from .helper import *
@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)
