test.py

   1 import sys
   2 import portfolio
   3 import unittest
   4 from decimal import Decimal as D
   5 from unittest import mock
   6 import requests
   7 import requests_mock
   8 from io import StringIO
   9 import helper
  10
  11 limits = ["acceptance", "unit"]
  12 for test_type in limits:
  13     if "--no{}".format(test_type) in sys.argv:
  14         sys.argv.remove("--no{}".format(test_type))
  15         limits.remove(test_type)
  16     if "--only{}".format(test_type) in sys.argv:
  17         sys.argv.remove("--only{}".format(test_type))
  18         limits = [test_type]
  19         break
  20
  21 class WebMockTestCase(unittest.TestCase):
  22     import time
  23
  24     def setUp(self):
  25         super(WebMockTestCase, self).setUp()
  26         self.wm = requests_mock.Mocker()
  27         self.wm.start()
  28
  29         self.patchers = [
  30                 mock.patch.multiple(portfolio.BalanceStore,
  31                     all={},),
  32                 mock.patch.multiple(portfolio.TradeStore,
  33                     all=[],
  34                     debug=False),
  35                 mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
  36                 mock.patch.multiple(portfolio.Computation,
  37                     computations=portfolio.Computation.computations),
  38                 mock.patch.multiple(helper,
  39                     fees_cache={},
  40                     ticker_cache={},
  41                     ticker_cache_timestamp=self.time.time()),
  42                 ]
  43         for patcher in self.patchers:
  44             patcher.start()
  45
  46     def tearDown(self):
  47         for patcher in self.patchers:
  48             patcher.stop()
  49         self.wm.stop()
  50         super(WebMockTestCase, self).tearDown()
  51
  52 @unittest.skipUnless("unit" in limits, "Unit skipped")
  53 class PortfolioTest(WebMockTestCase):
  54     def fill_data(self):
  55         if self.json_response is not None:
  56             portfolio.Portfolio.data = self.json_response
  57
  58     def setUp(self):
  59         super(PortfolioTest, self).setUp()
  60
  61         with open("test_portfolio.json") as example:
  62             self.json_response = example.read()
  63
  64         self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
  65
  66     def test_get_cryptoportfolio(self):
  67         self.wm.get(portfolio.Portfolio.URL, [
  68             {"text":'{ "foo": "bar" }', "status_code": 200},
  69             {"text": "System Error", "status_code": 500},
  70             {"exc": requests.exceptions.ConnectTimeout},
  71             ])
  72         portfolio.Portfolio.get_cryptoportfolio()
  73         self.assertIn("foo", portfolio.Portfolio.data)
  74         self.assertEqual("bar", portfolio.Portfolio.data["foo"])
  75         self.assertTrue(self.wm.called)
  76         self.assertEqual(1, self.wm.call_count)
  77
  78         portfolio.Portfolio.get_cryptoportfolio()
  79         self.assertIsNone(portfolio.Portfolio.data)
  80         self.assertEqual(2, self.wm.call_count)
  81
  82         portfolio.Portfolio.data = "Foo"
  83         portfolio.Portfolio.get_cryptoportfolio()
  84         self.assertEqual("Foo", portfolio.Portfolio.data)
  85         self.assertEqual(3, self.wm.call_count)
  86
  87     def test_parse_cryptoportfolio(self):
  88         portfolio.Portfolio.parse_cryptoportfolio()
  89
  90         self.assertListEqual(
  91                 ["medium", "high"],
  92                 list(portfolio.Portfolio.liquidities.keys()))
  93
  94         liquidities = portfolio.Portfolio.liquidities
  95         self.assertEqual(10, len(liquidities["medium"].keys()))
  96         self.assertEqual(10, len(liquidities["high"].keys()))
  97
  98         expected = {
  99                 'BTC':  (D("0.2857"), "long"),
 100                 'DGB':  (D("0.1015"), "long"),
 101                 'DOGE': (D("0.1805"), "long"),
 102                 'SC':   (D("0.0623"), "long"),
 103                 'ZEC':  (D("0.3701"), "long"),
 104                 }
 105         self.assertDictEqual(expected, liquidities["high"]['2018-01-08'])
 106
 107         expected = {
 108                 'BTC':  (D("1.1102e-16"), "long"),
 109                 'ETC':  (D("0.1"), "long"),
 110                 'FCT':  (D("0.1"), "long"),
 111                 'GAS':  (D("0.1"), "long"),
 112                 'NAV':  (D("0.1"), "long"),
 113                 'OMG':  (D("0.1"), "long"),
 114                 'OMNI': (D("0.1"), "long"),
 115                 'PPC':  (D("0.1"), "long"),
 116                 'RIC':  (D("0.1"), "long"),
 117                 'VIA':  (D("0.1"), "long"),
 118                 'XCP':  (D("0.1"), "long"),
 119                 }
 120         self.assertDictEqual(expected, liquidities["medium"]['2018-01-08'])
 121
 122         # It doesn't refetch the data when available
 123         portfolio.Portfolio.parse_cryptoportfolio()
 124
 125         self.assertEqual(1, self.wm.call_count)
 126
 127     def test_repartition(self):
 128         expected_medium = {
 129                 'BTC':   (D("1.1102e-16"), "long"),
 130                 'USDT':  (D("0.1"), "long"),
 131                 'ETC':   (D("0.1"), "long"),
 132                 'FCT':   (D("0.1"), "long"),
 133                 'OMG':   (D("0.1"), "long"),
 134                 'STEEM': (D("0.1"), "long"),
 135                 'STRAT': (D("0.1"), "long"),
 136                 'XEM':   (D("0.1"), "long"),
 137                 'XMR':   (D("0.1"), "long"),
 138                 'XVC':   (D("0.1"), "long"),
 139                 'ZRX':   (D("0.1"), "long"),
 140                 }
 141         expected_high = {
 142                 'USDT': (D("0.1226"), "long"),
 143                 'BTC':  (D("0.1429"), "long"),
 144                 'ETC':  (D("0.1127"), "long"),
 145                 'ETH':  (D("0.1569"), "long"),
 146                 'FCT':  (D("0.3341"), "long"),
 147                 'GAS':  (D("0.1308"), "long"),
 148                 }
 149
 150         self.assertEqual(expected_medium, portfolio.Portfolio.repartition())
 151         self.assertEqual(expected_medium, portfolio.Portfolio.repartition(liquidity="medium"))
 152         self.assertEqual(expected_high, portfolio.Portfolio.repartition(liquidity="high"))
 153
 154 @unittest.skipUnless("unit" in limits, "Unit skipped")
 155 class AmountTest(WebMockTestCase):
 156     def test_values(self):
 157         amount = portfolio.Amount("BTC", "0.65")
 158         self.assertEqual(D("0.65"), amount.value)
 159         self.assertEqual("BTC", amount.currency)
 160
 161     def test_in_currency(self):
 162         amount = portfolio.Amount("ETC", 10)
 163
 164         self.assertEqual(amount, amount.in_currency("ETC", None))
 165
 166         ticker_mock = unittest.mock.Mock()
 167         with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
 168             ticker_mock.return_value = None
 169
 170             self.assertRaises(Exception, amount.in_currency, "ETH", None)
 171
 172         with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
 173             ticker_mock.return_value = {
 174                     "bid": D("0.2"),
 175                     "ask": D("0.4"),
 176                     "average": D("0.3"),
 177                     "foo": "bar",
 178                     }
 179             converted_amount = amount.in_currency("ETH", None)
 180
 181             self.assertEqual(D("3.0"), converted_amount.value)
 182             self.assertEqual("ETH", converted_amount.currency)
 183             self.assertEqual(amount, converted_amount.linked_to)
 184             self.assertEqual("bar", converted_amount.ticker["foo"])
 185
 186             converted_amount = amount.in_currency("ETH", None, action="bid", compute_value="default")
 187             self.assertEqual(D("2"), converted_amount.value)
 188
 189             converted_amount = amount.in_currency("ETH", None, compute_value="ask")
 190             self.assertEqual(D("4"), converted_amount.value)
 191
 192         converted_amount = amount.in_currency("ETH", None, rate=D("0.02"))
 193         self.assertEqual(D("0.2"), converted_amount.value)
 194
 195     def test__round(self):
 196         amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
 197         self.assertEqual(D("1.23456789"), round(amount).value)
 198         self.assertEqual(D("1.23"), round(amount, 2).value)
 199
 200     def test__abs(self):
 201         amount = portfolio.Amount("SC", -120)
 202         self.assertEqual(120, abs(amount).value)
 203         self.assertEqual("SC", abs(amount).currency)
 204
 205         amount = portfolio.Amount("SC", 10)
 206         self.assertEqual(10, abs(amount).value)
 207         self.assertEqual("SC", abs(amount).currency)
 208
 209     def test__add(self):
 210         amount1 = portfolio.Amount("XVG", "12.9")
 211         amount2 = portfolio.Amount("XVG", "13.1")
 212
 213         self.assertEqual(26, (amount1 + amount2).value)
 214         self.assertEqual("XVG", (amount1 + amount2).currency)
 215
 216         amount3 = portfolio.Amount("ETH", "1.6")
 217         with self.assertRaises(Exception):
 218             amount1 + amount3
 219
 220         amount4 = portfolio.Amount("ETH", 0.0)
 221         self.assertEqual(amount1, amount1 + amount4)
 222
 223     def test__radd(self):
 224         amount = portfolio.Amount("XVG", "12.9")
 225
 226         self.assertEqual(amount, 0 + amount)
 227         with self.assertRaises(Exception):
 228             4 + amount
 229
 230     def test__sub(self):
 231         amount1 = portfolio.Amount("XVG", "13.3")
 232         amount2 = portfolio.Amount("XVG", "13.1")
 233
 234         self.assertEqual(D("0.2"), (amount1 - amount2).value)
 235         self.assertEqual("XVG", (amount1 - amount2).currency)
 236
 237         amount3 = portfolio.Amount("ETH", "1.6")
 238         with self.assertRaises(Exception):
 239             amount1 - amount3
 240
 241         amount4 = portfolio.Amount("ETH", 0.0)
 242         self.assertEqual(amount1, amount1 - amount4)
 243
 244     def test__mul(self):
 245         amount = portfolio.Amount("XEM", 11)
 246
 247         self.assertEqual(D("38.5"), (amount * D("3.5")).value)
 248         self.assertEqual(D("33"), (amount * 3).value)
 249
 250         with self.assertRaises(Exception):
 251             amount * amount
 252
 253     def test__rmul(self):
 254         amount = portfolio.Amount("XEM", 11)
 255
 256         self.assertEqual(D("38.5"), (D("3.5") * amount).value)
 257         self.assertEqual(D("33"), (3 * amount).value)
 258
 259     def test__floordiv(self):
 260         amount = portfolio.Amount("XEM", 11)
 261
 262         self.assertEqual(D("5.5"), (amount / 2).value)
 263         self.assertEqual(D("4.4"), (amount / D("2.5")).value)
 264
 265         with self.assertRaises(Exception):
 266             amount / amount
 267
 268     def test__truediv(self):
 269         amount = portfolio.Amount("XEM", 11)
 270
 271         self.assertEqual(D("5.5"), (amount / 2).value)
 272         self.assertEqual(D("4.4"), (amount / D("2.5")).value)
 273
 274     def test__lt(self):
 275         amount1 = portfolio.Amount("BTD", 11.3)
 276         amount2 = portfolio.Amount("BTD", 13.1)
 277
 278         self.assertTrue(amount1 < amount2)
 279         self.assertFalse(amount2 < amount1)
 280         self.assertFalse(amount1 < amount1)
 281
 282         amount3 = portfolio.Amount("BTC", 1.6)
 283         with self.assertRaises(Exception):
 284             amount1 < amount3
 285
 286     def test__le(self):
 287         amount1 = portfolio.Amount("BTD", 11.3)
 288         amount2 = portfolio.Amount("BTD", 13.1)
 289
 290         self.assertTrue(amount1 <= amount2)
 291         self.assertFalse(amount2 <= amount1)
 292         self.assertTrue(amount1 <= amount1)
 293
