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-rw-r--r--Makefile15
-rw-r--r--ccxt_wrapper.py2
-rw-r--r--main.py11
-rw-r--r--market.py5
-rwxr-xr-xobfuscate7
-rw-r--r--portfolio.py6
-rw-r--r--store.py72
-rw-r--r--test.py5223
-rw-r--r--test_acceptance.py314
-rw-r--r--tests/acceptance/print_balances/no_parallel/1.json262
-rw-r--r--tests/acceptance/print_balances/no_parallel/2.json288
-rw-r--r--tests/acceptance/print_balances/no_parallel_report_db/1.json262
-rw-r--r--tests/acceptance/print_balances/no_parallel_report_db/2.json288
-rw-r--r--tests/acceptance/print_balances/parallel/1.json262
-rw-r--r--tests/acceptance/print_balances/parallel/2.json288
-rw-r--r--tests/acceptance/print_balances/parallel_report_db/1.json262
-rw-r--r--tests/acceptance/print_balances/parallel_report_db/2.json288
-rw-r--r--tests/helper.py49
-rw-r--r--tests/test_ccxt_wrapper.py480
-rw-r--r--tests/test_main.py291
-rw-r--r--tests/test_market.py898
-rw-r--r--tests/test_portfolio.py2030
-rw-r--r--tests/test_store.py1268
23 files changed, 7614 insertions, 5257 deletions
diff --git a/Makefile b/Makefile
index 534bf88..e304426 100644
--- a/Makefile
+++ b/Makefile
@@ -15,6 +15,8 @@ release_version = $(shell git describe --tags --always)
15release_file = trader_$(release_version).tar.gz 15release_file = trader_$(release_version).tar.gz
16folder = ~/.no_backup/projets/git.immae.eu/releases/cryptoportfolio/trader 16folder = ~/.no_backup/projets/git.immae.eu/releases/cryptoportfolio/trader
17 17
18coverage_omit = "tests/*.py,test.py,test_acceptance.py"
19
18build_release: 20build_release:
19 git archive HEAD -o $(release_file) 21 git archive HEAD -o $(release_file)
20 mv $(release_file) $(folder) 22 mv $(release_file) $(folder)
@@ -25,7 +27,7 @@ build_release:
25 @echo "=================================" 27 @echo "================================="
26 28
27test_coverage_unit: 29test_coverage_unit:
28 coverage run --source=. --omit=test.py test.py --onlyunit 30 coverage run --source=. --omit="$(coverage_omit)" test.py
29 coverage report -m 31 coverage report -m
30 32
31test_coverage_unit_html: test_coverage_unit 33test_coverage_unit_html: test_coverage_unit
@@ -34,19 +36,10 @@ test_coverage_unit_html: test_coverage_unit
34 @echo "coverage in https://www.immae.eu/htmlcov" 36 @echo "coverage in https://www.immae.eu/htmlcov"
35 37
36test_coverage_acceptance: 38test_coverage_acceptance:
37 coverage run --source=. --omit=test.py test.py --onlyacceptance 39 coverage run --source=. --omit="$(coverage_omit)" test_acceptance.py
38 coverage report -m 40 coverage report -m
39 41
40test_coverage_acceptance_html: test_coverage_acceptance 42test_coverage_acceptance_html: test_coverage_acceptance
41 coverage html 43 coverage html
42 rm ~/hosts/www.immae.eu/htmlcov -rf && cp -r htmlcov ~/hosts/www.immae.eu 44 rm ~/hosts/www.immae.eu/htmlcov -rf && cp -r htmlcov ~/hosts/www.immae.eu
43 @echo "coverage in https://www.immae.eu/htmlcov" 45 @echo "coverage in https://www.immae.eu/htmlcov"
44
45test_coverage_all:
46 coverage run --source=. --omit=test.py test.py
47 coverage report -m
48
49test_coverage_all_html: test_coverage_all
50 coverage html
51 rm ~/hosts/www.immae.eu/htmlcov -rf && cp -r htmlcov ~/hosts/www.immae.eu
52 @echo "coverage in https://www.immae.eu/htmlcov"
diff --git a/ccxt_wrapper.py b/ccxt_wrapper.py
index bedf84b..366586c 100644
--- a/ccxt_wrapper.py
+++ b/ccxt_wrapper.py
@@ -47,6 +47,8 @@ class poloniexE(poloniex):
47 self.session._parent = self 47 self.session._parent = self
48 48
49 def request_wrap(self, *args, **kwargs): 49 def request_wrap(self, *args, **kwargs):
50 kwargs["headers"]["X-market-id"] = str(self._parent._market.market_id)
51 kwargs["headers"]["X-user-id"] = str(self._parent._market.user_id)
50 try: 52 try:
51 r = self.origin_request(*args, **kwargs) 53 r = self.origin_request(*args, **kwargs)
52 self._parent._market.report.log_http_request(args[0], 54 self._parent._market.report.log_http_request(args[0],
diff --git a/main.py b/main.py
index 6383ed1..2cfb01d 100644
--- a/main.py
+++ b/main.py
@@ -1,4 +1,3 @@
1from datetime import datetime
2import configargparse 1import configargparse
3import psycopg2 2import psycopg2
4import os 3import os
@@ -170,13 +169,21 @@ def main(argv):
170 import threading 169 import threading
171 market.Portfolio.start_worker() 170 market.Portfolio.start_worker()
172 171
172 threads = []
173 def process_(*args): 173 def process_(*args):
174 threading.Thread(target=process, args=args).start() 174 thread = threading.Thread(target=process, args=args)
175 thread.start()
176 threads.append(thread)
175 else: 177 else:
176 process_ = process 178 process_ = process
177 179
178 for market_id, market_config, user_id in fetch_markets(pg_config, args.user): 180 for market_id, market_config, user_id in fetch_markets(pg_config, args.user):
179 process_(market_config, market_id, user_id, args, pg_config) 181 process_(market_config, market_id, user_id, args, pg_config)
180 182
183 if args.parallel:
184 for thread in threads:
185 thread.join()
186 market.Portfolio.stop_worker()
187
181if __name__ == '__main__': # pragma: no cover 188if __name__ == '__main__': # pragma: no cover
182 main(sys.argv[1:]) 189 main(sys.argv[1:])
diff --git a/market.py b/market.py
index e16641c..7a37cf6 100644
--- a/market.py
+++ b/market.py
@@ -5,6 +5,7 @@ import psycopg2
5from store import * 5from store import *
6from cachetools.func import ttl_cache 6from cachetools.func import ttl_cache
7from datetime import datetime 7from datetime import datetime
8import datetime
8from retry import retry 9from retry import retry
9import portfolio 10import portfolio
10 11
@@ -28,7 +29,7 @@ class Market:
28 for key in ["user_id", "market_id", "pg_config"]: 29 for key in ["user_id", "market_id", "pg_config"]:
29 setattr(self, key, kwargs.get(key, None)) 30 setattr(self, key, kwargs.get(key, None))
30 31
31 self.report.log_market(self.args, self.user_id, self.market_id) 32 self.report.log_market(self.args)
32 33
33 @classmethod 34 @classmethod
34 def from_config(cls, config, args, **kwargs): 35 def from_config(cls, config, args, **kwargs):
@@ -40,7 +41,7 @@ class Market:
40 41
41 def store_report(self): 42 def store_report(self):
42 self.report.merge(Portfolio.report) 43 self.report.merge(Portfolio.report)
43 date = datetime.now() 44 date = datetime.datetime.now()
44 if self.args.report_path is not None: 45 if self.args.report_path is not None:
45 self.store_file_report(date) 46 self.store_file_report(date)
46 if self.pg_config is not None and self.args.report_db: 47 if self.pg_config is not None and self.args.report_db:
diff --git a/obfuscate b/obfuscate
new file mode 100755
index 0000000..d4562ea
--- /dev/null
+++ b/obfuscate
@@ -0,0 +1,7 @@
1#!/bin/bash
2
3f="$1"
4sed -i -e 's/"Key": ".*",/"Key": "01234567-89ABCDEF-GHIJKLMN-OPQRSTUV",/' $f
5sed -i -e 's/"Sign": ".*",/"Sign": "0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef0123456789abcdef",/' $f
6sed -i -e 's/\\"depositAddress\\":\\"[^"]*\\"/\\"depositAddress\\":\\"1HelloWorld\\"/g' $f
7sed -i -e 's/"date": "....-..-..T..:..:.........",/"date": "2018-04-07T12:00:00.000000",/' $f
diff --git a/portfolio.py b/portfolio.py
index 535aaa8..146ee79 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -1,4 +1,4 @@
1from datetime import datetime 1import datetime
2from retry import retry 2from retry import retry
3from decimal import Decimal as D, ROUND_DOWN 3from decimal import Decimal as D, ROUND_DOWN
4from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce 4from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce
@@ -492,7 +492,7 @@ class Order:
492 self.market.report.log_debug_action(action) 492 self.market.report.log_debug_action(action)
493 self.results.append({"debug": True, "id": -1}) 493 self.results.append({"debug": True, "id": -1})
494 else: 494 else:
495 self.start_date = datetime.now() 495 self.start_date = datetime.datetime.now()
496 try: 496 try:
497 self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) 497 self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
498 except InvalidOrder: 498 except InvalidOrder:
@@ -677,7 +677,7 @@ class Mouvement:
677 self.action = hash_.get("type") 677 self.action = hash_.get("type")
678 self.fee_rate = D(hash_.get("fee", -1)) 678 self.fee_rate = D(hash_.get("fee", -1))
679 try: 679 try:
680 self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') 680 self.date = datetime.datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S')
681 except ValueError: 681 except ValueError:
682 self.date = None 682 self.date = None
683 self.rate = D(hash_.get("rate", 0)) 683 self.rate = D(hash_.get("rate", 0))
diff --git a/store.py b/store.py
index 67e8a8f..467dd4b 100644
--- a/store.py
+++ b/store.py
@@ -3,7 +3,7 @@ import requests
3import portfolio 3import portfolio
4import simplejson as json 4import simplejson as json
5from decimal import Decimal as D, ROUND_DOWN 5from decimal import Decimal as D, ROUND_DOWN
6from datetime import date, datetime, timedelta 6import datetime
7import inspect 7import inspect
8from json import JSONDecodeError 8from json import JSONDecodeError
9from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError 9from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
@@ -11,13 +11,16 @@ from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
11__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"] 11__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
12 12
13class ReportStore: 13class ReportStore:
14 def __init__(self, market, verbose_print=True): 14 def __init__(self, market, verbose_print=True, no_http_dup=False):
15 self.market = market 15 self.market = market
16 self.verbose_print = verbose_print 16 self.verbose_print = verbose_print
17 17
18 self.print_logs = [] 18 self.print_logs = []
19 self.logs = [] 19 self.logs = []
20 20
21 self.no_http_dup = no_http_dup
22 self.last_http = None
23
21 def merge(self, other_report): 24 def merge(self, other_report):
22 self.logs += other_report.logs 25 self.logs += other_report.logs
23 self.logs.sort(key=lambda x: x["date"]) 26 self.logs.sort(key=lambda x: x["date"])
@@ -26,19 +29,26 @@ class ReportStore:
26 self.print_logs.sort(key=lambda x: x[0]) 29 self.print_logs.sort(key=lambda x: x[0])
27 30
