X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=8b9d35b92345889dd8e425fed9438775d0d4937b;hp=cbce357b246fb9761e59d152338c07b4c66bcf18;hb=c682bdf4a02a45312ef1aadf8aa26136cf308414;hpb=e6015816224f8f405e9b1c9557f22e73b21246e8 diff --git a/test.py b/test.py index cbce357..8b9d35b 100644 --- a/test.py +++ b/test.py @@ -1,5223 +1,10 @@ -import sys -import portfolio import unittest -import datetime -from decimal import Decimal as D -from unittest import mock -import requests -import requests_mock -from io import StringIO -import threading -import portfolio, market, main, store -limits = ["acceptance", "unit"] -for test_type in limits: - if "--no{}".format(test_type) in sys.argv: - sys.argv.remove("--no{}".format(test_type)) - limits.remove(test_type) - if "--only{}".format(test_type) in sys.argv: - sys.argv.remove("--only{}".format(test_type)) - limits = [test_type] - break - -class WebMockTestCase(unittest.TestCase): - import time - - def market_args(self, debug=False, quiet=False, report_path=None, **kwargs): - return main.configargparse.Namespace(report_path=report_path, - debug=debug, quiet=quiet, **kwargs) - - def setUp(self): - super().setUp() - self.wm = requests_mock.Mocker() - self.wm.start() - - # market - self.m = mock.Mock(name="Market", spec=market.Market) - self.m.debug = False - - self.patchers = [ - mock.patch.multiple(market.Portfolio, - data=store.LockedVar(None), - liquidities=store.LockedVar({}), - last_date=store.LockedVar(None), - report=mock.Mock(), - worker=None, - worker_notify=None, - worker_started=False, - callback=None), - mock.patch.multiple(portfolio.Computation, - computations=portfolio.Computation.computations), - ] - for patcher in self.patchers: - patcher.start() - - def tearDown(self): - for patcher in self.patchers: - patcher.stop() - self.wm.stop() - super().tearDown() - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class poloniexETest(unittest.TestCase): - def setUp(self): - super().setUp() - self.wm = requests_mock.Mocker() - self.wm.start() - - self.s = market.ccxt.poloniexE() - - def tearDown(self): - self.wm.stop() - super().tearDown() - - def test__init(self): - with self.subTest("Nominal case"), \ - mock.patch("market.ccxt.poloniexE.session") as session: - session.request.return_value = "response" - ccxt = market.ccxt.poloniexE() - ccxt._market = mock.Mock - ccxt._market.report = mock.Mock() - - ccxt.session.request("GET", "URL", data="data", - headers="headers") - ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', - 'headers', 'response') - - with self.subTest("Raising"),\ - mock.patch("market.ccxt.poloniexE.session") as session: - session.request.side_effect = market.ccxt.RequestException("Boo") - - ccxt = market.ccxt.poloniexE() - ccxt._market = mock.Mock - ccxt._market.report = mock.Mock() - - with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm: - ccxt.session.request("GET", "URL", data="data", - headers="headers") - ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', - 'headers', cm.exception) - - - def test_nanoseconds(self): - with mock.patch.object(market.ccxt.time, "time") as time: - time.return_value = 123456.7890123456 - self.assertEqual(123456789012345, self.s.nanoseconds()) - - def test_nonce(self): - with mock.patch.object(market.ccxt.time, "time") as time: - time.return_value = 123456.7890123456 - self.assertEqual(123456789012345, self.s.nonce()) - - def test_request(self): - with mock.patch.object(market.ccxt.poloniex, "request") as request,\ - mock.patch("market.ccxt.retry_call") as retry_call: - with self.subTest(wrapped=True): - with self.subTest(desc="public"): - self.s.request("foo") - retry_call.assert_called_with(request, - delay=1, tries=10, fargs=["foo"], - fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) - request.assert_not_called() - - with self.subTest(desc="private GET"): - self.s.request("foo", api="private") - retry_call.assert_called_with(request, - delay=1, tries=10, fargs=["foo"], - fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) - request.assert_not_called() - - with self.subTest(desc="private POST regexp"): - self.s.request("returnFoo", api="private", method="POST") - retry_call.assert_called_with(request, - delay=1, tries=10, fargs=["returnFoo"], - fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) - request.assert_not_called() - - with self.subTest(desc="private POST non-regexp"): - self.s.request("getMarginPosition", api="private", method="POST") - retry_call.assert_called_with(request, - delay=1, tries=10, fargs=["getMarginPosition"], - fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, - exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) - request.assert_not_called() - retry_call.reset_mock() - request.reset_mock() - with self.subTest(wrapped=False): - with self.subTest(desc="private POST non-matching regexp"): - self.s.request("marginBuy", api="private", method="POST") - request.assert_called_with("marginBuy", - api="private", method="POST", params={}, - headers=None, body=None) - retry_call.assert_not_called() - - with self.subTest(desc="private POST non-matching non-regexp"): - self.s.request("closeMarginPositionOther", api="private", method="POST") - request.assert_called_with("closeMarginPositionOther", - api="private", method="POST", params={}, - headers=None, body=None) - retry_call.assert_not_called() - - def test_order_precision(self): - self.assertEqual(8, self.s.order_precision("FOO")) - - def test_transfer_balance(self): - with self.subTest(success=True),\ - mock.patch.object(self.s, "privatePostTransferBalance") as t: - t.return_value = { "success": 1 } - result = self.s.transfer_balance("FOO", 12, "exchange", "margin") - t.assert_called_once_with({ - "currency": "FOO", - "amount": 12, - "fromAccount": "exchange", - "toAccount": "margin", - "confirmed": 1 - }) - self.assertTrue(result) - - with self.subTest(success=False),\ - mock.patch.object(self.s, "privatePostTransferBalance") as t: - t.return_value = { "success": 0 } - self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) - - def test_close_margin_position(self): - with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: - self.s.close_margin_position("FOO", "BAR") - c.assert_called_with({"currencyPair": "BAR_FOO"}) - - def test_tradable_balances(self): - with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: - r.return_value = { - "FOO": { "exchange": "12.1234", "margin": "0.0123" }, - "BAR": { "exchange": "1", "margin": "0" }, - } - balances = self.s.tradable_balances() - self.assertEqual(["FOO", "BAR"], list(balances.keys())) - self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) - self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) - self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) - - def test_margin_summary(self): - with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: - r.return_value = { - "currentMargin": "1.49680968", - "lendingFees": "0.0000001", - "pl": "0.00008254", - "totalBorrowedValue": "0.00673602", - "totalValue": "0.01000000", - "netValue": "0.01008254", - } - expected = { - 'current_margin': D('1.49680968'), - 'gains': D('0.00008254'), - 'lending_fees': D('0.0000001'), - 'total': D('0.01000000'), - 'total_borrowed': D('0.00673602') - } - 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 NoopLockTest(unittest.TestCase): - def test_with(self): - noop_lock = store.NoopLock() - with noop_lock: - self.assertTrue(True) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class LockedVar(unittest.TestCase): - - def test_values(self): - locked_var = store.LockedVar("Foo") - self.assertIsInstance(locked_var.lock, store.NoopLock) - self.assertEqual("Foo", locked_var.val) - - def test_get(self): - with self.subTest(desc="Normal case"): - locked_var = store.LockedVar("Foo") - self.assertEqual("Foo", locked_var.get()) - with self.subTest(desc="Dict"): - locked_var = store.LockedVar({"foo": "bar"}) - self.assertEqual({"foo": "bar"}, locked_var.get()) - self.assertEqual("bar", locked_var.get("foo")) - self.assertIsNone(locked_var.get("other")) - - def test_set(self): - locked_var = store.LockedVar("Foo") - locked_var.set("Bar") - self.assertEqual("Bar", locked_var.get()) - - def test__getattr(self): - dummy = type('Dummy', (object,), {})() - dummy.attribute = "Hey" - - locked_var = store.LockedVar(dummy) - self.assertEqual("Hey", locked_var.attribute) - with self.assertRaises(AttributeError): - locked_var.other - - def test_start_lock(self): - locked_var = store.LockedVar("Foo") - locked_var.start_lock() - self.assertEqual("lock", locked_var.lock.__class__.__name__) - - thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) - thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) - thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) - - with locked_var.lock: - thread1.start() - thread2.start() - thread3.start() - - self.assertEqual("Foo", locked_var.val) - thread1.join() - thread2.join() - thread3.join() - self.assertEqual("Bar", locked_var.get()[0:3]) - - def test_wait_for_notification(self): - with self.assertRaises(RuntimeError): - store.Portfolio.wait_for_notification() - - with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ - mock.patch.object(store.Portfolio, "report") as report,\ - mock.patch.object(store.time, "sleep") as sleep: - store.Portfolio.start_worker(poll=3) - - store.Portfolio.worker_notify.set() - - store.Portfolio.callback.wait() - - report.print_log.assert_called_once_with("Fetching cryptoportfolio") - get.assert_called_once_with(refetch=True) - sleep.assert_called_once_with(3) - self.assertFalse(store.Portfolio.worker_notify.is_set()) - self.assertTrue(store.Portfolio.worker.is_alive()) - - store.Portfolio.callback.clear() - store.Portfolio.worker_started = False - store.Portfolio.worker_notify.set() - store.Portfolio.callback.wait() - - self.assertFalse(store.Portfolio.worker.is_alive()) - - def test_notify_and_wait(self): - with mock.patch.object(store.Portfolio, "callback") as callback,\ - mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: - store.Portfolio.notify_and_wait() - callback.clear.assert_called_once_with() - worker_notify.set.assert_called_once_with() - callback.wait.assert_called_once_with() - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class PortfolioTest(WebMockTestCase): - def setUp(self): - super().setUp() - - with open("test_samples/test_portfolio.json") as example: - self.json_response = example.read() - - self.wm.get(market.Portfolio.URL, text=self.json_response) - - @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") - def test_get_cryptoportfolio(self, parse_cryptoportfolio): - with self.subTest(parallel=False): - self.wm.get(market.Portfolio.URL, [ - {"text":'{ "foo": "bar" }', "status_code": 200}, - {"text": "System Error", "status_code": 500}, - {"exc": requests.exceptions.ConnectTimeout}, - ]) - market.Portfolio.get_cryptoportfolio() - self.assertIn("foo", market.Portfolio.data.get()) - self.assertEqual("bar", market.Portfolio.data.get()["foo"]) - self.assertTrue(self.wm.called) - self.assertEqual(1, self.wm.call_count) - market.Portfolio.report.log_error.assert_not_called() - market.Portfolio.report.log_http_request.assert_called_once() - parse_cryptoportfolio.assert_called_once_with() - market.Portfolio.report.log_http_request.reset_mock() - parse_cryptoportfolio.reset_mock() - market.Portfolio.data = store.LockedVar(None) - - market.Portfolio.get_cryptoportfolio() - self.assertIsNone(market.Portfolio.data.get()) - self.assertEqual(2, self.wm.call_count) - parse_cryptoportfolio.assert_not_called() - market.Portfolio.report.log_error.assert_not_called() - market.Portfolio.report.log_http_request.assert_called_once() - market.Portfolio.report.log_http_request.reset_mock() - parse_cryptoportfolio.reset_mock() - - market.Portfolio.data = store.LockedVar("Foo") - market.Portfolio.get_cryptoportfolio() - self.assertEqual(2, self.wm.call_count) - parse_cryptoportfolio.assert_not_called() - - market.Portfolio.get_cryptoportfolio(refetch=True) - self.assertEqual("Foo", market.Portfolio.data.get()) - self.assertEqual(3, self.wm.call_count) - market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", - exception=mock.ANY) - market.Portfolio.report.log_http_request.assert_not_called() - with self.subTest(parallel=True): - with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ - mock.patch.object(market.Portfolio, "notify_and_wait") as notify: - with self.subTest(worker=True): - market.Portfolio.data = store.LockedVar(None) - market.Portfolio.worker = mock.Mock() - is_worker.return_value = True - self.wm.get(market.Portfolio.URL, [ - {"text":'{ "foo": "bar" }', "status_code": 200}, - ]) - market.Portfolio.get_cryptoportfolio() - self.assertIn("foo", market.Portfolio.data.get()) - parse_cryptoportfolio.reset_mock() - with self.subTest(worker=False): - market.Portfolio.data = store.LockedVar(None) - market.Portfolio.worker = mock.Mock() - is_worker.return_value = False - market.Portfolio.get_cryptoportfolio() - notify.assert_called_once_with() - parse_cryptoportfolio.assert_not_called() - - def test_parse_cryptoportfolio(self): - with self.subTest(description="Normal case"): - market.Portfolio.data = store.LockedVar(store.json.loads( - self.json_response, parse_int=D, parse_float=D)) - market.Portfolio.parse_cryptoportfolio() - - self.assertListEqual( - ["medium", "high"], - list(market.Portfolio.liquidities.get().keys())) - - liquidities = market.Portfolio.liquidities.get() - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), - } - date = portfolio.datetime(2018, 1, 8) - self.assertDictEqual(expected, liquidities["high"][date]) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), - } - self.assertDictEqual(expected, liquidities["medium"][date]) - self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) - - with self.subTest(description="Missing weight"): - data = store.json.loads(self.json_response, parse_int=D, parse_float=D) - del(data["portfolio_2"]["weights"]) - market.Portfolio.data = store.LockedVar(data) - - market.Portfolio.parse_cryptoportfolio() - self.assertListEqual( - ["medium", "high"], - list(market.Portfolio.liquidities.get().keys())) - self.assertEqual({}, market.Portfolio.liquidities.get("medium")) - - with self.subTest(description="All missing weights"): - data = store.json.loads(self.json_response, parse_int=D, parse_float=D) - del(data["portfolio_1"]["weights"]) - del(data["portfolio_2"]["weights"]) - market.Portfolio.data = store.LockedVar(data) - - market.Portfolio.parse_cryptoportfolio() - self.assertEqual({}, market.Portfolio.liquidities.get("medium")) - self.assertEqual({}, market.Portfolio.liquidities.get("high")) - self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) - - - @mock.patch.object(market.Portfolio, "get_cryptoportfolio") - def test_repartition(self, get_cryptoportfolio): - market.Portfolio.liquidities = store.LockedVar({ - "medium": { - "2018-03-01": "medium_2018-03-01", - "2018-03-08": "medium_2018-03-08", - }, - "high": { - "2018-03-01": "high_2018-03-01", - "2018-03-08": "high_2018-03-08", - } - }) - market.Portfolio.last_date = store.LockedVar("2018-03-08") - - self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) - get_cryptoportfolio.assert_called_once_with() - self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) - self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) - - @mock.patch.object(market.time, "sleep") - @mock.patch.object(market.Portfolio, "get_cryptoportfolio") - def test_wait_for_recent(self, get_cryptoportfolio, sleep): - self.call_count = 0 - def _get(refetch=False): - if self.call_count != 0: - self.assertTrue(refetch) - else: - self.assertFalse(refetch) - self.call_count += 1 - market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ - - store.timedelta(10)\ - + store.timedelta(self.call_count)) - get_cryptoportfolio.side_effect = _get - - market.Portfolio.wait_for_recent() - sleep.assert_called_with(30) - self.assertEqual(6, sleep.call_count) - self.assertEqual(7, get_cryptoportfolio.call_count) - market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") - - sleep.reset_mock() - get_cryptoportfolio.reset_mock() - market.Portfolio.last_date = store.LockedVar(None) - self.call_count = 0 - market.Portfolio.wait_for_recent(delta=15) - sleep.assert_not_called() - self.assertEqual(1, get_cryptoportfolio.call_count) - - sleep.reset_mock() - get_cryptoportfolio.reset_mock() - market.Portfolio.last_date = store.LockedVar(None) - self.call_count = 0 - market.Portfolio.wait_for_recent(delta=1) - sleep.assert_called_with(30) - self.assertEqual(9, sleep.call_count) - self.assertEqual(10, get_cryptoportfolio.call_count) - - def test_is_worker_thread(self): - with self.subTest(worker=None): - self.assertFalse(store.Portfolio.is_worker_thread()) - - with self.subTest(worker="not self"),\ - mock.patch("threading.current_thread") as current_thread: - current = mock.Mock() - current_thread.return_value = current - store.Portfolio.worker = mock.Mock() - self.assertFalse(store.Portfolio.is_worker_thread()) - - with self.subTest(worker="self"),\ - mock.patch("threading.current_thread") as current_thread: - current = mock.Mock() - current_thread.return_value = current - store.Portfolio.worker = current - self.assertTrue(store.Portfolio.is_worker_thread()) - - def test_start_worker(self): - with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: - store.Portfolio.start_worker() - notification.assert_called_once_with(poll=30) - - self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) - self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) - store.Portfolio.report.start_lock.assert_called_once_with() - - self.assertIsNotNone(store.Portfolio.worker) - self.assertIsNotNone(store.Portfolio.worker_notify) - self.assertIsNotNone(store.Portfolio.callback) - self.assertTrue(store.Portfolio.worker_started) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class AmountTest(WebMockTestCase): - def test_values(self): - amount = portfolio.Amount("BTC", "0.65") - self.assertEqual(D("0.65"), amount.value) - self.assertEqual("BTC", amount.currency) - - def test_in_currency(self): - amount = portfolio.Amount("ETC", 10) - - self.assertEqual(amount, amount.in_currency("ETC", self.m)) - - with self.subTest(desc="no ticker for currency"): - self.m.get_ticker.return_value = None - - self.assertRaises(Exception, amount.in_currency, "ETH", self.m) - - with self.subTest(desc="nominal case"): - self.m.get_ticker.return_value = { - "bid": D("0.2"), - "ask": D("0.4"), - "average": D("0.3"), - "foo": "bar", - } - converted_amount = amount.in_currency("ETH", self.m) - - self.assertEqual(D("3.0"), converted_amount.value) - self.assertEqual("ETH", converted_amount.currency) - self.assertEqual(amount, converted_amount.linked_to) - self.assertEqual("bar", converted_amount.ticker["foo"]) - - converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") - self.assertEqual(D("2"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") - self.assertEqual(D("4"), converted_amount.value) - - converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) - self.assertEqual(D("0.2"), converted_amount.value) - - def test__round(self): - amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) - self.assertEqual(D("1.23456789"), round(amount).value) - self.assertEqual(D("1.23"), round(amount, 2).value) - - def test__abs(self): - amount = portfolio.Amount("SC", -120) - self.assertEqual(120, abs(amount).value) - self.assertEqual("SC", abs(amount).currency) - - amount = portfolio.Amount("SC", 10) - self.assertEqual(10, abs(amount).value) - self.assertEqual("SC", abs(amount).currency) - - def test__add(self): - amount1 = portfolio.Amount("XVG", "12.9") - amount2 = portfolio.Amount("XVG", "13.1") - - self.assertEqual(26, (amount1 + amount2).value) - self.assertEqual("XVG", (amount1 + amount2).currency) - - amount3 = portfolio.Amount("ETH", "1.6") - with self.assertRaises(Exception): - amount1 + amount3 - - amount4 = portfolio.Amount("ETH", 0.0) - self.assertEqual(amount1, amount1 + amount4) - - self.assertEqual(amount1, amount1 + 0) - - def test__radd(self): - amount = portfolio.Amount("XVG", "12.9") - - self.assertEqual(amount, 0 + amount) - with self.assertRaises(Exception): - 4 + amount - - def test__sub(self): - amount1 = portfolio.Amount("XVG", "13.3") - amount2 = portfolio.Amount("XVG", "13.1") - - self.assertEqual(D("0.2"), (amount1 - amount2).value) - self.assertEqual("XVG", (amount1 - amount2).currency) - - amount3 = portfolio.Amount("ETH", "1.6") - with self.assertRaises(Exception): - amount1 - amount3 - - amount4 = portfolio.Amount("ETH", 0.0) - self.assertEqual(amount1, amount1 - amount4) - - def test__rsub(self): - amount = portfolio.Amount("ETH", "1.6") - with self.assertRaises(Exception): - 3 - amount - - self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) - - def test__mul(self): - amount = portfolio.Amount("XEM", 11) - - self.assertEqual(D("38.5"), (amount * D("3.5")).value) - self.assertEqual(D("33"), (amount * 3).value) - - with self.assertRaises(Exception): - amount * amount - - def test__rmul(self): - amount = portfolio.Amount("XEM", 11) - - self.assertEqual(D("38.5"), (D("3.5") * amount).value) - self.assertEqual(D("33"), (3 * amount).value) - - def test__floordiv(self): - amount = portfolio.Amount("XEM", 11) - - self.assertEqual(D("5.5"), (amount / 2).value) - self.assertEqual(D("4.4"), (amount / D("2.5")).value) - - with self.assertRaises(Exception): - amount / amount - - def test__truediv(self): - amount = portfolio.Amount("XEM", 11) - - self.assertEqual(D("5.5"), (amount / 2).value) - self.assertEqual(D("4.4"), (amount / D("2.5")).value) - - def test__lt(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - - self.assertTrue(amount1 < amount2) - self.assertFalse(amount2 < amount1) - self.assertFalse(amount1 < amount1) - - amount3 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 < amount3 - - def test__le(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - - self.assertTrue(amount1 <= amount2) - self.assertFalse(amount2 <= amount1) - self.assertTrue(amount1 <= amount1) - - amount3 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 <= amount3 - - def test__gt(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - - self.assertTrue(amount2 > amount1) - self.assertFalse(amount1 > amount2) - self.assertFalse(amount1 > amount1) - - amount3 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount3 > amount1 - - def test__ge(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - - self.assertTrue(amount2 >= amount1) - self.assertFalse(amount1 >= amount2) - self.assertTrue(amount1 >= amount1) - - amount3 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount3 >= amount1 - - def test__eq(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - amount3 = portfolio.Amount("BTD", 11.3) - - self.assertFalse(amount1 == amount2) - self.assertFalse(amount2 == amount1) - self.assertTrue(amount1 == amount3) - self.assertFalse(amount2 == 0) - - amount4 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 == amount4 - - amount5 = portfolio.Amount("BTD", 0) - self.assertTrue(amount5 == 0) - - def test__ne(self): - amount1 = portfolio.Amount("BTD", 11.3) - amount2 = portfolio.Amount("BTD", 13.1) - amount3 = portfolio.Amount("BTD", 11.3) - - self.assertTrue(amount1 != amount2) - self.assertTrue(amount2 != amount1) - self.assertFalse(amount1 != amount3) - self.assertTrue(amount2 != 0) - - amount4 = portfolio.Amount("BTC", 1.6) - with self.assertRaises(Exception): - amount1 != amount4 - - amount5 = portfolio.Amount("BTD", 0) - self.assertFalse(amount5 != 0) - - def test__neg(self): - amount1 = portfolio.Amount("BTD", "11.3") - - self.assertEqual(portfolio.D("-11.3"), (-amount1).value) - - def test__str(self): - amount1 = portfolio.Amount("BTX", 32) - self.assertEqual("32.00000000 BTX", str(amount1)) - - amount2 = portfolio.Amount("USDT", 12000) - amount1.linked_to = amount2 - self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) - - def test__repr(self): - amount1 = portfolio.Amount("BTX", 32) - self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) - - amount2 = portfolio.Amount("USDT", 12000) - amount1.linked_to = amount2 - self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) - - amount3 = portfolio.Amount("BTC", 0.1) - amount2.linked_to = amount3 - self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) - - def test_as_json(self): - amount = portfolio.Amount("BTX", 32) - self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) - - amount = portfolio.Amount("BTX", "1E-10") - self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) - - amount = portfolio.Amount("BTX", "1E-5") - self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) - self.assertEqual("0.00001", str(amount.as_json()["value"])) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class BalanceTest(WebMockTestCase): - def test_values(self): - balance = portfolio.Balance("BTC", { - "exchange_total": "0.65", - "exchange_free": "0.35", - "exchange_used": "0.30", - "margin_total": "-10", - "margin_borrowed": "10", - "margin_available": "0", - "margin_in_position": "0", - "margin_position_type": "short", - "margin_borrowed_base_currency": "USDT", - "margin_liquidation_price": "1.20", - "margin_pending_gain": "10", - "margin_lending_fees": "0.4", - "margin_borrowed_base_price": "0.15", - }) - self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) - self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) - self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) - self.assertEqual("BTC", balance.exchange_total.currency) - self.assertEqual("BTC", balance.exchange_free.currency) - self.assertEqual("BTC", balance.exchange_total.currency) - - self.assertEqual(portfolio.D("-10"), balance.margin_total.value) - self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) - self.assertEqual(portfolio.D("0"), balance.margin_available.value) - self.assertEqual("BTC", balance.margin_total.currency) - self.assertEqual("BTC", balance.margin_borrowed.currency) - self.assertEqual("BTC", balance.margin_available.currency) - - self.assertEqual("BTC", balance.currency) - - self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) - self.assertEqual("USDT", balance.margin_lending_fees.currency) - - def test__repr(self): - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", - repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) - balance = portfolio.Balance("BTX", { "exchange_total": 3, - "exchange_used": 1, "exchange_free": 2 }) - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - - balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) - self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) - - balance = portfolio.Balance("BTX", { "margin_total": 3, - "margin_in_position": 1, "margin_available": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) - - balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) - self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) - - balance = portfolio.Balance("BTX", { "margin_total": -3, - "margin_borrowed_base_price": D("0.1"), - "margin_borrowed_base_currency": "BTC", - "margin_lending_fees": D("0.002") }) - self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) - - balance = portfolio.Balance("BTX", { "margin_total": 1, - "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) - self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) - - def test_as_json(self): - balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) - as_json = balance.as_json() - self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) - self.assertEqual(D(0), as_json["total"]) - self.assertEqual(D(2), as_json["exchange_total"]) - self.assertEqual(D(2), as_json["exchange_free"]) - self.assertEqual(D(0), as_json["exchange_used"]) - self.assertEqual(D(0), as_json["margin_total"]) - self.assertEqual(D(0), as_json["margin_available"]) - self.assertEqual(D(0), as_json["margin_borrowed"]) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class MarketTest(WebMockTestCase): - def setUp(self): - super().setUp() - - self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) - - def test_values(self): - m = market.Market(self.ccxt, self.market_args()) - - self.assertEqual(self.ccxt, m.ccxt) - self.assertFalse(m.debug) - self.assertIsInstance(m.report, market.ReportStore) - self.assertIsInstance(m.trades, market.TradeStore) - self.assertIsInstance(m.balances, market.BalanceStore) - self.assertEqual(m, m.report.market) - self.assertEqual(m, m.trades.market) - self.assertEqual(m, m.balances.market) - self.assertEqual(m, m.ccxt._market) - - m = market.Market(self.ccxt, self.market_args(debug=True)) - self.assertTrue(m.debug) - - m = market.Market(self.ccxt, self.market_args(debug=False)) - self.assertFalse(m.debug) - - with mock.patch("market.ReportStore") as report_store: - with self.subTest(quiet=False): - m = market.Market(self.ccxt, self.market_args(quiet=False)) - report_store.assert_called_with(m, verbose_print=True) - report_store().log_market.assert_called_once() - report_store.reset_mock() - with self.subTest(quiet=True): - m = market.Market(self.ccxt, self.market_args(quiet=True)) - report_store.assert_called_with(m, verbose_print=False) - report_store().log_market.assert_called_once() - - @mock.patch("market.ccxt") - def test_from_config(self, ccxt): - with mock.patch("market.ReportStore"): - ccxt.poloniexE.return_value = self.ccxt - - m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) - - self.assertEqual(self.ccxt, m.ccxt) - - m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) - self.assertEqual(True, m.debug) - - def test_get_tickers(self): - self.ccxt.fetch_tickers.side_effect = [ - "tickers", - market.NotSupported - ] - - m = market.Market(self.ccxt, self.market_args()) - self.assertEqual("tickers", m.get_tickers()) - self.assertEqual("tickers", m.get_tickers()) - self.ccxt.fetch_tickers.assert_called_once() - - self.assertIsNone(m.get_tickers(refresh=self.time.time())) - - def test_get_ticker(self): - with self.subTest(get_tickers=True): - self.ccxt.fetch_tickers.return_value = { - "ETH/ETC": { "bid": 1, "ask": 3 }, - "XVG/ETH": { "bid": 10, "ask": 40 }, - } - m = market.Market(self.ccxt, self.market_args()) - - ticker = m.get_ticker("ETH", "ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) - - ticker = m.get_ticker("ETH", "XVG") - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - self.assertEqual(25, ticker["original"]["average"]) - - ticker = m.get_ticker("XVG", "XMR") - self.assertIsNone(ticker) - - with self.subTest(get_tickers=False): - self.ccxt.fetch_tickers.return_value = None - self.ccxt.fetch_ticker.side_effect = [ - { "bid": 1, "ask": 3 }, - market.ExchangeError("foo"), - { "bid": 10, "ask": 40 }, - market.ExchangeError("foo"), - market.ExchangeError("foo"), - ] - - m = market.Market(self.ccxt, self.market_args()) - - ticker = m.get_ticker("ETH", "ETC") - self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") - self.assertEqual(1, ticker["bid"]) - self.assertEqual(3, ticker["ask"]) - self.assertEqual(2, ticker["average"]) - self.assertFalse(ticker["inverted"]) - - ticker = m.get_ticker("ETH", "XVG") - self.assertEqual(0.0625, ticker["average"]) - self.assertTrue(ticker["inverted"]) - self.assertIn("original", ticker) - self.assertEqual(10, ticker["original"]["bid"]) - self.assertEqual(25, ticker["original"]["average"]) - - ticker = m.get_ticker("XVG", "XMR") - self.assertIsNone(ticker) - - def test_fetch_fees(self): - m = market.Market(self.ccxt, self.market_args()) - self.ccxt.fetch_fees.return_value = "Foo" - self.assertEqual("Foo", m.fetch_fees()) - self.ccxt.fetch_fees.assert_called_once() - self.ccxt.reset_mock() - self.assertEqual("Foo", m.fetch_fees()) - self.ccxt.fetch_fees.assert_not_called() - - @mock.patch.object(market.Portfolio, "repartition") - @mock.patch.object(market.Market, "get_ticker") - @mock.patch.object(market.TradeStore, "compute_trades") - def test_prepare_trades(self, compute_trades, get_ticker, repartition): - repartition.return_value = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.25"), "long"), - } - def _get_ticker(c1, c2): - if c1 == "USDT" and c2 == "BTC": - return { "average": D("0.0001") } - if c1 == "XVG" and c2 == "BTC": - return { "average": D("0.000001") } - if c1 == "XEM" and c2 == "BTC": - return { "average": D("0.001") } - self.fail("Should be called with {}, {}".format(c1, c2)) - get_ticker.side_effect = _get_ticker - - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args()) - self.ccxt.fetch_all_balances.return_value = { - "USDT": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - "XVG": { - "exchange_free": D("10000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("10000.0"), - "total": D("10000.0") - }, - } - - m.balances.fetch_balances(tag="tag") - - m.prepare_trades() - compute_trades.assert_called() - - call = compute_trades.call_args - self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(D("0.01"), call[0][0]["XVG"].value) - self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) - self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) - m.report.log_stage.assert_called_once_with("prepare_trades", - base_currency='BTC', compute_value='average', - liquidity='medium', only=None, repartition=None) - m.report.log_balances.assert_called_once_with(tag="tag") - - - @mock.patch.object(market.time, "sleep") - @mock.patch.object(market.TradeStore, "all_orders") - def test_follow_orders(self, all_orders, time_mock): - for debug, sleep in [ - (False, None), (True, None), - (False, 12), (True, 12)]: - with self.subTest(sleep=sleep, debug=debug), \ - mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args(debug=debug)) - - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - all_orders.side_effect = [ - [order_mock1, order_mock2], - [order_mock1, order_mock2], - - [order_mock1, order_mock3], - [order_mock1, order_mock3], - - [order_mock1, order_mock3], - [order_mock1, order_mock3], - - [] - ] - - order_mock1.get_status.side_effect = ["open", "open", "closed"] - order_mock2.get_status.side_effect = ["open"] - order_mock3.get_status.side_effect = ["open", "closed"] - - order_mock1.trade = mock.Mock() - order_mock2.trade = mock.Mock() - order_mock3.trade = mock.Mock() - - m.follow_orders(sleep=sleep) - - order_mock1.trade.update_order.assert_any_call(order_mock1, 1) - order_mock1.trade.update_order.assert_any_call(order_mock1, 2) - self.assertEqual(2, order_mock1.trade.update_order.call_count) - self.assertEqual(3, order_mock1.get_status.call_count) - - order_mock2.trade.update_order.assert_any_call(order_mock2, 1) - self.assertEqual(1, order_mock2.trade.update_order.call_count) - self.assertEqual(1, order_mock2.get_status.call_count) - - order_mock3.trade.update_order.assert_any_call(order_mock3, 2) - self.assertEqual(1, order_mock3.trade.update_order.call_count) - self.assertEqual(2, order_mock3.get_status.call_count) - m.report.log_stage.assert_called() - calls = [ - mock.call("follow_orders_begin"), - mock.call("follow_orders_tick_1"), - mock.call("follow_orders_tick_2"), - mock.call("follow_orders_tick_3"), - mock.call("follow_orders_end"), - ] - m.report.log_stage.assert_has_calls(calls) - m.report.log_orders.assert_called() - self.assertEqual(3, m.report.log_orders.call_count) - calls = [ - mock.call([order_mock1, order_mock2], tick=1), - mock.call([order_mock1, order_mock3], tick=2), - mock.call([order_mock1, order_mock3], tick=3), - ] - m.report.log_orders.assert_has_calls(calls) - calls = [ - mock.call(order_mock1, 3, finished=True), - mock.call(order_mock3, 3, finished=True), - ] - m.report.log_order.assert_has_calls(calls) - - if sleep is None: - if debug: - m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") - time_mock.assert_called_with(7) - else: - time_mock.assert_called_with(30) - else: - time_mock.assert_called_with(sleep) - - with self.subTest("disappearing order"), \ - 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" - - 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) - - @mock.patch.object(market.BalanceStore, "fetch_balances") - def test_move_balance(self, fetch_balances): - for debug in [True, False]: - with self.subTest(debug=debug),\ - mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args(debug=debug)) - - value_from = portfolio.Amount("BTC", "1.0") - value_from.linked_to = portfolio.Amount("ETH", "10.0") - value_to = portfolio.Amount("BTC", "10.0") - trade1 = portfolio.Trade(value_from, value_to, "ETH", m) - - value_from = portfolio.Amount("BTC", "0.0") - value_from.linked_to = portfolio.Amount("ETH", "0.0") - value_to = portfolio.Amount("BTC", "-3.0") - trade2 = portfolio.Trade(value_from, value_to, "ETH", m) - - value_from = portfolio.Amount("USDT", "0.0") - value_from.linked_to = portfolio.Amount("XVG", "0.0") - value_to = portfolio.Amount("USDT", "-50.0") - trade3 = portfolio.Trade(value_from, value_to, "XVG", m) - - m.trades.all = [trade1, trade2, trade3] - balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) - balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) - balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) - m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - - m.move_balances() - - fetch_balances.assert_called_with() - m.report.log_move_balances.assert_called_once() - - if debug: - m.report.log_debug_action.assert_called() - self.assertEqual(3, m.report.log_debug_action.call_count) - else: - 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") - - m.report.reset_mock() - fetch_balances.reset_mock() - with self.subTest(retry=True): - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args()) - - value_from = portfolio.Amount("BTC", "0.0") - value_from.linked_to = portfolio.Amount("ETH", "0.0") - value_to = portfolio.Amount("BTC", "-3.0") - trade = portfolio.Trade(value_from, value_to, "ETH", m) - - m.trades.all = [trade] - balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) - m.balances.all = {"BTC": balance} - - m.ccxt.transfer_balance.side_effect = [ - market.ccxt.RequestTimeout, - market.ccxt.InvalidNonce, - True - ] - m.move_balances() - self.ccxt.transfer_balance.assert_has_calls([ - mock.call("BTC", 3, "exchange", "margin"), - mock.call("BTC", 3, "exchange", "margin"), - mock.call("BTC", 3, "exchange", "margin") - ]) - self.assertEqual(3, fetch_balances.call_count) - m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) - self.assertEqual(3, m.report.log_move_balances.call_count) - - self.ccxt.transfer_balance.reset_mock() - m.report.reset_mock() - fetch_balances.reset_mock() - with self.subTest(retry=True, too_much=True): - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args()) - - value_from = portfolio.Amount("BTC", "0.0") - value_from.linked_to = portfolio.Amount("ETH", "0.0") - value_to = portfolio.Amount("BTC", "-3.0") - trade = portfolio.Trade(value_from, value_to, "ETH", m) - - m.trades.all = [trade] - balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) - m.balances.all = {"BTC": balance} - - m.ccxt.transfer_balance.side_effect = [ - market.ccxt.RequestTimeout, - market.ccxt.RequestTimeout, - market.ccxt.RequestTimeout, - market.ccxt.RequestTimeout, - market.ccxt.RequestTimeout, - ] - with self.assertRaises(market.ccxt.RequestTimeout): - m.move_balances() - - self.ccxt.transfer_balance.reset_mock() - m.report.reset_mock() - fetch_balances.reset_mock() - with self.subTest(retry=True, partial_result=True): - with mock.patch("market.ReportStore"): - m = market.Market(self.ccxt, self.market_args()) - - value_from = portfolio.Amount("BTC", "1.0") - value_from.linked_to = portfolio.Amount("ETH", "10.0") - value_to = portfolio.Amount("BTC", "10.0") - trade1 = portfolio.Trade(value_from, value_to, "ETH", m) - - value_from = portfolio.Amount("BTC", "0.0") - value_from.linked_to = portfolio.Amount("ETH", "0.0") - value_to = portfolio.Amount("BTC", "-3.0") - trade2 = portfolio.Trade(value_from, value_to, "ETH", m) - - value_from = portfolio.Amount("USDT", "0.0") - value_from.linked_to = portfolio.Amount("XVG", "0.0") - value_to = portfolio.Amount("USDT", "-50.0") - trade3 = portfolio.Trade(value_from, value_to, "XVG", m) - - m.trades.all = [trade1, trade2, trade3] - balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) - balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) - balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) - m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} - - call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } - def _transfer_balance(currency, amount, from_, to_): - call_counts[currency] += 1 - if currency == "BTC": - m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) - if currency == "USDT": - if call_counts["USDT"] == 1: - raise market.ccxt.RequestTimeout - else: - m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) - if currency == "ETC": - m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) - - - m.ccxt.transfer_balance.side_effect = _transfer_balance - - m.move_balances() - self.ccxt.transfer_balance.assert_has_calls([ - mock.call("BTC", 3, "exchange", "margin"), - mock.call('USDT', 100, 'exchange', 'margin'), - mock.call('USDT', 100, 'exchange', 'margin'), - mock.call("ETC", 5, "margin", "exchange") - ]) - self.assertEqual(2, fetch_balances.call_count) - m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) - self.assertEqual(2, m.report.log_move_balances.call_count) - m.report.log_move_balances.asser_has_calls([ - mock.call( - { - 'BTC': portfolio.Amount("BTC", "3"), - 'USDT': portfolio.Amount("USDT", "150"), - 'ETC': portfolio.Amount("ETC", "10"), - }, - { - 'BTC': portfolio.Amount("BTC", "3"), - 'USDT': portfolio.Amount("USDT", "100"), - }), - mock.call( - { - 'BTC': portfolio.Amount("BTC", "3"), - 'USDT': portfolio.Amount("USDT", "150"), - 'ETC': portfolio.Amount("ETC", "10"), - }, - { - 'BTC': portfolio.Amount("BTC", "0"), - 'USDT': portfolio.Amount("USDT", "100"), - 'ETC': portfolio.Amount("ETC", "-5"), - }), - ]) - - - def test_store_file_report(self): - file_open = mock.mock_open() - m = market.Market(self.ccxt, - self.market_args(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: - - report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] - report.to_json.return_value = "json_content" - - m.store_file_report(datetime.datetime(2018, 2, 25)) - - file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") - file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") - file_open().write.assert_any_call("json_content") - file_open().write.assert_any_call("Foo\nBar") - m.report.to_json.assert_called_once_with() - - m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) - with self.subTest(file="error"),\ - mock.patch("market.open") as file_open,\ - mock.patch.object(m, "report") as report,\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - file_open.side_effect = FileNotFoundError - - m.store_file_report(datetime.datetime(2018, 2, 25)) - - self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") - - @mock.patch.object(market, "psycopg2") - def test_store_database_report(self, psycopg2): - connect_mock = mock.Mock() - cursor_mock = mock.MagicMock() - - connect_mock.cursor.return_value = cursor_mock - psycopg2.connect.return_value = connect_mock - m = market.Market(self.ccxt, self.market_args(), - pg_config={"config": "pg_config"}, user_id=1) - cursor_mock.fetchone.return_value = [42] - - with self.subTest(error=False),\ - mock.patch.object(m, "report") as report: - report.to_json_array.return_value = [ - ("date1", "type1", "payload1"), - ("date2", "type2", "payload2"), - ] - m.store_database_report(datetime.datetime(2018, 3, 24)) - connect_mock.assert_has_calls([ - mock.call.cursor(), - mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), - mock.call.cursor().fetchone(), - mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), - mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), - mock.call.commit(), - mock.call.cursor().close(), - mock.call.close() - ]) - - connect_mock.reset_mock() - with self.subTest(error=True),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - psycopg2.connect.side_effect = Exception("Bouh") - m.store_database_report(datetime.datetime(2018, 3, 24)) - self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") - - def test_store_report(self): - m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) - with self.subTest(file=None, pg_config=None),\ - mock.patch.object(m, "report") as report,\ - mock.patch.object(m, "store_database_report") as db_report,\ - mock.patch.object(m, "store_file_report") as file_report: - m.store_report() - report.merge.assert_called_with(store.Portfolio.report) - - file_report.assert_not_called() - db_report.assert_not_called() - - report.reset_mock() - m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) - with self.subTest(file="present", pg_config=None),\ - mock.patch.object(m, "report") as report,\ - mock.patch.object(m, "store_file_report") as file_report,\ - mock.patch.object(m, "store_database_report") as db_report,\ - mock.patch.object(market, "datetime") as time_mock: - - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - - m.store_report() - - report.merge.assert_called_with(store.Portfolio.report) - file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) - db_report.assert_not_called() - - report.reset_mock() - m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) - with self.subTest(file="present", pg_config=None, report_db=True),\ - mock.patch.object(m, "report") as report,\ - mock.patch.object(m, "store_file_report") as file_report,\ - mock.patch.object(m, "store_database_report") as db_report,\ - mock.patch.object(market, "datetime") as time_mock: - - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - - m.store_report() - - report.merge.assert_called_with(store.Portfolio.report) - file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) - db_report.assert_not_called() - - report.reset_mock() - m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1) - with self.subTest(file=None, pg_config="present"),\ - mock.patch.object(m, "report") as report,\ - mock.patch.object(m, "store_file_report") as file_report,\ - mock.patch.object(m, "store_database_report") as db_report,\ - mock.patch.object(market, "datetime") as time_mock: - - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - - m.store_report() - - report.merge.assert_called_with(store.Portfolio.report) - file_report.assert_not_called() - db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) - - report.reset_mock() - m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), - pg_config="pg_config", user_id=1) - with self.subTest(file="present", pg_config="present"),\ - mock.patch.object(m, "report") as report,\ - mock.patch.object(m, "store_file_report") as file_report,\ - mock.patch.object(m, "store_database_report") as db_report,\ - mock.patch.object(market, "datetime") as time_mock: - - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - - m.store_report() - - report.merge.assert_called_with(store.Portfolio.report) - file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) - db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) - - def test_print_orders(self): - m = market.Market(self.ccxt, self.market_args()) - 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, self.market_args()) - - 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, self.market_args()) - 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): - self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] - - values_in_base = { - "XMR": portfolio.Amount("BTC", D("0.9")), - "DASH": portfolio.Amount("BTC", D("0.4")), - "XVG": portfolio.Amount("BTC", D("-0.5")), - "BTC": portfolio.Amount("BTC", D("0.5")), - } - new_repartition = { - "DASH": portfolio.Amount("BTC", D("0.5")), - "XVG": portfolio.Amount("BTC", D("0.1")), - "BTC": portfolio.Amount("BTC", D("0.4")), - "ETH": portfolio.Amount("BTC", D("0.3")), - } - side_effect = [ - (True, 1), - (False, 2), - (False, 3), - (True, 4), - (True, 5) - ] - - with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: - trade_store = market.TradeStore(self.m) - trade_if_matching.side_effect = side_effect - - trade_store.compute_trades(values_in_base, - new_repartition, only="only") - - self.assertEqual(5, trade_if_matching.call_count) - self.assertEqual(3, len(trade_store.all)) - self.assertEqual([1, 4, 5], trade_store.all) - self.m.report.log_trades.assert_called_with(side_effect, "only") - - def test_trade_if_matching(self): - - with self.subTest(only="nope"): - trade_store = market.TradeStore(self.m) - result = trade_store.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="nope") - self.assertEqual(False, result[0]) - self.assertIsInstance(result[1], portfolio.Trade) - - with self.subTest(only=None): - trade_store = market.TradeStore(self.m) - result = trade_store.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only=None) - self.assertEqual(True, result[0]) - - with self.subTest(only="acquire"): - trade_store = market.TradeStore(self.m) - result = trade_store.