 294         amount3 = portfolio.Amount("BTC", 1.6)
 295         with self.assertRaises(Exception):
 296             amount1 <= amount3
 297
 298     def test__gt(self):
 299         amount1 = portfolio.Amount("BTD", 11.3)
 300         amount2 = portfolio.Amount("BTD", 13.1)
 301
 302         self.assertTrue(amount2 > amount1)
 303         self.assertFalse(amount1 > amount2)
 304         self.assertFalse(amount1 > amount1)
 305
 306         amount3 = portfolio.Amount("BTC", 1.6)
 307         with self.assertRaises(Exception):
 308             amount3 > amount1
 309
 310     def test__ge(self):
 311         amount1 = portfolio.Amount("BTD", 11.3)
 312         amount2 = portfolio.Amount("BTD", 13.1)
 313
 314         self.assertTrue(amount2 >= amount1)
 315         self.assertFalse(amount1 >= amount2)
 316         self.assertTrue(amount1 >= amount1)
 317
 318         amount3 = portfolio.Amount("BTC", 1.6)
 319         with self.assertRaises(Exception):
 320             amount3 >= amount1
 321
 322     def test__eq(self):
 323         amount1 = portfolio.Amount("BTD", 11.3)
 324         amount2 = portfolio.Amount("BTD", 13.1)
 325         amount3 = portfolio.Amount("BTD", 11.3)
 326
 327         self.assertFalse(amount1 == amount2)
 328         self.assertFalse(amount2 == amount1)
 329         self.assertTrue(amount1 == amount3)
 330         self.assertFalse(amount2 == 0)
 331
 332         amount4 = portfolio.Amount("BTC", 1.6)
 333         with self.assertRaises(Exception):
 334             amount1 == amount4
 335
 336         amount5 = portfolio.Amount("BTD", 0)
 337         self.assertTrue(amount5 == 0)
 338
 339     def test__ne(self):
 340         amount1 = portfolio.Amount("BTD", 11.3)
 341         amount2 = portfolio.Amount("BTD", 13.1)
 342         amount3 = portfolio.Amount("BTD", 11.3)
 343
 344         self.assertTrue(amount1 != amount2)
 345         self.assertTrue(amount2 != amount1)
 346         self.assertFalse(amount1 != amount3)
 347         self.assertTrue(amount2 != 0)
 348
 349         amount4 = portfolio.Amount("BTC", 1.6)
 350         with self.assertRaises(Exception):
 351             amount1 != amount4
 352
 353         amount5 = portfolio.Amount("BTD", 0)
 354         self.assertFalse(amount5 != 0)
 355
 356     def test__neg(self):
 357         amount1 = portfolio.Amount("BTD", "11.3")
 358
 359         self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
 360
 361     def test__str(self):
 362         amount1 = portfolio.Amount("BTX", 32)
 363         self.assertEqual("32.00000000 BTX", str(amount1))
 364
 365         amount2 = portfolio.Amount("USDT", 12000)
 366         amount1.linked_to = amount2
 367         self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
 368
 369     def test__repr(self):
 370         amount1 = portfolio.Amount("BTX", 32)
 371         self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
 372
 373         amount2 = portfolio.Amount("USDT", 12000)
 374         amount1.linked_to = amount2
 375         self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
 376
 377         amount3 = portfolio.Amount("BTC", 0.1)
 378         amount2.linked_to = amount3
 379         self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
 380
 381 @unittest.skipUnless("unit" in limits, "Unit skipped")
 382 class BalanceTest(WebMockTestCase):
 383     def test_values(self):
 384         balance = portfolio.Balance("BTC", {
 385             "exchange_total": "0.65",
 386             "exchange_free": "0.35",
 387             "exchange_used": "0.30",
 388             "margin_total": "-10",
 389             "margin_borrowed": "-10",
 390             "margin_free": "0",
 391             "margin_position_type": "short",
 392             "margin_borrowed_base_currency": "USDT",
 393             "margin_liquidation_price": "1.20",
 394             "margin_pending_gain": "10",
 395             "margin_lending_fees": "0.4",
 396             "margin_borrowed_base_price": "0.15",
 397             })
 398         self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
 399         self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
 400         self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
 401         self.assertEqual("BTC", balance.exchange_total.currency)
 402         self.assertEqual("BTC", balance.exchange_free.currency)
 403         self.assertEqual("BTC", balance.exchange_total.currency)
 404
 405         self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
 406         self.assertEqual(portfolio.D("-10"), balance.margin_borrowed.value)
 407         self.assertEqual(portfolio.D("0"), balance.margin_free.value)
 408         self.assertEqual("BTC", balance.margin_total.currency)
 409         self.assertEqual("BTC", balance.margin_borrowed.currency)
 410         self.assertEqual("BTC", balance.margin_free.currency)
 411
 412         self.assertEqual("BTC", balance.currency)
 413
 414         self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
 415         self.assertEqual("USDT", balance.margin_lending_fees.currency)
 416
 417     def test__repr(self):
 418         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
 419                 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
 420         balance = portfolio.Balance("BTX", { "exchange_total": 3,
 421             "exchange_used": 1, "exchange_free": 2 })
 422         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
 423
 424         balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
 425         self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
 426
 427         balance = portfolio.Balance("BTX", { "margin_total": 3,
 428             "margin_borrowed": 1, "margin_free": 2 })
 429         self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
 430
 431         balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_free": 2 })
 432         self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
 433
 434         balance = portfolio.Balance("BTX", { "margin_total": -3,
 435             "margin_borrowed_base_price": D("0.1"),
 436             "margin_borrowed_base_currency": "BTC",
 437             "margin_lending_fees": D("0.002") })
 438         self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
 439
 440         balance = portfolio.Balance("BTX", { "margin_total": 1,
 441             "margin_borrowed": 1, "exchange_free": 2, "exchange_total": 2})
 442         self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [borrowed 1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
 443
 444 @unittest.skipUnless("unit" in limits, "Unit skipped")
 445 class HelperTest(WebMockTestCase):
 446     def test_get_ticker(self):
 447         market = mock.Mock()
 448         market.fetch_ticker.side_effect = [
 449                 { "bid": 1, "ask": 3 },
 450                 helper.ExchangeError("foo"),
 451                 { "bid": 10, "ask": 40 },
 452                 helper.ExchangeError("foo"),
 453                 helper.ExchangeError("foo"),
 454                 ]
 455
 456         ticker = helper.get_ticker("ETH", "ETC", market)
 457         market.fetch_ticker.assert_called_with("ETH/ETC")
 458         self.assertEqual(1, ticker["bid"])
 459         self.assertEqual(3, ticker["ask"])
 460         self.assertEqual(2, ticker["average"])
 461         self.assertFalse(ticker["inverted"])
 462
 463         ticker = helper.get_ticker("ETH", "XVG", market)
 464         self.assertEqual(0.0625, ticker["average"])
 465         self.assertTrue(ticker["inverted"])
 466         self.assertIn("original", ticker)
 467         self.assertEqual(10, ticker["original"]["bid"])
 468
 469         ticker = helper.get_ticker("XVG", "XMR", market)
 470         self.assertIsNone(ticker)
 471
 472         market.fetch_ticker.assert_has_calls([
 473             mock.call("ETH/ETC"),
 474             mock.call("ETH/XVG"),
 475             mock.call("XVG/ETH"),
 476             mock.call("XVG/XMR"),
 477             mock.call("XMR/XVG"),
 478             ])
 479
 480         market2 = mock.Mock()
 481         market2.fetch_ticker.side_effect = [
 482                 { "bid": 1, "ask": 3 },
 483                 { "bid": 1.2, "ask": 3.5 },
 484                 ]
 485         ticker1 = helper.get_ticker("ETH", "ETC", market2)
 486         ticker2 = helper.get_ticker("ETH", "ETC", market2)
 487         ticker3 = helper.get_ticker("ETC", "ETH", market2)
 488         market2.fetch_ticker.assert_called_once_with("ETH/ETC")
 489         self.assertEqual(1, ticker1["bid"])
 490         self.assertDictEqual(ticker1, ticker2)
 491         self.assertDictEqual(ticker1, ticker3["original"])
 492
 493         ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True)
 494         ticker5 = helper.get_ticker("ETH", "ETC", market2)
 495         self.assertEqual(1.2, ticker4["bid"])
 496         self.assertDictEqual(ticker4, ticker5)
 497
 498         market3 = mock.Mock()
 499         market3.fetch_ticker.side_effect = [
 500                 { "bid": 1, "ask": 3 },
 501                 { "bid": 1.2, "ask": 3.5 },
 502                 ]
 503         ticker6 = helper.get_ticker("ETH", "ETC", market3)
 504         helper.ticker_cache_timestamp -= 4
 505         ticker7 = helper.get_ticker("ETH", "ETC", market3)
 506         helper.ticker_cache_timestamp -= 2
 507         ticker8 = helper.get_ticker("ETH", "ETC", market3)
 508         self.assertDictEqual(ticker6, ticker7)
 509         self.assertEqual(1.2, ticker8["bid"])
 510
 511     def test_fetch_fees(self):
 512         market = mock.Mock()
 513         market.fetch_fees.return_value = "Foo"
 514         self.assertEqual("Foo", helper.fetch_fees(market))
 515         market.fetch_fees.assert_called_once()
 516         self.assertEqual("Foo", helper.fetch_fees(market))
 517         market.fetch_fees.assert_called_once()
 518
 519     @mock.patch.object(portfolio.Portfolio, "repartition")
 520     @mock.patch.object(helper, "get_ticker")
 521     @mock.patch.object(portfolio.TradeStore, "compute_trades")
 522     def test_prepare_trades(self, compute_trades, get_ticker, repartition):
 523         repartition.return_value = {
 524                 "XEM": (D("0.75"), "long"),
 525                 "BTC": (D("0.25"), "long"),
 526                 }
 527         def _get_ticker(c1, c2, market):
 528             if c1 == "USDT" and c2 == "BTC":
 529                 return { "average": D("0.0001") }
 530             if c1 == "XVG" and c2 == "BTC":
 531                 return { "average": D("0.000001") }
 532             if c1 == "XEM" and c2 == "BTC":
 533                 return { "average": D("0.001") }
 534             self.fail("Should be called with {}, {}".format(c1, c2))
 535         get_ticker.side_effect = _get_ticker
 536
 537         market = mock.Mock()
 538         market.fetch_all_balances.return_value = {
 539                 "USDT": {
 540                     "exchange_free": D("10000.0"),
 541                     "exchange_used": D("0.0"),
 542                     "exchange_total": D("10000.0"),
 543                     "total": D("10000.0")
 544                     },
 545                 "XVG": {
 546                     "exchange_free": D("10000.0"),
 547                     "exchange_used": D("0.0"),
 548                     "exchange_total": D("10000.0"),
 549                     "total": D("10000.0")
 550                     },
 551                 }
 552         helper.prepare_trades(market)
 553         compute_trades.assert_called()
 554
 555         call = compute_trades.call_args
 556         self.assertEqual(market, call[1]["market"])
 557         self.assertEqual(1, call[0][0]["USDT"].value)
 558         self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
 559         self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
 560         self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
