]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - tests/test_market.py
Merge branch 'dev'
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / tests / test_market.py
index 37c009b8ae846c51e03b3d219f875ab05f562b39..c02968672aa46cdadb64379ac40d87e970c1e7ea 100644 (file)
@@ -186,14 +186,17 @@ class MarketTest(WebMockTestCase):
                     return { "average": D("0.000001") }
                 if c1 == "ETH" and c2 == "BTC":
                     return { "average": D("0.1") }
+                if c1 == "FOO" and c2 == "BTC":
+                    return { "average": D("0.1") }
                 self.fail("Should not be called with {}, {}".format(c1, c2))
             get_ticker.side_effect = _get_ticker
 
             repartition.return_value = {
-                    "DOGE": (D("0.25"), "short"),
-                    "BTC": (D("0.25"), "long"),
-                    "ETH": (D("0.25"), "long"),
-                    "XMR": (D("0.25"), "long"),
+                    "DOGE": (D("0.20"), "short"),
+                    "BTC": (D("0.20"), "long"),
+                    "ETH": (D("0.20"), "long"),
+                    "XMR": (D("0.20"), "long"),
+                    "FOO": (D("0.20"), "long"),
                     }
             m = market.Market(self.ccxt, self.market_args())
             self.ccxt.fetch_all_balances.return_value = {
@@ -210,12 +213,12 @@ class MarketTest(WebMockTestCase):
                         "total": D("5.0")
                         },
                     "BTC": {
-                        "exchange_free": D("0.075"),
+                        "exchange_free": D("0.065"),
                         "exchange_used": D("0.02"),
-                        "exchange_total": D("0.095"),
-                        "margin_available": D("0.025"),
+                        "exchange_total": D("0.085"),
+                        "margin_available": D("0.035"),
                         "margin_in_position": D("0.01"),
-                        "margin_total": D("0.035"),
+                        "margin_total": D("0.045"),
                         "total": D("0.13")
                         },
                     "ETH": {
@@ -224,6 +227,12 @@ class MarketTest(WebMockTestCase):
                         "exchange_total": D("1.0"),
                         "total": D("1.0")
                         },
+                    "FOO": {
+                        "exchange_free": D("0.1"),
+                        "exchange_used": D("0.0"),
+                        "exchange_total": D("0.1"),
+                        "total": D("0.1"),
+                        },
                     }
 
             m.balances.fetch_balances(tag="tag")
@@ -236,12 +245,13 @@ class MarketTest(WebMockTestCase):
 
             self.assertEqual(portfolio.Amount("BTC", "-0.025"),
                     new_repartition["DOGE"] - values_in_base["DOGE"])
-            self.assertEqual(portfolio.Amount("BTC", "0.025"),
-                    new_repartition["ETH"] - values_in_base["ETH"])
             self.assertEqual(0,
-                    new_repartition["ZRC"] - values_in_base["ZRC"])
+                    new_repartition["ETH"] - values_in_base["ETH"])
+            self.assertIsNone(new_repartition.get("ZRC"))
             self.assertEqual(portfolio.Amount("BTC", "0.025"),
                     new_repartition["XMR"])
+            self.assertEqual(portfolio.Amount("BTC", "0.015"),
+                    new_repartition["FOO"] - values_in_base["FOO"])
 
         compute_trades.reset_mock()
         with self.subTest(available_balance_only=True, balance=0),\
@@ -381,12 +391,50 @@ class MarketTest(WebMockTestCase):
             order_mock2.trade = trade_mock
 
             trade_mock.tick_actions_recreate.return_value = "tick1"
+            new_order_mock = mock.Mock()
+            trade_mock.prepare_order.return_value = new_order_mock
 
             m.follow_orders()
 
             trade_mock.tick_actions_recreate.assert_called_once_with(2)
             trade_mock.prepare_order.assert_called_once_with(compute_value="tick1")
             m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY)
+            m.report.log_order.assert_called_with(order_mock2, 2, new_order=new_order_mock)
+            new_order_mock.run.assert_called_once_with()
+
+        with self.subTest("disappearing order no action to do"), \
+                mock.patch("market.ReportStore"):
+            all_orders.reset_mock()
+            m = market.Market(self.ccxt, self.market_args())
+
+            order_mock1 = mock.Mock()
+            order_mock2 = mock.Mock()
+            all_orders.side_effect = [
+                    [order_mock1, order_mock2],
+                    [order_mock1, order_mock2],
+
+                    [order_mock1, order_mock2],
+                    [order_mock1, order_mock2],
+
+                    []
+                    ]
+
+            order_mock1.get_status.side_effect = ["open", "closed"]
+            order_mock2.get_status.side_effect = ["open", "error_disappeared"]
+
+            order_mock1.trade = mock.Mock()
+            trade_mock = mock.Mock()
+            order_mock2.trade = trade_mock
+
+            trade_mock.tick_actions_recreate.return_value = "tick1"
+            trade_mock.prepare_order.return_value = None
+
+            m.follow_orders()
+
+            trade_mock.tick_actions_recreate.assert_called_once_with(2)
+            trade_mock.prepare_order.assert_called_once_with(compute_value="tick1")
+            m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY)
+            m.report.log_order.assert_called_with(order_mock2, 2, finished=True)
 
     @mock.patch.object(market.BalanceStore, "fetch_balances")
     def test_move_balance(self, fetch_balances):
@@ -883,6 +931,17 @@ class MarketTest(WebMockTestCase):
             store_report.assert_called_once()
             log_error.assert_not_called()
 
+        process.reset_mock()
+        log_error.reset_mock()
+        store_report.reset_mock()
+        with self.subTest(authentication_error=True):
+            m.ccxt.check_required_credentials.side_effect = market.ccxt.AuthenticationError
+
+            m.process(["some_action"], before=True)
+            log_error.assert_called_with("market_authentication", message="Impossible to authenticate to market")
+            store_report.assert_called_once()
+
+        m.ccxt.check_required_credentials.side_effect = True
         process.reset_mock()
         log_error.reset_mock()
         store_report.reset_mock()
@@ -890,7 +949,7 @@ class MarketTest(WebMockTestCase):
             process.side_effect = Exception("bouh")
 
             m.process(["some_action"], before=True)
-            log_error.assert_called_with("market_process", exception=mock.ANY)
+            log_error.assert_called_with("market_process", exception=mock.ANY, message=mock.ANY)
             store_report.assert_called_once()
  
 
@@ -1038,6 +1097,7 @@ class ProcessorTest(WebMockTestCase):
             self.m.balances.fetch_balances.assert_has_calls([
                 mock.call(add_portfolio=True, checkpoint='end',
                     log_tickers=True,
+                    add_usdt=True,
                     tag='process_foo__0_print_balances_begin')
                 ])
 
@@ -1056,7 +1116,7 @@ class ProcessorTest(WebMockTestCase):
 
             processor.process_step("foo", step, {"foo":"bar"})
             self.m.balances.fetch_balances.assert_called_once_with(
-                    add_portfolio=True, log_tickers=True,
+                    add_portfolio=True, add_usdt=True, log_tickers=True,
                     tag='process_foo__1_print_balances_begin')
 
     def test_parse_args(self):