release_file = trader_$(release_version).tar.gz
folder = ~/.no_backup/projets/git.immae.eu/releases/cryptoportfolio/trader
+coverage_omit = "tests/*.py,test.py,test_acceptance.py"
+
build_release:
git archive HEAD -o $(release_file)
mv $(release_file) $(folder)
@echo "================================="
test_coverage_unit:
- coverage run --source=. --omit=test.py test.py --onlyunit
+ coverage run --source=. --omit="$(coverage_omit)" test.py
coverage report -m
test_coverage_unit_html: test_coverage_unit
@echo "coverage in https://www.immae.eu/htmlcov"
test_coverage_acceptance:
- coverage run --source=. --omit=test.py test.py --onlyacceptance
+ coverage run --source=. --omit="$(coverage_omit)" test_acceptance.py
coverage report -m
test_coverage_acceptance_html: test_coverage_acceptance
coverage html
rm ~/hosts/www.immae.eu/htmlcov -rf && cp -r htmlcov ~/hosts/www.immae.eu
@echo "coverage in https://www.immae.eu/htmlcov"
-
-test_coverage_all:
- coverage run --source=. --omit=test.py test.py
- coverage report -m
-
-test_coverage_all_html: test_coverage_all
- coverage html
- rm ~/hosts/www.immae.eu/htmlcov -rf && cp -r htmlcov ~/hosts/www.immae.eu
- @echo "coverage in https://www.immae.eu/htmlcov"
self.session._parent = self
def request_wrap(self, *args, **kwargs):
+ kwargs["headers"]["X-market-id"] = str(self._parent._market.market_id)
+ kwargs["headers"]["X-user-id"] = str(self._parent._market.user_id)
try:
r = self.origin_request(*args, **kwargs)
self._parent._market.report.log_http_request(args[0],
-from datetime import datetime
import configargparse
import psycopg2
import os
import threading
market.Portfolio.start_worker()
+ threads = []
def process_(*args):
- threading.Thread(target=process, args=args).start()
+ thread = threading.Thread(target=process, args=args)
+ thread.start()
+ threads.append(thread)
else:
process_ = process
for market_id, market_config, user_id in fetch_markets(pg_config, args.user):
process_(market_config, market_id, user_id, args, pg_config)
+ if args.parallel:
+ for thread in threads:
+ thread.join()
+ market.Portfolio.stop_worker()
+
if __name__ == '__main__': # pragma: no cover
main(sys.argv[1:])
from store import *
from cachetools.func import ttl_cache
from datetime import datetime
+import datetime
from retry import retry
import portfolio
for key in ["user_id", "market_id", "pg_config"]:
setattr(self, key, kwargs.get(key, None))
- self.report.log_market(self.args, self.user_id, self.market_id)
+ self.report.log_market(self.args)
@classmethod
def from_config(cls, config, args, **kwargs):
def store_report(self):
self.report.merge(Portfolio.report)
- date = datetime.now()
+ date = datetime.datetime.now()
if self.args.report_path is not None:
self.store_file_report(date)
if self.pg_config is not None and self.args.report_db:
--- /dev/null
+#!/bin/bash
+
+f="$1"
+sed -i -e 's/"Key": ".*",/"Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV",/' $f
+sed -i -e 's/"Sign": ".*",/"Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef",/' $f
+sed -i -e 's/\\"depositAddress\\":\\"[^"]*\\"/\\"depositAddress\\":\\"1HelloWorld\\"/g' $f
+sed -i -e 's/"date": "....-..-..T..:..:.........",/"date": "2018-04-07T12:00:00.000000",/' $f
-from datetime import datetime
+import datetime
from retry import retry
from decimal import Decimal as D, ROUND_DOWN
from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce
self.market.report.log_debug_action(action)
self.results.append({"debug": True, "id": -1})
else:
- self.start_date = datetime.now()
+ self.start_date = datetime.datetime.now()
try:
self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
except InvalidOrder:
self.action = hash_.get("type")
self.fee_rate = D(hash_.get("fee", -1))
try:
- self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S')
+ self.date = datetime.datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S')
except ValueError:
self.date = None
self.rate = D(hash_.get("rate", 0))
import portfolio
import simplejson as json
from decimal import Decimal as D, ROUND_DOWN
-from datetime import date, datetime, timedelta
+import datetime
import inspect
from json import JSONDecodeError
from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
class ReportStore:
- def __init__(self, market, verbose_print=True):
+ def __init__(self, market, verbose_print=True, no_http_dup=False):
self.market = market
self.verbose_print = verbose_print
self.print_logs = []
self.logs = []
+ self.no_http_dup = no_http_dup
+ self.last_http = None
+