 561
 562     @mock.patch.object(portfolio.Portfolio, "repartition")
 563     @mock.patch.object(helper, "get_ticker")
 564     @mock.patch.object(portfolio.TradeStore, "compute_trades")
 565     def test_update_trades(self, compute_trades, get_ticker, repartition):
 566         repartition.return_value = {
 567                 "XEM": (D("0.75"), "long"),
 568                 "BTC": (D("0.25"), "long"),
 569                 }
 570         def _get_ticker(c1, c2, market):
 571             if c1 == "USDT" and c2 == "BTC":
 572                 return { "average": D("0.0001") }
 573             if c1 == "XVG" and c2 == "BTC":
 574                 return { "average": D("0.000001") }
 575             if c1 == "XEM" and c2 == "BTC":
 576                 return { "average": D("0.001") }
 577             self.fail("Should be called with {}, {}".format(c1, c2))
 578         get_ticker.side_effect = _get_ticker
 579
 580         market = mock.Mock()
 581         market.fetch_all_balances.return_value = {
 582                 "USDT": {
 583                     "exchange_free": D("10000.0"),
 584                     "exchange_used": D("0.0"),
 585                     "exchange_total": D("10000.0"),
 586                     "total": D("10000.0")
 587                     },
 588                 "XVG": {
 589                     "exchange_free": D("10000.0"),
 590                     "exchange_used": D("0.0"),
 591                     "exchange_total": D("10000.0"),
 592                     "total": D("10000.0")
 593                     },
 594                 }
 595         helper.update_trades(market)
 596         compute_trades.assert_called()
 597
 598         call = compute_trades.call_args
 599         self.assertEqual(market, call[1]["market"])
 600         self.assertEqual(1, call[0][0]["USDT"].value)
 601         self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
 602         self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
 603         self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
 604
 605     @mock.patch.object(portfolio.Portfolio, "repartition")
 606     @mock.patch.object(helper, "get_ticker")
 607     @mock.patch.object(portfolio.TradeStore, "compute_trades")
 608     def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
 609         def _get_ticker(c1, c2, market):
 610             if c1 == "USDT" and c2 == "BTC":
 611                 return { "average": D("0.0001") }
 612             if c1 == "XVG" and c2 == "BTC":
 613                 return { "average": D("0.000001") }
 614             self.fail("Should be called with {}, {}".format(c1, c2))
 615         get_ticker.side_effect = _get_ticker
 616
 617         market = mock.Mock()
 618         market.fetch_all_balances.return_value = {
 619                 "USDT": {
 620                     "exchange_free": D("10000.0"),
 621                     "exchange_used": D("0.0"),
 622                     "exchange_total": D("10000.0"),
 623                     "total": D("10000.0")
 624                     },
 625                 "XVG": {
 626                     "exchange_free": D("10000.0"),
 627                     "exchange_used": D("0.0"),
 628                     "exchange_total": D("10000.0"),
 629                     "total": D("10000.0")
 630                     },
 631                 }
 632         helper.prepare_trades_to_sell_all(market)
 633         repartition.assert_not_called()
 634         compute_trades.assert_called()
 635
 636         call = compute_trades.call_args
 637         self.assertEqual(market, call[1]["market"])
 638         self.assertEqual(1, call[0][0]["USDT"].value)
 639         self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
 640         self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
 641
 642     @mock.patch.object(portfolio.time, "sleep")
 643     @mock.patch.object(portfolio.TradeStore, "all_orders")
 644     def test_follow_orders(self, all_orders, time_mock):
 645         for verbose, debug, sleep in [
 646                 (True, False, None), (False, False, None),
 647                 (True, True, None), (True, False, 12),
 648                 (True, True, 12)]:
 649             with self.subTest(sleep=sleep, debug=debug, verbose=verbose), \
 650                     mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
 651                 portfolio.TradeStore.debug = debug
 652                 order_mock1 = mock.Mock()
 653                 order_mock2 = mock.Mock()
 654                 order_mock3 = mock.Mock()
 655                 all_orders.side_effect = [
 656                         [order_mock1, order_mock2],
 657                         [order_mock1, order_mock2],
 658
 659                         [order_mock1, order_mock3],
 660                         [order_mock1, order_mock3],
 661
 662                         [order_mock1, order_mock3],
 663                         [order_mock1, order_mock3],
 664
 665                         []
 666                         ]
 667
 668                 order_mock1.get_status.side_effect = ["open", "open", "closed"]
 669                 order_mock2.get_status.side_effect = ["open"]
 670                 order_mock3.get_status.side_effect = ["open", "closed"]
 671
 672                 order_mock1.trade = mock.Mock()
 673                 order_mock2.trade = mock.Mock()
 674                 order_mock3.trade = mock.Mock()
 675
 676                 helper.follow_orders(verbose=verbose, sleep=sleep)
 677
 678                 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
 679                 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
 680                 self.assertEqual(2, order_mock1.trade.update_order.call_count)
 681                 self.assertEqual(3, order_mock1.get_status.call_count)
 682
 683                 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
 684                 self.assertEqual(1, order_mock2.trade.update_order.call_count)
 685                 self.assertEqual(1, order_mock2.get_status.call_count)
 686
 687                 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
 688                 self.assertEqual(1, order_mock3.trade.update_order.call_count)
 689                 self.assertEqual(2, order_mock3.get_status.call_count)
 690
 691                 if sleep is None:
 692                     if debug:
 693                         time_mock.assert_called_with(7)
 694                     else:
 695                         time_mock.assert_called_with(30)
 696                 else:
 697                     time_mock.assert_called_with(sleep)
 698
 699                 if verbose:
 700                     self.assertNotEqual("", stdout_mock.getvalue())
 701                 else:
 702                     self.assertEqual("", stdout_mock.getvalue())
 703
 704     @mock.patch.object(portfolio.BalanceStore, "fetch_balances")
 705     def test_move_balance(self, fetch_balances):
 706         for debug in [True, False]:
 707             with self.subTest(debug=debug),\
 708                     mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
 709                 value_from = portfolio.Amount("BTC", "1.0")
 710                 value_from.linked_to = portfolio.Amount("ETH", "10.0")
 711                 value_to = portfolio.Amount("BTC", "10.0")
 712                 trade1 = portfolio.Trade(value_from, value_to, "ETH")
 713
 714                 value_from = portfolio.Amount("BTC", "0.0")
 715                 value_from.linked_to = portfolio.Amount("ETH", "0.0")
 716                 value_to = portfolio.Amount("BTC", "-3.0")
 717                 trade2 = portfolio.Trade(value_from, value_to, "ETH")
 718
 719                 value_from = portfolio.Amount("USDT", "0.0")
 720                 value_from.linked_to = portfolio.Amount("XVG", "0.0")
 721                 value_to = portfolio.Amount("USDT", "-50.0")
 722                 trade3 = portfolio.Trade(value_from, value_to, "XVG")
 723
 724                 portfolio.TradeStore.all = [trade1, trade2, trade3]
 725                 balance1 = portfolio.Balance("BTC", { "margin_free": "0" })
 726                 balance2 = portfolio.Balance("USDT", { "margin_free": "100" })
 727                 portfolio.BalanceStore.all = {"BTC": balance1, "USDT": balance2}
 728
 729                 market = mock.Mock()
 730
 731                 helper.move_balances(market, debug=debug)
 732
 733                 fetch_balances.assert_called_with(market)
 734                 if debug:
 735                     self.assertRegex(stdout_mock.getvalue(), "market.transfer_balance")
 736                 else:
 737                     market.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
 738                     market.transfer_balance.assert_any_call("USDT", 50, "margin", "exchange")
 739
 740     @mock.patch.object(helper, "prepare_trades")
 741     @mock.patch.object(portfolio.TradeStore, "prepare_orders")
 742     @mock.patch.object(portfolio.TradeStore, "print_all_with_order")
 743     @mock.patch('sys.stdout', new_callable=StringIO)
 744     def test_print_orders(self, stdout_mock, print_all_with_order, prepare_orders, prepare_trades):
 745         market = mock.Mock()
 746         portfolio.BalanceStore.all = {
 747                 "BTC": portfolio.Balance("BTC", {
 748                     "total": "0.65",
 749                     "exchange_total":"0.65",
 750                     "exchange_free": "0.35",
 751                     "exchange_used": "0.30"}),
 752                 "ETH": portfolio.Balance("ETH", {
 753                     "total": 3,
 754                     "exchange_total": 3,
 755                     "exchange_free": 3,
 756                     "exchange_used": 0}),
 757                 }
 758         helper.print_orders(market)
 759         prepare_trades.assert_called_with(market, base_currency="BTC",
 760                 compute_value="average")
 761         prepare_orders.assert_called_with(compute_value="average")
 762         print_all_with_order.assert_called()
 763         self.assertRegex(stdout_mock.getvalue(), "Balance")
 764
 765
 766 @unittest.skipUnless("unit" in limits, "Unit skipped")
 767 class TradeStoreTest(WebMockTestCase):
 768     @mock.patch.object(portfolio.BalanceStore, "currencies")
 769     @mock.patch.object(portfolio.TradeStore, "add_trade_if_matching")
 770     def test_compute_trades(self, add_trade_if_matching, currencies):
 771         currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
 772
 773         values_in_base = {
 774                 "XMR": portfolio.Amount("BTC", D("0.9")),
 775                 "DASH": portfolio.Amount("BTC", D("0.4")),
 776                 "XVG": portfolio.Amount("BTC", D("-0.5")),
 777                 "BTC": portfolio.Amount("BTC", D("0.5")),
 778                 }
 779         new_repartition = {
 780                 "DASH": portfolio.Amount("BTC", D("0.5")),
 781                 "XVG": portfolio.Amount("BTC", D("0.1")),
 782                 "BTC": portfolio.Amount("BTC", D("0.4")),
 783                 "ETH": portfolio.Amount("BTC", D("0.3")),
 784                 }
 785
 786         portfolio.TradeStore.compute_trades(values_in_base,
 787                 new_repartition, only="only", market="market")
 788
 789         self.assertEqual(5, add_trade_if_matching.call_count)
 790         add_trade_if_matching.assert_any_call(
 791                 portfolio.Amount("BTC", D("0.9")),
 792                 portfolio.Amount("BTC", 0),
 793                 "XMR", only="only", market="market"
 794                 )
 795         add_trade_if_matching.assert_any_call(
 796                 portfolio.Amount("BTC", D("0.4")),
 797                 portfolio.Amount("BTC", D("0.5")),
 798                 "DASH", only="only", market="market"
 799                 )
 800         add_trade_if_matching.assert_any_call(
