X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=test.py;h=c2c70cb469db5eca98158c809ac9193aef38c656;hp=feac62f7be7755cebac97c4ccdd4774285a3f457;hb=d00dc02b02b23079671bdd1c37629faad7efa858;hpb=1f117ac79e10c3c9728d3b267d134dec2a165603 diff --git a/test.py b/test.py index feac62f..c2c70cb 100644 --- a/test.py +++ b/test.py @@ -126,6 +126,317 @@ class poloniexETest(unittest.TestCase): } self.assertEqual(expected, self.s.margin_summary()) + def test_create_order(self): + with mock.patch.object(self.s, "create_exchange_order") as exchange,\ + mock.patch.object(self.s, "create_margin_order") as margin: + with self.subTest(account="unspecified"): + self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="exchange"): + self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="margin"): + self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") + margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") + exchange.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): + self.s.create_order("symbol", "type", "side", "amount", account="unknown") + + def test_parse_ticker(self): + ticker = { + "high24hr": "12", + "low24hr": "10", + "highestBid": "10.5", + "lowestAsk": "11.5", + "last": "11", + "percentChange": "0.1", + "quoteVolume": "10", + "baseVolume": "20" + } + market = { + "symbol": "BTC/ETC" + } + with mock.patch.object(self.s, "milliseconds") as ms: + ms.return_value = 1520292715123 + result = self.s.parse_ticker(ticker, market) + + expected = { + "symbol": "BTC/ETC", + "timestamp": 1520292715123, + "datetime": "2018-03-05T23:31:55.123Z", + "high": D("12"), + "low": D("10"), + "bid": D("10.5"), + "ask": D("11.5"), + "vwap": None, + "open": None, + "close": None, + "first": None, + "last": D("11"), + "change": D("0.1"), + "percentage": None, + "average": None, + "baseVolume": D("10"), + "quoteVolume": D("20"), + "info": ticker + } + self.assertEqual(expected, result) + + def test_fetch_margin_balance(self): + with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: + get_margin_position.return_value = { + "BTC_DASH": { + "amount": "-0.1", + "basePrice": "0.06818560", + "lendingFees": "0.00000001", + "liquidationPrice": "0.15107132", + "pl": "-0.00000371", + "total": "0.00681856", + "type": "short" + }, + "BTC_ETC": { + "amount": "-0.6", + "basePrice": "0.1", + "lendingFees": "0.00000001", + "liquidationPrice": "0.6", + "pl": "0.00000371", + "total": "0.06", + "type": "short" + }, + "BTC_ETH": { + "amount": "0", + "basePrice": "0", + "lendingFees": "0", + "liquidationPrice": "-1", + "pl": "0", + "total": "0", + "type": "none" + } + } + balances = self.s.fetch_margin_balance() + self.assertEqual(2, len(balances)) + expected = { + "DASH": { + "amount": D("-0.1"), + "borrowedPrice": D("0.06818560"), + "lendingFees": D("1E-8"), + "pl": D("-0.00000371"), + "liquidationPrice": D("0.15107132"), + "type": "short", + "total": D("0.00681856"), + "baseCurrency": "BTC" + }, + "ETC": { + "amount": D("-0.6"), + "borrowedPrice": D("0.1"), + "lendingFees": D("1E-8"), + "pl": D("0.00000371"), + "liquidationPrice": D("0.6"), + "type": "short", + "total": D("0.06"), + "baseCurrency": "BTC" + } + } + self.assertEqual(expected, balances) + + def test_sum(self): + self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) + + def test_fetch_balance(self): + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ + mock.patch.object(self.s, "common_currency_code") as ccc: + ccc.side_effect = ["ETH", "BTC", "DASH"] + balances.return_value = { + "ETH": { + "available": "10", + "onOrders": "1", + }, + "BTC": { + "available": "1", + "onOrders": "0", + }, + "DASH": { + "available": "0", + "onOrders": "3" + } + } + + expected = { + "info": { + "ETH": {"available": "10", "onOrders": "1"}, + "BTC": {"available": "1", "onOrders": "0"}, + "DASH": {"available": "0", "onOrders": "3"} + }, + "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, + "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, + "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, + "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, + "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, + "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} + } + result = self.s.fetch_balance() + load_markets.assert_called_once() + self.assertEqual(expected, result) + + def test_fetch_balance_per_type(self): + with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: + balances.return_value = { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + } + expected = { + "info": { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + }, + "exchange": { + "BLK": D("159.83673869"), + "BTC": D("0.00005959"), + "USDT": D("0.00002625"), + "XMR": D("0.18719303") + }, + "margin": {"BTC": D("0.03019227")}, + "BLK": {"exchange": D("159.83673869")}, + "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, + "USDT": {"exchange": D("0.00002625")}, + "XMR": {"exchange": D("0.18719303")} + } + result = self.s.fetch_balance_per_type() + self.assertEqual(expected, result) + + def test_fetch_all_balances(self): + import json + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ + mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: + + with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: + balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: + margin_balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: + balance_per_type.return_value = json.load(f) + + result = self.s.fetch_all_balances() + expected_doge = { + "total": D("-12779.79821852"), + "exchange_used": D("0E-8"), + "exchange_total": D("0E-8"), + "exchange_free": D("0E-8"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": D("12779.79821852"), + "margin_total": D("-12779.79821852"), + "margin_pending_gain": 0, + "margin_lending_fees": D("-9E-8"), + "margin_pending_base_gain": D("0.00024059"), + "margin_position_type": "short", + "margin_liquidation_price": D("0.00000246"), + "margin_borrowed_base_price": D("0.00599149"), + "margin_borrowed_base_currency": "BTC" + } + expected_btc = {"total": D("0.05432165"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.00005959"), + "exchange_free": D("0.00005959"), + "margin_available": D("0.03019227"), + "margin_in_position": D("0.02406979"), + "margin_borrowed": 0, + "margin_total": D("0.05426206"), + "margin_pending_gain": D("0.00093955"), + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + expected_xmr = {"total": D("0.18719303"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.18719303"), + "exchange_free": D("0.18719303"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": 0, + "margin_total": 0, + "margin_pending_gain": 0, + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + self.assertEqual(expected_xmr, result["XMR"]) + self.assertEqual(expected_doge, result["DOGE"]) + self.assertEqual(expected_btc, result["BTC"]) + + def test_create_margin_order(self): + with self.assertRaises(market.ExchangeError): + self.s.create_margin_order("FOO", "market", "buy", "10") + + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ + mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ + mock.patch.object(self.s, "market") as market_mock,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + margin_buy.return_value = { + "orderNumber": 123 + } + margin_sell.return_value = { + "orderNumber": 456 + } + market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } + ptp.return_value = D("0.1") + atp.return_value = D("12") + + order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") + self.assertEqual(123, order["id"]) + margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + margin_sell.assert_not_called() + margin_buy.reset_mock() + margin_sell.reset_mock() + + order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") + self.assertEqual(456, order["id"]) + margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) + margin_buy.assert_not_called() + + def test_create_exchange_order(self): + with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: + self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") + + create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def fill_data(self): @@ -135,7 +446,7 @@ class PortfolioTest(WebMockTestCase): def setUp(self): super(PortfolioTest, self).setUp() - with open("test_portfolio.json") as example: + with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() self.wm.get(portfolio.Portfolio.URL, text=self.json_response)