]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - test.py
Move market processing to single method
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / test.py
diff --git a/test.py b/test.py
index 0bfa2b7b6140d1c3f7e9320441347afce7cf95af..bbe0697bbfd47273106bddc29b8536320d4f34e7 100644 (file)
--- a/test.py
+++ b/test.py
@@ -7,7 +7,7 @@ from unittest import mock
 import requests
 import requests_mock
 from io import StringIO
-import portfolio, helper, market
+import portfolio, market, main
 
 limits = ["acceptance", "unit"]
 for test_type in limits:
@@ -126,6 +126,317 @@ class poloniexETest(unittest.TestCase):
                     }
             self.assertEqual(expected, self.s.margin_summary())
 
+    def test_create_order(self):
+        with mock.patch.object(self.s, "create_exchange_order") as exchange,\
+                mock.patch.object(self.s, "create_margin_order") as margin:
+            with self.subTest(account="unspecified"):
+                self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
+                exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+                margin.assert_not_called()
+                exchange.reset_mock()
+                margin.reset_mock()
+
+            with self.subTest(account="exchange"):
+                self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
+                exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+                margin.assert_not_called()
+                exchange.reset_mock()
+                margin.reset_mock()
+
+            with self.subTest(account="margin"):
+                self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
+                margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
+                exchange.assert_not_called()
+                exchange.reset_mock()
+                margin.reset_mock()
+
+            with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
+                self.s.create_order("symbol", "type", "side", "amount", account="unknown")
+
+    def test_parse_ticker(self):
+        ticker = {
+                "high24hr": "12",
+                "low24hr": "10",
+                "highestBid": "10.5",
+                "lowestAsk": "11.5",
+                "last": "11",
+                "percentChange": "0.1",
+                "quoteVolume": "10",
+                "baseVolume": "20"
+                }
+        market = {
+                "symbol": "BTC/ETC"
+                }
+        with mock.patch.object(self.s, "milliseconds") as ms:
+            ms.return_value = 1520292715123
+            result = self.s.parse_ticker(ticker, market)
+
+            expected = {
+                    "symbol": "BTC/ETC",
+                    "timestamp": 1520292715123,
+                    "datetime": "2018-03-05T23:31:55.123Z",
+                    "high": D("12"),
+                    "low": D("10"),
+                    "bid": D("10.5"),
+                    "ask": D("11.5"),
+                    "vwap": None,
+                    "open": None,
+                    "close": None,
+                    "first": None,
+                    "last": D("11"),
+                    "change": D("0.1"),
+                    "percentage": None,
+                    "average": None,
+                    "baseVolume": D("10"),
+                    "quoteVolume": D("20"),
+                    "info": ticker
+                    }
+            self.assertEqual(expected, result)
+
+    def test_fetch_margin_balance(self):
+        with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
+            get_margin_position.return_value = {
+                    "BTC_DASH": {
+                        "amount": "-0.1",
+                        "basePrice": "0.06818560",
+                        "lendingFees": "0.00000001",
+                        "liquidationPrice": "0.15107132",
+                        "pl": "-0.00000371",
+                        "total": "0.00681856",
+                        "type": "short"
+                        },
+                    "BTC_ETC": {
+                        "amount": "-0.6",
+                        "basePrice": "0.1",
+                        "lendingFees": "0.00000001",
+                        "liquidationPrice": "0.6",
+                        "pl": "0.00000371",
+                        "total": "0.06",
+                        "type": "short"
+                        },
+                    "BTC_ETH": {
+                        "amount": "0",
+                        "basePrice": "0",
+                        "lendingFees": "0",
+                        "liquidationPrice": "-1",
+                        "pl": "0",
+                        "total": "0",
+                        "type": "none"
+                        }
+                    }
+            balances = self.s.fetch_margin_balance()
+            self.assertEqual(2, len(balances))
+            expected = {
+                "DASH": {
+                    "amount": D("-0.1"),
+                    "borrowedPrice": D("0.06818560"),
+                    "lendingFees": D("1E-8"),
+                    "pl": D("-0.00000371"),
+                    "liquidationPrice": D("0.15107132"),
+                    "type": "short",
+                    "total": D("0.00681856"),
+                    "baseCurrency": "BTC"
+                    },
+                "ETC": {
+                    "amount": D("-0.6"),
+                    "borrowedPrice": D("0.1"),
+                    "lendingFees": D("1E-8"),
+                    "pl": D("0.00000371"),
+                    "liquidationPrice": D("0.6"),
+                    "type": "short",
+                    "total": D("0.06"),
+                    "baseCurrency": "BTC"
+                    }
+                }
+            self.assertEqual(expected, balances)
+
+    def test_sum(self):
+        self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
+
+    def test_fetch_balance(self):
+        with mock.patch.object(self.s, "load_markets") as load_markets,\
+                mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
+                mock.patch.object(self.s, "common_currency_code") as ccc:
+            ccc.side_effect = ["ETH", "BTC", "DASH"]
+            balances.return_value = {
+                    "ETH": {
+                        "available": "10",
+                        "onOrders": "1",
+                        },
+                    "BTC": {
+                        "available": "1",
+                        "onOrders": "0",
+                        },
+                    "DASH": {
+                        "available": "0",
+                        "onOrders": "3"
+                        }
+                    }
+
+            expected = {
+                    "info": {
+                        "ETH": {"available": "10", "onOrders": "1"},
+                        "BTC": {"available": "1", "onOrders": "0"},
+                        "DASH": {"available": "0", "onOrders": "3"}
+                        },
+                    "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
+                    "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
+                    "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
+                    "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
+                    "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
