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Handle invalid nonces
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
1 import sys
2 import portfolio
3 import unittest
4 import datetime
5 from decimal import Decimal as D
6 from unittest import mock
7 import requests
8 import requests_mock
9 from io import StringIO
10 import threading
11 import portfolio, market, main, store
12
13 limits = ["acceptance", "unit"]
14 for test_type in limits:
15 if "--no{}".format(test_type) in sys.argv:
16 sys.argv.remove("--no{}".format(test_type))
17 limits.remove(test_type)
18 if "--only{}".format(test_type) in sys.argv:
19 sys.argv.remove("--only{}".format(test_type))
20 limits = [test_type]
21 break
22
23 class WebMockTestCase(unittest.TestCase):
24 import time
25
26 def market_args(self, debug=False, quiet=False):
27 return type('Args', (object,), { "debug": debug, "quiet": quiet })()
28
29 def setUp(self):
30 super(WebMockTestCase, self).setUp()
31 self.wm = requests_mock.Mocker()
32 self.wm.start()
33
34 # market
35 self.m = mock.Mock(name="Market", spec=market.Market)
36 self.m.debug = False
37
38 self.patchers = [
39 mock.patch.multiple(market.Portfolio,
40 data=store.LockedVar(None),
41 liquidities=store.LockedVar({}),
42 last_date=store.LockedVar(None),
43 report=mock.Mock(),
44 worker=None,
45 worker_notify=None,
46 worker_started=False,
47 callback=None),
48 mock.patch.multiple(portfolio.Computation,
49 computations=portfolio.Computation.computations),
50 ]
51 for patcher in self.patchers:
52 patcher.start()
53
54 def tearDown(self):
55 for patcher in self.patchers:
56 patcher.stop()
57 self.wm.stop()
58 super(WebMockTestCase, self).tearDown()
59
60 @unittest.skipUnless("unit" in limits, "Unit skipped")
61 class poloniexETest(unittest.TestCase):
62 def setUp(self):
63 super(poloniexETest, self).setUp()
64 self.wm = requests_mock.Mocker()
65 self.wm.start()
66
67 self.s = market.ccxt.poloniexE()
68
69 def tearDown(self):
70 self.wm.stop()
71 super(poloniexETest, self).tearDown()
72
73 def test__init(self):
74 with mock.patch("market.ccxt.poloniexE.session") as session:
75 session.request.return_value = "response"
76 ccxt = market.ccxt.poloniexE()
77 ccxt._market = mock.Mock
78 ccxt._market.report = mock.Mock()
79
80 ccxt.session.request("GET", "URL", data="data",
81 headers="headers")
82 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
83 'headers', 'response')
84
85 def test_nanoseconds(self):
86 with mock.patch.object(market.ccxt.time, "time") as time:
87 time.return_value = 123456.7890123456
88 self.assertEqual(123456789012345, self.s.nanoseconds())
89
90 def test_nonce(self):
91 with mock.patch.object(market.ccxt.time, "time") as time:
92 time.return_value = 123456.7890123456
93 self.assertEqual(123456789012345, self.s.nonce())
94
95 def test_request(self):
96 with mock.patch.object(market.ccxt.poloniex, "request") as request,\
97 mock.patch("market.ccxt.retry_call") as retry_call:
98 with self.subTest(wrapped=True):
99 with self.subTest(desc="public"):
100 self.s.request("foo")
101 retry_call.assert_called_with(request,
102 delay=1, tries=10, fargs=["foo"],
103 fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
104 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
105 request.assert_not_called()
106
107 with self.subTest(desc="private GET"):
108 self.s.request("foo", api="private")
109 retry_call.assert_called_with(request,
110 delay=1, tries=10, fargs=["foo"],
111 fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
112 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
113 request.assert_not_called()
114
115 with self.subTest(desc="private POST regexp"):
116 self.s.request("returnFoo", api="private", method="POST")
117 retry_call.assert_called_with(request,
118 delay=1, tries=10, fargs=["returnFoo"],
119 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
120 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
121 request.assert_not_called()
122
123 with self.subTest(desc="private POST non-regexp"):
124 self.s.request("getMarginPosition", api="private", method="POST")
125 retry_call.assert_called_with(request,
126 delay=1, tries=10, fargs=["getMarginPosition"],
127 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
128 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
129 request.assert_not_called()
130 retry_call.reset_mock()
131 request.reset_mock()
132 with self.subTest(wrapped=False):
133 with self.subTest(desc="private POST non-matching regexp"):
134 self.s.request("marginBuy", api="private", method="POST")
135 request.assert_called_with("marginBuy",
136 api="private", method="POST", params={},
137 headers=None, body=None)
138 retry_call.assert_not_called()
139
140 with self.subTest(desc="private POST non-matching non-regexp"):
141 self.s.request("closeMarginPositionOther", api="private", method="POST")
142 request.assert_called_with("closeMarginPositionOther",
143 api="private", method="POST", params={},
144 headers=None, body=None)
145 retry_call.assert_not_called()
146
147 def test_order_precision(self):
148 self.assertEqual(8, self.s.order_precision("FOO"))
149
150 def test_transfer_balance(self):
151 with self.subTest(success=True),\
152 mock.patch.object(self.s, "privatePostTransferBalance") as t:
153 t.return_value = { "success": 1 }
154 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
155 t.assert_called_once_with({
156 "currency": "FOO",
157 "amount": 12,
158 "fromAccount": "exchange",
159 "toAccount": "margin",
160 "confirmed": 1
161 })
162 self.assertTrue(result)
163
164 with self.subTest(success=False),\
165 mock.patch.object(self.s, "privatePostTransferBalance") as t:
166 t.return_value = { "success": 0 }
167 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
168
169 def test_close_margin_position(self):
170 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
171 self.s.close_margin_position("FOO", "BAR")
172 c.assert_called_with({"currencyPair": "BAR_FOO"})
173
174 def test_tradable_balances(self):
175 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
176 r.return_value = {
177 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
178 "BAR": { "exchange": "1", "margin": "0" },
179 }
180 balances = self.s.tradable_balances()
181 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
182 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
183 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
184 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
185
186 def test_margin_summary(self):
187 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
188 r.return_value = {
189 "currentMargin": "1.49680968",
190 "lendingFees": "0.0000001",
191 "pl": "0.00008254",
192 "totalBorrowedValue": "0.00673602",
193 "totalValue": "0.01000000",
194 "netValue": "0.01008254",
195 }
196 expected = {
197 'current_margin': D('1.49680968'),
198 'gains': D('0.00008254'),
199 'lending_fees': D('0.0000001'),
200 'total': D('0.01000000'),
201 'total_borrowed': D('0.00673602')
202 }
203 self.assertEqual(expected, self.s.margin_summary())
204
205 def test_create_order(self):
206 with mock.patch.object(self.s, "create_exchange_order") as exchange,\
207 mock.patch.object(self.s, "create_margin_order") as margin:
208 with self.subTest(account="unspecified"):
209 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
210 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
211 margin.assert_not_called()
212 exchange.reset_mock()
213 margin.reset_mock()
214
215 with self.subTest(account="exchange"):
216 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
217 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
218 margin.assert_not_called()
219 exchange.reset_mock()
220 margin.reset_mock()
221
222 with self.subTest(account="margin"):
223 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
224 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
225 exchange.assert_not_called()
226 exchange.reset_mock()
227 margin.reset_mock()
228
229 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
230 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
231
232 def test_parse_ticker(self):
233 ticker = {
234 "high24hr": "12",
235 "low24hr": "10",
236 "highestBid": "10.5",
237 "lowestAsk": "11.5",
238 "last": "11",
239 "percentChange": "0.1",
240 "quoteVolume": "10",
241 "baseVolume": "20"
242 }
243 market = {
244 "symbol": "BTC/ETC"
245 }
246 with mock.patch.object(self.s, "milliseconds") as ms:
247 ms.return_value = 1520292715123
248 result = self.s.parse_ticker(ticker, market)
249
250 expected = {
251 "symbol": "BTC/ETC",
252 "timestamp": 1520292715123,
253 "datetime": "2018-03-05T23:31:55.123Z",
254 "high": D("12"),
255 "low": D("10"),
256 "bid": D("10.5"),
257 "ask": D("11.5"),
258 "vwap": None,
259 "open": None,
260 "close": None,
261 "first": None,
262 "last": D("11"),
263 "change": D("0.1"),
264 "percentage": None,
265 "average": None,
266 "baseVolume": D("10"),
267 "quoteVolume": D("20"),
268 "info": ticker
269 }
270 self.assertEqual(expected, result)
271
272 def test_fetch_margin_balance(self):
273 with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
274 get_margin_position.return_value = {
275 "BTC_DASH": {
276 "amount": "-0.1",
277 "basePrice": "0.06818560",
278 "lendingFees": "0.00000001",
279 "liquidationPrice": "0.15107132",
280 "pl": "-0.00000371",
281 "total": "0.00681856",
282 "type": "short"
283 },
284 "BTC_ETC": {
285 "amount": "-0.6",
286 "basePrice": "0.1",
287 "lendingFees": "0.00000001",
288 "liquidationPrice": "0.6",
289 "pl": "0.00000371",
290 "total": "0.06",
291 "type": "short"
292 },
293 "BTC_ETH": {
294 "amount": "0",
295 "basePrice": "0",
296 "lendingFees": "0",
297 "liquidationPrice": "-1",
298 "pl": "0",
299 "total": "0",
300 "type": "none"
301 }
302 }
303 balances = self.s.fetch_margin_balance()
304 self.assertEqual(2, len(balances))
305 expected = {
306 "DASH": {
307 "amount": D("-0.1"),
308 "borrowedPrice": D("0.06818560"),
309 "lendingFees": D("1E-8"),
310 "pl": D("-0.00000371"),
311 "liquidationPrice": D("0.15107132"),
312 "type": "short",
313 "total": D("0.00681856"),
314 "baseCurrency": "BTC"
315 },
316 "ETC": {
317 "amount": D("-0.6"),
318 "borrowedPrice": D("0.1"),
319 "lendingFees": D("1E-8"),
320 "pl": D("0.00000371"),
321 "liquidationPrice": D("0.6"),
322 "type": "short",
323 "total": D("0.06"),
324 "baseCurrency": "BTC"
325 }
326 }
327 self.assertEqual(expected, balances)
328
329 def test_sum(self):
330 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
331
332 def test_fetch_balance(self):
333 with mock.patch.object(self.s, "load_markets") as load_markets,\
334 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
335 mock.patch.object(self.s, "common_currency_code") as ccc:
336 ccc.side_effect = ["ETH", "BTC", "DASH"]
337 balances.return_value = {
338 "ETH": {
339 "available": "10",
340 "onOrders": "1",
341 },
342 "BTC": {
343 "available": "1",
344 "onOrders": "0",
345 },
346 "DASH": {
347 "available": "0",
348 "onOrders": "3"
349 }
350 }
351
352 expected = {
353 "info": {
354 "ETH": {"available": "10", "onOrders": "1"},
355 "BTC": {"available": "1", "onOrders": "0"},
356 "DASH": {"available": "0", "onOrders": "3"}
357 },
358 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
359 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
360 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
361 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
362 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
363 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
364 }
365 result = self.s.fetch_balance()
366 load_markets.assert_called_once()
367 self.assertEqual(expected, result)
368
369 def test_fetch_balance_per_type(self):
370 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
371 balances.return_value = {
372 "exchange": {
373 "BLK": "159.83673869",
374 "BTC": "0.00005959",
375 "USDT": "0.00002625",
376 "XMR": "0.18719303"
377 },
378 "margin": {
379 "BTC": "0.03019227"
380 }
381 }
382 expected = {
383 "info": {
384 "exchange": {
385 "BLK": "159.83673869",
386 "BTC": "0.00005959",
387 "USDT": "0.00002625",
388 "XMR": "0.18719303"
389 },
390 "margin": {
391 "BTC": "0.03019227"
392 }
393 },
394 "exchange": {
395 "BLK": D("159.83673869"),
396 "BTC": D("0.00005959"),
397 "USDT": D("0.00002625"),
398 "XMR": D("0.18719303")
399 },
400 "margin": {"BTC": D("0.03019227")},
401 "BLK": {"exchange": D("159.83673869")},
402 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
403 "USDT": {"exchange": D("0.00002625")},
404 "XMR": {"exchange": D("0.18719303")}
405 }
406 result = self.s.fetch_balance_per_type()
407 self.assertEqual(expected, result)
408
409 def test_fetch_all_balances(self):
410 import json
411 with mock.patch.object(self.s, "load_markets") as load_markets,\
412 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
413 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
414 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
415
416 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
417 balance.return_value = json.load(f)
418 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
419 margin_balance.return_value = json.load(f)
420 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
421 balance_per_type.return_value = json.load(f)
422
423 result = self.s.fetch_all_balances()
424 expected_doge = {
425 "total": D("-12779.79821852"),
426 "exchange_used": D("0E-8"),
427 "exchange_total": D("0E-8"),
428 "exchange_free": D("0E-8"),
429 "margin_available": 0,
430 "margin_in_position": 0,
431 "margin_borrowed": D("12779.79821852"),
432 "margin_total": D("-12779.79821852"),
433 "margin_pending_gain": 0,
434 "margin_lending_fees": D("-9E-8"),
435 "margin_pending_base_gain": D("0.00024059"),
436 "margin_position_type": "short",
437 "margin_liquidation_price": D("0.00000246"),
438 "margin_borrowed_base_price": D("0.00599149"),
439 "margin_borrowed_base_currency": "BTC"
440 }
441 expected_btc = {"total": D("0.05432165"),
442 "exchange_used": D("0E-8"),
443 "exchange_total": D("0.00005959"),
444 "exchange_free": D("0.00005959"),
445 "margin_available": D("0.03019227"),
446 "margin_in_position": D("0.02406979"),
447 "margin_borrowed": 0,
448 "margin_total": D("0.05426206"),
449 "margin_pending_gain": D("0.00093955"),
450 "margin_lending_fees": 0,
451 "margin_pending_base_gain": 0,
452 "margin_position_type": None,
453 "margin_liquidation_price": 0,
454 "margin_borrowed_base_price": 0,
455 "margin_borrowed_base_currency": None
456 }
457 expected_xmr = {"total": D("0.18719303"),
458 "exchange_used": D("0E-8"),
459 "exchange_total": D("0.18719303"),
460 "exchange_free": D("0.18719303"),
461 "margin_available": 0,
462 "margin_in_position": 0,
463 "margin_borrowed": 0,
464 "margin_total": 0,
465 "margin_pending_gain": 0,
466 "margin_lending_fees": 0,
467 "margin_pending_base_gain": 0,
468 "margin_position_type": None,
469 "margin_liquidation_price": 0,
470 "margin_borrowed_base_price": 0,
471 "margin_borrowed_base_currency": None
472 }
473 self.assertEqual(expected_xmr, result["XMR"])
474 self.assertEqual(expected_doge, result["DOGE"])
475 self.assertEqual(expected_btc, result["BTC"])
476
477 def test_create_margin_order(self):
478 with self.assertRaises(market.ExchangeError):
479 self.s.create_margin_order("FOO", "market", "buy", "10")
480
481 with mock.patch.object(self.s, "load_markets") as load_markets,\
482 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
483 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
484 mock.patch.object(self.s, "market") as market_mock,\
485 mock.patch.object(self.s, "price_to_precision") as ptp,\
486 mock.patch.object(self.s, "amount_to_precision") as atp:
487
488 margin_buy.return_value = {
489 "orderNumber": 123
490 }
491 margin_sell.return_value = {
492 "orderNumber": 456
493 }
494 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
495 ptp.return_value = D("0.1")
496 atp.return_value = D("12")
497
498 order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
499 self.assertEqual(123, order["id"])
500 margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
501 margin_sell.assert_not_called()
502 margin_buy.reset_mock()
503 margin_sell.reset_mock()
504
505 order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
506 self.assertEqual(456, order["id"])
507 margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
508 margin_buy.assert_not_called()
509
510 def test_create_exchange_order(self):
511 with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
512 self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
513
514 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
515
516 @unittest.skipUnless("unit" in limits, "Unit skipped")
517 class NoopLockTest(unittest.TestCase):
518 def test_with(self):
519 noop_lock = store.NoopLock()
520 with noop_lock:
521 self.assertTrue(True)
522
523 @unittest.skipUnless("unit" in limits, "Unit skipped")
524 class LockedVar(unittest.TestCase):
525
526 def test_values(self):
527 locked_var = store.LockedVar("Foo")
528 self.assertIsInstance(locked_var.lock, store.NoopLock)
529 self.assertEqual("Foo", locked_var.val)
530
531 def test_get(self):
532 with self.subTest(desc="Normal case"):
533 locked_var = store.LockedVar("Foo")
534 self.assertEqual("Foo", locked_var.get())
535 with self.subTest(desc="Dict"):
536 locked_var = store.LockedVar({"foo": "bar"})
537 self.assertEqual({"foo": "bar"}, locked_var.get())
538 self.assertEqual("bar", locked_var.get("foo"))
539 self.assertIsNone(locked_var.get("other"))
540
541 def test_set(self):
542 locked_var = store.LockedVar("Foo")
543 locked_var.set("Bar")
544 self.assertEqual("Bar", locked_var.get())
545
546 def test__getattr(self):
547 dummy = type('Dummy', (object,), {})()
548 dummy.attribute = "Hey"
549
550 locked_var = store.LockedVar(dummy)
551 self.assertEqual("Hey", locked_var.attribute)
552 with self.assertRaises(AttributeError):
553 locked_var.other
554
555 def test_start_lock(self):
556 locked_var = store.LockedVar("Foo")
557 locked_var.start_lock()
558 self.assertEqual("lock", locked_var.lock.__class__.__name__)
559
560 thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
561 thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
562 thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
563
564 with locked_var.lock:
565 thread1.start()
566 thread2.start()
567 thread3.start()
568
569 self.assertEqual("Foo", locked_var.val)
570 thread1.join()
571 thread2.join()
572 thread3.join()
573 self.assertEqual("Bar", locked_var.get()[0:3])
574
575 def test_wait_for_notification(self):
576 with self.assertRaises(RuntimeError):
577 store.Portfolio.wait_for_notification()
578
579 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
580 mock.patch.object(store.Portfolio, "report") as report,\
581 mock.patch.object(store.time, "sleep") as sleep:
582 store.Portfolio.start_worker(poll=3)
583
584 store.Portfolio.worker_notify.set()
585
586 store.Portfolio.callback.wait()
587
588 report.print_log.assert_called_once_with("Fetching cryptoportfolio")
589 get.assert_called_once_with(refetch=True)
590 sleep.assert_called_once_with(3)
591 self.assertFalse(store.Portfolio.worker_notify.is_set())
592 self.assertTrue(store.Portfolio.worker.is_alive())
593
594 store.Portfolio.callback.clear()
595 store.Portfolio.worker_started = False
596 store.Portfolio.worker_notify.set()
597 store.Portfolio.callback.wait()
598
599 self.assertFalse(store.Portfolio.worker.is_alive())
600
601 def test_notify_and_wait(self):
602 with mock.patch.object(store.Portfolio, "callback") as callback,\
603 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
604 store.Portfolio.notify_and_wait()
605 callback.clear.assert_called_once_with()
606 worker_notify.set.assert_called_once_with()
607 callback.wait.assert_called_once_with()
608
609 @unittest.skipUnless("unit" in limits, "Unit skipped")
610 class PortfolioTest(WebMockTestCase):
611 def setUp(self):
612 super(PortfolioTest, self).setUp()
613
614 with open("test_samples/test_portfolio.json") as example:
615 self.json_response = example.read()
616
617 self.wm.get(market.Portfolio.URL, text=self.json_response)
618
619 @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
620 def test_get_cryptoportfolio(self, parse_cryptoportfolio):
621 with self.subTest(parallel=False):
622 self.wm.get(market.Portfolio.URL, [
623 {"text":'{ "foo": "bar" }', "status_code": 200},
624 {"text": "System Error", "status_code": 500},
625 {"exc": requests.exceptions.ConnectTimeout},
626 ])
627 market.Portfolio.get_cryptoportfolio()
628 self.assertIn("foo", market.Portfolio.data.get())
629 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
630 self.assertTrue(self.wm.called)
631 self.assertEqual(1, self.wm.call_count)
632 market.Portfolio.report.log_error.assert_not_called()
633 market.Portfolio.report.log_http_request.assert_called_once()
634 parse_cryptoportfolio.assert_called_once_with()
635 market.Portfolio.report.log_http_request.reset_mock()
636 parse_cryptoportfolio.reset_mock()
637 market.Portfolio.data = store.LockedVar(None)
638
639 market.Portfolio.get_cryptoportfolio()
640 self.assertIsNone(market.Portfolio.data.get())
641 self.assertEqual(2, self.wm.call_count)
642 parse_cryptoportfolio.assert_not_called()
643 market.Portfolio.report.log_error.assert_not_called()
644 market.Portfolio.report.log_http_request.assert_called_once()
645 market.Portfolio.report.log_http_request.reset_mock()
646 parse_cryptoportfolio.reset_mock()
647
648 market.Portfolio.data = store.LockedVar("Foo")
649 market.Portfolio.get_cryptoportfolio()
650 self.assertEqual(2, self.wm.call_count)
651 parse_cryptoportfolio.assert_not_called()
652
653 market.Portfolio.get_cryptoportfolio(refetch=True)
654 self.assertEqual("Foo", market.Portfolio.data.get())
655 self.assertEqual(3, self.wm.call_count)