 801                 portfolio.Amount("BTC", D("-0.5")),
 802                 portfolio.Amount("BTC", D("0")),
 803                 "XVG", only="only", market="market"
 804                 )
 805         add_trade_if_matching.assert_any_call(
 806                 portfolio.Amount("BTC", D("0")),
 807                 portfolio.Amount("BTC", D("0.1")),
 808                 "XVG", only="only", market="market"
 809                 )
 810         add_trade_if_matching.assert_any_call(
 811                 portfolio.Amount("BTC", D("0")),
 812                 portfolio.Amount("BTC", D("0.3")),
 813                 "ETH", only="only", market="market"
 814                 )
 815
 816     def test_add_trade_if_matching(self):
 817         result = portfolio.TradeStore.add_trade_if_matching(
 818                 portfolio.Amount("BTC", D("0")),
 819                 portfolio.Amount("BTC", D("0.3")),
 820                 "ETH", only="nope", market="market"
 821                 )
 822         self.assertEqual(0, len(portfolio.TradeStore.all))
 823         self.assertEqual(False, result)
 824
 825         portfolio.TradeStore.all = []
 826         result = portfolio.TradeStore.add_trade_if_matching(
 827                 portfolio.Amount("BTC", D("0")),
 828                 portfolio.Amount("BTC", D("0.3")),
 829                 "ETH", only=None, market="market"
 830                 )
 831         self.assertEqual(1, len(portfolio.TradeStore.all))
 832         self.assertEqual(True, result)
 833
 834         portfolio.TradeStore.all = []
 835         result = portfolio.TradeStore.add_trade_if_matching(
 836                 portfolio.Amount("BTC", D("0")),
 837                 portfolio.Amount("BTC", D("0.3")),
 838                 "ETH", only="acquire", market="market"
 839                 )
 840         self.assertEqual(1, len(portfolio.TradeStore.all))
 841         self.assertEqual(True, result)
 842
 843         portfolio.TradeStore.all = []
 844         result = portfolio.TradeStore.add_trade_if_matching(
 845                 portfolio.Amount("BTC", D("0")),
 846                 portfolio.Amount("BTC", D("0.3")),
 847                 "ETH", only="dispose", market="market"
 848                 )
 849         self.assertEqual(0, len(portfolio.TradeStore.all))
 850         self.assertEqual(False, result)
 851
 852     def test_prepare_orders(self):
 853         trade_mock1 = mock.Mock()
 854         trade_mock2 = mock.Mock()
 855
 856         portfolio.TradeStore.all.append(trade_mock1)
 857         portfolio.TradeStore.all.append(trade_mock2)
 858
 859         portfolio.TradeStore.prepare_orders()
 860         trade_mock1.prepare_order.assert_called_with(compute_value="default")
 861         trade_mock2.prepare_order.assert_called_with(compute_value="default")
 862
 863         portfolio.TradeStore.prepare_orders(compute_value="bla")
 864         trade_mock1.prepare_order.assert_called_with(compute_value="bla")
 865         trade_mock2.prepare_order.assert_called_with(compute_value="bla")
 866
 867         trade_mock1.prepare_order.reset_mock()
 868         trade_mock2.prepare_order.reset_mock()
 869
 870         trade_mock1.action = "foo"
 871         trade_mock2.action = "bar"
 872         portfolio.TradeStore.prepare_orders(only="bar")
 873         trade_mock1.prepare_order.assert_not_called()
 874         trade_mock2.prepare_order.assert_called_with(compute_value="default")
 875
 876     def test_print_all_with_order(self):
 877         trade_mock1 = mock.Mock()
 878         trade_mock2 = mock.Mock()
 879         trade_mock3 = mock.Mock()
 880         portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
 881
 882         portfolio.TradeStore.print_all_with_order()
 883
 884         trade_mock1.print_with_order.assert_called()
 885         trade_mock2.print_with_order.assert_called()
 886         trade_mock3.print_with_order.assert_called()
 887
 888     @mock.patch.object(portfolio.TradeStore, "all_orders")
 889     def test_run_orders(self, all_orders):
 890         order_mock1 = mock.Mock()
 891         order_mock2 = mock.Mock()
 892         order_mock3 = mock.Mock()
 893         all_orders.return_value = [order_mock1, order_mock2, order_mock3]
 894         portfolio.TradeStore.run_orders()
 895         all_orders.assert_called_with(state="pending")
 896
 897         order_mock1.run.assert_called()
 898         order_mock2.run.assert_called()
 899         order_mock3.run.assert_called()
 900
 901     def test_all_orders(self):
 902         trade_mock1 = mock.Mock()
 903         trade_mock2 = mock.Mock()
 904
 905         order_mock1 = mock.Mock()
 906         order_mock2 = mock.Mock()
 907         order_mock3 = mock.Mock()
 908
 909         trade_mock1.orders = [order_mock1, order_mock2]
 910         trade_mock2.orders = [order_mock3]
 911
 912         order_mock1.status = "pending"
 913         order_mock2.status = "open"
 914         order_mock3.status = "open"
 915
 916         portfolio.TradeStore.all.append(trade_mock1)
 917         portfolio.TradeStore.all.append(trade_mock2)
 918
 919         orders = portfolio.TradeStore.all_orders()
 920         self.assertEqual(3, len(orders))
 921
 922         open_orders = portfolio.TradeStore.all_orders(state="open")
 923         self.assertEqual(2, len(open_orders))
 924         self.assertEqual([order_mock2, order_mock3], open_orders)
 925
 926     @mock.patch.object(portfolio.TradeStore, "all_orders")
 927     def test_update_all_orders_status(self, all_orders):
 928         order_mock1 = mock.Mock()
 929         order_mock2 = mock.Mock()
 930         order_mock3 = mock.Mock()
 931         all_orders.return_value = [order_mock1, order_mock2, order_mock3]
 932         portfolio.TradeStore.update_all_orders_status()
 933         all_orders.assert_called_with(state="open")
 934
 935         order_mock1.get_status.assert_called()
 936         order_mock2.get_status.assert_called()
 937         order_mock3.get_status.assert_called()
 938
 939 @unittest.skipUnless("unit" in limits, "Unit skipped")
 940 class BalanceStoreTest(WebMockTestCase):
 941     def setUp(self):
 942         super(BalanceStoreTest, self).setUp()
 943
 944         self.fetch_balance = {
 945                 "ETC": {
 946                     "exchange_free": 0,
 947                     "exchange_used": 0,
 948                     "exchange_total": 0,
 949                     "margin_total": 0,
 950                     },
 951                 "USDT": {
 952                     "exchange_free": D("6.0"),
 953                     "exchange_used": D("1.2"),
 954                     "exchange_total": D("7.2"),
 955                     "margin_total": 0,
 956                     },
 957                 "XVG": {
 958                     "exchange_free": 16,
 959                     "exchange_used": 0,
 960                     "exchange_total": 16,
 961                     "margin_total": 0,
 962                     },
 963                 "XMR": {
 964                     "exchange_free": 0,
 965                     "exchange_used": 0,
 966                     "exchange_total": 0,
 967                     "margin_total": D("-1.0"),
 968                     "margin_free": 0,
 969                     },
 970                 }
 971
 972     @mock.patch.object(helper, "get_ticker")
 973     def test_in_currency(self, get_ticker):
 974         portfolio.BalanceStore.all = {
 975                 "BTC": portfolio.Balance("BTC", {
 976                     "total": "0.65",
 977                     "exchange_total":"0.65",
 978                     "exchange_free": "0.35",
 979                     "exchange_used": "0.30"}),
 980                 "ETH": portfolio.Balance("ETH", {
 981                     "total": 3,
 982                     "exchange_total": 3,
 983                     "exchange_free": 3,
 984                     "exchange_used": 0}),
 985                 }
 986         market = mock.Mock()
 987         get_ticker.return_value = {
 988                 "bid": D("0.09"),
 989                 "ask": D("0.11"),
 990                 "average": D("0.1"),
 991                 }
 992
 993         amounts = portfolio.BalanceStore.in_currency("BTC", market)
 994         self.assertEqual("BTC", amounts["ETH"].currency)
 995         self.assertEqual(D("0.65"), amounts["BTC"].value)
 996         self.assertEqual(D("0.30"), amounts["ETH"].value)
 997
 998         amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
 999         self.assertEqual(D("0.65"), amounts["BTC"].value)
1000         self.assertEqual(D("0.27"), amounts["ETH"].value)
1001
1002         amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
1003         self.assertEqual(D("0.30"), amounts["BTC"].value)
1004         self.assertEqual(0, amounts["ETH"].value)
1005
1006     def test_fetch_balances(self):
1007         market = mock.Mock()
1008         market.fetch_all_balances.return_value = self.fetch_balance
1009
1010         portfolio.BalanceStore.fetch_balances(market)
1011         self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
1012         self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
1013
1014         portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
1015             "exchange_total": "1", "exchange_free": "0",
1016             "exchange_used": "1" })
1017         portfolio.BalanceStore.fetch_balances(market)
1018         self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
1019         self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
1020
1021     @mock.patch.object(portfolio.Portfolio, "repartition")
1022     def test_dispatch_assets(self, repartition):
1023         market = mock.Mock()
1024         market.fetch_all_balances.return_value = self.fetch_balance
1025         portfolio.BalanceStore.fetch_balances(market)
1026
1027         self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
1028
1029         repartition.return_value = {
1030                 "XEM": (D("0.75"), "long"),
1031                 "BTC": (D("0.26"), "long"),
1032                 "DASH": (D("0.10"), "short"),
1033                 }
1034
1035         amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "11.1"))
1036         self.assertIn("XEM", portfolio.BalanceStore.currencies())
1037         self.assertEqual(D("2.6"), amounts["BTC"].value)
1038         self.assertEqual(D("7.5"), amounts["XEM"].value)
1039         self.assertEqual(D("-1.0"), amounts["DASH"].value)
1040
1041     def test_currencies(self):
1042         portfolio.BalanceStore.all = {
1043                 "BTC": portfolio.Balance("BTC", {
1044                     "total": "0.65",
1045                     "exchange_total":"0.65",
1046                     "exchange_free": "0.35",
1047                     "exchange_used": "0.30"}),
1048                 "ETH": portfolio.Balance("ETH", {
1049                     "total": 3,
1050                     "exchange_total": 3,
1051                     "exchange_free": 3,
1052                     "exchange_used": 0}),
1053                 }
1054         self.assertListEqual(["BTC", "ETH"], list(portfolio.BalanceStore.currencies()))
1055
1056 @unittest.skipUnless("unit" in limits, "Unit skipped")
1057 class ComputationTest(WebMockTestCase):
1058     def test_compute_value(self):
1059         compute = mock.Mock()
1060         portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
1061         compute.assert_called_with("foo", "ask")
1062
1063         compute.reset_mock()
1064         portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
1065         compute.assert_called_with("foo", "bid")
1066
1067         compute.reset_mock()
1068         portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
1069         compute.assert_called_with("foo", "ask")
1070
1071         compute.reset_mock()
1072         portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
1073         compute.assert_called_with("foo", "bid")
