-from ccxt import ExchangeError
import time
from decimal import Decimal as D, ROUND_DOWN
# Put your poloniex api key in market.py
-from market import market
from json import JSONDecodeError
import requests
+import helper as h
+from store import *
# FIXME: correctly handle web call timeouts
-
class Portfolio:
URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
liquidities = {}
"high": high_liquidity,
}
+class Computation:
+ computations = {
+ "default": lambda x, y: x[y],
+ "average": lambda x, y: x["average"],
+ "bid": lambda x, y: x["bid"],
+ "ask": lambda x, y: x["ask"],
+ }
+
+ @classmethod
+ def compute_value(cls, ticker, action, compute_value="default"):
+ if action == "buy":
+ action = "ask"
+ if action == "sell":
+ action = "bid"
+ if isinstance(compute_value, str):
+ compute_value = cls.computations[compute_value]
+ return compute_value(ticker, action)
+
class Amount:
def __init__(self, currency, value, linked_to=None, ticker=None, rate=None):
self.currency = currency
self.value * rate,
linked_to=self,
rate=rate)
- asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
+ asset_ticker = h.get_ticker(self.currency, other_currency, market)
if asset_ticker is not None:
- rate = Trade.compute_value(asset_ticker, action, compute_value=compute_value)
+ rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value)
return Amount(
other_currency,
self.value * rate,
return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to))
class Balance:
- known_balances = {}
def __init__(self, currency, hash_):
self.currency = currency
]:
setattr(self, key, Amount(base_currency, hash_.get(key, 0)))
- @classmethod
- def in_currency(cls, other_currency, market, compute_value="average", type="total"):
- amounts = {}
- for currency in cls.known_balances:
- balance = cls.known_balances[currency]
- other_currency_amount = getattr(balance, type)\
- .in_currency(other_currency, market, compute_value=compute_value)
- amounts[currency] = other_currency_amount
- return amounts
-
- @classmethod
- def currencies(cls):
- return cls.known_balances.keys()
-
- @classmethod
- def fetch_balances(cls, market):
- all_balances = market.fetch_all_balances()
- for currency, balance in all_balances.items():
- if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \
- currency in cls.known_balances:
- cls.known_balances[currency] = cls(currency, balance)
- return cls.known_balances
-
- @classmethod
- def dispatch_assets(cls, amount, repartition=None):
- if repartition is None:
- repartition = Portfolio.repartition()
- sum_ratio = sum([v[0] for k, v in repartition.items()])
- amounts = {}
- for currency, (ptt, trade_type) in repartition.items():
- amounts[currency] = ptt * amount / sum_ratio
- if trade_type == "short":
- amounts[currency] = - amounts[currency]
- if currency not in cls.known_balances:
- cls.known_balances[currency] = cls(currency, {})
- return amounts
-
- @classmethod
- def prepare_trades(cls, market, base_currency="BTC", compute_value="average", debug=False):
- cls.fetch_balances(market)
- values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = cls.dispatch_assets(total_base_value)
- # Recompute it in case we have new currencies
- values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
- Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
-
- @classmethod
- def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None, debug=False):
- cls.fetch_balances(market)
- values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = cls.dispatch_assets(total_base_value)
- Trade.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug)
-
- @classmethod
- def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average", debug=False):
- cls.fetch_balances(market)
- values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = cls.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
- Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
-
def __repr__(self):
if self.exchange_total > 0:
if self.exchange_free > 0 and self.exchange_used > 0:
return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")"
-class Computation:
- computations = {
- "default": lambda x, y: x[y],
- "average": lambda x, y: x["average"],
- "bid": lambda x, y: x["bid"],
- "ask": lambda x, y: x["ask"],
- }
-
class Trade:
- debug = False
- trades = []
-
def __init__(self, value_from, value_to, currency, market=None):
# We have value_from of currency, and want to finish with value_to of
# that currency. value_* may not be in currency's terms
self.value_from.linked_to = Amount(self.currency, 0)
self.base_currency = self.value_from.currency
- fees_cache = {}
- @classmethod
- def fetch_fees(cls, market):
- if market.__class__ not in cls.fees_cache:
- cls.fees_cache[market.__class__] = market.fetch_fees()
- return cls.fees_cache[market.__class__]
-
- ticker_cache = {}
- ticker_cache_timestamp = time.time()
- @classmethod
- def get_ticker(cls, c1, c2, market, refresh=False):
- def invert(ticker):
- return {
- "inverted": True,
- "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
- "original": ticker,
- }
- def augment_ticker(ticker):
- ticker.update({
- "inverted": False,
- "average": (ticker["bid"] + ticker["ask"] ) / 2,
- })
-
- if time.time() - cls.ticker_cache_timestamp > 5:
- cls.ticker_cache = {}
- cls.ticker_cache_timestamp = time.time()
- elif not refresh:
- if (c1, c2, market.__class__) in cls.ticker_cache:
- return cls.ticker_cache[(c1, c2, market.__class__)]
- if (c2, c1, market.__class__) in cls.ticker_cache:
- return invert(cls.ticker_cache[(c2, c1, market.__class__)])
-
- try:
- cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
- augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)])
- except ExchangeError:
- try:
- cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
- augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)])
- except ExchangeError:
- cls.ticker_cache[(c1, c2, market.__class__)] = None
- return cls.get_ticker(c1, c2, market)
-
- @classmethod
- def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
- cls.debug = cls.debug or debug
- base_currency = sum(values_in_base.values()).currency
- for currency in Balance.currencies():
- if currency == base_currency:
- continue
- value_from = values_in_base.get(currency, Amount(base_currency, 0))
- value_to = new_repartition.get(currency, Amount(base_currency, 0))
- if value_from.value * value_to.value < 0:
- trade_1 = cls(value_from, Amount(base_currency, 0), currency, market=market)
- if only is None or trade_1.action == only:
- cls.trades.append(trade_1)
- trade_2 = cls(Amount(base_currency, 0), value_to, currency, market=market)
- if only is None or trade_2.action == only:
- cls.trades.append(trade_2)
- else:
- trade = cls(
- value_from,
- value_to,
- currency,
- market=market
- )
- if only is None or trade.action == only:
- cls.trades.append(trade)
- return cls.trades
-
- @classmethod
- def prepare_orders(cls, only=None, compute_value="default"):
- for trade in cls.trades:
- if only is None or trade.action == only:
- trade.prepare_order(compute_value=compute_value)
-
- @classmethod
- def move_balances(cls, market):
- needed_in_margin = {}
- for trade in cls.trades:
- if trade.trade_type == "short":
- if trade.value_to.currency not in needed_in_margin:
- needed_in_margin[trade.value_to.currency] = 0
- needed_in_margin[trade.value_to.currency] += abs(trade.value_to)
- for currency, needed in needed_in_margin.items():
- current_balance = Balance.known_balances[currency].margin_free
- delta = (needed - current_balance).value
- # FIXME: don't remove too much if there are open margin position
- if delta > 0:
- if cls.debug:
- print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta))
- else:
- market.transfer_balance(currency, delta, "exchange", "margin")
- elif delta < 0:
- if cls.debug:
- print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta))
- else:
- market.transfer_balance(currency, -delta, "margin", "exchange")
-
@property
def action(self):
if self.value_from == self.value_to:
def prepare_order(self, compute_value="default"):
if self.action is None:
return
- ticker = Trade.get_ticker(self.currency, self.base_currency, self.market)
+ ticker = h.get_ticker(self.currency, self.base_currency, self.market)
inverted = ticker["inverted"]
if inverted:
ticker = ticker["original"]
- rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+ rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
# 0.1
delta_in_base = abs(self.value_from - self.value_to)
delta - self.filled_amount, rate, currency, self.trade_type,