28 def print_log(self, message): 31 def print_log(self, message):
29 now = datetime.now() 32 now = datetime.datetime.now()
30 message = "{:%Y-%m-%d %H:%M:%S}: {}".format(now, str(message)) 33 message = "{:%Y-%m-%d %H:%M:%S}: {}".format(now, str(message))
31 self.print_logs.append([now, message]) 34 self.print_logs.append([now, message])
32 if self.verbose_print: 35 if self.verbose_print:
33 print(message) 36 print(message)
34 37
35 def add_log(self, hash_): 38 def add_log(self, hash_):
36 hash_["date"] = datetime.now() 39 hash_["date"] = datetime.datetime.now()
40 if self.market is not None:
41 hash_["user_id"] = self.market.user_id
42 hash_["market_id"] = self.market.market_id
43 else:
44 hash_["user_id"] = None
45 hash_["market_id"] = None
37 self.logs.append(hash_) 46 self.logs.append(hash_)
47 return hash_
38 48
39 @staticmethod 49 @staticmethod
40 def default_json_serial(obj): 50 def default_json_serial(obj):
41 if isinstance(obj, (datetime, date)): 51 if isinstance(obj, (datetime.datetime, datetime.date)):
42 return obj.isoformat() 52 return obj.isoformat()
43 return str(obj) 53 return str(obj)
44 54
@@ -188,7 +198,12 @@ class ReportStore:
188 "error": response.__class__.__name__, 198 "error": response.__class__.__name__,
189 "error_message": str(response), 199 "error_message": str(response),
190 }) 200 })
191 else: 201 self.last_http = None
202 elif self.no_http_dup and \
203 self.last_http is not None and \
204 self.last_http["url"] == url and \
205 self.last_http["method"] == method and \
206 self.last_http["response"] == response.text:
192 self.add_log({ 207 self.add_log({
193 "type": "http_request", 208 "type": "http_request",
194 "method": method, 209 "method": method,
@@ -196,7 +211,19 @@ class ReportStore:
196 "body": body, 211 "body": body,
197 "headers": headers, 212 "headers": headers,
198 "status": response.status_code, 213 "status": response.status_code,
199 "response": response.text 214 "response": None,
215 "response_same_as": self.last_http["date"]
216 })
217 else:
218 self.last_http = self.add_log({
219 "type": "http_request",
220 "method": method,
221 "url": url,
222 "body": body,
223 "headers": headers,
224 "status": response.status_code,
225 "response": response.text,
226 "response_same_as": None,
200 }) 227 })
201 228
202 def log_error(self, action, message=None, exception=None): 229 def log_error(self, action, message=None, exception=None):
@@ -222,13 +249,11 @@ class ReportStore:
222 "action": action, 249 "action": action,
223 }) 250 })
224 251
225 def log_market(self, args, user_id, market_id): 252 def log_market(self, args):
226 self.add_log({ 253 self.add_log({
227 "type": "market", 254 "type": "market",
228 "commit": "$Format:%H$", 255 "commit": "$Format:%H$",
229 "args": vars(args), 256 "args": vars(args),
230 "user_id": user_id,
231 "market_id": market_id,
232 }) 257 })
233 258
234class BalanceStore: 259class BalanceStore:
@@ -382,7 +407,7 @@ class Portfolio:
382 data = LockedVar(None) 407 data = LockedVar(None)
383 liquidities = LockedVar({}) 408 liquidities = LockedVar({})
384 last_date = LockedVar(None) 409 last_date = LockedVar(None)
385 report = LockedVar(ReportStore(None)) 410 report = LockedVar(ReportStore(None, no_http_dup=True))
386 worker = None 411 worker = None
387 worker_started = False 412 worker_started = False
388 worker_notify = None 413 worker_notify = None
@@ -418,11 +443,17 @@ class Portfolio:
418 raise RuntimeError("This method needs to be ran with the worker") 443 raise RuntimeError("This method needs to be ran with the worker")
419 while cls.worker_started: 444 while cls.worker_started:
420 cls.worker_notify.wait() 445 cls.worker_notify.wait()
421 cls.worker_notify.clear() 446 if cls.worker_started:
422 cls.report.print_log("Fetching cryptoportfolio") 447 cls.worker_notify.clear()
423 cls.get_cryptoportfolio(refetch=True) 448 cls.report.print_log("Fetching cryptoportfolio")
424 cls.callback.set() 449 cls.get_cryptoportfolio(refetch=True)
425 time.sleep(poll) 450 cls.callback.set()
451 time.sleep(poll)
452
453 @classmethod
454 def stop_worker(cls):
455 cls.worker_started = False
456 cls.worker_notify.set()
426 457
427 @classmethod 458 @classmethod
428 def notify_and_wait(cls): 459 def notify_and_wait(cls):
@@ -433,7 +464,7 @@ class Portfolio:
433 @classmethod 464 @classmethod
434 def wait_for_recent(cls, delta=4, poll=30): 465 def wait_for_recent(cls, delta=4, poll=30):
435 cls.get_cryptoportfolio() 466 cls.get_cryptoportfolio()
436 while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta): 467 while cls.last_date.get() is None or datetime.datetime.now() - cls.last_date.get() > datetime.timedelta(delta):
437 if cls.worker is None: 468 if cls.worker is None:
438 time.sleep(poll) 469 time.sleep(poll)
439 cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") 470 cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
@@ -490,7 +521,7 @@ class Portfolio:
490 weights_hash = portfolio_hash["weights"] 521 weights_hash = portfolio_hash["weights"]
491 weights = {} 522 weights = {}
492 for i in range(len(weights_hash["_row"])): 523 for i in range(len(weights_hash["_row"])):
493 date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") 524 date = datetime.datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
494 weights[date] = dict(filter( 525 weights[date] = dict(filter(
495 filter_weights, 526 filter_weights,
496 map(clean_weights(i), weights_hash.items()))) 527 map(clean_weights(i), weights_hash.items())))
@@ -504,8 +535,7 @@ class Portfolio:
504 "high": high_liquidity, 535 "high": high_liquidity,
505 }) 536 })
506 cls.last_date.set(max( 537 cls.last_date.set(max(
507 max(medium_liquidity.keys(), default=datetime(1, 1, 1)), 538 max(medium_liquidity.keys(), default=datetime.datetime(1, 1, 1)),
508 max(high_liquidity.keys(), default=datetime(1, 1, 1)) 539 max(high_liquidity.keys(), default=datetime.datetime(1, 1, 1))
509 )) 540 ))
510 541
511
diff --git a/test.py b/test.py
index cbce357..8b9d35b 100644
--- a/test.py
+++ b/test.py
@@ -1,5223 +1,10 @@
1import sys
2import portfolio
3import unittest 1import unittest
4import datetime
5from decimal import Decimal as D
6from unittest import mock
7import requests
8import requests_mock
9from io import StringIO
10import threading
11import portfolio, market, main, store
12 2
13limits = ["acceptance", "unit"] 3from tests.test_ccxt_wrapper import *
14for test_type in limits: 4from tests.test_main import *
15 if "--no{}".format(test_type) in sys.argv: 5from tests.test_market import *
16 sys.argv.remove("--no{}".format(test_type)) 6from tests.test_store import *
17 limits.remove(test_type) 7from tests.test_portfolio import *
18 if "--only{}".format(test_type) in sys.argv:
19 sys.argv.remove("--only{}".format(test_type))
20 limits = [test_type]
21 break
22
23class WebMockTestCase(unittest.TestCase):
24 import time
25
26 def market_args(self, debug=False, quiet=False, report_path=None, **kwargs):
27 return main.configargparse.Namespace(report_path=report_path,
28 debug=debug, quiet=quiet, **kwargs)
29
30 def setUp(self):
31 super().setUp()
32 self.wm = requests_mock.Mocker()
33 self.wm.start()
34
35 # market
36 self.m = mock.Mock(name="Market", spec=market.Market)
37 self.m.debug = False
38
39 self.patchers = [
40 mock.patch.multiple(market.Portfolio,
41 data=store.LockedVar(None),
42 liquidities=store.LockedVar({}),
43 last_date=store.LockedVar(None),
44 report=mock.Mock(),
45 worker=None,
46 worker_notify=None,
47 worker_started=False,
48 callback=None),
49 mock.patch.multiple(portfolio.Computation,
50 computations=portfolio.Computation.computations),
51 ]
52 for patcher in self.patchers:
53 patcher.start()
54
55 def tearDown(self):
56 for patcher in self.patchers:
57 patcher.stop()
58 self.wm.stop()
59 super().tearDown()
60
61@unittest.skipUnless("unit" in limits, "Unit skipped")
62class poloniexETest(unittest.TestCase):
63 def setUp(self):
64 super().setUp()
65 self.wm = requests_mock.Mocker()
66 self.wm.start()
67
68 self.s = market.ccxt.poloniexE()
69
70 def tearDown(self):
71 self.wm.stop()
72 super().tearDown()
73
74 def test__init(self):
75 with self.subTest("Nominal case"), \
76 mock.patch("market.ccxt.poloniexE.session") as session:
77 session.request.return_value = "response"
78 ccxt = market.ccxt.poloniexE()
79 ccxt._market = mock.Mock
80 ccxt._market.report = mock.Mock()
81
82 ccxt.session.request("GET", "URL", data="data",
83 headers="headers")
84 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
85 'headers', 'response')
86
87 with self.subTest("Raising"),\
88 mock.patch("market.ccxt.poloniexE.session") as session:
89 session.request.side_effect = market.ccxt.RequestException("Boo")
90
91 ccxt = market.ccxt.poloniexE()
92 ccxt._market = mock.Mock
93 ccxt._market.report = mock.Mock()
94
95 with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm:
96 ccxt.session.request("GET", "URL", data="data",
97 headers="headers")
98 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
99 'headers', cm.exception)
100
101
102 def test_nanoseconds(self):
103 with mock.patch.object(market.ccxt.time, "time") as time:
104 time.return_value = 123456.7890123456
105 self.assertEqual(123456789012345, self.s.nanoseconds())
106
107 def test_nonce(self):
108 with mock.patch.object(market.ccxt.time, "time") as time:
109 time.return_value = 123456.7890123456
110 self.assertEqual(123456789012345, self.s.nonce())
111
112 def test_request(self):
113 with mock.patch.object(market.ccxt.poloniex, "request") as request,\
114 mock.patch("market.ccxt.retry_call") as retry_call:
115 with self.subTest(wrapped=True):
116 with self.subTest(desc="public"):
117 self.s.request("foo")
118 retry_call.assert_called_with(request,
119 delay=1, tries=10, fargs=["foo"],
120 fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
121 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
122 request.assert_not_called()
123
124 with self.subTest(desc="private GET"):
125 self.s.request("foo", api="private")
126 retry_call.assert_called_with(request,
127 delay=1, tries=10, fargs=["foo"],
128 fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
129 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
130 request.assert_not_called()
131
132 with self.subTest(desc="private POST regexp"):