+                    "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
+                    }
+            result = self.s.fetch_balance()
+            load_markets.assert_called_once()
+            self.assertEqual(expected, result)
+
+    def test_fetch_balance_per_type(self):
+        with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
+            balances.return_value = {
+                "exchange": {
+                    "BLK": "159.83673869",
+                    "BTC": "0.00005959",
+                    "USDT": "0.00002625",
+                    "XMR": "0.18719303"
+                    },
+                "margin": {
+                    "BTC": "0.03019227"
+                    }
+                }
+            expected = {
+                    "info": {
+                        "exchange": {
+                            "BLK": "159.83673869",
+                            "BTC": "0.00005959",
+                            "USDT": "0.00002625",
+                            "XMR": "0.18719303"
+                            },
+                        "margin": {
+                            "BTC": "0.03019227"
+                            }
+                        },
+                    "exchange": {
+                        "BLK": D("159.83673869"),
+                        "BTC": D("0.00005959"),
+                        "USDT": D("0.00002625"),
+                        "XMR": D("0.18719303")
+                        },
+                    "margin": {"BTC": D("0.03019227")},
+                    "BLK": {"exchange": D("159.83673869")},
+                    "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
+                    "USDT": {"exchange": D("0.00002625")},
+                    "XMR": {"exchange": D("0.18719303")}
+                    } 
+            result = self.s.fetch_balance_per_type()
+            self.assertEqual(expected, result)
+
+    def test_fetch_all_balances(self):
+        import json
+        with mock.patch.object(self.s, "load_markets") as load_markets,\
+                mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
+                mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
+                mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
+
+            with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
+                balance.return_value = json.load(f)
+            with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
+                margin_balance.return_value = json.load(f)
+            with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
+                balance_per_type.return_value = json.load(f)
+
+            result = self.s.fetch_all_balances()
+            expected_doge = {
+                    "total": D("-12779.79821852"),
+                    "exchange_used": D("0E-8"),
+                    "exchange_total": D("0E-8"),
+                    "exchange_free": D("0E-8"),
+                    "margin_available": 0,
+                    "margin_in_position": 0,
+                    "margin_borrowed": D("12779.79821852"),
+                    "margin_total": D("-12779.79821852"),
+                    "margin_pending_gain": 0,
+                    "margin_lending_fees": D("-9E-8"),
+                    "margin_pending_base_gain": D("0.00024059"),
+                    "margin_position_type": "short",
+                    "margin_liquidation_price": D("0.00000246"),
+                    "margin_borrowed_base_price": D("0.00599149"),
+                    "margin_borrowed_base_currency": "BTC"
+                    } 
+            expected_btc = {"total": D("0.05432165"),
+                    "exchange_used": D("0E-8"),
+                    "exchange_total": D("0.00005959"),
+                    "exchange_free": D("0.00005959"),
+                    "margin_available": D("0.03019227"),
+                    "margin_in_position": D("0.02406979"),
+                    "margin_borrowed": 0,
+                    "margin_total": D("0.05426206"),
+                    "margin_pending_gain": D("0.00093955"),
+                    "margin_lending_fees": 0,
+                    "margin_pending_base_gain": 0,
+                    "margin_position_type": None,
+                    "margin_liquidation_price": 0,
+                    "margin_borrowed_base_price": 0,
+                    "margin_borrowed_base_currency": None
+                    }
+            expected_xmr = {"total": D("0.18719303"),
+                    "exchange_used": D("0E-8"),
+                    "exchange_total": D("0.18719303"),
+                    "exchange_free": D("0.18719303"),
+                    "margin_available": 0,
+                    "margin_in_position": 0,
+                    "margin_borrowed": 0,
+                    "margin_total": 0,
+                    "margin_pending_gain": 0,
+                    "margin_lending_fees": 0,
+                    "margin_pending_base_gain": 0,
+                    "margin_position_type": None,
+                    "margin_liquidation_price": 0,
+                    "margin_borrowed_base_price": 0,
+                    "margin_borrowed_base_currency": None
+                    } 
+            self.assertEqual(expected_xmr, result["XMR"])
+            self.assertEqual(expected_doge, result["DOGE"])
+            self.assertEqual(expected_btc, result["BTC"])
+
+    def test_create_margin_order(self):
+        with self.assertRaises(market.ExchangeError):
+            self.s.create_margin_order("FOO", "market", "buy", "10")
+
+        with mock.patch.object(self.s, "load_markets") as load_markets,\
+                mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
+                mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
+                mock.patch.object(self.s, "market") as market_mock,\
+                mock.patch.object(self.s, "price_to_precision") as ptp,\
+                mock.patch.object(self.s, "amount_to_precision") as atp:
+
+            margin_buy.return_value = {
+                    "orderNumber": 123
+                    }
+            margin_sell.return_value = {
+                    "orderNumber": 456
+                    }
+            market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
+            ptp.return_value = D("0.1")
+            atp.return_value = D("12")
+
+            order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
+            self.assertEqual(123, order["id"])
+            margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
+            margin_sell.assert_not_called()
+            margin_buy.reset_mock()
+            margin_sell.reset_mock()
+
+            order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
+            self.assertEqual(456, order["id"])
+            margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
+            margin_buy.assert_not_called()
+
+    def test_create_exchange_order(self):
+        with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
+            self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
+
+            create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
+
 @unittest.skipUnless("unit" in limits, "Unit skipped")
 class PortfolioTest(WebMockTestCase):
     def fill_data(self):
@@ -135,7 +446,7 @@ class PortfolioTest(WebMockTestCase):
     def setUp(self):
         super(PortfolioTest, self).setUp()
 