self.market, self, close_if_possible=close_if_possible))
- @classmethod
- def compute_value(cls, ticker, action, compute_value="default"):
- if action == "buy":
- action = "ask"
- if action == "sell":
- action = "bid"
- if isinstance(compute_value, str):
- compute_value = Computation.computations[compute_value]
- return compute_value(ticker, action)
-
- @classmethod
- def all_orders(cls, state=None):
- all_orders = sum(map(lambda v: v.orders, cls.trades), [])
- if state is None:
- return all_orders
- else:
- return list(filter(lambda o: o.status == state, all_orders))
-
- @classmethod
- def run_orders(cls):
- for order in cls.all_orders(state="pending"):
- order.run()
-
- @classmethod
- def follow_orders(cls, verbose=True, sleep=None):
- if sleep is None:
- sleep = 7 if cls.debug else 30
- tick = 0
- while len(cls.all_orders(state="open")) > 0:
- time.sleep(sleep)
- tick += 1
- for order in cls.all_orders(state="open"):
- if order.get_status() != "open":
- if verbose:
- print("finished {}".format(order))
- else:
- order.trade.update_order(order, tick)
- if verbose:
- print("All orders finished")
-
- @classmethod
- def update_all_orders_status(cls):
- for order in cls.all_orders(state="open"):
- order.get_status()
-
def __repr__(self):
return "Trade({} -> {} in {}, {})".format(
self.value_from,
self.currency,
self.action)
- @classmethod
- def print_all_with_order(cls):
- for trade in cls.trades:
- trade.print_with_order()
-
def print_with_order(self):
print(self)
for order in self.orders:
self.status = "pending"
self.trade = trade
self.close_if_possible = close_if_possible
- self.debug = trade.debug
def __repr__(self):
return "Order({} {} {} at {} {} [{}]{})".format(
symbol = "{}/{}".format(self.amount.currency, self.base_currency)
amount = round(self.amount, self.market.order_precision(symbol)).value
- if self.debug:
+ if TradeStore.debug:
print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
symbol, self.action, amount, self.rate, self.account))
self.status = "open"
print(self.error_message)
def get_status(self):
- if self.debug:
+ if TradeStore.debug:
return self.status
# other states are "closed" and "canceled"
if self.status == "open":
return self.status
def mark_finished_order(self):
- if self.debug:
+ if TradeStore.debug:
return
if self.status == "closed":
if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
fetch_cache_timestamp = None
def fetch(self, force=False):
- if self.debug or (not force and self.fetch_cache_timestamp is not None
+ if TradeStore.debug or (not force and self.fetch_cache_timestamp is not None
and time.time() - self.fetch_cache_timestamp < 10):
return
self.fetch_cache_timestamp = time.time()
self.base_currency, mouvement_hash))
def cancel(self):
- if self.debug:
+ if TradeStore.debug:
self.status = "canceled"
return
self.market.cancel_order(self.result['id'])
# rate * total = total_in_base
self.total_in_base = Amount(base_currency, hash_["total"])
-def print_orders(market, base_currency="BTC"):
- Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
- Trade.prepare_orders(compute_value="average")
- for currency, balance in Balance.known_balances.items():
- print(balance)
- Trade.print_all_with_order()
-
-def make_orders(market, base_currency="BTC"):
- Balance.prepare_trades(market, base_currency=base_currency)
- for trade in Trade.trades:
- print(trade)
- for order in trade.orders:
- print("\t", order, sep="")
- order.run()
-
-def process_sell_all_sell(market, base_currency="BTC", debug=False):
- Balance.prepare_trades_to_sell_all(market, debug=debug)
- Trade.prepare_orders(compute_value="average")
- print("------------------")
- for currency, balance in Balance.known_balances.items():
- print(balance)
- print("------------------")
- Trade.print_all_with_order()
- print("------------------")
- Trade.run_orders()
- Trade.follow_orders()
-
-def process_sell_all_buy(market, base_currency="BTC", debug=False):
- Balance.prepare_trades(market, debug=debug)
- Trade.prepare_orders()
- print("------------------")
- for currency, balance in Balance.known_balances.items():
- print(balance)
- print("------------------")
- Trade.print_all_with_order()
- print("------------------")
- Trade.move_balances(market)
- Trade.run_orders()