133 self.s.request("returnFoo", api="private", method="POST")
134 retry_call.assert_called_with(request,
135 delay=1, tries=10, fargs=["returnFoo"],
136 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
137 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
138 request.assert_not_called()
139
140 with self.subTest(desc="private POST non-regexp"):
141 self.s.request("getMarginPosition", api="private", method="POST")
142 retry_call.assert_called_with(request,
143 delay=1, tries=10, fargs=["getMarginPosition"],
144 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
145 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
146 request.assert_not_called()
147 retry_call.reset_mock()
148 request.reset_mock()
149 with self.subTest(wrapped=False):
150 with self.subTest(desc="private POST non-matching regexp"):
151 self.s.request("marginBuy", api="private", method="POST")
152 request.assert_called_with("marginBuy",
153 api="private", method="POST", params={},
154 headers=None, body=None)
155 retry_call.assert_not_called()
156
157 with self.subTest(desc="private POST non-matching non-regexp"):
158 self.s.request("closeMarginPositionOther", api="private", method="POST")
159 request.assert_called_with("closeMarginPositionOther",
160 api="private", method="POST", params={},
161 headers=None, body=None)
162 retry_call.assert_not_called()
163
164 def test_order_precision(self):
165 self.assertEqual(8, self.s.order_precision("FOO"))
166
167 def test_transfer_balance(self):
168 with self.subTest(success=True),\
169 mock.patch.object(self.s, "privatePostTransferBalance") as t:
170 t.return_value = { "success": 1 }
171 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
172 t.assert_called_once_with({
173 "currency": "FOO",
174 "amount": 12,
175 "fromAccount": "exchange",
176 "toAccount": "margin",
177 "confirmed": 1
178 })
179 self.assertTrue(result)
180
181 with self.subTest(success=False),\
182 mock.patch.object(self.s, "privatePostTransferBalance") as t:
183 t.return_value = { "success": 0 }
184 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
185
186 def test_close_margin_position(self):
187 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
188 self.s.close_margin_position("FOO", "BAR")
189 c.assert_called_with({"currencyPair": "BAR_FOO"})
190
191 def test_tradable_balances(self):
192 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
193 r.return_value = {
194 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
195 "BAR": { "exchange": "1", "margin": "0" },
196 }
197 balances = self.s.tradable_balances()
198 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
199 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
200 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
201 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
202
203 def test_margin_summary(self):
204 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
205 r.return_value = {
206 "currentMargin": "1.49680968",
207 "lendingFees": "0.0000001",
208 "pl": "0.00008254",
209 "totalBorrowedValue": "0.00673602",
210 "totalValue": "0.01000000",
211 "netValue": "0.01008254",
212 }
213 expected = {
214 'current_margin': D('1.49680968'),
215 'gains': D('0.00008254'),
216 'lending_fees': D('0.0000001'),
217 'total': D('0.01000000'),
218 'total_borrowed': D('0.00673602')
219 }
220 self.assertEqual(expected, self.s.margin_summary())
221
222 def test_create_order(self):
223 with mock.patch.object(self.s, "create_exchange_order") as exchange,\
224 mock.patch.object(self.s, "create_margin_order") as margin:
225 with self.subTest(account="unspecified"):
226 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
227 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
228 margin.assert_not_called()
229 exchange.reset_mock()
230 margin.reset_mock()
231
232 with self.subTest(account="exchange"):
233 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
234 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
235 margin.assert_not_called()
236 exchange.reset_mock()
237 margin.reset_mock()
238
239 with self.subTest(account="margin"):
240 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
241 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
242 exchange.assert_not_called()
243 exchange.reset_mock()
244 margin.reset_mock()
245
246 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
247 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
248
249 def test_parse_ticker(self):
250 ticker = {
251 "high24hr": "12",
252 "low24hr": "10",
253 "highestBid": "10.5",
254 "lowestAsk": "11.5",
255 "last": "11",
256 "percentChange": "0.1",
257 "quoteVolume": "10",
258 "baseVolume": "20"
259 }
260 market = {
261 "symbol": "BTC/ETC"
262 }
263 with mock.patch.object(self.s, "milliseconds") as ms:
264 ms.return_value = 1520292715123
265 result = self.s.parse_ticker(ticker, market)
266
267 expected = {
268 "symbol": "BTC/ETC",
269 "timestamp": 1520292715123,
270 "datetime": "2018-03-05T23:31:55.123Z",
271 "high": D("12"),
272 "low": D("10"),
273 "bid": D("10.5"),
274 "ask": D("11.5"),
275 "vwap": None,
276 "open": None,
277 "close": None,
278 "first": None,
279 "last": D("11"),
280 "change": D("0.1"),
281 "percentage": None,
282 "average": None,
283 "baseVolume": D("10"),
284 "quoteVolume": D("20"),
285 "info": ticker
286 }
287 self.assertEqual(expected, result)
288
289 def test_fetch_margin_balance(self):
290 with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
291 get_margin_position.return_value = {
292 "BTC_DASH": {
293 "amount": "-0.1",
294 "basePrice": "0.06818560",
295 "lendingFees": "0.00000001",
296 "liquidationPrice": "0.15107132",
297 "pl": "-0.00000371",
298 "total": "0.00681856",
299 "type": "short"
300 },
301 "BTC_ETC": {
302 "amount": "-0.6",
303 "basePrice": "0.1",
304 "lendingFees": "0.00000001",
305 "liquidationPrice": "0.6",
306 "pl": "0.00000371",
307 "total": "0.06",
308 "type": "short"
309 },
310 "BTC_ETH": {
311 "amount": "0",
312 "basePrice": "0",
313 "lendingFees": "0",
314 "liquidationPrice": "-1",
315 "pl": "0",
316 "total": "0",
317 "type": "none"
318 }
319 }
320 balances = self.s.fetch_margin_balance()
321 self.assertEqual(2, len(balances))
322 expected = {
323 "DASH": {
324 "amount": D("-0.1"),
325 "borrowedPrice": D("0.06818560"),
326 "lendingFees": D("1E-8"),
327 "pl": D("-0.00000371"),
328 "liquidationPrice": D("0.15107132"),
329 "type": "short",
330 "total": D("0.00681856"),
331 "baseCurrency": "BTC"
332 },
333 "ETC": {
334 "amount": D("-0.6"),
335 "borrowedPrice": D("0.1"),
336 "lendingFees": D("1E-8"),
337 "pl": D("0.00000371"),
338 "liquidationPrice": D("0.6"),
339 "type": "short",
340 "total": D("0.06"),
341 "baseCurrency": "BTC"
342 }
343 }
344 self.assertEqual(expected, balances)
345
346 def test_sum(self):
347 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
348
349 def test_fetch_balance(self):
350 with mock.patch.object(self.s, "load_markets") as load_markets,\
351 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
352 mock.patch.object(self.s, "common_currency_code") as ccc:
353 ccc.side_effect = ["ETH", "BTC", "DASH"]
354 balances.return_value = {
355 "ETH": {
356 "available": "10",
357 "onOrders": "1",
358 },
359 "BTC": {
360 "available": "1",
361 "onOrders": "0",
362 },
363 "DASH": {
364 "available": "0",
365 "onOrders": "3"
366 }
367 }
368
369 expected = {
370 "info": {
371 "ETH": {"available": "10", "onOrders": "1"},
372 "BTC": {"available": "1", "onOrders": "0"},
373 "DASH": {"available": "0", "onOrders": "3"}
374 },
375 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
376 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
377 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
378 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
379 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
380 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
381 }
382 result = self.s.fetch_balance()
383 load_markets.assert_called_once()
384 self.assertEqual(expected, result)
385
386 def test_fetch_balance_per_type(self):
387 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
388 balances.return_value = {
389 "exchange": {
390 "BLK": "159.83673869",
391 "BTC": "0.00005959",
392 "USDT": "0.00002625",
393 "XMR": "0.18719303"
394 },
395 "margin": {
396 "BTC": "0.03019227"
397 }
398 }
399 expected = {
400 "info": {
401 "exchange": {
402 "BLK": "159.83673869",
403 "BTC": "0.00005959",
404 "USDT": "0.00002625",
405 "XMR": "0.18719303"
406 },
407 "margin": {
408 "BTC": "0.03019227"
409 }
410 },
411 "exchange": {
412 "BLK": D("159.83673869"),
413 "BTC": D("0.00005959"),
414 "USDT": D("0.00002625"),
415 "XMR": D("0.18719303")
416 },
417 "margin": {"BTC": D("0.03019227")},
418 "BLK": {"exchange": D("159.83673869")},
419 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
420 "USDT": {"exchange": D("0.00002625")},
421 "XMR": {"exchange": D("0.18719303")}
422 }
423 result = self.s.fetch_balance_per_type()
424 self.assertEqual(expected, result)
425
426 def test_fetch_all_balances(self):
427 import json
428 with mock.patch.object(self.s, "load_markets") as load_markets,\
429 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
430 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
431 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
432
433 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
434 balance.return_value = json.load(f)
435 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
436 margin_balance.return_value = json.load(f)
437 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
438 balance_per_type.return_value = json.load(f)
439
440 result = self.s.fetch_all_balances()
441 expected_doge = {
442 "total": D("-12779.79821852"),
443 "exchange_used": D("0E-8"),
444 "exchange_total": D("0E-8"),
445 "exchange_free": D("0E-8"),
446 "margin_available": 0,
447 "margin_in_position": 0,
448 "margin_borrowed": D("12779.79821852"),
449 "margin_total": D("-12779.79821852"),
450 "margin_pending_gain": 0,
451 "margin_lending_fees": D("-9E-8"),
452 "margin_pending_base_gain": D("0.00024059"),
453 "margin_position_type": "short",
454 "margin_liquidation_price": D("0.00000246"),
455 "margin_borrowed_base_price": D("0.00599149"),
456 "margin_borrowed_base_currency": "BTC"
457 }
458 expected_btc = {"total": D("0.05432165"),
459 "exchange_used": D("0E-8"),