656 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
657 exception=mock.ANY)
658 market.Portfolio.report.log_http_request.assert_not_called()
659 with self.subTest(parallel=True):
660 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
661 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
662 with self.subTest(worker=True):
663 market.Portfolio.data = store.LockedVar(None)
664 market.Portfolio.worker = mock.Mock()
665 is_worker.return_value = True
666 self.wm.get(market.Portfolio.URL, [
667 {"text":'{ "foo": "bar" }', "status_code": 200},
668 ])
669 market.Portfolio.get_cryptoportfolio()
670 self.assertIn("foo", market.Portfolio.data.get())
671 parse_cryptoportfolio.reset_mock()
672 with self.subTest(worker=False):
673 market.Portfolio.data = store.LockedVar(None)
674 market.Portfolio.worker = mock.Mock()
675 is_worker.return_value = False
676 market.Portfolio.get_cryptoportfolio()
677 notify.assert_called_once_with()
678 parse_cryptoportfolio.assert_not_called()
679
680 def test_parse_cryptoportfolio(self):
681 with self.subTest(description="Normal case"):
682 market.Portfolio.data = store.LockedVar(store.json.loads(
683 self.json_response, parse_int=D, parse_float=D))
684 market.Portfolio.parse_cryptoportfolio()
685
686 self.assertListEqual(
687 ["medium", "high"],
688 list(market.Portfolio.liquidities.get().keys()))
689
690 liquidities = market.Portfolio.liquidities.get()
691 self.assertEqual(10, len(liquidities["medium"].keys()))
692 self.assertEqual(10, len(liquidities["high"].keys()))
693
694 expected = {
695 'BTC': (D("0.2857"), "long"),
696 'DGB': (D("0.1015"), "long"),
697 'DOGE': (D("0.1805"), "long"),
698 'SC': (D("0.0623"), "long"),
699 'ZEC': (D("0.3701"), "long"),
700 }
701 date = portfolio.datetime(2018, 1, 8)
702 self.assertDictEqual(expected, liquidities["high"][date])
703
704 expected = {
705 'BTC': (D("1.1102e-16"), "long"),
706 'ETC': (D("0.1"), "long"),
707 'FCT': (D("0.1"), "long"),
708 'GAS': (D("0.1"), "long"),
709 'NAV': (D("0.1"), "long"),
710 'OMG': (D("0.1"), "long"),
711 'OMNI': (D("0.1"), "long"),
712 'PPC': (D("0.1"), "long"),
713 'RIC': (D("0.1"), "long"),
714 'VIA': (D("0.1"), "long"),
715 'XCP': (D("0.1"), "long"),
716 }
717 self.assertDictEqual(expected, liquidities["medium"][date])
718 self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
719
720 with self.subTest(description="Missing weight"):
721 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
722 del(data["portfolio_2"]["weights"])
723 market.Portfolio.data = store.LockedVar(data)
724
725 market.Portfolio.parse_cryptoportfolio()
726 self.assertListEqual(
727 ["medium", "high"],
728 list(market.Portfolio.liquidities.get().keys()))
729 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
730
731 with self.subTest(description="All missing weights"):
732 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
733 del(data["portfolio_1"]["weights"])
734 del(data["portfolio_2"]["weights"])
735 market.Portfolio.data = store.LockedVar(data)
736
737 market.Portfolio.parse_cryptoportfolio()
738 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
739 self.assertEqual({}, market.Portfolio.liquidities.get("high"))
740 self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
741
742
743 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
744 def test_repartition(self, get_cryptoportfolio):
745 market.Portfolio.liquidities = store.LockedVar({
746 "medium": {
747 "2018-03-01": "medium_2018-03-01",
748 "2018-03-08": "medium_2018-03-08",
749 },
750 "high": {
751 "2018-03-01": "high_2018-03-01",
752 "2018-03-08": "high_2018-03-08",
753 }
754 })
755 market.Portfolio.last_date = store.LockedVar("2018-03-08")
756
757 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
758 get_cryptoportfolio.assert_called_once_with()
759 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
760 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
761
762 @mock.patch.object(market.time, "sleep")
763 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
764 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
765 self.call_count = 0
766 def _get(refetch=False):
767 if self.call_count != 0:
768 self.assertTrue(refetch)
769 else:
770 self.assertFalse(refetch)
771 self.call_count += 1
772 market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
773 - store.timedelta(10)\
774 + store.timedelta(self.call_count))
775 get_cryptoportfolio.side_effect = _get
776
777 market.Portfolio.wait_for_recent()
778 sleep.assert_called_with(30)
779 self.assertEqual(6, sleep.call_count)
780 self.assertEqual(7, get_cryptoportfolio.call_count)
781 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
782
783 sleep.reset_mock()
784 get_cryptoportfolio.reset_mock()
785 market.Portfolio.last_date = store.LockedVar(None)
786 self.call_count = 0
787 market.Portfolio.wait_for_recent(delta=15)
788 sleep.assert_not_called()
789 self.assertEqual(1, get_cryptoportfolio.call_count)
790
791 sleep.reset_mock()
792 get_cryptoportfolio.reset_mock()
793 market.Portfolio.last_date = store.LockedVar(None)
794 self.call_count = 0
795 market.Portfolio.wait_for_recent(delta=1)
796 sleep.assert_called_with(30)
797 self.assertEqual(9, sleep.call_count)
798 self.assertEqual(10, get_cryptoportfolio.call_count)
799
800 def test_is_worker_thread(self):
801 with self.subTest(worker=None):
802 self.assertFalse(store.Portfolio.is_worker_thread())
803
804 with self.subTest(worker="not self"),\
805 mock.patch("threading.current_thread") as current_thread:
806 current = mock.Mock()
807 current_thread.return_value = current
808 store.Portfolio.worker = mock.Mock()
809 self.assertFalse(store.Portfolio.is_worker_thread())
810
811 with self.subTest(worker="self"),\
812 mock.patch("threading.current_thread") as current_thread:
813 current = mock.Mock()
814 current_thread.return_value = current
815 store.Portfolio.worker = current
816 self.assertTrue(store.Portfolio.is_worker_thread())
817
818 def test_start_worker(self):
819 with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
820 store.Portfolio.start_worker()
821 notification.assert_called_once_with(poll=30)
822
823 self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
824 self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
825 store.Portfolio.report.start_lock.assert_called_once_with()
826
827 self.assertIsNotNone(store.Portfolio.worker)
828 self.assertIsNotNone(store.Portfolio.worker_notify)
829 self.assertIsNotNone(store.Portfolio.callback)
830 self.assertTrue(store.Portfolio.worker_started)
831
832 @unittest.skipUnless("unit" in limits, "Unit skipped")
833 class AmountTest(WebMockTestCase):
834 def test_values(self):
835 amount = portfolio.Amount("BTC", "0.65")
836 self.assertEqual(D("0.65"), amount.value)
837 self.assertEqual("BTC", amount.currency)
838
839 def test_in_currency(self):
840 amount = portfolio.Amount("ETC", 10)
841
842 self.assertEqual(amount, amount.in_currency("ETC", self.m))
843
844 with self.subTest(desc="no ticker for currency"):
845 self.m.get_ticker.return_value = None
846
847 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
848
849 with self.subTest(desc="nominal case"):
850 self.m.get_ticker.return_value = {
851 "bid": D("0.2"),
852 "ask": D("0.4"),
853 "average": D("0.3"),
854 "foo": "bar",
855 }
856 converted_amount = amount.in_currency("ETH", self.m)
857
858 self.assertEqual(D("3.0"), converted_amount.value)
859 self.assertEqual("ETH", converted_amount.currency)
860 self.assertEqual(amount, converted_amount.linked_to)
861 self.assertEqual("bar", converted_amount.ticker["foo"])
862
863 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
864 self.assertEqual(D("2"), converted_amount.value)
865
866 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
867 self.assertEqual(D("4"), converted_amount.value)
868
869 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
870 self.assertEqual(D("0.2"), converted_amount.value)
871
872 def test__round(self):
873 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
874 self.assertEqual(D("1.23456789"), round(amount).value)
875 self.assertEqual(D("1.23"), round(amount, 2).value)
876
877 def test__abs(self):
878 amount = portfolio.Amount("SC", -120)
879 self.assertEqual(120, abs(amount).value)
880 self.assertEqual("SC", abs(amount).currency)
881
882 amount = portfolio.Amount("SC", 10)
883 self.assertEqual(10, abs(amount).value)
884 self.assertEqual("SC", abs(amount).currency)
885
886 def test__add(self):
887 amount1 = portfolio.Amount("XVG", "12.9")
888 amount2 = portfolio.Amount("XVG", "13.1")
889
890 self.assertEqual(26, (amount1 + amount2).value)
891 self.assertEqual("XVG", (amount1 + amount2).currency)
892
893 amount3 = portfolio.Amount("ETH", "1.6")
894 with self.assertRaises(Exception):
895 amount1 + amount3
896
897 amount4 = portfolio.Amount("ETH", 0.0)
898 self.assertEqual(amount1, amount1 + amount4)
899
900 self.assertEqual(amount1, amount1 + 0)
901
902 def test__radd(self):
903 amount = portfolio.Amount("XVG", "12.9")
904
905 self.assertEqual(amount, 0 + amount)
906 with self.assertRaises(Exception):
907 4 + amount
908
909 def test__sub(self):
910 amount1 = portfolio.Amount("XVG", "13.3")
911 amount2 = portfolio.Amount("XVG", "13.1")
912
913 self.assertEqual(D("0.2"), (amount1 - amount2).value)
914 self.assertEqual("XVG", (amount1 - amount2).currency)
915
916 amount3 = portfolio.Amount("ETH", "1.6")
917 with self.assertRaises(Exception):
918 amount1 - amount3
919
920 amount4 = portfolio.Amount("ETH", 0.0)
921 self.assertEqual(amount1, amount1 - amount4)
922
923 def test__rsub(self):
924 amount = portfolio.Amount("ETH", "1.6")
925 with self.assertRaises(Exception):
926 3 - amount
927
928 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
929
930 def test__mul(self):
931 amount = portfolio.Amount("XEM", 11)
932
933 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
934 self.assertEqual(D("33"), (amount * 3).value)
935
936 with self.assertRaises(Exception):
937 amount * amount
938
939 def test__rmul(self):
940 amount = portfolio.Amount("XEM", 11)
941
942 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
943 self.assertEqual(D("33"), (3 * amount).value)
944
945 def test__floordiv(self):
946 amount = portfolio.Amount("XEM", 11)
947
948 self.assertEqual(D("5.5"), (amount / 2).value)
949 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
950
951 with self.assertRaises(Exception):
952 amount / amount
953
954 def test__truediv(self):
955 amount = portfolio.Amount("XEM", 11)
956
957 self.assertEqual(D("5.5"), (amount / 2).value)
958 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
959
960 def test__lt(self):
961 amount1 = portfolio.Amount("BTD", 11.3)
962 amount2 = portfolio.Amount("BTD", 13.1)
963
964 self.assertTrue(amount1 < amount2)
965 self.assertFalse(amount2 < amount1)
966 self.assertFalse(amount1 < amount1)
967
968 amount3 = portfolio.Amount("BTC", 1.6)
969 with self.assertRaises(Exception):
970 amount1 < amount3
971
972 def test__le(self):
973 amount1 = portfolio.Amount("BTD", 11.3)
974 amount2 = portfolio.Amount("BTD", 13.1)
975
976 self.assertTrue(amount1 <= amount2)
977 self.assertFalse(amount2 <= amount1)
978 self.assertTrue(amount1 <= amount1)
979
980 amount3 = portfolio.Amount("BTC", 1.6)
981 with self.assertRaises(Exception):
982 amount1 <= amount3
983
984 def test__gt(self):
985 amount1 = portfolio.Amount("BTD", 11.3)
986 amount2 = portfolio.Amount("BTD", 13.1)
987
988 self.assertTrue(amount2 > amount1)
989 self.assertFalse(amount1 > amount2)
990 self.assertFalse(amount1 > amount1)
991
992 amount3 = portfolio.Amount("BTC", 1.6)
993 with self.assertRaises(Exception):
994 amount3 > amount1
995
996 def test__ge(self):
997 amount1 = portfolio.Amount("BTD", 11.3)
998 amount2 = portfolio.Amount("BTD", 13.1)
999
1000 self.assertTrue(amount2 >= amount1)
1001 self.assertFalse(amount1 >= amount2)
1002 self.assertTrue(amount1 >= amount1)
1003
1004 amount3 = portfolio.Amount("BTC", 1.6)
1005 with self.assertRaises(Exception):
1006 amount3 >= amount1
1007
1008 def test__eq(self):
1009 amount1 = portfolio.Amount("BTD", 11.3)
1010 amount2 = portfolio.Amount("BTD", 13.1)
1011 amount3 = portfolio.Amount("BTD", 11.3)
1012
1013 self.assertFalse(amount1 == amount2)
1014 self.assertFalse(amount2 == amount1)
1015 self.assertTrue(amount1 == amount3)
1016 self.assertFalse(amount2 == 0)
1017
1018 amount4 = portfolio.Amount("BTC", 1.6)
1019 with self.assertRaises(Exception):
1020 amount1 == amount4
1021
1022 amount5 = portfolio.Amount("BTD", 0)
1023 self.assertTrue(amount5 == 0)
1024
1025 def test__ne(self):
1026 amount1 = portfolio.Amount("BTD", 11.3)
1027 amount2 = portfolio.Amount("BTD", 13.1)
1028 amount3 = portfolio.Amount("BTD", 11.3)
1029
1030 self.assertTrue(amount1 != amount2)
1031 self.assertTrue(amount2 != amount1)
1032 self.assertFalse(amount1 != amount3)
1033 self.assertTrue(amount2 != 0)
1034
1035 amount4 = portfolio.Amount("BTC", 1.6)
1036 with self.assertRaises(Exception):
1037 amount1 != amount4
1038
1039 amount5 = portfolio.Amount("BTD", 0)
1040 self.assertFalse(amount5 != 0)
1041
1042 def test__neg(self):
1043 amount1 = portfolio.Amount("BTD", "11.3")
1044
1045 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
1046
1047 def test__str(self):
1048 amount1 = portfolio.Amount("BTX", 32)
1049 self.assertEqual("32.00000000 BTX", str(amount1))
1050
1051 amount2 = portfolio.Amount("USDT", 12000)
1052 amount1.linked_to = amount2
1053 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
1054
1055 def test__repr(self):
1056 amount1 = portfolio.Amount("BTX", 32)
1057 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
1058
1059 amount2 = portfolio.Amount("USDT", 12000)
1060 amount1.linked_to = amount2
1061 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
1062
1063 amount3 = portfolio.Amount("BTC", 0.1)
1064 amount2.linked_to = amount3
1065 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
1066
1067 def test_as_json(self):
1068 amount = portfolio.Amount("BTX", 32)
1069 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
1070
1071 amount = portfolio.Amount("BTX", "1E-10")
1072 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
1073
1074 amount = portfolio.Amount("BTX", "1E-5")
1075 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
1076 self.assertEqual("0.00001", str(amount.as_json()["value"]))
1077
1078 @unittest.skipUnless("unit" in limits, "Unit skipped")
1079 class BalanceTest(WebMockTestCase):
1080 def test_values(self):
1081 balance = portfolio.Balance("BTC", {
1082 "exchange_total": "0.65",
1083 "exchange_free": "0.35",
1084 "exchange_used": "0.30",
1085 "margin_total": "-10",
1086 "margin_borrowed": "10",
1087 "margin_available": "0",
1088 "margin_in_position": "0",
1089 "margin_position_type": "short",
1090 "margin_borrowed_base_currency": "USDT",
1091 "margin_liquidation_price": "1.20",
1092 "margin_pending_gain": "10",
1093 "margin_lending_fees": "0.4",
1094 "margin_borrowed_base_price": "0.15",
1095 })
1096 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
1097 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
1098 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
1099 self.assertEqual("BTC", balance.exchange_total.currency)
1100 self.assertEqual("BTC", balance.exchange_free.currency)
1101 self.assertEqual("BTC", balance.exchange_total.currency)
1102
1103 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
1104 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
1105 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
1106 self.assertEqual("BTC", balance.margin_total.currency)
1107 self.assertEqual("BTC", balance.margin_borrowed.currency)
1108 self.assertEqual("BTC", balance.margin_available.currency)
1109
1110 self.assertEqual("BTC", balance.currency)
1111
1112 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
1113 self.assertEqual("USDT", balance.margin_lending_fees.currency)
1114
1115 def test__repr(self):
1116 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1117 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
1118 balance = portfolio.Balance("BTX", { "exchange_total": 3,
1119 "exchange_used": 1, "exchange_free": 2 })
1120 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1121
1122 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
1123 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
1124
1125 balance = portfolio.Balance("BTX", { "margin_total": 3,
1126 "margin_in_position": 1, "margin_available": 2 })
1127 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1128
1129 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
1130 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
1131
1132 balance = portfolio.Balance("BTX", { "margin_total": -3,
1133 "margin_borrowed_base_price": D("0.1"),
1134 "margin_borrowed_base_currency": "BTC",
1135 "margin_lending_fees": D("0.002") })
1136 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
1137
1138 balance = portfolio.Balance("BTX", { "margin_total": 1,
1139 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1140 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1141
1142 def test_as_json(self):
1143 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
1144 as_json = balance.as_json()
1145 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
1146 self.assertEqual(D(0), as_json["total"])
1147 self.assertEqual(D(2), as_json["exchange_total"])
1148 self.assertEqual(D(2), as_json["exchange_free"])
1149 self.assertEqual(D(0), as_json["exchange_used"])
1150 self.assertEqual(D(0), as_json["margin_total"])
1151 self.assertEqual(D(0), as_json["margin_available"])
1152 self.assertEqual(D(0), as_json["margin_borrowed"])
1153
1154 @unittest.skipUnless("unit" in limits, "Unit skipped")
1155 class MarketTest(WebMockTestCase):
1156 def setUp(self):
1157 super(MarketTest, self).setUp()
1158
1159 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
1160
1161 def test_values(self):
1162 m = market.Market(self.ccxt, self.market_args())
1163
1164 self.assertEqual(self.ccxt, m.ccxt)
1165 self.assertFalse(m.debug)
1166 self.assertIsInstance(m.report, market.ReportStore)
1167 self.assertIsInstance(m.trades, market.TradeStore)
1168 self.assertIsInstance(m.balances, market.BalanceStore)
1169 self.assertEqual(m, m.report.market)
1170 self.assertEqual(m, m.trades.market)
1171 self.assertEqual(m, m.balances.market)
1172 self.assertEqual(m, m.ccxt._market)
1173
1174 m = market.Market(self.ccxt, self.market_args(debug=True))
1175 self.assertTrue(m.debug)
1176
1177 m = market.Market(self.ccxt, self.market_args(debug=False))
1178 self.assertFalse(m.debug)
1179
1180 with mock.patch("market.ReportStore") as report_store:
1181 with self.subTest(quiet=False):
1182 m = market.Market(self.ccxt, self.market_args(quiet=False))
1183 report_store.assert_called_with(m, verbose_print=True)
1184 with self.subTest(quiet=True):
1185 m = market.Market(self.ccxt, self.market_args(quiet=True))
1186 report_store.assert_called_with(m, verbose_print=False)
1187
1188 @mock.patch("market.ccxt")
1189 def test_from_config(self, ccxt):
1190 with mock.patch("market.ReportStore"):
1191 ccxt.poloniexE.return_value = self.ccxt
1192
1193 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args())
1194
1195 self.assertEqual(self.ccxt, m.ccxt)
1196
1197 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True))
1198 self.assertEqual(True, m.debug)
1199
1200 def test_get_tickers(self):
1201 self.ccxt.fetch_tickers.side_effect = [
1202 "tickers",
1203 market.NotSupported
1204 ]
1205
1206 m = market.Market(self.ccxt, self.market_args())
1207 self.assertEqual("tickers", m.get_tickers())
1208 self.assertEqual("tickers", m.get_tickers())
1209 self.ccxt.fetch_tickers.assert_called_once()
1210
1211 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
1212
1213 def test_get_ticker(self):
1214 with self.subTest(get_tickers=True):
1215 self.ccxt.fetch_tickers.return_value = {
1216 "ETH/ETC": { "bid": 1, "ask": 3 },
1217 "XVG/ETH": { "bid": 10, "ask": 40 },
1218 }
1219 m = market.Market(self.ccxt, self.market_args())
1220
1221 ticker = m.get_ticker("ETH", "ETC")
1222 self.assertEqual(1, ticker["bid"])
1223 self.assertEqual(3, ticker["ask"])
1224 self.assertEqual(2, ticker["average"])
1225 self.assertFalse(ticker["inverted"])
1226
1227 ticker = m.get_ticker("ETH", "XVG")
1228 self.assertEqual(0.0625, ticker["average"])
1229 self.assertTrue(ticker["inverted"])
1230 self.assertIn("original", ticker)
1231 self.assertEqual(10, ticker["original"]["bid"])
1232 self.assertEqual(25, ticker["original"]["average"])
1233
1234 ticker = m.get_ticker("XVG", "XMR")
1235 self.assertIsNone(ticker)
1236
1237 with self.subTest(get_tickers=False):
1238 self.ccxt.fetch_tickers.return_value = None
1239 self.ccxt.fetch_ticker.side_effect = [
1240 { "bid": 1, "ask": 3 },
1241 market.ExchangeError("foo"),
1242 { "bid": 10, "ask": 40 },
1243 market.ExchangeError("foo"),
1244 market.ExchangeError("foo"),
1245 ]
1246
1247 m = market.Market(self.ccxt, self.market_args())
1248
1249 ticker = m.get_ticker("ETH", "ETC")
1250 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
1251 self.assertEqual(1, ticker["bid"])
1252 self.assertEqual(3, ticker["ask"])
1253 self.assertEqual(2, ticker["average"])
1254 self.assertFalse(ticker["inverted"])
1255
1256 ticker = m.get_ticker("ETH", "XVG")
1257 self.assertEqual(0.0625, ticker["average"])
1258 self.assertTrue(ticker["inverted"])
1259 self.assertIn("original", ticker)
1260 self.assertEqual(10, ticker["original"]["bid"])
1261 self.assertEqual(25, ticker["original"]["average"])
1262
1263 ticker = m.get_ticker("XVG", "XMR")
1264 self.assertIsNone(ticker)
1265
1266 def test_fetch_fees(self):
1267 m = market.Market(self.ccxt, self.market_args())
1268 self.ccxt.fetch_fees.return_value = "Foo"
1269 self.assertEqual("Foo", m.fetch_fees())
1270 self.ccxt.fetch_fees.assert_called_once()