-        with open("test_portfolio.json") as example:
+        with open("test_samples/test_portfolio.json") as example:
             self.json_response = example.read()
 
         self.wm.get(portfolio.Portfolio.URL, text=self.json_response)
@@ -907,7 +1218,163 @@ class MarketTest(WebMockTestCase):
                     self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
                     self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
                     self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
-  
+
+    def test_store_report(self):
+
+        file_open = mock.mock_open()
+        with self.subTest(file=None), mock.patch("market.open", file_open):
+            m = market.Market(self.ccxt, user_id=1)
+            m.store_report()
+            file_open.assert_not_called()
+
+        file_open = mock.mock_open()
+        m = market.Market(self.ccxt, report_path="present", user_id=1)
+        with self.subTest(file="present"),\
+                mock.patch("market.open", file_open),\
+                mock.patch.object(m, "report") as report,\
+                mock.patch.object(market, "datetime") as time_mock:
+
+            time_mock.now.return_value = datetime.datetime(2018, 2, 25)
+            report.to_json.return_value = "json_content"
+
+            m.store_report()
+
+            file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
+            file_open().write.assert_called_once_with("json_content")
+            m.report.to_json.assert_called_once_with()
+
+        m = market.Market(self.ccxt, report_path="error", user_id=1)
+        with self.subTest(file="error"),\
+                mock.patch("market.open") as file_open,\
+                mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+            file_open.side_effect = FileNotFoundError
+
+            m.store_report()
+
+            self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
+
+    def test_print_orders(self):
+        m = market.Market(self.ccxt)
+        with mock.patch.object(m.report, "log_stage") as log_stage,\
+                mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
+                mock.patch.object(m, "prepare_trades") as prepare_trades,\
+                mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
+            m.print_orders()
+
+            log_stage.assert_called_with("print_orders")
+            fetch_balances.assert_called_with(tag="print_orders")
+            prepare_trades.assert_called_with(base_currency="BTC",
+                    compute_value="average")
+            prepare_orders.assert_called_with(compute_value="average")
+
+    def test_print_balances(self):
+        m = market.Market(self.ccxt)
+
+        with mock.patch.object(m.balances, "in_currency") as in_currency,\
+                mock.patch.object(m.report, "log_stage") as log_stage,\
+                mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
+                mock.patch.object(m.report, "print_log") as print_log:
+
+            in_currency.return_value = {
+                    "BTC": portfolio.Amount("BTC", "0.65"),
+                    "ETH": portfolio.Amount("BTC", "0.3"),
+                    }
+
+            m.print_balances()
+
+            log_stage.assert_called_once_with("print_balances")
+            fetch_balances.assert_called_with()
+            print_log.assert_has_calls([
+                mock.call("total:"),
+                mock.call(portfolio.Amount("BTC", "0.95")),
+                ])
+
+    @mock.patch("market.Processor.process")
+    @mock.patch("market.ReportStore.log_error")
+    @mock.patch("market.Market.store_report")
+    def test_process(self, store_report, log_error, process):
+        m = market.Market(self.ccxt)
+        with self.subTest(before=False, after=False):
+            m.process(None)
+
+            process.assert_not_called()
+            store_report.assert_called_once()
+            log_error.assert_not_called()
+
+        process.reset_mock()
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(before=True, after=False):
+            m.process(None, before=True)
+
+            process.assert_called_once_with("sell_all", steps="before")
+            store_report.assert_called_once()
+            log_error.assert_not_called()
+
+        process.reset_mock()
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(before=False, after=True):
+            m.process(None, after=True)
+
+            process.assert_called_once_with("sell_all", steps="after")
+            store_report.assert_called_once()
+            log_error.assert_not_called()
+
+        process.reset_mock()
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(before=True, after=True):
+            m.process(None, before=True, after=True)
+
+            process.assert_has_calls([
+                mock.call("sell_all", steps="before"),
+                mock.call("sell_all", steps="after"),
+                ])
+            store_report.assert_called_once()
+            log_error.assert_not_called()
+
+        process.reset_mock()
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(action="print_balances"),\
+                mock.patch.object(m, "print_balances") as print_balances:
+            m.process(["print_balances"])
+
+            process.assert_not_called()
+            log_error.assert_not_called()
+            store_report.assert_called_once()
+            print_balances.assert_called_once_with()
+
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(action="print_orders"),\
+                mock.patch.object(m, "print_orders") as print_orders,\
+                mock.patch.object(m, "print_balances") as print_balances:
+            m.process(["print_orders", "print_balances"])
+
+            process.assert_not_called()
+            log_error.assert_not_called()
+            store_report.assert_called_once()
+            print_orders.assert_called_once_with()
+            print_balances.assert_called_once_with()
+
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(action="unknown"):
+            m.process(["unknown"])
+            log_error.assert_called_once_with("market_process", message="Unknown action unknown")
+            store_report.assert_called_once()
+
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(unhandled_exception=True):
+            process.side_effect = Exception("bouh")
+
+            m.process(None, before=True)
+            log_error.assert_called_with("market_process", exception=mock.ANY)
+            store_report.assert_called_once()
 @unittest.skipUnless("unit" in limits, "Unit skipped")
 class TradeStoreTest(WebMockTestCase):
     def test_compute_trades(self):
@@ -1746,25 +2213,46 @@ class TradeTest(WebMockTestCase):
         trade.orders.append(order_mock1)
         trade.orders.append(order_mock2)
 