460 "exchange_total": D("0.00005959"),
461 "exchange_free": D("0.00005959"),
462 "margin_available": D("0.03019227"),
463 "margin_in_position": D("0.02406979"),
464 "margin_borrowed": 0,
465 "margin_total": D("0.05426206"),
466 "margin_pending_gain": D("0.00093955"),
467 "margin_lending_fees": 0,
468 "margin_pending_base_gain": 0,
469 "margin_position_type": None,
470 "margin_liquidation_price": 0,
471 "margin_borrowed_base_price": 0,
472 "margin_borrowed_base_currency": None
473 }
474 expected_xmr = {"total": D("0.18719303"),
475 "exchange_used": D("0E-8"),
476 "exchange_total": D("0.18719303"),
477 "exchange_free": D("0.18719303"),
478 "margin_available": 0,
479 "margin_in_position": 0,
480 "margin_borrowed": 0,
481 "margin_total": 0,
482 "margin_pending_gain": 0,
483 "margin_lending_fees": 0,
484 "margin_pending_base_gain": 0,
485 "margin_position_type": None,
486 "margin_liquidation_price": 0,
487 "margin_borrowed_base_price": 0,
488 "margin_borrowed_base_currency": None
489 }
490 self.assertEqual(expected_xmr, result["XMR"])
491 self.assertEqual(expected_doge, result["DOGE"])
492 self.assertEqual(expected_btc, result["BTC"])
493
494 def test_create_margin_order(self):
495 with self.assertRaises(market.ExchangeError):
496 self.s.create_margin_order("FOO", "market", "buy", "10")
497
498 with mock.patch.object(self.s, "load_markets") as load_markets,\
499 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
500 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
501 mock.patch.object(self.s, "market") as market_mock,\
502 mock.patch.object(self.s, "price_to_precision") as ptp,\
503 mock.patch.object(self.s, "amount_to_precision") as atp:
504
505 margin_buy.return_value = {
506 "orderNumber": 123
507 }
508 margin_sell.return_value = {
509 "orderNumber": 456
510 }
511 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
512 ptp.return_value = D("0.1")
513 atp.return_value = D("12")
514
515 order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
516 self.assertEqual(123, order["id"])
517 margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
518 margin_sell.assert_not_called()
519 margin_buy.reset_mock()
520 margin_sell.reset_mock()
521
522 order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
523 self.assertEqual(456, order["id"])
524 margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
525 margin_buy.assert_not_called()
526
527 def test_create_exchange_order(self):
528 with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
529 self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
530
531 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
532
533@unittest.skipUnless("unit" in limits, "Unit skipped")
534class NoopLockTest(unittest.TestCase):
535 def test_with(self):
536 noop_lock = store.NoopLock()
537 with noop_lock:
538 self.assertTrue(True)
539
540@unittest.skipUnless("unit" in limits, "Unit skipped")
541class LockedVar(unittest.TestCase):
542
543 def test_values(self):
544 locked_var = store.LockedVar("Foo")
545 self.assertIsInstance(locked_var.lock, store.NoopLock)
546 self.assertEqual("Foo", locked_var.val)
547
548 def test_get(self):
549 with self.subTest(desc="Normal case"):
550 locked_var = store.LockedVar("Foo")
551 self.assertEqual("Foo", locked_var.get())
552 with self.subTest(desc="Dict"):
553 locked_var = store.LockedVar({"foo": "bar"})
554 self.assertEqual({"foo": "bar"}, locked_var.get())
555 self.assertEqual("bar", locked_var.get("foo"))
556 self.assertIsNone(locked_var.get("other"))
557
558 def test_set(self):
559 locked_var = store.LockedVar("Foo")
560 locked_var.set("Bar")
561 self.assertEqual("Bar", locked_var.get())
562
563 def test__getattr(self):
564 dummy = type('Dummy', (object,), {})()
565 dummy.attribute = "Hey"
566
567 locked_var = store.LockedVar(dummy)
568 self.assertEqual("Hey", locked_var.attribute)
569 with self.assertRaises(AttributeError):
570 locked_var.other
571
572 def test_start_lock(self):
573 locked_var = store.LockedVar("Foo")
574 locked_var.start_lock()
575 self.assertEqual("lock", locked_var.lock.__class__.__name__)
576
577 thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
578 thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
579 thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
580
581 with locked_var.lock:
582 thread1.start()
583 thread2.start()
584 thread3.start()
585
586 self.assertEqual("Foo", locked_var.val)
587 thread1.join()
588 thread2.join()
589 thread3.join()
590 self.assertEqual("Bar", locked_var.get()[0:3])
591
592 def test_wait_for_notification(self):
593 with self.assertRaises(RuntimeError):
594 store.Portfolio.wait_for_notification()
595
596 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
597 mock.patch.object(store.Portfolio, "report") as report,\
598 mock.patch.object(store.time, "sleep") as sleep:
599 store.Portfolio.start_worker(poll=3)
600
601 store.Portfolio.worker_notify.set()
602
603 store.Portfolio.callback.wait()
604
605 report.print_log.assert_called_once_with("Fetching cryptoportfolio")
606 get.assert_called_once_with(refetch=True)
607 sleep.assert_called_once_with(3)
608 self.assertFalse(store.Portfolio.worker_notify.is_set())
609 self.assertTrue(store.Portfolio.worker.is_alive())
610
611 store.Portfolio.callback.clear()
612 store.Portfolio.worker_started = False
613 store.Portfolio.worker_notify.set()
614 store.Portfolio.callback.wait()
615
616 self.assertFalse(store.Portfolio.worker.is_alive())
617
618 def test_notify_and_wait(self):
619 with mock.patch.object(store.Portfolio, "callback") as callback,\
620 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
621 store.Portfolio.notify_and_wait()
622 callback.clear.assert_called_once_with()
623 worker_notify.set.assert_called_once_with()
624 callback.wait.assert_called_once_with()
625
626@unittest.skipUnless("unit" in limits, "Unit skipped")
627class PortfolioTest(WebMockTestCase):
628 def setUp(self):
629 super().setUp()
630
631 with open("test_samples/test_portfolio.json") as example:
632 self.json_response = example.read()
633
634 self.wm.get(market.Portfolio.URL, text=self.json_response)
635
636 @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
637 def test_get_cryptoportfolio(self, parse_cryptoportfolio):
638 with self.subTest(parallel=False):
639 self.wm.get(market.Portfolio.URL, [
640 {"text":'{ "foo": "bar" }', "status_code": 200},
641 {"text": "System Error", "status_code": 500},
642 {"exc": requests.exceptions.ConnectTimeout},
643 ])
644 market.Portfolio.get_cryptoportfolio()
645 self.assertIn("foo", market.Portfolio.data.get())
646 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
647 self.assertTrue(self.wm.called)
648 self.assertEqual(1, self.wm.call_count)
649 market.Portfolio.report.log_error.assert_not_called()
650 market.Portfolio.report.log_http_request.assert_called_once()
651 parse_cryptoportfolio.assert_called_once_with()
652 market.Portfolio.report.log_http_request.reset_mock()
653 parse_cryptoportfolio.reset_mock()
654 market.Portfolio.data = store.LockedVar(None)
655
656 market.Portfolio.get_cryptoportfolio()
657 self.assertIsNone(market.Portfolio.data.get())
658 self.assertEqual(2, self.wm.call_count)
659 parse_cryptoportfolio.assert_not_called()
660 market.Portfolio.report.log_error.assert_not_called()
661 market.Portfolio.report.log_http_request.assert_called_once()
662 market.Portfolio.report.log_http_request.reset_mock()
663 parse_cryptoportfolio.reset_mock()
664
665 market.Portfolio.data = store.LockedVar("Foo")
666 market.Portfolio.get_cryptoportfolio()
667 self.assertEqual(2, self.wm.call_count)
668 parse_cryptoportfolio.assert_not_called()
669
670 market.Portfolio.get_cryptoportfolio(refetch=True)
671 self.assertEqual("Foo", market.Portfolio.data.get())
672 self.assertEqual(3, self.wm.call_count)
673 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
674 exception=mock.ANY)
675 market.Portfolio.report.log_http_request.assert_not_called()
676 with self.subTest(parallel=True):
677 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
678 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
679 with self.subTest(worker=True):
680 market.Portfolio.data = store.LockedVar(None)
681 market.Portfolio.worker = mock.Mock()
682 is_worker.return_value = True
683 self.wm.get(market.Portfolio.URL, [
684 {"text":'{ "foo": "bar" }', "status_code": 200},
685 ])
686 market.Portfolio.get_cryptoportfolio()
687 self.assertIn("foo", market.Portfolio.data.get())
688 parse_cryptoportfolio.reset_mock()
689 with self.subTest(worker=False):
690 market.Portfolio.data = store.LockedVar(None)
691 market.Portfolio.worker = mock.Mock()
692 is_worker.return_value = False
693 market.Portfolio.get_cryptoportfolio()
694 notify.assert_called_once_with()
695 parse_cryptoportfolio.assert_not_called()
696
697 def test_parse_cryptoportfolio(self):
698 with self.subTest(description="Normal case"):
699 market.Portfolio.data = store.LockedVar(store.json.loads(
700 self.json_response, parse_int=D, parse_float=D))
701 market.Portfolio.parse_cryptoportfolio()
702
703 self.assertListEqual(
704 ["medium", "high"],
705 list(market.Portfolio.liquidities.get().keys()))
706
707 liquidities = market.Portfolio.liquidities.get()
708 self.assertEqual(10, len(liquidities["medium"].keys()))
709 self.assertEqual(10, len(liquidities["high"].keys()))
710
711 expected = {
712 'BTC': (D("0.2857"), "long"),
713 'DGB': (D("0.1015"), "long"),
714 'DOGE': (D("0.1805"), "long"),
715 'SC': (D("0.0623"), "long"),
716 'ZEC': (D("0.3701"), "long"),
717 }
718 date = portfolio.datetime(2018, 1, 8)
719 self.assertDictEqual(expected, liquidities["high"][date])
720
721 expected = {
722 'BTC': (D("1.1102e-16"), "long"),
723 'ETC': (D("0.1"), "long"),
724 'FCT': (D("0.1"), "long"),
725 'GAS': (D("0.1"), "long"),
726 'NAV': (D("0.1"), "long"),
727 'OMG': (D("0.1"), "long"),
728 'OMNI': (D("0.1"), "long"),
729 'PPC': (D("0.1"), "long"),
730 'RIC': (D("0.1"), "long"),
731 'VIA': (D("0.1"), "long"),
732 'XCP': (D("0.1"), "long"),
733 }
734 self.assertDictEqual(expected, liquidities["medium"][date])
735 self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get())
736
737 with self.subTest(description="Missing weight"):
738 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
739 del(data["portfolio_2"]["weights"])