1271 self.ccxt.reset_mock()
1272 self.assertEqual("Foo", m.fetch_fees())
1273 self.ccxt.fetch_fees.assert_not_called()
1274
1275 @mock.patch.object(market.Portfolio, "repartition")
1276 @mock.patch.object(market.Market, "get_ticker")
1277 @mock.patch.object(market.TradeStore, "compute_trades")
1278 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
1279 repartition.return_value = {
1280 "XEM": (D("0.75"), "long"),
1281 "BTC": (D("0.25"), "long"),
1282 }
1283 def _get_ticker(c1, c2):
1284 if c1 == "USDT" and c2 == "BTC":
1285 return { "average": D("0.0001") }
1286 if c1 == "XVG" and c2 == "BTC":
1287 return { "average": D("0.000001") }
1288 if c1 == "XEM" and c2 == "BTC":
1289 return { "average": D("0.001") }
1290 self.fail("Should be called with {}, {}".format(c1, c2))
1291 get_ticker.side_effect = _get_ticker
1292
1293 with mock.patch("market.ReportStore"):
1294 m = market.Market(self.ccxt, self.market_args())
1295 self.ccxt.fetch_all_balances.return_value = {
1296 "USDT": {
1297 "exchange_free": D("10000.0"),
1298 "exchange_used": D("0.0"),
1299 "exchange_total": D("10000.0"),
1300 "total": D("10000.0")
1301 },
1302 "XVG": {
1303 "exchange_free": D("10000.0"),
1304 "exchange_used": D("0.0"),
1305 "exchange_total": D("10000.0"),
1306 "total": D("10000.0")
1307 },
1308 }
1309
1310 m.balances.fetch_balances(tag="tag")
1311
1312 m.prepare_trades()
1313 compute_trades.assert_called()
1314
1315 call = compute_trades.call_args
1316 self.assertEqual(1, call[0][0]["USDT"].value)
1317 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
1318 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
1319 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
1320 m.report.log_stage.assert_called_once_with("prepare_trades",
1321 base_currency='BTC', compute_value='average',
1322 liquidity='medium', only=None, repartition=None)
1323 m.report.log_balances.assert_called_once_with(tag="tag")
1324
1325
1326 @mock.patch.object(market.time, "sleep")
1327 @mock.patch.object(market.TradeStore, "all_orders")
1328 def test_follow_orders(self, all_orders, time_mock):
1329 for debug, sleep in [
1330 (False, None), (True, None),
1331 (False, 12), (True, 12)]:
1332 with self.subTest(sleep=sleep, debug=debug), \
1333 mock.patch("market.ReportStore"):
1334 m = market.Market(self.ccxt, self.market_args(debug=debug))
1335
1336 order_mock1 = mock.Mock()
1337 order_mock2 = mock.Mock()
1338 order_mock3 = mock.Mock()
1339 all_orders.side_effect = [
1340 [order_mock1, order_mock2],
1341 [order_mock1, order_mock2],
1342
1343 [order_mock1, order_mock3],
1344 [order_mock1, order_mock3],
1345
1346 [order_mock1, order_mock3],
1347 [order_mock1, order_mock3],
1348
1349 []
1350 ]
1351
1352 order_mock1.get_status.side_effect = ["open", "open", "closed"]
1353 order_mock2.get_status.side_effect = ["open"]
1354 order_mock3.get_status.side_effect = ["open", "closed"]
1355
1356 order_mock1.trade = mock.Mock()
1357 order_mock2.trade = mock.Mock()
1358 order_mock3.trade = mock.Mock()
1359
1360 m.follow_orders(sleep=sleep)
1361
1362 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
1363 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
1364 self.assertEqual(2, order_mock1.trade.update_order.call_count)
1365 self.assertEqual(3, order_mock1.get_status.call_count)
1366
1367 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
1368 self.assertEqual(1, order_mock2.trade.update_order.call_count)
1369 self.assertEqual(1, order_mock2.get_status.call_count)
1370
1371 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
1372 self.assertEqual(1, order_mock3.trade.update_order.call_count)
1373 self.assertEqual(2, order_mock3.get_status.call_count)
1374 m.report.log_stage.assert_called()
1375 calls = [
1376 mock.call("follow_orders_begin"),
1377 mock.call("follow_orders_tick_1"),
1378 mock.call("follow_orders_tick_2"),
1379 mock.call("follow_orders_tick_3"),
1380 mock.call("follow_orders_end"),
1381 ]
1382 m.report.log_stage.assert_has_calls(calls)
1383 m.report.log_orders.assert_called()
1384 self.assertEqual(3, m.report.log_orders.call_count)
1385 calls = [
1386 mock.call([order_mock1, order_mock2], tick=1),
1387 mock.call([order_mock1, order_mock3], tick=2),
1388 mock.call([order_mock1, order_mock3], tick=3),
1389 ]
1390 m.report.log_orders.assert_has_calls(calls)
1391 calls = [
1392 mock.call(order_mock1, 3, finished=True),
1393 mock.call(order_mock3, 3, finished=True),
1394 ]
1395 m.report.log_order.assert_has_calls(calls)
1396
1397 if sleep is None:
1398 if debug:
1399 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1400 time_mock.assert_called_with(7)
1401 else:
1402 time_mock.assert_called_with(30)
1403 else:
1404 time_mock.assert_called_with(sleep)
1405
1406 @mock.patch.object(market.BalanceStore, "fetch_balances")
1407 def test_move_balance(self, fetch_balances):
1408 for debug in [True, False]:
1409 with self.subTest(debug=debug),\
1410 mock.patch("market.ReportStore"):
1411 m = market.Market(self.ccxt, self.market_args(debug=debug))
1412
1413 value_from = portfolio.Amount("BTC", "1.0")
1414 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1415 value_to = portfolio.Amount("BTC", "10.0")
1416 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1417
1418 value_from = portfolio.Amount("BTC", "0.0")
1419 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1420 value_to = portfolio.Amount("BTC", "-3.0")
1421 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1422
1423 value_from = portfolio.Amount("USDT", "0.0")
1424 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1425 value_to = portfolio.Amount("USDT", "-50.0")
1426 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1427
1428 m.trades.all = [trade1, trade2, trade3]
1429 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1430 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1431 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1432 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1433
1434 m.move_balances()
1435
1436 fetch_balances.assert_called_with()
1437 m.report.log_move_balances.assert_called_once()
1438
1439 if debug:
1440 m.report.log_debug_action.assert_called()
1441 self.assertEqual(3, m.report.log_debug_action.call_count)
1442 else:
1443 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
1444 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
1445 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
1446
1447 m.report.reset_mock()
1448 fetch_balances.reset_mock()
1449 with self.subTest(retry=True):
1450 with mock.patch("market.ReportStore"):
1451 m = market.Market(self.ccxt, self.market_args())
1452
1453 value_from = portfolio.Amount("BTC", "0.0")
1454 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1455 value_to = portfolio.Amount("BTC", "-3.0")
1456 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1457
1458 m.trades.all = [trade]
1459 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1460 m.balances.all = {"BTC": balance}
1461
1462 m.ccxt.transfer_balance.side_effect = [
1463 market.ccxt.RequestTimeout,
1464 market.ccxt.InvalidNonce,
1465 True
1466 ]
1467 m.move_balances()
1468 self.ccxt.transfer_balance.assert_has_calls([
1469 mock.call("BTC", 3, "exchange", "margin"),
1470 mock.call("BTC", 3, "exchange", "margin"),
1471 mock.call("BTC", 3, "exchange", "margin")
1472 ])
1473 self.assertEqual(3, fetch_balances.call_count)
1474 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1475 self.assertEqual(3, m.report.log_move_balances.call_count)
1476
1477 self.ccxt.transfer_balance.reset_mock()
1478 m.report.reset_mock()
1479 fetch_balances.reset_mock()
1480 with self.subTest(retry=True, too_much=True):
1481 with mock.patch("market.ReportStore"):
1482 m = market.Market(self.ccxt, self.market_args())
1483
1484 value_from = portfolio.Amount("BTC", "0.0")
1485 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1486 value_to = portfolio.Amount("BTC", "-3.0")
1487 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1488
1489 m.trades.all = [trade]
1490 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1491 m.balances.all = {"BTC": balance}
1492
1493 m.ccxt.transfer_balance.side_effect = [
1494 market.ccxt.RequestTimeout,
1495 market.ccxt.RequestTimeout,
1496 market.ccxt.RequestTimeout,
1497 market.ccxt.RequestTimeout,
1498 market.ccxt.RequestTimeout,
1499 ]
1500 with self.assertRaises(market.ccxt.RequestTimeout):
1501 m.move_balances()
1502
1503 self.ccxt.transfer_balance.reset_mock()
1504 m.report.reset_mock()
1505 fetch_balances.reset_mock()
1506 with self.subTest(retry=True, partial_result=True):
1507 with mock.patch("market.ReportStore"):
1508 m = market.Market(self.ccxt, self.market_args())
1509
1510 value_from = portfolio.Amount("BTC", "1.0")
1511 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1512 value_to = portfolio.Amount("BTC", "10.0")
1513 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1514
1515 value_from = portfolio.Amount("BTC", "0.0")
1516 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1517 value_to = portfolio.Amount("BTC", "-3.0")
1518 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1519
1520 value_from = portfolio.Amount("USDT", "0.0")
1521 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1522 value_to = portfolio.Amount("USDT", "-50.0")
1523 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1524
1525 m.trades.all = [trade1, trade2, trade3]
1526 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1527 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1528 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1529 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1530
1531 call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 }
1532 def _transfer_balance(currency, amount, from_, to_):
1533 call_counts[currency] += 1
1534 if currency == "BTC":
1535 m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" })
1536 if currency == "USDT":
1537 if call_counts["USDT"] == 1:
1538 raise market.ccxt.RequestTimeout
1539 else:
1540 m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" })
1541 if currency == "ETC":
1542 m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" })
1543
1544
1545 m.ccxt.transfer_balance.side_effect = _transfer_balance
1546
1547 m.move_balances()
1548 self.ccxt.transfer_balance.assert_has_calls([
1549 mock.call("BTC", 3, "exchange", "margin"),
1550 mock.call('USDT', 100, 'exchange', 'margin'),
1551 mock.call('USDT', 100, 'exchange', 'margin'),
1552 mock.call("ETC", 5, "margin", "exchange")
1553 ])
1554 self.assertEqual(2, fetch_balances.call_count)
1555 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1556 self.assertEqual(2, m.report.log_move_balances.call_count)
1557 m.report.log_move_balances.asser_has_calls([
1558 mock.call(
1559 {
1560 'BTC': portfolio.Amount("BTC", "3"),
1561 'USDT': portfolio.Amount("USDT", "150"),
1562 'ETC': portfolio.Amount("ETC", "10"),
1563 },
1564 {
1565 'BTC': portfolio.Amount("BTC", "3"),
1566 'USDT': portfolio.Amount("USDT", "100"),
1567 }),
1568 mock.call(
1569 {
1570 'BTC': portfolio.Amount("BTC", "3"),
1571 'USDT': portfolio.Amount("USDT", "150"),
1572 'ETC': portfolio.Amount("ETC", "10"),
1573 },
1574 {
1575 'BTC': portfolio.Amount("BTC", "0"),
1576 'USDT': portfolio.Amount("USDT", "100"),
1577 'ETC': portfolio.Amount("ETC", "-5"),
1578 }),
1579 ])
1580
1581
1582 def test_store_file_report(self):
1583 file_open = mock.mock_open()
1584 m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)
1585 with self.subTest(file="present"),\
1586 mock.patch("market.open", file_open),\
1587 mock.patch.object(m, "report") as report,\
1588 mock.patch.object(market, "datetime") as time_mock:
1589
1590 report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]]
1591 report.to_json.return_value = "json_content"
1592
1593 m.store_file_report(datetime.datetime(2018, 2, 25))
1594
1595 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1596 file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1597 file_open().write.assert_any_call("json_content")
1598 file_open().write.assert_any_call("Foo\nBar")
1599 m.report.to_json.assert_called_once_with()
1600
1601 m = market.Market(self.ccxt, self.market_args(), report_path="error", user_id=1)
1602 with self.subTest(file="error"),\
1603 mock.patch("market.open") as file_open,\
1604 mock.patch.object(m, "report") as report,\
1605 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1606 file_open.side_effect = FileNotFoundError
1607
1608 m.store_file_report(datetime.datetime(2018, 2, 25))
1609
1610 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1611
1612 @mock.patch.object(market, "psycopg2")
1613 def test_store_database_report(self, psycopg2):
1614 connect_mock = mock.Mock()
1615 cursor_mock = mock.MagicMock()
1616
1617 connect_mock.cursor.return_value = cursor_mock
1618 psycopg2.connect.return_value = connect_mock
1619 m = market.Market(self.ccxt, self.market_args(),
1620 pg_config={"config": "pg_config"}, user_id=1)
1621 cursor_mock.fetchone.return_value = [42]
1622
1623 with self.subTest(error=False),\
1624 mock.patch.object(m, "report") as report:
1625 report.to_json_array.return_value = [
1626 ("date1", "type1", "payload1"),
1627 ("date2", "type2", "payload2"),
1628 ]
1629 m.store_database_report(datetime.datetime(2018, 3, 24))
1630 connect_mock.assert_has_calls([
1631 mock.call.cursor(),
1632 mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)),
1633 mock.call.cursor().fetchone(),
1634 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1635 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1636 mock.call.commit(),
1637 mock.call.cursor().close(),
1638 mock.call.close()
1639 ])
1640
1641 connect_mock.reset_mock()
1642 with self.subTest(error=True),\
1643 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1644 psycopg2.connect.side_effect = Exception("Bouh")
1645 m.store_database_report(datetime.datetime(2018, 3, 24))
1646 self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1647
1648 def test_store_report(self):
1649 m = market.Market(self.ccxt, self.market_args(), user_id=1)
1650 with self.subTest(file=None, pg_config=None),\
1651 mock.patch.object(m, "report") as report,\
1652 mock.patch.object(m, "store_database_report") as db_report,\
1653 mock.patch.object(m, "store_file_report") as file_report:
1654 m.store_report()
1655 report.merge.assert_called_with(store.Portfolio.report)
1656
1657 file_report.assert_not_called()
1658 db_report.assert_not_called()
1659
1660 report.reset_mock()
1661 m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)
1662 with self.subTest(file="present", pg_config=None),\
1663 mock.patch.object(m, "report") as report,\
1664 mock.patch.object(m, "store_file_report") as file_report,\
1665 mock.patch.object(m, "store_database_report") as db_report,\
1666 mock.patch.object(market, "datetime") as time_mock:
1667
1668 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1669
1670 m.store_report()
1671
1672 report.merge.assert_called_with(store.Portfolio.report)
1673 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1674 db_report.assert_not_called()
1675
1676 report.reset_mock()
1677 m = market.Market(self.ccxt, self.market_args(), pg_config="present", user_id=1)
1678 with self.subTest(file=None, pg_config="present"),\
1679 mock.patch.object(m, "report") as report,\
1680 mock.patch.object(m, "store_file_report") as file_report,\
1681 mock.patch.object(m, "store_database_report") as db_report,\
1682 mock.patch.object(market, "datetime") as time_mock:
1683
1684 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1685
1686 m.store_report()
1687
1688 report.merge.assert_called_with(store.Portfolio.report)
1689 file_report.assert_not_called()
1690 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1691
1692 report.reset_mock()
1693 m = market.Market(self.ccxt, self.market_args(),
1694 pg_config="pg_config", report_path="present", user_id=1)
1695 with self.subTest(file="present", pg_config="present"),\
1696 mock.patch.object(m, "report") as report,\
1697 mock.patch.object(m, "store_file_report") as file_report,\
1698 mock.patch.object(m, "store_database_report") as db_report,\
1699 mock.patch.object(market, "datetime") as time_mock:
1700
1701 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1702
1703 m.store_report()
1704
1705 report.merge.assert_called_with(store.Portfolio.report)
1706 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1707 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1708
1709 def test_print_orders(self):
1710 m = market.Market(self.ccxt, self.market_args())
1711 with mock.patch.object(m.report, "log_stage") as log_stage,\
1712 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1713 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1714 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1715 m.print_orders()
1716
1717 log_stage.assert_called_with("print_orders")
1718 fetch_balances.assert_called_with(tag="print_orders")
1719 prepare_trades.assert_called_with(base_currency="BTC",
1720 compute_value="average")
1721 prepare_orders.assert_called_with(compute_value="average")
1722
1723 def test_print_balances(self):
1724 m = market.Market(self.ccxt, self.market_args())
1725
1726 with mock.patch.object(m.balances, "in_currency") as in_currency,\
1727 mock.patch.object(m.report, "log_stage") as log_stage,\
1728 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1729 mock.patch.object(m.report, "print_log") as print_log:
1730
1731 in_currency.return_value = {
1732 "BTC": portfolio.Amount("BTC", "0.65"),
1733 "ETH": portfolio.Amount("BTC", "0.3"),
1734 }
1735
1736 m.print_balances()
1737
1738 log_stage.assert_called_once_with("print_balances")
1739 fetch_balances.assert_called_with()
1740 print_log.assert_has_calls([
1741 mock.call("total:"),
1742 mock.call(portfolio.Amount("BTC", "0.95")),
1743 ])
1744
1745 @mock.patch("market.Processor.process")
1746 @mock.patch("market.ReportStore.log_error")
1747 @mock.patch("market.Market.store_report")
1748 def test_process(self, store_report, log_error, process):
1749 m = market.Market(self.ccxt, self.market_args())
1750 with self.subTest(before=False, after=False):
1751 m.process(None)
1752
1753 process.assert_not_called()
1754 store_report.assert_called_once()
1755 log_error.assert_not_called()
1756
1757 process.reset_mock()
1758 log_error.reset_mock()
1759 store_report.reset_mock()
1760 with self.subTest(before=True, after=False):
1761 m.process(None, before=True)
1762
1763 process.assert_called_once_with("sell_all", steps="before")
1764 store_report.assert_called_once()
1765 log_error.assert_not_called()
1766
1767 process.reset_mock()
1768 log_error.reset_mock()
1769 store_report.reset_mock()
1770 with self.subTest(before=False, after=True):
1771 m.process(None, after=True)
1772
1773 process.assert_called_once_with("sell_all", steps="after")
1774 store_report.assert_called_once()
1775 log_error.assert_not_called()
1776
1777 process.reset_mock()
1778 log_error.reset_mock()
1779 store_report.reset_mock()
1780 with self.subTest(before=True, after=True):
1781 m.process(None, before=True, after=True)
1782
1783 process.assert_has_calls([
1784 mock.call("sell_all", steps="before"),
1785 mock.call("sell_all", steps="after"),
1786 ])
1787 store_report.assert_called_once()
1788 log_error.assert_not_called()
1789
1790 process.reset_mock()
1791 log_error.reset_mock()
1792 store_report.reset_mock()
1793 with self.subTest(action="print_balances"),\
1794 mock.patch.object(m, "print_balances") as print_balances:
1795 m.process(["print_balances"])
1796
1797 process.assert_not_called()
1798 log_error.assert_not_called()
1799 store_report.assert_called_once()
1800 print_balances.assert_called_once_with()
1801
1802 log_error.reset_mock()
1803 store_report.reset_mock()
1804 with self.subTest(action="print_orders"),\
1805 mock.patch.object(m, "print_orders") as print_orders,\
1806 mock.patch.object(m, "print_balances") as print_balances:
1807 m.process(["print_orders", "print_balances"])
1808
1809 process.assert_not_called()
1810 log_error.assert_not_called()
1811 store_report.assert_called_once()
1812 print_orders.assert_called_once_with()
1813 print_balances.assert_called_once_with()
1814
1815 log_error.reset_mock()
1816 store_report.reset_mock()
1817 with self.subTest(action="unknown"):
1818 m.process(["unknown"])
1819 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1820 store_report.assert_called_once()
1821
1822 log_error.reset_mock()
1823 store_report.reset_mock()
1824 with self.subTest(unhandled_exception=True):
1825 process.side_effect = Exception("bouh")
1826
1827 m.process(None, before=True)
1828 log_error.assert_called_with("market_process", exception=mock.ANY)
1829 store_report.assert_called_once()
1830
1831 @unittest.skipUnless("unit" in limits, "Unit skipped")
1832 class TradeStoreTest(WebMockTestCase):
1833 def test_compute_trades(self):
1834 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1835
1836 values_in_base = {
1837 "XMR": portfolio.Amount("BTC", D("0.9")),
1838 "DASH": portfolio.Amount("BTC", D("0.4")),
1839 "XVG": portfolio.Amount("BTC", D("-0.5")),
1840 "BTC": portfolio.Amount("BTC", D("0.5")),
1841 }
1842 new_repartition = {
1843 "DASH": portfolio.Amount("BTC", D("0.5")),
1844 "XVG": portfolio.Amount("BTC", D("0.1")),
1845 "BTC": portfolio.Amount("BTC", D("0.4")),
1846 "ETH": portfolio.Amount("BTC", D("0.3")),
1847 }
1848 side_effect = [
1849 (True, 1),
1850 (False, 2),
1851 (False, 3),
1852 (True, 4),
1853 (True, 5)
1854 ]
1855
1856 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1857 trade_store = market.TradeStore(self.m)
1858 trade_if_matching.side_effect = side_effect
1859
1860 trade_store.compute_trades(values_in_base,
1861 new_repartition, only="only")
1862
1863 self.assertEqual(5, trade_if_matching.call_count)