-        trade.print_with_order()
+        with mock.patch.object(trade, "filled_amount") as filled:
+            filled.return_value = portfolio.Amount("BTC", "0.1")
+
+            trade.print_with_order()
+
+            self.m.report.print_log.assert_called()
+            calls = self.m.report.print_log.mock_calls
+            self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
+            self.assertEqual("\tMock 1", str(calls[1][1][0]))
+            self.assertEqual("\tMock 2", str(calls[2][1][0]))
+            self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
+            self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
+
+            self.m.report.print_log.reset_mock()
+
+            filled.return_value = portfolio.Amount("BTC", "0.5")
+            trade.print_with_order()
+            calls = self.m.report.print_log.mock_calls
+            self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
+
+            self.m.report.print_log.reset_mock()
 
-        self.m.report.print_log.assert_called()
-        calls = self.m.report.print_log.mock_calls
-        self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
-        self.assertEqual("\tMock 1", str(calls[1][1][0]))
-        self.assertEqual("\tMock 2", str(calls[2][1][0]))
-        self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
-        self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
+            filled.return_value = portfolio.Amount("BTC", "0.1")
+            trade.closed = True
+            trade.print_with_order()
+            calls = self.m.report.print_log.mock_calls
+            self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
 
     def test_close(self):
         value_from = portfolio.Amount("BTC", "0.5")
         value_from.linked_to = portfolio.Amount("ETH", "10.0")
         value_to = portfolio.Amount("BTC", "1.0")
         trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
+        order1 = mock.Mock()
+        trade.orders.append(order1)
 
         trade.close()
 
         self.assertEqual(True, trade.closed)
+        order1.cancel.assert_called_once_with()
 
     def test_pending(self):
         value_from = portfolio.Amount("BTC", "0.5")
@@ -1888,27 +2376,57 @@ class OrderTest(WebMockTestCase):
 
     @mock.patch.object(portfolio.Order, "fetch")
     def test_cancel(self, fetch):
-        self.m.debug = True
-        order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
-                D("0.1"), "BTC", "long", self.m, "trade")
-        order.status = "open"
+        with self.subTest(debug=True):
+            self.m.debug = True
+            order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+                    D("0.1"), "BTC", "long", self.m, "trade")
+            order.status = "open"
 
-        order.cancel()
-        self.m.ccxt.cancel_order.assert_not_called()
-        self.m.report.log_debug_action.assert_called_once()
-        self.m.report.log_debug_action.reset_mock()
-        self.assertEqual("canceled", order.status)
+            order.cancel()
+            self.m.ccxt.cancel_order.assert_not_called()
+            self.m.report.log_debug_action.assert_called_once()
+            self.m.report.log_debug_action.reset_mock()
+            self.assertEqual("canceled", order.status)
 
