From 3f41520799b97b3c440a6daeba684a6202e5a678 Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Thu, 1 Mar 2018 14:12:03 +0100 Subject: [PATCH] Add tests for ccxt_wrapper --- ccxt_wrapper.py | 131 ++++++++++++++++++++++++++---------------------- test.py | 81 ++++++++++++++++++++++++++++++ 2 files changed, 153 insertions(+), 59 deletions(-) diff --git a/ccxt_wrapper.py b/ccxt_wrapper.py index 903bfc4..d37c306 100644 --- a/ccxt_wrapper.py +++ b/ccxt_wrapper.py @@ -11,29 +11,6 @@ class poloniexE(poloniex): def nanoseconds(): return int(time.time() * 1000000000) - def nonce(self): - return self.nanoseconds() - - def fetch_balance(self, params={}): - self.load_markets() - balances = self.privatePostReturnCompleteBalances(self.extend({ - 'account': 'all', - }, params)) - result = {'info': balances} - currencies = list(balances.keys()) - for c in range(0, len(currencies)): - id = currencies[c] - balance = balances[id] - currency = self.common_currency_code(id) - account = { - 'free': decimal.Decimal(balance['available']), - 'used': decimal.Decimal(balance['onOrders']), - 'total': decimal.Decimal(0.0), - } - account['total'] = self.sum(account['free'], account['used']) - result[currency] = account - return self.parse_balance(result) - def fetch_margin_balance(self): """ portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) @@ -200,31 +177,8 @@ class poloniexE(poloniex): return all_balances - def parse_ticker(self, ticker, market=None): - timestamp = self.milliseconds() - symbol = None - if market: - symbol = market['symbol'] - return { - 'symbol': symbol, - 'timestamp': timestamp, - 'datetime': self.iso8601(timestamp), - 'high': decimal.Decimal(ticker['high24hr']), - 'low': decimal.Decimal(ticker['low24hr']), - 'bid': decimal.Decimal(ticker['highestBid']), - 'ask': decimal.Decimal(ticker['lowestAsk']), - 'vwap': None, - 'open': None, - 'close': None, - 'first': None, - 'last': decimal.Decimal(ticker['last']), - 'change': decimal.Decimal(ticker['percentChange']), - 'percentage': None, - 'average': None, - 'baseVolume': decimal.Decimal(ticker['quoteVolume']), - 'quoteVolume': decimal.Decimal(ticker['baseVolume']), - 'info': ticker, - } + def create_exchange_order(self, symbol, type, side, amount, price=None, params={}): + return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params) def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): if type == 'market': @@ -254,17 +208,6 @@ class poloniexE(poloniex): self.orders[id] = order return self.extend({'info': response}, order) - def create_exchange_order(self, symbol, type, side, amount, price=None, params={}): - return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params) - - def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): - if account == "exchange": - return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) - elif account == "margin": - return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) - else: - raise NotImplementedError - def order_precision(self, symbol): return 8 @@ -324,3 +267,73 @@ class poloniexE(poloniex): "total": decimal.Decimal(summary["totalValue"]), } + def nonce(self): + """ + Wrapped to allow nonce with other libraries + """ + return self.nanoseconds() + + def fetch_balance(self, params={}): + """ + Wrapped to get decimals + """ + self.load_markets() + balances = self.privatePostReturnCompleteBalances(self.extend({ + 'account': 'all', + }, params)) + result = {'info': balances} + currencies = list(balances.keys()) + for c in range(0, len(currencies)): + id = currencies[c] + balance = balances[id] + currency = self.common_currency_code(id) + account = { + 'free': decimal.Decimal(balance['available']), + 'used': decimal.Decimal(balance['onOrders']), + 'total': decimal.Decimal(0.0), + } + account['total'] = self.sum(account['free'], account['used']) + result[currency] = account + return self.parse_balance(result) + + def parse_ticker(self, ticker, market=None): + """ + Wrapped to get decimals + """ + timestamp = self.milliseconds() + symbol = None + if market: + symbol = market['symbol'] + return { + 'symbol': symbol, + 'timestamp': timestamp, + 'datetime': self.iso8601(timestamp), + 'high': decimal.Decimal(ticker['high24hr']), + 'low': decimal.Decimal(ticker['low24hr']), + 'bid': decimal.Decimal(ticker['highestBid']), + 'ask': decimal.Decimal(ticker['lowestAsk']), + 'vwap': None, + 'open': None, + 'close': None, + 'first': None, + 'last': decimal.Decimal(ticker['last']), + 'change': decimal.Decimal(ticker['percentChange']), + 'percentage': None, + 'average': None, + 'baseVolume': decimal.Decimal(ticker['quoteVolume']), + 'quoteVolume': decimal.Decimal(ticker['baseVolume']), + 'info': ticker, + } + + def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): + """ + Wrapped to handle margin and exchange accounts + """ + if account == "exchange": + return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) + elif account == "margin": + return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) + else: + raise NotImplementedError + + diff --git a/test.py b/test.py index 141c9e0..37b0e88 100644 --- a/test.py +++ b/test.py @@ -45,6 +45,87 @@ class WebMockTestCase(unittest.TestCase): self.wm.stop() super(WebMockTestCase, self).tearDown() +@unittest.skipUnless("unit" in limits, "Unit skipped") +class poloniexETest(unittest.TestCase): + def setUp(self): + super(poloniexETest, self).setUp() + self.wm = requests_mock.Mocker() + self.wm.start() + + self.s = market.ccxt.poloniexE() + + def tearDown(self): + self.wm.stop() + super(poloniexETest, self).tearDown() + + 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_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()) + @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def fill_data(self): -- 2.41.0