740 market.Portfolio.data = store.LockedVar(data)
741
742 market.Portfolio.parse_cryptoportfolio()
743 self.assertListEqual(
744 ["medium", "high"],
745 list(market.Portfolio.liquidities.get().keys()))
746 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
747
748 with self.subTest(description="All missing weights"):
749 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
750 del(data["portfolio_1"]["weights"])
751 del(data["portfolio_2"]["weights"])
752 market.Portfolio.data = store.LockedVar(data)
753
754 market.Portfolio.parse_cryptoportfolio()
755 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
756 self.assertEqual({}, market.Portfolio.liquidities.get("high"))
757 self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
758
759
760 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
761 def test_repartition(self, get_cryptoportfolio):
762 market.Portfolio.liquidities = store.LockedVar({
763 "medium": {
764 "2018-03-01": "medium_2018-03-01",
765 "2018-03-08": "medium_2018-03-08",
766 },
767 "high": {
768 "2018-03-01": "high_2018-03-01",
769 "2018-03-08": "high_2018-03-08",
770 }
771 })
772 market.Portfolio.last_date = store.LockedVar("2018-03-08")
773
774 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
775 get_cryptoportfolio.assert_called_once_with()
776 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
777 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
778
779 @mock.patch.object(market.time, "sleep")
780 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
781 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
782 self.call_count = 0
783 def _get(refetch=False):
784 if self.call_count != 0:
785 self.assertTrue(refetch)
786 else:
787 self.assertFalse(refetch)
788 self.call_count += 1
789 market.Portfolio.last_date = store.LockedVar(store.datetime.now()\
790 - store.timedelta(10)\
791 + store.timedelta(self.call_count))
792 get_cryptoportfolio.side_effect = _get
793
794 market.Portfolio.wait_for_recent()
795 sleep.assert_called_with(30)
796 self.assertEqual(6, sleep.call_count)
797 self.assertEqual(7, get_cryptoportfolio.call_count)
798 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
799
800 sleep.reset_mock()
801 get_cryptoportfolio.reset_mock()
802 market.Portfolio.last_date = store.LockedVar(None)
803 self.call_count = 0
804 market.Portfolio.wait_for_recent(delta=15)
805 sleep.assert_not_called()
806 self.assertEqual(1, get_cryptoportfolio.call_count)
807
808 sleep.reset_mock()
809 get_cryptoportfolio.reset_mock()
810 market.Portfolio.last_date = store.LockedVar(None)
811 self.call_count = 0
812 market.Portfolio.wait_for_recent(delta=1)
813 sleep.assert_called_with(30)
814 self.assertEqual(9, sleep.call_count)
815 self.assertEqual(10, get_cryptoportfolio.call_count)
816
817 def test_is_worker_thread(self):
818 with self.subTest(worker=None):
819 self.assertFalse(store.Portfolio.is_worker_thread())
820
821 with self.subTest(worker="not self"),\
822 mock.patch("threading.current_thread") as current_thread:
823 current = mock.Mock()
824 current_thread.return_value = current
825 store.Portfolio.worker = mock.Mock()
826 self.assertFalse(store.Portfolio.is_worker_thread())
827
828 with self.subTest(worker="self"),\
829 mock.patch("threading.current_thread") as current_thread:
830 current = mock.Mock()
831 current_thread.return_value = current
832 store.Portfolio.worker = current
833 self.assertTrue(store.Portfolio.is_worker_thread())
834
835 def test_start_worker(self):
836 with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
837 store.Portfolio.start_worker()
838 notification.assert_called_once_with(poll=30)
839
840 self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
841 self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
842 store.Portfolio.report.start_lock.assert_called_once_with()
843
844 self.assertIsNotNone(store.Portfolio.worker)
845 self.assertIsNotNone(store.Portfolio.worker_notify)
846 self.assertIsNotNone(store.Portfolio.callback)
847 self.assertTrue(store.Portfolio.worker_started)
848
849@unittest.skipUnless("unit" in limits, "Unit skipped")
850class AmountTest(WebMockTestCase):
851 def test_values(self):
852 amount = portfolio.Amount("BTC", "0.65")
853 self.assertEqual(D("0.65"), amount.value)
854 self.assertEqual("BTC", amount.currency)
855
856 def test_in_currency(self):
857 amount = portfolio.Amount("ETC", 10)
858
859 self.assertEqual(amount, amount.in_currency("ETC", self.m))
860
861 with self.subTest(desc="no ticker for currency"):
862 self.m.get_ticker.return_value = None
863
864 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
865
866 with self.subTest(desc="nominal case"):
867 self.m.get_ticker.return_value = {
868 "bid": D("0.2"),
869 "ask": D("0.4"),
870 "average": D("0.3"),
871 "foo": "bar",
872 }
873 converted_amount = amount.in_currency("ETH", self.m)
874
875 self.assertEqual(D("3.0"), converted_amount.value)
876 self.assertEqual("ETH", converted_amount.currency)
877 self.assertEqual(amount, converted_amount.linked_to)
878 self.assertEqual("bar", converted_amount.ticker["foo"])
879
880 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
881 self.assertEqual(D("2"), converted_amount.value)
882
883 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
884 self.assertEqual(D("4"), converted_amount.value)
885
886 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
887 self.assertEqual(D("0.2"), converted_amount.value)
888
889 def test__round(self):
890 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
891 self.assertEqual(D("1.23456789"), round(amount).value)
892 self.assertEqual(D("1.23"), round(amount, 2).value)
893
894 def test__abs(self):
895 amount = portfolio.Amount("SC", -120)
896 self.assertEqual(120, abs(amount).value)
897 self.assertEqual("SC", abs(amount).currency)
898
899 amount = portfolio.Amount("SC", 10)
900 self.assertEqual(10, abs(amount).value)
901 self.assertEqual("SC", abs(amount).currency)
902
903 def test__add(self):
904 amount1 = portfolio.Amount("XVG", "12.9")
905 amount2 = portfolio.Amount("XVG", "13.1")
906
907 self.assertEqual(26, (amount1 + amount2).value)
908 self.assertEqual("XVG", (amount1 + amount2).currency)
909
910 amount3 = portfolio.Amount("ETH", "1.6")
911 with self.assertRaises(Exception):
912 amount1 + amount3
913
914 amount4 = portfolio.Amount("ETH", 0.0)
915 self.assertEqual(amount1, amount1 + amount4)
916
917 self.assertEqual(amount1, amount1 + 0)
918
919 def test__radd(self):
920 amount = portfolio.Amount("XVG", "12.9")
921
922 self.assertEqual(amount, 0 + amount)
923 with self.assertRaises(Exception):
924 4 + amount
925
926 def test__sub(self):
927 amount1 = portfolio.Amount("XVG", "13.3")
928 amount2 = portfolio.Amount("XVG", "13.1")
929
930 self.assertEqual(D("0.2"), (amount1 - amount2).value)
931 self.assertEqual("XVG", (amount1 - amount2).currency)
932
933 amount3 = portfolio.Amount("ETH", "1.6")
934 with self.assertRaises(Exception):
935 amount1 - amount3
936
937 amount4 = portfolio.Amount("ETH", 0.0)
938 self.assertEqual(amount1, amount1 - amount4)
939
940 def test__rsub(self):
941 amount = portfolio.Amount("ETH", "1.6")
942 with self.assertRaises(Exception):
943 3 - amount
944
945 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
946
947 def test__mul(self):
948 amount = portfolio.Amount("XEM", 11)
949
950 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
951 self.assertEqual(D("33"), (amount * 3).value)
952
953 with self.assertRaises(Exception):
954 amount * amount
955
956 def test__rmul(self):
957 amount = portfolio.Amount("XEM", 11)
958
959 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
960 self.assertEqual(D("33"), (3 * amount).value)
961
962 def test__floordiv(self):
963 amount = portfolio.Amount("XEM", 11)
964
965 self.assertEqual(D("5.5"), (amount / 2).value)
966 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
967
968 with self.assertRaises(Exception):
969 amount / amount
970
971 def test__truediv(self):
972 amount = portfolio.Amount("XEM", 11)
973
974 self.assertEqual(D("5.5"), (amount / 2).value)
975 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
976
977 def test__lt(self):
978 amount1 = portfolio.Amount("BTD", 11.3)
979 amount2 = portfolio.Amount("BTD", 13.1)
980
981 self.assertTrue(amount1 < amount2)
982 self.assertFalse(amount2 < amount1)
983 self.assertFalse(amount1 < amount1)
984
985 amount3 = portfolio.Amount("BTC", 1.6)
986 with self.assertRaises(Exception):
987 amount1 < amount3
988
989 def test__le(self):
990 amount1 = portfolio.Amount("BTD", 11.3)
991 amount2 = portfolio.Amount("BTD", 13.1)
992
993 self.assertTrue(amount1 <= amount2)
994 self.assertFalse(amount2 <= amount1)
995 self.assertTrue(amount1 <= amount1)
996
997 amount3 = portfolio.Amount("BTC", 1.6)
998 with self.assertRaises(Exception):
999 amount1 <= amount3
1000
1001 def test__gt(self):
1002 amount1 = portfolio.Amount("BTD", 11.3)
1003 amount2 = portfolio.Amount("BTD", 13.1)
1004
1005 self.assertTrue(amount2 > amount1)
1006 self.assertFalse(amount1 > amount2)
1007 self.assertFalse(amount1 > amount1)
1008
1009 amount3 = portfolio.Amount("BTC", 1.6)
1010 with self.assertRaises(Exception):
1011 amount3 > amount1
1012
1013 def test__ge(self):
1014 amount1 = portfolio.Amount("BTD", 11.3)
1015 amount2 = portfolio.Amount("BTD", 13.1)
1016
1017 self.assertTrue(amount2 >= amount1)
1018 self.assertFalse(amount1 >= amount2)
1019 self.assertTrue(amount1 >= amount1)
1020
1021 amount3 = portfolio.Amount("BTC", 1.6)
1022 with self.assertRaises(Exception):
1023 amount3 >= amount1
1024
1025 def test__eq(self):
1026 amount1 = portfolio.Amount("BTD", 11.3)
1027 amount2 = portfolio.Amount("BTD", 13.1)
1028 amount3 = portfolio.Amount("BTD", 11.3)
1029
1030 self.assertFalse(amount1 == amount2)
1031 self.assertFalse(amount2 == amount1)
1032 self.assertTrue(amount1 == amount3)
1033 self.assertFalse(amount2 == 0)
1034
1035 amount4 = portfolio.Amount("BTC", 1.6)
1036 with self.assertRaises(Exception):
1037 amount1 == amount4
1038
1039 amount5 = portfolio.Amount("BTD", 0)
1040 self.assertTrue(amount5 == 0)
1041
1042 def test__ne(self):
1043 amount1 = portfolio.Amount("BTD", 11.3)
1044 amount2 = portfolio.Amount("BTD", 13.1)
1045 amount3 = portfolio.Amount("BTD", 11.3)
1046
1047 self.assertTrue(amount1 != amount2)