-        self.m.debug = False
-        order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
-                D("0.1"), "BTC", "long", self.m, "trade")
-        order.status = "open"
-        order.id = 42
+        with self.subTest(desc="Nominal case"):
+            self.m.debug = False
+            order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+                    D("0.1"), "BTC", "long", self.m, "trade")
+            order.status = "open"
+            order.id = 42
 
-        order.cancel()
-        self.m.ccxt.cancel_order.assert_called_with(42)
-        fetch.assert_called_once_with()
-        self.m.report.log_debug_action.assert_not_called()
+            order.cancel()
+            self.m.ccxt.cancel_order.assert_called_with(42)
+            fetch.assert_called_once_with()
+            self.m.report.log_debug_action.assert_not_called()
+
+        with self.subTest(exception=True):
+            self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+            order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+                    D("0.1"), "BTC", "long", self.m, "trade")
+            order.status = "open"
+            order.id = 42
+            order.cancel()
+            self.m.ccxt.cancel_order.assert_called_with(42)
+            self.m.report.log_error.assert_called_once()
+
+        self.m.reset_mock()
+        with self.subTest(id=None):
+            self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+            order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+                    D("0.1"), "BTC", "long", self.m, "trade")
+            order.status = "open"
+            order.cancel()
+            self.m.ccxt.cancel_order.assert_not_called()
+
+        self.m.reset_mock()
+        with self.subTest(open=False):
+            self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
+            order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
+                    D("0.1"), "BTC", "long", self.m, "trade")
+            order.status = "closed"
+            order.cancel()
+            self.m.ccxt.cancel_order.assert_not_called()
 
     def test_dust_amount_remaining(self):
         order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
@@ -2050,7 +2568,7 @@ class OrderTest(WebMockTestCase):
                     }
             order.fetch()
 
-            self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH")
+            self.m.ccxt.fetch_order.assert_called_once_with(45)
             fetch_mouvements.assert_called_once()
             self.assertEqual("foo", order.status)
             self.assertEqual("timestamp", order.timestamp)
@@ -2701,7 +3219,7 @@ class ReportStoreTest(WebMockTestCase):
             })
 
 @unittest.skipUnless("unit" in limits, "Unit skipped")
-class HelperTest(WebMockTestCase):
+class MainTest(WebMockTestCase):
     def test_make_order(self):
         self.m.get_ticker.return_value = {
                 "inverted": False,
@@ -2711,7 +3229,7 @@ class HelperTest(WebMockTestCase):
                 }
 
         with self.subTest(description="nominal case"):
-            helper.make_order(self.m, 10, "ETH")
+            main.make_order(self.m, 10, "ETH")
 
             self.m.report.log_stage.assert_has_calls([
                 mock.call("make_order_begin"),
@@ -2736,7 +3254,7 @@ class HelperTest(WebMockTestCase):
 
             self.m.reset_mock()
             with self.subTest(compute_value="default"):
-                helper.make_order(self.m, 10, "ETH", action="dispose",
+                main.make_order(self.m, 10, "ETH", action="dispose",
                         compute_value="ask")
 
                 trade = self.m.trades.all.append.mock_calls[0][1][0]
@@ -2745,7 +3263,7 @@ class HelperTest(WebMockTestCase):
 
         self.m.reset_mock()
         with self.subTest(follow=False):
-            result = helper.make_order(self.m, 10, "ETH", follow=False)
+            result = main.make_order(self.m, 10, "ETH", follow=False)
 
             self.m.report.log_stage.assert_has_calls([
                 mock.call("make_order_begin"),
@@ -2765,7 +3283,7 @@ class HelperTest(WebMockTestCase):
 
         self.m.reset_mock()
         with self.subTest(base_currency="USDT"):
-            helper.make_order(self.m, 1, "BTC", base_currency="USDT")
+            main.make_order(self.m, 1, "BTC", base_currency="USDT")
 
             trade = self.m.trades.all.append.mock_calls[0][1][0]
             self.assertEqual("BTC", trade.currency)
@@ -2773,14 +3291,14 @@ class HelperTest(WebMockTestCase):
 
         self.m.reset_mock()
         with self.subTest(close_if_possible=True):
-            helper.make_order(self.m, 10, "ETH", close_if_possible=True)
+            main.make_order(self.m, 10, "ETH", close_if_possible=True)
 
             trade = self.m.trades.all.append.mock_calls[0][1][0]
             self.assertEqual(True, trade.orders[0].close_if_possible)
 
         self.m.reset_mock()
         with self.subTest(action="dispose"):
-            helper.make_order(self.m, 10, "ETH", action="dispose")
+            main.make_order(self.m, 10, "ETH", action="dispose")
 
             trade = self.m.trades.all.append.mock_calls[0][1][0]
             self.assertEqual(0, trade.value_to)
@@ -2790,19 +3308,19 @@ class HelperTest(WebMockTestCase):
 
             self.m.reset_mock()
             with self.subTest(compute_value="default"):
-                helper.make_order(self.m, 10, "ETH", action="dispose",
+                main.make_order(self.m, 10, "ETH", action="dispose",
                         compute_value="bid")
 
                 trade = self.m.trades.all.append.mock_calls[0][1][0]
                 self.assertEqual(D("0.9"), trade.value_from.value)
 