1864 self.assertEqual(3, len(trade_store.all))
1865 self.assertEqual([1, 4, 5], trade_store.all)
1866 self.m.report.log_trades.assert_called_with(side_effect, "only")
1867
1868 def test_trade_if_matching(self):
1869
1870 with self.subTest(only="nope"):
1871 trade_store = market.TradeStore(self.m)
1872 result = trade_store.trade_if_matching(
1873 portfolio.Amount("BTC", D("0")),
1874 portfolio.Amount("BTC", D("0.3")),
1875 "ETH", only="nope")
1876 self.assertEqual(False, result[0])
1877 self.assertIsInstance(result[1], portfolio.Trade)
1878
1879 with self.subTest(only=None):
1880 trade_store = market.TradeStore(self.m)
1881 result = trade_store.trade_if_matching(
1882 portfolio.Amount("BTC", D("0")),
1883 portfolio.Amount("BTC", D("0.3")),
1884 "ETH", only=None)
1885 self.assertEqual(True, result[0])
1886
1887 with self.subTest(only="acquire"):
1888 trade_store = market.TradeStore(self.m)
1889 result = trade_store.trade_if_matching(
1890 portfolio.Amount("BTC", D("0")),
1891 portfolio.Amount("BTC", D("0.3")),
1892 "ETH", only="acquire")
1893 self.assertEqual(True, result[0])
1894
1895 with self.subTest(only="dispose"):
1896 trade_store = market.TradeStore(self.m)
1897 result = trade_store.trade_if_matching(
1898 portfolio.Amount("BTC", D("0")),
1899 portfolio.Amount("BTC", D("0.3")),
1900 "ETH", only="dispose")
1901 self.assertEqual(False, result[0])
1902
1903 def test_prepare_orders(self):
1904 trade_store = market.TradeStore(self.m)
1905
1906 trade_mock1 = mock.Mock()
1907 trade_mock2 = mock.Mock()
1908 trade_mock3 = mock.Mock()
1909
1910 trade_mock1.prepare_order.return_value = 1
1911 trade_mock2.prepare_order.return_value = 2
1912 trade_mock3.prepare_order.return_value = 3
1913
1914 trade_mock1.pending = True
1915 trade_mock2.pending = True
1916 trade_mock3.pending = False
1917
1918 trade_store.all.append(trade_mock1)
1919 trade_store.all.append(trade_mock2)
1920 trade_store.all.append(trade_mock3)
1921
1922 trade_store.prepare_orders()
1923 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1924 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1925 trade_mock3.prepare_order.assert_not_called()
1926 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1927
1928 self.m.report.log_orders.reset_mock()
1929
1930 trade_store.prepare_orders(compute_value="bla")
1931 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
1932 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
1933 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
1934
1935 trade_mock1.prepare_order.reset_mock()
1936 trade_mock2.prepare_order.reset_mock()
1937 self.m.report.log_orders.reset_mock()
1938
1939 trade_mock1.action = "foo"
1940 trade_mock2.action = "bar"
1941 trade_store.prepare_orders(only="bar")
1942 trade_mock1.prepare_order.assert_not_called()
1943 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1944 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
1945
1946 def test_print_all_with_order(self):
1947 trade_mock1 = mock.Mock()
1948 trade_mock2 = mock.Mock()
1949 trade_mock3 = mock.Mock()
1950 trade_store = market.TradeStore(self.m)
1951 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
1952
1953 trade_store.print_all_with_order()
1954
1955 trade_mock1.print_with_order.assert_called()
1956 trade_mock2.print_with_order.assert_called()
1957 trade_mock3.print_with_order.assert_called()
1958
1959 def test_run_orders(self):
1960 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
1961 order_mock1 = mock.Mock()
1962 order_mock2 = mock.Mock()
1963 order_mock3 = mock.Mock()
1964 trade_store = market.TradeStore(self.m)
1965
1966 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
1967
1968 trade_store.run_orders()
1969
1970 all_orders.assert_called_with(state="pending")
1971
1972 order_mock1.run.assert_called()
1973 order_mock2.run.assert_called()
1974 order_mock3.run.assert_called()
1975
1976 self.m.report.log_stage.assert_called_with("run_orders")
1977 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
1978 order_mock3])
1979
1980 def test_all_orders(self):
1981 trade_mock1 = mock.Mock()
1982 trade_mock2 = mock.Mock()
1983
1984 order_mock1 = mock.Mock()
1985 order_mock2 = mock.Mock()
1986 order_mock3 = mock.Mock()
1987
1988 trade_mock1.orders = [order_mock1, order_mock2]
1989 trade_mock2.orders = [order_mock3]
1990
1991 order_mock1.status = "pending"
1992 order_mock2.status = "open"
1993 order_mock3.status = "open"
1994
1995 trade_store = market.TradeStore(self.m)
1996 trade_store.all.append(trade_mock1)
1997 trade_store.all.append(trade_mock2)
1998
1999 orders = trade_store.all_orders()
2000 self.assertEqual(3, len(orders))
2001
2002 open_orders = trade_store.all_orders(state="open")
2003 self.assertEqual(2, len(open_orders))
2004 self.assertEqual([order_mock2, order_mock3], open_orders)
2005
2006 def test_update_all_orders_status(self):
2007 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
2008 order_mock1 = mock.Mock()
2009 order_mock2 = mock.Mock()
2010 order_mock3 = mock.Mock()
2011
2012 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
2013
2014 trade_store = market.TradeStore(self.m)
2015
2016 trade_store.update_all_orders_status()
2017 all_orders.assert_called_with(state="open")
2018
2019 order_mock1.get_status.assert_called()
2020 order_mock2.get_status.assert_called()
2021 order_mock3.get_status.assert_called()
2022
2023 def test_close_trades(self):
2024 trade_mock1 = mock.Mock()
2025 trade_mock2 = mock.Mock()
2026 trade_mock3 = mock.Mock()
2027
2028 trade_store = market.TradeStore(self.m)
2029
2030 trade_store.all.append(trade_mock1)
2031 trade_store.all.append(trade_mock2)
2032 trade_store.all.append(trade_mock3)
2033
2034 trade_store.close_trades()
2035
2036 trade_mock1.close.assert_called_once_with()
2037 trade_mock2.close.assert_called_once_with()
2038 trade_mock3.close.assert_called_once_with()
2039
2040 def test_pending(self):
2041 trade_mock1 = mock.Mock()
2042 trade_mock1.pending = True
2043 trade_mock2 = mock.Mock()
2044 trade_mock2.pending = True
2045 trade_mock3 = mock.Mock()
2046 trade_mock3.pending = False
2047
2048 trade_store = market.TradeStore(self.m)
2049
2050 trade_store.all.append(trade_mock1)
2051 trade_store.all.append(trade_mock2)
2052 trade_store.all.append(trade_mock3)
2053
2054 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
2055
2056 @unittest.skipUnless("unit" in limits, "Unit skipped")
2057 class BalanceStoreTest(WebMockTestCase):
2058 def setUp(self):
2059 super(BalanceStoreTest, self).setUp()
2060
2061 self.fetch_balance = {
2062 "ETC": {
2063 "exchange_free": 0,
2064 "exchange_used": 0,
2065 "exchange_total": 0,
2066 "margin_total": 0,
2067 },
2068 "USDT": {
2069 "exchange_free": D("6.0"),
2070 "exchange_used": D("1.2"),
2071 "exchange_total": D("7.2"),
2072 "margin_total": 0,
2073 },
2074 "XVG": {
2075 "exchange_free": 16,
2076 "exchange_used": 0,
2077 "exchange_total": 16,
2078 "margin_total": 0,
2079 },
2080 "XMR": {
2081 "exchange_free": 0,
2082 "exchange_used": 0,
2083 "exchange_total": 0,
2084 "margin_total": D("-1.0"),
2085 "margin_free": 0,
2086 },
2087 }
2088
2089 def test_in_currency(self):
2090 self.m.get_ticker.return_value = {
2091 "bid": D("0.09"),
2092 "ask": D("0.11"),
2093 "average": D("0.1"),
2094 }
2095
2096 balance_store = market.BalanceStore(self.m)
2097 balance_store.all = {
2098 "BTC": portfolio.Balance("BTC", {
2099 "total": "0.65",
2100 "exchange_total":"0.65",
2101 "exchange_free": "0.35",
2102 "exchange_used": "0.30"}),
2103 "ETH": portfolio.Balance("ETH", {
2104 "total": 3,
2105 "exchange_total": 3,
2106 "exchange_free": 3,
2107 "exchange_used": 0}),
2108 }
2109
2110 amounts = balance_store.in_currency("BTC")
2111 self.assertEqual("BTC", amounts["ETH"].currency)
2112 self.assertEqual(D("0.65"), amounts["BTC"].value)
2113 self.assertEqual(D("0.30"), amounts["ETH"].value)
2114 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2115 "average", "total")
2116 self.m.report.log_tickers.reset_mock()
2117
2118 amounts = balance_store.in_currency("BTC", compute_value="bid")
2119 self.assertEqual(D("0.65"), amounts["BTC"].value)
2120 self.assertEqual(D("0.27"), amounts["ETH"].value)
2121 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2122 "bid", "total")
2123 self.m.report.log_tickers.reset_mock()
2124
2125 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
2126 self.assertEqual(D("0.30"), amounts["BTC"].value)
2127 self.assertEqual(0, amounts["ETH"].value)
2128 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2129 "bid", "exchange_used")
2130 self.m.report.log_tickers.reset_mock()
2131
2132 def test_fetch_balances(self):
2133 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2134
2135 balance_store = market.BalanceStore(self.m)
2136
2137 balance_store.fetch_balances()
2138 self.assertNotIn("ETC", balance_store.currencies())
2139 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
2140
2141 balance_store.all["ETC"] = portfolio.Balance("ETC", {
2142 "exchange_total": "1", "exchange_free": "0",
2143 "exchange_used": "1" })
2144 balance_store.fetch_balances(tag="foo")
2145 self.assertEqual(0, balance_store.all["ETC"].total)
2146 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
2147 self.m.report.log_balances.assert_called_with(tag="foo")
2148
2149 @mock.patch.object(market.Portfolio, "repartition")
2150 def test_dispatch_assets(self, repartition):
2151 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2152
2153 balance_store = market.BalanceStore(self.m)
2154 balance_store.fetch_balances()
2155
2156 self.assertNotIn("XEM", balance_store.currencies())
2157
2158 repartition_hash = {
2159 "XEM": (D("0.75"), "long"),
2160 "BTC": (D("0.26"), "long"),
2161 "DASH": (D("0.10"), "short"),
2162 }
2163 repartition.return_value = repartition_hash
2164
2165 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
2166 repartition.assert_called_with(liquidity="medium")
2167 self.assertIn("XEM", balance_store.currencies())
2168 self.assertEqual(D("2.6"), amounts["BTC"].value)
2169 self.assertEqual(D("7.5"), amounts["XEM"].value)
2170 self.assertEqual(D("-1.0"), amounts["DASH"].value)
2171 self.m.report.log_balances.assert_called_with(tag=None)
2172 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
2173 "11.1"), amounts, "medium", repartition_hash)
2174
2175 def test_currencies(self):
2176 balance_store = market.BalanceStore(self.m)
2177
2178 balance_store.all = {
2179 "BTC": portfolio.Balance("BTC", {
2180 "total": "0.65",
2181 "exchange_total":"0.65",
2182 "exchange_free": "0.35",
2183 "exchange_used": "0.30"}),
2184 "ETH": portfolio.Balance("ETH", {
2185 "total": 3,
2186 "exchange_total": 3,
2187 "exchange_free": 3,
2188 "exchange_used": 0}),
2189 }
2190 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
2191
2192 def test_as_json(self):
2193 balance_mock1 = mock.Mock()
2194 balance_mock1.as_json.return_value = 1
2195
2196 balance_mock2 = mock.Mock()
2197 balance_mock2.as_json.return_value = 2
2198
2199 balance_store = market.BalanceStore(self.m)
2200 balance_store.all = {
2201 "BTC": balance_mock1,
2202 "ETH": balance_mock2,
2203 }
2204
2205 as_json = balance_store.as_json()
2206 self.assertEqual(1, as_json["BTC"])
2207 self.assertEqual(2, as_json["ETH"])
2208
2209
2210 @unittest.skipUnless("unit" in limits, "Unit skipped")
2211 class ComputationTest(WebMockTestCase):
2212 def test_compute_value(self):
2213 compute = mock.Mock()
2214 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
2215 compute.assert_called_with("foo", "ask")
2216
2217 compute.reset_mock()
2218 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
2219 compute.assert_called_with("foo", "bid")
2220
2221 compute.reset_mock()
2222 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
2223 compute.assert_called_with("foo", "ask")
2224
2225 compute.reset_mock()
2226 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
2227 compute.assert_called_with("foo", "bid")
2228
2229 compute.reset_mock()
2230 portfolio.Computation.computations["test"] = compute
2231 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
2232 compute.assert_called_with("foo", "bid")
2233
2234
2235 @unittest.skipUnless("unit" in limits, "Unit skipped")
2236 class TradeTest(WebMockTestCase):
2237
2238 def test_values_assertion(self):
2239 value_from = portfolio.Amount("BTC", "1.0")
2240 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2241 value_to = portfolio.Amount("BTC", "1.0")
2242 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2243 self.assertEqual("BTC", trade.base_currency)
2244 self.assertEqual("ETH", trade.currency)
2245 self.assertEqual(self.m, trade.market)
2246
2247 with self.assertRaises(AssertionError):
2248 portfolio.Trade(value_from, -value_to, "ETH", self.m)
2249 with self.assertRaises(AssertionError):
2250 portfolio.Trade(value_from, value_to, "ETC", self.m)
2251 with self.assertRaises(AssertionError):
2252 value_from.currency = "ETH"
2253 portfolio.Trade(value_from, value_to, "ETH", self.m)
2254 value_from.currency = "BTC"
2255 with self.assertRaises(AssertionError):
2256 value_from2 = portfolio.Amount("BTC", "1.0")
2257 portfolio.Trade(value_from2, value_to, "ETH", self.m)
2258
2259 value_from = portfolio.Amount("BTC", 0)
2260 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2261 self.assertEqual(0, trade.value_from.linked_to)
2262
2263 def test_action(self):
2264 value_from = portfolio.Amount("BTC", "1.0")
2265 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2266 value_to = portfolio.Amount("BTC", "1.0")
2267 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2268
2269 self.assertIsNone(trade.action)
2270
2271 value_from = portfolio.Amount("BTC", "1.0")
2272 value_from.linked_to = portfolio.Amount("BTC", "1.0")
2273 value_to = portfolio.Amount("BTC", "2.0")
2274 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
2275
2276 self.assertIsNone(trade.action)
2277
2278 value_from = portfolio.Amount("BTC", "0.5")
2279 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2280 value_to = portfolio.Amount("BTC", "1.0")
2281 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2282
2283 self.assertEqual("acquire", trade.action)
2284
2285 value_from = portfolio.Amount("BTC", "0")
2286 value_from.linked_to = portfolio.Amount("ETH", "0")
2287 value_to = portfolio.Amount("BTC", "-1.0")
2288 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2289
2290 self.assertEqual("acquire", trade.action)
2291
2292 def test_order_action(self):
2293 value_from = portfolio.Amount("BTC", "0.5")
2294 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2295 value_to = portfolio.Amount("BTC", "1.0")
2296 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2297
2298 trade.inverted = False
2299 self.assertEqual("buy", trade.order_action())
2300 trade.inverted = True
2301 self.assertEqual("sell", trade.order_action())
2302
2303 value_from = portfolio.Amount("BTC", "0")
2304 value_from.linked_to = portfolio.Amount("ETH", "0")
2305 value_to = portfolio.Amount("BTC", "-1.0")
2306 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2307
2308 trade.inverted = False
2309 self.assertEqual("sell", trade.order_action())
2310 trade.inverted = True
2311 self.assertEqual("buy", trade.order_action())
2312
2313 def test_trade_type(self):
2314 value_from = portfolio.Amount("BTC", "0.5")
2315 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2316 value_to = portfolio.Amount("BTC", "1.0")
2317 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2318
2319 self.assertEqual("long", trade.trade_type)
2320
2321 value_from = portfolio.Amount("BTC", "0")
2322 value_from.linked_to = portfolio.Amount("ETH", "0")
2323 value_to = portfolio.Amount("BTC", "-1.0")
2324 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2325
2326 self.assertEqual("short", trade.trade_type)
2327
2328 def test_is_fullfiled(self):
2329 with self.subTest(inverted=False):
2330 value_from = portfolio.Amount("BTC", "0.5")
2331 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2332 value_to = portfolio.Amount("BTC", "1.0")
2333 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2334
2335 order1 = mock.Mock()
2336 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2337
2338 order2 = mock.Mock()
2339 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2340 trade.orders.append(order1)
2341 trade.orders.append(order2)
2342
2343 self.assertFalse(trade.is_fullfiled)
2344
2345 order3 = mock.Mock()
2346 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2347 trade.orders.append(order3)
2348
2349 self.assertTrue(trade.is_fullfiled)
2350
2351 order1.filled_amount.assert_called_with(in_base_currency=True)
2352 order2.filled_amount.assert_called_with(in_base_currency=True)
2353 order3.filled_amount.assert_called_with(in_base_currency=True)
2354
2355 with self.subTest(inverted=True):
2356 value_from = portfolio.Amount("BTC", "0.5")
2357 value_from.linked_to = portfolio.Amount("USDT", "1000.0")
2358 value_to = portfolio.Amount("BTC", "1.0")
2359 trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
2360 trade.inverted = True
2361
2362 order1 = mock.Mock()
2363 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2364
2365 order2 = mock.Mock()
2366 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2367 trade.orders.append(order1)
2368 trade.orders.append(order2)
2369
2370 self.assertFalse(trade.is_fullfiled)
2371
2372 order3 = mock.Mock()
2373 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2374 trade.orders.append(order3)
2375
2376 self.assertTrue(trade.is_fullfiled)
2377
2378 order1.filled_amount.assert_called_with(in_base_currency=False)
2379 order2.filled_amount.assert_called_with(in_base_currency=False)
2380 order3.filled_amount.assert_called_with(in_base_currency=False)
2381
2382
2383 def test_filled_amount(self):
2384 value_from = portfolio.Amount("BTC", "0.5")
2385 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2386 value_to = portfolio.Amount("BTC", "1.0")
2387 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2388
2389 order1 = mock.Mock()
2390 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
2391
2392 order2 = mock.Mock()
2393 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
2394 trade.orders.append(order1)
2395 trade.orders.append(order2)
2396
2397 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
2398 order1.filled_amount.assert_called_with(in_base_currency=False)
2399 order2.filled_amount.assert_called_with(in_base_currency=False)
2400
2401 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
2402 order1.filled_amount.assert_called_with(in_base_currency=False)
2403 order2.filled_amount.assert_called_with(in_base_currency=False)
2404
2405 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
2406 order1.filled_amount.assert_called_with(in_base_currency=True)
2407 order2.filled_amount.assert_called_with(in_base_currency=True)
2408
2409 @mock.patch.object(portfolio.Computation, "compute_value")
2410 @mock.patch.object(portfolio.Trade, "filled_amount")
2411 @mock.patch.object(portfolio, "Order")
2412 def test_prepare_order(self, Order, filled_amount, compute_value):
2413 Order.return_value = "Order"
2414
2415 with self.subTest(desc="Nothing to do"):
2416 value_from = portfolio.Amount("BTC", "10")
2417 value_from.rate = D("0.1")
2418 value_from.linked_to = portfolio.Amount("FOO", "100")
2419 value_to = portfolio.Amount("BTC", "10")
2420 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2421
2422 trade.prepare_order()
2423
2424 filled_amount.assert_not_called()
2425 compute_value.assert_not_called()
2426 self.assertEqual(0, len(trade.orders))
2427 Order.assert_not_called()
2428
2429 self.m.get_ticker.return_value = { "inverted": False }
2430 with self.subTest(desc="Already filled"):
2431 filled_amount.return_value = portfolio.Amount("FOO", "100")
2432 compute_value.return_value = D("0.125")
2433
2434 value_from = portfolio.Amount("BTC", "10")
2435 value_from.rate = D("0.1")
2436 value_from.linked_to = portfolio.Amount("FOO", "100")
2437 value_to = portfolio.Amount("BTC", "0")
2438 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2439
2440 trade.prepare_order()
2441
2442 filled_amount.assert_called_with(in_base_currency=False)
2443 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2444 self.assertEqual(0, len(trade.orders))
2445 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
2446 Order.assert_not_called()
2447
2448 with self.subTest(action="dispose", inverted=False):
2449 filled_amount.return_value = portfolio.Amount("FOO", "60")
2450 compute_value.return_value = D("0.125")
2451
2452 value_from = portfolio.Amount("BTC", "10")
2453 value_from.rate = D("0.1")
2454 value_from.linked_to = portfolio.Amount("FOO", "100")
2455 value_to = portfolio.Amount("BTC", "1")
2456 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2457
2458 trade.prepare_order()
2459
2460 filled_amount.assert_called_with(in_base_currency=False)
2461 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2462 self.assertEqual(1, len(trade.orders))
2463 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2464 D("0.125"), "BTC", "long", self.m,
2465 trade, close_if_possible=False)
2466
2467 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
2468 filled_amount.return_value = portfolio.Amount("FOO", "60")
2469 compute_value.return_value = D("0.125")
2470
2471 value_from = portfolio.Amount("BTC", "10")
2472 value_from.rate = D("0.1")
2473 value_from.linked_to = portfolio.Amount("FOO", "100")
2474 value_to = portfolio.Amount("BTC", "1")
2475 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2476
2477 trade.prepare_order(close_if_possible=True)
2478
2479 filled_amount.assert_called_with(in_base_currency=False)
2480 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2481 self.assertEqual(1, len(trade.orders))
2482 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2483 D("0.125"), "BTC", "long", self.m,