1074
1075         compute.reset_mock()
1076         portfolio.Computation.computations["test"] = compute
1077         portfolio.Computation.compute_value("foo", "bid", compute_value="test")
1078         compute.assert_called_with("foo", "bid")
1079
1080
1081 @unittest.skipUnless("unit" in limits, "Unit skipped")
1082 class TradeTest(WebMockTestCase):
1083
1084     def test_values_assertion(self):
1085         value_from = portfolio.Amount("BTC", "1.0")
1086         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1087         value_to = portfolio.Amount("BTC", "1.0")
1088         trade = portfolio.Trade(value_from, value_to, "ETH")
1089         self.assertEqual("BTC", trade.base_currency)
1090         self.assertEqual("ETH", trade.currency)
1091
1092         with self.assertRaises(AssertionError):
1093             portfolio.Trade(value_from, value_to, "ETC")
1094         with self.assertRaises(AssertionError):
1095             value_from.linked_to = None
1096             portfolio.Trade(value_from, value_to, "ETH")
1097         with self.assertRaises(AssertionError):
1098             value_from.currency = "ETH"
1099             portfolio.Trade(value_from, value_to, "ETH")
1100
1101         value_from = portfolio.Amount("BTC", 0)
1102         trade = portfolio.Trade(value_from, value_to, "ETH")
1103         self.assertEqual(0, trade.value_from.linked_to)
1104
1105     def test_action(self):
1106         value_from = portfolio.Amount("BTC", "1.0")
1107         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1108         value_to = portfolio.Amount("BTC", "1.0")
1109         trade = portfolio.Trade(value_from, value_to, "ETH")
1110
1111         self.assertIsNone(trade.action)
1112
1113         value_from = portfolio.Amount("BTC", "1.0")
1114         value_from.linked_to = portfolio.Amount("BTC", "1.0")
1115         value_to = portfolio.Amount("BTC", "2.0")
1116         trade = portfolio.Trade(value_from, value_to, "BTC")
1117
1118         self.assertIsNone(trade.action)
1119
1120         value_from = portfolio.Amount("BTC", "0.5")
1121         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1122         value_to = portfolio.Amount("BTC", "1.0")
1123         trade = portfolio.Trade(value_from, value_to, "ETH")
1124
1125         self.assertEqual("acquire", trade.action)
1126
1127         value_from = portfolio.Amount("BTC", "0")
1128         value_from.linked_to = portfolio.Amount("ETH", "0")
1129         value_to = portfolio.Amount("BTC", "-1.0")
1130         trade = portfolio.Trade(value_from, value_to, "ETH")
1131
1132         self.assertEqual("acquire", trade.action)
1133
1134     def test_order_action(self):
1135         value_from = portfolio.Amount("BTC", "0.5")
1136         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1137         value_to = portfolio.Amount("BTC", "1.0")
1138         trade = portfolio.Trade(value_from, value_to, "ETH")
1139
1140         self.assertEqual("buy", trade.order_action(False))
1141         self.assertEqual("sell", trade.order_action(True))
1142
1143         value_from = portfolio.Amount("BTC", "0")
1144         value_from.linked_to = portfolio.Amount("ETH", "0")
1145         value_to = portfolio.Amount("BTC", "-1.0")
1146         trade = portfolio.Trade(value_from, value_to, "ETH")
1147
1148         self.assertEqual("sell", trade.order_action(False))
1149         self.assertEqual("buy", trade.order_action(True))
1150
1151     def test_trade_type(self):
1152         value_from = portfolio.Amount("BTC", "0.5")
1153         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1154         value_to = portfolio.Amount("BTC", "1.0")
1155         trade = portfolio.Trade(value_from, value_to, "ETH")
1156
1157         self.assertEqual("long", trade.trade_type)
1158
1159         value_from = portfolio.Amount("BTC", "0")
1160         value_from.linked_to = portfolio.Amount("ETH", "0")
1161         value_to = portfolio.Amount("BTC", "-1.0")
1162         trade = portfolio.Trade(value_from, value_to, "ETH")
1163
1164         self.assertEqual("short", trade.trade_type)
1165
1166     def test_filled_amount(self):
1167         value_from = portfolio.Amount("BTC", "0.5")
1168         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1169         value_to = portfolio.Amount("BTC", "1.0")
1170         trade = portfolio.Trade(value_from, value_to, "ETH")
1171
1172         order1 = mock.Mock()
1173         order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
1174
1175         order2 = mock.Mock()
1176         order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
1177         trade.orders.append(order1)
1178         trade.orders.append(order2)
1179
1180         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
1181         order1.filled_amount.assert_called_with(in_base_currency=False)
1182         order2.filled_amount.assert_called_with(in_base_currency=False)
1183
1184         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
1185         order1.filled_amount.assert_called_with(in_base_currency=False)
1186         order2.filled_amount.assert_called_with(in_base_currency=False)
1187
1188         self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
1189         order1.filled_amount.assert_called_with(in_base_currency=True)
1190         order2.filled_amount.assert_called_with(in_base_currency=True)
1191
1192     @mock.patch.object(helper, "get_ticker")
1193     @mock.patch.object(portfolio.Computation, "compute_value")
1194     @mock.patch.object(portfolio.Trade, "filled_amount")
1195     @mock.patch.object(portfolio, "Order")
1196     def test_prepare_order(self, Order, filled_amount, compute_value, get_ticker):
1197         Order.return_value = "Order"
1198
1199         with self.subTest(desc="Nothing to do"):
1200             value_from = portfolio.Amount("BTC", "10")
1201             value_from.rate = D("0.1")
1202             value_from.linked_to = portfolio.Amount("FOO", "100")
1203             value_to = portfolio.Amount("BTC", "10")
1204             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1205
1206             trade.prepare_order()
1207
1208             filled_amount.assert_not_called()
1209             compute_value.assert_not_called()
1210             self.assertEqual(0, len(trade.orders))
1211             Order.assert_not_called()
1212
1213         get_ticker.return_value = { "inverted": False }
1214         with self.subTest(desc="Already filled"), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1215             filled_amount.return_value = portfolio.Amount("FOO", "100")
1216             compute_value.return_value = D("0.125")
1217
1218             value_from = portfolio.Amount("BTC", "10")
1219             value_from.rate = D("0.1")
1220             value_from.linked_to = portfolio.Amount("FOO", "100")
1221             value_to = portfolio.Amount("BTC", "0")
1222             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1223
1224             trade.prepare_order()
1225
1226             filled_amount.assert_called_with(in_base_currency=False)
1227             compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1228             self.assertEqual(0, len(trade.orders))
1229             self.assertRegex(stdout_mock.getvalue(), "Less to do than already filled: ")
1230             Order.assert_not_called()
1231
1232         with self.subTest(action="dispose", inverted=False):
1233             filled_amount.return_value = portfolio.Amount("FOO", "60")
1234             compute_value.return_value = D("0.125")
1235
1236             value_from = portfolio.Amount("BTC", "10")
1237             value_from.rate = D("0.1")
1238             value_from.linked_to = portfolio.Amount("FOO", "100")
1239             value_to = portfolio.Amount("BTC", "1")
1240             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1241
1242             trade.prepare_order()
1243
1244             filled_amount.assert_called_with(in_base_currency=False)
1245             compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1246             self.assertEqual(1, len(trade.orders))
1247             Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
1248                     D("0.125"), "BTC", "long", "market",
1249                     trade, close_if_possible=False)
1250
1251         with self.subTest(action="acquire", inverted=False):
1252             filled_amount.return_value = portfolio.Amount("BTC", "3")
1253             compute_value.return_value = D("0.125")
1254
1255             value_from = portfolio.Amount("BTC", "1")
1256             value_from.rate = D("0.1")
1257             value_from.linked_to = portfolio.Amount("FOO", "10")
1258             value_to = portfolio.Amount("BTC", "10")
1259             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1260
1261             trade.prepare_order()
1262
1263             filled_amount.assert_called_with(in_base_currency=True)
1264             compute_value.assert_called_with(get_ticker.return_value, "buy", compute_value="default")
1265             self.assertEqual(1, len(trade.orders))
1266
1267             Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
1268                 D("0.125"), "BTC", "long", "market",
1269                 trade, close_if_possible=False)
1270
1271         with self.subTest(close_if_possible=True):
1272             filled_amount.return_value = portfolio.Amount("FOO", "0")
1273             compute_value.return_value = D("0.125")
1274
1275             value_from = portfolio.Amount("BTC", "10")
1276             value_from.rate = D("0.1")
1277             value_from.linked_to = portfolio.Amount("FOO", "100")
1278             value_to = portfolio.Amount("BTC", "0")
1279             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1280
1281             trade.prepare_order()
1282
1283             filled_amount.assert_called_with(in_base_currency=False)
1284             compute_value.assert_called_with(get_ticker.return_value, "sell", compute_value="default")
1285             self.assertEqual(1, len(trade.orders))
1286             Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
1287                     D("0.125"), "BTC", "long", "market",
1288                     trade, close_if_possible=True)
1289
1290         get_ticker.return_value = { "inverted": True, "original": {} }
1291         with self.subTest(action="dispose", inverted=True):
1292             filled_amount.return_value = portfolio.Amount("FOO", "300")
1293             compute_value.return_value = D("125")
1294
1295             value_from = portfolio.Amount("BTC", "10")
1296             value_from.rate = D("0.01")
1297             value_from.linked_to = portfolio.Amount("FOO", "1000")
1298             value_to = portfolio.Amount("BTC", "1")
1299             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1300
1301             trade.prepare_order(compute_value="foo")
1302
1303             filled_amount.assert_called_with(in_base_currency=True)
1304             compute_value.assert_called_with(get_ticker.return_value["original"], "buy", compute_value="foo")
1305             self.assertEqual(1, len(trade.orders))
1306             Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
1307                     D("125"), "FOO", "long", "market",
1308                     trade, close_if_possible=False)
1309
1310         with self.subTest(action="acquire", inverted=True):
1311             filled_amount.return_value = portfolio.Amount("BTC", "4")
1312             compute_value.return_value = D("125")
1313
1314             value_from = portfolio.Amount("BTC", "1")
1315             value_from.rate = D("0.01")
1316             value_from.linked_to = portfolio.Amount("FOO", "100")
1317             value_to = portfolio.Amount("BTC", "10")
1318             trade = portfolio.Trade(value_from, value_to, "FOO", market="market")
1319
1320             trade.prepare_order(compute_value="foo")