-    def test_user_market(self):
-        with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\
-                mock.patch("helper.main_parse_config") as main_parse_config:
+    def test_get_user_market(self):
+        with mock.patch("main.fetch_markets") as main_fetch_markets,\
+                mock.patch("main.parse_config") as main_parse_config:
             with self.subTest(debug=False):
                 main_parse_config.return_value = ["pg_config", "report_path"]
                 main_fetch_markets.return_value = [({"key": "market_config"},)]
-                m = helper.get_user_market("config_path.ini", 1)
+                m = main.get_user_market("config_path.ini", 1)
 
                 self.assertIsInstance(m, market.Market)
                 self.assertFalse(m.debug)
@@ -2810,141 +3328,67 @@ class HelperTest(WebMockTestCase):
             with self.subTest(debug=True):
                 main_parse_config.return_value = ["pg_config", "report_path"]
                 main_fetch_markets.return_value = [({"key": "market_config"},)]
-                m = helper.get_user_market("config_path.ini", 1, debug=True)
+                m = main.get_user_market("config_path.ini", 1, debug=True)
 
                 self.assertIsInstance(m, market.Market)
                 self.assertTrue(m.debug)
 
-    def test_main_store_report(self):
-        file_open = mock.mock_open()
-        with self.subTest(file=None), mock.patch("__main__.open", file_open):
-            helper.main_store_report(None, 1, self.m)
-            file_open.assert_not_called()
-
-        file_open = mock.mock_open()
-        with self.subTest(file="present"), mock.patch("helper.open", file_open),\
-                mock.patch.object(helper, "datetime") as time_mock:
-            time_mock.now.return_value = datetime.datetime(2018, 2, 25)
-            self.m.report.to_json.return_value = "json_content"
-
-            helper.main_store_report("present", 1, self.m)
-
-            file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
-            file_open().write.assert_called_once_with("json_content")
-            self.m.report.to_json.assert_called_once_with()
-
-        with self.subTest(file="error"),\
-                mock.patch("helper.open") as file_open,\
+    def test_process(self):
+        with mock.patch("market.Market") as market_mock,\
                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
-            file_open.side_effect = FileNotFoundError
-
-            helper.main_store_report("error", 1, self.m)
-
-            self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
 
-    @mock.patch("helper.Processor.process")
-    def test_main_process_market(self, process):
-        with self.subTest(before=False, after=False):
-            m = mock.Mock()
-            helper.main_process_market(m, None)
-
-            process.assert_not_called()
-
-        process.reset_mock()
-        with self.subTest(before=True, after=False):
-            helper.main_process_market(m, None, before=True)
+            args_mock = mock.Mock()
+            args_mock.action = "action"
+            args_mock.config = "config"
+            args_mock.user = "user"
+            args_mock.debug = "debug"
+            args_mock.before = "before"
+            args_mock.after = "after"
+            self.assertEqual("", stdout_mock.getvalue())
 
-            process.assert_called_once_with("sell_all", steps="before")
+            main.process("config", 1, "report_path", args_mock)
 
-        process.reset_mock()
-        with self.subTest(before=False, after=True):
-            helper.main_process_market(m, None, after=True)
-            
-            process.assert_called_once_with("sell_all", steps="after")
-
-        process.reset_mock()
-        with self.subTest(before=True, after=True):
-            helper.main_process_market(m, None, before=True, after=True)
-
-            process.assert_has_calls([
-                mock.call("sell_all", steps="before"),
-                mock.call("sell_all", steps="after"),
+            market_mock.from_config.assert_has_calls([
+                mock.call("config", debug="debug", user_id=1, report_path="report_path"),
+                mock.call().process("action", before="before", after="after"),
                 ])
 
-        process.reset_mock()
-        with self.subTest(action="print_balances"),\
-                mock.patch("helper.print_balances") as print_balances:
-            helper.main_process_market("user", ["print_balances"])
-
-            process.assert_not_called()
-            print_balances.assert_called_once_with("user")
-
-        with self.subTest(action="print_orders"),\
-                mock.patch("helper.print_orders") as print_orders,\
-                mock.patch("helper.print_balances") as print_balances:
-            helper.main_process_market("user", ["print_orders", "print_balances"])
-
-            process.assert_not_called()
-            print_orders.assert_called_once_with("user")
-            print_balances.assert_called_once_with("user")
-
-        with self.subTest(action="unknown"),\
-                self.assertRaises(NotImplementedError):
-            helper.main_process_market("user", ["unknown"])
+            with self.subTest(exception=True):
+                market_mock.from_config.side_effect = Exception("boo")
+                main.process("config", 1, "report_path", args_mock)
+                self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
 