def merge(self, other_report):
self.logs += other_report.logs
self.logs.sort(key=lambda x: x["date"])
self.print_logs.sort(key=lambda x: x[0])
def print_log(self, message):
- now = datetime.now()
+ now = datetime.datetime.now()
message = "{:%Y-%m-%d %H:%M:%S}: {}".format(now, str(message))
self.print_logs.append([now, message])
if self.verbose_print:
print(message)
def add_log(self, hash_):
- hash_["date"] = datetime.now()
+ hash_["date"] = datetime.datetime.now()
+ if self.market is not None:
+ hash_["user_id"] = self.market.user_id
+ hash_["market_id"] = self.market.market_id
+ else:
+ hash_["user_id"] = None
+ hash_["market_id"] = None
self.logs.append(hash_)
+ return hash_
@staticmethod
def default_json_serial(obj):
- if isinstance(obj, (datetime, date)):
+ if isinstance(obj, (datetime.datetime, datetime.date)):
return obj.isoformat()
return str(obj)
"error": response.__class__.__name__,
"error_message": str(response),
})
- else:
+ self.last_http = None
+ elif self.no_http_dup and \
+ self.last_http is not None and \
+ self.last_http["url"] == url and \
+ self.last_http["method"] == method and \
+ self.last_http["response"] == response.text:
self.add_log({
"type": "http_request",
"method": method,
"body": body,
"headers": headers,
"status": response.status_code,
- "response": response.text
+ "response": None,
+ "response_same_as": self.last_http["date"]
+ })
+ else:
+ self.last_http = self.add_log({
+ "type": "http_request",
+ "method": method,
+ "url": url,
+ "body": body,
+ "headers": headers,
+ "status": response.status_code,
+ "response": response.text,
+ "response_same_as": None,
})
def log_error(self, action, message=None, exception=None):
"action": action,
})
- def log_market(self, args, user_id, market_id):
+ def log_market(self, args):
self.add_log({
"type": "market",
"commit": "$Format:%H$",
"args": vars(args),
- "user_id": user_id,
- "market_id": market_id,
})
class BalanceStore:
data = LockedVar(None)
liquidities = LockedVar({})
last_date = LockedVar(None)
- report = LockedVar(ReportStore(None))
+ report = LockedVar(ReportStore(None, no_http_dup=True))
worker = None
worker_started = False
worker_notify = None
raise RuntimeError("This method needs to be ran with the worker")
while cls.worker_started:
cls.worker_notify.wait()
- cls.worker_notify.clear()
- cls.report.print_log("Fetching cryptoportfolio")
- cls.get_cryptoportfolio(refetch=True)
- cls.callback.set()
- time.sleep(poll)
+ if cls.worker_started:
+ cls.worker_notify.clear()
+ cls.report.print_log("Fetching cryptoportfolio")
+ cls.get_cryptoportfolio(refetch=True)
+ cls.callback.set()
+ time.sleep(poll)
+
+ @classmethod
+ def stop_worker(cls):
+ cls.worker_started = False
+ cls.worker_notify.set()
@classmethod
def notify_and_wait(cls):
@classmethod
def wait_for_recent(cls, delta=4, poll=30):
cls.get_cryptoportfolio()
- while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta):
+ while cls.last_date.get() is None or datetime.datetime.now() - cls.last_date.get() > datetime.timedelta(delta):
if cls.worker is None:
time.sleep(poll)
cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
weights_hash = portfolio_hash["weights"]
weights = {}
for i in range(len(weights_hash["_row"])):
- date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
+ date = datetime.datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
weights[date] = dict(filter(
filter_weights,
map(clean_weights(i), weights_hash.items())))
"high": high_liquidity,
})
cls.last_date.set(max(
- max(medium_liquidity.keys(), default=datetime(1, 1, 1)),
- max(high_liquidity.keys(), default=datetime(1, 1, 1))
+ max(medium_liquidity.keys(), default=datetime.datetime(1, 1, 1)),
+ max(high_liquidity.keys(), default=datetime.datetime(1, 1, 1))
))
-
-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()
--- /dev/null
+import requests
+import requests_mock
+import sys, os
+import time, datetime
+import unittest
+from unittest import mock
+from ssl import SSLError
+from decimal import Decimal
+import simplejson as json
+import psycopg2
+from io import StringIO
+
+class FileMock:
+ @classmethod
+ def start(cls):
+ cls.file_mock = mock.patch("market.open")
+ cls.os_mock = mock.patch("os.makedirs")
+ cls.stdout_mock = mock.patch('sys.stdout', new_callable=StringIO)
+ cls.stdout_mock.start()
+ cls.os_mock.start()
+ cls.file_mock.start()
+
+ @classmethod
+ def check_calls(cls, tester):
+ pass
+ #raise NotImplementedError("Todo")
+
+ @classmethod
+ def stop(cls):
+ cls.file_mock.stop()
+ cls.stdout_mock.stop()