2484 trade, close_if_possible=True)
2485
2486 with self.subTest(action="acquire", inverted=False):
2487 filled_amount.return_value = portfolio.Amount("BTC", "3")
2488 compute_value.return_value = D("0.125")
2489
2490 value_from = portfolio.Amount("BTC", "1")
2491 value_from.rate = D("0.1")
2492 value_from.linked_to = portfolio.Amount("FOO", "10")
2493 value_to = portfolio.Amount("BTC", "10")
2494 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2495
2496 trade.prepare_order()
2497
2498 filled_amount.assert_called_with(in_base_currency=True)
2499 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
2500 self.assertEqual(1, len(trade.orders))
2501
2502 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
2503 D("0.125"), "BTC", "long", self.m,
2504 trade, close_if_possible=False)
2505
2506 with self.subTest(close_if_possible=True):
2507 filled_amount.return_value = portfolio.Amount("FOO", "0")
2508 compute_value.return_value = D("0.125")
2509
2510 value_from = portfolio.Amount("BTC", "10")
2511 value_from.rate = D("0.1")
2512 value_from.linked_to = portfolio.Amount("FOO", "100")
2513 value_to = portfolio.Amount("BTC", "0")
2514 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2515
2516 trade.prepare_order()
2517
2518 filled_amount.assert_called_with(in_base_currency=False)
2519 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2520 self.assertEqual(1, len(trade.orders))
2521 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
2522 D("0.125"), "BTC", "long", self.m,
2523 trade, close_if_possible=True)
2524
2525 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
2526 with self.subTest(action="dispose", inverted=True):
2527 filled_amount.return_value = portfolio.Amount("FOO", "300")
2528 compute_value.return_value = D("125")
2529
2530 value_from = portfolio.Amount("BTC", "10")
2531 value_from.rate = D("0.01")
2532 value_from.linked_to = portfolio.Amount("FOO", "1000")
2533 value_to = portfolio.Amount("BTC", "1")
2534 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2535
2536 trade.prepare_order(compute_value="foo")
2537
2538 filled_amount.assert_called_with(in_base_currency=True)
2539 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
2540 self.assertEqual(1, len(trade.orders))
2541 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
2542 D("125"), "FOO", "long", self.m,
2543 trade, close_if_possible=False)
2544
2545 with self.subTest(action="acquire", inverted=True):
2546 filled_amount.return_value = portfolio.Amount("BTC", "4")
2547 compute_value.return_value = D("125")
2548
2549 value_from = portfolio.Amount("BTC", "1")
2550 value_from.rate = D("0.01")
2551 value_from.linked_to = portfolio.Amount("FOO", "100")
2552 value_to = portfolio.Amount("BTC", "10")
2553 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2554
2555 trade.prepare_order(compute_value="foo")
2556
2557 filled_amount.assert_called_with(in_base_currency=False)
2558 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
2559 self.assertEqual(1, len(trade.orders))
2560 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
2561 D("125"), "FOO", "long", self.m,
2562 trade, close_if_possible=False)
2563
2564
2565 @mock.patch.object(portfolio.Trade, "prepare_order")
2566 def test_update_order(self, prepare_order):
2567 order_mock = mock.Mock()
2568 new_order_mock = mock.Mock()
2569
2570 value_from = portfolio.Amount("BTC", "0.5")
2571 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2572 value_to = portfolio.Amount("BTC", "1.0")
2573 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2574 prepare_order.return_value = new_order_mock
2575
2576 for i in [0, 1, 3, 4, 6]:
2577 with self.subTest(tick=i):
2578 trade.update_order(order_mock, i)
2579 order_mock.cancel.assert_not_called()
2580 new_order_mock.run.assert_not_called()
2581 self.m.report.log_order.assert_called_once_with(order_mock, i,
2582 update="waiting", compute_value=None, new_order=None)
2583
2584 order_mock.reset_mock()
2585 new_order_mock.reset_mock()
2586 trade.orders = []
2587 self.m.report.log_order.reset_mock()
2588
2589 trade.update_order(order_mock, 2)
2590 order_mock.cancel.assert_called()
2591 new_order_mock.run.assert_called()
2592 prepare_order.assert_called()
2593 self.m.report.log_order.assert_called()
2594 self.assertEqual(2, self.m.report.log_order.call_count)
2595 calls = [
2596 mock.call(order_mock, 2, update="adjusting",
2597 compute_value=mock.ANY,
2598 new_order=new_order_mock),
2599 mock.call(order_mock, 2, new_order=new_order_mock),
2600 ]
2601 self.m.report.log_order.assert_has_calls(calls)
2602
2603 order_mock.reset_mock()
2604 new_order_mock.reset_mock()
2605 trade.orders = []
2606 self.m.report.log_order.reset_mock()
2607
2608 trade.update_order(order_mock, 5)
2609 order_mock.cancel.assert_called()
2610 new_order_mock.run.assert_called()
2611 prepare_order.assert_called()
2612 self.assertEqual(2, self.m.report.log_order.call_count)
2613 self.m.report.log_order.assert_called()
2614 calls = [
2615 mock.call(order_mock, 5, update="adjusting",
2616 compute_value=mock.ANY,
2617 new_order=new_order_mock),
2618 mock.call(order_mock, 5, new_order=new_order_mock),
2619 ]
2620 self.m.report.log_order.assert_has_calls(calls)
2621
2622 order_mock.reset_mock()
2623 new_order_mock.reset_mock()
2624 trade.orders = []
2625 self.m.report.log_order.reset_mock()
2626
2627 trade.update_order(order_mock, 7)
2628 order_mock.cancel.assert_called()
2629 new_order_mock.run.assert_called()
2630 prepare_order.assert_called_with(compute_value="default")
2631 self.m.report.log_order.assert_called()
2632 self.assertEqual(2, self.m.report.log_order.call_count)
2633 calls = [
2634 mock.call(order_mock, 7, update="market_fallback",
2635 compute_value='default',
2636 new_order=new_order_mock),
2637 mock.call(order_mock, 7, new_order=new_order_mock),
2638 ]
2639 self.m.report.log_order.assert_has_calls(calls)
2640
2641 order_mock.reset_mock()
2642 new_order_mock.reset_mock()
2643 trade.orders = []
2644 self.m.report.log_order.reset_mock()
2645
2646 for i in [10, 13, 16]:
2647 with self.subTest(tick=i):
2648 trade.update_order(order_mock, i)
2649 order_mock.cancel.assert_called()
2650 new_order_mock.run.assert_called()
2651 prepare_order.assert_called_with(compute_value="default")
2652 self.m.report.log_order.assert_called()
2653 self.assertEqual(2, self.m.report.log_order.call_count)
2654 calls = [
2655 mock.call(order_mock, i, update="market_adjust",
2656 compute_value='default',
2657 new_order=new_order_mock),
2658 mock.call(order_mock, i, new_order=new_order_mock),
2659 ]
2660 self.m.report.log_order.assert_has_calls(calls)
2661
2662 order_mock.reset_mock()
2663 new_order_mock.reset_mock()
2664 trade.orders = []
2665 self.m.report.log_order.reset_mock()
2666
2667 for i in [8, 9, 11, 12]:
2668 with self.subTest(tick=i):
2669 trade.update_order(order_mock, i)
2670 order_mock.cancel.assert_not_called()
2671 new_order_mock.run.assert_not_called()
2672 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
2673 compute_value=None, new_order=None)
2674
2675 order_mock.reset_mock()
2676 new_order_mock.reset_mock()
2677 trade.orders = []
2678 self.m.report.log_order.reset_mock()
2679
2680
2681 def test_print_with_order(self):
2682 value_from = portfolio.Amount("BTC", "0.5")
2683 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2684 value_to = portfolio.Amount("BTC", "1.0")
2685 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2686
2687 order_mock1 = mock.Mock()
2688 order_mock1.__repr__ = mock.Mock()
2689 order_mock1.__repr__.return_value = "Mock 1"
2690 order_mock2 = mock.Mock()
2691 order_mock2.__repr__ = mock.Mock()
2692 order_mock2.__repr__.return_value = "Mock 2"
2693 order_mock1.mouvements = []
2694 mouvement_mock1 = mock.Mock()
2695 mouvement_mock1.__repr__ = mock.Mock()
2696 mouvement_mock1.__repr__.return_value = "Mouvement 1"
2697 mouvement_mock2 = mock.Mock()
2698 mouvement_mock2.__repr__ = mock.Mock()
2699 mouvement_mock2.__repr__.return_value = "Mouvement 2"
2700 order_mock2.mouvements = [
2701 mouvement_mock1, mouvement_mock2
2702 ]
2703 trade.orders.append(order_mock1)
2704 trade.orders.append(order_mock2)
2705
2706 with mock.patch.object(trade, "filled_amount") as filled:
2707 filled.return_value = portfolio.Amount("BTC", "0.1")
2708
2709 trade.print_with_order()
2710
2711 self.m.report.print_log.assert_called()
2712 calls = self.m.report.print_log.mock_calls
2713 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2714 self.assertEqual("\tMock 1", str(calls[1][1][0]))
2715 self.assertEqual("\tMock 2", str(calls[2][1][0]))
2716 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2717 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2718
2719 self.m.report.print_log.reset_mock()
2720
2721 filled.return_value = portfolio.Amount("BTC", "0.5")
2722 trade.print_with_order()
2723 calls = self.m.report.print_log.mock_calls
2724 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2725
2726 self.m.report.print_log.reset_mock()
2727
2728 filled.return_value = portfolio.Amount("BTC", "0.1")
2729 trade.closed = True
2730 trade.print_with_order()
2731 calls = self.m.report.print_log.mock_calls
2732 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
2733
2734 def test_close(self):
2735 value_from = portfolio.Amount("BTC", "0.5")
2736 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2737 value_to = portfolio.Amount("BTC", "1.0")
2738 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2739 order1 = mock.Mock()
2740 trade.orders.append(order1)
2741
2742 trade.close()
2743
2744 self.assertEqual(True, trade.closed)
2745 order1.cancel.assert_called_once_with()
2746
2747 def test_pending(self):
2748 value_from = portfolio.Amount("BTC", "0.5")
2749 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2750 value_to = portfolio.Amount("BTC", "1.0")
2751 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2752
2753 trade.closed = True
2754 self.assertEqual(False, trade.pending)
2755
2756 trade.closed = False
2757 self.assertEqual(True, trade.pending)
2758
2759 order1 = mock.Mock()
2760 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2761 trade.orders.append(order1)
2762 self.assertEqual(False, trade.pending)
2763
2764 def test__repr(self):
2765 value_from = portfolio.Amount("BTC", "0.5")
2766 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2767 value_to = portfolio.Amount("BTC", "1.0")
2768 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2769
2770 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
2771
2772 def test_as_json(self):
2773 value_from = portfolio.Amount("BTC", "0.5")
2774 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2775 value_to = portfolio.Amount("BTC", "1.0")
2776 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2777
2778 as_json = trade.as_json()
2779 self.assertEqual("acquire", as_json["action"])
2780 self.assertEqual(D("0.5"), as_json["from"])
2781 self.assertEqual(D("1.0"), as_json["to"])
2782 self.assertEqual("ETH", as_json["currency"])
2783 self.assertEqual("BTC", as_json["base_currency"])
2784
2785 @unittest.skipUnless("unit" in limits, "Unit skipped")
2786 class OrderTest(WebMockTestCase):
2787 def test_values(self):
2788 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2789 D("0.1"), "BTC", "long", "market", "trade")
2790 self.assertEqual("buy", order.action)
2791 self.assertEqual(10, order.amount.value)
2792 self.assertEqual("ETH", order.amount.currency)
2793 self.assertEqual(D("0.1"), order.rate)
2794 self.assertEqual("BTC", order.base_currency)
2795 self.assertEqual("market", order.market)
2796 self.assertEqual("long", order.trade_type)
2797 self.assertEqual("pending", order.status)
2798 self.assertEqual("trade", order.trade)
2799 self.assertIsNone(order.id)
2800 self.assertFalse(order.close_if_possible)
2801
2802 def test__repr(self):
2803 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2804 D("0.1"), "BTC", "long", "market", "trade")
2805 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2806
2807 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2808 D("0.1"), "BTC", "long", "market", "trade",
2809 close_if_possible=True)
2810 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2811
2812 def test_as_json(self):
2813 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2814 D("0.1"), "BTC", "long", "market", "trade")
2815 mouvement_mock1 = mock.Mock()
2816 mouvement_mock1.as_json.return_value = 1
2817 mouvement_mock2 = mock.Mock()
2818 mouvement_mock2.as_json.return_value = 2
2819
2820 order.mouvements = [mouvement_mock1, mouvement_mock2]
2821 as_json = order.as_json()
2822 self.assertEqual("buy", as_json["action"])
2823 self.assertEqual("long", as_json["trade_type"])
2824 self.assertEqual(10, as_json["amount"])
2825 self.assertEqual("ETH", as_json["currency"])
2826 self.assertEqual("BTC", as_json["base_currency"])
2827 self.assertEqual(D("0.1"), as_json["rate"])
2828 self.assertEqual("pending", as_json["status"])
2829 self.assertEqual(False, as_json["close_if_possible"])
2830 self.assertIsNone(as_json["id"])
2831 self.assertEqual([1, 2], as_json["mouvements"])
2832
2833 def test_account(self):
2834 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2835 D("0.1"), "BTC", "long", "market", "trade")
2836 self.assertEqual("exchange", order.account)
2837
2838 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2839 D("0.1"), "BTC", "short", "market", "trade")
2840 self.assertEqual("margin", order.account)
2841
2842 def test_pending(self):
2843 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2844 D("0.1"), "BTC", "long", "market", "trade")
2845 self.assertTrue(order.pending)
2846 order.status = "open"
2847 self.assertFalse(order.pending)
2848
2849 def test_open(self):
2850 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2851 D("0.1"), "BTC", "long", "market", "trade")
2852 self.assertFalse(order.open)
2853 order.status = "open"
2854 self.assertTrue(order.open)
2855
2856 def test_finished(self):
2857 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2858 D("0.1"), "BTC", "long", "market", "trade")
2859 self.assertFalse(order.finished)
2860 order.status = "closed"
2861 self.assertTrue(order.finished)
2862 order.status = "canceled"
2863 self.assertTrue(order.finished)
2864 order.status = "error"
2865 self.assertTrue(order.finished)
2866
2867 @mock.patch.object(portfolio.Order, "fetch")
2868 def test_cancel(self, fetch):
2869 with self.subTest(debug=True):
2870 self.m.debug = True
2871 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2872 D("0.1"), "BTC", "long", self.m, "trade")
2873 order.status = "open"
2874
2875 order.cancel()
2876 self.m.ccxt.cancel_order.assert_not_called()
2877 self.m.report.log_debug_action.assert_called_once()
2878 self.m.report.log_debug_action.reset_mock()
2879 self.assertEqual("canceled", order.status)
2880
2881 with self.subTest(desc="Nominal case"):
2882 self.m.debug = False
2883 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2884 D("0.1"), "BTC", "long", self.m, "trade")
2885 order.status = "open"
2886 order.id = 42
2887
2888 order.cancel()
2889 self.m.ccxt.cancel_order.assert_called_with(42)
2890 fetch.assert_called_once_with()
2891 self.m.report.log_debug_action.assert_not_called()
2892
2893 with self.subTest(exception=True):
2894 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2895 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2896 D("0.1"), "BTC", "long", self.m, "trade")
2897 order.status = "open"
2898 order.id = 42
2899 order.cancel()
2900 self.m.ccxt.cancel_order.assert_called_with(42)
2901 self.m.report.log_error.assert_called_once()
2902
2903 self.m.reset_mock()
2904 with self.subTest(id=None):
2905 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2906 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2907 D("0.1"), "BTC", "long", self.m, "trade")
2908 order.status = "open"
2909 order.cancel()
2910 self.m.ccxt.cancel_order.assert_not_called()
2911
2912 self.m.reset_mock()
2913 with self.subTest(open=False):
2914 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2915 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2916 D("0.1"), "BTC", "long", self.m, "trade")
2917 order.status = "closed"
2918 order.cancel()
2919 self.m.ccxt.cancel_order.assert_not_called()
2920
2921 def test_dust_amount_remaining(self):
2922 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2923 D("0.1"), "BTC", "long", self.m, "trade")
2924 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
2925 self.assertFalse(order.dust_amount_remaining())
2926
2927 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
2928 self.assertTrue(order.dust_amount_remaining())
2929
2930 @mock.patch.object(portfolio.Order, "fetch")
2931 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
2932 def test_remaining_amount(self, filled_amount, fetch):
2933 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2934 D("0.1"), "BTC", "long", self.m, "trade")
2935
2936 self.assertEqual(9, order.remaining_amount().value)
2937
2938 order.status = "open"
2939 self.assertEqual(9, order.remaining_amount().value)
2940
2941 @mock.patch.object(portfolio.Order, "fetch")
2942 def test_filled_amount(self, fetch):
2943 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2944 D("0.1"), "BTC", "long", self.m, "trade")
2945 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2946 "tradeID": 42, "type": "buy", "fee": "0.0015",
2947 "date": "2017-12-30 12:00:12", "rate": "0.1",
2948 "amount": "3", "total": "0.3"
2949 }))
2950 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
2951 "tradeID": 43, "type": "buy", "fee": "0.0015",
2952 "date": "2017-12-30 13:00:12", "rate": "0.2",
2953 "amount": "2", "total": "0.4"
2954 }))
2955 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
2956 fetch.assert_not_called()
2957 order.status = "open"
2958 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
2959 fetch.assert_called_once()
2960 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
2961
2962 def test_fetch_mouvements(self):
2963 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
2964 {
2965 "tradeID": 42, "type": "buy", "fee": "0.0015",
2966 "date": "2017-12-30 12:00:12", "rate": "0.1",
2967 "amount": "3", "total": "0.3"
2968 },
2969 {
2970 "tradeID": 43, "type": "buy", "fee": "0.0015",
2971 "date": "2017-12-30 13:00:12", "rate": "0.2",
2972 "amount": "2", "total": "0.4"
2973 }
2974 ]
2975 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2976 D("0.1"), "BTC", "long", self.m, "trade")
2977 order.id = 12
2978 order.mouvements = ["Foo", "Bar", "Baz"]
2979
2980 order.fetch_mouvements()
2981
2982 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
2983 self.assertEqual(2, len(order.mouvements))
2984 self.assertEqual(42, order.mouvements[0].id)
2985 self.assertEqual(43, order.mouvements[1].id)
2986
2987 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
2988 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2989 D("0.1"), "BTC", "long", self.m, "trade")
2990 order.fetch_mouvements()
2991 self.assertEqual(0, len(order.mouvements))
2992
2993 def test_mark_finished_order(self):
2994 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2995 D("0.1"), "BTC", "short", self.m, "trade",
2996 close_if_possible=True)
2997 order.status = "closed"
2998 self.m.debug = False
2999
3000 order.mark_finished_order()
3001 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
3002 self.m.ccxt.close_margin_position.reset_mock()
3003
3004 order.status = "open"
3005 order.mark_finished_order()
3006 self.m.ccxt.close_margin_position.assert_not_called()
3007
3008 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3009 D("0.1"), "BTC", "short", self.m, "trade",
3010 close_if_possible=False)
3011 order.status = "closed"
3012 order.mark_finished_order()
3013 self.m.ccxt.close_margin_position.assert_not_called()
3014
3015 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
3016 D("0.1"), "BTC", "short", self.m, "trade",
3017 close_if_possible=True)
3018 order.status = "closed"
3019 order.mark_finished_order()
3020 self.m.ccxt.close_margin_position.assert_not_called()
3021
3022 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3023 D("0.1"), "BTC", "long", self.m, "trade",
3024 close_if_possible=True)
3025 order.status = "closed"
3026 order.mark_finished_order()
3027 self.m.ccxt.close_margin_position.assert_not_called()
3028
3029 self.m.debug = True
3030
3031 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3032 D("0.1"), "BTC", "short", self.m, "trade",
3033 close_if_possible=True)
3034 order.status = "closed"
3035
3036 order.mark_finished_order()
3037 self.m.ccxt.close_margin_position.assert_not_called()
3038 self.m.report.log_debug_action.assert_called_once()
3039
3040 @mock.patch.object(portfolio.Order, "fetch_mouvements")
3041 @mock.patch.object(portfolio.Order, "mark_finished_order")
3042 def test_fetch(self, mark_finished_order, fetch_mouvements):
3043 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3044 D("0.1"), "BTC", "long", self.m, "trade")
3045 order.id = 45
3046 with self.subTest(debug=True):
3047 self.m.debug = True
3048 order.fetch()
3049 self.m.report.log_debug_action.assert_called_once()
3050 self.m.report.log_debug_action.reset_mock()
3051 self.m.ccxt.fetch_order.assert_not_called()
3052 mark_finished_order.assert_not_called()
3053 fetch_mouvements.assert_not_called()
3054
3055 with self.subTest(debug=False):
3056 self.m.debug = False
3057 self.m.ccxt.fetch_order.return_value = {
3058 "status": "foo",
3059 "datetime": "timestamp"
3060 }
3061 order.fetch()
3062
3063 self.m.ccxt.fetch_order.assert_called_once_with(45)
3064 fetch_mouvements.assert_called_once()
3065 self.assertEqual("foo", order.status)
3066 self.assertEqual("timestamp", order.timestamp)
3067 self.assertEqual(1, len(order.results))