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="acquire") - self.assertEqual(True, result[0]) - - with self.subTest(only="dispose"): - trade_store = market.TradeStore(self.m) - result = trade_store.trade_if_matching( - portfolio.Amount("BTC", D("0")), - portfolio.Amount("BTC", D("0.3")), - "ETH", only="dispose") - self.assertEqual(False, result[0]) - - def test_prepare_orders(self): - trade_store = market.TradeStore(self.m) - - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - - trade_mock1.prepare_order.return_value = 1 - trade_mock2.prepare_order.return_value = 2 - trade_mock3.prepare_order.return_value = 3 - - trade_mock1.pending = True - trade_mock2.pending = True - trade_mock3.pending = False - - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - trade_store.all.append(trade_mock3) - - trade_store.prepare_orders() - trade_mock1.prepare_order.assert_called_with(compute_value="default") - trade_mock2.prepare_order.assert_called_with(compute_value="default") - trade_mock3.prepare_order.assert_not_called() - self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") - - self.m.report.log_orders.reset_mock() - - trade_store.prepare_orders(compute_value="bla") - trade_mock1.prepare_order.assert_called_with(compute_value="bla") - trade_mock2.prepare_order.assert_called_with(compute_value="bla") - self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") - - trade_mock1.prepare_order.reset_mock() - trade_mock2.prepare_order.reset_mock() - self.m.report.log_orders.reset_mock() - - trade_mock1.action = "foo" - trade_mock2.action = "bar" - trade_store.prepare_orders(only="bar") - trade_mock1.prepare_order.assert_not_called() - trade_mock2.prepare_order.assert_called_with(compute_value="default") - self.m.report.log_orders.assert_called_once_with([2], "bar", "default") - - def test_print_all_with_order(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - trade_store = market.TradeStore(self.m) - trade_store.all = [trade_mock1, trade_mock2, trade_mock3] - - trade_store.print_all_with_order() - - trade_mock1.print_with_order.assert_called() - trade_mock2.print_with_order.assert_called() - trade_mock3.print_with_order.assert_called() - - def test_run_orders(self): - with mock.patch.object(market.TradeStore, "all_orders") as all_orders: - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - trade_store = market.TradeStore(self.m) - - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - - trade_store.run_orders() - - all_orders.assert_called_with(state="pending") - - order_mock1.run.assert_called() - order_mock2.run.assert_called() - order_mock3.run.assert_called() - - self.m.report.log_stage.assert_called_with("run_orders") - self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, - order_mock3]) - - def test_all_orders(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - - trade_mock1.orders = [order_mock1, order_mock2] - trade_mock2.orders = [order_mock3] - - order_mock1.status = "pending" - order_mock2.status = "open" - order_mock3.status = "open" - - trade_store = market.TradeStore(self.m) - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - - orders = trade_store.all_orders() - self.assertEqual(3, len(orders)) - - open_orders = trade_store.all_orders(state="open") - self.assertEqual(2, len(open_orders)) - self.assertEqual([order_mock2, order_mock3], open_orders) - - def test_update_all_orders_status(self): - with mock.patch.object(market.TradeStore, "all_orders") as all_orders: - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - order_mock3 = mock.Mock() - - all_orders.return_value = [order_mock1, order_mock2, order_mock3] - - trade_store = market.TradeStore(self.m) - - trade_store.update_all_orders_status() - all_orders.assert_called_with(state="open") - - order_mock1.get_status.assert_called() - order_mock2.get_status.assert_called() - order_mock3.get_status.assert_called() - - def test_close_trades(self): - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock3 = mock.Mock() - - trade_store = market.TradeStore(self.m) - - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - trade_store.all.append(trade_mock3) - - trade_store.close_trades() - - trade_mock1.close.assert_called_once_with() - trade_mock2.close.assert_called_once_with() - trade_mock3.close.assert_called_once_with() - - def test_pending(self): - trade_mock1 = mock.Mock() - trade_mock1.pending = True - trade_mock2 = mock.Mock() - trade_mock2.pending = True - trade_mock3 = mock.Mock() - trade_mock3.pending = False - - trade_store = market.TradeStore(self.m) - - trade_store.all.append(trade_mock1) - trade_store.all.append(trade_mock2) - trade_store.all.append(trade_mock3) - - self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class BalanceStoreTest(WebMockTestCase): - def setUp(self): - super().setUp() - - self.fetch_balance = { - "ETC": { - "exchange_free": 0, - "exchange_used": 0, - "exchange_total": 0, - "margin_total": 0, - }, - "USDT": { - "exchange_free": D("6.0"), - "exchange_used": D("1.2"), - "exchange_total": D("7.2"), - "margin_total": 0, - }, - "XVG": { - "exchange_free": 16, - "exchange_used": 0, - "exchange_total": 16, - "margin_total": 0, - }, - "XMR": { - "exchange_free": 0, - "exchange_used": 0, - "exchange_total": 0, - "margin_total": D("-1.0"), - "margin_free": 0, - }, - } - - def test_in_currency(self): - self.m.get_ticker.return_value = { - "bid": D("0.09"), - "ask": D("0.11"), - "average": D("0.1"), - } - - balance_store = market.BalanceStore(self.m) - balance_store.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - - amounts = balance_store.in_currency("BTC") - self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.30"), amounts["ETH"].value) - self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", - "average", "total") - self.m.report.log_tickers.reset_mock() - - amounts = balance_store.in_currency("BTC", compute_value="bid") - self.assertEqual(D("0.65"), amounts["BTC"].value) - self.assertEqual(D("0.27"), amounts["ETH"].value) - self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", - "bid", "total") - self.m.report.log_tickers.reset_mock() - - amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") - self.assertEqual(D("0.30"), amounts["BTC"].value) - self.assertEqual(0, amounts["ETH"].value) - self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", - "bid", "exchange_used") - self.m.report.log_tickers.reset_mock() - - def test_fetch_balances(self): - self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance - - balance_store = market.BalanceStore(self.m) - - balance_store.fetch_balances() - self.assertNotIn("ETC", balance_store.currencies()) - self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) - - balance_store.all["ETC"] = portfolio.Balance("ETC", { - "exchange_total": "1", "exchange_free": "0", - "exchange_used": "1" }) - balance_store.fetch_balances(tag="foo") - self.assertEqual(0, balance_store.all["ETC"].total) - self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) - self.m.report.log_balances.assert_called_with(tag="foo") - - @mock.patch.object(market.Portfolio, "repartition") - def test_dispatch_assets(self, repartition): - self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance - - balance_store = market.BalanceStore(self.m) - balance_store.fetch_balances() - - self.assertNotIn("XEM", balance_store.currencies()) - - repartition_hash = { - "XEM": (D("0.75"), "long"), - "BTC": (D("0.26"), "long"), - "DASH": (D("0.10"), "short"), - } - repartition.return_value = repartition_hash - - amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(liquidity="medium") - self.assertIn("XEM", balance_store.currencies()) - self.assertEqual(D("2.6"), amounts["BTC"].value) - self.assertEqual(D("7.5"), amounts["XEM"].value) - self.assertEqual(D("-1.0"), amounts["DASH"].value) - self.m.report.log_balances.assert_called_with(tag=None) - self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", - "11.1"), amounts, "medium", repartition_hash) - - def test_currencies(self): - balance_store = market.BalanceStore(self.m) - - balance_store.all = { - "BTC": portfolio.Balance("BTC", { - "total": "0.65", - "exchange_total":"0.65", - "exchange_free": "0.35", - "exchange_used": "0.30"}), - "ETH": portfolio.Balance("ETH", { - "total": 3, - "exchange_total": 3, - "exchange_free": 3, - "exchange_used": 0}), - } - self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) - - def test_as_json(self): - balance_mock1 = mock.Mock() - balance_mock1.as_json.return_value = 1 - - balance_mock2 = mock.Mock() - balance_mock2.as_json.return_value = 2 - - balance_store = market.BalanceStore(self.m) - balance_store.all = { - "BTC": balance_mock1, - "ETH": balance_mock2, - } - - as_json = balance_store.as_json() - self.assertEqual(1, as_json["BTC"]) - self.assertEqual(2, as_json["ETH"]) - - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class ComputationTest(WebMockTestCase): - def test_compute_value(self): - compute = mock.Mock() - portfolio.Computation.compute_value("foo", "buy", compute_value=compute) - compute.assert_called_with("foo", "ask") - - compute.reset_mock() - portfolio.Computation.compute_value("foo", "sell", compute_value=compute) - compute.assert_called_with("foo", "bid") - - compute.reset_mock() - portfolio.Computation.compute_value("foo", "ask", compute_value=compute) - compute.assert_called_with("foo", "ask") - - compute.reset_mock() - portfolio.Computation.compute_value("foo", "bid", compute_value=compute) - compute.assert_called_with("foo", "bid") - - compute.reset_mock() - portfolio.Computation.computations["test"] = compute - portfolio.Computation.compute_value("foo", "bid", compute_value="test") - compute.assert_called_with("foo", "bid") - - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class TradeTest(WebMockTestCase): - - def test_values_assertion(self): - value_from = portfolio.Amount("BTC", "1.0") - 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) - self.assertEqual("BTC", trade.base_currency) - self.assertEqual("ETH", trade.currency) - self.assertEqual(self.m, trade.market) - - with self.assertRaises(AssertionError): - portfolio.Trade(value_from, -value_to, "ETH", self.m) - with self.assertRaises(AssertionError): - portfolio.Trade(value_from, value_to, "ETC", self.m) - with self.assertRaises(AssertionError): - value_from.currency = "ETH" - portfolio.Trade(value_from, value_to, "ETH", self.m) - value_from.currency = "BTC" - with self.assertRaises(AssertionError): - value_from2 = portfolio.Amount("BTC", "1.0") - portfolio.Trade(value_from2, value_to, "ETH", self.m) - - value_from = portfolio.Amount("BTC", 0) - trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - self.assertEqual(0, trade.value_from.linked_to) - - def test_action(self): - value_from = portfolio.Amount("BTC", "1.0") - 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) - - self.assertIsNone(trade.action) - - value_from = portfolio.Amount("BTC", "1.0") - value_from.linked_to = portfolio.Amount("BTC", "1.0") - value_to = portfolio.Amount("BTC", "2.0") - trade = portfolio.Trade(value_from, value_to, "BTC", self.m) - - self.assertIsNone(trade.action) - - 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) - - self.assertEqual("acquire", trade.action) - - value_from = portfolio.Amount("BTC", "0") - value_from.linked_to = portfolio.Amount("ETH", "0") - value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - - self.assertEqual("acquire", trade.action) - - def test_order_action(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) - - trade.inverted = False - self.assertEqual("buy", trade.order_action()) - trade.inverted = True - self.assertEqual("sell", trade.order_action()) - - value_from = portfolio.Amount("BTC", "0") - value_from.linked_to = portfolio.Amount("ETH", "0") - value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - - trade.inverted = False - self.assertEqual("sell", trade.order_action()) - trade.inverted = True - self.assertEqual("buy", trade.order_action()) - - def test_trade_type(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) - - self.assertEqual("long", trade.trade_type) - - value_from = portfolio.Amount("BTC", "0") - value_from.linked_to = portfolio.Amount("ETH", "0") - value_to = portfolio.Amount("BTC", "-1.0") - trade = portfolio.Trade(value_from, value_to, "ETH", self.m) - - self.assertEqual("short", trade.trade_type) - - def test_is_fullfiled(self): - with self.subTest(inverted=False): - 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() - order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") - - order2 = mock.Mock() - order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") - trade.orders.append(order1) - trade.orders.append(order2) - - self.assertFalse(trade.is_fullfiled) - - order3 = mock.Mock() - order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") - trade.orders.append(order3) - - self.assertTrue(trade.is_fullfiled) - - order1.filled_amount.assert_called_with(in_base_currency=True) - order2.filled_amount.assert_called_with(in_base_currency=True) - order3.filled_amount.assert_called_with(in_base_currency=True) - - with self.subTest(inverted=True): - value_from = portfolio.Amount("BTC", "0.5") - value_from.linked_to = portfolio.Amount("USDT", "1000.0") - value_to = portfolio.Amount("BTC", "1.0") - trade = portfolio.Trade(value_from, value_to, "USDT", self.m) - trade.inverted = True - - order1 = mock.Mock() - order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") - - order2 = mock.Mock() - order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") - trade.orders.append(order1) - trade.orders.append(order2) - - self.assertFalse(trade.is_fullfiled) - - order3 = mock.Mock() - order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") - trade.orders.append(order3) - - self.assertTrue(trade.is_fullfiled) - - order1.filled_amount.assert_called_with(in_base_currency=False) - order2.filled_amount.assert_called_with(in_base_currency=False) - order3.filled_amount.assert_called_with(in_base_currency=False) - - - def test_filled_amount(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() - order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") - - order2 = mock.Mock() - order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") - trade.orders.append(order1) - trade.orders.append(order2) - - self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) - order1.filled_amount.assert_called_with(in_base_currency=False) - order2.filled_amount.assert_called_with(in_base_currency=False) - - self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) - order1.filled_amount.assert_called_with(in_base_currency=False) - order2.filled_amount.assert_called_with(in_base_currency=False) - - self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) - order1.filled_amount.assert_called_with(in_base_currency=True) - order2.filled_amount.assert_called_with(in_base_currency=True) - - @mock.patch.object(portfolio.Computation, "compute_value") - @mock.patch.object(portfolio.Trade, "filled_amount") - @mock.patch.object(portfolio, "Order") - def test_prepare_order(self, Order, filled_amount, compute_value): - Order.return_value = "Order" - - with self.subTest(desc="Nothing to do"): - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order() - - filled_amount.assert_not_called() - compute_value.assert_not_called() - self.assertEqual(0, len(trade.orders)) - Order.assert_not_called() - - self.m.get_ticker.return_value = { "inverted": False } - with self.subTest(desc="Already filled"): - filled_amount.return_value = portfolio.Amount("FOO", "100") - compute_value.return_value = D("0.125") - - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") - self.assertEqual(0, len(trade.orders)) - self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) - Order.assert_not_called() - - with self.subTest(action="dispose", inverted=False): - filled_amount.return_value = portfolio.Amount("FOO", "60") - compute_value.return_value = D("0.125") - - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") - self.assertEqual(1, len(trade.orders)) - Order.assert_called_with("sell", portfolio.Amount("FOO", 30), - D("0.125"), "BTC", "long", self.m, - trade, close_if_possible=False) - - with self.subTest(action="dispose", inverted=False, close_if_possible=True): - filled_amount.return_value = portfolio.Amount("FOO", "60") - compute_value.return_value = D("0.125") - - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order(close_if_possible=True) - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") - self.assertEqual(1, len(trade.orders)) - Order.assert_called_with("sell", portfolio.Amount("FOO", 30), - D("0.125"), "BTC", "long", self.m, - trade, close_if_possible=True) - - with self.subTest(action="acquire", inverted=False): - filled_amount.return_value = portfolio.Amount("BTC", "3") - compute_value.return_value = D("0.125") - - value_from = portfolio.Amount("BTC", "1") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "10") - value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") - self.assertEqual(1, len(trade.orders)) - - Order.assert_called_with("buy", portfolio.Amount("FOO", 48), - D("0.125"), "BTC", "long", self.m, - trade, close_if_possible=False) - - with self.subTest(close_if_possible=True): - filled_amount.return_value = portfolio.Amount("FOO", "0") - compute_value.return_value = D("0.125") - - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.1") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "0") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order() - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") - self.assertEqual(1, len(trade.orders)) - Order.assert_called_with("sell", portfolio.Amount("FOO", 100), - D("0.125"), "BTC", "long", self.m, - trade, close_if_possible=True) - - self.m.get_ticker.return_value = { "inverted": True, "original": {} } - with self.subTest(action="dispose", inverted=True): - filled_amount.return_value = portfolio.Amount("FOO", "300") - compute_value.return_value = D("125") - - value_from = portfolio.Amount("BTC", "10") - value_from.rate = D("0.01") - value_from.linked_to = portfolio.Amount("FOO", "1000") - value_to = portfolio.Amount("BTC", "1") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order(compute_value="foo") - - filled_amount.assert_called_with(in_base_currency=True) - compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") - self.assertEqual(1, len(trade.orders)) - Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), - D("125"), "FOO", "long", self.m, - trade, close_if_possible=False) - - with self.subTest(action="acquire", inverted=True): - filled_amount.return_value = portfolio.Amount("BTC", "4") - compute_value.return_value = D("125") - - value_from = portfolio.Amount("BTC", "1") - value_from.rate = D("0.01") - value_from.linked_to = portfolio.Amount("FOO", "100") - value_to = portfolio.Amount("BTC", "10") - trade = portfolio.Trade(value_from, value_to, "FOO", self.m) - - trade.prepare_order(compute_value="foo") - - filled_amount.assert_called_with(in_base_currency=False) - compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") - self.assertEqual(1, len(trade.orders)) - Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), - D("125"), "FOO", "long", self.m, - trade, close_if_possible=False) - - def test_tick_actions_recreate(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) - - self.assertEqual("average", trade.tick_actions_recreate(0)) - self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) - self.assertEqual("average", trade.tick_actions_recreate(1)) - self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) - self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) - self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) - self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) - self.assertEqual("default", trade.tick_actions_recreate(7)) - self.assertEqual("default", trade.tick_actions_recreate(8)) - - @mock.patch.object(portfolio.Trade, "prepare_order") - def test_update_order(self, prepare_order): - order_mock = mock.Mock() - new_order_mock = mock.Mock() - - 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) - prepare_order.return_value = new_order_mock - - for i in [0, 1, 3, 4, 6]: - with self.subTest(tick=i): - trade.update_order(order_mock, i) - order_mock.cancel.assert_not_called() - new_order_mock.run.assert_not_called() - self.m.report.log_order.assert_called_once_with(order_mock, i, - update="waiting", compute_value=None, new_order=None) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - trade.update_order(order_mock, 2) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - self.m.report.log_order.assert_called() - self.assertEqual(2, self.m.report.log_order.call_count) - calls = [ - mock.call(order_mock, 2, update="adjusting", - compute_value=mock.ANY, - new_order=new_order_mock), - mock.call(order_mock, 2, new_order=new_order_mock), - ] - self.m.report.log_order.assert_has_calls(calls) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - trade.update_order(order_mock, 5) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called() - self.assertEqual(2, self.m.report.log_order.call_count) - self.m.report.log_order.assert_called() - calls = [ - mock.call(order_mock, 5, update="adjusting", - compute_value=mock.ANY, - new_order=new_order_mock), - mock.call(order_mock, 5, new_order=new_order_mock), - ] - self.m.report.log_order.assert_has_calls(calls) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - trade.update_order(order_mock, 7) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called_with(compute_value="default") - self.m.report.log_order.assert_called() - self.assertEqual(2, self.m.report.log_order.call_count) - calls = [ - mock.call(order_mock, 7, update="market_fallback", - compute_value='default', - new_order=new_order_mock), - mock.call(order_mock, 7, new_order=new_order_mock), - ] - self.m.report.log_order.assert_has_calls(calls) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - for i in [10, 13, 16]: - with self.subTest(tick=i): - trade.update_order(order_mock, i) - order_mock.cancel.assert_called() - new_order_mock.run.assert_called() - prepare_order.assert_called_with(compute_value="default") - self.m.report.log_order.assert_called() - self.assertEqual(2, self.m.report.log_order.call_count) - calls = [ - mock.call(order_mock, i, update="market_adjust", - compute_value='default', - new_order=new_order_mock), - mock.call(order_mock, i, new_order=new_order_mock), - ] - self.m.report.log_order.assert_has_calls(calls) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - for i in [8, 9, 11, 12]: - with self.subTest(tick=i): - trade.update_order(order_mock, i) - order_mock.cancel.assert_not_called() - new_order_mock.run.assert_not_called() - self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", - compute_value=None, new_order=None) - - order_mock.reset_mock() - new_order_mock.reset_mock() - trade.orders = [] - self.m.report.log_order.reset_mock() - - - def test_print_with_order(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) - - order_mock1 = mock.Mock() - order_mock1.__repr__ = mock.Mock() - order_mock1.__repr__.return_value = "Mock 1" - order_mock2 = mock.Mock() - order_mock2.__repr__ = mock.Mock() - order_mock2.__repr__.return_value = "Mock 2" - order_mock1.mouvements = [] - mouvement_mock1 = mock.Mock() - mouvement_mock1.__repr__ = mock.Mock() - mouvement_mock1.__repr__.return_value = "Mouvement 1" - mouvement_mock2 = mock.Mock() - mouvement_mock2.__repr__ = mock.Mock() - mouvement_mock2.__repr__.return_value = "Mouvement 2" - order_mock2.mouvements = [ - mouvement_mock1, mouvement_mock2 - ] - trade.orders.append(order_mock1) - trade.orders.append(order_mock2) - - 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() - - 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") - 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) - - trade.closed = True - self.assertEqual(False, trade.pending) - - trade.closed = False - self.assertEqual(True, trade.pending) - - order1 = mock.Mock() - order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") - trade.orders.append(order1) - self.assertEqual(False, trade.pending) - - def test__repr(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) - - self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) - - def test_as_json(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) - - as_json = trade.as_json() - self.assertEqual("acquire", as_json["action"]) - self.assertEqual(D("0.5"), as_json["from"]) - self.assertEqual(D("1.0"), as_json["to"]) - self.assertEqual("ETH", as_json["currency"]) - self.assertEqual("BTC", as_json["base_currency"]) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class OrderTest(WebMockTestCase): - def test_values(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertEqual("buy", order.action) - self.assertEqual(10, order.amount.value) - self.assertEqual("ETH", order.amount.currency) - self.assertEqual(D("0.1"), order.rate) - self.assertEqual("BTC", order.base_currency) - self.assertEqual("market", order.market) - self.assertEqual("long", order.trade_type) - self.assertEqual("pending", order.status) - self.assertEqual("trade", order.trade) - self.assertIsNone(order.id) - self.assertFalse(order.close_if_possible) - - def test__repr(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade", - close_if_possible=True) - self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) - - def test_as_json(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - mouvement_mock1 = mock.Mock() - mouvement_mock1.as_json.return_value = 1 - mouvement_mock2 = mock.Mock() - mouvement_mock2.as_json.return_value = 2 - - order.mouvements = [mouvement_mock1, mouvement_mock2] - as_json = order.as_json() - self.assertEqual("buy", as_json["action"]) - self.assertEqual("long", as_json["trade_type"]) - self.assertEqual(10, as_json["amount"]) - self.assertEqual("ETH", as_json["currency"]) - self.assertEqual("BTC", as_json["base_currency"]) - self.assertEqual(D("0.1"), as_json["rate"]) - self.assertEqual("pending", as_json["status"]) - self.assertEqual(False, as_json["close_if_possible"]) - self.assertIsNone(as_json["id"]) - self.assertEqual([1, 2], as_json["mouvements"]) - - def test_account(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertEqual("exchange", order.account) - - order = portfolio.Order("sell", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", "market", "trade") - self.assertEqual("margin", order.account) - - def test_pending(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertTrue(order.pending) - order.status = "open" - self.assertFalse(order.pending) - - def test_open(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertFalse(order.open) - order.status = "open" - self.assertTrue(order.open) - - def test_finished(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", "market", "trade") - self.assertFalse(order.finished) - order.status = "closed" - self.assertTrue(order.finished) - order.status = "canceled" - self.assertTrue(order.finished) - order.status = "error" - self.assertTrue(order.finished) - - @mock.patch.object(portfolio.Order, "fetch") - def test_cancel(self, fetch): - 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) - - 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() - - 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), - D("0.1"), "BTC", "long", self.m, "trade") - order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) - self.assertFalse(order.dust_amount_remaining()) - - order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) - self.assertTrue(order.dust_amount_remaining()) - - @mock.patch.object(portfolio.Order, "fetch") - @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) - def test_remaining_amount(self, filled_amount, fetch): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - - self.assertEqual(9, order.remaining_amount().value) - - order.status = "open" - self.assertEqual(9, order.remaining_amount().value) - - @mock.patch.object(portfolio.Order, "fetch") - def test_filled_amount(self, fetch): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", - "amount": "3", "total": "0.3" - })) - order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { - "tradeID": 43, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 13:00:12", "rate": "0.2", - "amount": "2", "total": "0.4" - })) - self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) - fetch.assert_not_called() - order.status = "open" - self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) - fetch.assert_called_once() - self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) - - def test_fetch_mouvements(self): - self.m.ccxt.privatePostReturnOrderTrades.return_value = [ - { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 13:00:12", "rate": "0.1", - "amount": "3", "total": "0.3" - }, - { - "tradeID": 43, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.2", - "amount": "2", "total": "0.4" - } - ] - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 12 - order.mouvements = ["Foo", "Bar", "Baz"] - - order.fetch_mouvements() - - self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) - self.assertEqual(2, len(order.mouvements)) - self.assertEqual(43, order.mouvements[0].id) - self.assertEqual(42, order.mouvements[1].id) - - self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.fetch_mouvements() - self.assertEqual(0, len(order.mouvements)) - - def test_mark_finished_order(self): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", self.m, "trade", - close_if_possible=True) - order.status = "closed" - self.m.debug = False - - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") - self.m.ccxt.close_margin_position.reset_mock() - - order.status = "open" - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_not_called() - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", self.m, "trade", - close_if_possible=False) - order.status = "closed" - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_not_called() - - order = portfolio.Order("sell", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", self.m, "trade", - close_if_possible=True) - order.status = "closed" - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_not_called() - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade", - close_if_possible=True) - order.status = "closed" - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_not_called() - - self.m.debug = True - - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "short", self.m, "trade", - close_if_possible=True) - order.status = "closed" - - order.mark_finished_order() - self.m.ccxt.close_margin_position.assert_not_called() - self.m.report.log_debug_action.assert_called_once() - - @mock.patch.object(portfolio.Order, "fetch_mouvements") - @mock.patch.object(portfolio.Order, "mark_disappeared_order") - @mock.patch.object(portfolio.Order, "mark_finished_order") - def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - with self.subTest(debug=True): - self.m.debug = True - order.fetch() - self.m.report.log_debug_action.assert_called_once() - self.m.report.log_debug_action.reset_mock() - self.m.ccxt.fetch_order.assert_not_called() - mark_finished_order.assert_not_called() - mark_disappeared_order.assert_not_called() - fetch_mouvements.assert_not_called() - - with self.subTest(debug=False): - self.m.debug = False - self.m.ccxt.fetch_order.return_value = { - "status": "foo", - "datetime": "timestamp" - } - order.fetch() - - 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) - self.assertEqual(1, len(order.results)) - self.m.report.log_debug_action.assert_not_called() - mark_finished_order.assert_called_once() - mark_disappeared_order.assert_called_once() - - mark_finished_order.reset_mock() - with self.subTest(missing_order=True): - self.m.ccxt.fetch_order.side_effect = [ - portfolio.OrderNotCached, - ] - order.fetch() - self.assertEqual("closed_unknown", order.status) - mark_finished_order.assert_called_once() - - def test_mark_disappeared_order(self): - with self.subTest("Open order"): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { - "tradeID":21336541, - "currencyPair":"BTC_XRP", - "type":"sell", - "rate":"0.00007013", - "amount":"0.00000222", - "total":"0.00000000", - "fee":"0.00150000", - "date":"2018-04-02 00:09:13" - })) - order.mark_disappeared_order() - self.assertEqual("pending", order.status) - - with self.subTest("Non-zero amount"): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - order.status = "closed" - order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { - "tradeID":21336541, - "currencyPair":"BTC_XRP", - "type":"sell", - "rate":"0.00007013", - "amount":"0.00000222", - "total":"0.00000010", - "fee":"0.00150000", - "date":"2018-04-02 00:09:13" - })) - order.mark_disappeared_order() - self.assertEqual("closed", order.status) - - with self.subTest("Other mouvements"): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - order.status = "closed" - order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { - "tradeID":21336541, - "currencyPair":"BTC_XRP", - "type":"sell", - "rate":"0.00007013", - "amount":"0.00000222", - "total":"0.00000001", - "fee":"0.00150000", - "date":"2018-04-02 00:09:13" - })) - order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { - "tradeID":21336541, - "currencyPair":"BTC_XRP", - "type":"sell", - "rate":"0.00007013", - "amount":"0.00000222", - "total":"0.00000000", - "fee":"0.00150000", - "date":"2018-04-02 00:09:13" - })) - order.mark_disappeared_order() - self.assertEqual("error_disappeared", order.status) - - with self.subTest("Order disappeared"): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.id = 45 - order.status = "closed" - order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { - "tradeID":21336541, - "currencyPair":"BTC_XRP", - "type":"sell", - "rate":"0.00007013", - "amount":"0.00000222", - "total":"0.00000000", - "fee":"0.00150000", - "date":"2018-04-02 00:09:13" - })) - order.mark_disappeared_order() - self.assertEqual("error_disappeared", order.status) - - @mock.patch.object(portfolio.Order, "fetch") - def test_get_status(self, fetch): - 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") - self.assertEqual("pending", order.get_status()) - fetch.assert_not_called() - self.m.report.log_debug_action.assert_called_once() - - with self.subTest(debug=False, finished=False): - self.m.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - def _fetch(order): - def update_status(): - order.status = "open" - return update_status - fetch.side_effect = _fetch(order) - self.assertEqual("open", order.get_status()) - fetch.assert_called_once() - - fetch.reset_mock() - with self.subTest(debug=False, finished=True): - self.m.