-    @mock.patch.object(helper, "psycopg2")
-    def test_fetch_markets(self, psycopg2):
-        connect_mock = mock.Mock()
-        cursor_mock = mock.MagicMock()
-        cursor_mock.__iter__.return_value = ["row_1", "row_2"]
+    def test_main(self):
+        with mock.patch("main.parse_args") as parse_args,\
+                mock.patch("main.parse_config") as parse_config,\
+                mock.patch("main.fetch_markets") as fetch_markets,\
+                mock.patch("main.process") as process:
 
-        connect_mock.cursor.return_value = cursor_mock
-        psycopg2.connect.return_value = connect_mock
+            args_mock = mock.Mock()
+            args_mock.config = "config"
+            args_mock.user = "user"
+            parse_args.return_value = args_mock
 
-        with self.subTest(user=None):
-            rows = list(helper.main_fetch_markets({"foo": "bar"}, None))
+            parse_config.return_value = ["pg_config", "report_path"]
 
-            psycopg2.connect.assert_called_once_with(foo="bar")
-            cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
+            fetch_markets.return_value = [["config1", 1], ["config2", 2]]
 
-            self.assertEqual(["row_1", "row_2"], rows)
+            main.main(["Foo", "Bar"])
 
-        psycopg2.connect.reset_mock()
-        cursor_mock.execute.reset_mock()
-        with self.subTest(user=1):
-            rows = list(helper.main_fetch_markets({"foo": "bar"}, 1))
+            parse_args.assert_called_with(["Foo", "Bar"])
+            parse_config.assert_called_with("config")
+            fetch_markets.assert_called_with("pg_config", "user")
 
-            psycopg2.connect.assert_called_once_with(foo="bar")
-            cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
-
-            self.assertEqual(["row_1", "row_2"], rows)
-
-    @mock.patch.object(helper.sys, "exit")
-    def test_main_parse_args(self, exit):
-        with self.subTest(config="config.ini"):
-            args = helper.main_parse_args([])
-            self.assertEqual("config.ini", args.config)
-            self.assertFalse(args.before)
-            self.assertFalse(args.after)
-            self.assertFalse(args.debug)
-
-            args = helper.main_parse_args(["--before", "--after", "--debug"])
-            self.assertTrue(args.before)
-            self.assertTrue(args.after)
-            self.assertTrue(args.debug)
-
-            exit.assert_not_called()
-
-        with self.subTest(config="inexistant"),\
-                mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
-            args = helper.main_parse_args(["--config", "foo.bar"])
-            exit.assert_called_once_with(1)
-            self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+            self.assertEqual(2, process.call_count)
+            process.assert_has_calls([
+                mock.call("config1", 1, "report_path", args_mock),
+                mock.call("config2", 2, "report_path", args_mock),
+                ])
 
-    @mock.patch.object(helper.sys, "exit")
-    @mock.patch("helper.configparser")
-    @mock.patch("helper.os")
-    def test_main_parse_config(self, os, configparser, exit):
+    @mock.patch.object(main.sys, "exit")
+    @mock.patch("main.configparser")
+    @mock.patch("main.os")
+    def test_parse_config(self, os, configparser, exit):
         with self.subTest(pg_config=True, report_path=None):
             config_mock = mock.MagicMock()
             configparser.ConfigParser.return_value = config_mock
@@ -2954,7 +3398,7 @@ class HelperTest(WebMockTestCase):
             config_mock.__contains__.side_effect = config
             config_mock.__getitem__.return_value = "pg_config"
 
-            result = helper.main_parse_config("configfile")
+            result = main.parse_config("configfile")
 
             config_mock.read.assert_called_with("configfile")
 
@@ -2972,7 +3416,7 @@ class HelperTest(WebMockTestCase):
                     ]
 
             os.path.exists.return_value = False
-            result = helper.main_parse_config("configfile")
+            result = main.parse_config("configfile")
 
             config_mock.read.assert_called_with("configfile")
             self.assertEqual(["pg_config", "report_path"], result)
@@ -2983,46 +3427,71 @@ class HelperTest(WebMockTestCase):
                 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
             config_mock = mock.MagicMock()
             configparser.ConfigParser.return_value = config_mock
-            result = helper.main_parse_config("configfile")
+            result = main.parse_config("configfile")
 
             config_mock.read.assert_called_with("configfile")
             exit.assert_called_once_with(1)
             self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
 