3068 self.m.report.log_debug_action.assert_not_called()
3069 mark_finished_order.assert_called_once()
3070
3071 mark_finished_order.reset_mock()
3072 with self.subTest(missing_order=True):
3073 self.m.ccxt.fetch_order.side_effect = [
3074 portfolio.OrderNotCached,
3075 ]
3076 order.fetch()
3077 self.assertEqual("closed_unknown", order.status)
3078 mark_finished_order.assert_called_once()
3079
3080 @mock.patch.object(portfolio.Order, "fetch")
3081 def test_get_status(self, fetch):
3082 with self.subTest(debug=True):
3083 self.m.debug = True
3084 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3085 D("0.1"), "BTC", "long", self.m, "trade")
3086 self.assertEqual("pending", order.get_status())
3087 fetch.assert_not_called()
3088 self.m.report.log_debug_action.assert_called_once()
3089
3090 with self.subTest(debug=False, finished=False):
3091 self.m.debug = False
3092 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3093 D("0.1"), "BTC", "long", self.m, "trade")
3094 def _fetch(order):
3095 def update_status():
3096 order.status = "open"
3097 return update_status
3098 fetch.side_effect = _fetch(order)
3099 self.assertEqual("open", order.get_status())
3100 fetch.assert_called_once()
3101
3102 fetch.reset_mock()
3103 with self.subTest(debug=False, finished=True):
3104 self.m.debug = False
3105 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3106 D("0.1"), "BTC", "long", self.m, "trade")
3107 def _fetch(order):
3108 def update_status():
3109 order.status = "closed"
3110 return update_status
3111 fetch.side_effect = _fetch(order)
3112 self.assertEqual("closed", order.get_status())
3113 fetch.assert_called_once()
3114
3115 def test_run(self):
3116 self.m.ccxt.order_precision.return_value = 4
3117 with self.subTest(debug=True):
3118 self.m.debug = True
3119 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3120 D("0.1"), "BTC", "long", self.m, "trade")
3121 order.run()
3122 self.m.ccxt.create_order.assert_not_called()
3123 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
3124 self.assertEqual("open", order.status)
3125 self.assertEqual(1, len(order.results))
3126 self.assertEqual(-1, order.id)
3127
3128 self.m.ccxt.create_order.reset_mock()
3129 with self.subTest(debug=False):
3130 self.m.debug = False
3131 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3132 D("0.1"), "BTC", "long", self.m, "trade")
3133 self.m.ccxt.create_order.return_value = { "id": 123 }
3134 order.run()
3135 self.m.ccxt.create_order.assert_called_once()
3136 self.assertEqual(1, len(order.results))
3137 self.assertEqual("open", order.status)
3138
3139 self.m.ccxt.create_order.reset_mock()
3140 with self.subTest(exception=True):
3141 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3142 D("0.1"), "BTC", "long", self.m, "trade")
3143 self.m.ccxt.create_order.side_effect = Exception("bouh")
3144 order.run()
3145 self.m.ccxt.create_order.assert_called_once()
3146 self.assertEqual(0, len(order.results))
3147 self.assertEqual("error", order.status)
3148 self.m.report.log_error.assert_called_once()
3149
3150 self.m.ccxt.create_order.reset_mock()
3151 with self.subTest(dust_amount_exception=True),\
3152 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3153 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
3154 D("0.1"), "BTC", "long", self.m, "trade")
3155 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
3156 order.run()
3157 self.m.ccxt.create_order.assert_called_once()
3158 self.assertEqual(0, len(order.results))
3159 self.assertEqual("closed", order.status)
3160 mark_finished_order.assert_called_once()
3161
3162 self.m.ccxt.order_precision.return_value = 8
3163 self.m.ccxt.create_order.reset_mock()
3164 with self.subTest(insufficient_funds=True),\
3165 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3166 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3167 D("0.1"), "BTC", "long", self.m, "trade")
3168 self.m.ccxt.create_order.side_effect = [
3169 portfolio.InsufficientFunds,
3170 portfolio.InsufficientFunds,
3171 portfolio.InsufficientFunds,
3172 { "id": 123 },
3173 ]
3174 order.run()
3175 self.m.ccxt.create_order.assert_has_calls([
3176 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3177 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3178 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3179 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3180 ])
3181 self.assertEqual(4, self.m.ccxt.create_order.call_count)
3182 self.assertEqual(1, len(order.results))
3183 self.assertEqual("open", order.status)
3184 self.assertEqual(4, order.tries)
3185 self.m.report.log_error.assert_called()
3186 self.assertEqual(4, self.m.report.log_error.call_count)
3187
3188 self.m.ccxt.order_precision.return_value = 8
3189 self.m.ccxt.create_order.reset_mock()
3190 self.m.report.log_error.reset_mock()
3191 with self.subTest(insufficient_funds=True),\
3192 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3193 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3194 D("0.1"), "BTC", "long", self.m, "trade")
3195 self.m.ccxt.create_order.side_effect = [
3196 portfolio.InsufficientFunds,
3197 portfolio.InsufficientFunds,
3198 portfolio.InsufficientFunds,
3199 portfolio.InsufficientFunds,
3200 portfolio.InsufficientFunds,
3201 ]
3202 order.run()
3203 self.m.ccxt.create_order.assert_has_calls([
3204 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3205 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3206 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3207 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3208 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
3209 ])
3210 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3211 self.assertEqual(0, len(order.results))
3212 self.assertEqual("error", order.status)
3213 self.assertEqual(5, order.tries)
3214 self.m.report.log_error.assert_called()
3215 self.assertEqual(5, self.m.report.log_error.call_count)
3216 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)
3217
3218 self.m.reset_mock()
3219 with self.subTest(invalid_nonce=True):
3220 with self.subTest(retry_success=True):
3221 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3222 D("0.1"), "BTC", "long", self.m, "trade")
3223 self.m.ccxt.create_order.side_effect = [
3224 portfolio.InvalidNonce,
3225 portfolio.InvalidNonce,
3226 { "id": 123 },
3227 ]
3228 order.run()
3229 self.m.ccxt.create_order.assert_has_calls([
3230 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3231 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3232 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3233 ])
3234 self.assertEqual(3, self.m.ccxt.create_order.call_count)
3235 self.assertEqual(3, order.tries)
3236 self.m.report.log_error.assert_called()
3237 self.assertEqual(2, self.m.report.log_error.call_count)
3238 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
3239 self.assertEqual(123, order.id)
3240
3241 self.m.reset_mock()
3242 with self.subTest(retry_success=False):
3243 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3244 D("0.1"), "BTC", "long", self.m, "trade")
3245 self.m.ccxt.create_order.side_effect = [
3246 portfolio.InvalidNonce,
3247 portfolio.InvalidNonce,
3248 portfolio.InvalidNonce,
3249 portfolio.InvalidNonce,
3250 portfolio.InvalidNonce,
3251 ]
3252 order.run()
3253 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3254 self.assertEqual(5, order.tries)
3255 self.m.report.log_error.assert_called()
3256 self.assertEqual(5, self.m.report.log_error.call_count)
3257 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY)
3258 self.assertEqual("error", order.status)
3259
3260 self.m.reset_mock()
3261 with self.subTest(request_timeout=True):
3262 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3263 D("0.1"), "BTC", "long", self.m, "trade")
3264 with self.subTest(retrieved=False), \
3265 mock.patch.object(order, "retrieve_order") as retrieve:
3266 self.m.ccxt.create_order.side_effect = [
3267 portfolio.RequestTimeout,
3268 portfolio.RequestTimeout,
3269 { "id": 123 },
3270 ]
3271 retrieve.return_value = False
3272 order.run()
3273 self.m.ccxt.create_order.assert_has_calls([
3274 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3275 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3276 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3277 ])
3278 self.assertEqual(3, self.m.ccxt.create_order.call_count)
3279 self.assertEqual(3, order.tries)
3280 self.m.report.log_error.assert_called()
3281 self.assertEqual(2, self.m.report.log_error.call_count)
3282 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
3283 self.assertEqual(123, order.id)
3284
3285 self.m.reset_mock()
3286 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3287 D("0.1"), "BTC", "long", self.m, "trade")
3288 with self.subTest(retrieved=True), \
3289 mock.patch.object(order, "retrieve_order") as retrieve:
3290 self.m.ccxt.create_order.side_effect = [
3291 portfolio.RequestTimeout,
3292 ]
3293 def _retrieve():
3294 order.results.append({"id": 123})
3295 return True
3296 retrieve.side_effect = _retrieve
3297 order.run()
3298 self.m.ccxt.create_order.assert_has_calls([
3299 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3300 ])
3301 self.assertEqual(1, self.m.ccxt.create_order.call_count)
3302 self.assertEqual(1, order.tries)
3303 self.m.report.log_error.assert_called()
3304 self.assertEqual(1, self.m.report.log_error.call_count)
3305 self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
3306 self.assertEqual(123, order.id)
3307
3308 self.m.reset_mock()
3309 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3310 D("0.1"), "BTC", "long", self.m, "trade")
3311 with self.subTest(retrieved=False), \
3312 mock.patch.object(order, "retrieve_order") as retrieve:
3313 self.m.ccxt.create_order.side_effect = [
3314 portfolio.RequestTimeout,
3315 portfolio.RequestTimeout,
3316 portfolio.RequestTimeout,
3317 portfolio.RequestTimeout,
3318 portfolio.RequestTimeout,
3319 ]
3320 retrieve.return_value = False
3321 order.run()
3322 self.m.ccxt.create_order.assert_has_calls([
3323 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3324 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3325 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3326 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3327 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3328 ])
3329 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3330 self.assertEqual(5, order.tries)
3331 self.m.report.log_error.assert_called()
3332 self.assertEqual(5, self.m.report.log_error.call_count)
3333 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY)
3334 self.assertEqual("error", order.status)
3335
3336 def test_retrieve_order(self):
3337 with self.subTest(similar_open_order=True):
3338 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3339 D("0.1"), "BTC", "long", self.m, "trade")
3340 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3341
3342 self.m.ccxt.order_precision.return_value = 8
3343 self.m.ccxt.fetch_orders.return_value = [
3344 { # Wrong amount
3345 'amount': 0.002, 'cost': 0.1,
3346 'datetime': '2018-03-25T15:15:51.000Z',
3347 'fee': None, 'filled': 0.0,
3348 'id': '1',
3349 'info': {
3350 'amount': '0.002',
3351 'date': '2018-03-25 15:15:51',
3352 'margin': 0, 'orderNumber': '1',
3353 'price': '0.1', 'rate': '0.1',
3354 'side': 'buy', 'startingAmount': '0.002',
3355 'status': 'open', 'total': '0.0002',
3356 'type': 'limit'
3357 },
3358 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
3359 'status': 'open', 'symbol': 'ETH/BTC',
3360 'timestamp': 1521990951000, 'trades': None,
3361 'type': 'limit'
3362 },
3363 { # Margin
3364 'amount': 0.001, 'cost': 0.1,
3365 'datetime': '2018-03-25T15:15:51.000Z',
3366 'fee': None, 'filled': 0.0,
3367 'id': '2',
3368 'info': {
3369 'amount': '0.001',
3370 'date': '2018-03-25 15:15:51',
3371 'margin': 1, 'orderNumber': '2',
3372 'price': '0.1', 'rate': '0.1',
3373 'side': 'buy', 'startingAmount': '0.001',
3374 'status': 'open', 'total': '0.0001',
3375 'type': 'limit'
3376 },
3377 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3378 'status': 'open', 'symbol': 'ETH/BTC',
3379 'timestamp': 1521990951000, 'trades': None,
3380 'type': 'limit'
3381 },
3382 { # selling
3383 'amount': 0.001, 'cost': 0.1,
3384 'datetime': '2018-03-25T15:15:51.000Z',
3385 'fee': None, 'filled': 0.0,
3386 'id': '3',
3387 'info': {
3388 'amount': '0.001',
3389 'date': '2018-03-25 15:15:51',
3390 'margin': 0, 'orderNumber': '3',
3391 'price': '0.1', 'rate': '0.1',
3392 'side': 'sell', 'startingAmount': '0.001',
3393 'status': 'open', 'total': '0.0001',
3394 'type': 'limit'
3395 },
3396 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
3397 'status': 'open', 'symbol': 'ETH/BTC',
3398 'timestamp': 1521990951000, 'trades': None,
3399 'type': 'limit'
3400 },
3401 { # Wrong rate
3402 'amount': 0.001, 'cost': 0.15,
3403 'datetime': '2018-03-25T15:15:51.000Z',
3404 'fee': None, 'filled': 0.0,
3405 'id': '4',
3406 'info': {
3407 'amount': '0.001',
3408 'date': '2018-03-25 15:15:51',
3409 'margin': 0, 'orderNumber': '4',
3410 'price': '0.15', 'rate': '0.15',
3411 'side': 'buy', 'startingAmount': '0.001',
3412 'status': 'open', 'total': '0.0001',
3413 'type': 'limit'
3414 },
3415 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
3416 'status': 'open', 'symbol': 'ETH/BTC',
3417 'timestamp': 1521990951000, 'trades': None,
3418 'type': 'limit'
3419 },
3420 { # All good
3421 'amount': 0.001, 'cost': 0.1,
3422 'datetime': '2018-03-25T15:15:51.000Z',
3423 'fee': None, 'filled': 0.0,
3424 'id': '5',
3425 'info': {
3426 'amount': '0.001',
3427 'date': '2018-03-25 15:15:51',
3428 'margin': 0, 'orderNumber': '1',
3429 'price': '0.1', 'rate': '0.1',
3430 'side': 'buy', 'startingAmount': '0.001',
3431 'status': 'open', 'total': '0.0001',
3432 'type': 'limit'
3433 },
3434 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3435 'status': 'open', 'symbol': 'ETH/BTC',
3436 'timestamp': 1521990951000, 'trades': None,
3437 'type': 'limit'
3438 }
3439 ]
3440 result = order.retrieve_order()
3441 self.assertTrue(result)
3442 self.assertEqual('5', order.results[0]["id"])
3443 self.m.ccxt.fetch_my_trades.assert_not_called()
3444 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3445
3446 self.m.reset_mock()
3447 with self.subTest(similar_open_order=False, past_trades=True):
3448 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3449 D("0.1"), "BTC", "long", self.m, "trade")
3450 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3451
3452 self.m.ccxt.order_precision.return_value = 8
3453 self.m.ccxt.fetch_orders.return_value = []
3454 self.m.ccxt.fetch_my_trades.return_value = [
3455 { # Wrong timestamp 1
3456 'amount': 0.0006,
3457 'cost': 0.00006,
3458 'datetime': '2018-03-25T15:15:14.000Z',
3459 'id': '1-1',
3460 'info': {
3461 'amount': '0.0006',
3462 'category': 'exchange',
3463 'date': '2018-03-25 15:15:14',
3464 'fee': '0.00150000',
3465 'globalTradeID': 1,
3466 'orderNumber': '1',
3467 'rate': '0.1',
3468 'total': '0.00006',
3469 'tradeID': '1-1',
3470 'type': 'buy'
3471 },
3472 'order': '1',
3473 'price': 0.1,
3474 'side': 'buy',
3475 'symbol': 'ETH/BTC',
3476 'timestamp': 1521983714,
3477 'type': 'limit'
3478 },
3479 { # Wrong timestamp 2
3480 'amount': 0.0004,
3481 'cost': 0.00004,
3482 'datetime': '2018-03-25T15:16:54.000Z',
3483 'id': '1-2',
3484 'info': {
3485 'amount': '0.0004',
3486 'category': 'exchange',
3487 'date': '2018-03-25 15:16:54',
3488 'fee': '0.00150000',
3489 'globalTradeID': 2,
3490 'orderNumber': '1',
3491 'rate': '0.1',
3492 'total': '0.00004',
3493 'tradeID': '1-2',
3494 'type': 'buy'
3495 },
3496 'order': '1',
3497 'price': 0.1,
3498 'side': 'buy',
3499 'symbol': 'ETH/BTC',
3500 'timestamp': 1521983814,
3501 'type': 'limit'
3502 },
3503 { # Wrong side 1
3504 'amount': 0.0006,
3505 'cost': 0.00006,
3506 'datetime': '2018-03-25T15:15:54.000Z',
3507 'id': '2-1',
3508 'info': {
3509 'amount': '0.0006',
3510 'category': 'exchange',
3511 'date': '2018-03-25 15:15:54',
3512 'fee': '0.00150000',
3513 'globalTradeID': 1,
3514 'orderNumber': '2',
3515 'rate': '0.1',
3516 'total': '0.00006',
3517 'tradeID': '2-1',
3518 'type': 'sell'
3519 },
3520 'order': '2',
3521 'price': 0.1,
3522 'side': 'sell',
3523 'symbol': 'ETH/BTC',
3524 'timestamp': 1521983754,
3525 'type': 'limit'
3526 },
3527 { # Wrong side 2
3528 'amount': 0.0004,
3529 'cost': 0.00004,
3530 'datetime': '2018-03-25T15:16:54.000Z',
3531 'id': '2-2',
3532 'info': {
3533 'amount': '0.0004',
3534 'category': 'exchange',
3535 'date': '2018-03-25 15:16:54',
3536 'fee': '0.00150000',
3537 'globalTradeID': 2,
3538 'orderNumber': '2',
3539 'rate': '0.1',
3540 'total': '0.00004',
3541 'tradeID': '2-2',
3542 'type': 'buy'
3543 },
3544 'order': '2',
3545 'price': 0.1,
3546 'side': 'buy',
3547 'symbol': 'ETH/BTC',
3548 'timestamp': 1521983814,
3549 'type': 'limit'
3550 },
3551 { # Margin trade 1
3552 'amount': 0.0006,
3553 'cost': 0.00006,
3554 'datetime': '2018-03-25T15:15:54.000Z',
3555 'id': '3-1',
3556 'info': {
3557 'amount': '0.0006',
3558 'category': 'marginTrade',
3559 'date': '2018-03-25 15:15:54',
3560 'fee': '0.00150000',
3561 'globalTradeID': 1,
3562 'orderNumber': '3',
3563 'rate': '0.1',
3564 'total': '0.00006',
3565 'tradeID': '3-1',
3566 'type': 'buy'
3567 },
3568 'order': '3',
3569 'price': 0.1,
3570 'side': 'buy',
3571 'symbol': 'ETH/BTC',
3572 'timestamp': 1521983754,
3573 'type': 'limit'
3574 },
3575 { # Margin trade 2
3576 'amount': 0.0004,
3577 'cost': 0.00004,
3578 'datetime': '2018-03-25T15:16:54.000Z',
3579 'id': '3-2',
3580 'info': {
3581 'amount': '0.0004',
3582 'category': 'marginTrade',
3583 'date': '2018-03-25 15:16:54',
3584 'fee': '0.00150000',
3585 'globalTradeID': 2,
3586 'orderNumber': '3',
3587 'rate': '0.1',
3588 'total': '0.00004',
3589 'tradeID': '3-2',
3590 'type': 'buy'
3591 },
3592 'order': '3',
3593 'price': 0.1,
3594 'side': 'buy',
3595 'symbol': 'ETH/BTC',
3596 'timestamp': 1521983814,
3597 'type': 'limit'
3598 },
3599 { # Wrong amount 1
3600 'amount': 0.0005,
3601 'cost': 0.00005,
3602 'datetime': '2018-03-25T15:15:54.000Z',
3603 'id': '4-1',
3604 'info': {
3605 'amount': '0.0005',
3606 'category': 'exchange',
3607 'date': '2018-03-25 15:15:54',
3608 'fee': '0.00150000',
3609 'globalTradeID': 1,
3610 'orderNumber': '4',
3611 'rate': '0.1',
3612 'total': '0.00005',
3613 'tradeID': '4-1',
3614 'type': 'buy'
3615 },
3616 'order': '4',
3617 'price': 0.1,
3618 'side': 'buy',
3619 'symbol': 'ETH/BTC',
3620 'timestamp': 1521983754,
3621 'type': 'limit'
3622 },
3623 { # Wrong amount 2
3624 'amount': 0.0004,
3625 'cost': 0.00004,
3626 'datetime': '2018-03-25T15:16:54.000Z',
3627 'id': '4-2',
3628 'info': {
3629 'amount': '0.0004',
3630 'category': 'exchange',
3631 'date': '2018-03-25 15:16:54',
3632 'fee': '0.00150000',
3633 'globalTradeID': 2,
3634 'orderNumber': '4',
3635 'rate': '0.1',
3636 'total': '0.00004',
3637 'tradeID': '4-2',
3638 'type': 'buy'
3639 },
3640 'order': '4',
3641 'price': 0.1,
3642 'side': 'buy',
3643 'symbol': 'ETH/BTC',
3644 'timestamp': 1521983814,
3645 'type': 'limit'
3646 },
3647 { # Wrong price 1
3648 'amount': 0.0006,
3649 'cost': 0.000066,
3650 'datetime': '2018-03-25T15:15:54.000Z',
3651 'id': '5-1',
3652 'info': {
3653 'amount': '0.0006',
3654 'category': 'exchange',
3655 'date': '2018-03-25 15:15:54',
3656 'fee': '0.00150000',
3657 'globalTradeID': 1,
3658 'orderNumber': '5',
3659 'rate': '0.11',
3660 'total': '0.000066',
3661 'tradeID': '5-1',
3662 'type': 'buy'
3663 },
3664 'order': '5',
3665 'price': 0.11,
3666 'side': 'buy',
3667 'symbol': 'ETH/BTC',
3668 'timestamp': 1521983754,
3669 'type': 'limit'
3670 },
3671 { # Wrong price 2
3672 'amount': 0.0004,
3673 'cost': 0.00004,
3674 'datetime': '2018-03-25T15:16:54.000Z',
3675 'id': '5-2',
3676 'info': {
3677 'amount': '0.0004',
3678 'category': 'exchange',
3679 'date': '2018-03-25 15:16:54',
3680 'fee': '0.00150000',
3681 'globalTradeID': 2,
3682 'orderNumber': '5',
3683 'rate': '0.1',
3684 'total': '0.00004',
3685 'tradeID': '5-2',
3686 'type': 'buy'
3687 },
3688 'order': '5',
3689 'price': 0.1,
3690 'side': 'buy',
3691 'symbol': 'ETH/BTC',
3692 'timestamp': 1521983814,
3693 'type': 'limit'
3694 },
3695 { # All good 1
3696 'amount': 0.0006,
3697 'cost': 0.00006,
3698 'datetime': '2018-03-25T15:15:54.000Z',
3699 'id': '7-1',
3700 'info': {
3701 'amount': '0.0006',
3702 'category': 'exchange',
3703 'date': '2018-03-25 15:15:54',
3704 'fee': '0.00150000',
3705 'globalTradeID': 1,
3706 'orderNumber': '7',
3707 'rate': '0.1',
3708 'total': '0.00006',
3709 'tradeID': '7-1',
3710 'type': 'buy'
3711 },
3712 'order': '7',
3713 'price': 0.1,
3714 'side': 'buy',
3715 'symbol': 'ETH/BTC',
3716 'timestamp': 1521983754,
3717 'type': 'limit'
3718 },
3719 { # All good 2
3720 'amount': 0.0004,
3721 'cost': 0.000036,
3722 'datetime': '2018-03-25T15:16:54.000Z',
3723 'id': '7-2',
3724 'info': {
3725 'amount': '0.0004',
3726 'category': 'exchange',
3727 'date': '2018-03-25 15:16:54',
3728 'fee': '0.00150000',
3729 'globalTradeID': 2,
3730 'orderNumber': '7',
3731 'rate': '0.09',
3732 'total': '0.000036',
3733 'tradeID': '7-2',
3734 'type': 'buy'
3735 },
3736 'order': '7',
3737 'price': 0.09,
3738 'side': 'buy',
3739 'symbol': 'ETH/BTC',
3740 'timestamp': 1521983814,
3741 'type': 'limit'
3742 },
3743 ]
3744
3745 result = order.retrieve_order()
3746 self.assertTrue(result)
3747 self.assertEqual('7', order.results[0]["id"])
3748 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3749
3750 self.m.reset_mock()
3751 with self.subTest(similar_open_order=False, past_trades=False):
3752 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3753 D("0.1"), "BTC", "long", self.m, "trade")
3754 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3755
3756 self.m.ccxt.order_precision.return_value = 8
3757 self.m.ccxt.fetch_orders.return_value = []