+ cls.os_mock.stop()
+
+class DatabaseMock:
+ rows = []
+ report_db = False
+ db_patch = None
+ cursor = None
+ total_report_lines = 0
+ db_mock = None
+ requests = []
+
+ @classmethod
+ def start(cls, reports, report_db):
+ cls.report_db = report_db
+ cls.rows = []
+ cls.total_report_lines= 0
+ for user_id, market_id, http_requests, report_lines in reports.values():
+ cls.rows.append( (market_id, { "key": "key", "secret": "secret" }, user_id) )
+ cls.total_report_lines += len(report_lines)
+
+ connect_mock = mock.Mock()
+ cls.cursor = mock.MagicMock()
+ connect_mock.cursor.return_value = cls.cursor
+ def _execute(request, *args):
+ cls.requests.append(request)
+ cls.cursor.execute.side_effect = _execute
+ cls.cursor.__iter__.return_value = cls.rows
+
+ cls.db_patch = mock.patch("psycopg2.connect")
+ cls.db_mock = cls.db_patch.start()
+ cls.db_mock.return_value = connect_mock
+
+ @classmethod
+ def check_calls(cls, tester):
+ if cls.report_db:
+ tester.assertEqual(1 + len(cls.rows), cls.db_mock.call_count)
+ tester.assertEqual(1 + len(cls.rows) + cls.total_report_lines, cls.cursor.execute.call_count)
+ else:
+ tester.assertEqual(1, cls.db_mock.call_count)
+ tester.assertEqual(1, cls.cursor.execute.call_count)
+
+ @classmethod
+ def stop(cls):
+ cls.db_patch.stop()
+ cls.db_mock = None
+ cls.cursor = None
+ cls.total_report_lines = 0
+ cls.rows = []
+ cls.report_db = False
+ cls.requests = []
+
+class RequestsMock:
+ adapter = None
+ mocks = {}
+ last_https = {}
+ request_patch = []
+
+ @classmethod
+ def start(cls, reports):
+ cls.adapter = requests_mock.Adapter()
+ cls.adapter.register_uri(requests_mock.ANY, requests_mock.ANY,
+ exc=requests_mock.exceptions.MockException("Not stubbed URL"))
+ true_session = requests.Session
+
+ cls.mocks = {}
+
+ for market_id, elements in reports.items():
+ for element in elements:
+ method = element["method"]
+ url = element["url"]
+ cls.mocks \
+ .setdefault((method, url), {}) \
+ .setdefault(market_id, []) \
+ .append(element)
+
+ for ((method, url), elements) in cls.mocks.items():
+ cls.adapter.register_uri(method, url, text=cls.callback_func(elements), complete_qs=True)
+ def _session():
+ session = true_session()
+ session.get_adapter = lambda url: cls.adapter
+ return session
+ cls.request_patch = [
+ mock.patch.object(requests.sessions, "Session", new=_session),
+ mock.patch.object(requests, "Session", new=_session)
+ ]
+ for patch in cls.request_patch:
+ patch.start()
+
+ @classmethod
+ def stop(cls):
+ for patch in cls.request_patch:
+ patch.stop()
+ cls.request_patch = []
+ cls.last_https = {}
+ cls.mocks = {}
+ cls.adapter = None
+
+ @classmethod
+ def check_calls(cls, tester):
+ for (method, url), elements in cls.mocks.items():
+ for market_id, element in elements.items():
+ tester.assertEqual(0, len(element), "Missing calls to {} {}, market_id {}".format(method, url, market_id))
+
+ @classmethod
+ def clean_body(cls, body):
+ if body is None:
+ return None
+ import re
+ if isinstance(body, bytes):
+ body = body.decode()
+ body = re.sub(r"&nonce=\d*$", "", body)
+ body = re.sub(r"nonce=\d*&?", "", body)
+ return body
+
+ @classmethod
+ def callback_func(cls, elements):
+ def callback(request, context):
+ try:
+ element = elements[request.headers.get("X-market-id")].pop(0)
+ except (IndexError, KeyError):
+ raise RuntimeError("Unexpected call")
+ if element["response"] is None and element["response_same_as"] is not None:
+ element["response"] = cls.last_https[element["response_same_as"]]
+ elif element["response"] is not None:
+ cls.last_https[element["date"]] = element["response"]
+
+ assert cls.clean_body(request.body) == \
+ cls.clean_body(element["body"]), "Body does not match"
+ context.status_code = element["status"]
+ if "error" in element:
+ if element["error"] == "SSLError":
+ raise SSLError(element["error_message"])
+ else:
+ raise getattr(requests.exceptions, element["error"])(element["error_message"])
+ return element["response"]
+ return callback
+
+class TimeMock:
+ delta = 0
+ true_time = time.time
+ time_patch = None
+ datetime_patch = None
+
+ @classmethod
+ def start(cls, start_date):
+ cls.delta = (datetime.datetime.now() - start_date).total_seconds()
+
+ class fake_datetime(datetime.datetime):
+ @classmethod
+ def now(cls, tz=None):
+ if tz is None:
+ return cls.fromtimestamp(time.time())
+ else:
+ return tz.fromutc(cls.utcfromtimestamp(time.time()).replace(tzinfo=tz))
+
+ cls.time_patch = mock.patch.multiple(time, time=cls.fake_time, sleep=cls.fake_sleep)