- Trade.follow_orders()
-
if __name__ == '__main__':
- print_orders(market)
+ from market import market
+ h.print_orders(market)
import requests
import requests_mock
from io import StringIO
+import helper
class WebMockTestCase(unittest.TestCase):
import time
self.wm.start()
self.patchers = [
- mock.patch.multiple(portfolio.Balance, known_balances={}),
+ mock.patch.multiple(portfolio.BalanceStore,
+ all={},),
+ mock.patch.multiple(portfolio.TradeStore,
+ all=[],
+ debug=False),
mock.patch.multiple(portfolio.Portfolio, data=None, liquidities={}),
- mock.patch.multiple(portfolio.Trade,
- ticker_cache={},
- ticker_cache_timestamp=self.time.time(),
- fees_cache={},
- debug=False,
- trades=[]),
mock.patch.multiple(portfolio.Computation,
- computations=portfolio.Computation.computations)
+ computations=portfolio.Computation.computations),
+ mock.patch.multiple(helper,
+ fees_cache={},
+ ticker_cache={},
+ ticker_cache_timestamp=self.time.time()),
]
for patcher in self.patchers:
patcher.start()
self.assertEqual(amount, amount.in_currency("ETC", None))
ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = None
self.assertRaises(Exception, amount.in_currency, "ETH", None)
- with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(helper, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
"bid": D("0.2"),
"ask": D("0.4"),
self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
class BalanceTest(WebMockTestCase):
- def setUp(self):
- super(BalanceTest, self).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_values(self):
balance = portfolio.Balance("BTC", {
"exchange_total": "0.65",
self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
self.assertEqual("USDT", balance.margin_lending_fees.currency)
- @mock.patch.object(portfolio.Trade, "get_ticker")
- def test_in_currency(self, get_ticker):
- portfolio.Balance.known_balances = {
- "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}),
- }
- market = mock.Mock()
- get_ticker.return_value = {
- "bid": D("0.09"),
- "ask": D("0.11"),
- "average": D("0.1"),
- }
+ 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))
- amounts = portfolio.Balance.in_currency("BTC", market)
- self.assertEqual("BTC", amounts["ETH"].currency)
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.30"), amounts["ETH"].value)
+ balance = portfolio.Balance("BTX", { "margin_total": 3,
+ "margin_borrowed": 1, "margin_free": 2 })
+ self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 BTX])", repr(balance))
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid")
- self.assertEqual(D("0.65"), amounts["BTC"].value)
- self.assertEqual(D("0.27"), amounts["ETH"].value)
+ 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))
- amounts = portfolio.Balance.in_currency("BTC", market, compute_value="bid", type="exchange_used")
- self.assertEqual(D("0.30"), amounts["BTC"].value)
- self.assertEqual(0, amounts["ETH"].value)
+class HelperTest(WebMockTestCase):
+ def test_get_ticker(self):
+ market = mock.Mock()
+ market.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ helper.ExchangeError("foo"),
+ { "bid": 10, "ask": 40 },
+ helper.ExchangeError("foo"),
+ helper.ExchangeError("foo"),
+ ]
- def test_currencies(self):
- portfolio.Balance.known_balances = {
- "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(portfolio.Balance.currencies()))
+ ticker = helper.get_ticker("ETH", "ETC", market)
+ market.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"])
- @mock.patch.object(portfolio.market, "fetch_all_balances")
- def test_fetch_balances(self, fetch_all_balances):
- fetch_all_balances.return_value = self.fetch_balance
+ ticker = helper.get_ticker("ETH", "XVG", market)
+ self.assertEqual(0.0625, ticker["average"])
+ self.assertTrue(ticker["inverted"])
+ self.assertIn("original", ticker)
+ self.assertEqual(10, ticker["original"]["bid"])
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertNotIn("ETC", portfolio.Balance.currencies())
- self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.Balance.currencies()))
+ ticker = helper.get_ticker("XVG", "XMR", market)
+ self.assertIsNone(ticker)
- portfolio.Balance.known_balances["ETC"] = portfolio.Balance("ETC", {
- "exchange_total": "1", "exchange_free": "0",
- "exchange_used": "1" })