3758 self.m.ccxt.fetch_my_trades.return_value = []
3759 result = order.retrieve_order()
3760 self.assertFalse(result)
3761
3762 @unittest.skipUnless("unit" in limits, "Unit skipped")
3763 class MouvementTest(WebMockTestCase):
3764 def test_values(self):
3765 mouvement = portfolio.Mouvement("ETH", "BTC", {
3766 "tradeID": 42, "type": "buy", "fee": "0.0015",
3767 "date": "2017-12-30 12:00:12", "rate": "0.1",
3768 "amount": "10", "total": "1"
3769 })
3770 self.assertEqual("ETH", mouvement.currency)
3771 self.assertEqual("BTC", mouvement.base_currency)
3772 self.assertEqual(42, mouvement.id)
3773 self.assertEqual("buy", mouvement.action)
3774 self.assertEqual(D("0.0015"), mouvement.fee_rate)
3775 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
3776 self.assertEqual(D("0.1"), mouvement.rate)
3777 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
3778 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
3779
3780 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
3781 self.assertIsNone(mouvement.date)
3782 self.assertIsNone(mouvement.id)
3783 self.assertIsNone(mouvement.action)
3784 self.assertEqual(-1, mouvement.fee_rate)
3785 self.assertEqual(0, mouvement.rate)
3786 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
3787 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
3788
3789 def test__repr(self):
3790 mouvement = portfolio.Mouvement("ETH", "BTC", {
3791 "tradeID": 42, "type": "buy", "fee": "0.0015",
3792 "date": "2017-12-30 12:00:12", "rate": "0.1",
3793 "amount": "10", "total": "1"
3794 })
3795 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3796
3797 mouvement = portfolio.Mouvement("ETH", "BTC", {
3798 "tradeID": 42, "type": "buy",
3799 "date": "garbage", "rate": "0.1",
3800 "amount": "10", "total": "1"
3801 })
3802 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
3803
3804 def test_as_json(self):
3805 mouvement = portfolio.Mouvement("ETH", "BTC", {
3806 "tradeID": 42, "type": "buy", "fee": "0.0015",
3807 "date": "2017-12-30 12:00:12", "rate": "0.1",
3808 "amount": "10", "total": "1"
3809 })
3810 as_json = mouvement.as_json()
3811
3812 self.assertEqual(D("0.0015"), as_json["fee_rate"])
3813 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
3814 self.assertEqual("buy", as_json["action"])
3815 self.assertEqual(D("10"), as_json["total"])
3816 self.assertEqual(D("1"), as_json["total_in_base"])
3817 self.assertEqual("BTC", as_json["base_currency"])
3818 self.assertEqual("ETH", as_json["currency"])
3819
3820 @unittest.skipUnless("unit" in limits, "Unit skipped")
3821 class ReportStoreTest(WebMockTestCase):
3822 def test_add_log(self):
3823 report_store = market.ReportStore(self.m)
3824 report_store.add_log({"foo": "bar"})
3825
3826 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3827
3828 def test_set_verbose(self):
3829 report_store = market.ReportStore(self.m)
3830 with self.subTest(verbose=True):
3831 report_store.set_verbose(True)
3832 self.assertTrue(report_store.verbose_print)
3833
3834 with self.subTest(verbose=False):
3835 report_store.set_verbose(False)
3836 self.assertFalse(report_store.verbose_print)
3837
3838 def test_merge(self):
3839 report_store1 = market.ReportStore(self.m, verbose_print=False)
3840 report_store2 = market.ReportStore(None, verbose_print=False)
3841
3842 report_store2.log_stage("1")
3843 report_store1.log_stage("2")
3844 report_store2.log_stage("3")
3845
3846 report_store1.merge(report_store2)
3847
3848 self.assertEqual(3, len(report_store1.logs))
3849 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
3850 self.assertEqual(6, len(report_store1.print_logs))
3851
3852 def test_print_log(self):
3853 report_store = market.ReportStore(self.m)
3854 with self.subTest(verbose=True),\
3855 mock.patch.object(store, "datetime") as time_mock,\
3856 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3857 time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
3858 report_store.set_verbose(True)
3859 report_store.print_log("Coucou")
3860 report_store.print_log(portfolio.Amount("BTC", 1))
3861 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
3862
3863 with self.subTest(verbose=False),\
3864 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
3865 report_store.set_verbose(False)
3866 report_store.print_log("Coucou")
3867 report_store.print_log(portfolio.Amount("BTC", 1))
3868 self.assertEqual(stdout_mock.getvalue(), "")
3869
3870 def test_default_json_serial(self):
3871 report_store = market.ReportStore(self.m)
3872
3873 self.assertEqual("2018-02-24T00:00:00",
3874 report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
3875 self.assertEqual("1.00000000 BTC",
3876 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
3877
3878 def test_to_json(self):
3879 report_store = market.ReportStore(self.m)
3880 report_store.logs.append({"foo": "bar"})
3881 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
3882 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
3883 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
3884 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
3885 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())
3886
3887 def test_to_json_array(self):
3888 report_store = market.ReportStore(self.m)
3889 report_store.logs.append({
3890 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
3891 })
3892 report_store.logs.append({
3893 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
3894 })
3895 logs = list(report_store.to_json_array())
3896
3897 self.assertEqual(2, len(logs))
3898 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
3899 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
3900
3901 @mock.patch.object(market.ReportStore, "print_log")
3902 @mock.patch.object(market.ReportStore, "add_log")
3903 def test_log_stage(self, add_log, print_log):
3904 report_store = market.ReportStore(self.m)
3905 c = lambda x: x
3906 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
3907 print_log.assert_has_calls([
3908 mock.call("-----------"),
3909 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
3910 ])
3911 add_log.assert_called_once_with({
3912 'type': 'stage',
3913 'stage': 'foo',
3914 'args': {
3915 'bar': 'baz',
3916 'c': 'c = lambda x: x',
3917 'd': {
3918 'currency': 'BTC',
3919 'value': D('1')
3920 }
3921 }
3922 })
3923
3924 @mock.patch.object(market.ReportStore, "print_log")
3925 @mock.patch.object(market.ReportStore, "add_log")
3926 def test_log_balances(self, add_log, print_log):
3927 report_store = market.ReportStore(self.m)
3928 self.m.balances.as_json.return_value = "json"
3929 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
3930
3931 report_store.log_balances(tag="tag")
3932 print_log.assert_has_calls([
3933 mock.call("[Balance]"),
3934 mock.call("\tbar"),
3935 mock.call("\tbaz"),
3936 ])
3937 add_log.assert_called_once_with({
3938 'type': 'balance',
3939 'balances': 'json',
3940 'tag': 'tag'
3941 })
3942
3943 @mock.patch.object(market.ReportStore, "print_log")
3944 @mock.patch.object(market.ReportStore, "add_log")
3945 def test_log_tickers(self, add_log, print_log):
3946 report_store = market.ReportStore(self.m)
3947 amounts = {
3948 "BTC": portfolio.Amount("BTC", 10),
3949 "ETH": portfolio.Amount("BTC", D("0.3"))
3950 }
3951 amounts["ETH"].rate = D("0.1")
3952
3953 report_store.log_tickers(amounts, "BTC", "default", "total")
3954 print_log.assert_not_called()
3955 add_log.assert_called_once_with({
3956 'type': 'tickers',
3957 'compute_value': 'default',
3958 'balance_type': 'total',
3959 'currency': 'BTC',
3960 'balances': {
3961 'BTC': D('10'),
3962 'ETH': D('0.3')
3963 },
3964 'rates': {
3965 'BTC': None,
3966 'ETH': D('0.1')
3967 },
3968 'total': D('10.3')
3969 })
3970
3971 add_log.reset_mock()
3972 compute_value = lambda x: x["bid"]
3973 report_store.log_tickers(amounts, "BTC", compute_value, "total")
3974 add_log.assert_called_once_with({
3975 'type': 'tickers',
3976 'compute_value': 'compute_value = lambda x: x["bid"]',
3977 'balance_type': 'total',
3978 'currency': 'BTC',
3979 'balances': {
3980 'BTC': D('10'),
3981 'ETH': D('0.3')
3982 },
3983 'rates': {
3984 'BTC': None,
3985 'ETH': D('0.1')
3986 },
3987 'total': D('10.3')
3988 })
3989
3990 @mock.patch.object(market.ReportStore, "print_log")
3991 @mock.patch.object(market.ReportStore, "add_log")
3992 def test_log_dispatch(self, add_log, print_log):
3993 report_store = market.ReportStore(self.m)
3994 amount = portfolio.Amount("BTC", "10.3")
3995 amounts = {
3996 "BTC": portfolio.Amount("BTC", 10),
3997 "ETH": portfolio.Amount("BTC", D("0.3"))
3998 }
3999 report_store.log_dispatch(amount, amounts, "medium", "repartition")
4000 print_log.assert_not_called()
4001 add_log.assert_called_once_with({
4002 'type': 'dispatch',
4003 'liquidity': 'medium',
4004 'repartition_ratio': 'repartition',
4005 'total_amount': {
4006 'currency': 'BTC',
4007 'value': D('10.3')
4008 },
4009 'repartition': {
4010 'BTC': D('10'),
4011 'ETH': D('0.3')
4012 }
4013 })
4014
4015 @mock.patch.object(market.ReportStore, "print_log")
4016 @mock.patch.object(market.ReportStore, "add_log")
4017 def test_log_trades(self, add_log, print_log):
4018 report_store = market.ReportStore(self.m)
4019 trade_mock1 = mock.Mock()
4020 trade_mock2 = mock.Mock()
4021 trade_mock1.as_json.return_value = { "trade": "1" }
4022 trade_mock2.as_json.return_value = { "trade": "2" }
4023
4024 matching_and_trades = [
4025 (True, trade_mock1),
4026 (False, trade_mock2),
4027 ]
4028 report_store.log_trades(matching_and_trades, "only")
4029
4030 print_log.assert_not_called()
4031 add_log.assert_called_with({
4032 'type': 'trades',
4033 'only': 'only',
4034 'debug': False,
4035 'trades': [
4036 {'trade': '1', 'skipped': False},
4037 {'trade': '2', 'skipped': True}
4038 ]
4039 })
4040
4041 @mock.patch.object(market.ReportStore, "print_log")
4042 @mock.patch.object(market.ReportStore, "add_log")
4043 def test_log_orders(self, add_log, print_log):
4044 report_store = market.ReportStore(self.m)
4045
4046 order_mock1 = mock.Mock()
4047 order_mock2 = mock.Mock()
4048
4049 order_mock1.as_json.return_value = "order1"
4050 order_mock2.as_json.return_value = "order2"
4051
4052 orders = [order_mock1, order_mock2]
4053
4054 report_store.log_orders(orders, tick="tick",
4055 only="only", compute_value="compute_value")
4056
4057 print_log.assert_called_once_with("[Orders]")
4058 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
4059
4060 add_log.assert_called_with({
4061 'type': 'orders',
4062 'only': 'only',
4063 'compute_value': 'compute_value',
4064 'tick': 'tick',
4065 'orders': ['order1', 'order2']
4066 })
4067
4068 add_log.reset_mock()
4069 def compute_value(x, y):
4070 return x[y]
4071 report_store.log_orders(orders, tick="tick",
4072 only="only", compute_value=compute_value)
4073 add_log.assert_called_with({
4074 'type': 'orders',
4075 'only': 'only',
4076 'compute_value': 'def compute_value(x, y):\n return x[y]',
4077 'tick': 'tick',
4078 'orders': ['order1', 'order2']
4079 })
4080
4081
4082 @mock.patch.object(market.ReportStore, "print_log")
4083 @mock.patch.object(market.ReportStore, "add_log")
4084 def test_log_order(self, add_log, print_log):
4085 report_store = market.ReportStore(self.m)
4086 order_mock = mock.Mock()
4087 order_mock.as_json.return_value = "order"
4088 new_order_mock = mock.Mock()
4089 new_order_mock.as_json.return_value = "new_order"
4090 order_mock.__repr__ = mock.Mock()
4091 order_mock.__repr__.return_value = "Order Mock"
4092 new_order_mock.__repr__ = mock.Mock()
4093 new_order_mock.__repr__.return_value = "New order Mock"
4094
4095 with self.subTest(finished=True):
4096 report_store.log_order(order_mock, 1, finished=True)
4097 print_log.assert_called_once_with("[Order] Finished Order Mock")
4098 add_log.assert_called_once_with({
4099 'type': 'order',
4100 'tick': 1,
4101 'update': None,
4102 'order': 'order',
4103 'compute_value': None,
4104 'new_order': None
4105 })
4106
4107 add_log.reset_mock()
4108 print_log.reset_mock()
4109
4110 with self.subTest(update="waiting"):
4111 report_store.log_order(order_mock, 1, update="waiting")
4112 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
4113 add_log.assert_called_once_with({
4114 'type': 'order',
4115 'tick': 1,
4116 'update': 'waiting',
4117 'order': 'order',
4118 'compute_value': None,
4119 'new_order': None
4120 })
4121
4122 add_log.reset_mock()
4123 print_log.reset_mock()
4124 with self.subTest(update="adjusting"):
4125 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
4126 report_store.log_order(order_mock, 3,
4127 update="adjusting", new_order=new_order_mock,
4128 compute_value=compute_value)
4129 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
4130 add_log.assert_called_once_with({
4131 'type': 'order',
4132 'tick': 3,
4133 'update': 'adjusting',
4134 'order': 'order',
4135 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
4136 'new_order': 'new_order'
4137 })
4138
4139 add_log.reset_mock()
4140 print_log.reset_mock()
4141 with self.subTest(update="market_fallback"):
4142 report_store.log_order(order_mock, 7,
4143 update="market_fallback", new_order=new_order_mock)
4144 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
4145 add_log.assert_called_once_with({
4146 'type': 'order',
4147 'tick': 7,
4148 'update': 'market_fallback',
4149 'order': 'order',
4150 'compute_value': None,
4151 'new_order': 'new_order'
4152 })
4153
4154 add_log.reset_mock()
4155 print_log.reset_mock()
4156 with self.subTest(update="market_adjusting"):
4157 report_store.log_order(order_mock, 17,
4158 update="market_adjust", new_order=new_order_mock)
4159 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
4160 add_log.assert_called_once_with({
4161 'type': 'order',
4162 'tick': 17,
4163 'update': 'market_adjust',
4164 'order': 'order',
4165 'compute_value': None,
4166 'new_order': 'new_order'
4167 })
4168
4169 @mock.patch.object(market.ReportStore, "print_log")
4170 @mock.patch.object(market.ReportStore, "add_log")
4171 def test_log_move_balances(self, add_log, print_log):
4172 report_store = market.ReportStore(self.m)
4173 needed = {
4174 "BTC": portfolio.Amount("BTC", 10),
4175 "USDT": 1
4176 }
4177 moving = {
4178 "BTC": portfolio.Amount("BTC", 3),
4179 "USDT": -2
4180 }
4181 report_store.log_move_balances(needed, moving)
4182 print_log.assert_not_called()
4183 add_log.assert_called_once_with({
4184 'type': 'move_balances',
4185 'debug': False,
4186 'needed': {
4187 'BTC': D('10'),
4188 'USDT': 1
4189 },
4190 'moving': {
4191 'BTC': D('3'),
4192 'USDT': -2
4193 }
4194 })
4195
4196 @mock.patch.object(market.ReportStore, "print_log")
4197 @mock.patch.object(market.ReportStore, "add_log")
4198 def test_log_http_request(self, add_log, print_log):
4199 report_store = market.ReportStore(self.m)
4200 response = mock.Mock()
4201 response.status_code = 200
4202 response.text = "Hey"
4203
4204 report_store.log_http_request("method", "url", "body",
4205 "headers", response)
4206 print_log.assert_not_called()
4207 add_log.assert_called_once_with({
4208 'type': 'http_request',
4209 'method': 'method',
4210 'url': 'url',
4211 'body': 'body',
4212 'headers': 'headers',
4213 'status': 200,
4214 'response': 'Hey'
4215 })
4216
4217 @mock.patch.object(market.ReportStore, "print_log")
4218 @mock.patch.object(market.ReportStore, "add_log")
4219 def test_log_error(self, add_log, print_log):
4220 report_store = market.ReportStore(self.m)
4221 with self.subTest(message=None, exception=None):
4222 report_store.log_error("action")
4223 print_log.assert_called_once_with("[Error] action")
4224 add_log.assert_called_once_with({
4225 'type': 'error',
4226 'action': 'action',
4227 'exception_class': None,
4228 'exception_message': None,
4229 'message': None
4230 })
4231
4232 print_log.reset_mock()
4233 add_log.reset_mock()
4234 with self.subTest(message="Hey", exception=None):
4235 report_store.log_error("action", message="Hey")
4236 print_log.assert_has_calls([
4237 mock.call("[Error] action"),
4238 mock.call("\tHey")
4239 ])
4240 add_log.assert_called_once_with({
4241 'type': 'error',
4242 'action': 'action',
4243 'exception_class': None,
4244 'exception_message': None,
4245 'message': "Hey"
4246 })
4247
4248 print_log.reset_mock()
4249 add_log.reset_mock()
4250 with self.subTest(message=None, exception=Exception("bouh")):
4251 report_store.log_error("action", exception=Exception("bouh"))
4252 print_log.assert_has_calls([
4253 mock.call("[Error] action"),
4254 mock.call("\tException: bouh")
4255 ])
4256 add_log.assert_called_once_with({
4257 'type': 'error',
4258 'action': 'action',
4259 'exception_class': "Exception",
4260 'exception_message': "bouh",
4261 'message': None
4262 })
4263
4264 print_log.reset_mock()
4265 add_log.reset_mock()
4266 with self.subTest(message="Hey", exception=Exception("bouh")):
4267 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
4268 print_log.assert_has_calls([
4269 mock.call("[Error] action"),
4270 mock.call("\tException: bouh"),
4271 mock.call("\tHey")
4272 ])
4273 add_log.assert_called_once_with({
4274 'type': 'error',
4275 'action': 'action',
4276 'exception_class': "Exception",
4277 'exception_message': "bouh",
4278 'message': "Hey"
4279 })
4280
4281 @mock.patch.object(market.ReportStore, "print_log")
4282 @mock.patch.object(market.ReportStore, "add_log")
4283 def test_log_debug_action(self, add_log, print_log):
4284 report_store = market.ReportStore(self.m)
4285 report_store.log_debug_action("Hey")
4286
4287 print_log.assert_called_once_with("[Debug] Hey")
4288 add_log.assert_called_once_with({
4289 'type': 'debug_action',
4290 'action': 'Hey'
4291 })
4292
4293 @unittest.skipUnless("unit" in limits, "Unit skipped")
4294 class MainTest(WebMockTestCase):
4295 def test_make_order(self):
4296 self.m.get_ticker.return_value = {
4297 "inverted": False,
4298 "average": D("0.1"),
4299 "bid": D("0.09"),
4300 "ask": D("0.11"),
4301 }
4302
4303 with self.subTest(description="nominal case"):
4304 main.make_order(self.m, 10, "ETH")
4305
4306 self.m.report.log_stage.assert_has_calls([
4307 mock.call("make_order_begin"),
4308 mock.call("make_order_end"),
4309 ])
4310 self.m.balances.fetch_balances.assert_has_calls([
4311 mock.call(tag="make_order_begin"),
4312 mock.call(tag="make_order_end"),
4313 ])
4314 self.m.trades.all.append.assert_called_once()
4315 trade = self.m.trades.all.append.mock_calls[0][1][0]
4316 self.assertEqual(False, trade.orders[0].close_if_possible)
4317 self.assertEqual(0, trade.value_from)
4318 self.assertEqual("ETH", trade.currency)
4319 self.assertEqual("BTC", trade.base_currency)
4320 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4321 self.m.trades.run_orders.assert_called_once_with()
4322 self.m.follow_orders.assert_called_once_with()
4323
4324 order = trade.orders[0]
4325 self.assertEqual(D("0.10"), order.rate)
4326
4327 self.m.reset_mock()
4328 with self.subTest(compute_value="default"):
4329 main.make_order(self.m, 10, "ETH", action="dispose",
4330 compute_value="ask")
4331
4332 trade = self.m.trades.all.append.mock_calls[0][1][0]
4333 order = trade.orders[0]
4334 self.assertEqual(D("0.11"), order.rate)
4335
4336 self.m.reset_mock()
4337 with self.subTest(follow=False):
4338 result = main.make_order(self.m, 10, "ETH", follow=False)
4339
4340 self.m.report.log_stage.assert_has_calls([
4341 mock.call("make_order_begin"),
4342 mock.call("make_order_end_not_followed"),
4343 ])
4344 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
4345
4346 self.m.trades.all.append.assert_called_once()
4347 trade = self.m.trades.all.append.mock_calls[0][1][0]
4348 self.assertEqual(0, trade.value_from)
4349 self.assertEqual("ETH", trade.currency)
4350 self.assertEqual("BTC", trade.base_currency)
4351 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4352 self.m.trades.run_orders.assert_called_once_with()
4353 self.m.follow_orders.assert_not_called()
4354 self.assertEqual(trade.orders[0], result)
4355
4356 self.m.reset_mock()
4357 with self.subTest(base_currency="USDT"):
4358 main.make_order(self.m, 1, "BTC", base_currency="USDT")
4359
4360 trade = self.m.trades.all.append.mock_calls[0][1][0]
4361 self.assertEqual("BTC", trade.currency)
4362 self.assertEqual("USDT", trade.base_currency)
4363
4364 self.m.reset_mock()
4365 with self.subTest(close_if_possible=True):
4366 main.make_order(self.m, 10, "ETH", close_if_possible=True)
4367
4368 trade = self.m.trades.all.append.mock_calls[0][1][0]
4369 self.assertEqual(True, trade.orders[0].close_if_possible)
4370
4371 self.m.reset_mock()
4372 with self.subTest(action="dispose"):
4373 main.make_order(self.m, 10, "ETH", action="dispose")
4374
4375 trade = self.m.trades.all.append.mock_calls[0][1][0]
4376 self.assertEqual(0, trade.value_to)
4377 self.assertEqual(1, trade.value_from.value)
4378 self.assertEqual("ETH", trade.currency)
4379 self.assertEqual("BTC", trade.base_currency)
4380
4381 self.m.reset_mock()
4382 with self.subTest(compute_value="default"):
4383 main.make_order(self.m, 10, "ETH", action="dispose",
4384 compute_value="bid")
4385
4386 trade = self.m.trades.all.append.mock_calls[0][1][0]
4387 self.assertEqual(D("0.9"), trade.value_from.value)
4388
4389 def test_get_user_market(self):
4390 with mock.patch("main.fetch_markets") as main_fetch_markets,\
4391 mock.patch("main.parse_config") as main_parse_config:
4392 with self.subTest(debug=False):
4393 main_parse_config.return_value = ["pg_config", "report_path"]
4394 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4395 m = main.get_user_market("config_path.ini", 1)
4396
4397 self.assertIsInstance(m, market.Market)
4398 self.assertFalse(m.debug)
4399
4400 with self.subTest(debug=True):
4401 main_parse_config.return_value = ["pg_config", "report_path"]
4402 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4403 m = main.get_user_market("config_path.ini", 1, debug=True)