1321
1322             filled_amount.assert_called_with(in_base_currency=False)
1323             compute_value.assert_called_with(get_ticker.return_value["original"], "sell", compute_value="foo")
1324             self.assertEqual(1, len(trade.orders))
1325             Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
1326                     D("125"), "FOO", "long", "market",
1327                     trade, close_if_possible=False)
1328
1329
1330     @mock.patch.object(portfolio.Trade, "prepare_order")
1331     def test_update_order(self, prepare_order):
1332         order_mock = mock.Mock()
1333         new_order_mock = mock.Mock()
1334
1335         value_from = portfolio.Amount("BTC", "0.5")
1336         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1337         value_to = portfolio.Amount("BTC", "1.0")
1338         trade = portfolio.Trade(value_from, value_to, "ETH")
1339         prepare_order.return_value = new_order_mock
1340
1341         for i in [0, 1, 3, 4, 6]:
1342             with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1343                 trade.update_order(order_mock, i)
1344                 order_mock.cancel.assert_not_called()
1345                 new_order_mock.run.assert_not_called()
1346                 self.assertRegex(stdout_mock.getvalue(), "tick {}, waiting".format(i))
1347
1348             order_mock.reset_mock()
1349             new_order_mock.reset_mock()
1350             trade.orders = []
1351
1352         with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1353             trade.update_order(order_mock, 2)
1354             order_mock.cancel.assert_called()
1355             new_order_mock.run.assert_called()
1356             prepare_order.assert_called()
1357             self.assertRegex(stdout_mock.getvalue(), "tick 2, cancelling and adjusting")
1358
1359         order_mock.reset_mock()
1360         new_order_mock.reset_mock()
1361         trade.orders = []
1362
1363         with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1364             trade.update_order(order_mock, 5)
1365             order_mock.cancel.assert_called()
1366             new_order_mock.run.assert_called()
1367             prepare_order.assert_called()
1368             self.assertRegex(stdout_mock.getvalue(), "tick 5, cancelling and adjusting")
1369
1370         order_mock.reset_mock()
1371         new_order_mock.reset_mock()
1372         trade.orders = []
1373
1374         with mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1375             trade.update_order(order_mock, 7)
1376             order_mock.cancel.assert_called()
1377             new_order_mock.run.assert_called()
1378             prepare_order.assert_called_with(compute_value="default")
1379             self.assertRegex(stdout_mock.getvalue(), "tick 7, fallbacking to market value")
1380             self.assertRegex(stdout_mock.getvalue(), "tick 7, market value, cancelling and adjusting to")
1381
1382         order_mock.reset_mock()
1383         new_order_mock.reset_mock()
1384         trade.orders = []
1385
1386         for i in [10, 13, 16]:
1387             with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1388                 trade.update_order(order_mock, i)
1389                 order_mock.cancel.assert_called()
1390                 new_order_mock.run.assert_called()
1391                 prepare_order.assert_called_with(compute_value="default")
1392                 self.assertNotRegex(stdout_mock.getvalue(), "tick {}, fallbacking to market value".format(i))
1393                 self.assertRegex(stdout_mock.getvalue(), "tick {}, market value, cancelling and adjusting to".format(i))
1394
1395             order_mock.reset_mock()
1396             new_order_mock.reset_mock()
1397             trade.orders = []
1398
1399         for i in [8, 9, 11, 12]:
1400             with self.subTest(tick=i), mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1401                 trade.update_order(order_mock, i)
1402                 order_mock.cancel.assert_not_called()
1403                 new_order_mock.run.assert_not_called()
1404                 self.assertEqual("", stdout_mock.getvalue())
1405
1406             order_mock.reset_mock()
1407             new_order_mock.reset_mock()
1408             trade.orders = []
1409
1410
1411     @mock.patch('sys.stdout', new_callable=StringIO)
1412     def test_print_with_order(self, mock_stdout):
1413         value_from = portfolio.Amount("BTC", "0.5")
1414         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1415         value_to = portfolio.Amount("BTC", "1.0")
1416         trade = portfolio.Trade(value_from, value_to, "ETH")
1417
1418         order_mock1 = mock.Mock()
1419         order_mock1.__repr__ = mock.Mock()
1420         order_mock1.__repr__.return_value = "Mock 1"
1421         order_mock2 = mock.Mock()
1422         order_mock2.__repr__ = mock.Mock()
1423         order_mock2.__repr__.return_value = "Mock 2"
1424         trade.orders.append(order_mock1)
1425         trade.orders.append(order_mock2)
1426
1427         trade.print_with_order()
1428
1429         out = mock_stdout.getvalue().split("\n")
1430         self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", out[0])
1431         self.assertEqual("\tMock 1", out[1])
1432         self.assertEqual("\tMock 2", out[2])
1433
1434     def test__repr(self):
1435         value_from = portfolio.Amount("BTC", "0.5")
1436         value_from.linked_to = portfolio.Amount("ETH", "10.0")
1437         value_to = portfolio.Amount("BTC", "1.0")
1438         trade = portfolio.Trade(value_from, value_to, "ETH")
1439
1440         self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
1441
1442 @unittest.skipUnless("unit" in limits, "Unit skipped")
1443 class OrderTest(WebMockTestCase):
1444     def test_values(self):
1445         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1446                 D("0.1"), "BTC", "long", "market", "trade")
1447         self.assertEqual("buy", order.action)
1448         self.assertEqual(10, order.amount.value)
1449         self.assertEqual("ETH", order.amount.currency)
1450         self.assertEqual(D("0.1"), order.rate)
1451         self.assertEqual("BTC", order.base_currency)
1452         self.assertEqual("market", order.market)
1453         self.assertEqual("long", order.trade_type)
1454         self.assertEqual("pending", order.status)
1455         self.assertEqual("trade", order.trade)
1456         self.assertIsNone(order.id)
1457         self.assertFalse(order.close_if_possible)
1458
1459     def test__repr(self):
1460         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1461                 D("0.1"), "BTC", "long", "market", "trade")
1462         self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
1463
1464         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1465                 D("0.1"), "BTC", "long", "market", "trade",
1466                 close_if_possible=True)
1467         self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
1468
1469     def test_account(self):
1470         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1471                 D("0.1"), "BTC", "long", "market", "trade")
1472         self.assertEqual("exchange", order.account)
1473
1474         order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1475                 D("0.1"), "BTC", "short", "market", "trade")
1476         self.assertEqual("margin", order.account)
1477
1478     def test_pending(self):
1479         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1480                 D("0.1"), "BTC", "long", "market", "trade")
1481         self.assertTrue(order.pending)
1482         order.status = "open"
1483         self.assertFalse(order.pending)
1484
1485     def test_open(self):
1486         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1487                 D("0.1"), "BTC", "long", "market", "trade")
1488         self.assertFalse(order.open)
1489         order.status = "open"
1490         self.assertTrue(order.open)
1491
1492     def test_finished(self):
1493         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1494                 D("0.1"), "BTC", "long", "market", "trade")
1495         self.assertFalse(order.finished)
1496         order.status = "closed"
1497         self.assertTrue(order.finished)
1498         order.status = "canceled"
1499         self.assertTrue(order.finished)
1500         order.status = "error"
1501         self.assertTrue(order.finished)
1502
1503     @mock.patch.object(portfolio.Order, "fetch")
1504     def test_cancel(self, fetch):
1505         market = mock.Mock()
1506         portfolio.TradeStore.debug = True
1507         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1508                 D("0.1"), "BTC", "long", market, "trade")
1509         order.status = "open"
1510
1511         order.cancel()
1512         market.cancel_order.assert_not_called()
1513         self.assertEqual("canceled", order.status)
1514
1515         portfolio.TradeStore.debug = False
1516         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1517                 D("0.1"), "BTC", "long", market, "trade")
1518         order.status = "open"
1519         order.id = 42
1520
1521         order.cancel()
1522         market.cancel_order.assert_called_with(42)
1523         fetch.assert_called_once()
1524
1525     def test_dust_amount_remaining(self):
1526         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1527                 D("0.1"), "BTC", "long", "market", "trade")
1528         order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
1529         self.assertFalse(order.dust_amount_remaining())
1530
1531         order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
1532         self.assertTrue(order.dust_amount_remaining())
1533
1534     @mock.patch.object(portfolio.Order, "fetch")
1535     @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
1536     def test_remaining_amount(self, filled_amount, fetch):
1537         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1538                 D("0.1"), "BTC", "long", "market", "trade")
1539
1540         self.assertEqual(9, order.remaining_amount().value)
1541         order.fetch.assert_not_called()
1542
1543         order.status = "open"
1544         self.assertEqual(9, order.remaining_amount().value)
1545         fetch.assert_called_once()
1546
1547     @mock.patch.object(portfolio.Order, "fetch")
1548     def test_filled_amount(self, fetch):
1549         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1550                 D("0.1"), "BTC", "long", "market", "trade")
1551         order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1552             "tradeID": 42, "type": "buy", "fee": "0.0015",
1553             "date": "2017-12-30 12:00:12", "rate": "0.1",
1554             "amount": "3", "total": "0.3"
1555             }))
1556         order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
1557             "tradeID": 43, "type": "buy", "fee": "0.0015",
1558             "date": "2017-12-30 13:00:12", "rate": "0.2",
1559             "amount": "2", "total": "0.4"
1560             }))
1561         self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
1562         fetch.assert_not_called()
1563         order.status = "open"
1564         self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
1565         fetch.assert_called_once()
1566         self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
1567
1568     def test_fetch_mouvements(self):
1569         market = mock.Mock()
1570         market.privatePostReturnOrderTrades.return_value = [
1571                 {
1572                     "tradeID": 42, "type": "buy", "fee": "0.0015",
1573                     "date": "2017-12-30 12:00:12", "rate": "0.1",
1574                     "amount": "3", "total": "0.3"
1575                     },