- portfolio.Balance.fetch_balances(portfolio.market)
- self.assertEqual(0, portfolio.Balance.known_balances["ETC"].total)
- self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.Balance.currencies()))
+ market.fetch_ticker.assert_has_calls([
+ mock.call("ETH/ETC"),
+ mock.call("ETH/XVG"),
+ mock.call("XVG/ETH"),
+ mock.call("XVG/XMR"),
+ mock.call("XMR/XVG"),
+ ])
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(portfolio.market, "fetch_all_balances")
- def test_dispatch_assets(self, fetch_all_balances, repartition):
- fetch_all_balances.return_value = self.fetch_balance
- portfolio.Balance.fetch_balances(portfolio.market)
+ market2 = mock.Mock()
+ market2.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker1 = helper.get_ticker("ETH", "ETC", market2)
+ ticker2 = helper.get_ticker("ETH", "ETC", market2)
+ ticker3 = helper.get_ticker("ETC", "ETH", market2)
+ market2.fetch_ticker.assert_called_once_with("ETH/ETC")
+ self.assertEqual(1, ticker1["bid"])
+ self.assertDictEqual(ticker1, ticker2)
+ self.assertDictEqual(ticker1, ticker3["original"])
- self.assertNotIn("XEM", portfolio.Balance.currencies())
+ ticker4 = helper.get_ticker("ETH", "ETC", market2, refresh=True)
+ ticker5 = helper.get_ticker("ETH", "ETC", market2)
+ self.assertEqual(1.2, ticker4["bid"])
+ self.assertDictEqual(ticker4, ticker5)
- repartition.return_value = {
- "XEM": (D("0.75"), "long"),
- "BTC": (D("0.26"), "long"),
- }
+ market3 = mock.Mock()
+ market3.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ { "bid": 1.2, "ask": 3.5 },
+ ]
+ ticker6 = helper.get_ticker("ETH", "ETC", market3)
+ helper.ticker_cache_timestamp -= 4
+ ticker7 = helper.get_ticker("ETH", "ETC", market3)
+ helper.ticker_cache_timestamp -= 2
+ ticker8 = helper.get_ticker("ETH", "ETC", market3)
+ self.assertDictEqual(ticker6, ticker7)
+ self.assertEqual(1.2, ticker8["bid"])
- amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1"))
- self.assertIn("XEM", portfolio.Balance.currencies())
- self.assertEqual(D("2.6"), amounts["BTC"].value)
- self.assertEqual(D("7.5"), amounts["XEM"].value)
+ def test_fetch_fees(self):
+ market = mock.Mock()
+ market.fetch_fees.return_value = "Foo"
+ self.assertEqual("Foo", helper.fetch_fees(market))
+ market.fetch_fees.assert_called_once()
+ self.assertEqual("Foo", helper.fetch_fees(market))
+ market.fetch_fees.assert_called_once()
@mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(portfolio.Trade, "get_ticker")
- @mock.patch.object(portfolio.Trade, "compute_trades")
+ @mock.patch.object(helper, "get_ticker")
+ @mock.patch.object(portfolio.TradeStore, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
repartition.return_value = {
"XEM": (D("0.75"), "long"),
"total": D("10000.0")
},
}
- portfolio.Balance.prepare_trades(market)
+ helper.prepare_trades(market)
compute_trades.assert_called()
call = compute_trades.call_args
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
@mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(portfolio.Trade, "get_ticker")
- @mock.patch.object(portfolio.Trade, "compute_trades")
+ @mock.patch.object(helper, "get_ticker")
+ @mock.patch.object(portfolio.TradeStore, "compute_trades")
def test_update_trades(self, compute_trades, get_ticker, repartition):
repartition.return_value = {
"XEM": (D("0.75"), "long"),
"total": D("10000.0")
},
}
- portfolio.Balance.update_trades(market)
+ helper.update_trades(market)
compute_trades.assert_called()
call = compute_trades.call_args
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
@mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(portfolio.Trade, "get_ticker")
- @mock.patch.object(portfolio.Trade, "compute_trades")
+ @mock.patch.object(helper, "get_ticker")
+ @mock.patch.object(portfolio.TradeStore, "compute_trades")
def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
def _get_ticker(c1, c2, market):
if c1 == "USDT" and c2 == "BTC":
"total": D("10000.0")
},
}
- portfolio.Balance.prepare_trades_to_sell_all(market)
+ helper.prepare_trades_to_sell_all(market)
repartition.assert_not_called()
compute_trades.assert_called()
self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
- 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))
+ @unittest.skip("TODO")
+ def test_follow_orders(self):