+ cls.datetime_patch = mock.patch.multiple(datetime, datetime=fake_datetime)
+ cls.time_patch.start()
+ cls.datetime_patch.start()
+
+ @classmethod
+ def stop(cls):
+ cls.delta = 0
+ cls.datetime_patch.stop()
+ cls.time_patch.stop()
+
+ @classmethod
+ def fake_time(cls):
+ return cls.true_time() - cls.delta
+
+ @classmethod
+ def fake_sleep(cls, duration):
+ cls.delta -= duration
+
+class AcceptanceTestCase():
+ def parse_file(self, report_file):
+ with open(report_file, "rb") as f:
+ json_content = json.load(f, parse_float=Decimal)
+ config, user, date, market_id = self.parse_config(json_content)
+ http_requests = self.parse_requests(json_content)
+
+ return config, user, date, market_id, http_requests, json_content
+
+ def parse_requests(self, json_content):
+ http_requests = []
+ for element in json_content:
+ if element["type"] != "http_request":
+ continue
+ http_requests.append(element)
+ return http_requests
+
+ def parse_config(self, json_content):
+ market_info = None
+ for element in json_content:
+ if element["type"] != "market":
+ continue
+ market_info = element
+ assert market_info is not None, "Couldn't find market element"
+
+ args = market_info["args"]
+ config = []
+ for arg in ["before", "after", "quiet", "debug"]:
+ if args.get(arg, False):
+ config.append("--{}".format(arg))
+ for arg in ["parallel", "report_db"]:
+ if not args.get(arg, False):
+ config.append("--no-{}".format(arg.replace("_", "-")))
+ for action in args.get("action", []):
+ config.extend(["--action", action])
+ if args.get("report_path") is not None:
+ config.extend(["--report-path", args.get("report_path")])
+ if args.get("user") is not None:
+ config.extend(["--user", args.get("user")])
+ config.extend(["--config", ""])
+
+ user = market_info["user_id"]
+ date = datetime.datetime.strptime(market_info["date"], "%Y-%m-%dT%H:%M:%S.%f")
+ market_id = market_info["market_id"]
+ return config, user, date, market_id
+
+ def requests_by_market(self):
+ r = {
+ None: []
+ }
+ got_common = False
+ for user_id, market_id, http_requests, report_lines in self.reports.values():
+ r[str(market_id)] = []
+ for http_request in http_requests:
+ if http_request["market_id"] is None:
+ if not got_common:
+ r[None].append(http_request)
+ else:
+ r[str(market_id)].append(http_request)
+ got_common = True
+ return r
+
+ def setUp(self):
+ if not hasattr(self, "files"):
+ raise "This class expects to be inherited with a class defining self.files in setUp"
+
+ self.reports = {}
+ self.start_date = datetime.datetime.now()
+ self.config = []
+ for f in self.files:
+ self.config, user_id, date, market_id, http_requests, report_lines = self.parse_file(f)
+ if date < self.start_date:
+ self.start_date = date
+ self.reports[f] = [user_id, market_id, http_requests, report_lines]
+
+ DatabaseMock.start(self.reports, "--no-report-db" not in self.config)
+ RequestsMock.start(self.requests_by_market())
+ FileMock.start()
+ TimeMock.start(self.start_date)
+
+ def base_test(self):
+ import main
+ main.main(self.config)
+ RequestsMock.check_calls(self)
+ DatabaseMock.check_calls(self)
+ FileMock.check_calls(self)
+
+ def tearDown(self):
+ TimeMock.stop()
+ FileMock.stop()
+ RequestsMock.stop()
+ DatabaseMock.stop()
+
+import glob
+for dirfile in glob.glob("tests/acceptance/**/*/", recursive=True):
+ json_files = glob.glob("{}/*.json".format(dirfile))
+ if len(json_files) > 0:
+ name = dirfile.replace("tests/acceptance/", "").replace("/", "_")[0:-1]
+ cname = "".join(list(map(lambda x: x.capitalize(), name.split("_"))))
+
+ globals()[cname] = type(cname,
+ (AcceptanceTestCase,unittest.TestCase), {
+ "files": json_files,
+ "test_{}".format(name): AcceptanceTestCase.base_test
+ })
+
+if __name__ == '__main__':
+ unittest.main()
+
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": {
+ "config": "../config.ini",
+ "before": false,
+ "after": false,
+ "quiet": false,
+ "debug": true,
+ "user": null,
+ "action": [
+ "print_balances"
+ ],
+ "parallel": false,
+ "report_db": false,
+ "report_path": "reports"
+ },
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "stage",
+ "stage": "print_balances",
+ "args": {},
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 1,
+ "market_id": 3
+ },
+ {
+ "type": "http_request",
+ "method": "GET",
+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
+ "headers": {
+ "User-Agent": "python-requests/2.18.4",
+ "Accept-Encoding": "gzip, deflate",
+ "X-market-id": "3",
+ "X-user-id": "1"
+ },
+ "status": 200,
