test.py

   1 import sys
   2 import portfolio
   3 import unittest
   4 import datetime
   5 from decimal import Decimal as D
   6 from unittest import mock
   7 import requests
   8 import requests_mock
   9 from io import StringIO
  10 import threading
  11 import portfolio, market, main, store
  12
  13 limits = ["acceptance", "unit"]
  14 for test_type in limits:
  15     if "--no{}".format(test_type) in sys.argv:
  16         sys.argv.remove("--no{}".format(test_type))
  17         limits.remove(test_type)
  18     if "--only{}".format(test_type) in sys.argv:
  19         sys.argv.remove("--only{}".format(test_type))
  20         limits = [test_type]
  21         break
  22
  23 class WebMockTestCase(unittest.TestCase):
  24     import time
  25
  26     def setUp(self):
  27         super(WebMockTestCase, self).setUp()
  28         self.wm = requests_mock.Mocker()
  29         self.wm.start()
  30
  31         # market
  32         self.m = mock.Mock(name="Market", spec=market.Market)
  33         self.m.debug = False
  34
  35         self.patchers = [
  36                 mock.patch.multiple(market.Portfolio,
  37                     data=store.LockedVar(None),
  38                     liquidities=store.LockedVar({}),
  39                     last_date=store.LockedVar(None),
  40                     report=mock.Mock(),
  41                     worker=None,
  42                     worker_notify=None,
  43                     worker_started=False,
  44                     callback=None),
  45                 mock.patch.multiple(portfolio.Computation,
  46                     computations=portfolio.Computation.computations),
  47                 ]
  48         for patcher in self.patchers:
  49             patcher.start()
  50
  51     def tearDown(self):
  52         for patcher in self.patchers:
  53             patcher.stop()
  54         self.wm.stop()
  55         super(WebMockTestCase, self).tearDown()
  56
  57 @unittest.skipUnless("unit" in limits, "Unit skipped")
  58 class poloniexETest(unittest.TestCase):
  59     def setUp(self):
  60         super(poloniexETest, self).setUp()
  61         self.wm = requests_mock.Mocker()
  62         self.wm.start()
  63
  64         self.s = market.ccxt.poloniexE()
  65
  66     def tearDown(self):
  67         self.wm.stop()
  68         super(poloniexETest, self).tearDown()
  69
  70     def test_nanoseconds(self):
  71         with mock.patch.object(market.ccxt.time, "time") as time:
  72             time.return_value = 123456.7890123456
  73             self.assertEqual(123456789012345, self.s.nanoseconds())
  74
  75     def test_nonce(self):
  76         with mock.patch.object(market.ccxt.time, "time") as time:
  77             time.return_value = 123456.7890123456
  78             self.assertEqual(123456789012345, self.s.nonce())
  79
  80     def test_order_precision(self):
  81         self.assertEqual(8, self.s.order_precision("FOO"))
  82
  83     def test_transfer_balance(self):
  84         with self.subTest(success=True),\
  85                 mock.patch.object(self.s, "privatePostTransferBalance") as t:
  86             t.return_value = { "success": 1 }
  87             result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
  88             t.assert_called_once_with({
  89                 "currency": "FOO",
  90                 "amount": 12,
  91                 "fromAccount": "exchange",
  92                 "toAccount": "margin",
  93                 "confirmed": 1
  94                 })
  95             self.assertTrue(result)
  96
  97         with self.subTest(success=False),\
  98                 mock.patch.object(self.s, "privatePostTransferBalance") as t:
  99             t.return_value = { "success": 0 }
 100             self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
 101
 102     def test_close_margin_position(self):
 103         with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
 104             self.s.close_margin_position("FOO", "BAR")
 105             c.assert_called_with({"currencyPair": "BAR_FOO"})
 106
 107     def test_tradable_balances(self):
 108         with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
 109             r.return_value = {
 110                     "FOO": { "exchange": "12.1234", "margin": "0.0123" },
 111                     "BAR": { "exchange": "1", "margin": "0" },
 112                     }
 113             balances = self.s.tradable_balances()
 114             self.assertEqual(["FOO", "BAR"], list(balances.keys()))
 115             self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
 116             self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
 117             self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
 118
 119     def test_margin_summary(self):
 120         with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
 121             r.return_value = {
 122                     "currentMargin": "1.49680968",
 123                     "lendingFees": "0.0000001",
 124                     "pl": "0.00008254",
 125                     "totalBorrowedValue": "0.00673602",
 126                     "totalValue": "0.01000000",
 127                     "netValue": "0.01008254",
 128                     }
 129             expected = {
 130                     'current_margin': D('1.49680968'),
 131                     'gains': D('0.00008254'),
 132                     'lending_fees': D('0.0000001'),
 133                     'total': D('0.01000000'),
 134                     'total_borrowed': D('0.00673602')
 135                     }
 136             self.assertEqual(expected, self.s.margin_summary())
 137
 138     def test_create_order(self):
 139         with mock.patch.object(self.s, "create_exchange_order") as exchange,\
 140                 mock.patch.object(self.s, "create_margin_order") as margin:
 141             with self.subTest(account="unspecified"):
 142                 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
 143                 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
 144                 margin.assert_not_called()
 145                 exchange.reset_mock()
 146                 margin.reset_mock()
 147
 148             with self.subTest(account="exchange"):
 149                 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
 150                 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
 151                 margin.assert_not_called()
 152                 exchange.reset_mock()
 153                 margin.reset_mock()
 154
 155             with self.subTest(account="margin"):
 156                 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
 157                 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
 158                 exchange.assert_not_called()
 159                 exchange.reset_mock()
 160                 margin.reset_mock()
 161
 162             with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
 163                 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
 164
 165     def test_parse_ticker(self):
 166         ticker = {
 167                 "high24hr": "12",
 168                 "low24hr": "10",
 169                 "highestBid": "10.5",
 170                 "lowestAsk": "11.5",
 171                 "last": "11",
 172                 "percentChange": "0.1",
 173                 "quoteVolume": "10",
 174                 "baseVolume": "20"
 175                 }
 176         market = {
 177                 "symbol": "BTC/ETC"
 178                 }
 179         with mock.patch.object(self.s, "milliseconds") as ms:
 180             ms.return_value = 1520292715123
 181             result = self.s.parse_ticker(ticker, market)
 182
 183             expected = {
 184                     "symbol": "BTC/ETC",
 185                     "timestamp": 1520292715123,
 186                     "datetime": "2018-03-05T23:31:55.123Z",
 187                     "high": D("12"),
 188                     "low": D("10"),
 189                     "bid": D("10.5"),
 190                     "ask": D("11.5"),
 191                     "vwap": None,
 192                     "open": None,
 193                     "close": None,
 194                     "first": None,
 195                     "last": D("11"),
 196                     "change": D("0.1"),
 197                     "percentage": None,
 198                     "average": None,
 199                     "baseVolume": D("10"),
 200                     "quoteVolume": D("20"),
 201                     "info": ticker
 202                     }
 203             self.assertEqual(expected, result)
 204
 205     def test_fetch_margin_balance(self):
 206         with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
 207             get_margin_position.return_value = {
 208                     "BTC_DASH": {
 209                         "amount": "-0.1",
 210                         "basePrice": "0.06818560",
 211                         "lendingFees": "0.00000001",
 212                         "liquidationPrice": "0.15107132",
 213                         "pl": "-0.00000371",
 214                         "total": "0.00681856",
 215                         "type": "short"
 216                         },
 217                     "BTC_ETC": {
 218                         "amount": "-0.6",
 219                         "basePrice": "0.1",
 220                         "lendingFees": "0.00000001",
 221                         "liquidationPrice": "0.6",
 222                         "pl": "0.00000371",
 223                         "total": "0.06",
 224                         "type": "short"
 225                         },
 226                     "BTC_ETH": {
 227                         "amount": "0",
 228                         "basePrice": "0",
 229                         "lendingFees": "0",
 230                         "liquidationPrice": "-1",
 231                         "pl": "0",
 232                         "total": "0",
 233                         "type": "none"
 234                         }
 235                     }
 236             balances = self.s.fetch_margin_balance()
 237             self.assertEqual(2, len(balances))
 238             expected = {
 239                 "DASH": {
 240                     "amount": D("-0.1"),
 241                     "borrowedPrice": D("0.06818560"),
 242                     "lendingFees": D("1E-8"),
 243                     "pl": D("-0.00000371"),
 244                     "liquidationPrice": D("0.15107132"),
 245                     "type": "short",
 246                     "total": D("0.00681856"),
 247                     "baseCurrency": "BTC"
 248                     },
 249                 "ETC": {
 250                     "amount": D("-0.6"),
 251                     "borrowedPrice": D("0.1"),
 252                     "lendingFees": D("1E-8"),
 253                     "pl": D("0.00000371"),
 254                     "liquidationPrice": D("0.6"),
 255                     "type": "short",
 256                     "total": D("0.06"),
 257                     "baseCurrency": "BTC"
 258                     }
 259                 }
 260             self.assertEqual(expected, balances)
 261
 262     def test_sum(self):
 263         self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
 264
 265     def test_fetch_balance(self):
 266         with mock.patch.object(self.s, "load_markets") as load_markets,\
 267                 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
 268                 mock.patch.object(self.s, "common_currency_code") as ccc:
 269             ccc.side_effect = ["ETH", "BTC", "DASH"]
 270             balances.return_value = {
 271                     "ETH": {
 272                         "available": "10",
 273                         "onOrders": "1",
 274                         },
 275                     "BTC": {
 276                         "available": "1",
 277                         "onOrders": "0",
 278                         },
 279                     "DASH": {
 280                         "available": "0",
 281                         "onOrders": "3"
 282                         }
 283                     }
 284
 285             expected = {
 286                     "info": {
 287                         "ETH": {"available": "10", "onOrders": "1"},
 288                         "BTC": {"available": "1", "onOrders": "0"},
 289                         "DASH": {"available": "0", "onOrders": "3"}
 290                         },
 291                     "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
 292                     "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
 293                     "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
 294                     "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
 295                     "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
 296                     "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
 297                     }
 298             result = self.s.fetch_balance()
 299             load_markets.assert_called_once()
 300             self.assertEqual(expected, result)
 301
 302     def test_fetch_balance_per_type(self):
 303         with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
 304             balances.return_value = {
 305                 "exchange": {
 306                     "BLK": "159.83673869",
 307                     "BTC": "0.00005959",
 308                     "USDT": "0.00002625",
 309                     "XMR": "0.18719303"
 310                     },
 311                 "margin": {
 312                     "BTC": "0.03019227"
 313                     }
 314                 }
 315             expected = {
 316                     "info": {
 317                         "exchange": {
 318                             "BLK": "159.83673869",
 319                             "BTC": "0.00005959",
 320                             "USDT": "0.00002625",
 321                             "XMR": "0.18719303"
 322                             },
 323                         "margin": {
 324                             "BTC": "0.03019227"
 325                             }
 326                         },
 327                     "exchange": {
 328                         "BLK": D("159.83673869"),
 329                         "BTC": D("0.00005959"),
 330                         "USDT": D("0.00002625"),
 331                         "XMR": D("0.18719303")
 332                         },
 333                     "margin": {"BTC": D("0.03019227")},
 334                     "BLK": {"exchange": D("159.83673869")},
 335                     "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
 336                     "USDT": {"exchange": D("0.00002625")},
 337                     "XMR": {"exchange": D("0.18719303")}
 338                     }
 339             result = self.s.fetch_balance_per_type()
 340             self.assertEqual(expected, result)
 341
 342     def test_fetch_all_balances(self):
 343         import json
 344         with mock.patch.object(self.s, "load_markets") as load_markets,\
 345                 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
 346                 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
 347                 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
 348
 349             with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
 350                 balance.return_value = json.load(f)
 351             with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
 352                 margin_balance.return_value = json.load(f)
 353             with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
 354                 balance_per_type.return_value = json.load(f)
 355
 356             result = self.s.fetch_all_balances()
 357             expected_doge = {
 358                     "total": D("-12779.79821852"),
 359                     "exchange_used": D("0E-8"),
 360                     "exchange_total": D("0E-8"),
 361                     "exchange_free": D("0E-8"),
 362                     "margin_available": 0,
 363                     "margin_in_position": 0,
 364                     "margin_borrowed": D("12779.79821852"),
 365                     "margin_total": D("-12779.79821852"),
 366                     "margin_pending_gain": 0,
 367                     "margin_lending_fees": D("-9E-8"),
 368                     "margin_pending_base_gain": D("0.00024059"),
 369                     "margin_position_type": "short",
 370                     "margin_liquidation_price": D("0.00000246"),
 371                     "margin_borrowed_base_price": D("0.00599149"),
 372                     "margin_borrowed_base_currency": "BTC"
 373                     }
 374             expected_btc = {"total": D("0.05432165"),
 375                     "exchange_used": D("0E-8"),
 376                     "exchange_total": D("0.00005959"),
 377                     "exchange_free": D("0.00005959"),
 378                     "margin_available": D("0.03019227"),
 379                     "margin_in_position": D("0.02406979"),
 380                     "margin_borrowed": 0,
 381                     "margin_total": D("0.05426206"),
 382                     "margin_pending_gain": D("0.00093955"),
 383                     "margin_lending_fees": 0,
 384                     "margin_pending_base_gain": 0,
 385                     "margin_position_type": None,
 386                     "margin_liquidation_price": 0,
 387                     "margin_borrowed_base_price": 0,
 388                     "margin_borrowed_base_currency": None
 389                     }
 390             expected_xmr = {"total": D("0.18719303"),
 391                     "exchange_used": D("0E-8"),
 392                     "exchange_total": D("0.18719303"),
 393                     "exchange_free": D("0.18719303"),
 394                     "margin_available": 0,
 395                     "margin_in_position": 0,
 396                     "margin_borrowed": 0,
 397                     "margin_total": 0,
 398                     "margin_pending_gain": 0,
 399                     "margin_lending_fees": 0,
 400                     "margin_pending_base_gain": 0,
 401                     "margin_position_type": None,
 402                     "margin_liquidation_price": 0,
 403                     "margin_borrowed_base_price": 0,
 404                     "margin_borrowed_base_currency": None
 405                     }
 406             self.assertEqual(expected_xmr, result["XMR"])
 407             self.assertEqual(expected_doge, result["DOGE"])
 408             self.assertEqual(expected_btc, result["BTC"])
 409
 410     def test_create_margin_order(self):
 411         with self.assertRaises(market.ExchangeError):
 412             self.s.create_margin_order("FOO", "market", "buy", "10")
 413
 414         with mock.patch.object(self.s, "load_markets") as load_markets,\
 415                 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
 416                 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
 417                 mock.patch.object(self.s, "market") as market_mock,\
 418                 mock.patch.object(self.s, "price_to_precision") as ptp,\
 419                 mock.patch.object(self.s, "amount_to_precision") as atp:
 420
 421             margin_buy.return_value = {
 422                     "orderNumber": 123
 423                     }
 424             margin_sell.return_value = {
 425                     "orderNumber": 456
 426                     }
 427             market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
 428             ptp.return_value = D("0.1")
 429             atp.return_value = D("12")
 430
 431             order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
 432             self.assertEqual(123, order["id"])
 433             margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
 434             margin_sell.assert_not_called()
 435             margin_buy.reset_mock()
 436             margin_sell.reset_mock()
 437
 438             order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
 439             self.assertEqual(456, order["id"])
 440             margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
 441             margin_buy.assert_not_called()
 442
 443     def test_create_exchange_order(self):
 444         with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
 445             self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
 446
 447             create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
 448
 449 @unittest.skipUnless("unit" in limits, "Unit skipped")
 450 class NoopLockTest(unittest.TestCase):
 451     def test_with(self):
 452         noop_lock = store.NoopLock()
 453         with noop_lock:
 454             self.assertTrue(True)
 455
 456 @unittest.skipUnless("unit" in limits, "Unit skipped")
 457 class LockedVar(unittest.TestCase):
 458
 459     def test_values(self):
 460         locked_var = store.LockedVar("Foo")
 461         self.assertIsInstance(locked_var.lock, store.NoopLock)
 462         self.assertEqual("Foo", locked_var.val)
 463
 464     def test_get(self):
 465         with self.subTest(desc="Normal case"):
 466             locked_var = store.LockedVar("Foo")
 467             self.assertEqual("Foo", locked_var.get())
 468         with self.subTest(desc="Dict"):
 469             locked_var = store.LockedVar({"foo": "bar"})
 470             self.assertEqual({"foo": "bar"}, locked_var.get())
 471             self.assertEqual("bar", locked_var.get("foo"))
 472             self.assertIsNone(locked_var.get("other"))
 473
 474     def test_set(self):
 475         locked_var = store.LockedVar("Foo")
 476         locked_var.set("Bar")
 477         self.assertEqual("Bar", locked_var.get())
 478
 479     def test__getattr(self):
 480         dummy = type('Dummy', (object,), {})()
 481         dummy.attribute = "Hey"
 482
 483         locked_var = store.LockedVar(dummy)
 484         self.assertEqual("Hey", locked_var.attribute)
 485         with self.assertRaises(AttributeError):
 486             locked_var.other
 487
 488     def test_start_lock(self):
 489         locked_var = store.LockedVar("Foo")
 490         locked_var.start_lock()
 491         self.assertEqual("lock", locked_var.lock.__class__.__name__)
 492
 493         thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
 494         thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
 495         thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
 496
 497         with locked_var.lock:
 498             thread1.start()
 499             thread2.start()
 500             thread3.start()
 501
 502             self.assertEqual("Foo", locked_var.val)
 503         thread1.join()
 504         thread2.join()
 505         thread3.join()
 506         self.assertEqual("Bar", locked_var.get()[0:3])
 507
 508     def test_wait_for_notification(self):
 509         with self.assertRaises(RuntimeError):
 510             store.Portfolio.wait_for_notification()
 511
 512         with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
 513                 mock.patch.object(store.Portfolio, "report") as report,\
 514                 mock.patch.object(store.time, "sleep") as sleep:
 515             store.Portfolio.start_worker(poll=3)
 516
 517             store.Portfolio.worker_notify.set()
 518
 519             store.Portfolio.callback.wait()
 520
 521             report.print_log.assert_called_once_with("Fetching cryptoportfolio")