+ pass
- balance = portfolio.Balance("BTX", { "margin_total": 3,
- "margin_borrowed": 1, "margin_free": 2 })
- self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + borrowed 1.00000000 BTX = 3.00000000 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))
+class TradeStoreTest(WebMockTestCase):
+ @unittest.skip("TODO")
+ def test_compute_trades(self):
+ pass
-class TradeTest(WebMockTestCase):
+ def test_prepare_orders(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
- def test_get_ticker(self):
+ portfolio.TradeStore.all.append(trade_mock1)
+ portfolio.TradeStore.all.append(trade_mock2)
+
+ portfolio.TradeStore.prepare_orders()
+ trade_mock1.prepare_order.assert_called_with(compute_value="default")
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+
+ portfolio.TradeStore.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")
+
+ trade_mock1.prepare_order.reset_mock()
+ trade_mock2.prepare_order.reset_mock()
+
+ trade_mock1.action = "foo"
+ trade_mock2.action = "bar"
+ portfolio.TradeStore.prepare_orders(only="bar")
+ trade_mock1.prepare_order.assert_not_called()
+ trade_mock2.prepare_order.assert_called_with(compute_value="default")
+
+ def test_print_all_with_order(self):
+ trade_mock1 = mock.Mock()
+ trade_mock2 = mock.Mock()
+ trade_mock3 = mock.Mock()
+ portfolio.TradeStore.all = [trade_mock1, trade_mock2, trade_mock3]
+
+ portfolio.TradeStore.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()
+
+ @mock.patch.object(portfolio.TradeStore, "all_orders")
+ def test_run_orders(self, all_orders):
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+ portfolio.TradeStore.run_orders()
+ all_orders.assert_called_with(state="pending")
+
+ order_mock1.run.assert_called()
+ order_mock2.run.assert_called()
+ order_mock3.run.assert_called()
+
+ 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"
+
+ portfolio.TradeStore.all.append(trade_mock1)
+ portfolio.TradeStore.all.append(trade_mock2)
+
+ orders = portfolio.TradeStore.all_orders()
+ self.assertEqual(3, len(orders))
+
+ open_orders = portfolio.TradeStore.all_orders(state="open")
+ self.assertEqual(2, len(open_orders))
+ self.assertEqual([order_mock2, order_mock3], open_orders)
+
+ @mock.patch.object(portfolio.TradeStore, "all_orders")
+ def test_update_all_orders_status(self, all_orders):
+ order_mock1 = mock.Mock()
+ order_mock2 = mock.Mock()
+ order_mock3 = mock.Mock()
+ all_orders.return_value = [order_mock1, order_mock2, order_mock3]
+ portfolio.TradeStore.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()
+
+
+class BalanceStoreTest(WebMockTestCase):
+ def setUp(self):
+ super(BalanceStoreTest, self).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,
+ },
+ }
+
+ @mock.patch.object(helper, "get_ticker")
+ def test_in_currency(self, get_ticker):
+ portfolio.BalanceStore.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}),
+ }
market = mock.Mock()
- market.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- portfolio.ExchangeError("foo"),
- { "bid": 10, "ask": 40 },
- portfolio.ExchangeError("foo"),
- portfolio.ExchangeError("foo"),
- ]
+ get_ticker.return_value = {
+ "bid": D("0.09"),
+ "ask": D("0.11"),
+ "average": D("0.1"),
+ }
- ticker = portfolio.Trade.get_ticker("ETH", "ETC", market)
- market.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"])
+ amounts = portfolio.BalanceStore.in_currency("BTC", market)
+ self.assertEqual("BTC", amounts["ETH"].currency)
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.30"), amounts["ETH"].value)
- ticker = portfolio.Trade.get_ticker("ETH", "XVG", market)
- self.assertEqual(0.0625, ticker["average"])
- self.assertTrue(ticker["inverted"])
- self.assertIn("original", ticker)
- self.assertEqual(10, ticker["original"]["bid"])
+ amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid")
+ self.assertEqual(D("0.65"), amounts["BTC"].value)
+ self.assertEqual(D("0.27"), amounts["ETH"].value)
- ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
- self.assertIsNone(ticker)
+ amounts = portfolio.BalanceStore.in_currency("BTC", market, compute_value="bid", type="exchange_used")
+ self.assertEqual(D("0.30"), amounts["BTC"].value)
+ self.assertEqual(0, amounts["ETH"].value)
- market.fetch_ticker.assert_has_calls([
- mock.call("ETH/ETC"),
