
3302 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
3303 self.assertEqual(D("0.0012"), all_orders[1].rate)
3304 self.assertEqual("sell", all_orders[1].action)
3305 self.assertEqual("short", all_orders[1].trade_type)
3306
3307 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
3308 self.assertAlmostEqual(0, diff.value)
3309 self.assertEqual(D("0.0012"), all_orders[2].rate)
3310 self.assertEqual("buy", all_orders[2].action)
3311 self.assertEqual("long", all_orders[2].trade_type)
3312
3313 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
3314 self.assertEqual(D("16000"), all_orders[3].rate)
3315 self.assertEqual("sell", all_orders[3].action)
3316 self.assertEqual("long", all_orders[3].trade_type)
3317
3318 # Action 6b
3319 # TODO:
3320 # Move balances to margin
3321
3322 # Action 7
3323 # TODO
3324 # portfolio.TradeStore.run_orders()
3325
3326 with mock.patch.object(portfolio.time, "sleep") as sleep:
3327 # Action 8
3328 helper.follow_orders(verbose=False)
3329
3330 sleep.assert_called_with(30)
3331
3332 if __name__ == '__main__':
3333 unittest.main()