4404
4405 self.assertIsInstance(m, market.Market)
4406 self.assertTrue(m.debug)
4407
4408 def test_process(self):
4409 with mock.patch("market.Market") as market_mock,\
4410 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4411
4412 args_mock = mock.Mock()
4413 args_mock.action = "action"
4414 args_mock.config = "config"
4415 args_mock.user = "user"
4416 args_mock.debug = "debug"
4417 args_mock.before = "before"
4418 args_mock.after = "after"
4419 self.assertEqual("", stdout_mock.getvalue())
4420
4421 main.process("config", 3, 1, args_mock, "report_path", "pg_config")
4422
4423 market_mock.from_config.assert_has_calls([
4424 mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"),
4425 mock.call().process("action", before="before", after="after"),
4426 ])
4427
4428 with self.subTest(exception=True):
4429 market_mock.from_config.side_effect = Exception("boo")
4430 main.process(3, "config", 1, "report_path", args_mock, "pg_config")
4431 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
4432
4433 def test_main(self):
4434 with self.subTest(parallel=False):
4435 with mock.patch("main.parse_args") as parse_args,\
4436 mock.patch("main.parse_config") as parse_config,\
4437 mock.patch("main.fetch_markets") as fetch_markets,\
4438 mock.patch("main.process") as process:
4439
4440 args_mock = mock.Mock()
4441 args_mock.parallel = False
4442 args_mock.config = "config"
4443 args_mock.user = "user"
4444 parse_args.return_value = args_mock
4445
4446 parse_config.return_value = ["pg_config", "report_path"]
4447
4448 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4449
4450 main.main(["Foo", "Bar"])
4451
4452 parse_args.assert_called_with(["Foo", "Bar"])
4453 parse_config.assert_called_with("config")
4454 fetch_markets.assert_called_with("pg_config", "user")
4455
4456 self.assertEqual(2, process.call_count)
4457 process.assert_has_calls([
4458 mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
4459 mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
4460 ])
4461 with self.subTest(parallel=True):
4462 with mock.patch("main.parse_args") as parse_args,\
4463 mock.patch("main.parse_config") as parse_config,\
4464 mock.patch("main.fetch_markets") as fetch_markets,\
4465 mock.patch("main.process") as process,\
4466 mock.patch("store.Portfolio.start_worker") as start:
4467
4468 args_mock = mock.Mock()
4469 args_mock.parallel = True
4470 args_mock.config = "config"
4471 args_mock.user = "user"
4472 parse_args.return_value = args_mock
4473
4474 parse_config.return_value = ["pg_config", "report_path"]
4475
4476 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4477
4478 main.main(["Foo", "Bar"])
4479
4480 parse_args.assert_called_with(["Foo", "Bar"])
4481 parse_config.assert_called_with("config")
4482 fetch_markets.assert_called_with("pg_config", "user")
4483
4484 start.assert_called_once_with()
4485 self.assertEqual(2, process.call_count)
4486 process.assert_has_calls([
4487 mock.call.__bool__(),
4488 mock.call("config1", 3, 1, args_mock, "report_path", "pg_config"),
4489 mock.call.__bool__(),
4490 mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
4491 ])
4492
4493 @mock.patch.object(main.sys, "exit")
4494 @mock.patch("main.configparser")
4495 @mock.patch("main.os")
4496 def test_parse_config(self, os, configparser, exit):
4497 with self.subTest(pg_config=True, report_path=None):
4498 config_mock = mock.MagicMock()
4499 configparser.ConfigParser.return_value = config_mock
4500 def config(element):
4501 return element == "postgresql"
4502
4503 config_mock.__contains__.side_effect = config
4504 config_mock.__getitem__.return_value = "pg_config"
4505
4506 result = main.parse_config("configfile")
4507
4508 config_mock.read.assert_called_with("configfile")
4509
4510 self.assertEqual(["pg_config", None], result)
4511
4512 with self.subTest(pg_config=True, report_path="present"):
4513 config_mock = mock.MagicMock()
4514 configparser.ConfigParser.return_value = config_mock
4515
4516 config_mock.__contains__.return_value = True
4517 config_mock.__getitem__.side_effect = [
4518 {"report_path": "report_path"},
4519 {"report_path": "report_path"},
4520 "pg_config",
4521 ]
4522
4523 os.path.exists.return_value = False
4524 result = main.parse_config("configfile")
4525
4526 config_mock.read.assert_called_with("configfile")
4527 self.assertEqual(["pg_config", "report_path"], result)
4528 os.path.exists.assert_called_once_with("report_path")
4529 os.makedirs.assert_called_once_with("report_path")
4530
4531 with self.subTest(pg_config=False),\
4532 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4533 config_mock = mock.MagicMock()
4534 configparser.ConfigParser.return_value = config_mock
4535 result = main.parse_config("configfile")
4536
4537 config_mock.read.assert_called_with("configfile")
4538 exit.assert_called_once_with(1)
4539 self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
4540
4541 @mock.patch.object(main.sys, "exit")
4542 def test_parse_args(self, exit):
4543 with self.subTest(config="config.ini"):
4544 args = main.parse_args([])
4545 self.assertEqual("config.ini", args.config)
4546 self.assertFalse(args.before)
4547 self.assertFalse(args.after)
4548 self.assertFalse(args.debug)
4549
4550 args = main.parse_args(["--before", "--after", "--debug"])
4551 self.assertTrue(args.before)
4552 self.assertTrue(args.after)
4553 self.assertTrue(args.debug)
4554
4555 exit.assert_not_called()
4556
4557 with self.subTest(config="inexistant"),\
4558 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4559 args = main.parse_args(["--config", "foo.bar"])
4560 exit.assert_called_once_with(1)
4561 self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
4562
4563 @mock.patch.object(main, "psycopg2")
4564 def test_fetch_markets(self, psycopg2):
4565 connect_mock = mock.Mock()
4566 cursor_mock = mock.MagicMock()
4567 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
4568
4569 connect_mock.cursor.return_value = cursor_mock
4570 psycopg2.connect.return_value = connect_mock
4571
4572 with self.subTest(user=None):
4573 rows = list(main.fetch_markets({"foo": "bar"}, None))
4574
4575 psycopg2.connect.assert_called_once_with(foo="bar")
4576 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
4577
4578 self.assertEqual(["row_1", "row_2"], rows)
4579
4580 psycopg2.connect.reset_mock()
4581 cursor_mock.execute.reset_mock()
4582 with self.subTest(user=1):
4583 rows = list(main.fetch_markets({"foo": "bar"}, 1))
4584
4585 psycopg2.connect.assert_called_once_with(foo="bar")
4586 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
4587
4588 self.assertEqual(["row_1", "row_2"], rows)
4589
4590
4591 @unittest.skipUnless("unit" in limits, "Unit skipped")
4592 class ProcessorTest(WebMockTestCase):
4593 def test_values(self):
4594 processor = market.Processor(self.m)
4595
4596 self.assertEqual(self.m, processor.market)
4597
4598 def test_run_action(self):
4599 processor = market.Processor(self.m)
4600
4601 with mock.patch.object(processor, "parse_args") as parse_args:
4602 method_mock = mock.Mock()
4603 parse_args.return_value = [method_mock, { "foo": "bar" }]
4604
4605 processor.run_action("foo", "bar", "baz")
4606
4607 parse_args.assert_called_with("foo", "bar", "baz")
4608
4609 method_mock.assert_called_with(foo="bar")
4610
4611 processor.run_action("wait_for_recent", "bar", "baz")
4612
4613 method_mock.assert_called_with(foo="bar")
4614
4615 def test_select_step(self):
4616 processor = market.Processor(self.m)
4617
4618 scenario = processor.scenarios["sell_all"]
4619
4620 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
4621 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
4622 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
4623 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
4624 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
4625
4626 with self.assertRaises(TypeError):
4627 processor.select_steps(scenario, ["wait"])
4628
4629 @mock.patch("market.Processor.process_step")
4630 def test_process(self, process_step):
4631 processor = market.Processor(self.m)
4632
4633 processor.process("sell_all", foo="bar")
4634 self.assertEqual(3, process_step.call_count)
4635
4636 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
4637 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
4638 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
4639 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
4640 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
4641 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
4642
4643 process_step.reset_mock()
4644
4645 processor.process("sell_needed", steps=["before", "after"])
4646 self.assertEqual(3, process_step.call_count)
4647
4648 def test_method_arguments(self):
4649 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
4650 m = market.Market(ccxt, self.market_args())
4651
4652 processor = market.Processor(m)
4653
4654 method, arguments = processor.method_arguments("wait_for_recent")
4655 self.assertEqual(market.Portfolio.wait_for_recent, method)
4656 self.assertEqual(["delta", "poll"], arguments)
4657
4658 method, arguments = processor.method_arguments("prepare_trades")
4659 self.assertEqual(m.prepare_trades, method)
4660 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
4661
4662 method, arguments = processor.method_arguments("prepare_orders")
4663 self.assertEqual(m.trades.prepare_orders, method)
4664
4665 method, arguments = processor.method_arguments("move_balances")
4666 self.assertEqual(m.move_balances, method)
4667
4668 method, arguments = processor.method_arguments("run_orders")
4669 self.assertEqual(m.trades.run_orders, method)
4670
4671 method, arguments = processor.method_arguments("follow_orders")
4672 self.assertEqual(m.follow_orders, method)
4673
4674 method, arguments = processor.method_arguments("close_trades")
4675 self.assertEqual(m.trades.close_trades, method)
4676
4677 def test_process_step(self):
4678 processor = market.Processor(self.m)
4679
4680 with mock.patch.object(processor, "run_action") as run_action:
4681 step = processor.scenarios["sell_needed"][1]
4682
4683 processor.process_step("foo", step, {"foo":"bar"})
4684
4685 self.m.report.log_stage.assert_has_calls([
4686 mock.call("process_foo__1_sell_begin"),
4687 mock.call("process_foo__1_sell_end"),
4688 ])
4689 self.m.balances.fetch_balances.assert_has_calls([
4690 mock.call(tag="process_foo__1_sell_begin"),
4691 mock.call(tag="process_foo__1_sell_end"),
4692 ])
4693
4694 self.assertEqual(5, run_action.call_count)
4695
4696 run_action.assert_has_calls([
4697 mock.call('prepare_trades', {}, {'foo': 'bar'}),
4698 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
4699 mock.call('run_orders', {}, {'foo': 'bar'}),
4700 mock.call('follow_orders', {}, {'foo': 'bar'}),
4701 mock.call('close_trades', {}, {'foo': 'bar'}),
4702 ])
4703
4704 self.m.reset_mock()
4705 with mock.patch.object(processor, "run_action") as run_action:
4706 step = processor.scenarios["sell_needed"][0]
4707
4708 processor.process_step("foo", step, {"foo":"bar"})
4709 self.m.balances.fetch_balances.assert_not_called()
4710
4711 def test_parse_args(self):
4712 processor = market.Processor(self.m)
4713
4714 with mock.patch.object(processor, "method_arguments") as method_arguments:
4715 method_mock = mock.Mock()
4716 method_arguments.return_value = [
4717 method_mock,
4718 ["foo2", "foo"]
4719 ]
4720 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
4721
4722 self.assertEqual(method_mock, method)
4723 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
4724
4725 with mock.patch.object(processor, "method_arguments") as method_arguments:
4726 method_mock = mock.Mock()
4727 method_arguments.return_value = [
4728 method_mock,
4729 ["repartition"]
4730 ]
4731 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
4732
4733 self.assertEqual(1, len(args["repartition"]))
4734 self.assertIn("BTC", args["repartition"])
4735
4736 with mock.patch.object(processor, "method_arguments") as method_arguments:
4737 method_mock = mock.Mock()
4738 method_arguments.return_value = [
4739 method_mock,
4740 ["repartition", "base_currency"]
4741 ]
4742 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
4743
4744 self.assertEqual(1, len(args["repartition"]))
4745 self.assertIn("USDT", args["repartition"])
4746
4747 with mock.patch.object(processor, "method_arguments") as method_arguments:
4748 method_mock = mock.Mock()
4749 method_arguments.return_value = [
4750 method_mock,
4751 ["repartition", "base_currency"]
4752 ]
4753 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
4754
4755 self.assertEqual(1, len(args["repartition"]))
4756 self.assertIn("ETH", args["repartition"])
4757
4758
4759 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
4760 class AcceptanceTest(WebMockTestCase):
4761 @unittest.expectedFailure
4762 def test_success_sell_only_necessary(self):
4763 # FIXME: catch stdout
4764 self.m.report.verbose_print = False
4765 fetch_balance = {
4766 "ETH": {
4767 "exchange_free": D("1.0"),
4768 "exchange_used": D("0.0"),
4769 "exchange_total": D("1.0"),
4770 "total": D("1.0"),
4771 },
4772 "ETC": {
4773 "exchange_free": D("4.0"),
4774 "exchange_used": D("0.0"),
4775 "exchange_total": D("4.0"),
4776 "total": D("4.0"),
4777 },
4778 "XVG": {
4779 "exchange_free": D("1000.0"),
4780 "exchange_used": D("0.0"),
4781 "exchange_total": D("1000.0"),
4782 "total": D("1000.0"),
4783 },
4784 }
4785 repartition = {
4786 "ETH": (D("0.25"), "long"),
4787 "ETC": (D("0.25"), "long"),
4788 "BTC": (D("0.4"), "long"),
4789 "BTD": (D("0.01"), "short"),
4790 "B2X": (D("0.04"), "long"),
4791 "USDT": (D("0.05"), "long"),
4792 }
4793
4794 def fetch_ticker(symbol):
4795 if symbol == "ETH/BTC":
4796 return {
4797 "symbol": "ETH/BTC",
4798 "bid": D("0.14"),
4799 "ask": D("0.16")
4800 }
4801 if symbol == "ETC/BTC":
4802 return {
4803 "symbol": "ETC/BTC",
4804 "bid": D("0.002"),
4805 "ask": D("0.003")
4806 }
4807 if symbol == "XVG/BTC":
4808 return {
4809 "symbol": "XVG/BTC",
4810 "bid": D("0.00003"),
4811 "ask": D("0.00005")
4812 }
4813 if symbol == "BTD/BTC":
4814 return {
4815 "symbol": "BTD/BTC",
4816 "bid": D("0.0008"),
4817 "ask": D("0.0012")
4818 }
4819 if symbol == "B2X/BTC":
4820 return {
4821 "symbol": "B2X/BTC",
4822 "bid": D("0.0008"),
4823 "ask": D("0.0012")
4824 }
4825 if symbol == "USDT/BTC":
4826 raise helper.ExchangeError
4827 if symbol == "BTC/USDT":
4828 return {
4829 "symbol": "BTC/USDT",
4830 "bid": D("14000"),
4831 "ask": D("16000")
4832 }
4833 self.fail("Shouldn't have been called with {}".format(symbol))
4834
4835 market = mock.Mock()
4836 market.fetch_all_balances.return_value = fetch_balance
4837 market.fetch_ticker.side_effect = fetch_ticker
4838 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
4839 # Action 1
4840 helper.prepare_trades(market)
4841
4842 balances = portfolio.BalanceStore.all
4843 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
4844 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
4845 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
4846
4847
4848 trades = portfolio.TradeStore.all
4849 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
4850 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
4851 self.assertEqual("dispose", trades[0].action)
4852
4853 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
4854 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
4855 self.assertEqual("acquire", trades[1].action)
4856
4857 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4858 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4859 self.assertEqual("dispose", trades[2].action)
4860
4861 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4862 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4863 self.assertEqual("acquire", trades[3].action)
4864
4865 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4866 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4867 self.assertEqual("acquire", trades[4].action)
4868
4869 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4870 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4871 self.assertEqual("acquire", trades[5].action)
4872
4873 # Action 2
4874 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
4875
4876 all_orders = portfolio.TradeStore.all_orders(state="pending")
4877 self.assertEqual(2, len(all_orders))
4878 self.assertEqual(2, 3*all_orders[0].amount.value)
4879 self.assertEqual(D("0.14014"), all_orders[0].rate)
4880 self.assertEqual(1000, all_orders[1].amount.value)
4881 self.assertEqual(D("0.00003003"), all_orders[1].rate)
4882
4883
4884 def create_order(symbol, type, action, amount, price=None, account="exchange"):
4885 self.assertEqual("limit", type)
4886 if symbol == "ETH/BTC":
4887 self.assertEqual("sell", action)
4888 self.assertEqual(D('0.66666666'), amount)
4889 self.assertEqual(D("0.14014"), price)
4890 elif symbol == "XVG/BTC":
4891 self.assertEqual("sell", action)
4892 self.assertEqual(1000, amount)
4893 self.assertEqual(D("0.00003003"), price)
4894 else:
4895 self.fail("I shouldn't have been called")
4896
4897 return {
4898 "id": symbol,
4899 }
4900 market.create_order.side_effect = create_order
4901 market.order_precision.return_value = 8
4902
4903 # Action 3
4904 portfolio.TradeStore.run_orders()
4905
4906 self.assertEqual("open", all_orders[0].status)
4907 self.assertEqual("open", all_orders[1].status)
4908
4909 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
4910 market.privatePostReturnOrderTrades.return_value = [
4911 {
4912 "tradeID": 42, "type": "buy", "fee": "0.0015",
4913 "date": "2017-12-30 12:00:12", "rate": "0.1",
4914 "amount": "10", "total": "1"
4915 }
4916 ]
4917 with mock.patch.object(market.time, "sleep") as sleep:
4918 # Action 4
4919 helper.follow_orders(verbose=False)
4920
4921 sleep.assert_called_with(30)
4922
4923 for order in all_orders:
4924 self.assertEqual("closed", order.status)
4925
4926 fetch_balance = {
4927 "ETH": {
4928 "exchange_free": D("1.0") / 3,
4929 "exchange_used": D("0.0"),
4930 "exchange_total": D("1.0") / 3,
4931 "margin_total": 0,
4932 "total": D("1.0") / 3,
4933 },
4934 "BTC": {
4935 "exchange_free": D("0.134"),
4936 "exchange_used": D("0.0"),
4937 "exchange_total": D("0.134"),
4938 "margin_total": 0,
4939 "total": D("0.134"),
4940 },
4941 "ETC": {
4942 "exchange_free": D("4.0"),
4943 "exchange_used": D("0.0"),
4944 "exchange_total": D("4.0"),
4945 "margin_total": 0,
4946 "total": D("4.0"),
4947 },
4948 "XVG": {
4949 "exchange_free": D("0.0"),
4950 "exchange_used": D("0.0"),
4951 "exchange_total": D("0.0"),
4952 "margin_total": 0,
4953 "total": D("0.0"),
4954 },
4955 }
4956 market.fetch_all_balances.return_value = fetch_balance
4957
4958 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
4959 # Action 5
4960 helper.prepare_trades(market, only="acquire", compute_value="average")
4961
4962 balances = portfolio.BalanceStore.all
4963 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
4964 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
4965 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
4966 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
4967
4968
4969 trades = portfolio.TradeStore.all
4970 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
4971 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
4972 self.assertEqual("dispose", trades[0].action)
4973
4974 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
4975 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
4976 self.assertEqual("acquire", trades[1].action)
4977
4978 self.assertNotIn("BTC", trades)
4979
4980 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
4981 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
4982 self.assertEqual("dispose", trades[2].action)
4983
4984 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
4985 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
4986 self.assertEqual("acquire", trades[3].action)
4987
4988 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
4989 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
4990 self.assertEqual("acquire", trades[4].action)
4991
4992 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
4993 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
4994 self.assertEqual("acquire", trades[5].action)
4995
4996 # Action 6
4997 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
4998
4999 all_orders = portfolio.TradeStore.all_orders(state="pending")
5000 self.assertEqual(4, len(all_orders))
5001 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
5002 self.assertEqual(D("0.003"), all_orders[0].rate)
5003 self.assertEqual("buy", all_orders[0].action)
5004 self.assertEqual("long", all_orders[0].trade_type)
5005
5006 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
5007 self.assertEqual(D("0.0012"), all_orders[1].rate)
5008 self.assertEqual("sell", all_orders[1].action)
5009 self.assertEqual("short", all_orders[1].trade_type)
5010
5011 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
5012 self.assertAlmostEqual(0, diff.value)
5013 self.assertEqual(D("0.0012"), all_orders[2].rate)
5014 self.assertEqual("buy", all_orders[2].action)
5015 self.assertEqual("long", all_orders[2].trade_type)
5016
5017 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
5018 self.assertEqual(D("16000"), all_orders[3].rate)
5019 self.assertEqual("sell", all_orders[3].action)
5020 self.assertEqual("long", all_orders[3].trade_type)
5021
5022 # Action 6b
5023 # TODO:
5024 # Move balances to margin
5025
5026 # Action 7
5027 # TODO
5028 # portfolio.TradeStore.run_orders()
5029
5030 with mock.patch.object(market.time, "sleep") as sleep:
5031 # Action 8
5032 helper.follow_orders(verbose=False)
5033
5034 sleep.assert_called_with(30)
5035
5036 if __name__ == '__main__':
5037 unittest.main()
The trade bot responsible to follow the cryptoportfolio every week