- mock.call("ETH/XVG"),
- mock.call("XVG/ETH"),
- mock.call("XVG/XMR"),
- mock.call("XMR/XVG"),
- ])
+ def test_fetch_balances(self):
+ market = mock.Mock()
+ market.fetch_all_balances.return_value = self.fetch_balance
- market2 = mock.Mock()
- market2.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker1 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker2 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- ticker3 = portfolio.Trade.get_ticker("ETC", "ETH", market2)
- market2.fetch_ticker.assert_called_once_with("ETH/ETC")
- self.assertEqual(1, ticker1["bid"])
- self.assertDictEqual(ticker1, ticker2)
- self.assertDictEqual(ticker1, ticker3["original"])
+ portfolio.BalanceStore.fetch_balances(market)
+ self.assertNotIn("ETC", portfolio.BalanceStore.currencies())
+ self.assertListEqual(["USDT", "XVG", "XMR"], list(portfolio.BalanceStore.currencies()))
- ticker4 = portfolio.Trade.get_ticker("ETH", "ETC", market2, refresh=True)
- ticker5 = portfolio.Trade.get_ticker("ETH", "ETC", market2)
- self.assertEqual(1.2, ticker4["bid"])
- self.assertDictEqual(ticker4, ticker5)
+ portfolio.BalanceStore.all["ETC"] = portfolio.Balance("ETC", {
+ "exchange_total": "1", "exchange_free": "0",
+ "exchange_used": "1" })
+ portfolio.BalanceStore.fetch_balances(market)
+ self.assertEqual(0, portfolio.BalanceStore.all["ETC"].total)
+ self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(portfolio.BalanceStore.currencies()))
- market3 = mock.Mock()
- market3.fetch_ticker.side_effect = [
- { "bid": 1, "ask": 3 },
- { "bid": 1.2, "ask": 3.5 },
- ]
- ticker6 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 4
- ticker7 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- portfolio.Trade.ticker_cache_timestamp -= 2
- ticker8 = portfolio.Trade.get_ticker("ETH", "ETC", market3)
- self.assertDictEqual(ticker6, ticker7)
- self.assertEqual(1.2, ticker8["bid"])
+ @mock.patch.object(portfolio.Portfolio, "repartition")
+ def test_dispatch_assets(self, repartition):
+ market = mock.Mock()
+ market.fetch_all_balances.return_value = self.fetch_balance
+ portfolio.BalanceStore.fetch_balances(market)
+
+ self.assertNotIn("XEM", portfolio.BalanceStore.currencies())
+
+ repartition.return_value = {
+ "XEM": (D("0.75"), "long"),
+ "BTC": (D("0.26"), "long"),
+ }
+
+ amounts = portfolio.BalanceStore.dispatch_assets(portfolio.Amount("BTC", "10.1"))
+ self.assertIn("XEM", portfolio.BalanceStore.currencies())
+ self.assertEqual(D("2.6"), amounts["BTC"].value)
+ self.assertEqual(D("7.5"), amounts["XEM"].value)
+
+ def test_currencies(self):
+ portfolio.BalanceStore.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(portfolio.BalanceStore.currencies()))
+
+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")
trade = portfolio.Trade(value_from, value_to, "ETH")
self.assertEqual(0, trade.value_from.linked_to)
- def test_fetch_fees(self):
- market = mock.Mock()
- market.fetch_fees.return_value = "Foo"
- self.assertEqual("Foo", portfolio.Trade.fetch_fees(market))
- market.fetch_fees.assert_called_once()
- self.assertEqual("Foo", portfolio.Trade.fetch_fees(market))
- market.fetch_fees.assert_called_once()
-
def test_action(self):
value_from = portfolio.Amount("BTC", "1.0")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount)
- def test_prepare_orders(self):
- trade_mock1 = mock.Mock()
- trade_mock2 = mock.Mock()
-
- portfolio.Trade.trades.append(trade_mock1)
- portfolio.Trade.trades.append(trade_mock2)
-
- portfolio.Trade.prepare_orders()
- trade_mock1.prepare_order.assert_called_with(compute_value="default")
- trade_mock2.prepare_order.assert_called_with(compute_value="default")
-
- portfolio.Trade.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")
-
- trade_mock1.prepare_order.reset_mock()
- trade_mock2.prepare_order.reset_mock()
-
- trade_mock1.action = "foo"
- trade_mock2.action = "bar"
- portfolio.Trade.prepare_orders(only="bar")
- trade_mock1.prepare_order.assert_not_called()
- trade_mock2.prepare_order.assert_called_with(compute_value="default")
-
- @unittest.skip("TODO")
- def test_compute_trades(self):
- pass
-
@unittest.skip("TODO")
def test_prepare_order(self):
pass
def test_update_order(self):
pass
- @unittest.skip("TODO")
- def test_follow_orders(self):
- pass
-