 522             get.assert_called_once_with(refetch=True)
 523             sleep.assert_called_once_with(3)
 524             self.assertFalse(store.Portfolio.worker_notify.is_set())
 525             self.assertTrue(store.Portfolio.worker.is_alive())
 526
 527             store.Portfolio.callback.clear()
 528             store.Portfolio.worker_started = False
 529             store.Portfolio.worker_notify.set()
 530             store.Portfolio.callback.wait()
 531
 532             self.assertFalse(store.Portfolio.worker.is_alive())
 533
 534     def test_notify_and_wait(self):
 535         with mock.patch.object(store.Portfolio, "callback") as callback,\
 536                 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
 537             store.Portfolio.notify_and_wait()
 538             callback.clear.assert_called_once_with()
 539             worker_notify.set.assert_called_once_with()
 540             callback.wait.assert_called_once_with()
 541
 542 @unittest.skipUnless("unit" in limits, "Unit skipped")
 543 class PortfolioTest(WebMockTestCase):
 544     def setUp(self):
 545         super(PortfolioTest, self).setUp()
 546
 547         with open("test_samples/test_portfolio.json") as example:
 548             self.json_response = example.read()
 549
 550         self.wm.get(market.Portfolio.URL, text=self.json_response)
 551
 552     @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
 553     def test_get_cryptoportfolio(self, parse_cryptoportfolio):
 554         with self.subTest(parallel=False):
 555             self.wm.get(market.Portfolio.URL, [
 556                 {"text":'{ "foo": "bar" }', "status_code": 200},
 557                 {"text": "System Error", "status_code": 500},
 558                 {"exc": requests.exceptions.ConnectTimeout},
 559                 ])
 560             market.Portfolio.get_cryptoportfolio()
 561             self.assertIn("foo", market.Portfolio.data.get())
 562             self.assertEqual("bar", market.Portfolio.data.get()["foo"])
 563             self.assertTrue(self.wm.called)
 564             self.assertEqual(1, self.wm.call_count)
 565             market.Portfolio.report.log_error.assert_not_called()
 566             market.Portfolio.report.log_http_request.assert_called_once()
 567             parse_cryptoportfolio.assert_called_once_with()
 568             market.Portfolio.report.log_http_request.reset_mock()
 569             parse_cryptoportfolio.reset_mock()
 570             market.Portfolio.data = store.LockedVar(None)
 571
 572             market.Portfolio.get_cryptoportfolio()
 573             self.assertIsNone(market.Portfolio.data.get())
 574             self.assertEqual(2, self.wm.call_count)
 575             parse_cryptoportfolio.assert_not_called()
 576             market.Portfolio.report.log_error.assert_not_called()
 577             market.Portfolio.report.log_http_request.assert_called_once()
 578             market.Portfolio.report.log_http_request.reset_mock()
 579             parse_cryptoportfolio.reset_mock()
 580
 581             market.Portfolio.data = store.LockedVar("Foo")
 582             market.Portfolio.get_cryptoportfolio()
 583             self.assertEqual(2, self.wm.call_count)
 584             parse_cryptoportfolio.assert_not_called()
 585
 586             market.Portfolio.get_cryptoportfolio(refetch=True)
 587             self.assertEqual("Foo", market.Portfolio.data.get())
 588             self.assertEqual(3, self.wm.call_count)
 589             market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
 590                     exception=mock.ANY)
 591             market.Portfolio.report.log_http_request.assert_not_called()
 592         with self.subTest(parallel=True):
 593             with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
 594                     mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
 595                 with self.subTest(worker=True):
 596                     market.Portfolio.data = store.LockedVar(None)
 597                     market.Portfolio.worker = mock.Mock()
 598                     is_worker.return_value = True
 599                     self.wm.get(market.Portfolio.URL, [
 600                         {"text":'{ "foo": "bar" }', "status_code": 200},
 601                         ])
 602                     market.Portfolio.get_cryptoportfolio()
 603                     self.assertIn("foo", market.Portfolio.data.get())
 604                 parse_cryptoportfolio.reset_mock()
 605                 with self.subTest(worker=False):
 606                     market.Portfolio.data = store.LockedVar(None)
 607                     market.Portfolio.worker = mock.Mock()
 608                     is_worker.return_value = False
 609                     market.Portfolio.get_cryptoportfolio()
 610                     notify.assert_called_once_with()
 611                     parse_cryptoportfolio.assert_not_called()
 612
 613     def test_parse_cryptoportfolio(self):
 614         with self.subTest(description="Normal case"):
 615             market.Portfolio.data = store.LockedVar(store.json.loads(
 616                 self.json_response, parse_int=D, parse_float=D))
 617             market.Portfolio.parse_cryptoportfolio()
 618
 619             self.assertListEqual(
 620                     ["medium", "high"],
 621                     list(market.Portfolio.liquidities.get().keys()))
 622
 623             liquidities = market.Portfolio.liquidities.get()
 624             self.assertEqual(10, len(liquidities["medium"].keys()))
 625             self.assertEqual(10, len(liquidities["high"].keys()))
 626
 627             expected = {
 628                     'BTC':  (D("0.2857"), "long"),
 629                     'DGB':  (D("0.1015"), "long"),
 630                     'DOGE': (D("0.1805"), "long"),
 631                     'SC':   (D("0.0623"), "long"),
 632                     'ZEC':  (D("0.3701"), "long"),
 633                     }
 634             date = portfolio.datetime(2018, 1, 8)
 635             self.assertDictEqual(expected, liquidities["high"][date])
 636
 637             expected = {
 638                     'BTC':  (D("1.1102e-16"), "long"),
 639                     'ETC':  (D("0.1"), "long"),
 640                     'FCT':  (D("0.1"), "long"),
 641                     'GAS':  (D("0.1"), "long"),
 642                     'NAV':  (D("0.1"), "long"),
 643                     'OMG':  (D("0.1"), "long"),
 644                     'OMNI': (D("0.1"), "long"),
 645                     'PPC':  (D("0.1"), "long"),
 646                     'RIC':  (D("0.1"), "long"),
 647                     'VIA':  (D("0.1"), "long"),
 648                     'XCP':  (D("0.1"), "long"),
 649                     }
 650             self.assertDictEqual(expected, liquidities["medium"][date])
 651             self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
 652
 653         with self.subTest(description="Missing weight"):
 654             data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
 655             del(data["portfolio_2"]["weights"])
 656             market.Portfolio.data = store.LockedVar(data)
 657
 658             market.Portfolio.parse_cryptoportfolio()
 659             self.assertListEqual(
 660                     ["medium", "high"],
 661                     list(market.Portfolio.liquidities.get().keys()))
 662             self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
 663
 664         with self.subTest(description="All missing weights"):
 665             data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
 666             del(data["portfolio_1"]["weights"])
 667             del(data["portfolio_2"]["weights"])
 668             market.Portfolio.data = store.LockedVar(data)
 669
 670             market.Portfolio.parse_cryptoportfolio()
 671             self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
 672             self.assertEqual({}, market.Portfolio.liquidities.get("high"))
 673             self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
 674
 675
 676     @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
 677     def test_repartition(self, get_cryptoportfolio):
 678         market.Portfolio.liquidities = store.LockedVar({
 679                 "medium": {
 680                     "2018-03-01": "medium_2018-03-01",
 681                     "2018-03-08": "medium_2018-03-08",
 682                     },
 683                 "high": {
 684                     "2018-03-01": "high_2018-03-01",
 685                     "2018-03-08": "high_2018-03-08",
 686                     }
 687                 })
 688         market.Portfolio.last_date = store.LockedVar("2018-03-08")
 689
 690         self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
 691         get_cryptoportfolio.assert_called_once_with()
 692         self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
 693         self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
 694
 695     @mock.patch.object(market.time, "sleep")
 696     @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
 697     def test_wait_for_recent(self, get_cryptoportfolio, sleep):
 698         self.call_count = 0
 699         def _get(refetch=False):
 700             if self.call_count != 0:
 701                 self.assertTrue(refetch)
 702             else:
 703                 self.assertFalse(refetch)
 704             self.call_count += 1
 705             market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
 706                 - store.timedelta(10)\
 707                 + store.timedelta(self.call_count))
 708         get_cryptoportfolio.side_effect = _get
 709
 710         market.Portfolio.wait_for_recent()
 711         sleep.assert_called_with(30)
 712         self.assertEqual(6, sleep.call_count)
 713         self.assertEqual(7, get_cryptoportfolio.call_count)
 714         market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
 715
 716         sleep.reset_mock()
 717         get_cryptoportfolio.reset_mock()
 718         market.Portfolio.last_date = store.LockedVar(None)
 719         self.call_count = 0
 720         market.Portfolio.wait_for_recent(delta=15)
 721         sleep.assert_not_called()
 722         self.assertEqual(1, get_cryptoportfolio.call_count)
 723
 724         sleep.reset_mock()
 725         get_cryptoportfolio.reset_mock()
 726         market.Portfolio.last_date = store.LockedVar(None)
 727         self.call_count = 0
 728         market.Portfolio.wait_for_recent(delta=1)
 729         sleep.assert_called_with(30)
 730         self.assertEqual(9, sleep.call_count)
 731         self.assertEqual(10, get_cryptoportfolio.call_count)
 732
 733     def test_is_worker_thread(self):
 734         with self.subTest(worker=None):
 735             self.assertFalse(store.Portfolio.is_worker_thread())
 736
 737         with self.subTest(worker="not self"),\
 738                 mock.patch("threading.current_thread") as current_thread:
 739             current = mock.Mock()
 740             current_thread.return_value = current
 741             store.Portfolio.worker = mock.Mock()
 742             self.assertFalse(store.Portfolio.is_worker_thread())
 743
 744         with self.subTest(worker="self"),\
 745                 mock.patch("threading.current_thread") as current_thread:
 746             current = mock.Mock()
 747             current_thread.return_value = current
 748             store.Portfolio.worker = current
 749             self.assertTrue(store.Portfolio.is_worker_thread())
 750
 751     def test_start_worker(self):
 752         with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
 753             store.Portfolio.start_worker()
 754             notification.assert_called_once_with(poll=30)
 755
 756             self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
 757             self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
 758             store.Portfolio.report.start_lock.assert_called_once_with()
 759
 760             self.assertIsNotNone(store.Portfolio.worker)
 761             self.assertIsNotNone(store.Portfolio.worker_notify)
 762             self.assertIsNotNone(store.Portfolio.callback)
 763             self.assertTrue(store.Portfolio.worker_started)
 764
 765 @unittest.skipUnless("unit" in limits, "Unit skipped")
 766 class AmountTest(WebMockTestCase):
 767     def test_values(self):
 768         amount = portfolio.Amount("BTC", "0.65")
 769         self.assertEqual(D("0.65"), amount.value)
 770         self.assertEqual("BTC", amount.currency)
 771
 772     def test_in_currency(self):
 773         amount = portfolio.Amount("ETC", 10)
 774
 775         self.assertEqual(amount, amount.in_currency("ETC", self.m))
 776
 777         with self.subTest(desc="no ticker for currency"):
 778             self.m.get_ticker.return_value = None
 779
 780             self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
 781
 782         with self.subTest(desc="nominal case"):
 783             self.m.get_ticker.return_value = {
 784                     "bid": D("0.2"),
 785                     "ask": D("0.4"),
 786                     "average": D("0.3"),
 787                     "foo": "bar",
 788                     }
 789             converted_amount = amount.in_currency("ETH", self.m)
 790
 791             self.assertEqual(D("3.0"), converted_amount.value)
 792             self.assertEqual("ETH", converted_amount.currency)
 793             self.assertEqual(amount, converted_amount.linked_to)
 794             self.assertEqual("bar", converted_amount.ticker["foo"])
 795
 796             converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
 797             self.assertEqual(D("2"), converted_amount.value)
 798
 799             converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
 800             self.assertEqual(D("4"), converted_amount.value)
 801
 802         converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
 803         self.assertEqual(D("0.2"), converted_amount.value)
 804
 805     def test__round(self):
 806         amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
 807         self.assertEqual(D("1.23456789"), round(amount).value)
 808         self.assertEqual(D("1.23"), round(amount, 2).value)
 809
 810     def test__abs(self):
 811         amount = portfolio.Amount("SC", -120)
 812         self.assertEqual(120, abs(amount).value)
 813         self.assertEqual("SC", abs(amount).currency)
 814
 815         amount = portfolio.Amount("SC", 10)
 816         self.assertEqual(10, abs(amount).value)
 817         self.assertEqual("SC", abs(amount).currency)
 818
 819     def test__add(self):
 820         amount1 = portfolio.Amount("XVG", "12.9")
 821         amount2 = portfolio.Amount("XVG", "13.1")
 822
 823         self.assertEqual(26, (amount1 + amount2).value)
 824         self.assertEqual("XVG", (amount1 + amount2).currency)
 825
 826         amount3 = portfolio.Amount("ETH", "1.6")
 827         with self.assertRaises(Exception):
 828             amount1 + amount3
 829
 830         amount4 = portfolio.Amount("ETH", 0.0)
 831         self.assertEqual(amount1, amount1 + amount4)
 832
 833         self.assertEqual(amount1, amount1 + 0)
 834
 835     def test__radd(self):
 836         amount = portfolio.Amount("XVG", "12.9")
 837
 838         self.assertEqual(amount, 0 + amount)
 839         with self.assertRaises(Exception):
 840             4 + amount
 841
 842     def test__sub(self):
 843         amount1 = portfolio.Amount("XVG", "13.3")
 844         amount2 = portfolio.Amount("XVG", "13.1")
 845
 846         self.assertEqual(D("0.2"), (amount1 - amount2).value)
 847         self.assertEqual("XVG", (amount1 - amount2).currency)
 848
 849         amount3 = portfolio.Amount("ETH", "1.6")
 850         with self.assertRaises(Exception):
 851             amount1 - amount3
 852
 853         amount4 = portfolio.Amount("ETH", 0.0)
 854         self.assertEqual(amount1, amount1 - amount4)
 855
 856     def test__rsub(self):
 857         amount = portfolio.Amount("ETH", "1.6")
 858         with self.assertRaises(Exception):
 859             3 - amount
 860
 861         self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
 862
 863     def test__mul(self):
 864         amount = portfolio.Amount("XEM", 11)
 865
 866         self.assertEqual(D("38.5"), (amount * D("3.5")).value)
 867         self.assertEqual(D("33"), (amount * 3).value)
 868
 869         with self.assertRaises(Exception):
 870             amount * amount
 871
 872     def test__rmul(self):
 873         amount = portfolio.Amount("XEM", 11)
 874
 875         self.assertEqual(D("38.5"), (D("3.5") * amount).value)
 876         self.assertEqual(D("33"), (3 * amount).value)
 877
 878     def test__floordiv(self):
 879         amount = portfolio.Amount("XEM", 11)
 880
 881         self.assertEqual(D("5.5"), (amount / 2).value)
 882         self.assertEqual(D("4.4"), (amount / D("2.5")).value)
 883
 884         with self.assertRaises(Exception):
 885             amount / amount
 886
 887     def test__truediv(self):
 888         amount = portfolio.Amount("XEM", 11)
 889
 890         self.assertEqual(D("5.5"), (amount / 2).value)
 891         self.assertEqual(D("4.4"), (amount / D("2.5")).value)
 892
 893     def test__lt(self):
 894         amount1 = portfolio.Amount("BTD", 11.3)
 895         amount2 = portfolio.Amount("BTD", 13.1)
 896
 897         self.assertTrue(amount1 < amount2)
 898         self.assertFalse(amount2 < amount1)
 899         self.assertFalse(amount1 < amount1)
 900
 901         amount3 = portfolio.Amount("BTC", 1.6)
 902         with self.assertRaises(Exception):
 903             amount1 < amount3
 904
 905     def test__le(self):
 906         amount1 = portfolio.Amount("BTD", 11.3)
 907         amount2 = portfolio.Amount("BTD", 13.1)
 908
 909         self.assertTrue(amount1 <= amount2)
 910         self.assertFalse(amount2 <= amount1)
 911         self.assertTrue(amount1 <= amount1)
 912
 913         amount3 = portfolio.Amount("BTC", 1.6)
 914         with self.assertRaises(Exception):
 915             amount1 <= amount3
 916
 917     def test__gt(self):
 918         amount1 = portfolio.Amount("BTD", 11.3)
 919         amount2 = portfolio.Amount("BTD", 13.1)
 920
 921         self.assertTrue(amount2 > amount1)
 922         self.assertFalse(amount1 > amount2)
 923         self.assertFalse(amount1 > amount1)
 924
 925         amount3 = portfolio.Amount("BTC", 1.6)
 926         with self.assertRaises(Exception):
 927             amount3 > amount1
 928
 929     def test__ge(self):
 930         amount1 = portfolio.Amount("BTD", 11.3)
 931         amount2 = portfolio.Amount("BTD", 13.1)
 932
 933         self.assertTrue(amount2 >= amount1)
 934         self.assertFalse(amount1 >= amount2)
 935         self.assertTrue(amount1 >= amount1)
 936
 937         amount3 = portfolio.Amount("BTC", 1.6)
 938         with self.assertRaises(Exception):
 939             amount3 >= amount1
 940
 941     def test__eq(self):
 942         amount1 = portfolio.Amount("BTD", 11.3)
 943         amount2 = portfolio.Amount("BTD", 13.1)
 944         amount3 = portfolio.Amount("BTD", 11.3)
 945
 946         self.assertFalse(amount1 == amount2)
 947         self.assertFalse(amount2 == amount1)
 948         self.assertTrue(amount1 == amount3)
 949         self.assertFalse(amount2 == 0)
 950
 951         amount4 = portfolio.Amount("BTC", 1.6)
 952         with self.assertRaises(Exception):
 953             amount1 == amount4
 954
 955         amount5 = portfolio.Amount("BTD", 0)
 956         self.assertTrue(amount5 == 0)
 957
 958     def test__ne(self):
 959         amount1 = portfolio.Amount("BTD", 11.3)
 960         amount2 = portfolio.Amount("BTD", 13.1)
 961         amount3 = portfolio.Amount("BTD", 11.3)
 962
 963         self.assertTrue(amount1 != amount2)
 964         self.assertTrue(amount2 != amount1)
 965         self.assertFalse(amount1 != amount3)
 966         self.assertTrue(amount2 != 0)
 967
 968         amount4 = portfolio.Amount("BTC", 1.6)
 969         with self.assertRaises(Exception):
 970             amount1 != amount4
 971
 972         amount5 = portfolio.Amount("BTD", 0)
 973         self.assertFalse(amount5 != 0)
 974
 975     def test__neg(self):
 976         amount1 = portfolio.Amount("BTD", "11.3")
 977
 978         self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
 979
 980     def test__str(self):
 981         amount1 = portfolio.Amount("BTX", 32)
 982         self.assertEqual("32.00000000 BTX", str(amount1))
 983
 984         amount2 = portfolio.Amount("USDT", 12000)
 985         amount1.linked_to = amount2
 986         self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
 987
 988     def test__repr(self):
 989         amount1 = portfolio.Amount("BTX", 32)
 990         self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
 991
 992         amount2 = portfolio.Amount("USDT", 12000)
 993         amount1.linked_to = amount2
 994         self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
 995
 996         amount3 = portfolio.Amount("BTC", 0.1)
 997         amount2.linked_to = amount3
 998         self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
 999
1000     def test_as_json(self):
1001         amount = portfolio.Amount("BTX", 32)
1002         self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
1003
1004         amount = portfolio.Amount("BTX", "1E-10")
1005         self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
1006
1007         amount = portfolio.Amount("BTX", "1E-5")
1008         self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
1009         self.assertEqual("0.00001", str(amount.as_json()["value"]))
1010
1011 @unittest.skipUnless("unit" in limits, "Unit skipped")
1012 class BalanceTest(WebMockTestCase):
1013     def test_values(self):
1014         balance = portfolio.Balance("BTC", {
1015             "exchange_total": "0.65",
1016             "exchange_free": "0.35",
1017             "exchange_used": "0.30",
1018             "margin_total": "-10",
1019             "margin_borrowed": "10",
1020             "margin_available": "0",
1021             "margin_in_position": "0",
1022             "margin_position_type": "short",
1023             "margin_borrowed_base_currency": "USDT",
1024             "margin_liquidation_price": "1.20",
1025             "margin_pending_gain": "10",
1026             "margin_lending_fees": "0.4",
1027             "margin_borrowed_base_price": "0.15",
1028             })
1029         self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
1030         self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
1031         self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
1032         self.assertEqual("BTC", balance.exchange_total.currency)
1033         self.assertEqual("BTC", balance.exchange_free.currency)
1034         self.assertEqual("BTC", balance.exchange_total.currency)
1035
1036         self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
1037         self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
1038         self.assertEqual(portfolio.D("0"), balance.margin_available.value)
1039         self.assertEqual("BTC", balance.margin_total.currency)
1040         self.assertEqual("BTC", balance.margin_borrowed.currency)
1041         self.assertEqual("BTC", balance.margin_available.currency)
1042
1043         self.assertEqual("BTC", balance.currency)
1044
1045         self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
1046         self.assertEqual("USDT", balance.margin_lending_fees.currency)