+ "response": 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--- /dev/null
+[
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--- /dev/null
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--- /dev/null
+[
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--- /dev/null
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+ "date": "2018-04-07T12:00:00.000000",
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+ {
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+ }
+]
\ No newline at end of file
--- /dev/null
+[
+ {
+ "type": "market",
+ "commit": "$Format:%H$",
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+ "args": {},
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+ "user_id": 2,
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+ {
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+ "url": "https://poloniex.com/public?command=returnTicker",
+ "body": null,
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--- /dev/null
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--- /dev/null
+[
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+ "response_same_as": null,
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ },
+ {
+ "type": "tickers",
+ "compute_value": "average",
+ "balance_type": "total",
+ "currency": "BTC",
+ "balances": {
+ "BCH": 2.1E-7,
+ "BTC": 0.82980419,
+ "DASH": -0.14469856,
+ "ETH": -0.13882495,
+ "STORJ": 0,
+ "USDT": 0.13645324,
+ "XPM": 0.12743675,
+ "XRP": -0.13981779,
+ "ZRX": 0.14241915
+ },
+ "rates": {
+ "BCH": 0.091565445,
+ "BTC": null,
+ "DASH": 0.044593265,
+ "ETH": 0.055625725,
+ "STORJ": 0.00010896,
+ "USDT": 0.0001456607727763054007163493244,
+ "XPM": 0.000084995,
+ "XRP": 0.000070255,
+ "ZRX": 0.000076695
+ },
+ "total": 0.81277224,
+ "date": "2018-04-07T12:00:00.000000",
+ "user_id": 2,
+ "market_id": 1
+ }
+]
--- /dev/null
+import sys
+import unittest
+from decimal import Decimal as D
+from unittest import mock
+import requests_mock
+from io import StringIO
+import portfolio, market, main, store
+
+__all__ = ["unittest", "WebMockTestCase", "mock", "D",
+ "StringIO"]
+
+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()
+
--- /dev/null
+from .helper import unittest, mock, D
+import requests_mock
+import market
+
+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._market.market_id = 3
+ ccxt._market.user_id = 3
+
+ ccxt.session.request("GET", "URL", data="data",
+ headers={})
+ ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
+ {'X-market-id': '3', 'X-user-id': '3'}, '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()
+ ccxt._market.market_id = 3
+ ccxt._market.user_id = 3
+
+ with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm:
+ ccxt.session.request("GET", "URL", data="data",
+ headers={})
+ ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
+ {'X-market-id': '3', 'X-user-id': '3'}, 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")
+
+
--- /dev/null
+from .helper import *
+import main, market
+
+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,\
+ mock.patch("store.Portfolio.stop_worker") as stop:
+
+ 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")
+
+ stop.assert_called_once_with()
+ 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)
+
+
--- /dev/null
+from .helper import *
+import market, store, portfolio
+import datetime
+
+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") }
+ 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, "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, "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, "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, "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()
+
+
+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"])
+
+
--- /dev/null
+from .helper import *
+import portfolio
+import datetime
+
+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")
+
+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"])
+
+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"])
+
+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)
+
+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.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.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"])
+
+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"]))
+
+
--- /dev/null
+from .helper import *
+import requests
+import datetime
+import threading
+import market, portfolio, store
+
+class NoopLockTest(unittest.TestCase):
+ def test_with(self):
+ noop_lock = store.NoopLock()
