tests/test_acceptance.py

   1 from .helper import *
   2
   3 @unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
   4 class AcceptanceTest(WebMockTestCase):
   5     @unittest.expectedFailure
   6     def test_success_sell_only_necessary(self):
   7         # FIXME: catch stdout
   8         self.m.report.verbose_print = False
   9         fetch_balance = {
  10                 "ETH": {
  11                     "exchange_free": D("1.0"),
  12                     "exchange_used": D("0.0"),
  13                     "exchange_total": D("1.0"),
  14                     "total": D("1.0"),
  15                     },
  16                 "ETC": {
  17                     "exchange_free": D("4.0"),
  18                     "exchange_used": D("0.0"),
  19                     "exchange_total": D("4.0"),
  20                     "total": D("4.0"),
  21                     },
  22                 "XVG": {
  23                     "exchange_free": D("1000.0"),
  24                     "exchange_used": D("0.0"),
  25                     "exchange_total": D("1000.0"),
  26                     "total": D("1000.0"),
  27                     },
  28                 }
  29         repartition = {
  30                 "ETH":  (D("0.25"), "long"),
  31                 "ETC":  (D("0.25"), "long"),
  32                 "BTC":  (D("0.4"),  "long"),
  33                 "BTD":  (D("0.01"), "short"),
  34                 "B2X":  (D("0.04"), "long"),
  35                 "USDT": (D("0.05"), "long"),
  36                 }
  37
  38         def fetch_ticker(symbol):
  39             if symbol == "ETH/BTC":
  40                 return {
  41                         "symbol": "ETH/BTC",
  42                         "bid": D("0.14"),
  43                         "ask": D("0.16")
  44                         }
  45             if symbol == "ETC/BTC":
  46                 return {
  47                         "symbol": "ETC/BTC",
  48                         "bid": D("0.002"),
  49                         "ask": D("0.003")
  50                         }
  51             if symbol == "XVG/BTC":
  52                 return {
  53                         "symbol": "XVG/BTC",
  54                         "bid": D("0.00003"),
  55                         "ask": D("0.00005")
  56                         }
  57             if symbol == "BTD/BTC":
  58                 return {
  59                         "symbol": "BTD/BTC",
  60                         "bid": D("0.0008"),
  61                         "ask": D("0.0012")
  62                         }
  63             if symbol == "B2X/BTC":
  64                 return {
  65                         "symbol": "B2X/BTC",
  66                         "bid": D("0.0008"),
  67                         "ask": D("0.0012")
  68                         }
  69             if symbol == "USDT/BTC":
  70                 raise helper.ExchangeError
  71             if symbol == "BTC/USDT":
  72                 return {
  73                         "symbol": "BTC/USDT",
  74                         "bid": D("14000"),
  75                         "ask": D("16000")
  76                         }
  77             self.fail("Shouldn't have been called with {}".format(symbol))
  78
  79         market = mock.Mock()
  80         market.fetch_all_balances.return_value = fetch_balance
  81         market.fetch_ticker.side_effect = fetch_ticker
  82         with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
  83             # Action 1
  84             helper.prepare_trades(market)
  85
  86         balances = portfolio.BalanceStore.all
  87         self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
  88         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
  89         self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
  90
  91
  92         trades = portfolio.TradeStore.all
  93         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
  94         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
  95         self.assertEqual("dispose", trades[0].action)
  96
  97         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
  98         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
  99         self.assertEqual("acquire", trades[1].action)
 100
 101         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
 102         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
 103         self.assertEqual("dispose", trades[2].action)
 104
 105         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
 106         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
 107         self.assertEqual("acquire", trades[3].action)
 108
 109         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
 110         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
 111         self.assertEqual("acquire", trades[4].action)
 112
 113         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
 114         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
 115         self.assertEqual("acquire", trades[5].action)
 116
 117         # Action 2
 118         portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
 119
 120         all_orders = portfolio.TradeStore.all_orders(state="pending")
 121         self.assertEqual(2, len(all_orders))
 122         self.assertEqual(2, 3*all_orders[0].amount.value)
 123         self.assertEqual(D("0.14014"), all_orders[0].rate)
 124         self.assertEqual(1000, all_orders[1].amount.value)
 125         self.assertEqual(D("0.00003003"), all_orders[1].rate)
 126
 127
 128         def create_order(symbol, type, action, amount, price=None, account="exchange"):
 129             self.assertEqual("limit", type)
 130             if symbol == "ETH/BTC":
 131                 self.assertEqual("sell", action)
 132                 self.assertEqual(D('0.66666666'), amount)
 133                 self.assertEqual(D("0.14014"), price)
 134             elif symbol == "XVG/BTC":
 135                 self.assertEqual("sell", action)
 136                 self.assertEqual(1000, amount)
 137                 self.assertEqual(D("0.00003003"), price)
 138             else:
 139                 self.fail("I shouldn't have been called")
 140
 141             return {
 142                     "id": symbol,
 143                     }
 144         market.create_order.side_effect = create_order
 145         market.order_precision.return_value = 8
 146
 147         # Action 3
 148         portfolio.TradeStore.run_orders()
 149
 150         self.assertEqual("open", all_orders[0].status)
 151         self.assertEqual("open", all_orders[1].status)
 152
 153         market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
 154         market.privatePostReturnOrderTrades.return_value = [
 155                 {
 156                     "tradeID": 42, "type": "buy", "fee": "0.0015",
 157                     "date": "2017-12-30 12:00:12", "rate": "0.1",
 158                     "amount": "10", "total": "1"
 159                     }
 160                 ]
 161         with mock.patch.object(market.time, "sleep") as sleep:
 162             # Action 4
 163             helper.follow_orders(verbose=False)
 164
 165             sleep.assert_called_with(30)
 166
 167         for order in all_orders:
 168             self.assertEqual("closed", order.status)
 169
 170         fetch_balance = {
 171                 "ETH": {
 172                     "exchange_free": D("1.0") / 3,
 173                     "exchange_used": D("0.0"),
 174                     "exchange_total": D("1.0") / 3,
 175                     "margin_total": 0,
 176                     "total": D("1.0") / 3,
 177                     },
 178                 "BTC": {
 179                     "exchange_free": D("0.134"),
 180                     "exchange_used": D("0.0"),
 181                     "exchange_total": D("0.134"),
 182                     "margin_total": 0,
 183                     "total": D("0.134"),
 184                     },
 185                 "ETC": {
 186                     "exchange_free": D("4.0"),
 187                     "exchange_used": D("0.0"),
 188                     "exchange_total": D("4.0"),
 189                     "margin_total": 0,
 190                     "total": D("4.0"),
 191                     },
 192                 "XVG": {
 193                     "exchange_free": D("0.0"),
 194                     "exchange_used": D("0.0"),
 195                     "exchange_total": D("0.0"),
 196                     "margin_total": 0,
 197                     "total": D("0.0"),
 198                     },
 199                 }
 200         market.fetch_all_balances.return_value = fetch_balance
 201
 202         with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
 203             # Action 5
 204             helper.prepare_trades(market, only="acquire", compute_value="average")
 205
 206         balances = portfolio.BalanceStore.all
 207         self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
 208         self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
 209         self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
 210         self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
 211
 212
 213         trades = portfolio.TradeStore.all
 214         self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
 215         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
 216         self.assertEqual("dispose", trades[0].action)
 217
 218         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
 219         self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
 220         self.assertEqual("acquire", trades[1].action)
 221
 222         self.assertNotIn("BTC", trades)
 223
 224         self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
 225         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
 226         self.assertEqual("dispose", trades[2].action)
 227
 228         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
 229         self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
 230         self.assertEqual("acquire", trades[3].action)
 231
 232         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
 233         self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
 234         self.assertEqual("acquire", trades[4].action)
 235
 236         self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
 237         self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
 238         self.assertEqual("acquire", trades[5].action)
 239
 240         # Action 6
 241         portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
 242
 243         all_orders = portfolio.TradeStore.all_orders(state="pending")
 244         self.assertEqual(4, len(all_orders))
 245         self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
 246         self.assertEqual(D("0.003"), all_orders[0].rate)
 247         self.assertEqual("buy", all_orders[0].action)
 248         self.assertEqual("long", all_orders[0].trade_type)
 249
 250         self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
 251         self.assertEqual(D("0.0012"), all_orders[1].rate)
 252         self.assertEqual("sell", all_orders[1].action)
 253         self.assertEqual("short", all_orders[1].trade_type)
 254
 255         diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
 256         self.assertAlmostEqual(0, diff.value)
 257         self.assertEqual(D("0.0012"), all_orders[2].rate)
 258         self.assertEqual("buy", all_orders[2].action)
 259         self.assertEqual("long", all_orders[2].trade_type)
 260
 261         self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
 262         self.assertEqual(D("16000"), all_orders[3].rate)
 263         self.assertEqual("sell", all_orders[3].action)
 264         self.assertEqual("long", all_orders[3].trade_type)
 265
 266         # Action 6b
 267         # TODO:
 268         # Move balances to margin
 269
 270         # Action 7
 271         # TODO
 272         # portfolio.TradeStore.run_orders()
 273
 274         with mock.patch.object(market.time, "sleep") as sleep:
 275             # Action 8
 276             helper.follow_orders(verbose=False)
 277
 278             sleep.assert_called_with(30)
 279
 280