1047
1048     def test__repr(self):
1049         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1050                 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
1051         balance = portfolio.Balance("BTX", { "exchange_total": 3,
1052             "exchange_used": 1, "exchange_free": 2 })
1053         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1054
1055         balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
1056         self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
1057
1058         balance = portfolio.Balance("BTX", { "margin_total": 3,
1059             "margin_in_position": 1, "margin_available": 2 })
1060         self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1061
1062         balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
1063         self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
1064
1065         balance = portfolio.Balance("BTX", { "margin_total": -3,
1066             "margin_borrowed_base_price": D("0.1"),
1067             "margin_borrowed_base_currency": "BTC",
1068             "margin_lending_fees": D("0.002") })
1069         self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
1070
1071         balance = portfolio.Balance("BTX", { "margin_total": 1,
1072             "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1073         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1074
1075     def test_as_json(self):
1076         balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
1077         as_json = balance.as_json()
1078         self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
1079         self.assertEqual(D(0), as_json["total"])
1080         self.assertEqual(D(2), as_json["exchange_total"])
1081         self.assertEqual(D(2), as_json["exchange_free"])
1082         self.assertEqual(D(0), as_json["exchange_used"])
1083         self.assertEqual(D(0), as_json["margin_total"])
1084         self.assertEqual(D(0), as_json["margin_available"])
1085         self.assertEqual(D(0), as_json["margin_borrowed"])
1086
1087 @unittest.skipUnless("unit" in limits, "Unit skipped")
1088 class MarketTest(WebMockTestCase):
1089     def setUp(self):
1090         super(MarketTest, self).setUp()
1091
1092         self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
1093
1094     def test_values(self):
1095         m = market.Market(self.ccxt)
1096
1097         self.assertEqual(self.ccxt, m.ccxt)
1098         self.assertFalse(m.debug)
1099         self.assertIsInstance(m.report, market.ReportStore)
1100         self.assertIsInstance(m.trades, market.TradeStore)
1101         self.assertIsInstance(m.balances, market.BalanceStore)
1102         self.assertEqual(m, m.report.market)
1103         self.assertEqual(m, m.trades.market)
1104         self.assertEqual(m, m.balances.market)
1105         self.assertEqual(m, m.ccxt._market)
1106
1107         m = market.Market(self.ccxt, debug=True)
1108         self.assertTrue(m.debug)
1109
1110         m = market.Market(self.ccxt, debug=False)
1111         self.assertFalse(m.debug)
1112
1113     @mock.patch("market.ccxt")
1114     def test_from_config(self, ccxt):
1115         with mock.patch("market.ReportStore"):
1116             ccxt.poloniexE.return_value = self.ccxt
1117             self.ccxt.session.request.return_value = "response"
1118
1119             m = market.Market.from_config({"key": "key", "secred": "secret"})
1120
1121             self.assertEqual(self.ccxt, m.ccxt)
1122
1123             self.ccxt.session.request("GET", "URL", data="data",
1124                     headers="headers")
1125             m.report.log_http_request.assert_called_with('GET', 'URL', 'data',
1126                     'headers', 'response')
1127
1128         m = market.Market.from_config({"key": "key", "secred": "secret"}, debug=True)
1129         self.assertEqual(True, m.debug)
1130
1131     def test_get_tickers(self):
1132         self.ccxt.fetch_tickers.side_effect = [
1133                 "tickers",
1134                 market.NotSupported
1135                 ]
1136
1137         m = market.Market(self.ccxt)
1138         self.assertEqual("tickers", m.get_tickers())
1139         self.assertEqual("tickers", m.get_tickers())
1140         self.ccxt.fetch_tickers.assert_called_once()
1141
1142         self.assertIsNone(m.get_tickers(refresh=self.time.time()))
1143
1144     def test_get_ticker(self):
1145         with self.subTest(get_tickers=True):
1146             self.ccxt.fetch_tickers.return_value = {
1147                     "ETH/ETC": { "bid": 1, "ask": 3 },
1148                     "XVG/ETH": { "bid": 10, "ask": 40 },
1149                     }
1150             m = market.Market(self.ccxt)
1151
1152             ticker = m.get_ticker("ETH", "ETC")
1153             self.assertEqual(1, ticker["bid"])
1154             self.assertEqual(3, ticker["ask"])
1155             self.assertEqual(2, ticker["average"])
1156             self.assertFalse(ticker["inverted"])
1157
1158             ticker = m.get_ticker("ETH", "XVG")
1159             self.assertEqual(0.0625, ticker["average"])
1160             self.assertTrue(ticker["inverted"])
1161             self.assertIn("original", ticker)
1162             self.assertEqual(10, ticker["original"]["bid"])
1163             self.assertEqual(25, ticker["original"]["average"])
1164
1165             ticker = m.get_ticker("XVG", "XMR")
1166             self.assertIsNone(ticker)
1167
1168         with self.subTest(get_tickers=False):
1169             self.ccxt.fetch_tickers.return_value = None
1170             self.ccxt.fetch_ticker.side_effect = [
1171                     { "bid": 1, "ask": 3 },
1172                     market.ExchangeError("foo"),
1173                     { "bid": 10, "ask": 40 },
1174                     market.ExchangeError("foo"),
1175                     market.ExchangeError("foo"),
1176                     ]
1177
1178             m = market.Market(self.ccxt)
1179
1180             ticker = m.get_ticker("ETH", "ETC")
1181             self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
1182             self.assertEqual(1, ticker["bid"])
1183             self.assertEqual(3, ticker["ask"])
1184             self.assertEqual(2, ticker["average"])
1185             self.assertFalse(ticker["inverted"])
1186
1187             ticker = m.get_ticker("ETH", "XVG")
1188             self.assertEqual(0.0625, ticker["average"])
1189             self.assertTrue(ticker["inverted"])
1190             self.assertIn("original", ticker)
1191             self.assertEqual(10, ticker["original"]["bid"])
1192             self.assertEqual(25, ticker["original"]["average"])
1193
1194             ticker = m.get_ticker("XVG", "XMR")
1195             self.assertIsNone(ticker)
1196
1197     def test_fetch_fees(self):
1198         m = market.Market(self.ccxt)
1199         self.ccxt.fetch_fees.return_value = "Foo"
1200         self.assertEqual("Foo", m.fetch_fees())
1201         self.ccxt.fetch_fees.assert_called_once()
1202         self.ccxt.reset_mock()
1203         self.assertEqual("Foo", m.fetch_fees())
1204         self.ccxt.fetch_fees.assert_not_called()
1205
1206     @mock.patch.object(market.Portfolio, "repartition")
1207     @mock.patch.object(market.Market, "get_ticker")
1208     @mock.patch.object(market.TradeStore, "compute_trades")
1209     def test_prepare_trades(self, compute_trades, get_ticker, repartition):
1210         repartition.return_value = {
1211                 "XEM": (D("0.75"), "long"),
1212                 "BTC": (D("0.25"), "long"),
1213                 }
1214         def _get_ticker(c1, c2):
1215             if c1 == "USDT" and c2 == "BTC":
1216                 return { "average": D("0.0001") }
1217             if c1 == "XVG" and c2 == "BTC":
1218                 return { "average": D("0.000001") }
1219             if c1 == "XEM" and c2 == "BTC":
1220                 return { "average": D("0.001") }
1221             self.fail("Should be called with {}, {}".format(c1, c2))
1222         get_ticker.side_effect = _get_ticker
1223
1224         with mock.patch("market.ReportStore"):
1225             m = market.Market(self.ccxt)
1226             self.ccxt.fetch_all_balances.return_value = {
1227                     "USDT": {
1228                         "exchange_free": D("10000.0"),
1229                         "exchange_used": D("0.0"),
1230                         "exchange_total": D("10000.0"),
1231                         "total": D("10000.0")
1232                         },
1233                     "XVG": {
1234                         "exchange_free": D("10000.0"),
1235                         "exchange_used": D("0.0"),
1236                         "exchange_total": D("10000.0"),
1237                         "total": D("10000.0")
1238                         },
1239                     }
1240
1241             m.balances.fetch_balances(tag="tag")
1242
1243             m.prepare_trades()
1244             compute_trades.assert_called()
1245
1246             call = compute_trades.call_args
1247             self.assertEqual(1, call[0][0]["USDT"].value)
1248             self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
1249             self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
1250             self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
1251             m.report.log_stage.assert_called_once_with("prepare_trades",
1252                     base_currency='BTC', compute_value='average',
1253                     liquidity='medium', only=None, repartition=None)
1254             m.report.log_balances.assert_called_once_with(tag="tag")
1255
1256
1257     @mock.patch.object(market.time, "sleep")
1258     @mock.patch.object(market.TradeStore, "all_orders")
1259     def test_follow_orders(self, all_orders, time_mock):
1260         for debug, sleep in [
1261                 (False, None), (True, None),
1262                 (False, 12), (True, 12)]:
1263             with self.subTest(sleep=sleep, debug=debug), \
1264                     mock.patch("market.ReportStore"):
1265                 m = market.Market(self.ccxt, debug=debug)
1266
1267                 order_mock1 = mock.Mock()
1268                 order_mock2 = mock.Mock()
1269                 order_mock3 = mock.Mock()
1270                 all_orders.side_effect = [
1271                         [order_mock1, order_mock2],
1272                         [order_mock1, order_mock2],
1273
1274                         [order_mock1, order_mock3],
1275                         [order_mock1, order_mock3],
1276
1277                         [order_mock1, order_mock3],
1278                         [order_mock1, order_mock3],
1279
1280                         []
1281                         ]
1282
1283                 order_mock1.get_status.side_effect = ["open", "open", "closed"]
1284                 order_mock2.get_status.side_effect = ["open"]
1285                 order_mock3.get_status.side_effect = ["open", "closed"]
1286
1287                 order_mock1.trade = mock.Mock()
1288                 order_mock2.trade = mock.Mock()
1289                 order_mock3.trade = mock.Mock()
1290
1291                 m.follow_orders(sleep=sleep)
1292
1293                 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
1294                 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
1295                 self.assertEqual(2, order_mock1.trade.update_order.call_count)
1296                 self.assertEqual(3, order_mock1.get_status.call_count)
1297
1298                 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
1299                 self.assertEqual(1, order_mock2.trade.update_order.call_count)
1300                 self.assertEqual(1, order_mock2.get_status.call_count)
1301
1302                 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
1303                 self.assertEqual(1, order_mock3.trade.update_order.call_count)
1304                 self.assertEqual(2, order_mock3.get_status.call_count)
1305                 m.report.log_stage.assert_called()
1306                 calls = [
1307                         mock.call("follow_orders_begin"),
1308                         mock.call("follow_orders_tick_1"),
1309                         mock.call("follow_orders_tick_2"),
1310                         mock.call("follow_orders_tick_3"),
1311                         mock.call("follow_orders_end"),
1312                         ]
1313                 m.report.log_stage.assert_has_calls(calls)
1314                 m.report.log_orders.assert_called()
1315                 self.assertEqual(3, m.report.log_orders.call_count)
1316                 calls = [
1317                         mock.call([order_mock1, order_mock2], tick=1),
1318                         mock.call([order_mock1, order_mock3], tick=2),
1319                         mock.call([order_mock1, order_mock3], tick=3),
1320                         ]
1321                 m.report.log_orders.assert_has_calls(calls)
1322                 calls = [
1323                         mock.call(order_mock1, 3, finished=True),
1324                         mock.call(order_mock3, 3, finished=True),
1325                         ]
1326                 m.report.log_order.assert_has_calls(calls)
1327
1328                 if sleep is None:
1329                     if debug:
1330                         m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1331                         time_mock.assert_called_with(7)
1332                     else:
1333                         time_mock.assert_called_with(30)
1334                 else:
1335                     time_mock.assert_called_with(sleep)
1336
1337     @mock.patch.object(market.BalanceStore, "fetch_balances")
1338     def test_move_balance(self, fetch_balances):
1339         for debug in [True, False]:
1340             with self.subTest(debug=debug),\
1341                     mock.patch("market.ReportStore"):
1342                 m = market.Market(self.ccxt, debug=debug)
1343
1344                 value_from = portfolio.Amount("BTC", "1.0")
1345                 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1346                 value_to = portfolio.Amount("BTC", "10.0")
1347                 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1348
1349                 value_from = portfolio.Amount("BTC", "0.0")
1350                 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1351                 value_to = portfolio.Amount("BTC", "-3.0")
1352                 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1353
1354                 value_from = portfolio.Amount("USDT", "0.0")
1355                 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1356                 value_to = portfolio.Amount("USDT", "-50.0")
1357                 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1358
1359                 m.trades.all = [trade1, trade2, trade3]
1360                 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1361                 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1362                 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1363                 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1364
1365                 m.move_balances()
1366
1367                 fetch_balances.assert_called_with()
1368                 m.report.log_move_balances.assert_called_once()
1369
1370                 if debug:
1371                     m.report.log_debug_action.assert_called()
1372                     self.assertEqual(3, m.report.log_debug_action.call_count)
1373                 else:
1374                     self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
1375                     self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
1376                     self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
1377
1378     def test_store_report(self):
1379
1380         file_open = mock.mock_open()
1381         m = market.Market(self.ccxt, user_id=1)
1382         with self.subTest(file=None),\
1383                 mock.patch.object(m, "report") as report,\
1384                 mock.patch("market.open", file_open):
1385             m.store_report()
1386             report.merge.assert_called_with(store.Portfolio.report)
1387             file_open.assert_not_called()
1388
1389         report.reset_mock()
1390         file_open = mock.mock_open()
1391         m = market.Market(self.ccxt, report_path="present", user_id=1)
1392         with self.subTest(file="present"),\
1393                 mock.patch("market.open", file_open),\
1394                 mock.patch.object(m, "report") as report,\
1395                 mock.patch.object(market, "datetime") as time_mock:
1396
1397             time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1398             report.to_json.return_value = "json_content"
1399
1400             m.store_report()
1401
1402             file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1403             file_open().write.assert_called_once_with("json_content")
1404             m.report.to_json.assert_called_once_with()
1405             report.merge.assert_called_with(store.Portfolio.report)
1406
1407         report.reset_mock()
1408
1409         m = market.Market(self.ccxt, report_path="error", user_id=1)
1410         with self.subTest(file="error"),\
1411                 mock.patch("market.open") as file_open,\
1412                 mock.patch.object(m, "report") as report,\
1413                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1414             file_open.side_effect = FileNotFoundError
1415
1416             m.store_report()
1417
1418             report.merge.assert_called_with(store.Portfolio.report)
1419             self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1420
1421     def test_print_orders(self):
1422         m = market.Market(self.ccxt)
1423         with mock.patch.object(m.report, "log_stage") as log_stage,\
1424                 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1425                 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1426                 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1427             m.print_orders()
1428
1429             log_stage.assert_called_with("print_orders")
1430             fetch_balances.assert_called_with(tag="print_orders")
1431             prepare_trades.assert_called_with(base_currency="BTC",
1432                     compute_value="average")
1433             prepare_orders.assert_called_with(compute_value="average")
1434
1435     def test_print_balances(self):
1436         m = market.Market(self.ccxt)
1437
1438         with mock.patch.object(m.balances, "in_currency") as in_currency,\
1439                 mock.patch.object(m.report, "log_stage") as log_stage,\
1440                 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1441                 mock.patch.object(m.report, "print_log") as print_log:
1442
1443             in_currency.return_value = {
1444                     "BTC": portfolio.Amount("BTC", "0.65"),
1445                     "ETH": portfolio.Amount("BTC", "0.3"),
1446                     }
1447
1448             m.print_balances()
1449
1450             log_stage.assert_called_once_with("print_balances")
1451             fetch_balances.assert_called_with()
1452             print_log.assert_has_calls([
1453                 mock.call("total:"),
1454                 mock.call(portfolio.Amount("BTC", "0.95")),
1455                 ])
1456
1457     @mock.patch("market.Processor.process")
1458     @mock.patch("market.ReportStore.log_error")
1459     @mock.patch("market.Market.store_report")
1460     def test_process(self, store_report, log_error, process):
1461         m = market.Market(self.ccxt)
1462         with self.subTest(before=False, after=False):
1463             m.process(None)
1464
1465             process.assert_not_called()
1466             store_report.assert_called_once()
1467             log_error.assert_not_called()
1468
1469         process.reset_mock()
1470         log_error.reset_mock()
1471         store_report.reset_mock()
1472         with self.subTest(before=True, after=False):
1473             m.process(None, before=True)
1474
1475             process.assert_called_once_with("sell_all", steps="before")
1476             store_report.assert_called_once()
1477             log_error.assert_not_called()
1478
1479         process.reset_mock()
1480         log_error.reset_mock()
1481         store_report.reset_mock()
1482         with self.subTest(before=False, after=True):
1483             m.process(None, after=True)
1484
1485             process.assert_called_once_with("sell_all", steps="after")
1486             store_report.assert_called_once()
1487             log_error.assert_not_called()
1488
1489         process.reset_mock()
1490         log_error.reset_mock()
1491         store_report.reset_mock()
1492         with self.subTest(before=True, after=True):
1493             m.process(None, before=True, after=True)
1494
1495             process.assert_has_calls([
1496                 mock.call("sell_all", steps="before"),
1497                 mock.call("sell_all", steps="after"),
1498                 ])
1499             store_report.assert_called_once()
1500             log_error.assert_not_called()
1501
1502         process.reset_mock()
1503         log_error.reset_mock()
1504         store_report.reset_mock()
1505         with self.subTest(action="print_balances"),\
1506                 mock.patch.object(m, "print_balances") as print_balances:
1507             m.process(["print_balances"])
1508
1509             process.assert_not_called()
1510             log_error.assert_not_called()
1511             store_report.assert_called_once()
1512             print_balances.assert_called_once_with()
1513
1514         log_error.reset_mock()
1515         store_report.reset_mock()
1516         with self.subTest(action="print_orders"),\
1517                 mock.patch.object(m, "print_orders") as print_orders,\
1518                 mock.patch.object(m, "print_balances") as print_balances:
1519             m.process(["print_orders", "print_balances"])
1520
1521             process.assert_not_called()
1522             log_error.assert_not_called()
1523             store_report.assert_called_once()
1524             print_orders.assert_called_once_with()
1525             print_balances.assert_called_once_with()
1526
1527         log_error.reset_mock()
1528         store_report.reset_mock()
1529         with self.subTest(action="unknown"):
1530             m.process(["unknown"])
1531             log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1532             store_report.assert_called_once()
1533
1534         log_error.reset_mock()
1535         store_report.reset_mock()
1536         with self.subTest(unhandled_exception=True):
1537             process.side_effect = Exception("bouh")
1538
1539             m.process(None, before=True)
1540             log_error.assert_called_with("market_process", exception=mock.ANY)
1541             store_report.assert_called_once()
1542
1543 @unittest.skipUnless("unit" in limits, "Unit skipped")
1544 class TradeStoreTest(WebMockTestCase):
1545     def test_compute_trades(self):
1546         self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1547
1548         values_in_base = {
1549                 "XMR": portfolio.Amount("BTC", D("0.9")),
1550                 "DASH": portfolio.Amount("BTC", D("0.4")),
1551                 "XVG": portfolio.Amount("BTC", D("-0.5")),
1552                 "BTC": portfolio.Amount("BTC", D("0.5")),
1553                 }
