From f9226903cb53a9b303a26de562e321159349f8df Mon Sep 17 00:00:00 2001 From: =?utf8?q?Isma=C3=ABl=20Bouya?= Date: Sun, 4 Mar 2018 23:35:16 +0100 Subject: [PATCH] Fixes after night run MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit - Currency pair doesn’t work when fetching orders - Store error in main to report. - Cancel orders when closing trade - Print closed status of trade to repr - Don’t try to cancel not cancellable orders --- main.py | 5 ++- portfolio.py | 26 ++++++++++--- test.py | 105 ++++++++++++++++++++++++++++++++++++++------------- 3 files changed, 102 insertions(+), 34 deletions(-) diff --git a/main.py b/main.py index 17cf58c..d4bab02 100644 --- a/main.py +++ b/main.py @@ -10,6 +10,9 @@ for market_config, user_id in helper.main_fetch_markets(pg_config, args.user): user_market = market.Market.from_config(market_config, debug=args.debug) helper.main_process_market(user_market, args.action, before=args.before, after=args.after) except Exception as e: - print("{}: {}".format(e.__class__.__name__, e)) + try: + user_market.report.log_error("main", exception=e) + except: + print("{}: {}".format(e.__class__.__name__, e)) finally: helper.main_store_report(report_path, user_id, user_market) diff --git a/portfolio.py b/portfolio.py index f27e84f..0f2c011 100644 --- a/portfolio.py +++ b/portfolio.py @@ -3,7 +3,7 @@ from datetime import datetime, timedelta from decimal import Decimal as D, ROUND_DOWN from json import JSONDecodeError from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError -from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached +from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound from retry import retry import requests @@ -333,6 +333,8 @@ class Trade: return not (self.is_fullfiled or self.closed) def close(self): + for order in self.orders: + order.cancel() self.closed = True @property @@ -467,11 +469,19 @@ class Trade: } def __repr__(self): - return "Trade({} -> {} in {}, {})".format( + if self.closed and not self.is_fullfiled: + closed = " ❌" + elif self.is_fullfiled: + closed = " ✔" + else: + closed = "" + + return "Trade({} -> {} in {}, {}{})".format( self.value_from, self.value_to, self.currency, - self.action) + self.action, + closed) def print_with_order(self, ind=""): self.market.report.print_log("{}{}".format(ind, self)) @@ -600,7 +610,7 @@ class Order: self.market.report.log_debug_action("Fetching {}".format(self)) return try: - result = self.market.ccxt.fetch_order(self.id, symbol=self.amount.currency) + result = self.market.ccxt.fetch_order(self.id) self.results.append(result) self.status = result["status"] # Time at which the order started @@ -645,8 +655,12 @@ class Order: self.market.report.log_debug_action("Mark {} as cancelled".format(self)) self.status = "canceled" return - self.market.ccxt.cancel_order(self.id) - self.fetch() + if self.open and self.id is not None: + try: + self.market.ccxt.cancel_order(self.id) + except OrderNotFound as e: # Closed inbetween + self.market.report.log_error("cancel_order", message="Already cancelled order", exception=e) + self.fetch() class Mouvement: def __init__(self, currency, base_currency, hash_): diff --git a/test.py b/test.py index 0bfa2b7..a45010b 100644 --- a/test.py +++ b/test.py @@ -1746,25 +1746,46 @@ class TradeTest(WebMockTestCase): trade.orders.append(order_mock1) trade.orders.append(order_mock2) - trade.print_with_order() + with mock.patch.object(trade, "filled_amount") as filled: + filled.return_value = portfolio.Amount("BTC", "0.1") - 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])) + 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") @@ -1888,27 +1909,57 @@ class OrderTest(WebMockTestCase): @mock.patch.object(portfolio.Order, "fetch") def test_cancel(self, fetch): - self.m.debug = True - order = portfolio.Order("buy", portfolio.Amount("ETH", 10), - D("0.1"), "BTC", "long", self.m, "trade") - order.status = "open" + 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) + 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) - 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 + 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() + 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), @@ -2050,7 +2101,7 @@ class OrderTest(WebMockTestCase): } order.fetch() - self.m.ccxt.fetch_order.assert_called_once_with(45, symbol="ETH") + 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) -- 2.41.0