1048 self.assertTrue(amount2 != amount1)
1049 self.assertFalse(amount1 != amount3)
1050 self.assertTrue(amount2 != 0)
1051
1052 amount4 = portfolio.Amount("BTC", 1.6)
1053 with self.assertRaises(Exception):
1054 amount1 != amount4
1055
1056 amount5 = portfolio.Amount("BTD", 0)
1057 self.assertFalse(amount5 != 0)
1058
1059 def test__neg(self):
1060 amount1 = portfolio.Amount("BTD", "11.3")
1061
1062 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
1063
1064 def test__str(self):
1065 amount1 = portfolio.Amount("BTX", 32)
1066 self.assertEqual("32.00000000 BTX", str(amount1))
1067
1068 amount2 = portfolio.Amount("USDT", 12000)
1069 amount1.linked_to = amount2
1070 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
1071
1072 def test__repr(self):
1073 amount1 = portfolio.Amount("BTX", 32)
1074 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
1075
1076 amount2 = portfolio.Amount("USDT", 12000)
1077 amount1.linked_to = amount2
1078 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
1079
1080 amount3 = portfolio.Amount("BTC", 0.1)
1081 amount2.linked_to = amount3
1082 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
1083
1084 def test_as_json(self):
1085 amount = portfolio.Amount("BTX", 32)
1086 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
1087
1088 amount = portfolio.Amount("BTX", "1E-10")
1089 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
1090
1091 amount = portfolio.Amount("BTX", "1E-5")
1092 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
1093 self.assertEqual("0.00001", str(amount.as_json()["value"]))
1094
1095@unittest.skipUnless("unit" in limits, "Unit skipped")
1096class BalanceTest(WebMockTestCase):
1097 def test_values(self):
1098 balance = portfolio.Balance("BTC", {
1099 "exchange_total": "0.65",
1100 "exchange_free": "0.35",
1101 "exchange_used": "0.30",
1102 "margin_total": "-10",
1103 "margin_borrowed": "10",
1104 "margin_available": "0",
1105 "margin_in_position": "0",
1106 "margin_position_type": "short",
1107 "margin_borrowed_base_currency": "USDT",
1108 "margin_liquidation_price": "1.20",
1109 "margin_pending_gain": "10",
1110 "margin_lending_fees": "0.4",
1111 "margin_borrowed_base_price": "0.15",
1112 })
1113 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
1114 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
1115 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
1116 self.assertEqual("BTC", balance.exchange_total.currency)
1117 self.assertEqual("BTC", balance.exchange_free.currency)
1118 self.assertEqual("BTC", balance.exchange_total.currency)
1119
1120 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
1121 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
1122 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
1123 self.assertEqual("BTC", balance.margin_total.currency)
1124 self.assertEqual("BTC", balance.margin_borrowed.currency)
1125 self.assertEqual("BTC", balance.margin_available.currency)
1126
1127 self.assertEqual("BTC", balance.currency)
1128
1129 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
1130 self.assertEqual("USDT", balance.margin_lending_fees.currency)
1131
1132 def test__repr(self):
1133 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
1134 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
1135 balance = portfolio.Balance("BTX", { "exchange_total": 3,
1136 "exchange_used": 1, "exchange_free": 2 })
1137 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1138
1139 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
1140 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
1141
1142 balance = portfolio.Balance("BTX", { "margin_total": 3,
1143 "margin_in_position": 1, "margin_available": 2 })
1144 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
1145
1146 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
1147 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
1148
1149 balance = portfolio.Balance("BTX", { "margin_total": -3,
1150 "margin_borrowed_base_price": D("0.1"),
1151 "margin_borrowed_base_currency": "BTC",
1152 "margin_lending_fees": D("0.002") })
1153 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
1154
1155 balance = portfolio.Balance("BTX", { "margin_total": 1,
1156 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
1157 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
1158
1159 def test_as_json(self):
1160 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
1161 as_json = balance.as_json()
1162 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
1163 self.assertEqual(D(0), as_json["total"])
1164 self.assertEqual(D(2), as_json["exchange_total"])
1165 self.assertEqual(D(2), as_json["exchange_free"])
1166 self.assertEqual(D(0), as_json["exchange_used"])
1167 self.assertEqual(D(0), as_json["margin_total"])
1168 self.assertEqual(D(0), as_json["margin_available"])
1169 self.assertEqual(D(0), as_json["margin_borrowed"])
1170
1171@unittest.skipUnless("unit" in limits, "Unit skipped")
1172class MarketTest(WebMockTestCase):
1173 def setUp(self):
1174 super().setUp()
1175
1176 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
1177
1178 def test_values(self):
1179 m = market.Market(self.ccxt, self.market_args())
1180
1181 self.assertEqual(self.ccxt, m.ccxt)
1182 self.assertFalse(m.debug)
1183 self.assertIsInstance(m.report, market.ReportStore)
1184 self.assertIsInstance(m.trades, market.TradeStore)
1185 self.assertIsInstance(m.balances, market.BalanceStore)
1186 self.assertEqual(m, m.report.market)
1187 self.assertEqual(m, m.trades.market)
1188 self.assertEqual(m, m.balances.market)
1189 self.assertEqual(m, m.ccxt._market)
1190
1191 m = market.Market(self.ccxt, self.market_args(debug=True))
1192 self.assertTrue(m.debug)
1193
1194 m = market.Market(self.ccxt, self.market_args(debug=False))
1195 self.assertFalse(m.debug)
1196
1197 with mock.patch("market.ReportStore") as report_store:
1198 with self.subTest(quiet=False):
1199 m = market.Market(self.ccxt, self.market_args(quiet=False))
1200 report_store.assert_called_with(m, verbose_print=True)
1201 report_store().log_market.assert_called_once()
1202 report_store.reset_mock()
1203 with self.subTest(quiet=True):
1204 m = market.Market(self.ccxt, self.market_args(quiet=True))
1205 report_store.assert_called_with(m, verbose_print=False)
1206 report_store().log_market.assert_called_once()
1207
1208 @mock.patch("market.ccxt")
1209 def test_from_config(self, ccxt):
1210 with mock.patch("market.ReportStore"):
1211 ccxt.poloniexE.return_value = self.ccxt
1212
1213 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args())
1214
1215 self.assertEqual(self.ccxt, m.ccxt)
1216
1217 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True))
1218 self.assertEqual(True, m.debug)
1219
1220 def test_get_tickers(self):
1221 self.ccxt.fetch_tickers.side_effect = [
1222 "tickers",
1223 market.NotSupported
1224 ]
1225
1226 m = market.Market(self.ccxt, self.market_args())
1227 self.assertEqual("tickers", m.get_tickers())
1228 self.assertEqual("tickers", m.get_tickers())
1229 self.ccxt.fetch_tickers.assert_called_once()
1230
1231 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
1232
1233 def test_get_ticker(self):
1234 with self.subTest(get_tickers=True):
1235 self.ccxt.fetch_tickers.return_value = {
1236 "ETH/ETC": { "bid": 1, "ask": 3 },
1237 "XVG/ETH": { "bid": 10, "ask": 40 },
1238 }
1239 m = market.Market(self.ccxt, self.market_args())
1240
1241 ticker = m.get_ticker("ETH", "ETC")
1242 self.assertEqual(1, ticker["bid"])
1243 self.assertEqual(3, ticker["ask"])
1244 self.assertEqual(2, ticker["average"])
1245 self.assertFalse(ticker["inverted"])
1246
1247 ticker = m.get_ticker("ETH", "XVG")
1248 self.assertEqual(0.0625, ticker["average"])
1249 self.assertTrue(ticker["inverted"])
1250 self.assertIn("original", ticker)
1251 self.assertEqual(10, ticker["original"]["bid"])
1252 self.assertEqual(25, ticker["original"]["average"])
1253
1254 ticker = m.get_ticker("XVG", "XMR")
1255 self.assertIsNone(ticker)
1256
1257 with self.subTest(get_tickers=False):
1258 self.ccxt.fetch_tickers.return_value = None
1259 self.ccxt.fetch_ticker.side_effect = [
1260 { "bid": 1, "ask": 3 },
1261 market.ExchangeError("foo"),
1262 { "bid": 10, "ask": 40 },
1263 market.ExchangeError("foo"),
1264 market.ExchangeError("foo"),
1265 ]
1266
1267 m = market.Market(self.ccxt, self.market_args())
1268
1269 ticker = m.get_ticker("ETH", "ETC")
1270 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
1271 self.assertEqual(1, ticker["bid"])
1272 self.assertEqual(3, ticker["ask"])
1273 self.assertEqual(2, ticker["average"])
1274 self.assertFalse(ticker["inverted"])
1275
1276 ticker = m.get_ticker("ETH", "XVG")
1277 self.assertEqual(0.0625, ticker["average"])
1278 self.assertTrue(ticker["inverted"])
1279 self.assertIn("original", ticker)
1280 self.assertEqual(10, ticker["original"]["bid"])
1281 self.assertEqual(25, ticker["original"]["average"])
1282
1283 ticker = m.get_ticker("XVG", "XMR")
1284 self.assertIsNone(ticker)
1285
1286 def test_fetch_fees(self):
1287 m = market.Market(self.ccxt, self.market_args())
1288 self.ccxt.fetch_fees.return_value = "Foo"
1289 self.assertEqual("Foo", m.fetch_fees())
1290 self.ccxt.fetch_fees.assert_called_once()
1291 self.ccxt.reset_mock()
1292 self.assertEqual("Foo", m.fetch_fees())
1293 self.ccxt.fetch_fees.assert_not_called()
1294
1295 @mock.patch.object(market.Portfolio, "repartition")
1296 @mock.patch.object(market.Market, "get_ticker")
1297 @mock.patch.object(market.TradeStore, "compute_trades")
1298 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
1299 repartition.return_value = {
1300 "XEM": (D("0.75"), "long"),
1301 "BTC": (D("0.25"), "long"),
1302 }
1303 def _get_ticker(c1, c2):
1304 if c1 == "USDT" and c2 == "BTC":
1305 return { "average": D("0.0001") }
1306 if c1 == "XVG" and c2 == "BTC":
1307 return { "average": D("0.000001") }
1308 if c1 == "XEM" and c2 == "BTC":
1309 return { "average": D("0.001") }
1310 self.fail("Should be called with {}, {}".format(c1, c2))
1311 get_ticker.side_effect = _get_ticker
1312
1313 with mock.patch("market.ReportStore"):
1314 m = market.Market(self.ccxt, self.market_args())
1315 self.ccxt.fetch_all_balances.return_value = {
1316 "USDT": {
1317 "exchange_free": D("10000.0"),
1318 "exchange_used": D("0.0"),
1319 "exchange_total": D("10000.0"),