1554         new_repartition = {
1555                 "DASH": portfolio.Amount("BTC", D("0.5")),
1556                 "XVG": portfolio.Amount("BTC", D("0.1")),
1557                 "BTC": portfolio.Amount("BTC", D("0.4")),
1558                 "ETH": portfolio.Amount("BTC", D("0.3")),
1559                 }
1560         side_effect = [
1561                 (True, 1),
1562                 (False, 2),
1563                 (False, 3),
1564                 (True, 4),
1565                 (True, 5)
1566                 ]
1567
1568         with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1569             trade_store = market.TradeStore(self.m)
1570             trade_if_matching.side_effect = side_effect
1571
1572             trade_store.compute_trades(values_in_base,
1573                     new_repartition, only="only")
1574
1575             self.assertEqual(5, trade_if_matching.call_count)
1576             self.assertEqual(3, len(trade_store.all))
1577             self.assertEqual([1, 4, 5], trade_store.all)
1578             self.m.report.log_trades.assert_called_with(side_effect, "only")
1579
1580     def test_trade_if_matching(self):
1581
1582         with self.subTest(only="nope"):
1583             trade_store = market.TradeStore(self.m)
1584             result = trade_store.trade_if_matching(
1585                     portfolio.Amount("BTC", D("0")),
1586                     portfolio.Amount("BTC", D("0.3")),
1587                     "ETH", only="nope")
1588             self.assertEqual(False, result[0])
1589             self.assertIsInstance(result[1], portfolio.Trade)
1590
1591         with self.subTest(only=None):
1592             trade_store = market.TradeStore(self.m)
1593             result = trade_store.trade_if_matching(
1594                     portfolio.Amount("BTC", D("0")),
1595                     portfolio.Amount("BTC", D("0.3")),
1596                     "ETH", only=None)
1597             self.assertEqual(True, result[0])
1598
1599         with self.subTest(only="acquire"):
1600             trade_store = market.TradeStore(self.m)
1601             result = trade_store.trade_if_matching(
1602                     portfolio.Amount("BTC", D("0")),
1603                     portfolio.Amount("BTC", D("0.3")),
1604                     "ETH", only="acquire")
1605             self.assertEqual(True, result[0])
1606
1607         with self.subTest(only="dispose"):
1608             trade_store = market.TradeStore(self.m)
1609             result = trade_store.trade_if_matching(
1610                     portfolio.Amount("BTC", D("0")),
1611                     portfolio.Amount("BTC", D("0.3")),
1612                     "ETH", only="dispose")
1613             self.assertEqual(False, result[0])
1614
1615     def test_prepare_orders(self):
1616         trade_store = market.TradeStore(self.m)
1617
1618         trade_mock1 = mock.Mock()
1619         trade_mock2 = mock.Mock()
1620         trade_mock3 = mock.Mock()
1621
1622         trade_mock1.prepare_order.return_value = 1
1623         trade_mock2.prepare_order.return_value = 2
1624         trade_mock3.prepare_order.return_value = 3
1625
1626         trade_mock1.pending = True
1627         trade_mock2.pending = True
1628         trade_mock3.pending = False
1629
1630         trade_store.all.append(trade_mock1)
1631         trade_store.all.append(trade_mock2)
1632         trade_store.all.append(trade_mock3)
1633
1634         trade_store.prepare_orders()
1635         trade_mock1.prepare_order.assert_called_with(compute_value="default")
1636         trade_mock2.prepare_order.assert_called_with(compute_value="default")
1637         trade_mock3.prepare_order.assert_not_called()
1638         self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1639
1640         self.m.report.log_orders.reset_mock()
1641
1642         trade_store.prepare_orders(compute_value="bla")
1643         trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1644         trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1645         self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
1646
1647         trade_mock1.prepare_order.reset_mock()
1648         trade_mock2.prepare_order.reset_mock()
1649         self.m.report.log_orders.reset_mock()
1650
1651         trade_mock1.action = "foo"
1652         trade_mock2.action = "bar"
1653         trade_store.prepare_orders(only="bar")
1654         trade_mock1.prepare_order.assert_not_called()
1655         trade_mock2.prepare_order.assert_called_with(compute_value="default")
1656         self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
1657
1658     def test_print_all_with_order(self):
1659         trade_mock1 = mock.Mock()
1660         trade_mock2 = mock.Mock()
1661         trade_mock3 = mock.Mock()
1662         trade_store = market.TradeStore(self.m)
1663         trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
1664
1665         trade_store.print_all_with_order()
1666
1667         trade_mock1.print_with_order.assert_called()
1668         trade_mock2.print_with_order.assert_called()
1669         trade_mock3.print_with_order.assert_called()
1670
1671     def test_run_orders(self):
1672         with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1673             order_mock1 = mock.Mock()
1674             order_mock2 = mock.Mock()
1675             order_mock3 = mock.Mock()
1676             trade_store = market.TradeStore(self.m)
1677
1678             all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1679
1680             trade_store.run_orders()
1681
1682             all_orders.assert_called_with(state="pending")
1683
1684         order_mock1.run.assert_called()
1685         order_mock2.run.assert_called()
1686         order_mock3.run.assert_called()
1687
1688         self.m.report.log_stage.assert_called_with("run_orders")
1689         self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
1690             order_mock3])
1691
1692     def test_all_orders(self):
1693         trade_mock1 = mock.Mock()
1694         trade_mock2 = mock.Mock()
1695
1696         order_mock1 = mock.Mock()
1697         order_mock2 = mock.Mock()
1698         order_mock3 = mock.Mock()
1699
1700         trade_mock1.orders = [order_mock1, order_mock2]
1701         trade_mock2.orders = [order_mock3]
1702
1703         order_mock1.status = "pending"
1704         order_mock2.status = "open"
1705         order_mock3.status = "open"
1706
1707         trade_store = market.TradeStore(self.m)
1708         trade_store.all.append(trade_mock1)
1709         trade_store.all.append(trade_mock2)
1710
1711         orders = trade_store.all_orders()
1712         self.assertEqual(3, len(orders))
1713
1714         open_orders = trade_store.all_orders(state="open")
1715         self.assertEqual(2, len(open_orders))
1716         self.assertEqual([order_mock2, order_mock3], open_orders)
1717
1718     def test_update_all_orders_status(self):
1719         with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1720             order_mock1 = mock.Mock()
1721             order_mock2 = mock.Mock()
1722             order_mock3 = mock.Mock()
1723
1724             all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1725
1726             trade_store = market.TradeStore(self.m)
1727
1728             trade_store.update_all_orders_status()
1729             all_orders.assert_called_with(state="open")
1730
1731             order_mock1.get_status.assert_called()
1732             order_mock2.get_status.assert_called()
1733             order_mock3.get_status.assert_called()
1734
1735     def test_close_trades(self):
1736         trade_mock1 = mock.Mock()
1737         trade_mock2 = mock.Mock()
1738         trade_mock3 = mock.Mock()
1739
1740         trade_store = market.TradeStore(self.m)
1741
1742         trade_store.all.append(trade_mock1)
1743         trade_store.all.append(trade_mock2)
1744         trade_store.all.append(trade_mock3)
1745
1746         trade_store.close_trades()
1747
1748         trade_mock1.close.assert_called_once_with()
1749         trade_mock2.close.assert_called_once_with()
1750         trade_mock3.close.assert_called_once_with()
1751
1752     def test_pending(self):
1753         trade_mock1 = mock.Mock()
1754         trade_mock1.pending = True
1755         trade_mock2 = mock.Mock()
1756         trade_mock2.pending = True
1757         trade_mock3 = mock.Mock()
1758         trade_mock3.pending = False
1759
1760         trade_store = market.TradeStore(self.m)
1761
1762         trade_store.all.append(trade_mock1)
1763         trade_store.all.append(trade_mock2)
1764         trade_store.all.append(trade_mock3)
1765
1766         self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
1767
1768 @unittest.skipUnless("unit" in limits, "Unit skipped")
1769 class BalanceStoreTest(WebMockTestCase):
1770     def setUp(self):
1771         super(BalanceStoreTest, self).setUp()
1772
1773         self.fetch_balance = {
1774                 "ETC": {
1775                     "exchange_free": 0,
1776                     "exchange_used": 0,
1777                     "exchange_total": 0,
1778                     "margin_total": 0,
1779                     },
1780                 "USDT": {
1781                     "exchange_free": D("6.0"),
1782                     "exchange_used": D("1.2"),
1783                     "exchange_total": D("7.2"),
1784                     "margin_total": 0,
1785                     },
1786                 "XVG": {
1787                     "exchange_free": 16,
1788                     "exchange_used": 0,
1789                     "exchange_total": 16,
1790                     "margin_total": 0,
1791                     },
1792                 "XMR": {
1793                     "exchange_free": 0,
1794                     "exchange_used": 0,
1795                     "exchange_total": 0,
1796                     "margin_total": D("-1.0"),
1797                     "margin_free": 0,
1798                     },
1799                 }
1800
1801     def test_in_currency(self):
1802         self.m.get_ticker.return_value = {
1803                 "bid": D("0.09"),
1804                 "ask": D("0.11"),
1805                 "average": D("0.1"),
1806                 }
1807
1808         balance_store = market.BalanceStore(self.m)
1809         balance_store.all = {
1810                 "BTC": portfolio.Balance("BTC", {
1811                     "total": "0.65",
1812                     "exchange_total":"0.65",
1813                     "exchange_free": "0.35",
1814                     "exchange_used": "0.30"}),
1815                 "ETH": portfolio.Balance("ETH", {
1816                     "total": 3,
1817                     "exchange_total": 3,
1818                     "exchange_free": 3,
1819                     "exchange_used": 0}),
1820                 }
1821
1822         amounts = balance_store.in_currency("BTC")
1823         self.assertEqual("BTC", amounts["ETH"].currency)
1824         self.assertEqual(D("0.65"), amounts["BTC"].value)
1825         self.assertEqual(D("0.30"), amounts["ETH"].value)
1826         self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1827                 "average", "total")
1828         self.m.report.log_tickers.reset_mock()
1829
1830         amounts = balance_store.in_currency("BTC", compute_value="bid")
1831         self.assertEqual(D("0.65"), amounts["BTC"].value)
1832         self.assertEqual(D("0.27"), amounts["ETH"].value)
1833         self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1834                 "bid", "total")
1835         self.m.report.log_tickers.reset_mock()
1836
1837         amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
1838         self.assertEqual(D("0.30"), amounts["BTC"].value)
1839         self.assertEqual(0, amounts["ETH"].value)
1840         self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
1841                 "bid", "exchange_used")
1842         self.m.report.log_tickers.reset_mock()
1843
1844     def test_fetch_balances(self):
1845         self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1846
1847         balance_store = market.BalanceStore(self.m)
1848
1849         balance_store.fetch_balances()
1850         self.assertNotIn("ETC", balance_store.currencies())
1851         self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
1852
1853         balance_store.all["ETC"] = portfolio.Balance("ETC", {
1854             "exchange_total": "1", "exchange_free": "0",
1855             "exchange_used": "1" })
1856         balance_store.fetch_balances(tag="foo")
1857         self.assertEqual(0, balance_store.all["ETC"].total)
1858         self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
1859         self.m.report.log_balances.assert_called_with(tag="foo")
1860
1861     @mock.patch.object(market.Portfolio, "repartition")
1862     def test_dispatch_assets(self, repartition):
1863         self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
1864
1865         balance_store = market.BalanceStore(self.m)
1866         balance_store.fetch_balances()
1867
1868         self.assertNotIn("XEM", balance_store.currencies())
1869
1870         repartition_hash = {
1871                 "XEM": (D("0.75"), "long"),
1872                 "BTC": (D("0.26"), "long"),
1873                 "DASH": (D("0.10"), "short"),
1874                 }
1875         repartition.return_value = repartition_hash
1876
1877         amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1878         repartition.assert_called_with(liquidity="medium")
1879         self.assertIn("XEM", balance_store.currencies())
1880         self.assertEqual(D("2.6"), amounts["BTC"].value)
1881         self.assertEqual(D("7.5"), amounts["XEM"].value)
1882         self.assertEqual(D("-1.0"), amounts["DASH"].value)
1883         self.m.report.log_balances.assert_called_with(tag=None)
1884         self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
1885             "11.1"), amounts, "medium", repartition_hash)
1886
1887     def test_currencies(self):
1888         balance_store = market.BalanceStore(self.m)
1889
1890         balance_store.all = {
1891                 "BTC": portfolio.Balance("BTC", {
1892                     "total": "0.65",
1893                     "exchange_total":"0.65",
1894                     "exchange_free": "0.35",
1895                     "exchange_used": "0.30"}),
1896                 "ETH": portfolio.Balance("ETH", {
1897                     "total": 3,
1898                     "exchange_total": 3,
1899                     "exchange_free": 3,
1900                     "exchange_used": 0}),
1901                 }
1902         self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
1903
1904     def test_as_json(self):
1905         balance_mock1 = mock.Mock()
1906         balance_mock1.as_json.return_value = 1
1907
1908         balance_mock2 = mock.Mock()
1909         balance_mock2.as_json.return_value = 2
1910
1911         balance_store = market.BalanceStore(self.m)
1912         balance_store.all = {
1913                 "BTC": balance_mock1,
1914                 "ETH": balance_mock2,
1915                 }
1916
1917         as_json = balance_store.as_json()
1918         self.assertEqual(1, as_json["BTC"])
1919         self.assertEqual(2, as_json["ETH"])
1920
1921
1922 @unittest.skipUnless("unit" in limits, "Unit skipped")
1923 class ComputationTest(WebMockTestCase):
1924     def test_compute_value(self):
1925         compute = mock.Mock()
1926         portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1927         compute.assert_called_with("foo", "ask")
1928
1929         compute.reset_mock()
1930         portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1931         compute.assert_called_with("foo", "bid")
1932
1933         compute.reset_mock()
1934         portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1935         compute.assert_called_with("foo", "ask")
1936
1937         compute.reset_mock()
1938         portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1939         compute.assert_called_with("foo", "bid")
1940
1941         compute.reset_mock()
1942         portfolio.Computation.computations["test"] = compute
1943         portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1944         compute.assert_called_with("foo", "bid")
1945
1946
1947 @unittest.skipUnless("unit" in limits, "Unit skipped")
1948 class TradeTest(WebMockTestCase):
1949
1950     def test_values_assertion(self):
1951         value_from = portfolio.Amount("BTC", "1.0")
1952         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1953         value_to = portfolio.Amount("BTC", "1.0")
1954         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1955         self.assertEqual("BTC", trade.base_currency)
1956         self.assertEqual("ETH", trade.currency)
1957         self.assertEqual(self.m, trade.market)
1958
1959         with self.assertRaises(AssertionError):
1960             portfolio.Trade(value_from, -value_to, "ETH", self.m)
1961         with self.assertRaises(AssertionError):
1962             portfolio.Trade(value_from, value_to, "ETC", self.m)
1963         with self.assertRaises(AssertionError):
1964             value_from.currency = "ETH"
1965             portfolio.Trade(value_from, value_to, "ETH", self.m)
1966             value_from.currency = "BTC"
1967         with self.assertRaises(AssertionError):
1968             value_from2 = portfolio.Amount("BTC", "1.0")
1969             portfolio.Trade(value_from2, value_to, "ETH", self.m)
1970
1971         value_from = portfolio.Amount("BTC", 0)
1972         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1973         self.assertEqual(0, trade.value_from.linked_to)
1974
1975     def test_action(self):
1976         value_from = portfolio.Amount("BTC", "1.0")
1977         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1978         value_to = portfolio.Amount("BTC", "1.0")
1979         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1980
1981         self.assertIsNone(trade.action)
1982
1983         value_from = portfolio.Amount("BTC", "1.0")
1984         value_from.linked_to = portfolio.Amount("BTC", "1.0")
1985         value_to = portfolio.Amount("BTC", "2.0")
1986         trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
1987
1988         self.assertIsNone(trade.action)
1989
1990         value_from = portfolio.Amount("BTC", "0.5")
1991         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1992         value_to = portfolio.Amount("BTC", "1.0")
1993         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
1994
1995         self.assertEqual("acquire", trade.action)
1996
1997         value_from = portfolio.Amount("BTC", "0")
1998         value_from.linked_to = portfolio.Amount("ETH", "0")
1999         value_to = portfolio.Amount("BTC", "-1.0")
2000         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2001
2002         self.assertEqual("acquire", trade.action)
2003
2004     def test_order_action(self):
2005         value_from = portfolio.Amount("BTC", "0.5")
2006         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2007         value_to = portfolio.Amount("BTC", "1.0")
2008         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2009
2010         trade.inverted = False
2011         self.assertEqual("buy", trade.order_action())
2012         trade.inverted = True
2013         self.assertEqual("sell", trade.order_action())
2014
2015         value_from = portfolio.Amount("BTC", "0")
2016         value_from.linked_to = portfolio.Amount("ETH", "0")
2017         value_to = portfolio.Amount("BTC", "-1.0")
2018         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2019
2020         trade.inverted = False
2021         self.assertEqual("sell", trade.order_action())
2022         trade.inverted = True
2023         self.assertEqual("buy", trade.order_action())
2024
2025     def test_trade_type(self):
2026         value_from = portfolio.Amount("BTC", "0.5")
2027         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2028         value_to = portfolio.Amount("BTC", "1.0")
2029         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2030
2031         self.assertEqual("long", trade.trade_type)
2032
2033         value_from = portfolio.Amount("BTC", "0")
2034         value_from.linked_to = portfolio.Amount("ETH", "0")
2035         value_to = portfolio.Amount("BTC", "-1.0")
2036         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2037
2038         self.assertEqual("short", trade.trade_type)
2039
2040     def test_is_fullfiled(self):
2041         with self.subTest(inverted=False):
2042             value_from = portfolio.Amount("BTC", "0.5")
2043             value_from.linked_to = portfolio.Amount("ETH", "10.0")
2044             value_to = portfolio.Amount("BTC", "1.0")
2045             trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2046
2047             order1 = mock.Mock()
2048             order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2049
2050             order2 = mock.Mock()
2051             order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2052             trade.orders.append(order1)
2053             trade.orders.append(order2)
2054
2055             self.assertFalse(trade.is_fullfiled)
2056
2057             order3 = mock.Mock()
2058             order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2059             trade.orders.append(order3)
2060
2061             self.assertTrue(trade.is_fullfiled)
2062
2063             order1.filled_amount.assert_called_with(in_base_currency=True)
2064             order2.filled_amount.assert_called_with(in_base_currency=True)
2065             order3.filled_amount.assert_called_with(in_base_currency=True)
2066
2067         with self.subTest(inverted=True):
2068             value_from = portfolio.Amount("BTC", "0.5")
2069             value_from.linked_to = portfolio.Amount("USDT", "1000.0")
2070             value_to = portfolio.Amount("BTC", "1.0")
2071             trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
2072             trade.inverted = True
2073
2074             order1 = mock.Mock()
2075             order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2076
2077             order2 = mock.Mock()
2078             order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2079             trade.orders.append(order1)
2080             trade.orders.append(order2)
2081
2082             self.assertFalse(trade.is_fullfiled)
2083
2084             order3 = mock.Mock()
2085             order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2086             trade.orders.append(order3)
2087
2088             self.assertTrue(trade.is_fullfiled)
2089
2090             order1.filled_amount.assert_called_with(in_base_currency=False)
2091             order2.filled_amount.assert_called_with(in_base_currency=False)
2092             order3.filled_amount.assert_called_with(in_base_currency=False)
2093
2094
2095     def test_filled_amount(self):
2096         value_from = portfolio.Amount("BTC", "0.5")
2097         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2098         value_to = portfolio.Amount("BTC", "1.0")
2099         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2100
2101         order1 = mock.Mock()
2102         order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
2103
2104         order2 = mock.Mock()
2105         order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
2106         trade.orders.append(order1)
2107         trade.orders.append(order2)
2108
2109         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