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - def _fetch(order): - def update_status(): - order.status = "closed" - return update_status - fetch.side_effect = _fetch(order) - self.assertEqual("closed", order.get_status()) - fetch.assert_called_once() - - def test_run(self): - self.m.ccxt.order_precision.return_value = 4 - 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.run() - self.m.ccxt.create_order.assert_not_called() - self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") - self.assertEqual("open", order.status) - self.assertEqual(1, len(order.results)) - self.assertEqual(-1, order.id) - - self.m.ccxt.create_order.reset_mock() - with self.subTest(debug=False): - self.m.debug = False - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.return_value = { "id": 123 } - order.run() - self.m.ccxt.create_order.assert_called_once() - self.assertEqual(1, len(order.results)) - self.assertEqual("open", order.status) - - self.m.ccxt.create_order.reset_mock() - with self.subTest(exception=True): - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = Exception("bouh") - order.run() - self.m.ccxt.create_order.assert_called_once() - self.assertEqual(0, len(order.results)) - self.assertEqual("error", order.status) - self.m.report.log_error.assert_called_once() - - self.m.ccxt.create_order.reset_mock() - with self.subTest(dust_amount_exception=True),\ - mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: - order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder - order.run() - self.m.ccxt.create_order.assert_called_once() - self.assertEqual(0, len(order.results)) - self.assertEqual("closed", order.status) - mark_finished_order.assert_called_once() - - self.m.ccxt.order_precision.return_value = 8 - self.m.ccxt.create_order.reset_mock() - with self.subTest(insufficient_funds=True),\ - mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = [ - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - { "id": 123 }, - ] - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(4, self.m.ccxt.create_order.call_count) - self.assertEqual(1, len(order.results)) - self.assertEqual("open", order.status) - self.assertEqual(4, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(4, self.m.report.log_error.call_count) - - self.m.ccxt.order_precision.return_value = 8 - self.m.ccxt.create_order.reset_mock() - self.m.report.log_error.reset_mock() - with self.subTest(insufficient_funds=True),\ - mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = [ - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - portfolio.InsufficientFunds, - ] - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(5, self.m.ccxt.create_order.call_count) - self.assertEqual(0, len(order.results)) - self.assertEqual("error", order.status) - self.assertEqual(5, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(5, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) - - self.m.reset_mock() - with self.subTest(invalid_nonce=True): - with self.subTest(retry_success=True): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = [ - portfolio.InvalidNonce, - portfolio.InvalidNonce, - { "id": 123 }, - ] - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(3, self.m.ccxt.create_order.call_count) - self.assertEqual(3, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(2, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) - self.assertEqual(123, order.id) - - self.m.reset_mock() - with self.subTest(retry_success=False): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - self.m.ccxt.create_order.side_effect = [ - portfolio.InvalidNonce, - portfolio.InvalidNonce, - portfolio.InvalidNonce, - portfolio.InvalidNonce, - portfolio.InvalidNonce, - ] - order.run() - self.assertEqual(5, self.m.ccxt.create_order.call_count) - self.assertEqual(5, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(5, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) - self.assertEqual("error", order.status) - - self.m.reset_mock() - with self.subTest(request_timeout=True): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - with self.subTest(retrieved=False), \ - mock.patch.object(order, "retrieve_order") as retrieve: - self.m.ccxt.create_order.side_effect = [ - portfolio.RequestTimeout, - portfolio.RequestTimeout, - { "id": 123 }, - ] - retrieve.return_value = False - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(3, self.m.ccxt.create_order.call_count) - self.assertEqual(3, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(2, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) - self.assertEqual(123, order.id) - - self.m.reset_mock() - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - with self.subTest(retrieved=True), \ - mock.patch.object(order, "retrieve_order") as retrieve: - self.m.ccxt.create_order.side_effect = [ - portfolio.RequestTimeout, - ] - def _retrieve(): - order.results.append({"id": 123}) - return True - retrieve.side_effect = _retrieve - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(1, self.m.ccxt.create_order.call_count) - self.assertEqual(1, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(1, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") - self.assertEqual(123, order.id) - - self.m.reset_mock() - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - with self.subTest(retrieved=False), \ - mock.patch.object(order, "retrieve_order") as retrieve: - self.m.ccxt.create_order.side_effect = [ - portfolio.RequestTimeout, - portfolio.RequestTimeout, - portfolio.RequestTimeout, - portfolio.RequestTimeout, - portfolio.RequestTimeout, - ] - retrieve.return_value = False - order.run() - self.m.ccxt.create_order.assert_has_calls([ - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), - ]) - self.assertEqual(5, self.m.ccxt.create_order.call_count) - self.assertEqual(5, order.tries) - self.m.report.log_error.assert_called() - self.assertEqual(5, self.m.report.log_error.call_count) - self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) - self.assertEqual("error", order.status) - - def test_retrieve_order(self): - with self.subTest(similar_open_order=True): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) - - self.m.ccxt.order_precision.return_value = 8 - self.m.ccxt.fetch_orders.return_value = [ - { # Wrong amount - 'amount': 0.002, 'cost': 0.1, - 'datetime': '2018-03-25T15:15:51.000Z', - 'fee': None, 'filled': 0.0, - 'id': '1', - 'info': { - 'amount': '0.002', - 'date': '2018-03-25 15:15:51', - 'margin': 0, 'orderNumber': '1', - 'price': '0.1', 'rate': '0.1', - 'side': 'buy', 'startingAmount': '0.002', - 'status': 'open', 'total': '0.0002', - 'type': 'limit' - }, - 'price': 0.1, 'remaining': 0.002, 'side': 'buy', - 'status': 'open', 'symbol': 'ETH/BTC', - 'timestamp': 1521990951000, 'trades': None, - 'type': 'limit' - }, - { # Margin - 'amount': 0.001, 'cost': 0.1, - 'datetime': '2018-03-25T15:15:51.000Z', - 'fee': None, 'filled': 0.0, - 'id': '2', - 'info': { - 'amount': '0.001', - 'date': '2018-03-25 15:15:51', - 'margin': 1, 'orderNumber': '2', - 'price': '0.1', 'rate': '0.1', - 'side': 'buy', 'startingAmount': '0.001', - 'status': 'open', 'total': '0.0001', - 'type': 'limit' - }, - 'price': 0.1, 'remaining': 0.001, 'side': 'buy', - 'status': 'open', 'symbol': 'ETH/BTC', - 'timestamp': 1521990951000, 'trades': None, - 'type': 'limit' - }, - { # selling - 'amount': 0.001, 'cost': 0.1, - 'datetime': '2018-03-25T15:15:51.000Z', - 'fee': None, 'filled': 0.0, - 'id': '3', - 'info': { - 'amount': '0.001', - 'date': '2018-03-25 15:15:51', - 'margin': 0, 'orderNumber': '3', - 'price': '0.1', 'rate': '0.1', - 'side': 'sell', 'startingAmount': '0.001', - 'status': 'open', 'total': '0.0001', - 'type': 'limit' - }, - 'price': 0.1, 'remaining': 0.001, 'side': 'sell', - 'status': 'open', 'symbol': 'ETH/BTC', - 'timestamp': 1521990951000, 'trades': None, - 'type': 'limit' - }, - { # Wrong rate - 'amount': 0.001, 'cost': 0.15, - 'datetime': '2018-03-25T15:15:51.000Z', - 'fee': None, 'filled': 0.0, - 'id': '4', - 'info': { - 'amount': '0.001', - 'date': '2018-03-25 15:15:51', - 'margin': 0, 'orderNumber': '4', - 'price': '0.15', 'rate': '0.15', - 'side': 'buy', 'startingAmount': '0.001', - 'status': 'open', 'total': '0.0001', - 'type': 'limit' - }, - 'price': 0.15, 'remaining': 0.001, 'side': 'buy', - 'status': 'open', 'symbol': 'ETH/BTC', - 'timestamp': 1521990951000, 'trades': None, - 'type': 'limit' - }, - { # All good - 'amount': 0.001, 'cost': 0.1, - 'datetime': '2018-03-25T15:15:51.000Z', - 'fee': None, 'filled': 0.0, - 'id': '5', - 'info': { - 'amount': '0.001', - 'date': '2018-03-25 15:15:51', - 'margin': 0, 'orderNumber': '1', - 'price': '0.1', 'rate': '0.1', - 'side': 'buy', 'startingAmount': '0.001', - 'status': 'open', 'total': '0.0001', - 'type': 'limit' - }, - 'price': 0.1, 'remaining': 0.001, 'side': 'buy', - 'status': 'open', 'symbol': 'ETH/BTC', - 'timestamp': 1521990951000, 'trades': None, - 'type': 'limit' - } - ] - result = order.retrieve_order() - self.assertTrue(result) - self.assertEqual('5', order.results[0]["id"]) - self.m.ccxt.fetch_my_trades.assert_not_called() - self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) - - self.m.reset_mock() - with self.subTest(similar_open_order=False, past_trades=True): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) - - self.m.ccxt.order_precision.return_value = 8 - self.m.ccxt.fetch_orders.return_value = [] - self.m.ccxt.fetch_my_trades.return_value = [ - { # Wrong timestamp 1 - 'amount': 0.0006, - 'cost': 0.00006, - 'datetime': '2018-03-25T15:15:14.000Z', - 'id': '1-1', - 'info': { - 'amount': '0.0006', - 'category': 'exchange', - 'date': '2018-03-25 15:15:14', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '1', - 'rate': '0.1', - 'total': '0.00006', - 'tradeID': '1-1', - 'type': 'buy' - }, - 'order': '1', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983714, - 'type': 'limit' - }, - { # Wrong timestamp 2 - 'amount': 0.0004, - 'cost': 0.00004, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '1-2', - 'info': { - 'amount': '0.0004', - 'category': 'exchange', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '1', - 'rate': '0.1', - 'total': '0.00004', - 'tradeID': '1-2', - 'type': 'buy' - }, - 'order': '1', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - { # Wrong side 1 - 'amount': 0.0006, - 'cost': 0.00006, - 'datetime': '2018-03-25T15:15:54.000Z', - 'id': '2-1', - 'info': { - 'amount': '0.0006', - 'category': 'exchange', - 'date': '2018-03-25 15:15:54', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '2', - 'rate': '0.1', - 'total': '0.00006', - 'tradeID': '2-1', - 'type': 'sell' - }, - 'order': '2', - 'price': 0.1, - 'side': 'sell', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983754, - 'type': 'limit' - }, - { # Wrong side 2 - 'amount': 0.0004, - 'cost': 0.00004, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '2-2', - 'info': { - 'amount': '0.0004', - 'category': 'exchange', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '2', - 'rate': '0.1', - 'total': '0.00004', - 'tradeID': '2-2', - 'type': 'buy' - }, - 'order': '2', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - { # Margin trade 1 - 'amount': 0.0006, - 'cost': 0.00006, - 'datetime': '2018-03-25T15:15:54.000Z', - 'id': '3-1', - 'info': { - 'amount': '0.0006', - 'category': 'marginTrade', - 'date': '2018-03-25 15:15:54', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '3', - 'rate': '0.1', - 'total': '0.00006', - 'tradeID': '3-1', - 'type': 'buy' - }, - 'order': '3', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983754, - 'type': 'limit' - }, - { # Margin trade 2 - 'amount': 0.0004, - 'cost': 0.00004, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '3-2', - 'info': { - 'amount': '0.0004', - 'category': 'marginTrade', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '3', - 'rate': '0.1', - 'total': '0.00004', - 'tradeID': '3-2', - 'type': 'buy' - }, - 'order': '3', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - { # Wrong amount 1 - 'amount': 0.0005, - 'cost': 0.00005, - 'datetime': '2018-03-25T15:15:54.000Z', - 'id': '4-1', - 'info': { - 'amount': '0.0005', - 'category': 'exchange', - 'date': '2018-03-25 15:15:54', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '4', - 'rate': '0.1', - 'total': '0.00005', - 'tradeID': '4-1', - 'type': 'buy' - }, - 'order': '4', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983754, - 'type': 'limit' - }, - { # Wrong amount 2 - 'amount': 0.0004, - 'cost': 0.00004, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '4-2', - 'info': { - 'amount': '0.0004', - 'category': 'exchange', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '4', - 'rate': '0.1', - 'total': '0.00004', - 'tradeID': '4-2', - 'type': 'buy' - }, - 'order': '4', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - { # Wrong price 1 - 'amount': 0.0006, - 'cost': 0.000066, - 'datetime': '2018-03-25T15:15:54.000Z', - 'id': '5-1', - 'info': { - 'amount': '0.0006', - 'category': 'exchange', - 'date': '2018-03-25 15:15:54', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '5', - 'rate': '0.11', - 'total': '0.000066', - 'tradeID': '5-1', - 'type': 'buy' - }, - 'order': '5', - 'price': 0.11, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983754, - 'type': 'limit' - }, - { # Wrong price 2 - 'amount': 0.0004, - 'cost': 0.00004, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '5-2', - 'info': { - 'amount': '0.0004', - 'category': 'exchange', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '5', - 'rate': '0.1', - 'total': '0.00004', - 'tradeID': '5-2', - 'type': 'buy' - }, - 'order': '5', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - { # All good 1 - 'amount': 0.0006, - 'cost': 0.00006, - 'datetime': '2018-03-25T15:15:54.000Z', - 'id': '7-1', - 'info': { - 'amount': '0.0006', - 'category': 'exchange', - 'date': '2018-03-25 15:15:54', - 'fee': '0.00150000', - 'globalTradeID': 1, - 'orderNumber': '7', - 'rate': '0.1', - 'total': '0.00006', - 'tradeID': '7-1', - 'type': 'buy' - }, - 'order': '7', - 'price': 0.1, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983754, - 'type': 'limit' - }, - { # All good 2 - 'amount': 0.0004, - 'cost': 0.000036, - 'datetime': '2018-03-25T15:16:54.000Z', - 'id': '7-2', - 'info': { - 'amount': '0.0004', - 'category': 'exchange', - 'date': '2018-03-25 15:16:54', - 'fee': '0.00150000', - 'globalTradeID': 2, - 'orderNumber': '7', - 'rate': '0.09', - 'total': '0.000036', - 'tradeID': '7-2', - 'type': 'buy' - }, - 'order': '7', - 'price': 0.09, - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'timestamp': 1521983814, - 'type': 'limit' - }, - ] - - result = order.retrieve_order() - self.assertTrue(result) - self.assertEqual('7', order.results[0]["id"]) - self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) - - self.m.reset_mock() - with self.subTest(similar_open_order=False, past_trades=False): - order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), - D("0.1"), "BTC", "long", self.m, "trade") - order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) - - self.m.ccxt.order_precision.return_value = 8 - self.m.ccxt.fetch_orders.return_value = [] - self.m.ccxt.fetch_my_trades.return_value = [] - result = order.retrieve_order() - self.assertFalse(result) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class MouvementTest(WebMockTestCase): - def test_values(self): - mouvement = portfolio.Mouvement("ETH", "BTC", { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", - "amount": "10", "total": "1" - }) - self.assertEqual("ETH", mouvement.currency) - self.assertEqual("BTC", mouvement.base_currency) - self.assertEqual(42, mouvement.id) - self.assertEqual("buy", mouvement.action) - self.assertEqual(D("0.0015"), mouvement.fee_rate) - self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) - self.assertEqual(D("0.1"), mouvement.rate) - self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) - self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) - - mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) - self.assertIsNone(mouvement.date) - self.assertIsNone(mouvement.id) - self.assertIsNone(mouvement.action) - self.assertEqual(-1, mouvement.fee_rate) - self.assertEqual(0, mouvement.rate) - self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) - self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) - - def test__repr(self): - mouvement = portfolio.Mouvement("ETH", "BTC", { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", - "amount": "10", "total": "1" - }) - self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) - - mouvement = portfolio.Mouvement("ETH", "BTC", { - "tradeID": 42, "type": "buy", - "date": "garbage", "rate": "0.1", - "amount": "10", "total": "1" - }) - self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) - - def test_as_json(self): - mouvement = portfolio.Mouvement("ETH", "BTC", { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", - "amount": "10", "total": "1" - }) - as_json = mouvement.as_json() - - self.assertEqual(D("0.0015"), as_json["fee_rate"]) - self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) - self.assertEqual("buy", as_json["action"]) - self.assertEqual(D("10"), as_json["total"]) - self.assertEqual(D("1"), as_json["total_in_base"]) - self.assertEqual("BTC", as_json["base_currency"]) - self.assertEqual("ETH", as_json["currency"]) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class ReportStoreTest(WebMockTestCase): - def test_add_log(self): - report_store = market.ReportStore(self.m) - report_store.add_log({"foo": "bar"}) - - self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) - - def test_set_verbose(self): - report_store = market.ReportStore(self.m) - with self.subTest(verbose=True): - report_store.set_verbose(True) - self.assertTrue(report_store.verbose_print) - - with self.subTest(verbose=False): - report_store.set_verbose(False) - self.assertFalse(report_store.verbose_print) - - def test_merge(self): - report_store1 = market.ReportStore(self.m, verbose_print=False) - report_store2 = market.ReportStore(None, verbose_print=False) - - report_store2.log_stage("1") - report_store1.log_stage("2") - report_store2.log_stage("3") - - report_store1.merge(report_store2) - - self.assertEqual(3, len(report_store1.logs)) - self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) - self.assertEqual(6, len(report_store1.print_logs)) - - def test_print_log(self): - report_store = market.ReportStore(self.m) - with self.subTest(verbose=True),\ - mock.patch.object(store, "datetime") as time_mock,\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) - report_store.set_verbose(True) - report_store.print_log("Coucou") - report_store.print_log(portfolio.Amount("BTC", 1)) - self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") - - with self.subTest(verbose=False),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - report_store.set_verbose(False) - report_store.print_log("Coucou") - report_store.print_log(portfolio.Amount("BTC", 1)) - self.assertEqual(stdout_mock.getvalue(), "") - - def test_default_json_serial(self): - report_store = market.ReportStore(self.m) - - self.assertEqual("2018-02-24T00:00:00", - report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) - self.assertEqual("1.00000000 BTC", - report_store.default_json_serial(portfolio.Amount("BTC", 1))) - - def test_to_json(self): - report_store = market.ReportStore(self.m) - report_store.logs.append({"foo": "bar"}) - self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) - report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) - self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) - report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) - self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) - - def test_to_json_array(self): - report_store = market.ReportStore(self.m) - report_store.logs.append({ - "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" - }) - report_store.logs.append({ - "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" - }) - logs = list(report_store.to_json_array()) - - self.assertEqual(2, len(logs)) - self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) - self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_stage(self, add_log, print_log): - report_store = market.ReportStore(self.m) - c = lambda x: x - report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) - print_log.assert_has_calls([ - mock.call("-----------"), - mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), - ]) - add_log.assert_called_once_with({ - 'type': 'stage', - 'stage': 'foo', - 'args': { - 'bar': 'baz', - 'c': 'c = lambda x: x', - 'd': { - 'currency': 'BTC', - 'value': D('1') - } - } - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_balances(self, add_log, print_log): - report_store = market.ReportStore(self.m) - self.m.balances.as_json.return_value = "json" - self.m.balances.all = { "FOO": "bar", "BAR": "baz" } - - report_store.log_balances(tag="tag") - print_log.assert_has_calls([ - mock.call("[Balance]"), - mock.call("\tbar"), - mock.call("\tbaz"), - ]) - add_log.assert_called_once_with({ - 'type': 'balance', - 'balances': 'json', - 'tag': 'tag' - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_tickers(self, add_log, print_log): - report_store = market.ReportStore(self.m) - amounts = { - "BTC": portfolio.Amount("BTC", 10), - "ETH": portfolio.Amount("BTC", D("0.3")) - } - amounts["ETH"].rate = D("0.1") - - report_store.log_tickers(amounts, "BTC", "default", "total") - print_log.assert_not_called() - add_log.assert_called_once_with({ - 'type': 'tickers', - 'compute_value': 'default', - 'balance_type': 'total', - 'currency': 'BTC', - 'balances': { - 'BTC': D('10'), - 'ETH': D('0.3') - }, - 'rates': { - 'BTC': None, - 'ETH': D('0.1') - }, - 'total': D('10.3') - }) - - add_log.reset_mock() - compute_value = lambda x: x["bid"] - report_store.log_tickers(amounts, "BTC", compute_value, "total") - add_log.assert_called_once_with({ - 'type': 'tickers', - 'compute_value': 'compute_value = lambda x: x["bid"]', - 'balance_type': 'total', - 'currency': 'BTC', - 'balances': { - 'BTC': D('10'), - 'ETH': D('0.3') - }, - 'rates': { - 'BTC': None, - 'ETH': D('0.1') - }, - 'total': D('10.3') - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_dispatch(self, add_log, print_log): - report_store = market.ReportStore(self.m) - amount = portfolio.Amount("BTC", "10.3") - amounts = { - "BTC": portfolio.Amount("BTC", 10), - "ETH": portfolio.Amount("BTC", D("0.3")) - } - report_store.log_dispatch(amount, amounts, "medium", "repartition") - print_log.assert_not_called() - add_log.assert_called_once_with({ - 'type': 'dispatch', - 'liquidity': 'medium', - 'repartition_ratio': 'repartition', - 'total_amount': { - 'currency': 'BTC', - 'value': D('10.3') - }, - 'repartition': { - 'BTC': D('10'), - 'ETH': D('0.3') - } - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_trades(self, add_log, print_log): - report_store = market.ReportStore(self.m) - trade_mock1 = mock.Mock() - trade_mock2 = mock.Mock() - trade_mock1.as_json.return_value = { "trade": "1" } - trade_mock2.as_json.return_value = { "trade": "2" } - - matching_and_trades = [ - (True, trade_mock1), - (False, trade_mock2), - ] - report_store.log_trades(matching_and_trades, "only") - - print_log.assert_not_called() - add_log.assert_called_with({ - 'type': 'trades', - 'only': 'only', - 'debug': False, - 'trades': [ - {'trade': '1', 'skipped': False}, - {'trade': '2', 'skipped': True} - ] - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_orders(self, add_log, print_log): - report_store = market.ReportStore(self.m) - - order_mock1 = mock.Mock() - order_mock2 = mock.Mock() - - order_mock1.as_json.return_value = "order1" - order_mock2.as_json.return_value = "order2" - - orders = [order_mock1, order_mock2] - - report_store.log_orders(orders, tick="tick", - only="only", compute_value="compute_value") - - print_log.assert_called_once_with("[Orders]") - self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") - - add_log.assert_called_with({ - 'type': 'orders', - 'only': 'only', - 'compute_value': 'compute_value', - 'tick': 'tick', - 'orders': ['order1', 'order2'] - }) - - add_log.reset_mock() - def compute_value(x, y): - return x[y] - report_store.log_orders(orders, tick="tick", - only="only", compute_value=compute_value) - add_log.assert_called_with({ - 'type': 'orders', - 'only': 'only', - 'compute_value': 'def compute_value(x, y):\n return x[y]', - 'tick': 'tick', - 'orders': ['order1', 'order2'] - }) - - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_order(self, add_log, print_log): - report_store = market.ReportStore(self.m) - order_mock = mock.Mock() - order_mock.as_json.return_value = "order" - new_order_mock = mock.Mock() - new_order_mock.as_json.return_value = "new_order" - order_mock.__repr__ = mock.Mock() - order_mock.__repr__.return_value = "Order Mock" - new_order_mock.__repr__ = mock.Mock() - new_order_mock.__repr__.return_value = "New order Mock" - - with self.subTest(finished=True): - report_store.log_order(order_mock, 1, finished=True) - print_log.assert_called_once_with("[Order] Finished Order Mock") - add_log.assert_called_once_with({ - 'type': 'order', - 'tick': 1, - 'update': None, - 'order': 'order', - 'compute_value': None, - 'new_order': None - }) - - add_log.reset_mock() - print_log.reset_mock() - - with self.subTest(update="waiting"): - report_store.log_order(order_mock, 1, update="waiting") - print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") - add_log.assert_called_once_with({ - 'type': 'order', - 'tick': 1, - 'update': 'waiting', - 'order': 'order', - 'compute_value': None, - 'new_order': None - }) - - add_log.reset_mock() - print_log.reset_mock() - with self.subTest(update="adjusting"): - compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 - report_store.log_order(order_mock, 3, - update="adjusting", new_order=new_order_mock, - compute_value=compute_value) - print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") - add_log.assert_called_once_with({ - 'type': 'order', - 'tick': 3, - 'update': 'adjusting', - 'order': 'order', - 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', - 'new_order': 'new_order' - }) - - add_log.reset_mock() - print_log.reset_mock() - with self.subTest(update="market_fallback"): - report_store.log_order(order_mock, 7, - update="market_fallback", new_order=new_order_mock) - print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") - add_log.assert_called_once_with({ - 'type': 'order', - 'tick': 7, - 'update': 'market_fallback', - 'order': 'order', - 'compute_value': None, - 'new_order': 'new_order' - }) - - add_log.reset_mock() - print_log.reset_mock() - with self.subTest(update="market_adjusting"): - report_store.log_order(order_mock, 17, - update="market_adjust", new_order=new_order_mock) - print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") - add_log.assert_called_once_with({ - 'type': 'order', - 'tick': 17, - 'update': 'market_adjust', - 'order': 'order', - 'compute_value': None, - 'new_order': 'new_order' - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_move_balances(self, add_log, print_log): - report_store = market.ReportStore(self.m) - needed = { - "BTC": portfolio.Amount("BTC", 10), - "USDT": 1 - } - moving = { - "BTC": portfolio.Amount("BTC", 3), - "USDT": -2 - } - report_store.log_move_balances(needed, moving) - print_log.assert_not_called() - add_log.assert_called_once_with({ - 'type': 'move_balances', - 'debug': False, - 'needed': { - 'BTC': D('10'), - 'USDT': 1 - }, - 'moving': { - 'BTC': D('3'), - 'USDT': -2 - } - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_http_request(self, add_log, print_log): - report_store = market.ReportStore(self.m) - response = mock.Mock() - response.status_code = 200 - response.text = "Hey" - - report_store.log_http_request("method", "url", "body", - "headers", response) - print_log.assert_not_called() - add_log.assert_called_once_with({ - 'type': 'http_request', - 'method': 'method', - 'url': 'url', - 'body': 'body', - 'headers': 'headers', - 'status': 200, - 'response': 'Hey' - }) - - add_log.reset_mock() - report_store.log_http_request("method", "url", "body", - "headers", ValueError("Foo")) - add_log.assert_called_once_with({ - 'type': 'http_request', - 'method': 'method', - 'url': 'url', - 'body': 'body', - 'headers': 'headers', - 'status': -1, - 'response': None, - 'error': 'ValueError', - 'error_message': 'Foo', - }) - - @mock.patch.object(market.ReportStore, "add_log") - def test_log_market(self, add_log): - report_store = market.ReportStore(self.m) - - report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1) - add_log.assert_called_once_with({ - "type": "market", - "commit": "$Format:%H$", - "args": { "report_path": None, "debug": True, "quiet": False }, - "user_id": 4, - "market_id": 1, - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_error(self, add_log, print_log): - report_store = market.ReportStore(self.m) - with self.subTest(message=None, exception=None): - report_store.log_error("action") - print_log.assert_called_once_with("[Error] action") - add_log.assert_called_once_with({ - 'type': 'error', - 'action': 'action', - 'exception_class': None, - 'exception_message': None, - 'message': None - }) - - print_log.reset_mock() - add_log.reset_mock() - with self.subTest(message="Hey", exception=None): - report_store.log_error("action", message="Hey") - print_log.assert_has_calls([ - mock.call("[Error] action"), - mock.call("\tHey") - ]) - add_log.assert_called_once_with({ - 'type': 'error', - 'action': 'action', - 'exception_class': None, - 'exception_message': None, - 'message': "Hey" - }) - - print_log.reset_mock() - add_log.reset_mock() - with self.subTest(message=None, exception=Exception("bouh")): - report_store.log_error("action", exception=Exception("bouh")) - print_log.assert_has_calls([ - mock.call("[Error] action"), - mock.call("\tException: bouh") - ]) - add_log.assert_called_once_with({ - 'type': 'error', - 'action': 'action', - 'exception_class': "Exception", - 'exception_message': "bouh", - 'message': None - }) - - print_log.reset_mock() - add_log.reset_mock() - with self.subTest(message="Hey", exception=Exception("bouh")): - report_store.log_error("action", message="Hey", exception=Exception("bouh")) - print_log.assert_has_calls([ - mock.call("[Error] action"), - mock.call("\tException: bouh"), - mock.call("\tHey") - ]) - add_log.assert_called_once_with({ - 'type': 'error', - 'action': 'action', - 'exception_class': "Exception", - 'exception_message': "bouh", - 'message': "Hey" - }) - - @mock.patch.object(market.ReportStore, "print_log") - @mock.patch.object(market.ReportStore, "add_log") - def test_log_debug_action(self, add_log, print_log): - report_store = market.ReportStore(self.m) - report_store.log_debug_action("Hey") - - print_log.assert_called_once_with("[Debug] Hey") - add_log.assert_called_once_with({ - 'type': 'debug_action', - 'action': 'Hey' - }) - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class MainTest(WebMockTestCase): - def test_make_order(self): - self.m.get_ticker.return_value = { - "inverted": False, - "average": D("0.1"), - "bid": D("0.09"), - "ask": D("0.11"), - } - - with self.subTest(description="nominal case"): - main.make_order(self.m, 10, "ETH") - - self.m.report.log_stage.assert_has_calls([ - mock.call("make_order_begin"), - mock.call("make_order_end"), - ]) - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="make_order_begin"), - mock.call(tag="make_order_end"), - ]) - self.m.trades.all.append.assert_called_once() - trade = self.m.trades.all.append.mock_calls[0][1][0] - self.assertEqual(False, trade.orders[0].close_if_possible) - self.assertEqual(0, trade.value_from) - self.assertEqual("ETH", trade.currency) - self.assertEqual("BTC", trade.base_currency) - self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") - self.m.trades.run_orders.assert_called_once_with() - self.m.follow_orders.assert_called_once_with() - - order = trade.orders[0] - self.assertEqual(D("0.10"), order.rate) - - self.m.reset_mock() - with self.subTest(compute_value="default"): - main.make_order(self.m, 10, "ETH", action="dispose", - compute_value="ask") - - trade = self.m.trades.all.append.mock_calls[0][1][0] - order = trade.orders[0] - self.assertEqual(D("0.11"), order.rate) - - self.m.reset_mock() - with self.subTest(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"), - mock.call("make_order_end_not_followed"), - ]) - self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") - - self.m.trades.all.append.assert_called_once() - trade = self.m.trades.all.append.mock_calls[0][1][0] - self.assertEqual(0, trade.value_from) - self.assertEqual("ETH", trade.currency) - self.assertEqual("BTC", trade.base_currency) - self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") - self.m.trades.run_orders.assert_called_once_with() - self.m.follow_orders.assert_not_called() - self.assertEqual(trade.orders[0], result) - - self.m.reset_mock() - with self.subTest(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) - self.assertEqual("USDT", trade.base_currency) - - self.m.reset_mock() - with self.subTest(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"): - 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) - self.assertEqual(1, trade.value_from.value) - self.assertEqual("ETH", trade.currency) - self.assertEqual("BTC", trade.base_currency) - - self.m.reset_mock() - with self.subTest(compute_value="default"): - 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_get_user_market(self): - with mock.patch("main.fetch_markets") as main_fetch_markets,\ - mock.patch("main.parse_args") as main_parse_args,\ - mock.patch("main.parse_config") as main_parse_config: - with self.subTest(debug=False): - main_parse_args.return_value = self.market_args() - main_parse_config.return_value = "pg_config" - main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] - m = main.get_user_market("config_path.ini", 1) - - self.assertIsInstance(m, market.Market) - self.assertFalse(m.debug) - main_parse_args.assert_called_once_with(["--config", "config_path.ini"]) - - main_parse_args.reset_mock() - with self.subTest(debug=True): - main_parse_args.return_value = self.market_args(debug=True) - main_parse_config.return_value = "pg_config" - main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] - m = main.get_user_market("config_path.ini", 1, debug=True) - - self.assertIsInstance(m, market.Market) - self.assertTrue(m.debug) - main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"]) - - def test_process(self): - with mock.patch("market.Market") as market_mock,\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - - 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()) - - main.process("config", 3, 1, args_mock, "pg_config") - - market_mock.from_config.assert_has_calls([ - mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1), - mock.call().process("action", before="before", after="after"), - ]) - - with self.subTest(exception=True): - market_mock.from_config.side_effect = Exception("boo") - main.process(3, "config", 1, args_mock, "pg_config") - self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) - - def test_main(self): - with self.subTest(parallel=False): - 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: - - args_mock = mock.Mock() - args_mock.parallel = False - args_mock.user = "user" - parse_args.return_value = args_mock - - parse_config.return_value = "pg_config" - - fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] - - main.main(["Foo", "Bar"]) - - parse_args.assert_called_with(["Foo", "Bar"]) - parse_config.assert_called_with(args_mock) - fetch_markets.assert_called_with("pg_config", "user") - - self.assertEqual(2, process.call_count) - process.assert_has_calls([ - mock.call("config1", 3, 1, args_mock, "pg_config"), - mock.call("config2", 1, 2, args_mock, "pg_config"), - ]) - with self.subTest(parallel=True): - 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,\ - mock.patch("store.Portfolio.start_worker") as start: - - args_mock = mock.Mock() - args_mock.parallel = True - args_mock.user = "user" - parse_args.return_value = args_mock - - parse_config.return_value = "pg_config" - - fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] - - main.main(["Foo", "Bar"]) - - parse_args.assert_called_with(["Foo", "Bar"]) - parse_config.assert_called_with(args_mock) - fetch_markets.assert_called_with("pg_config", "user") - - start.assert_called_once_with() - self.assertEqual(2, process.call_count) - process.assert_has_calls([ - mock.call.