- @unittest.skip("TODO")
- def test_move_balances(self):
- pass
-
- 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"
-
- portfolio.Trade.trades.append(trade_mock1)
- portfolio.Trade.trades.append(trade_mock2)
-
- orders = portfolio.Trade.all_orders()
- self.assertEqual(3, len(orders))
-
- open_orders = portfolio.Trade.all_orders(state="open")
- self.assertEqual(2, len(open_orders))
- self.assertEqual([order_mock2, order_mock3], open_orders)
-
- @mock.patch.object(portfolio.Trade, "all_orders")
- def test_run_orders(self, all_orders):
- order_mock1 = mock.Mock()
- order_mock2 = mock.Mock()
- order_mock3 = mock.Mock()
- all_orders.return_value = [order_mock1, order_mock2, order_mock3]
- portfolio.Trade.run_orders()
- all_orders.assert_called_with(state="pending")
-
- order_mock1.run.assert_called()
- order_mock2.run.assert_called()
- order_mock3.run.assert_called()
-
- @mock.patch.object(portfolio.Trade, "all_orders")
- def test_update_all_orders_status(self, all_orders):
- order_mock1 = mock.Mock()
- order_mock2 = mock.Mock()
- order_mock3 = mock.Mock()
- all_orders.return_value = [order_mock1, order_mock2, order_mock3]
- portfolio.Trade.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_print_all_with_order(self):
- trade_mock1 = mock.Mock()
- trade_mock2 = mock.Mock()
- trade_mock3 = mock.Mock()
- portfolio.Trade.trades = [trade_mock1, trade_mock2, trade_mock3]
-
- portfolio.Trade.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()
-
@mock.patch('sys.stdout', new_callable=StringIO)
def test_print_with_order(self, mock_stdout):
value_from = portfolio.Amount("BTC", "0.5")
self.assertEqual("\tMock 1", out[1])
self.assertEqual("\tMock 2", out[2])
- def test_compute_value(self):
- compute = mock.Mock()
- portfolio.Trade.compute_value("foo", "buy", compute_value=compute)
- compute.assert_called_with("foo", "ask")
-
- compute.reset_mock()
- portfolio.Trade.compute_value("foo", "sell", compute_value=compute)
- compute.assert_called_with("foo", "bid")
-
- compute.reset_mock()
- portfolio.Trade.compute_value("foo", "ask", compute_value=compute)
- compute.assert_called_with("foo", "ask")
-
- compute.reset_mock()
- portfolio.Trade.compute_value("foo", "bid", compute_value=compute)
- compute.assert_called_with("foo", "bid")
-
- compute.reset_mock()
- portfolio.Computation.computations["test"] = compute
- portfolio.Trade.compute_value("foo", "bid", compute_value="test")
- compute.assert_called_with("foo", "bid")
-
def test__repr(self):
value_from = portfolio.Amount("BTC", "0.5")
value_from.linked_to = portfolio.Amount("ETH", "10.0")
"ask": D("0.0012")
}
if symbol == "USDT/BTC":
- raise portfolio.ExchangeError
+ raise helper.ExchangeError
if symbol == "BTC/USDT":
return {
"symbol": "BTC/USDT",
market.fetch_ticker.side_effect = fetch_ticker
with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 1
- portfolio.Balance.prepare_trades(market)
+ helper.prepare_trades(market)
- balances = portfolio.Balance.known_balances
+ 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.Trade.trades
+ trades = 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)
market.order_precision.return_value = 8
# Action 3
- portfolio.Trade.run_orders()
+ 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" }
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 4
- portfolio.Trade.follow_orders(verbose=False)
+ helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition):
# Action 5
- portfolio.Balance.update_trades(market, only="buy", compute_value="average")
+ helper.update_trades(market, only="buy", compute_value="average")
- balances = portfolio.Balance.known_balances
+ 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.Trade.trades
+ trades = TradeStore.all
self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades["ETH"].value_from)
self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades["ETH"].value_to)
self.assertEqual("sell", trades["ETH"].action)
# Action 7
# TODO
- # portfolio.Trade.run_orders()
+ # portfolio.TradeStore.run_orders()
with mock.patch.object(portfolio.time, "sleep") as sleep:
# Action 8
- portfolio.Trade.follow_orders(verbose=False)
+ helper.follow_orders(verbose=False)
sleep.assert_called_with(30)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