2110         order1.filled_amount.assert_called_with(in_base_currency=False)
2111         order2.filled_amount.assert_called_with(in_base_currency=False)
2112
2113         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
2114         order1.filled_amount.assert_called_with(in_base_currency=False)
2115         order2.filled_amount.assert_called_with(in_base_currency=False)
2116
2117         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
2118         order1.filled_amount.assert_called_with(in_base_currency=True)
2119         order2.filled_amount.assert_called_with(in_base_currency=True)
2120
2121     @mock.patch.object(portfolio.Computation, "compute_value")
2122     @mock.patch.object(portfolio.Trade, "filled_amount")
2123     @mock.patch.object(portfolio, "Order")
2124     def test_prepare_order(self, Order, filled_amount, compute_value):
2125         Order.return_value = "Order"
2126
2127         with self.subTest(desc="Nothing to do"):
2128             value_from = portfolio.Amount("BTC", "10")
2129             value_from.rate = D("0.1")
2130             value_from.linked_to = portfolio.Amount("FOO", "100")
2131             value_to = portfolio.Amount("BTC", "10")
2132             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2133
2134             trade.prepare_order()
2135
2136             filled_amount.assert_not_called()
2137             compute_value.assert_not_called()
2138             self.assertEqual(0, len(trade.orders))
2139             Order.assert_not_called()
2140
2141         self.m.get_ticker.return_value = { "inverted": False }
2142         with self.subTest(desc="Already filled"):
2143             filled_amount.return_value = portfolio.Amount("FOO", "100")
2144             compute_value.return_value = D("0.125")
2145
2146             value_from = portfolio.Amount("BTC", "10")
2147             value_from.rate = D("0.1")
2148             value_from.linked_to = portfolio.Amount("FOO", "100")
2149             value_to = portfolio.Amount("BTC", "0")
2150             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2151
2152             trade.prepare_order()
2153
2154             filled_amount.assert_called_with(in_base_currency=False)
2155             compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2156             self.assertEqual(0, len(trade.orders))
2157             self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
2158             Order.assert_not_called()
2159
2160         with self.subTest(action="dispose", inverted=False):
2161             filled_amount.return_value = portfolio.Amount("FOO", "60")
2162             compute_value.return_value = D("0.125")
2163
2164             value_from = portfolio.Amount("BTC", "10")
2165             value_from.rate = D("0.1")
2166             value_from.linked_to = portfolio.Amount("FOO", "100")
2167             value_to = portfolio.Amount("BTC", "1")
2168             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2169
2170             trade.prepare_order()
2171
2172             filled_amount.assert_called_with(in_base_currency=False)
2173             compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2174             self.assertEqual(1, len(trade.orders))
2175             Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2176                     D("0.125"), "BTC", "long", self.m,
2177                     trade, close_if_possible=False)
2178
2179         with self.subTest(action="dispose", inverted=False, close_if_possible=True):
2180             filled_amount.return_value = portfolio.Amount("FOO", "60")
2181             compute_value.return_value = D("0.125")
2182
2183             value_from = portfolio.Amount("BTC", "10")
2184             value_from.rate = D("0.1")
2185             value_from.linked_to = portfolio.Amount("FOO", "100")
2186             value_to = portfolio.Amount("BTC", "1")
2187             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2188
2189             trade.prepare_order(close_if_possible=True)
2190
2191             filled_amount.assert_called_with(in_base_currency=False)
2192             compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2193             self.assertEqual(1, len(trade.orders))
2194             Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2195                     D("0.125"), "BTC", "long", self.m,
2196                     trade, close_if_possible=True)
2197
2198         with self.subTest(action="acquire", inverted=False):
2199             filled_amount.return_value = portfolio.Amount("BTC", "3")
2200             compute_value.return_value = D("0.125")
2201
2202             value_from = portfolio.Amount("BTC", "1")
2203             value_from.rate = D("0.1")
2204             value_from.linked_to = portfolio.Amount("FOO", "10")
2205             value_to = portfolio.Amount("BTC", "10")
2206             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2207
2208             trade.prepare_order()
2209
2210             filled_amount.assert_called_with(in_base_currency=True)
2211             compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
2212             self.assertEqual(1, len(trade.orders))
2213
2214             Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
2215                 D("0.125"), "BTC", "long", self.m,
2216                 trade, close_if_possible=False)
2217
2218         with self.subTest(close_if_possible=True):
2219             filled_amount.return_value = portfolio.Amount("FOO", "0")
2220             compute_value.return_value = D("0.125")
2221
2222             value_from = portfolio.Amount("BTC", "10")
2223             value_from.rate = D("0.1")
2224             value_from.linked_to = portfolio.Amount("FOO", "100")
2225             value_to = portfolio.Amount("BTC", "0")
2226             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2227
2228             trade.prepare_order()
2229
2230             filled_amount.assert_called_with(in_base_currency=False)
2231             compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2232             self.assertEqual(1, len(trade.orders))
2233             Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
2234                     D("0.125"), "BTC", "long", self.m,
2235                     trade, close_if_possible=True)
2236
2237         self.m.get_ticker.return_value = { "inverted": True, "original": {} }
2238         with self.subTest(action="dispose", inverted=True):
2239             filled_amount.return_value = portfolio.Amount("FOO", "300")
2240             compute_value.return_value = D("125")
2241
2242             value_from = portfolio.Amount("BTC", "10")
2243             value_from.rate = D("0.01")
2244             value_from.linked_to = portfolio.Amount("FOO", "1000")
2245             value_to = portfolio.Amount("BTC", "1")
2246             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2247
2248             trade.prepare_order(compute_value="foo")
2249
2250             filled_amount.assert_called_with(in_base_currency=True)
2251             compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
2252             self.assertEqual(1, len(trade.orders))
2253             Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
2254                     D("125"), "FOO", "long", self.m,
2255                     trade, close_if_possible=False)
2256
2257         with self.subTest(action="acquire", inverted=True):
2258             filled_amount.return_value = portfolio.Amount("BTC", "4")
2259             compute_value.return_value = D("125")
2260
2261             value_from = portfolio.Amount("BTC", "1")
2262             value_from.rate = D("0.01")
2263             value_from.linked_to = portfolio.Amount("FOO", "100")
2264             value_to = portfolio.Amount("BTC", "10")
2265             trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2266
2267             trade.prepare_order(compute_value="foo")
2268
2269             filled_amount.assert_called_with(in_base_currency=False)
2270             compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
2271             self.assertEqual(1, len(trade.orders))
2272             Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
2273                     D("125"), "FOO", "long", self.m,
2274                     trade, close_if_possible=False)
2275
2276
2277     @mock.patch.object(portfolio.Trade, "prepare_order")
2278     def test_update_order(self, prepare_order):
2279         order_mock = mock.Mock()
2280         new_order_mock = mock.Mock()
2281
2282         value_from = portfolio.Amount("BTC", "0.5")
2283         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2284         value_to = portfolio.Amount("BTC", "1.0")
2285         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2286         prepare_order.return_value = new_order_mock
2287
2288         for i in [0, 1, 3, 4, 6]:
2289             with self.subTest(tick=i):
2290                 trade.update_order(order_mock, i)
2291                 order_mock.cancel.assert_not_called()
2292                 new_order_mock.run.assert_not_called()
2293                 self.m.report.log_order.assert_called_once_with(order_mock, i,
2294                         update="waiting", compute_value=None, new_order=None)
2295
2296             order_mock.reset_mock()
2297             new_order_mock.reset_mock()
2298             trade.orders = []
2299             self.m.report.log_order.reset_mock()
2300
2301         trade.update_order(order_mock, 2)
2302         order_mock.cancel.assert_called()
2303         new_order_mock.run.assert_called()
2304         prepare_order.assert_called()
2305         self.m.report.log_order.assert_called()
2306         self.assertEqual(2, self.m.report.log_order.call_count)
2307         calls = [
2308                 mock.call(order_mock, 2, update="adjusting",
2309                     compute_value=mock.ANY,
2310                     new_order=new_order_mock),
2311                 mock.call(order_mock, 2, new_order=new_order_mock),
2312                 ]
2313         self.m.report.log_order.assert_has_calls(calls)
2314
2315         order_mock.reset_mock()
2316         new_order_mock.reset_mock()
2317         trade.orders = []
2318         self.m.report.log_order.reset_mock()
2319
2320         trade.update_order(order_mock, 5)
2321         order_mock.cancel.assert_called()
2322         new_order_mock.run.assert_called()
2323         prepare_order.assert_called()
2324         self.assertEqual(2, self.m.report.log_order.call_count)
2325         self.m.report.log_order.assert_called()
2326         calls = [
2327                 mock.call(order_mock, 5, update="adjusting",
2328                     compute_value=mock.ANY,
2329                     new_order=new_order_mock),
2330                 mock.call(order_mock, 5, new_order=new_order_mock),
2331                 ]
2332         self.m.report.log_order.assert_has_calls(calls)
2333
2334         order_mock.reset_mock()
2335         new_order_mock.reset_mock()
2336         trade.orders = []
2337         self.m.report.log_order.reset_mock()
2338
2339         trade.update_order(order_mock, 7)
2340         order_mock.cancel.assert_called()
2341         new_order_mock.run.assert_called()
2342         prepare_order.assert_called_with(compute_value="default")
2343         self.m.report.log_order.assert_called()
2344         self.assertEqual(2, self.m.report.log_order.call_count)
2345         calls = [
2346                 mock.call(order_mock, 7, update="market_fallback",
2347                     compute_value='default',
2348                     new_order=new_order_mock),
2349                 mock.call(order_mock, 7, new_order=new_order_mock),
2350                 ]
2351         self.m.report.log_order.assert_has_calls(calls)
2352
2353         order_mock.reset_mock()
2354         new_order_mock.reset_mock()
2355         trade.orders = []
2356         self.m.report.log_order.reset_mock()
2357
2358         for i in [10, 13, 16]:
2359             with self.subTest(tick=i):
2360                 trade.update_order(order_mock, i)
2361                 order_mock.cancel.assert_called()
2362                 new_order_mock.run.assert_called()
2363                 prepare_order.assert_called_with(compute_value="default")
2364                 self.m.report.log_order.assert_called()
2365                 self.assertEqual(2, self.m.report.log_order.call_count)
2366                 calls = [
2367                         mock.call(order_mock, i, update="market_adjust",
2368                             compute_value='default',
2369                             new_order=new_order_mock),
2370                         mock.call(order_mock, i, new_order=new_order_mock),
2371                         ]
2372                 self.m.report.log_order.assert_has_calls(calls)
2373
2374             order_mock.reset_mock()
2375             new_order_mock.reset_mock()
2376             trade.orders = []
2377             self.m.report.log_order.reset_mock()
2378
2379         for i in [8, 9, 11, 12]:
2380             with self.subTest(tick=i):
2381                 trade.update_order(order_mock, i)
2382                 order_mock.cancel.assert_not_called()
2383                 new_order_mock.run.assert_not_called()
2384                 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
2385                         compute_value=None, new_order=None)
2386
2387             order_mock.reset_mock()
2388             new_order_mock.reset_mock()
2389             trade.orders = []
2390             self.m.report.log_order.reset_mock()
2391
2392
2393     def test_print_with_order(self):
2394         value_from = portfolio.Amount("BTC", "0.5")
2395         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2396         value_to = portfolio.Amount("BTC", "1.0")
2397         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2398
2399         order_mock1 = mock.Mock()
2400         order_mock1.__repr__ = mock.Mock()
2401         order_mock1.__repr__.return_value = "Mock 1"
2402         order_mock2 = mock.Mock()
2403         order_mock2.__repr__ = mock.Mock()
2404         order_mock2.__repr__.return_value = "Mock 2"
2405         order_mock1.mouvements = []
2406         mouvement_mock1 = mock.Mock()
2407         mouvement_mock1.__repr__ = mock.Mock()
2408         mouvement_mock1.__repr__.return_value = "Mouvement 1"
2409         mouvement_mock2 = mock.Mock()
2410         mouvement_mock2.__repr__ = mock.Mock()
2411         mouvement_mock2.__repr__.return_value = "Mouvement 2"
2412         order_mock2.mouvements = [
2413                 mouvement_mock1, mouvement_mock2
2414                 ]
2415         trade.orders.append(order_mock1)
2416         trade.orders.append(order_mock2)
2417
2418         with mock.patch.object(trade, "filled_amount") as filled:
2419             filled.return_value = portfolio.Amount("BTC", "0.1")
2420
2421             trade.print_with_order()
2422
2423             self.m.report.print_log.assert_called()
2424             calls = self.m.report.print_log.mock_calls
2425             self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2426             self.assertEqual("\tMock 1", str(calls[1][1][0]))
2427             self.assertEqual("\tMock 2", str(calls[2][1][0]))
2428             self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2429             self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2430
2431             self.m.report.print_log.reset_mock()
2432
2433             filled.return_value = portfolio.Amount("BTC", "0.5")
2434             trade.print_with_order()
2435             calls = self.m.report.print_log.mock_calls
2436             self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2437
2438             self.m.report.print_log.reset_mock()
2439
2440             filled.return_value = portfolio.Amount("BTC", "0.1")
2441             trade.closed = True
2442             trade.print_with_order()
2443             calls = self.m.report.print_log.mock_calls
2444             self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
2445
2446     def test_close(self):
2447         value_from = portfolio.Amount("BTC", "0.5")
2448         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2449         value_to = portfolio.Amount("BTC", "1.0")
2450         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2451         order1 = mock.Mock()
2452         trade.orders.append(order1)
2453
2454         trade.close()
2455
2456         self.assertEqual(True, trade.closed)
2457         order1.cancel.assert_called_once_with()
2458
2459     def test_pending(self):
2460         value_from = portfolio.Amount("BTC", "0.5")
2461         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2462         value_to = portfolio.Amount("BTC", "1.0")
2463         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2464
2465         trade.closed = True
2466         self.assertEqual(False, trade.pending)
2467
2468         trade.closed = False
2469         self.assertEqual(True, trade.pending)
2470
2471         order1 = mock.Mock()
2472         order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2473         trade.orders.append(order1)
2474         self.assertEqual(False, trade.pending)
2475
2476     def test__repr(self):
2477         value_from = portfolio.Amount("BTC", "0.5")
2478         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2479         value_to = portfolio.Amount("BTC", "1.0")
2480         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2481
2482         self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
2483
2484     def test_as_json(self):
2485         value_from = portfolio.Amount("BTC", "0.5")
2486         value_from.linked_to = portfolio.Amount("ETH", "10.0")
2487         value_to = portfolio.Amount("BTC", "1.0")
2488         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2489
2490         as_json = trade.as_json()
2491         self.assertEqual("acquire", as_json["action"])
2492         self.assertEqual(D("0.5"), as_json["from"])
2493         self.assertEqual(D("1.0"), as_json["to"])
2494         self.assertEqual("ETH", as_json["currency"])
2495         self.assertEqual("BTC", as_json["base_currency"])
2496
2497 @unittest.skipUnless("unit" in limits, "Unit skipped")
2498 class OrderTest(WebMockTestCase):
2499     def test_values(self):
2500         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2501                 D("0.1"), "BTC", "long", "market", "trade")
2502         self.assertEqual("buy", order.action)
2503         self.assertEqual(10, order.amount.value)
2504         self.assertEqual("ETH", order.amount.currency)
2505         self.assertEqual(D("0.1"), order.rate)
2506         self.assertEqual("BTC", order.base_currency)
2507         self.assertEqual("market", order.market)
2508         self.assertEqual("long", order.trade_type)
2509         self.assertEqual("pending", order.status)
2510         self.assertEqual("trade", order.trade)
2511         self.assertIsNone(order.id)
2512         self.assertFalse(order.close_if_possible)
2513
2514     def test__repr(self):
2515         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2516                 D("0.1"), "BTC", "long", "market", "trade")
2517         self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2518
2519         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2520                 D("0.1"), "BTC", "long", "market", "trade",
2521                 close_if_possible=True)
2522         self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2523
2524     def test_as_json(self):
2525         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2526                 D("0.1"), "BTC", "long", "market", "trade")
2527         mouvement_mock1 = mock.Mock()
2528         mouvement_mock1.as_json.return_value = 1
2529         mouvement_mock2 = mock.Mock()
2530         mouvement_mock2.as_json.return_value = 2
2531
2532         order.mouvements = [mouvement_mock1, mouvement_mock2]
2533         as_json = order.as_json()
2534         self.assertEqual("buy", as_json["action"])
2535         self.assertEqual("long", as_json["trade_type"])
2536         self.assertEqual(10, as_json["amount"])
2537         self.assertEqual("ETH", as_json["currency"])
2538         self.assertEqual("BTC", as_json["base_currency"])
2539         self.assertEqual(D("0.1"), as_json["rate"])
2540         self.assertEqual("pending", as_json["status"])
2541         self.assertEqual(False, as_json["close_if_possible"])
2542         self.assertIsNone(as_json["id"])
2543         self.assertEqual([1, 2], as_json["mouvements"])
2544
2545     def test_account(self):
2546         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2547                 D("0.1"), "BTC", "long", "market", "trade")
2548         self.assertEqual("exchange", order.account)
2549
2550         order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2551                 D("0.1"), "BTC", "short", "market", "trade")
2552         self.assertEqual("margin", order.account)
2553
2554     def test_pending(self):
2555         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2556                 D("0.1"), "BTC", "long", "market", "trade")
2557         self.assertTrue(order.pending)
2558         order.status = "open"
2559         self.assertFalse(order.pending)
2560
2561     def test_open(self):
2562         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2563                 D("0.1"), "BTC", "long", "market", "trade")
2564         self.assertFalse(order.open)
2565         order.status = "open"
2566         self.assertTrue(order.open)
2567
2568     def test_finished(self):
2569         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2570                 D("0.1"), "BTC", "long", "market", "trade")
2571         self.assertFalse(order.finished)
2572         order.status = "closed"
2573         self.assertTrue(order.finished)
2574         order.status = "canceled"
2575         self.assertTrue(order.finished)
2576         order.status = "error"
2577         self.assertTrue(order.finished)
2578
2579     @mock.patch.object(portfolio.Order, "fetch")
2580     def test_cancel(self, fetch):
2581         with self.subTest(debug=True):
2582             self.m.debug = True
2583             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2584                     D("0.1"), "BTC", "long", self.m, "trade")
2585             order.status = "open"
2586
2587             order.cancel()
2588             self.m.ccxt.cancel_order.assert_not_called()
2589             self.m.report.log_debug_action.assert_called_once()
2590             self.m.report.log_debug_action.reset_mock()
2591             self.assertEqual("canceled", order.status)
2592
2593         with self.subTest(desc="Nominal case"):
2594             self.m.debug = False
2595             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2596                     D("0.1"), "BTC", "long", self.m, "trade")
2597             order.status = "open"
2598             order.id = 42
2599
2600             order.cancel()
2601             self.m.ccxt.cancel_order.assert_called_with(42)
2602             fetch.assert_called_once_with()
2603             self.m.report.log_debug_action.assert_not_called()
2604
2605         with self.subTest(exception=True):
2606             self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2607             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2608                     D("0.1"), "BTC", "long", self.m, "trade")
2609             order.status = "open"
2610             order.id = 42
2611             order.cancel()
2612             self.m.ccxt.cancel_order.assert_called_with(42)
