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):
return type('Args', (object,), { "debug": debug, "quiet": quiet })()
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 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')
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(), 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_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(), 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(),
pg_config="pg_config", report_path="present", 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'
})
@mock.patch.object(market.ReportStore, "add_log")
def test_log_market(self, add_log):
report_store = market.ReportStore(self.m)
class Args:
def __init__(self):
self.debug = True
self.quiet = False
report_store.log_market(Args(), 4, 1, "report", True)
add_log.assert_called_once_with({
"type": "market",
"commit": "$Format:%H$",
"args": { "debug": True, "quiet": False },
"user_id": 4,
"market_id": 1,
"report_path": "report",
"debug": True
})
@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_config") as main_parse_config:
with self.subTest(debug=False):
main_parse_config.return_value = ["pg_config", "report_path"]
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)
with self.subTest(debug=True):
main_parse_config.return_value = ["pg_config", "report_path"]
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)
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, "report_path", "pg_config")
market_mock.from_config.assert_has_calls([
mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1, report_path="report_path"),
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, "report_path", 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.config = "config"
args_mock.user = "user"
parse_args.return_value = args_mock
parse_config.return_value = ["pg_config", "report_path"]
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("config")
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, "report_path", "pg_config"),
mock.call("config2", 1, 2, args_mock, "report_path", "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.config = "config"
args_mock.user = "user"
parse_args.return_value = args_mock
parse_config.return_value = ["pg_config", "report_path"]
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("config")
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, "report_path", "pg_config"),
mock.call.__bool__(),
mock.call("config2", 1, 2, args_mock, "report_path", "pg_config"),
])
@mock.patch.object(main.sys, "exit")
@mock.patch("main.configparser")
@mock.patch("main.os")
def test_parse_config(self, os, configparser, exit):
with self.subTest(pg_config=True, report_path=None):
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
def config(element):
return element == "postgresql"
config_mock.__contains__.side_effect = config
config_mock.__getitem__.return_value = "pg_config"
result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
self.assertEqual(["pg_config", None], result)
with self.subTest(pg_config=True, report_path="present"):
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
config_mock.__contains__.return_value = True
config_mock.__getitem__.side_effect = [
{"report_path": "report_path"},
{"report_path": "report_path"},
"pg_config",
]
os.path.exists.return_value = False
result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
self.assertEqual(["pg_config", "report_path"], result)
os.path.exists.assert_called_once_with("report_path")
os.makedirs.assert_called_once_with("report_path")
with self.subTest(pg_config=False),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
config_mock = mock.MagicMock()
configparser.ConfigParser.return_value = config_mock
result = main.parse_config("configfile")
config_mock.read.assert_called_with("configfile")
exit.assert_called_once_with(1)
self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue())
@mock.patch.object(main.sys, "exit")
def test_parse_args(self, exit):
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)
exit.assert_not_called()
with self.subTest(config="inexistant"),\
mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
args = main.parse_args(["--config", "foo.bar"])
exit.assert_called_once_with(1)
self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue())
@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)
if __name__ == '__main__':
unittest.main()