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