2613             self.m.report.log_error.assert_called_once()
2614
2615         self.m.reset_mock()
2616         with self.subTest(id=None):
2617             self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2618             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2619                     D("0.1"), "BTC", "long", self.m, "trade")
2620             order.status = "open"
2621             order.cancel()
2622             self.m.ccxt.cancel_order.assert_not_called()
2623
2624         self.m.reset_mock()
2625         with self.subTest(open=False):
2626             self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2627             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2628                     D("0.1"), "BTC", "long", self.m, "trade")
2629             order.status = "closed"
2630             order.cancel()
2631             self.m.ccxt.cancel_order.assert_not_called()
2632
2633     def test_dust_amount_remaining(self):
2634         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2635                 D("0.1"), "BTC", "long", self.m, "trade")
2636         order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
2637         self.assertFalse(order.dust_amount_remaining())
2638
2639         order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
2640         self.assertTrue(order.dust_amount_remaining())
2641
2642     @mock.patch.object(portfolio.Order, "fetch")
2643     @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
2644     def test_remaining_amount(self, filled_amount, fetch):
2645         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2646                 D("0.1"), "BTC", "long", self.m, "trade")
2647
2648         self.assertEqual(9, order.remaining_amount().value)
2649
2650         order.status = "open"
2651         self.assertEqual(9, order.remaining_amount().value)
2652
2653     @mock.patch.object(portfolio.Order, "fetch")
2654     def test_filled_amount(self, fetch):
2655         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2656                 D("0.1"), "BTC", "long", self.m, "trade")
2657         order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2658             "tradeID": 42, "type": "buy", "fee": "0.0015",
2659             "date": "2017-12-30 12:00:12", "rate": "0.1",
2660             "amount": "3", "total": "0.3"
2661             }))
2662         order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2663             "tradeID": 43, "type": "buy", "fee": "0.0015",
2664             "date": "2017-12-30 13:00:12", "rate": "0.2",
2665             "amount": "2", "total": "0.4"
2666             }))
2667         self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
2668         fetch.assert_not_called()
2669         order.status = "open"
2670         self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
2671         fetch.assert_called_once()
2672         self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
2673
2674     def test_fetch_mouvements(self):
2675         self.m.ccxt.privatePostReturnOrderTrades.return_value = [
2676                 {
2677                     "tradeID": 42, "type": "buy", "fee": "0.0015",
2678                     "date": "2017-12-30 12:00:12", "rate": "0.1",
2679                     "amount": "3", "total": "0.3"
2680                     },
2681                 {
2682                     "tradeID": 43, "type": "buy", "fee": "0.0015",
2683                     "date": "2017-12-30 13:00:12", "rate": "0.2",
2684                     "amount": "2", "total": "0.4"
2685                     }
2686             ]
2687         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2688                 D("0.1"), "BTC", "long", self.m, "trade")
2689         order.id = 12
2690         order.mouvements = ["Foo", "Bar", "Baz"]
2691
2692         order.fetch_mouvements()
2693
2694         self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
2695         self.assertEqual(2, len(order.mouvements))
2696         self.assertEqual(42, order.mouvements[0].id)
2697         self.assertEqual(43, order.mouvements[1].id)
2698
2699         self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
2700         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2701                 D("0.1"), "BTC", "long", self.m, "trade")
2702         order.fetch_mouvements()
2703         self.assertEqual(0, len(order.mouvements))
2704
2705     def test_mark_finished_order(self):
2706         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2707                 D("0.1"), "BTC", "short", self.m, "trade",
2708                 close_if_possible=True)
2709         order.status = "closed"
2710         self.m.debug = False
2711
2712         order.mark_finished_order()
2713         self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
2714         self.m.ccxt.close_margin_position.reset_mock()
2715
2716         order.status = "open"
2717         order.mark_finished_order()
2718         self.m.ccxt.close_margin_position.assert_not_called()
2719
2720         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2721                 D("0.1"), "BTC", "short", self.m, "trade",
2722                 close_if_possible=False)
2723         order.status = "closed"
2724         order.mark_finished_order()
2725         self.m.ccxt.close_margin_position.assert_not_called()
2726
2727         order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2728                 D("0.1"), "BTC", "short", self.m, "trade",
2729                 close_if_possible=True)
2730         order.status = "closed"
2731         order.mark_finished_order()
2732         self.m.ccxt.close_margin_position.assert_not_called()
2733
2734         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2735                 D("0.1"), "BTC", "long", self.m, "trade",
2736                 close_if_possible=True)
2737         order.status = "closed"
2738         order.mark_finished_order()
2739         self.m.ccxt.close_margin_position.assert_not_called()
2740
2741         self.m.debug = True
2742
2743         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2744                 D("0.1"), "BTC", "short", self.m, "trade",
2745                 close_if_possible=True)
2746         order.status = "closed"
2747
2748         order.mark_finished_order()
2749         self.m.ccxt.close_margin_position.assert_not_called()
2750         self.m.report.log_debug_action.assert_called_once()
2751
2752     @mock.patch.object(portfolio.Order, "fetch_mouvements")
2753     @mock.patch.object(portfolio.Order, "mark_finished_order")
2754     def test_fetch(self, mark_finished_order, fetch_mouvements):
2755         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2756                 D("0.1"), "BTC", "long", self.m, "trade")
2757         order.id = 45
2758         with self.subTest(debug=True):
2759             self.m.debug = True
2760             order.fetch()
2761             self.m.report.log_debug_action.assert_called_once()
2762             self.m.report.log_debug_action.reset_mock()
2763             self.m.ccxt.fetch_order.assert_not_called()
2764             mark_finished_order.assert_not_called()
2765             fetch_mouvements.assert_not_called()
2766
2767         with self.subTest(debug=False):
2768             self.m.debug = False
2769             self.m.ccxt.fetch_order.return_value = {
2770                     "status": "foo",
2771                     "datetime": "timestamp"
2772                     }
2773             order.fetch()
2774
2775             self.m.ccxt.fetch_order.assert_called_once_with(45)
2776             fetch_mouvements.assert_called_once()
2777             self.assertEqual("foo", order.status)
2778             self.assertEqual("timestamp", order.timestamp)
2779             self.assertEqual(1, len(order.results))
2780             self.m.report.log_debug_action.assert_not_called()
2781             mark_finished_order.assert_called_once()
2782
2783             mark_finished_order.reset_mock()
2784             with self.subTest(missing_order=True):
2785                 self.m.ccxt.fetch_order.side_effect = [
2786                         portfolio.OrderNotCached,
2787                         ]
2788                 order.fetch()
2789                 self.assertEqual("closed_unknown", order.status)
2790                 mark_finished_order.assert_called_once()
2791
2792     @mock.patch.object(portfolio.Order, "fetch")
2793     def test_get_status(self, fetch):
2794         with self.subTest(debug=True):
2795             self.m.debug = True
2796             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2797                     D("0.1"), "BTC", "long", self.m, "trade")
2798             self.assertEqual("pending", order.get_status())
2799             fetch.assert_not_called()
2800             self.m.report.log_debug_action.assert_called_once()
2801
2802         with self.subTest(debug=False, finished=False):
2803             self.m.debug = False
2804             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2805                     D("0.1"), "BTC", "long", self.m, "trade")
2806             def _fetch(order):
2807                 def update_status():
2808                     order.status = "open"
2809                 return update_status
2810             fetch.side_effect = _fetch(order)
2811             self.assertEqual("open", order.get_status())
2812             fetch.assert_called_once()
2813
2814         fetch.reset_mock()
2815         with self.subTest(debug=False, finished=True):
2816             self.m.debug = False
2817             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2818                     D("0.1"), "BTC", "long", self.m, "trade")
2819             def _fetch(order):
2820                 def update_status():
2821                     order.status = "closed"
2822                 return update_status
2823             fetch.side_effect = _fetch(order)
2824             self.assertEqual("closed", order.get_status())
2825             fetch.assert_called_once()
2826
2827     def test_run(self):
2828         self.m.ccxt.order_precision.return_value = 4
2829         with self.subTest(debug=True):
2830             self.m.debug = True
2831             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2832                     D("0.1"), "BTC", "long", self.m, "trade")
2833             order.run()
2834             self.m.ccxt.create_order.assert_not_called()
2835             self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
2836             self.assertEqual("open", order.status)
2837             self.assertEqual(1, len(order.results))
2838             self.assertEqual(-1, order.id)
2839
2840         self.m.ccxt.create_order.reset_mock()
2841         with self.subTest(debug=False):
2842             self.m.debug = False
2843             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2844                     D("0.1"), "BTC", "long", self.m, "trade")
2845             self.m.ccxt.create_order.return_value = { "id": 123 }
2846             order.run()
2847             self.m.ccxt.create_order.assert_called_once()
2848             self.assertEqual(1, len(order.results))
2849             self.assertEqual("open", order.status)
2850
2851         self.m.ccxt.create_order.reset_mock()
2852         with self.subTest(exception=True):
2853             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2854                     D("0.1"), "BTC", "long", self.m, "trade")
2855             self.m.ccxt.create_order.side_effect = Exception("bouh")
2856             order.run()
2857             self.m.ccxt.create_order.assert_called_once()
2858             self.assertEqual(0, len(order.results))
2859             self.assertEqual("error", order.status)
2860             self.m.report.log_error.assert_called_once()
2861
2862         self.m.ccxt.create_order.reset_mock()
2863         with self.subTest(dust_amount_exception=True),\
2864                 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2865             order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
2866                     D("0.1"), "BTC", "long", self.m, "trade")
2867             self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
2868             order.run()
2869             self.m.ccxt.create_order.assert_called_once()
2870             self.assertEqual(0, len(order.results))
2871             self.assertEqual("closed", order.status)
2872             mark_finished_order.assert_called_once()
2873
2874         self.m.ccxt.order_precision.return_value = 8
2875         self.m.ccxt.create_order.reset_mock()
2876         with self.subTest(insufficient_funds=True),\
2877                 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2878             order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2879                     D("0.1"), "BTC", "long", self.m, "trade")
2880             self.m.ccxt.create_order.side_effect = [
2881                     portfolio.InsufficientFunds,
2882                     portfolio.InsufficientFunds,
2883                     portfolio.InsufficientFunds,
2884                     { "id": 123 },
2885                     ]
2886             order.run()
2887             self.m.ccxt.create_order.assert_has_calls([
2888                 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2889                 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2890                 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2891                 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2892                 ])
2893             self.assertEqual(4, self.m.ccxt.create_order.call_count)
2894             self.assertEqual(1, len(order.results))
2895             self.assertEqual("open", order.status)
2896             self.assertEqual(4, order.tries)
2897             self.m.report.log_error.assert_called()
2898             self.assertEqual(4, self.m.report.log_error.call_count)
2899
2900         self.m.ccxt.order_precision.return_value = 8
2901         self.m.ccxt.create_order.reset_mock()
2902         self.m.report.log_error.reset_mock()
2903         with self.subTest(insufficient_funds=True),\
2904                 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
2905             order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
2906                     D("0.1"), "BTC", "long", self.m, "trade")
2907             self.m.ccxt.create_order.side_effect = [
2908                     portfolio.InsufficientFunds,
2909                     portfolio.InsufficientFunds,
2910                     portfolio.InsufficientFunds,
2911                     portfolio.InsufficientFunds,
2912                     portfolio.InsufficientFunds,
2913                     ]
2914             order.run()
2915             self.m.ccxt.create_order.assert_has_calls([
2916                 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
2917                 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
2918                 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
2919                 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
2920                 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
2921                 ])
2922             self.assertEqual(5, self.m.ccxt.create_order.call_count)
2923             self.assertEqual(0, len(order.results))
2924             self.assertEqual("error", order.status)
2925             self.assertEqual(5, order.tries)
2926             self.m.report.log_error.assert_called()
2927             self.assertEqual(5, self.m.report.log_error.call_count)
2928             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)
2929
2930
2931 @unittest.skipUnless("unit" in limits, "Unit skipped")
2932 class MouvementTest(WebMockTestCase):
2933     def test_values(self):
2934         mouvement = portfolio.Mouvement("ETH", "BTC", {
2935             "tradeID": 42, "type": "buy", "fee": "0.0015",
2936             "date": "2017-12-30 12:00:12", "rate": "0.1",
2937             "amount": "10", "total": "1"
2938             })
2939         self.assertEqual("ETH", mouvement.currency)
2940         self.assertEqual("BTC", mouvement.base_currency)
2941         self.assertEqual(42, mouvement.id)
2942         self.assertEqual("buy", mouvement.action)
2943         self.assertEqual(D("0.0015"), mouvement.fee_rate)
2944         self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
2945         self.assertEqual(D("0.1"), mouvement.rate)
2946         self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
2947         self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
2948
2949         mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
2950         self.assertIsNone(mouvement.date)
2951         self.assertIsNone(mouvement.id)
2952         self.assertIsNone(mouvement.action)
2953         self.assertEqual(-1, mouvement.fee_rate)
2954         self.assertEqual(0, mouvement.rate)
2955         self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
2956         self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
2957
2958     def test__repr(self):
2959         mouvement = portfolio.Mouvement("ETH", "BTC", {
2960             "tradeID": 42, "type": "buy", "fee": "0.0015",
2961             "date": "2017-12-30 12:00:12", "rate": "0.1",
2962             "amount": "10", "total": "1"
2963             })
2964         self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
2965
2966         mouvement = portfolio.Mouvement("ETH", "BTC", {
2967             "tradeID": 42, "type": "buy",
2968             "date": "garbage", "rate": "0.1",
2969             "amount": "10", "total": "1"
2970             })
2971         self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
2972
2973     def test_as_json(self):
2974         mouvement = portfolio.Mouvement("ETH", "BTC", {
2975             "tradeID": 42, "type": "buy", "fee": "0.0015",
2976             "date": "2017-12-30 12:00:12", "rate": "0.1",
2977             "amount": "10", "total": "1"
2978             })
2979         as_json = mouvement.as_json()
2980
2981         self.assertEqual(D("0.0015"), as_json["fee_rate"])
2982         self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
2983         self.assertEqual("buy", as_json["action"])
2984         self.assertEqual(D("10"), as_json["total"])
2985         self.assertEqual(D("1"), as_json["total_in_base"])
2986         self.assertEqual("BTC", as_json["base_currency"])
2987         self.assertEqual("ETH", as_json["currency"])
2988
2989 @unittest.skipUnless("unit" in limits, "Unit skipped")
2990 class ReportStoreTest(WebMockTestCase):
2991     def test_add_log(self):
2992         report_store = market.ReportStore(self.m)
2993         report_store.add_log({"foo": "bar"})
2994
2995         self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
2996
2997     def test_set_verbose(self):
2998         report_store = market.ReportStore(self.m)
2999         with self.subTest(verbose=True):
3000             report_store.set_verbose(True)
3001             self.assertTrue(report_store.verbose_print)
3002
3003         with self.subTest(verbose=False):
3004             report_store.set_verbose(False)
3005             self.assertFalse(report_store.verbose_print)
3006
3007     def test_merge(self):
3008         report_store1 = market.ReportStore(self.m, verbose_print=False)
3009         report_store2 = market.ReportStore(None, verbose_print=False)
3010
3011         report_store2.log_stage("1")
3012         report_store1.log_stage("2")
3013         report_store2.log_stage("3")
3014
3015         report_store1.merge(report_store2)
3016
3017         self.assertEqual(3, len(report_store1.logs))
3018         self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
3019
3020     def test_print_log(self):
3021         report_store = market.ReportStore(self.m)
3022         with self.subTest(verbose=True),\
3023                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3024             report_store.set_verbose(True)
3025             report_store.print_log("Coucou")
3026             report_store.print_log(portfolio.Amount("BTC", 1))
3027             self.assertEqual(stdout_mock.getvalue(), "Coucou\n1.00000000 BTC\n")
3028
3029         with self.subTest(verbose=False),\
3030                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3031             report_store.set_verbose(False)
3032             report_store.print_log("Coucou")
3033             report_store.print_log(portfolio.Amount("BTC", 1))
3034             self.assertEqual(stdout_mock.getvalue(), "")
3035
3036     def test_to_json(self):
3037         report_store = market.ReportStore(self.m)
3038         report_store.logs.append({"foo": "bar"})
3039         self.assertEqual('[\n  {\n    "foo": "bar"\n  }\n]', report_store.to_json())
3040         report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
3041         self.assertEqual('[\n  {\n    "foo": "bar"\n  },\n  {\n    "date": "2018-02-24T00:00:00"\n  }\n]', report_store.to_json())
3042         report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
3043         self.assertEqual('[\n  {\n    "foo": "bar"\n  },\n  {\n    "date": "2018-02-24T00:00:00"\n  },\n  {\n    "amount": "1.00000000 BTC"\n  }\n]', report_store.to_json())
3044
3045     @mock.patch.object(market.ReportStore, "print_log")
3046     @mock.patch.object(market.ReportStore, "add_log")
3047     def test_log_stage(self, add_log, print_log):
3048         report_store = market.ReportStore(self.m)
3049         c = lambda x: x
3050         report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3051         print_log.assert_has_calls([
3052             mock.call("-----------"),
3053             mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3054             ])
3055         add_log.assert_called_once_with({
3056             'type': 'stage',
3057             'stage': 'foo',
3058             'args': {
3059                 'bar': 'baz',
3060                 'c': 'c = lambda x: x',
3061                 'd': {
3062                     'currency': 'BTC',
3063                     'value': D('1')
3064                     }
3065                 }
3066             })
3067
3068     @mock.patch.object(market.ReportStore, "print_log")
3069     @mock.patch.object(market.ReportStore, "add_log")
3070     def test_log_balances(self, add_log, print_log):
3071         report_store = market.ReportStore(self.m)
3072         self.m.balances.as_json.return_value = "json"
3073         self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3074
3075         report_store.log_balances(tag="tag")
3076         print_log.assert_has_calls([
3077             mock.call("[Balance]"),
3078             mock.call("\tbar"),
3079             mock.call("\tbaz"),
3080             ])
3081         add_log.assert_called_once_with({
3082             'type': 'balance',
3083             'balances': 'json',
3084             'tag': 'tag'
3085             })
3086
3087     @mock.patch.object(market.ReportStore, "print_log")
3088     @mock.patch.object(market.ReportStore, "add_log")
3089     def test_log_tickers(self, add_log, print_log):
3090         report_store = market.ReportStore(self.m)
3091         amounts = {
3092                 "BTC": portfolio.Amount("BTC", 10),
3093                 "ETH": portfolio.Amount("BTC", D("0.3"))
3094                 }
3095         amounts["ETH"].rate = D("0.1")
3096
3097         report_store.log_tickers(amounts, "BTC", "default", "total")
3098         print_log.assert_not_called()
3099         add_log.assert_called_once_with({
3100             'type': 'tickers',
3101             'compute_value': 'default',