__bool__(), - mock.call("config1", 3, 1, args_mock, "pg_config"), - mock.call.__bool__(), - mock.call("config2", 1, 2, args_mock, "pg_config"), - ]) - - @mock.patch.object(main.sys, "exit") - @mock.patch("main.os") - def test_parse_config(self, os, exit): - with self.subTest(report_path=None): - args = main.configargparse.Namespace(**{ - "db_host": "host", - "db_port": "port", - "db_user": "user", - "db_password": "password", - "db_database": "database", - "report_path": None, - }) - - result = main.parse_config(args) - self.assertEqual({ "host": "host", "port": "port", "user": - "user", "password": "password", "database": "database" - }, result) - with self.assertRaises(AttributeError): - args.db_password - - with self.subTest(report_path="present"): - args = main.configargparse.Namespace(**{ - "db_host": "host", - "db_port": "port", - "db_user": "user", - "db_password": "password", - "db_database": "database", - "report_path": "report_path", - }) - - os.path.exists.return_value = False - - result = main.parse_config(args) - - os.path.exists.assert_called_once_with("report_path") - os.makedirs.assert_called_once_with("report_path") - - def test_parse_args(self): - 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) - - args = main.parse_args(["--before", "--after", "--debug"]) - self.assertTrue(args.before) - self.assertTrue(args.after) - self.assertTrue(args.debug) - - with self.subTest(config="inexistant"), \ - self.assertRaises(SystemExit), \ - mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock: - args = main.parse_args(["--config", "foo.bar"]) - - @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 id,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 id,config,user_id FROM market_configs WHERE user_id = %s", 1) - - self.assertEqual(["row_1", "row_2"], rows) - - -@unittest.skipUnless("unit" in limits, "Unit skipped") -class ProcessorTest(WebMockTestCase): - def test_values(self): - processor = market.Processor(self.m) - - self.assertEqual(self.m, processor.market) - - def test_run_action(self): - processor = market.Processor(self.m) - - with mock.patch.object(processor, "parse_args") as parse_args: - method_mock = mock.Mock() - parse_args.return_value = [method_mock, { "foo": "bar" }] - - processor.run_action("foo", "bar", "baz") - - parse_args.assert_called_with("foo", "bar", "baz") - - method_mock.assert_called_with(foo="bar") - - processor.run_action("wait_for_recent", "bar", "baz") - - method_mock.assert_called_with(foo="bar") - - def test_select_step(self): - processor = market.Processor(self.m) - - scenario = processor.scenarios["sell_all"] - - self.assertEqual(scenario, processor.select_steps(scenario, "all")) - self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) - self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) - self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) - self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) - - with self.assertRaises(TypeError): - processor.select_steps(scenario, ["wait"]) - - @mock.patch("market.Processor.process_step") - def test_process(self, process_step): - processor = market.Processor(self.m) - - processor.process("sell_all", foo="bar") - self.assertEqual(3, process_step.call_count) - - steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) - scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) - kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) - self.assertEqual(["all_sell", "wait", "all_buy"], steps) - self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) - self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) - - process_step.reset_mock() - - processor.process("sell_needed", steps=["before", "after"]) - self.assertEqual(3, process_step.call_count) - - def test_method_arguments(self): - ccxt = mock.Mock(spec=market.ccxt.poloniexE) - m = market.Market(ccxt, self.market_args()) - - processor = market.Processor(m) - - method, arguments = processor.method_arguments("wait_for_recent") - self.assertEqual(market.Portfolio.wait_for_recent, method) - self.assertEqual(["delta", "poll"], arguments) - - method, arguments = processor.method_arguments("prepare_trades") - self.assertEqual(m.prepare_trades, method) - self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) - - method, arguments = processor.method_arguments("prepare_orders") - self.assertEqual(m.trades.prepare_orders, method) - - method, arguments = processor.method_arguments("move_balances") - self.assertEqual(m.move_balances, method) - - method, arguments = processor.method_arguments("run_orders") - self.assertEqual(m.trades.run_orders, method) - - method, arguments = processor.method_arguments("follow_orders") - self.assertEqual(m.follow_orders, method) - - method, arguments = processor.method_arguments("close_trades") - self.assertEqual(m.trades.close_trades, method) - - def test_process_step(self): - processor = market.Processor(self.m) - - with mock.patch.object(processor, "run_action") as run_action: - step = processor.scenarios["sell_needed"][1] - - processor.process_step("foo", step, {"foo":"bar"}) - - self.m.report.log_stage.assert_has_calls([ - mock.call("process_foo__1_sell_begin"), - mock.call("process_foo__1_sell_end"), - ]) - self.m.balances.fetch_balances.assert_has_calls([ - mock.call(tag="process_foo__1_sell_begin"), - mock.call(tag="process_foo__1_sell_end"), - ]) - - self.assertEqual(5, run_action.call_count) - - run_action.assert_has_calls([ - mock.call('prepare_trades', {}, {'foo': 'bar'}), - mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), - mock.call('run_orders', {}, {'foo': 'bar'}), - mock.call('follow_orders', {}, {'foo': 'bar'}), - mock.call('close_trades', {}, {'foo': 'bar'}), - ]) - - self.m.reset_mock() - with mock.patch.object(processor, "run_action") as run_action: - step = processor.scenarios["sell_needed"][0] - - processor.process_step("foo", step, {"foo":"bar"}) - self.m.balances.fetch_balances.assert_not_called() - - def test_parse_args(self): - processor = market.Processor(self.m) - - with mock.patch.object(processor, "method_arguments") as method_arguments: - method_mock = mock.Mock() - method_arguments.return_value = [ - method_mock, - ["foo2", "foo"] - ] - method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) - - self.assertEqual(method_mock, method) - self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) - - with mock.patch.object(processor, "method_arguments") as method_arguments: - method_mock = mock.Mock() - method_arguments.return_value = [ - method_mock, - ["repartition"] - ] - method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) - - self.assertEqual(1, len(args["repartition"])) - self.assertIn("BTC", args["repartition"]) - - with mock.patch.object(processor, "method_arguments") as method_arguments: - method_mock = mock.Mock() - method_arguments.return_value = [ - method_mock, - ["repartition", "base_currency"] - ] - method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) - - self.assertEqual(1, len(args["repartition"])) - self.assertIn("USDT", args["repartition"]) - - with mock.patch.object(processor, "method_arguments") as method_arguments: - method_mock = mock.Mock() - method_arguments.return_value = [ - method_mock, - ["repartition", "base_currency"] - ] - method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) - - self.assertEqual(1, len(args["repartition"])) - self.assertIn("ETH", args["repartition"]) - - -@unittest.skipUnless("acceptance" in limits, "Acceptance skipped") -class AcceptanceTest(WebMockTestCase): - @unittest.expectedFailure - def test_success_sell_only_necessary(self): - # FIXME: catch stdout - self.m.report.verbose_print = False - fetch_balance = { - "ETH": { - "exchange_free": D("1.0"), - "exchange_used": D("0.0"), - "exchange_total": D("1.0"), - "total": D("1.0"), - }, - "ETC": { - "exchange_free": D("4.0"), - "exchange_used": D("0.0"), - "exchange_total": D("4.0"), - "total": D("4.0"), - }, - "XVG": { - "exchange_free": D("1000.0"), - "exchange_used": D("0.0"), - "exchange_total": D("1000.0"), - "total": D("1000.0"), - }, - } - repartition = { - "ETH": (D("0.25"), "long"), - "ETC": (D("0.25"), "long"), - "BTC": (D("0.4"), "long"), - "BTD": (D("0.01"), "short"), - "B2X": (D("0.04"), "long"), - "USDT": (D("0.05"), "long"), - } - - def fetch_ticker(symbol): - if symbol == "ETH/BTC": - return { - "symbol": "ETH/BTC", - "bid": D("0.14"), - "ask": D("0.16") - } - if symbol == "ETC/BTC": - return { - "symbol": "ETC/BTC", - "bid": D("0.002"), - "ask": D("0.003") - } - if symbol == "XVG/BTC": - return { - "symbol": "XVG/BTC", - "bid": D("0.00003"), - "ask": D("0.00005") - } - if symbol == "BTD/BTC": - return { - "symbol": "BTD/BTC", - "bid": D("0.0008"), - "ask": D("0.0012") - } - if symbol == "B2X/BTC": - return { - "symbol": "B2X/BTC", - "bid": D("0.0008"), - "ask": D("0.0012") - } - if symbol == "USDT/BTC": - raise helper.ExchangeError - if symbol == "BTC/USDT": - return { - "symbol": "BTC/USDT", - "bid": D("14000"), - "ask": D("16000") - } - self.fail("Shouldn't have been called with {}".format(symbol)) - - market = mock.Mock() - market.fetch_all_balances.return_value = fetch_balance - market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): - # Action 1 - helper.prepare_trades(market) - - balances = portfolio.BalanceStore.all - self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) - self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) - self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) - - - trades = portfolio.TradeStore.all - self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) - self.assertEqual("dispose", trades[0].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) - self.assertEqual("acquire", trades[1].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) - self.assertEqual("dispose", trades[2].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) - self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) - self.assertEqual("acquire", trades[3].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) - self.assertEqual("acquire", trades[4].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) - self.assertEqual("acquire", trades[5].action) - - # Action 2 - portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) - - all_orders = portfolio.TradeStore.all_orders(state="pending") - self.assertEqual(2, len(all_orders)) - self.assertEqual(2, 3*all_orders[0].amount.value) - self.assertEqual(D("0.14014"), all_orders[0].rate) - self.assertEqual(1000, all_orders[1].amount.value) - self.assertEqual(D("0.00003003"), all_orders[1].rate) - - - def create_order(symbol, type, action, amount, price=None, account="exchange"): - self.assertEqual("limit", type) - if symbol == "ETH/BTC": - self.assertEqual("sell", action) - self.assertEqual(D('0.66666666'), amount) - self.assertEqual(D("0.14014"), price) - elif symbol == "XVG/BTC": - self.assertEqual("sell", action) - self.assertEqual(1000, amount) - self.assertEqual(D("0.00003003"), price) - else: - self.fail("I shouldn't have been called") - - return { - "id": symbol, - } - market.create_order.side_effect = create_order - market.order_precision.return_value = 8 - - # Action 3 - portfolio.TradeStore.run_orders() - - self.assertEqual("open", all_orders[0].status) - self.assertEqual("open", all_orders[1].status) - - market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } - market.privatePostReturnOrderTrades.return_value = [ - { - "tradeID": 42, "type": "buy", "fee": "0.0015", - "date": "2017-12-30 12:00:12", "rate": "0.1", - "amount": "10", "total": "1" - } - ] - with mock.patch.object(market.time, "sleep") as sleep: - # Action 4 - helper.follow_orders(verbose=False) - - sleep.assert_called_with(30) - - for order in all_orders: - self.assertEqual("closed", order.status) - - fetch_balance = { - "ETH": { - "exchange_free": D("1.0") / 3, - "exchange_used": D("0.0"), - "exchange_total": D("1.0") / 3, - "margin_total": 0, - "total": D("1.0") / 3, - }, - "BTC": { - "exchange_free": D("0.134"), - "exchange_used": D("0.0"), - "exchange_total": D("0.134"), - "margin_total": 0, - "total": D("0.134"), - }, - "ETC": { - "exchange_free": D("4.0"), - "exchange_used": D("0.0"), - "exchange_total": D("4.0"), - "margin_total": 0, - "total": D("4.0"), - }, - "XVG": { - "exchange_free": D("0.0"), - "exchange_used": D("0.0"), - "exchange_total": D("0.0"), - "margin_total": 0, - "total": D("0.0"), - }, - } - market.fetch_all_balances.return_value = fetch_balance - - with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): - # Action 5 - helper.prepare_trades(market, only="acquire", compute_value="average") - - balances = portfolio.BalanceStore.all - self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) - self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) - self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) - self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) - - - trades = portfolio.TradeStore.all - self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) - self.assertEqual("dispose", trades[0].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) - self.assertEqual("acquire", trades[1].action) - - self.assertNotIn("BTC", trades) - - self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) - self.assertEqual("dispose", trades[2].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) - self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) - self.assertEqual("acquire", trades[3].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) - self.assertEqual("acquire", trades[4].action) - - self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) - self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) - self.assertEqual("acquire", trades[5].action) - - # Action 6 - portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) - - all_orders = portfolio.TradeStore.all_orders(state="pending") - self.assertEqual(4, len(all_orders)) - self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) - self.assertEqual(D("0.003"), all_orders[0].rate) - self.assertEqual("buy", all_orders[0].action) - self.assertEqual("long", all_orders[0].trade_type) - - self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) - self.assertEqual(D("0.0012"), all_orders[1].rate) - self.assertEqual("sell", all_orders[1].action) - self.assertEqual("short", all_orders[1].trade_type) - - diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount - self.assertAlmostEqual(0, diff.value) - self.assertEqual(D("0.0012"), all_orders[2].rate) - self.assertEqual("buy", all_orders[2].action) - self.assertEqual("long", all_orders[2].trade_type) - - self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) - self.assertEqual(D("16000"), all_orders[3].rate) - self.assertEqual("sell", all_orders[3].action) - self.assertEqual("long", all_orders[3].trade_type) - - # Action 6b - # TODO: - # Move balances to margin - - # Action 7 - # TODO - # portfolio.TradeStore.run_orders() - - with mock.patch.object(market.time, "sleep") as sleep: - # Action 8 - helper.follow_orders(verbose=False) - - sleep.assert_called_with(30) +from tests.test_ccxt_wrapper import * +from tests.test_main import * +from tests.test_market import * +from tests.test_store import * +from tests.test_portfolio import * if __name__ == '__main__': unittest.main()