+    @mock.patch.object(main.sys, "exit")
+    def test_parse_args(self, exit):
+        with self.subTest(config="config.ini"):
+            args = main.parse_args([])
+            self.assertEqual("config.ini", args.config)
+            self.assertFalse(args.before)
+            self.assertFalse(args.after)
+            self.assertFalse(args.debug)
 
-    def test_print_orders(self):
-        helper.print_orders(self.m)
+            args = main.parse_args(["--before", "--after", "--debug"])
+            self.assertTrue(args.before)
+            self.assertTrue(args.after)
+            self.assertTrue(args.debug)
 
-        self.m.report.log_stage.assert_called_with("print_orders")
-        self.m.balances.fetch_balances.assert_called_with(tag="print_orders")
-        self.m.prepare_trades.assert_called_with(base_currency="BTC",
-                compute_value="average")
-        self.m.trades.prepare_orders.assert_called_with(compute_value="average")
+            exit.assert_not_called()
+
+        with self.subTest(config="inexistant"),\
+                mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
+            args = main.parse_args(["--config", "foo.bar"])
+            exit.assert_called_once_with(1)
+            self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
+
+    @mock.patch.object(main, "psycopg2")
+    def test_fetch_markets(self, psycopg2):
+        connect_mock = mock.Mock()
+        cursor_mock = mock.MagicMock()
+        cursor_mock.__iter__.return_value = ["row_1", "row_2"]
+
+        connect_mock.cursor.return_value = cursor_mock
+        psycopg2.connect.return_value = connect_mock
+
+        with self.subTest(user=None):
+            rows = list(main.fetch_markets({"foo": "bar"}, None))
+
+            psycopg2.connect.assert_called_once_with(foo="bar")
+            cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs")
+
+            self.assertEqual(["row_1", "row_2"], rows)
+
+        psycopg2.connect.reset_mock()
+        cursor_mock.execute.reset_mock()
+        with self.subTest(user=1):
+            rows = list(main.fetch_markets({"foo": "bar"}, 1))
+
+            psycopg2.connect.assert_called_once_with(foo="bar")
+            cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1)
+
+            self.assertEqual(["row_1", "row_2"], rows)
 
-    def test_print_balances(self):
-        self.m.balances.in_currency.return_value = {
-                "BTC": portfolio.Amount("BTC", "0.65"),
-                "ETH": portfolio.Amount("BTC", "0.3"),
-        }
-
-        helper.print_balances(self.m)
-
-        self.m.report.log_stage.assert_called_once_with("print_balances")
-        self.m.balances.fetch_balances.assert_called_with()
-        self.m.report.print_log.assert_has_calls([
-            mock.call("total:"),
-            mock.call(portfolio.Amount("BTC", "0.95")),
-            ])
 
 @unittest.skipUnless("unit" in limits, "Unit skipped")
 class ProcessorTest(WebMockTestCase):
     def test_values(self):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         self.assertEqual(self.m, processor.market)
 
     def test_run_action(self):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         with mock.patch.object(processor, "parse_args") as parse_args:
             method_mock = mock.Mock()
@@ -3039,7 +3508,7 @@ class ProcessorTest(WebMockTestCase):
             method_mock.assert_called_with(self.m, foo="bar")
 
     def test_select_step(self):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         scenario = processor.scenarios["sell_all"]
 
@@ -3052,9 +3521,9 @@ class ProcessorTest(WebMockTestCase):
         with self.assertRaises(TypeError):
             processor.select_steps(scenario, ["wait"])
 
-    @mock.patch("helper.Processor.process_step")
+    @mock.patch("market.Processor.process_step")
     def test_process(self, process_step):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         processor.process("sell_all", foo="bar")
         self.assertEqual(3, process_step.call_count)
@@ -3075,7 +3544,7 @@ class ProcessorTest(WebMockTestCase):
         ccxt = mock.Mock(spec=market.ccxt.poloniexE)
         m = market.Market(ccxt)
 
-        processor = helper.Processor(m)
+        processor = market.Processor(m)
 
         method, arguments = processor.method_arguments("wait_for_recent")
         self.assertEqual(portfolio.Portfolio.wait_for_recent, method)
@@ -3101,7 +3570,7 @@ class ProcessorTest(WebMockTestCase):
         self.assertEqual(m.trades.close_trades, method)
 
     def test_process_step(self):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         with mock.patch.object(processor, "run_action") as run_action:
             step = processor.scenarios["sell_needed"][1]
@@ -3135,7 +3604,7 @@ class ProcessorTest(WebMockTestCase):
             self.m.balances.fetch_balances.assert_not_called()
 
     def test_parse_args(self):
-        processor = helper.Processor(self.m)
+        processor = market.Processor(self.m)
 
         with mock.patch.object(processor, "method_arguments") as method_arguments:
             method_mock = mock.Mock()