test.py

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