1576                 {
1577                     "tradeID": 43, "type": "buy", "fee": "0.0015",
1578                     "date": "2017-12-30 13:00:12", "rate": "0.2",
1579                     "amount": "2", "total": "0.4"
1580                     }
1581             ]
1582         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1583                 D("0.1"), "BTC", "long", market, "trade")
1584         order.id = 12
1585         order.mouvements = ["Foo", "Bar", "Baz"]
1586
1587         order.fetch_mouvements()
1588
1589         market.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
1590         self.assertEqual(2, len(order.mouvements))
1591         self.assertEqual(42, order.mouvements[0].id)
1592         self.assertEqual(43, order.mouvements[1].id)
1593
1594         market.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
1595         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1596                 D("0.1"), "BTC", "long", market, "trade")
1597         order.fetch_mouvements()
1598         self.assertEqual(0, len(order.mouvements))
1599
1600     def test_mark_finished_order(self):
1601         market = mock.Mock()
1602         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1603                 D("0.1"), "BTC", "short", market, "trade",
1604                 close_if_possible=True)
1605         order.status = "closed"
1606         portfolio.TradeStore.debug = False
1607
1608         order.mark_finished_order()
1609         market.close_margin_position.assert_called_with("ETH", "BTC")
1610         market.close_margin_position.reset_mock()
1611
1612         order.status = "open"
1613         order.mark_finished_order()
1614         market.close_margin_position.assert_not_called()
1615
1616         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1617                 D("0.1"), "BTC", "short", market, "trade",
1618                 close_if_possible=False)
1619         order.status = "closed"
1620         order.mark_finished_order()
1621         market.close_margin_position.assert_not_called()
1622
1623         order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
1624                 D("0.1"), "BTC", "short", market, "trade",
1625                 close_if_possible=True)
1626         order.status = "closed"
1627         order.mark_finished_order()
1628         market.close_margin_position.assert_not_called()
1629
1630         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1631                 D("0.1"), "BTC", "long", market, "trade",
1632                 close_if_possible=True)
1633         order.status = "closed"
1634         order.mark_finished_order()
1635         market.close_margin_position.assert_not_called()
1636
1637         portfolio.TradeStore.debug = True
1638
1639         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1640                 D("0.1"), "BTC", "short", market, "trade",
1641                 close_if_possible=True)
1642         order.status = "closed"
1643
1644         order.mark_finished_order()
1645         market.close_margin_position.assert_not_called()
1646
1647     @mock.patch.object(portfolio.Order, "fetch_mouvements")
1648     def test_fetch(self, fetch_mouvements):
1649         time = self.time.time()
1650         with mock.patch.object(portfolio.time, "time") as time_mock:
1651             market = mock.Mock()
1652             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1653                     D("0.1"), "BTC", "long", market, "trade")
1654             order.id = 45
1655             with self.subTest(debug=True):
1656                 portfolio.TradeStore.debug = True
1657                 order.fetch()
1658                 time_mock.assert_not_called()
1659                 order.fetch(force=True)
1660                 time_mock.assert_not_called()
1661                 market.fetch_order.assert_not_called()
1662                 fetch_mouvements.assert_not_called()
1663             self.assertIsNone(order.fetch_cache_timestamp)
1664
1665             with self.subTest(debug=False):
1666                 portfolio.TradeStore.debug = False
1667                 time_mock.return_value = time
1668                 market.fetch_order.return_value = {
1669                         "status": "foo",
1670                         "datetime": "timestamp"
1671                         }
1672                 order.fetch()
1673
1674                 market.fetch_order.assert_called_once()
1675                 fetch_mouvements.assert_called_once()
1676                 self.assertEqual("foo", order.status)
1677                 self.assertEqual("timestamp", order.timestamp)
1678                 self.assertEqual(time, order.fetch_cache_timestamp)
1679                 self.assertEqual(1, len(order.results))
1680
1681                 market.fetch_order.reset_mock()
1682                 fetch_mouvements.reset_mock()
1683
1684                 time_mock.return_value = time + 8
1685                 order.fetch()
1686                 market.fetch_order.assert_not_called()
1687                 fetch_mouvements.assert_not_called()
1688
1689                 order.fetch(force=True)
1690                 market.fetch_order.assert_called_once()
1691                 fetch_mouvements.assert_called_once()
1692
1693                 market.fetch_order.reset_mock()
1694                 fetch_mouvements.reset_mock()
1695
1696                 time_mock.return_value = time + 19
1697                 order.fetch()
1698                 market.fetch_order.assert_called_once()
1699                 fetch_mouvements.assert_called_once()
1700
1701     @mock.patch.object(portfolio.Order, "fetch")
1702     @mock.patch.object(portfolio.Order, "mark_finished_order")
1703     def test_get_status(self, mark_finished_order, fetch):
1704         with self.subTest(debug=True):
1705             portfolio.TradeStore.debug = True
1706             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1707                     D("0.1"), "BTC", "long", "market", "trade")
1708             self.assertEqual("pending", order.get_status())
1709             fetch.assert_not_called()
1710
1711         with self.subTest(debug=False, finished=False):
1712             portfolio.TradeStore.debug = False
1713             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1714                     D("0.1"), "BTC", "long", "market", "trade")
1715             def _fetch(order):
1716                 def update_status():
1717                     order.status = "open"
1718                 return update_status
1719             fetch.side_effect = _fetch(order)
1720             self.assertEqual("open", order.get_status())
1721             mark_finished_order.assert_not_called()
1722             fetch.assert_called_once()
1723
1724         mark_finished_order.reset_mock()
1725         fetch.reset_mock()
1726         with self.subTest(debug=False, finished=True):
1727             portfolio.TradeStore.debug = False
1728             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1729                     D("0.1"), "BTC", "long", "market", "trade")
1730             def _fetch(order):
1731                 def update_status():
1732                     order.status = "closed"
1733                 return update_status
1734             fetch.side_effect = _fetch(order)
1735             self.assertEqual("closed", order.get_status())
1736             mark_finished_order.assert_called_once()
1737             fetch.assert_called_once()
1738
1739     def test_run(self):
1740         market = mock.Mock()
1741
1742         market.order_precision.return_value = 4
1743         with self.subTest(debug=True),\
1744                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1745             portfolio.TradeStore.debug = True
1746             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1747                     D("0.1"), "BTC", "long", market, "trade")
1748             order.run()
1749             market.create_order.assert_not_called()
1750             self.assertEqual("market.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)\n", stdout_mock.getvalue())
1751             self.assertEqual("open", order.status)
1752             self.assertEqual(1, len(order.results))
1753             self.assertEqual(-1, order.id)
1754
1755         market.create_order.reset_mock()
1756         with self.subTest(debug=False):
1757             portfolio.TradeStore.debug = False
1758             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1759                     D("0.1"), "BTC", "long", market, "trade")
1760             market.create_order.return_value = { "id": 123 }
1761             order.run()
1762             market.create_order.assert_called_once()
1763             self.assertEqual(1, len(order.results))
1764             self.assertEqual("open", order.status)
1765
1766         market.create_order.reset_mock()
1767         with self.subTest(exception=True),\
1768                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1769             order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1770                     D("0.1"), "BTC", "long", market, "trade")
1771             market.create_order.side_effect = Exception("bouh")
1772             order.run()
1773             market.create_order.assert_called_once()
1774             self.assertEqual(0, len(order.results))
1775             self.assertEqual("error", order.status)
1776             self.assertRegex(stdout_mock.getvalue(), "error when running market.create_order")
1777             self.assertRegex(stdout_mock.getvalue(), "Exception: bouh")
1778
1779         market.create_order.reset_mock()
1780         with self.subTest(dust_amount_exception=True),\
1781                 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1782             order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
1783                     D("0.1"), "BTC", "long", market, "trade")
1784             market.create_order.side_effect = portfolio.ExchangeNotAvailable
1785             order.run()
1786             market.create_order.assert_called_once()
1787             self.assertEqual(0, len(order.results))
1788             self.assertEqual("closed", order.status)
1789             mark_finished_order.assert_called_once()
1790
1791
1792 @unittest.skipUnless("unit" in limits, "Unit skipped")
1793 class MouvementTest(WebMockTestCase):
1794     def test_values(self):
1795         mouvement = portfolio.Mouvement("ETH", "BTC", {
1796             "tradeID": 42, "type": "buy", "fee": "0.0015",
1797             "date": "2017-12-30 12:00:12", "rate": "0.1",
1798             "amount": "10", "total": "1"
1799             })
1800         self.assertEqual("ETH", mouvement.currency)
1801         self.assertEqual("BTC", mouvement.base_currency)
1802         self.assertEqual(42, mouvement.id)
1803         self.assertEqual("buy", mouvement.action)
1804         self.assertEqual(D("0.0015"), mouvement.fee_rate)
1805         self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
1806         self.assertEqual(D("0.1"), mouvement.rate)
1807         self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
1808         self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
1809
1810         mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
1811         self.assertIsNone(mouvement.date)
1812         self.assertIsNone(mouvement.id)
1813         self.assertIsNone(mouvement.action)
1814         self.assertEqual(-1, mouvement.fee_rate)
1815         self.assertEqual(0, mouvement.rate)
1816         self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
1817         self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
1818
1819 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
1820 class AcceptanceTest(WebMockTestCase):
1821     @unittest.expectedFailure
1822     def test_success_sell_only_necessary(self):
1823         fetch_balance = {
1824                 "ETH": {
