def in_currency(self, other_currency, market, action="average"):
if other_currency == self.currency:
return self
- asset_ticker = self.get_ticker(other_currency, market)
+ asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
if asset_ticker is not None:
return Amount(
other_currency,
else:
raise Exception("This asset is not available in the chosen market")
- def get_ticker(self, c2, market, refresh=False):
- c1 = self.currency
-
- def invert(ticker):
- return {
- "inverted": True,
- "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
- "notInverted": ticker,
- }
- def augment_ticker(ticker):
- ticker.update({
- "inverted": False,
- "average": (ticker["bid"] + ticker["ask"] ) / 2,
- })
-
- if time.time() - self.ticker_cache_timestamp > 5:
- self.ticker_cache = {}
- self.ticker_cache_timestamp = time.time()
- elif not refresh:
- if (c1, c2, market.__class__) in self.ticker_cache:
- return self.ticker_cache[(c1, c2, market.__class__)]
- if (c2, c1, market.__class__) in self.ticker_cache:
- return invert(self.ticker_cache[(c2, c1, market.__class__)])
-
- try:
- self.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
- augment_ticker(self.ticker_cache[(c1, c2, market.__class__)])
- except ccxt.ExchangeError:
- try:
- self.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
- augment_ticker(self.ticker_cache[(c2, c1, market.__class__)])
- except ccxt.ExchangeError:
- self.ticker_cache[(c1, c2, market.__class__)] = None
- return self.get_ticker(c2, market)
-
def __abs__(self):
return Amount(self.currency, 0, int_val=abs(self._value))
class Balance:
known_balances = {}
- trades = {}
def __init__(self, currency, total_value, free_value, used_value):
self.currency = currency
self.base_currency = self.value_from.currency
if market is not None:
+ self.market = market
self.prepare_order(market)
+ 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": (float(1/ticker["bid"]) + float(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 ccxt.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 ccxt.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, market=None):
base_currency = sum(values_in_base.values()).currency
else:
return "sell"
- def ticker_action(self, inverted):
+ def order_action(self, inverted):
if self.value_from < self.value_to:
return "ask" if not inverted else "bid"
else:
delta = abs(value_to - value_from)
currency = self.base_currency
else:
- ticker = ticker["notInverted"]
+ ticker = ticker["original"]
delta = abs(self.value_to - self.value_from)
currency = self.currency
- rate = ticker[self.ticker_action(inverted)]
+ rate = ticker[self.order_action(inverted)]
- self.orders.append(Order(self.ticker_action(inverted), delta, rate, currency))
+ self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
@classmethod
def all_orders(cls):
self.status = result["status"]
return self.status
-@static_var("cache", {})
-def fetch_fees(market):
- if market.__class__ not in fetch_fees.cache:
- fetch_fees.cache[market.__class__] = market.fetch_fees()
- return fetch_fees.cache[market.__class__]
-
def print_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency)
for currency, trade in Trade.trades.items():
self.assertEqual(amount, amount.in_currency("ETC", None))
ticker_mock = unittest.mock.Mock()
- with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = None
- portfolio.Amount.get_ticker = ticker_mock
self.assertRaises(Exception, amount.in_currency, "ETH", None)
- with mock.patch.object(portfolio.Amount, 'get_ticker', new=ticker_mock):
+ with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock):
ticker_mock.return_value = {
"average": 0.3,
"foo": "bar",
self.assertEqual(amount, converted_amount.linked_to)
self.assertEqual("bar", converted_amount.ticker["foo"])
- @unittest.skip("TODO")
- def test_get_ticker(self):
- pass
-
def test__abs(self):
amount = portfolio.Amount("SC", -120)
self.assertEqual(120, abs(amount).value)
"total": 0.0
},
}
- self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={}, trades={})
+ self.patcher = mock.patch.multiple(portfolio.Balance, known_balances={})
self.patcher.start()
def test_values(self):
self.assertEqual(0.30, balance.used.value)
self.assertEqual("BTC", balance.currency)
- @mock.patch.object(portfolio.Amount, "get_ticker")
+ @mock.patch.object(portfolio.Trade, "get_ticker")
def test_in_currency(self, get_ticker):
portfolio.Balance.known_balances = {
"BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30),
self.assertEqual(7.5, amounts["XEM"].value)
@mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand")
- @mock.patch.object(portfolio.Amount, "get_ticker")
+ @mock.patch.object(portfolio.Trade, "get_ticker")
@mock.patch.object(portfolio.Trade, "compute_trades")
def test_prepare_trades(self, compute_trades, get_ticker, repartition):
repartition.return_value = {
def tearDown(self):
self.patcher.stop()
+class TradeTest(unittest.TestCase):
+ import time
+
+ def setUp(self):
+ super(TradeTest, self).setUp()
+
+ self.patcher = mock.patch.multiple(portfolio.Trade,
+ ticker_cache={},
+ ticker_cache_timestamp=self.time.time(),
+ fees_cache={},
+ trades={})
+ self.patcher.start()
+
+ def test_get_ticker(self):
+ market = mock.Mock()
+ market.fetch_ticker.side_effect = [
+ { "bid": 1, "ask": 3 },
+ portfolio.ccxt.ExchangeError("foo"),
+ { "bid": 10, "ask": 40 },
+ portfolio.ccxt.ExchangeError("foo"),
+ portfolio.ccxt.ExchangeError("foo"),
+ ]
+
+ 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"])
+
+ 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"])
+
+ ticker = portfolio.Trade.get_ticker("XVG", "XMR", market)
+ self.assertIsNone(ticker)
+
+ 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"),
+ ])
+
+ 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"])
+
+ 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)
+
+ 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"])
+
+ @unittest.skip("TODO")
+ def test_values_assertion(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_fetch_fees(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_compute_trades(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_order_action(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_prepare_order(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_all_orders(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test_follow_orders(self):
+ pass
+
+ @unittest.skip("TODO")
+ def test__repr(self):
+ pass
+
+ def tearDown(self):
+ self.patcher.stop()
+
if __name__ == '__main__':
unittest.main()