+ with noop_lock:
+ self.assertTrue(True)
+
+class LockedVarTest(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])
+
+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)
+
+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"])
+
+class ReportStoreTest(WebMockTestCase):
+ def test_add_log(self):
+ with self.subTest(market=self.m):
+ self.m.user_id = 1
+ self.m.market_id = 3
+ report_store = market.ReportStore(self.m)
+ result = report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}, result)
+ self.assertEqual(result, report_store.logs[0])
+
+ with self.subTest(market=None):
+ report_store = market.ReportStore(None)
+ result = report_store.add_log({"foo": "bar"})
+
+ self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}, result)
+
+ 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):
+ self.m.user_id = 1
+ self.m.market_id = 3
+ 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.datetime.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.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.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
+ }
+ })
+
+ def test_log_http_request(self):
+ with mock.patch.object(market.ReportStore, "add_log") as add_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)
+ add_log.assert_called_once_with({
+ 'type': 'http_request',
+ 'method': 'method',
+ 'url': 'url',
+ 'body': 'body',
+ 'headers': 'headers',
+ 'status': 200,
+ 'response': 'Hey',
+ 'response_same_as': None,
+ })
+
+ 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',
+ })
+
+ with self.subTest(no_http_dup=True, duplicate=True):
+ self.m.user_id = 1
+ self.m.market_id = 3
+ report_store = market.ReportStore(self.m, no_http_dup=True)
+ original_add_log = report_store.add_log
+ with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ self.assertEqual(2, add_log.call_count)
+ self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
+ self.assertIsNone(add_log.mock_calls[1][1][0]["response"])
+ self.assertEqual(add_log.mock_calls[0][1][0]["date"], add_log.mock_calls[1][1][0]["response_same_as"])
+ with self.subTest(no_http_dup=True, duplicate=False, case="Different call"):
+ self.m.user_id = 1
+ self.m.market_id = 3
+ report_store = market.ReportStore(self.m, no_http_dup=True)
+ original_add_log = report_store.add_log
+ with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ report_store.log_http_request("method2", "url", "body",
+ "headers", response)
+ self.assertEqual(2, add_log.call_count)
+ self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
+ self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
+ with self.subTest(no_http_dup=True, duplicate=False, case="Call inbetween"):
+ self.m.user_id = 1
+ self.m.market_id = 3
+ report_store = market.ReportStore(self.m, no_http_dup=True)
+ original_add_log = report_store.add_log
+
+ response2 = mock.Mock()
+ response2.status_code = 200
+ response2.text = "Hey there!"
+
+ with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ report_store.log_http_request("method", "url", "body",
+ "headers", response2)
+ report_store.log_http_request("method", "url", "body",
+ "headers", response)
+ self.assertEqual(3, add_log.call_count)
+ self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
+ self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
+ self.assertIsNone(add_log.mock_calls[2][1][0]["response_same_as"])
+
+ @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))
+ add_log.assert_called_once_with({
+ "type": "market",
+ "commit": "$Format:%H$",
+ "args": { "report_path": None, "debug": True, "quiet": False },
+ })
+
+ @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'
+ })
+
+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.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.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.datetime.now()\
+ - store.datetime.timedelta(10)\
+ + store.datetime.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)
+
+ self.assertFalse(store.Portfolio.worker.is_alive())
+ self.assertEqual(1, threading.active_count())
+
+ def test_stop_worker(self):
+ 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.stop_worker()
+ store.Portfolio.worker.join()
+ get.assert_not_called()
+ report.assert_not_called()
+ sleep.assert_not_called()
+ self.assertFalse(store.Portfolio.worker.is_alive())
+
+ 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.worker.join()
+ 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()
+
+
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