1825                     "exchange_free": D("1.0"),
1826                     "exchange_used": D("0.0"),
1827                     "exchange_total": D("1.0"),
1828                     "total": D("1.0"),
1829                     },
1830                 "ETC": {
1831                     "exchange_free": D("4.0"),
1832                     "exchange_used": D("0.0"),
1833                     "exchange_total": D("4.0"),
1834                     "total": D("4.0"),
1835                     },
1836                 "XVG": {
1837                     "exchange_free": D("1000.0"),
1838                     "exchange_used": D("0.0"),
1839                     "exchange_total": D("1000.0"),
1840                     "total": D("1000.0"),
1841                     },
1842                 }
1843         repartition = {
1844                 "ETH":  (D("0.25"), "long"),
1845                 "ETC":  (D("0.25"), "long"),
1846                 "BTC":  (D("0.4"),  "long"),
1847                 "BTD":  (D("0.01"), "short"),
1848                 "B2X":  (D("0.04"), "long"),
1849                 "USDT": (D("0.05"), "long"),
1850                 }
1851
1852         def fetch_ticker(symbol):
1853             if symbol == "ETH/BTC":
1854                 return {
1855                         "symbol": "ETH/BTC",
1856                         "bid": D("0.14"),
1857                         "ask": D("0.16")
1858                         }
1859             if symbol == "ETC/BTC":
1860                 return {
1861                         "symbol": "ETC/BTC",
1862                         "bid": D("0.002"),
1863                         "ask": D("0.003")
1864                         }
1865             if symbol == "XVG/BTC":
1866                 return {
1867                         "symbol": "XVG/BTC",
1868                         "bid": D("0.00003"),
1869                         "ask": D("0.00005")
1870                         }
1871             if symbol == "BTD/BTC":
1872                 return {
1873                         "symbol": "BTD/BTC",
1874                         "bid": D("0.0008"),
1875                         "ask": D("0.0012")
1876                         }
1877             if symbol == "B2X/BTC":
1878                 return {
1879                         "symbol": "B2X/BTC",
1880                         "bid": D("0.0008"),
1881                         "ask": D("0.0012")
1882                         }
1883             if symbol == "USDT/BTC":
1884                 raise helper.ExchangeError
1885             if symbol == "BTC/USDT":
1886                 return {
1887                         "symbol": "BTC/USDT",
1888                         "bid": D("14000"),
1889                         "ask": D("16000")
1890                         }
1891             self.fail("Shouldn't have been called with {}".format(symbol))
1892
1893         market = mock.Mock()
1894         market.fetch_all_balances.return_value = fetch_balance
1895         market.fetch_ticker.side_effect = fetch_ticker
1896         with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
1897             # Action 1
1898             helper.prepare_trades(market)
1899
1900         balances = portfolio.BalanceStore.all
1901         self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
1902         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
1903         self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
1904
1905
1906         trades = portfolio.TradeStore.all
1907         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
1908         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
1909         self.assertEqual("dispose", trades[0].action)
1910
1911         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
1912         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
1913         self.assertEqual("acquire", trades[1].action)
1914
1915         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
1916         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
1917         self.assertEqual("dispose", trades[2].action)
1918
1919         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
1920         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
1921         self.assertEqual("acquire", trades[3].action)
1922
1923         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
1924         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
1925         self.assertEqual("acquire", trades[4].action)
1926
1927         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
1928         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
1929         self.assertEqual("acquire", trades[5].action)
1930
1931         # Action 2
1932         portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
1933
1934         all_orders = portfolio.TradeStore.all_orders(state="pending")
1935         self.assertEqual(2, len(all_orders))
1936         self.assertEqual(2, 3*all_orders[0].amount.value)
1937         self.assertEqual(D("0.14014"), all_orders[0].rate)
1938         self.assertEqual(1000, all_orders[1].amount.value)
1939         self.assertEqual(D("0.00003003"), all_orders[1].rate)
1940
1941
1942         def create_order(symbol, type, action, amount, price=None, account="exchange"):
1943             self.assertEqual("limit", type)
1944             if symbol == "ETH/BTC":
1945                 self.assertEqual("sell", action)
1946                 self.assertEqual(D('0.66666666'), amount)
1947                 self.assertEqual(D("0.14014"), price)
1948             elif symbol == "XVG/BTC":
1949                 self.assertEqual("sell", action)
1950                 self.assertEqual(1000, amount)
1951                 self.assertEqual(D("0.00003003"), price)
1952             else:
1953                 self.fail("I shouldn't have been called")
1954
1955             return {
1956                     "id": symbol,
1957                     }
1958         market.create_order.side_effect = create_order
1959         market.order_precision.return_value = 8
1960
1961         # Action 3
1962         portfolio.TradeStore.run_orders()
1963
1964         self.assertEqual("open", all_orders[0].status)
1965         self.assertEqual("open", all_orders[1].status)
1966
1967         market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
1968         market.privatePostReturnOrderTrades.return_value = [
1969                 {
1970                     "tradeID": 42, "type": "buy", "fee": "0.0015",
1971                     "date": "2017-12-30 12:00:12", "rate": "0.1",
1972                     "amount": "10", "total": "1"
1973                     }
1974                 ]
1975         with mock.patch.object(portfolio.time, "sleep") as sleep:
1976             # Action 4
1977             helper.follow_orders(verbose=False)
1978
1979             sleep.assert_called_with(30)
1980
1981         for order in all_orders:
1982             self.assertEqual("closed", order.status)
1983
1984         fetch_balance = {
1985                 "ETH": {
1986                     "exchange_free": D("1.0") / 3,
1987                     "exchange_used": D("0.0"),
1988                     "exchange_total": D("1.0") / 3,
1989                     "margin_total": 0,
1990                     "total": D("1.0") / 3,
1991                     },
1992                 "BTC": {
1993                     "exchange_free": D("0.134"),
1994                     "exchange_used": D("0.0"),
1995                     "exchange_total": D("0.134"),
1996                     "margin_total": 0,
1997                     "total": D("0.134"),
1998                     },
1999                 "ETC": {
2000                     "exchange_free": D("4.0"),
2001                     "exchange_used": D("0.0"),
2002                     "exchange_total": D("4.0"),
2003                     "margin_total": 0,
2004                     "total": D("4.0"),
2005                     },
2006                 "XVG": {
2007                     "exchange_free": D("0.0"),
2008                     "exchange_used": D("0.0"),
2009                     "exchange_total": D("0.0"),
2010                     "margin_total": 0,
2011                     "total": D("0.0"),
2012                     },
2013                 }
2014         market.fetch_all_balances.return_value = fetch_balance
2015
2016         with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
2017             # Action 5
2018             helper.update_trades(market, only="acquire", compute_value="average")
2019
2020         balances = portfolio.BalanceStore.all
2021         self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
2022         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
2023         self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
2024         self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
2025
2026
2027         trades = portfolio.TradeStore.all
2028         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
2029         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
2030         self.assertEqual("dispose", trades[0].action)
2031
2032         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
2033         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
2034         self.assertEqual("acquire", trades[1].action)
2035
2036         self.assertNotIn("BTC", trades)
2037
2038         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
2039         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
2040         self.assertEqual("dispose", trades[2].action)
2041
2042         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
2043         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
2044         self.assertEqual("acquire", trades[3].action)
2045
2046         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
2047         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
2048         self.assertEqual("acquire", trades[4].action)
2049
2050         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
2051         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
2052         self.assertEqual("acquire", trades[5].action)
2053
2054         # Action 6
2055         portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
2056
2057         all_orders = portfolio.TradeStore.all_orders(state="pending")
2058         self.assertEqual(4, len(all_orders))
2059         self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
2060         self.assertEqual(D("0.003"), all_orders[0].rate)
2061         self.assertEqual("buy", all_orders[0].action)
2062         self.assertEqual("long", all_orders[0].trade_type)
2063
2064         self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
2065         self.assertEqual(D("0.0012"), all_orders[1].rate)
2066         self.assertEqual("sell", all_orders[1].action)
2067         self.assertEqual("short", all_orders[1].trade_type)
2068
2069         diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
2070         self.assertAlmostEqual(0, diff.value)
2071         self.assertEqual(D("0.0012"), all_orders[2].rate)
2072         self.assertEqual("buy", all_orders[2].action)
2073         self.assertEqual("long", all_orders[2].trade_type)
2074
2075         self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
2076         self.assertEqual(D("16000"), all_orders[3].rate)
2077         self.assertEqual("sell", all_orders[3].action)
2078         self.assertEqual("long", all_orders[3].trade_type)
2079
2080         # Action 6b
2081         # TODO:
2082         # Move balances to margin
2083
2084         # Action 7
2085         # TODO
2086         # portfolio.TradeStore.run_orders()
2087
2088         with mock.patch.object(portfolio.time, "sleep") as sleep:
2089             # Action 8
2090             helper.follow_orders(verbose=False)
2091
2092             sleep.assert_called_with(30)
2093
2094 if __name__ == '__main__':
2095     unittest.main()