3102             'balance_type': 'total',
3103             'currency': 'BTC',
3104             'balances': {
3105                 'BTC': D('10'),
3106                 'ETH': D('0.3')
3107                 },
3108             'rates': {
3109                 'BTC': None,
3110                 'ETH': D('0.1')
3111                 },
3112             'total': D('10.3')
3113             })
3114
3115         add_log.reset_mock()
3116         compute_value = lambda x: x["bid"]
3117         report_store.log_tickers(amounts, "BTC", compute_value, "total")
3118         add_log.assert_called_once_with({
3119             'type': 'tickers',
3120             'compute_value': 'compute_value = lambda x: x["bid"]',
3121             'balance_type': 'total',
3122             'currency': 'BTC',
3123             'balances': {
3124                 'BTC': D('10'),
3125                 'ETH': D('0.3')
3126                 },
3127             'rates': {
3128                 'BTC': None,
3129                 'ETH': D('0.1')
3130                 },
3131             'total': D('10.3')
3132             })
3133
3134     @mock.patch.object(market.ReportStore, "print_log")
3135     @mock.patch.object(market.ReportStore, "add_log")
3136     def test_log_dispatch(self, add_log, print_log):
3137         report_store = market.ReportStore(self.m)
3138         amount = portfolio.Amount("BTC", "10.3")
3139         amounts = {
3140                 "BTC": portfolio.Amount("BTC", 10),
3141                 "ETH": portfolio.Amount("BTC", D("0.3"))
3142                 }
3143         report_store.log_dispatch(amount, amounts, "medium", "repartition")
3144         print_log.assert_not_called()
3145         add_log.assert_called_once_with({
3146             'type': 'dispatch',
3147             'liquidity': 'medium',
3148             'repartition_ratio': 'repartition',
3149             'total_amount': {
3150                 'currency': 'BTC',
3151                 'value': D('10.3')
3152                 },
3153             'repartition': {
3154                 'BTC': D('10'),
3155                 'ETH': D('0.3')
3156                 }
3157             })
3158
3159     @mock.patch.object(market.ReportStore, "print_log")
3160     @mock.patch.object(market.ReportStore, "add_log")
3161     def test_log_trades(self, add_log, print_log):
3162         report_store = market.ReportStore(self.m)
3163         trade_mock1 = mock.Mock()
3164         trade_mock2 = mock.Mock()
3165         trade_mock1.as_json.return_value = { "trade": "1" }
3166         trade_mock2.as_json.return_value = { "trade": "2" }
3167
3168         matching_and_trades = [
3169                 (True, trade_mock1),
3170                 (False, trade_mock2),
3171                 ]
3172         report_store.log_trades(matching_and_trades, "only")
3173
3174         print_log.assert_not_called()
3175         add_log.assert_called_with({
3176             'type': 'trades',
3177             'only': 'only',
3178             'debug': False,
3179             'trades': [
3180                 {'trade': '1', 'skipped': False},
3181                 {'trade': '2', 'skipped': True}
3182                 ]
3183             })
3184
3185     @mock.patch.object(market.ReportStore, "print_log")
3186     @mock.patch.object(market.ReportStore, "add_log")
3187     def test_log_orders(self, add_log, print_log):
3188         report_store = market.ReportStore(self.m)
3189
3190         order_mock1 = mock.Mock()
3191         order_mock2 = mock.Mock()
3192
3193         order_mock1.as_json.return_value = "order1"
3194         order_mock2.as_json.return_value = "order2"
3195
3196         orders = [order_mock1, order_mock2]
3197
3198         report_store.log_orders(orders, tick="tick",
3199                 only="only", compute_value="compute_value")
3200
3201         print_log.assert_called_once_with("[Orders]")
3202         self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
3203
3204         add_log.assert_called_with({
3205             'type': 'orders',
3206             'only': 'only',
3207             'compute_value': 'compute_value',
3208             'tick': 'tick',
3209             'orders': ['order1', 'order2']
3210             })
3211
3212         add_log.reset_mock()
3213         def compute_value(x, y):
3214             return x[y]
3215         report_store.log_orders(orders, tick="tick",
3216                 only="only", compute_value=compute_value)
3217         add_log.assert_called_with({
3218             'type': 'orders',
3219             'only': 'only',
3220             'compute_value': 'def compute_value(x, y):\n            return x[y]',
3221             'tick': 'tick',
3222             'orders': ['order1', 'order2']
3223             })
3224
3225
3226     @mock.patch.object(market.ReportStore, "print_log")
3227     @mock.patch.object(market.ReportStore, "add_log")
3228     def test_log_order(self, add_log, print_log):
3229         report_store = market.ReportStore(self.m)
3230         order_mock = mock.Mock()
3231         order_mock.as_json.return_value = "order"
3232         new_order_mock = mock.Mock()
3233         new_order_mock.as_json.return_value = "new_order"
3234         order_mock.__repr__ = mock.Mock()
3235         order_mock.__repr__.return_value = "Order Mock"
3236         new_order_mock.__repr__ = mock.Mock()
3237         new_order_mock.__repr__.return_value = "New order Mock"
3238
3239         with self.subTest(finished=True):
3240             report_store.log_order(order_mock, 1, finished=True)
3241             print_log.assert_called_once_with("[Order] Finished Order Mock")
3242             add_log.assert_called_once_with({
3243                 'type': 'order',
3244                 'tick': 1,
3245                 'update': None,
3246                 'order': 'order',
3247                 'compute_value': None,
3248                 'new_order': None
3249                 })
3250
3251         add_log.reset_mock()
3252         print_log.reset_mock()
3253
3254         with self.subTest(update="waiting"):
3255             report_store.log_order(order_mock, 1, update="waiting")
3256             print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
3257             add_log.assert_called_once_with({
3258                 'type': 'order',
3259                 'tick': 1,
3260                 'update': 'waiting',
3261                 'order': 'order',
3262                 'compute_value': None,
3263                 'new_order': None
3264                 })
3265
3266         add_log.reset_mock()
3267         print_log.reset_mock()
3268         with self.subTest(update="adjusting"):
3269             compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
3270             report_store.log_order(order_mock, 3,
3271                     update="adjusting", new_order=new_order_mock,
3272                     compute_value=compute_value)
3273             print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
3274             add_log.assert_called_once_with({
3275                 'type': 'order',
3276                 'tick': 3,
3277                 'update': 'adjusting',
3278                 'order': 'order',
3279                 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
3280                 'new_order': 'new_order'
3281                 })
3282
3283         add_log.reset_mock()
3284         print_log.reset_mock()
3285         with self.subTest(update="market_fallback"):
3286             report_store.log_order(order_mock, 7,
3287                     update="market_fallback", new_order=new_order_mock)
3288             print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
3289             add_log.assert_called_once_with({
3290                 'type': 'order',
3291                 'tick': 7,
3292                 'update': 'market_fallback',
3293                 'order': 'order',
3294                 'compute_value': None,
3295                 'new_order': 'new_order'
3296                 })
3297
3298         add_log.reset_mock()
3299         print_log.reset_mock()
3300         with self.subTest(update="market_adjusting"):
3301             report_store.log_order(order_mock, 17,
3302                     update="market_adjust", new_order=new_order_mock)
3303             print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
3304             add_log.assert_called_once_with({
3305                 'type': 'order',
3306                 'tick': 17,
3307                 'update': 'market_adjust',
3308                 'order': 'order',
3309                 'compute_value': None,
3310                 'new_order': 'new_order'
3311                 })
3312
3313     @mock.patch.object(market.ReportStore, "print_log")
3314     @mock.patch.object(market.ReportStore, "add_log")
3315     def test_log_move_balances(self, add_log, print_log):
3316         report_store = market.ReportStore(self.m)
3317         needed = {
3318                 "BTC": portfolio.Amount("BTC", 10),
3319                 "USDT": 1
3320                 }
3321         moving = {
3322                 "BTC": portfolio.Amount("BTC", 3),
3323                 "USDT": -2
3324                 }
3325         report_store.log_move_balances(needed, moving)
3326         print_log.assert_not_called()
3327         add_log.assert_called_once_with({
3328             'type': 'move_balances',
3329             'debug': False,
3330             'needed': {
3331                 'BTC': D('10'),
3332                 'USDT': 1
3333                 },
3334             'moving': {
3335                 'BTC': D('3'),
3336                 'USDT': -2
3337                 }
3338             })
3339
3340     @mock.patch.object(market.ReportStore, "print_log")
3341     @mock.patch.object(market.ReportStore, "add_log")
3342     def test_log_http_request(self, add_log, print_log):
3343         report_store = market.ReportStore(self.m)
3344         response = mock.Mock()
3345         response.status_code = 200
3346         response.text = "Hey"
3347
3348         report_store.log_http_request("method", "url", "body",
3349                 "headers", response)
3350         print_log.assert_not_called()
3351         add_log.assert_called_once_with({
3352             'type': 'http_request',
3353             'method': 'method',
3354             'url': 'url',
3355             'body': 'body',
3356             'headers': 'headers',
3357             'status': 200,
3358             'response': 'Hey'
3359             })
3360
3361     @mock.patch.object(market.ReportStore, "print_log")
3362     @mock.patch.object(market.ReportStore, "add_log")
3363     def test_log_error(self, add_log, print_log):
3364         report_store = market.ReportStore(self.m)
3365         with self.subTest(message=None, exception=None):
3366             report_store.log_error("action")
3367             print_log.assert_called_once_with("[Error] action")
3368             add_log.assert_called_once_with({
3369                 'type': 'error',
3370                 'action': 'action',
3371                 'exception_class': None,
3372                 'exception_message': None,
3373                 'message': None
3374                 })
3375
3376         print_log.reset_mock()
3377         add_log.reset_mock()
3378         with self.subTest(message="Hey", exception=None):
3379             report_store.log_error("action", message="Hey")
3380             print_log.assert_has_calls([
3381                     mock.call("[Error] action"),
3382                     mock.call("\tHey")
3383                     ])
3384             add_log.assert_called_once_with({
3385                 'type': 'error',
3386                 'action': 'action',
3387                 'exception_class': None,
3388                 'exception_message': None,
3389                 'message': "Hey"
3390                 })
3391
3392         print_log.reset_mock()
3393         add_log.reset_mock()
3394         with self.subTest(message=None, exception=Exception("bouh")):
3395             report_store.log_error("action", exception=Exception("bouh"))
3396             print_log.assert_has_calls([
3397                     mock.call("[Error] action"),
3398                     mock.call("\tException: bouh")
3399                     ])
3400             add_log.assert_called_once_with({
3401                 'type': 'error',
3402                 'action': 'action',
3403                 'exception_class': "Exception",
3404                 'exception_message': "bouh",
3405                 'message': None
3406                 })
3407
3408         print_log.reset_mock()
3409         add_log.reset_mock()
3410         with self.subTest(message="Hey", exception=Exception("bouh")):
3411             report_store.log_error("action", message="Hey", exception=Exception("bouh"))
3412             print_log.assert_has_calls([
3413                     mock.call("[Error] action"),
3414                     mock.call("\tException: bouh"),
3415                     mock.call("\tHey")
3416                     ])
3417             add_log.assert_called_once_with({
3418                 'type': 'error',
3419                 'action': 'action',
3420                 'exception_class': "Exception",
3421                 'exception_message': "bouh",
3422                 'message': "Hey"
3423                 })
3424
3425     @mock.patch.object(market.ReportStore, "print_log")
3426     @mock.patch.object(market.ReportStore, "add_log")
3427     def test_log_debug_action(self, add_log, print_log):
3428         report_store = market.ReportStore(self.m)
3429         report_store.log_debug_action("Hey")
3430
3431         print_log.assert_called_once_with("[Debug] Hey")
3432         add_log.assert_called_once_with({
3433             'type': 'debug_action',
3434             'action': 'Hey'
3435             })
3436
3437 @unittest.skipUnless("unit" in limits, "Unit skipped")
3438 class MainTest(WebMockTestCase):
3439     def test_make_order(self):
3440         self.m.get_ticker.return_value = {
3441                 "inverted": False,
3442                 "average": D("0.1"),
3443                 "bid": D("0.09"),
3444                 "ask": D("0.11"),
3445                 }
3446
3447         with self.subTest(description="nominal case"):
3448             main.make_order(self.m, 10, "ETH")
3449
3450             self.m.report.log_stage.assert_has_calls([
3451                 mock.call("make_order_begin"),
3452                 mock.call("make_order_end"),
3453                 ])
3454             self.m.balances.fetch_balances.assert_has_calls([
3455                 mock.call(tag="make_order_begin"),
3456                 mock.call(tag="make_order_end"),
3457                 ])
3458             self.m.trades.all.append.assert_called_once()
3459             trade = self.m.trades.all.append.mock_calls[0][1][0]
3460             self.assertEqual(False, trade.orders[0].close_if_possible)
3461             self.assertEqual(0, trade.value_from)
3462             self.assertEqual("ETH", trade.currency)
3463             self.assertEqual("BTC", trade.base_currency)
3464             self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3465             self.m.trades.run_orders.assert_called_once_with()
3466             self.m.follow_orders.assert_called_once_with()
3467
3468             order = trade.orders[0]
3469             self.assertEqual(D("0.10"), order.rate)
3470
3471             self.m.reset_mock()
3472             with self.subTest(compute_value="default"):
3473                 main.make_order(self.m, 10, "ETH", action="dispose",
3474                         compute_value="ask")
3475
3476                 trade = self.m.trades.all.append.mock_calls[0][1][0]
3477                 order = trade.orders[0]
3478                 self.assertEqual(D("0.11"), order.rate)
3479
3480         self.m.reset_mock()
3481         with self.subTest(follow=False):
3482             result = main.make_order(self.m, 10, "ETH", follow=False)
3483
3484             self.m.report.log_stage.assert_has_calls([
3485                 mock.call("make_order_begin"),
3486                 mock.call("make_order_end_not_followed"),
3487                 ])
3488             self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
3489
3490             self.m.trades.all.append.assert_called_once()
3491             trade = self.m.trades.all.append.mock_calls[0][1][0]
3492             self.assertEqual(0, trade.value_from)
3493             self.assertEqual("ETH", trade.currency)
3494             self.assertEqual("BTC", trade.base_currency)
3495             self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
3496             self.m.trades.run_orders.assert_called_once_with()
3497             self.m.follow_orders.assert_not_called()
3498             self.assertEqual(trade.orders[0], result)
3499
3500         self.m.reset_mock()
3501         with self.subTest(base_currency="USDT"):
3502             main.make_order(self.m, 1, "BTC", base_currency="USDT")
3503
3504             trade = self.m.trades.all.append.mock_calls[0][1][0]
3505             self.assertEqual("BTC", trade.currency)
3506             self.assertEqual("USDT", trade.base_currency)
3507
3508         self.m.reset_mock()
3509         with self.subTest(close_if_possible=True):
3510             main.make_order(self.m, 10, "ETH", close_if_possible=True)
3511
3512             trade = self.m.trades.all.append.mock_calls[0][1][0]
3513             self.assertEqual(True, trade.orders[0].close_if_possible)
3514
3515         self.m.reset_mock()
3516         with self.subTest(action="dispose"):
3517             main.make_order(self.m, 10, "ETH", action="dispose")
3518
3519             trade = self.m.trades.all.append.mock_calls[0][1][0]
3520             self.assertEqual(0, trade.value_to)
3521             self.assertEqual(1, trade.value_from.value)
3522             self.assertEqual("ETH", trade.currency)
3523             self.assertEqual("BTC", trade.base_currency)
3524
3525             self.m.reset_mock()
3526             with self.subTest(compute_value="default"):
3527                 main.make_order(self.m, 10, "ETH", action="dispose",
3528                         compute_value="bid")
3529
3530                 trade = self.m.trades.all.append.mock_calls[0][1][0]
3531                 self.assertEqual(D("0.9"), trade.value_from.value)
3532
3533     def test_get_user_market(self):
3534         with mock.patch("main.fetch_markets") as main_fetch_markets,\
3535                 mock.patch("main.parse_config") as main_parse_config:
3536             with self.subTest(debug=False):
3537                 main_parse_config.return_value = ["pg_config", "report_path"]
3538                 main_fetch_markets.return_value = [({"key": "market_config"},)]
3539                 m = main.get_user_market("config_path.ini", 1)
3540
3541                 self.assertIsInstance(m, market.Market)
3542                 self.assertFalse(m.debug)
3543
3544             with self.subTest(debug=True):
3545                 main_parse_config.return_value = ["pg_config", "report_path"]
3546                 main_fetch_markets.return_value = [({"key": "market_config"},)]
3547                 m = main.get_user_market("config_path.ini", 1, debug=True)
3548
3549                 self.assertIsInstance(m, market.Market)
3550                 self.assertTrue(m.debug)
3551
3552     def test_process(self):
3553         with mock.patch("market.Market") as market_mock,\
3554                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3555
3556             args_mock = mock.Mock()
3557             args_mock.action = "action"
3558             args_mock.config = "config"
3559             args_mock.user = "user"
3560             args_mock.debug = "debug"
3561             args_mock.before = "before"
3562             args_mock.after = "after"
3563             self.assertEqual("", stdout_mock.getvalue())
3564
3565             main.process("config", 1, "report_path", args_mock)
3566
3567             market_mock.from_config.assert_has_calls([
3568                 mock.call("config", debug="debug", user_id=1, report_path="report_path"),
3569                 mock.call().process("action", before="before", after="after"),
3570                 ])
3571
3572             with self.subTest(exception=True):
3573                 market_mock.from_config.side_effect = Exception("boo")
3574                 main.process("config", 1, "report_path", args_mock)
3575                 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
3576
3577     def test_main(self):
3578         with self.subTest(parallel=False):
3579             with mock.patch("main.parse_args") as parse_args,\
3580                     mock.patch("main.parse_config") as parse_config,\
3581                     mock.patch("main.fetch_markets") as fetch_markets,\
3582                     mock.patch("main.process") as process:
3583
3584                 args_mock = mock.Mock()
3585                 args_mock.parallel = False
3586                 args_mock.config = "config"
3587                 args_mock.user = "user"
3588                 parse_args.return_value = args_mock
3589
3590                 parse_config.return_value = ["pg_config", "report_path"]
3591
3592                 fetch_markets.return_value = [["config1", 1], ["config2", 2]]
3593
3594                 main.main(["Foo", "Bar"])
3595
3596                 parse_args.assert_called_with(["Foo", "Bar"])
3597                 parse_config.assert_called_with("config")
3598                 fetch_markets.assert_called_with("pg_config", "user")
3599
3600                 self.assertEqual(2, process.call_count)
3601                 process.assert_has_calls([
3602                     mock.call("config1", 1, "report_path", args_mock),
3603                     mock.call("config2", 2, "report_path", args_mock),
3604                     ])
3605         with self.subTest(parallel=True):
3606             with mock.patch("main.parse_args") as parse_args,\
3607                     mock.patch("main.parse_config") as parse_config,\
3608                     mock.patch("main.fetch_markets") as fetch_markets,\
3609                     mock.patch("main.process") as process,\
3610                     mock.patch("store.Portfolio.start_worker") as start:
3611
3612                 args_mock = mock.Mock()
3613                 args_mock.parallel = True
3614                 args_mock.config = "config"
3615                 args_mock.user = "user"
3616                 parse_args.return_value = args_mock
3617
3618                 parse_config.return_value = ["pg_config", "report_path"]
3619
3620                 fetch_markets.return_value = [["config1", 1], ["config2", 2]]
3621
3622                 main.main(["Foo", "Bar"])
3623
3624                 parse_args.assert_called_with(["Foo", "Bar"])
3625                 parse_config.assert_called_with("config")
3626                 fetch_markets.assert_called_with("pg_config", "user")
3627
3628                 start.assert_called_once_with()
3629                 self.assertEqual(2, process.call_count)
3630                 process.assert_has_calls([
3631                     mock.call.__bool__(),
3632                     mock.call("config1", 1, "report_path", args_mock),
3633                     mock.call.__bool__(),
3634                     mock.call("config2", 2, "report_path", args_mock),
3635                     ])
3636
3637     @mock.patch.object(main.sys, "exit")
3638     @mock.patch("main.configparser")
3639     @mock.patch("main.os")
3640     def test_parse_config(self, os, configparser, exit):
3641         with self.subTest(pg_config=True, report_path=None):