1320 "total": D("10000.0")
1321 },
1322 "XVG": {
1323 "exchange_free": D("10000.0"),
1324 "exchange_used": D("0.0"),
1325 "exchange_total": D("10000.0"),
1326 "total": D("10000.0")
1327 },
1328 }
1329
1330 m.balances.fetch_balances(tag="tag")
1331
1332 m.prepare_trades()
1333 compute_trades.assert_called()
1334
1335 call = compute_trades.call_args
1336 self.assertEqual(1, call[0][0]["USDT"].value)
1337 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
1338 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
1339 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
1340 m.report.log_stage.assert_called_once_with("prepare_trades",
1341 base_currency='BTC', compute_value='average',
1342 liquidity='medium', only=None, repartition=None)
1343 m.report.log_balances.assert_called_once_with(tag="tag")
1344
1345
1346 @mock.patch.object(market.time, "sleep")
1347 @mock.patch.object(market.TradeStore, "all_orders")
1348 def test_follow_orders(self, all_orders, time_mock):
1349 for debug, sleep in [
1350 (False, None), (True, None),
1351 (False, 12), (True, 12)]:
1352 with self.subTest(sleep=sleep, debug=debug), \
1353 mock.patch("market.ReportStore"):
1354 m = market.Market(self.ccxt, self.market_args(debug=debug))
1355
1356 order_mock1 = mock.Mock()
1357 order_mock2 = mock.Mock()
1358 order_mock3 = mock.Mock()
1359 all_orders.side_effect = [
1360 [order_mock1, order_mock2],
1361 [order_mock1, order_mock2],
1362
1363 [order_mock1, order_mock3],
1364 [order_mock1, order_mock3],
1365
1366 [order_mock1, order_mock3],
1367 [order_mock1, order_mock3],
1368
1369 []
1370 ]
1371
1372 order_mock1.get_status.side_effect = ["open", "open", "closed"]
1373 order_mock2.get_status.side_effect = ["open"]
1374 order_mock3.get_status.side_effect = ["open", "closed"]
1375
1376 order_mock1.trade = mock.Mock()
1377 order_mock2.trade = mock.Mock()
1378 order_mock3.trade = mock.Mock()
1379
1380 m.follow_orders(sleep=sleep)
1381
1382 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
1383 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
1384 self.assertEqual(2, order_mock1.trade.update_order.call_count)
1385 self.assertEqual(3, order_mock1.get_status.call_count)
1386
1387 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
1388 self.assertEqual(1, order_mock2.trade.update_order.call_count)
1389 self.assertEqual(1, order_mock2.get_status.call_count)
1390
1391 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
1392 self.assertEqual(1, order_mock3.trade.update_order.call_count)
1393 self.assertEqual(2, order_mock3.get_status.call_count)
1394 m.report.log_stage.assert_called()
1395 calls = [
1396 mock.call("follow_orders_begin"),
1397 mock.call("follow_orders_tick_1"),
1398 mock.call("follow_orders_tick_2"),
1399 mock.call("follow_orders_tick_3"),
1400 mock.call("follow_orders_end"),
1401 ]
1402 m.report.log_stage.assert_has_calls(calls)
1403 m.report.log_orders.assert_called()
1404 self.assertEqual(3, m.report.log_orders.call_count)
1405 calls = [
1406 mock.call([order_mock1, order_mock2], tick=1),
1407 mock.call([order_mock1, order_mock3], tick=2),
1408 mock.call([order_mock1, order_mock3], tick=3),
1409 ]
1410 m.report.log_orders.assert_has_calls(calls)
1411 calls = [
1412 mock.call(order_mock1, 3, finished=True),
1413 mock.call(order_mock3, 3, finished=True),
1414 ]
1415 m.report.log_order.assert_has_calls(calls)
1416
1417 if sleep is None:
1418 if debug:
1419 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
1420 time_mock.assert_called_with(7)
1421 else:
1422 time_mock.assert_called_with(30)
1423 else:
1424 time_mock.assert_called_with(sleep)
1425
1426 with self.subTest("disappearing order"), \
1427 mock.patch("market.ReportStore"):
1428 all_orders.reset_mock()
1429 m = market.Market(self.ccxt, self.market_args())
1430
1431 order_mock1 = mock.Mock()
1432 order_mock2 = mock.Mock()
1433 all_orders.side_effect = [
1434 [order_mock1, order_mock2],
1435 [order_mock1, order_mock2],
1436
1437 [order_mock1, order_mock2],
1438 [order_mock1, order_mock2],
1439
1440 []
1441 ]
1442
1443 order_mock1.get_status.side_effect = ["open", "closed"]
1444 order_mock2.get_status.side_effect = ["open", "error_disappeared"]
1445
1446 order_mock1.trade = mock.Mock()
1447 trade_mock = mock.Mock()
1448 order_mock2.trade = trade_mock
1449
1450 trade_mock.tick_actions_recreate.return_value = "tick1"
1451
1452 m.follow_orders()
1453
1454 trade_mock.tick_actions_recreate.assert_called_once_with(2)
1455 trade_mock.prepare_order.assert_called_once_with(compute_value="tick1")
1456 m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY)
1457
1458 @mock.patch.object(market.BalanceStore, "fetch_balances")
1459 def test_move_balance(self, fetch_balances):
1460 for debug in [True, False]:
1461 with self.subTest(debug=debug),\
1462 mock.patch("market.ReportStore"):
1463 m = market.Market(self.ccxt, self.market_args(debug=debug))
1464
1465 value_from = portfolio.Amount("BTC", "1.0")
1466 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1467 value_to = portfolio.Amount("BTC", "10.0")
1468 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1469
1470 value_from = portfolio.Amount("BTC", "0.0")
1471 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1472 value_to = portfolio.Amount("BTC", "-3.0")
1473 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1474
1475 value_from = portfolio.Amount("USDT", "0.0")
1476 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1477 value_to = portfolio.Amount("USDT", "-50.0")
1478 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1479
1480 m.trades.all = [trade1, trade2, trade3]
1481 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1482 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1483 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1484 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1485
1486 m.move_balances()
1487
1488 fetch_balances.assert_called_with()
1489 m.report.log_move_balances.assert_called_once()
1490
1491 if debug:
1492 m.report.log_debug_action.assert_called()
1493 self.assertEqual(3, m.report.log_debug_action.call_count)
1494 else:
1495 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
1496 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
1497 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
1498
1499 m.report.reset_mock()
1500 fetch_balances.reset_mock()
1501 with self.subTest(retry=True):
1502 with mock.patch("market.ReportStore"):
1503 m = market.Market(self.ccxt, self.market_args())
1504
1505 value_from = portfolio.Amount("BTC", "0.0")
1506 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1507 value_to = portfolio.Amount("BTC", "-3.0")
1508 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1509
1510 m.trades.all = [trade]
1511 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1512 m.balances.all = {"BTC": balance}
1513
1514 m.ccxt.transfer_balance.side_effect = [
1515 market.ccxt.RequestTimeout,
1516 market.ccxt.InvalidNonce,
1517 True
1518 ]
1519 m.move_balances()
1520 self.ccxt.transfer_balance.assert_has_calls([
1521 mock.call("BTC", 3, "exchange", "margin"),
1522 mock.call("BTC", 3, "exchange", "margin"),
1523 mock.call("BTC", 3, "exchange", "margin")
1524 ])
1525 self.assertEqual(3, fetch_balances.call_count)
1526 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1527 self.assertEqual(3, m.report.log_move_balances.call_count)
1528
1529 self.ccxt.transfer_balance.reset_mock()
1530 m.report.reset_mock()
1531 fetch_balances.reset_mock()
1532 with self.subTest(retry=True, too_much=True):
1533 with mock.patch("market.ReportStore"):
1534 m = market.Market(self.ccxt, self.market_args())
1535
1536 value_from = portfolio.Amount("BTC", "0.0")
1537 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1538 value_to = portfolio.Amount("BTC", "-3.0")
1539 trade = portfolio.Trade(value_from, value_to, "ETH", m)
1540
1541 m.trades.all = [trade]
1542 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1543 m.balances.all = {"BTC": balance}
1544
1545 m.ccxt.transfer_balance.side_effect = [
1546 market.ccxt.RequestTimeout,
1547 market.ccxt.RequestTimeout,
1548 market.ccxt.RequestTimeout,
1549 market.ccxt.RequestTimeout,
1550 market.ccxt.RequestTimeout,
1551 ]
1552 with self.assertRaises(market.ccxt.RequestTimeout):
1553 m.move_balances()
1554
1555 self.ccxt.transfer_balance.reset_mock()
1556 m.report.reset_mock()
1557 fetch_balances.reset_mock()
1558 with self.subTest(retry=True, partial_result=True):
1559 with mock.patch("market.ReportStore"):
1560 m = market.Market(self.ccxt, self.market_args())
1561
1562 value_from = portfolio.Amount("BTC", "1.0")
1563 value_from.linked_to = portfolio.Amount("ETH", "10.0")
1564 value_to = portfolio.Amount("BTC", "10.0")
1565 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
1566
1567 value_from = portfolio.Amount("BTC", "0.0")
1568 value_from.linked_to = portfolio.Amount("ETH", "0.0")
1569 value_to = portfolio.Amount("BTC", "-3.0")
1570 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
1571
1572 value_from = portfolio.Amount("USDT", "0.0")
1573 value_from.linked_to = portfolio.Amount("XVG", "0.0")
1574 value_to = portfolio.Amount("USDT", "-50.0")
1575 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
1576
1577 m.trades.all = [trade1, trade2, trade3]
1578 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
1579 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
1580 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
1581 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
1582
1583 call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 }
1584 def _transfer_balance(currency, amount, from_, to_):
1585 call_counts[currency] += 1
1586 if currency == "BTC":
1587 m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" })
1588 if currency == "USDT":
1589 if call_counts["USDT"] == 1:
1590 raise market.ccxt.RequestTimeout
1591 else:
1592 m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" })
1593 if currency == "ETC":
1594 m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" })
1595
1596
1597 m.ccxt.transfer_balance.side_effect = _transfer_balance
1598
1599 m.move_balances()
1600 self.ccxt.transfer_balance.assert_has_calls([
1601 mock.call("BTC", 3, "exchange", "margin"),
1602 mock.call('USDT', 100, 'exchange', 'margin'),
