path: root/tests/test_ccxt_wrapper.py

from .helper import limits, unittest, mock, D
import requests_mock
import market

@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 self.subTest("Nominal case"), \
                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._market.market_id = 3
            ccxt._market.user_id = 3

            ccxt.session.request("GET", "URL", data="data",
                    headers={})
            ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
                    {'X-market-id': '3', 'X-user-id': '3'}, 'response')

        with self.subTest("Raising"),\
                mock.patch("market.ccxt.poloniexE.session") as session:
            session.request.side_effect = market.ccxt.RequestException("Boo")

            ccxt = market.ccxt.poloniexE()
            ccxt._market = mock.Mock
            ccxt._market.report = mock.Mock()
            ccxt._market.market_id = 3
            ccxt._market.user_id = 3

            with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm:
                ccxt.session.request("GET", "URL", data="data",
                        headers={})
            ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
                    {'X-market-id': '3', 'X-user-id': '3'}, cm.exception)


    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.s.markets = {
                "FOO": {
                    "precision": {
                        "price": 5,
                        "amount": 6,
                        }
                    },
                "BAR": {
                    "precision": {
                        "price": 7,
                        "amount": 8,
                        }
                    }
                }
        with mock.patch.object(self.s, "load_markets") as load_markets:
            self.assertEqual(5, self.s.order_precision("FOO"))
            load_markets.assert_called_once()

    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_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_order(self):
        with self.subTest(type="market"),\
                self.assertRaises(market.ExchangeError):
            self.s.create_order("FOO", "market", "buy", "10")

        with self.subTest(type="limit", account="margin"),\
                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_order("BTC_ETC", "limit", "buy", "12",
                    account="margin", 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_order("BTC_ETC", "limit", "sell",
                    "12", account="margin", 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()

        with self.subTest(type="limit", account="exchange"),\
                mock.patch.object(self.s, "load_markets") as load_markets,\
                mock.patch.object(self.s, "privatePostBuy") as exchange_buy,\
                mock.patch.object(self.s, "privatePostSell") as exchange_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:

            exchange_buy.return_value = {
                    "orderNumber": 123
                    }
            exchange_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_order("BTC_ETC", "limit", "buy", "12",
                    account="exchange", price="0.1")
            self.assertEqual(123, order["id"])
            exchange_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
            exchange_sell.assert_not_called()
            exchange_buy.reset_mock()
            exchange_sell.reset_mock()

            order = self.s.create_order("BTC_ETC", "limit", "sell",
                    "12", account="exchange", lending_rate="0.01", price="0.1")
            self.assertEqual(456, order["id"])
            exchange_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
            exchange_buy.assert_not_called()

        with self.subTest(account="unknown"), self.assertRaises(NotImplementedError),\
                mock.patch.object(self.s, "load_markets") as load_markets:
            self.s.create_order("symbol", "type", "side", "amount", account="unknown")

    def test_common_currency_code(self):
        self.assertEqual("FOO", self.s.common_currency_code("FOO"))

    def test_currency_id(self):
        self.assertEqual("FOO", self.s.currency_id("FOO"))

    def test_amount_to_precision(self):
        self.s.markets = {
                "FOO": {
                    "precision": {
                        "price": 5,
                        "amount": 6,
                        }
                    },
                "BAR": {
                    "precision": {
                        "price": 7,
                        "amount": 8,
                        }
                    }
                }
        self.assertEqual("0.0001", self.s.amount_to_precision("FOO", D("0.0001")))
        self.assertEqual("0.0000001", self.s.amount_to_precision("BAR", D("0.0000001")))
        self.assertEqual("0.000001", self.s.amount_to_precision("FOO", D("0.000001")))

    def test_price_to_precision(self):
        self.s.markets = {
                "FOO": {
                    "precision": {
                        "price": 5,
                        "amount": 6,
                        }
                    },
                "BAR": {
                    "precision": {
                        "price": 7,
                        "amount": 8,
                        }
                    }
                }
        self.assertEqual("0.0001", self.s.price_to_precision("FOO", D("0.0001")))
        self.assertEqual("0.0000001", self.s.price_to_precision("BAR", D("0.0000001")))
        self.assertEqual("0", self.s.price_to_precision("FOO", D("0.000001")))

    def test_is_dust_trade(self):
        self.assertTrue(self.s.is_dust_trade(D("0.0000009"), D("1000")))
        self.assertTrue(self.s.is_dust_trade(D("0.000001"), D("10")))
        self.assertFalse(self.s.is_dust_trade(D("0.000001"), D("100")))

    def test_fetch_nth_order_book(self):
        with mock.patch.object(self.s, "fetch_order_book") as t:
            t.return_value = {
                    "asks": [
                        [1.269e-05, 781.23105917],
                        [1.271e-05, 108.83577689],
                        [1.276e-05, 19162.15732141],
                        [1.277e-05, 34.13657561],
                        [1.28e-05, 95.14285714],
                        [1.281e-05, 11.13909862],
                        [1.282e-05, 43.42379871],
                        [1.284e-05, 493.67767887],
                        [1.288e-05, 6179.57843281],
                        [1.289e-05, 235.16250589]
                        ],
                    "bids": [
                        [1.266e-05, 3496.42283539],
                        [1.23e-05, 9.02439024],
                        [1.229e-05, 3244.25987796],
                        [1.228e-05, 6692.16061185],
                        [1.207e-05, 9.19635459],
                        [1.206e-05, 4711.05943978],
                        [1.194e-05, 84.67400508],
                        [1.168e-05, 61.75268779],
                        [1.165e-05, 9.52789699],
                        [1.157e-05, 16.4900605]
                        ]
                    }
            self.assertAlmostEqual(D("0.00001289"), self.s.fetch_nth_order_book("BTC/HUC", "ask", 10), 8)
            t.assert_called_once_with("BTC/HUC", limit=10)
            self.assertAlmostEqual(D("0.00001157"), self.s.fetch_nth_order_book("BTC/HUC", "bid", 10), 8)