3642             config_mock = mock.MagicMock()
3643             configparser.ConfigParser.return_value = config_mock
3644             def config(element):
3645                 return element == "postgresql"
3646
3647             config_mock.__contains__.side_effect = config
3648             config_mock.__getitem__.return_value = "pg_config"
3649
3650             result = main.parse_config("configfile")
3651
3652             config_mock.read.assert_called_with("configfile")
3653
3654             self.assertEqual(["pg_config", None], result)
3655
3656         with self.subTest(pg_config=True, report_path="present"):
3657             config_mock = mock.MagicMock()
3658             configparser.ConfigParser.return_value = config_mock
3659
3660             config_mock.__contains__.return_value = True
3661             config_mock.__getitem__.side_effect = [
3662                     {"report_path": "report_path"},
3663                     {"report_path": "report_path"},
3664                     "pg_config",
3665                     ]
3666
3667             os.path.exists.return_value = False
3668             result = main.parse_config("configfile")
3669
3670             config_mock.read.assert_called_with("configfile")
3671             self.assertEqual(["pg_config", "report_path"], result)
3672             os.path.exists.assert_called_once_with("report_path")
3673             os.makedirs.assert_called_once_with("report_path")
3674
3675         with self.subTest(pg_config=False),\
3676                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3677             config_mock = mock.MagicMock()
3678             configparser.ConfigParser.return_value = config_mock
3679             result = main.parse_config("configfile")
3680
3681             config_mock.read.assert_called_with("configfile")
3682             exit.assert_called_once_with(1)
3683             self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
3684
3685     @mock.patch.object(main.sys, "exit")
3686     def test_parse_args(self, exit):
3687         with self.subTest(config="config.ini"):
3688             args = main.parse_args([])
3689             self.assertEqual("config.ini", args.config)
3690             self.assertFalse(args.before)
3691             self.assertFalse(args.after)
3692             self.assertFalse(args.debug)
3693
3694             args = main.parse_args(["--before", "--after", "--debug"])
3695             self.assertTrue(args.before)
3696             self.assertTrue(args.after)
3697             self.assertTrue(args.debug)
3698
3699             exit.assert_not_called()
3700
3701         with self.subTest(config="inexistant"),\
3702                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3703             args = main.parse_args(["--config", "foo.bar"])
3704             exit.assert_called_once_with(1)
3705             self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
3706
3707     @mock.patch.object(main, "psycopg2")
3708     def test_fetch_markets(self, psycopg2):
3709         connect_mock = mock.Mock()
3710         cursor_mock = mock.MagicMock()
3711         cursor_mock.__iter__.return_value = ["row_1", "row_2"]
3712
3713         connect_mock.cursor.return_value = cursor_mock
3714         psycopg2.connect.return_value = connect_mock
3715
3716         with self.subTest(user=None):
3717             rows = list(main.fetch_markets({"foo": "bar"}, None))
3718
3719             psycopg2.connect.assert_called_once_with(foo="bar")
3720             cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
3721
3722             self.assertEqual(["row_1", "row_2"], rows)
3723
3724         psycopg2.connect.reset_mock()
3725         cursor_mock.execute.reset_mock()
3726         with self.subTest(user=1):
3727             rows = list(main.fetch_markets({"foo": "bar"}, 1))
3728
3729             psycopg2.connect.assert_called_once_with(foo="bar")
3730             cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
3731
3732             self.assertEqual(["row_1", "row_2"], rows)
3733
3734
3735 @unittest.skipUnless("unit" in limits, "Unit skipped")
3736 class ProcessorTest(WebMockTestCase):
3737     def test_values(self):
3738         processor = market.Processor(self.m)
3739
3740         self.assertEqual(self.m, processor.market)
3741
3742     def test_run_action(self):
3743         processor = market.Processor(self.m)
3744
3745         with mock.patch.object(processor, "parse_args") as parse_args:
3746             method_mock = mock.Mock()
3747             parse_args.return_value = [method_mock, { "foo": "bar" }]
3748
3749             processor.run_action("foo", "bar", "baz")
3750
3751             parse_args.assert_called_with("foo", "bar", "baz")
3752
3753             method_mock.assert_called_with(foo="bar")
3754
3755             processor.run_action("wait_for_recent", "bar", "baz")
3756
3757             method_mock.assert_called_with(foo="bar")
3758
3759     def test_select_step(self):
3760         processor = market.Processor(self.m)
3761
3762         scenario = processor.scenarios["sell_all"]
3763
3764         self.assertEqual(scenario, processor.select_steps(scenario, "all"))
3765         self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
3766         self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
3767         self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
3768         self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
3769
3770         with self.assertRaises(TypeError):
3771             processor.select_steps(scenario, ["wait"])
3772
3773     @mock.patch("market.Processor.process_step")
3774     def test_process(self, process_step):
3775         processor = market.Processor(self.m)
3776
3777         processor.process("sell_all", foo="bar")
3778         self.assertEqual(3, process_step.call_count)
3779
3780         steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
3781         scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
3782         kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
3783         self.assertEqual(["all_sell", "wait", "all_buy"], steps)
3784         self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
3785         self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
3786
3787         process_step.reset_mock()
3788
3789         processor.process("sell_needed", steps=["before", "after"])
3790         self.assertEqual(3, process_step.call_count)
3791
3792     def test_method_arguments(self):
3793         ccxt = mock.Mock(spec=market.ccxt.poloniexE)
3794         m = market.Market(ccxt)
3795
3796         processor = market.Processor(m)
3797
3798         method, arguments = processor.method_arguments("wait_for_recent")
3799         self.assertEqual(market.Portfolio.wait_for_recent, method)
3800         self.assertEqual(["delta", "poll"], arguments)
3801
3802         method, arguments = processor.method_arguments("prepare_trades")
3803         self.assertEqual(m.prepare_trades, method)
3804         self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
3805
3806         method, arguments = processor.method_arguments("prepare_orders")
3807         self.assertEqual(m.trades.prepare_orders, method)
3808
3809         method, arguments = processor.method_arguments("move_balances")
3810         self.assertEqual(m.move_balances, method)
3811
3812         method, arguments = processor.method_arguments("run_orders")
3813         self.assertEqual(m.trades.run_orders, method)
3814
3815         method, arguments = processor.method_arguments("follow_orders")
3816         self.assertEqual(m.follow_orders, method)
3817
3818         method, arguments = processor.method_arguments("close_trades")
3819         self.assertEqual(m.trades.close_trades, method)
3820
3821     def test_process_step(self):
3822         processor = market.Processor(self.m)
3823
3824         with mock.patch.object(processor, "run_action") as run_action:
3825             step = processor.scenarios["sell_needed"][1]
3826
3827             processor.process_step("foo", step, {"foo":"bar"})
3828
3829             self.m.report.log_stage.assert_has_calls([
3830                 mock.call("process_foo__1_sell_begin"),
3831                 mock.call("process_foo__1_sell_end"),
3832                 ])
3833             self.m.balances.fetch_balances.assert_has_calls([
3834                 mock.call(tag="process_foo__1_sell_begin"),
3835                 mock.call(tag="process_foo__1_sell_end"),
3836                 ])
3837
3838             self.assertEqual(5, run_action.call_count)
3839
3840             run_action.assert_has_calls([
3841                 mock.call('prepare_trades', {}, {'foo': 'bar'}),
3842                 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
3843                 mock.call('run_orders', {}, {'foo': 'bar'}),
3844                 mock.call('follow_orders', {}, {'foo': 'bar'}),
3845                 mock.call('close_trades', {}, {'foo': 'bar'}),
3846                 ])
3847
3848         self.m.reset_mock()
3849         with mock.patch.object(processor, "run_action") as run_action:
3850             step = processor.scenarios["sell_needed"][0]
3851
3852             processor.process_step("foo", step, {"foo":"bar"})
3853             self.m.balances.fetch_balances.assert_not_called()
3854
3855     def test_parse_args(self):
3856         processor = market.Processor(self.m)
3857
3858         with mock.patch.object(processor, "method_arguments") as method_arguments:
3859             method_mock = mock.Mock()
3860             method_arguments.return_value = [
3861                     method_mock,
3862                     ["foo2", "foo"]
3863                     ]
3864             method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
3865
3866             self.assertEqual(method_mock, method)
3867             self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
3868
3869         with mock.patch.object(processor, "method_arguments") as method_arguments:
3870             method_mock = mock.Mock()
3871             method_arguments.return_value = [
3872                     method_mock,
3873                     ["repartition"]
3874                     ]
3875             method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
3876
3877             self.assertEqual(1, len(args["repartition"]))
3878             self.assertIn("BTC", args["repartition"])
3879
3880         with mock.patch.object(processor, "method_arguments") as method_arguments:
3881             method_mock = mock.Mock()
3882             method_arguments.return_value = [
3883                     method_mock,
3884                     ["repartition", "base_currency"]
3885                     ]
3886             method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
3887
3888             self.assertEqual(1, len(args["repartition"]))
3889             self.assertIn("USDT", args["repartition"])
3890
3891         with mock.patch.object(processor, "method_arguments") as method_arguments:
3892             method_mock = mock.Mock()
3893             method_arguments.return_value = [
3894                     method_mock,
3895                     ["repartition", "base_currency"]
3896                     ]
3897             method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
3898
3899             self.assertEqual(1, len(args["repartition"]))
3900             self.assertIn("ETH", args["repartition"])
3901
3902
3903 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
3904 class AcceptanceTest(WebMockTestCase):
3905     @unittest.expectedFailure
3906     def test_success_sell_only_necessary(self):
3907         # FIXME: catch stdout
3908         self.m.report.verbose_print = False
3909         fetch_balance = {
3910                 "ETH": {
3911                     "exchange_free": D("1.0"),
3912                     "exchange_used": D("0.0"),
3913                     "exchange_total": D("1.0"),
3914                     "total": D("1.0"),
3915                     },
3916                 "ETC": {
3917                     "exchange_free": D("4.0"),
3918                     "exchange_used": D("0.0"),
3919                     "exchange_total": D("4.0"),
3920                     "total": D("4.0"),
3921                     },
3922                 "XVG": {
3923                     "exchange_free": D("1000.0"),
3924                     "exchange_used": D("0.0"),
3925                     "exchange_total": D("1000.0"),
3926                     "total": D("1000.0"),
3927                     },
3928                 }
3929         repartition = {
3930                 "ETH":  (D("0.25"), "long"),
3931                 "ETC":  (D("0.25"), "long"),
3932                 "BTC":  (D("0.4"),  "long"),
3933                 "BTD":  (D("0.01"), "short"),
3934                 "B2X":  (D("0.04"), "long"),
3935                 "USDT": (D("0.05"), "long"),
3936                 }
3937
3938         def fetch_ticker(symbol):
3939             if symbol == "ETH/BTC":
3940                 return {
3941                         "symbol": "ETH/BTC",
3942                         "bid": D("0.14"),
3943                         "ask": D("0.16")
3944                         }
3945             if symbol == "ETC/BTC":
3946                 return {
3947                         "symbol": "ETC/BTC",
3948                         "bid": D("0.002"),
3949                         "ask": D("0.003")
3950                         }
3951             if symbol == "XVG/BTC":
3952                 return {
3953                         "symbol": "XVG/BTC",
3954                         "bid": D("0.00003"),
3955                         "ask": D("0.00005")
3956                         }
3957             if symbol == "BTD/BTC":
3958                 return {
3959                         "symbol": "BTD/BTC",
3960                         "bid": D("0.0008"),
3961                         "ask": D("0.0012")
3962                         }
3963             if symbol == "B2X/BTC":
3964                 return {
3965                         "symbol": "B2X/BTC",
3966                         "bid": D("0.0008"),
3967                         "ask": D("0.0012")
3968                         }
3969             if symbol == "USDT/BTC":
3970                 raise helper.ExchangeError
3971             if symbol == "BTC/USDT":
3972                 return {
3973                         "symbol": "BTC/USDT",
3974                         "bid": D("14000"),
3975                         "ask": D("16000")
3976                         }
3977             self.fail("Shouldn't have been called with {}".format(symbol))
3978
3979         market = mock.Mock()
3980         market.fetch_all_balances.return_value = fetch_balance
3981         market.fetch_ticker.side_effect = fetch_ticker
3982         with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
3983             # Action 1
3984             helper.prepare_trades(market)
3985
3986         balances = portfolio.BalanceStore.all
3987         self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
3988         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
3989         self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
3990
3991
3992         trades = portfolio.TradeStore.all
3993         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
3994         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
3995         self.assertEqual("dispose", trades[0].action)
3996
3997         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
3998         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
3999         self.assertEqual("acquire", trades[1].action)
4000
4001         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4002         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4003         self.assertEqual("dispose", trades[2].action)
4004
4005         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4006         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4007         self.assertEqual("acquire", trades[3].action)
4008
4009         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4010         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4011         self.assertEqual("acquire", trades[4].action)
4012
4013         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4014         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4015         self.assertEqual("acquire", trades[5].action)
4016
4017         # Action 2
4018         portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
4019
4020         all_orders = portfolio.TradeStore.all_orders(state="pending")
4021         self.assertEqual(2, len(all_orders))
4022         self.assertEqual(2, 3*all_orders[0].amount.value)
4023         self.assertEqual(D("0.14014"), all_orders[0].rate)
4024         self.assertEqual(1000, all_orders[1].amount.value)
4025         self.assertEqual(D("0.00003003"), all_orders[1].rate)
4026
4027
4028         def create_order(symbol, type, action, amount, price=None, account="exchange"):
4029             self.assertEqual("limit", type)
4030             if symbol == "ETH/BTC":
4031                 self.assertEqual("sell", action)
4032                 self.assertEqual(D('0.66666666'), amount)
4033                 self.assertEqual(D("0.14014"), price)
4034             elif symbol == "XVG/BTC":
4035                 self.assertEqual("sell", action)
4036                 self.assertEqual(1000, amount)
4037                 self.assertEqual(D("0.00003003"), price)
4038             else:
4039                 self.fail("I shouldn't have been called")
4040
4041             return {
4042                     "id": symbol,
4043                     }
4044         market.create_order.side_effect = create_order
4045         market.order_precision.return_value = 8
4046
4047         # Action 3
4048         portfolio.TradeStore.run_orders()
4049
4050         self.assertEqual("open", all_orders[0].status)
4051         self.assertEqual("open", all_orders[1].status)
4052
4053         market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4054         market.privatePostReturnOrderTrades.return_value = [
4055                 {
4056                     "tradeID": 42, "type": "buy", "fee": "0.0015",
4057                     "date": "2017-12-30 12:00:12", "rate": "0.1",
4058                     "amount": "10", "total": "1"
4059                     }
4060                 ]
4061         with mock.patch.object(market.time, "sleep") as sleep:
4062             # Action 4
4063             helper.follow_orders(verbose=False)
4064
4065             sleep.assert_called_with(30)
4066
4067         for order in all_orders:
4068             self.assertEqual("closed", order.status)
4069
4070         fetch_balance = {
4071                 "ETH": {
4072                     "exchange_free": D("1.0") / 3,
4073                     "exchange_used": D("0.0"),
4074                     "exchange_total": D("1.0") / 3,
4075                     "margin_total": 0,
4076                     "total": D("1.0") / 3,
4077                     },
4078                 "BTC": {
4079                     "exchange_free": D("0.134"),
4080                     "exchange_used": D("0.0"),
4081                     "exchange_total": D("0.134"),
4082                     "margin_total": 0,
4083                     "total": D("0.134"),
4084                     },
4085                 "ETC": {
4086                     "exchange_free": D("4.0"),
4087                     "exchange_used": D("0.0"),
4088                     "exchange_total": D("4.0"),
4089                     "margin_total": 0,
4090                     "total": D("4.0"),
4091                     },
4092                 "XVG": {
4093                     "exchange_free": D("0.0"),
4094                     "exchange_used": D("0.0"),
4095                     "exchange_total": D("0.0"),
4096                     "margin_total": 0,
4097                     "total": D("0.0"),
4098                     },
4099                 }
4100         market.fetch_all_balances.return_value = fetch_balance
4101
4102         with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
4103             # Action 5
4104             helper.prepare_trades(market, only="acquire", compute_value="average")
4105
4106         balances = portfolio.BalanceStore.all
4107         self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
4108         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
4109         self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
4110         self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
4111
4112
4113         trades = portfolio.TradeStore.all
4114         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
4115         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
4116         self.assertEqual("dispose", trades[0].action)
4117
4118         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
4119         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
4120         self.assertEqual("acquire", trades[1].action)
4121
4122         self.assertNotIn("BTC", trades)
4123
4124         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4125         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4126         self.assertEqual("dispose", trades[2].action)
4127
4128         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4129         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4130         self.assertEqual("acquire", trades[3].action)
4131
4132         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4133         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4134         self.assertEqual("acquire", trades[4].action)
4135
4136         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4137         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4138         self.assertEqual("acquire", trades[5].action)
4139
4140         # Action 6
4141         portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
4142
4143         all_orders = portfolio.TradeStore.all_orders(state="pending")
4144         self.assertEqual(4, len(all_orders))
4145         self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
4146         self.assertEqual(D("0.003"), all_orders[0].rate)
4147         self.assertEqual("buy", all_orders[0].action)
4148         self.assertEqual("long", all_orders[0].trade_type)
4149
4150         self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
4151         self.assertEqual(D("0.0012"), all_orders[1].rate)
4152         self.assertEqual("sell", all_orders[1].action)
4153         self.assertEqual("short", all_orders[1].trade_type)
4154
4155         diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
4156         self.assertAlmostEqual(0, diff.value)
4157         self.assertEqual(D("0.0012"), all_orders[2].rate)
4158         self.assertEqual("buy", all_orders[2].action)
4159         self.assertEqual("long", all_orders[2].trade_type)
4160
4161         self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
4162         self.assertEqual(D("16000"), all_orders[3].rate)
4163         self.assertEqual("sell", all_orders[3].action)
4164         self.assertEqual("long", all_orders[3].trade_type)
4165
4166         # Action 6b
4167         # TODO:
4168         # Move balances to margin
4169
4170         # Action 7
4171         # TODO
4172         # portfolio.TradeStore.run_orders()
4173
4174         with mock.patch.object(market.time, "sleep") as sleep:
4175             # Action 8
4176             helper.follow_orders(verbose=False)
4177
4178             sleep.assert_called_with(30)
4179
4180 if __name__ == '__main__':
4181     unittest.main()