1603 mock.call('USDT', 100, 'exchange', 'margin'),
1604 mock.call("ETC", 5, "margin", "exchange")
1605 ])
1606 self.assertEqual(2, fetch_balances.call_count)
1607 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
1608 self.assertEqual(2, m.report.log_move_balances.call_count)
1609 m.report.log_move_balances.asser_has_calls([
1610 mock.call(
1611 {
1612 'BTC': portfolio.Amount("BTC", "3"),
1613 'USDT': portfolio.Amount("USDT", "150"),
1614 'ETC': portfolio.Amount("ETC", "10"),
1615 },
1616 {
1617 'BTC': portfolio.Amount("BTC", "3"),
1618 'USDT': portfolio.Amount("USDT", "100"),
1619 }),
1620 mock.call(
1621 {
1622 'BTC': portfolio.Amount("BTC", "3"),
1623 'USDT': portfolio.Amount("USDT", "150"),
1624 'ETC': portfolio.Amount("ETC", "10"),
1625 },
1626 {
1627 'BTC': portfolio.Amount("BTC", "0"),
1628 'USDT': portfolio.Amount("USDT", "100"),
1629 'ETC': portfolio.Amount("ETC", "-5"),
1630 }),
1631 ])
1632
1633
1634 def test_store_file_report(self):
1635 file_open = mock.mock_open()
1636 m = market.Market(self.ccxt,
1637 self.market_args(report_path="present"), user_id=1)
1638 with self.subTest(file="present"),\
1639 mock.patch("market.open", file_open),\
1640 mock.patch.object(m, "report") as report,\
1641 mock.patch.object(market, "datetime") as time_mock:
1642
1643 report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]]
1644 report.to_json.return_value = "json_content"
1645
1646 m.store_file_report(datetime.datetime(2018, 2, 25))
1647
1648 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
1649 file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
1650 file_open().write.assert_any_call("json_content")
1651 file_open().write.assert_any_call("Foo\nBar")
1652 m.report.to_json.assert_called_once_with()
1653
1654 m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1)
1655 with self.subTest(file="error"),\
1656 mock.patch("market.open") as file_open,\
1657 mock.patch.object(m, "report") as report,\
1658 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1659 file_open.side_effect = FileNotFoundError
1660
1661 m.store_file_report(datetime.datetime(2018, 2, 25))
1662
1663 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
1664
1665 @mock.patch.object(market, "psycopg2")
1666 def test_store_database_report(self, psycopg2):
1667 connect_mock = mock.Mock()
1668 cursor_mock = mock.MagicMock()
1669
1670 connect_mock.cursor.return_value = cursor_mock
1671 psycopg2.connect.return_value = connect_mock
1672 m = market.Market(self.ccxt, self.market_args(),
1673 pg_config={"config": "pg_config"}, user_id=1)
1674 cursor_mock.fetchone.return_value = [42]
1675
1676 with self.subTest(error=False),\
1677 mock.patch.object(m, "report") as report:
1678 report.to_json_array.return_value = [
1679 ("date1", "type1", "payload1"),
1680 ("date2", "type2", "payload2"),
1681 ]
1682 m.store_database_report(datetime.datetime(2018, 3, 24))
1683 connect_mock.assert_has_calls([
1684 mock.call.cursor(),
1685 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)),
1686 mock.call.cursor().fetchone(),
1687 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
1688 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
1689 mock.call.commit(),
1690 mock.call.cursor().close(),
1691 mock.call.close()
1692 ])
1693
1694 connect_mock.reset_mock()
1695 with self.subTest(error=True),\
1696 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
1697 psycopg2.connect.side_effect = Exception("Bouh")
1698 m.store_database_report(datetime.datetime(2018, 3, 24))
1699 self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n")
1700
1701 def test_store_report(self):
1702 m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1)
1703 with self.subTest(file=None, pg_config=None),\
1704 mock.patch.object(m, "report") as report,\
1705 mock.patch.object(m, "store_database_report") as db_report,\
1706 mock.patch.object(m, "store_file_report") as file_report:
1707 m.store_report()
1708 report.merge.assert_called_with(store.Portfolio.report)
1709
1710 file_report.assert_not_called()
1711 db_report.assert_not_called()
1712
1713 report.reset_mock()
1714 m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1)
1715 with self.subTest(file="present", pg_config=None),\
1716 mock.patch.object(m, "report") as report,\
1717 mock.patch.object(m, "store_file_report") as file_report,\
1718 mock.patch.object(m, "store_database_report") as db_report,\
1719 mock.patch.object(market, "datetime") as time_mock:
1720
1721 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1722
1723 m.store_report()
1724
1725 report.merge.assert_called_with(store.Portfolio.report)
1726 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1727 db_report.assert_not_called()
1728
1729 report.reset_mock()
1730 m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1)
1731 with self.subTest(file="present", pg_config=None, report_db=True),\
1732 mock.patch.object(m, "report") as report,\
1733 mock.patch.object(m, "store_file_report") as file_report,\
1734 mock.patch.object(m, "store_database_report") as db_report,\
1735 mock.patch.object(market, "datetime") as time_mock:
1736
1737 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1738
1739 m.store_report()
1740
1741 report.merge.assert_called_with(store.Portfolio.report)
1742 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1743 db_report.assert_not_called()
1744
1745 report.reset_mock()
1746 m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1)
1747 with self.subTest(file=None, pg_config="present"),\
1748 mock.patch.object(m, "report") as report,\
1749 mock.patch.object(m, "store_file_report") as file_report,\
1750 mock.patch.object(m, "store_database_report") as db_report,\
1751 mock.patch.object(market, "datetime") as time_mock:
1752
1753 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1754
1755 m.store_report()
1756
1757 report.merge.assert_called_with(store.Portfolio.report)
1758 file_report.assert_not_called()
1759 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1760
1761 report.reset_mock()
1762 m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"),
1763 pg_config="pg_config", user_id=1)
1764 with self.subTest(file="present", pg_config="present"),\
1765 mock.patch.object(m, "report") as report,\
1766 mock.patch.object(m, "store_file_report") as file_report,\
1767 mock.patch.object(m, "store_database_report") as db_report,\
1768 mock.patch.object(market, "datetime") as time_mock:
1769
1770 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
1771
1772 m.store_report()
1773
1774 report.merge.assert_called_with(store.Portfolio.report)
1775 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1776 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
1777
1778 def test_print_orders(self):
1779 m = market.Market(self.ccxt, self.market_args())
1780 with mock.patch.object(m.report, "log_stage") as log_stage,\
1781 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1782 mock.patch.object(m, "prepare_trades") as prepare_trades,\
1783 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
1784 m.print_orders()
1785
1786 log_stage.assert_called_with("print_orders")
1787 fetch_balances.assert_called_with(tag="print_orders")
1788 prepare_trades.assert_called_with(base_currency="BTC",
1789 compute_value="average")
1790 prepare_orders.assert_called_with(compute_value="average")
1791
1792 def test_print_balances(self):
1793 m = market.Market(self.ccxt, self.market_args())
1794
1795 with mock.patch.object(m.balances, "in_currency") as in_currency,\
1796 mock.patch.object(m.report, "log_stage") as log_stage,\
1797 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
1798 mock.patch.object(m.report, "print_log") as print_log:
1799
1800 in_currency.return_value = {
1801 "BTC": portfolio.Amount("BTC", "0.65"),
1802 "ETH": portfolio.Amount("BTC", "0.3"),
1803 }
1804
1805 m.print_balances()
1806
1807 log_stage.assert_called_once_with("print_balances")
1808 fetch_balances.assert_called_with()
1809 print_log.assert_has_calls([
1810 mock.call("total:"),
1811 mock.call(portfolio.Amount("BTC", "0.95")),
1812 ])
1813
1814 @mock.patch("market.Processor.process")
1815 @mock.patch("market.ReportStore.log_error")
1816 @mock.patch("market.Market.store_report")
1817 def test_process(self, store_report, log_error, process):
1818 m = market.Market(self.ccxt, self.market_args())
1819 with self.subTest(before=False, after=False):
1820 m.process(None)
1821
1822 process.assert_not_called()
1823 store_report.assert_called_once()
1824 log_error.assert_not_called()
1825
1826 process.reset_mock()
1827 log_error.reset_mock()
1828 store_report.reset_mock()
1829 with self.subTest(before=True, after=False):
1830 m.process(None, before=True)
1831
1832 process.assert_called_once_with("sell_all", steps="before")
1833 store_report.assert_called_once()
1834 log_error.assert_not_called()
1835
1836 process.reset_mock()
1837 log_error.reset_mock()
1838 store_report.reset_mock()
1839 with self.subTest(before=False, after=True):
1840 m.process(None, after=True)
1841
1842 process.assert_called_once_with("sell_all", steps="after")
1843 store_report.assert_called_once()
1844 log_error.assert_not_called()
1845
1846 process.reset_mock()
1847 log_error.reset_mock()
1848 store_report.reset_mock()
1849 with self.subTest(before=True, after=True):
1850 m.process(None, before=True, after=True)
1851
1852 process.assert_has_calls([
1853 mock.call("sell_all", steps="before"),
1854 mock.call("sell_all", steps="after"),
1855 ])
1856 store_report.assert_called_once()
1857 log_error.assert_not_called()
1858
1859 process.reset_mock()
1860 log_error.reset_mock()
1861 store_report.reset_mock()
1862 with self.subTest(action="print_balances"),\
1863 mock.patch.object(m, "print_balances") as print_balances:
1864 m.process(["print_balances"])
1865
1866 process.assert_not_called()
1867 log_error.assert_not_called()
1868 store_report.assert_called_once()
1869 print_balances.assert_called_once_with()
1870
1871 log_error.reset_mock()
1872 store_report.reset_mock()
1873 with self.subTest(action="print_orders"),\
1874 mock.patch.object(m, "print_orders") as print_orders,\
1875 mock.patch.object(m, "print_balances") as print_balances:
1876 m.process(["print_orders", "print_balances"])
1877
1878 process.assert_not_called()
1879 log_error.assert_not_called()
1880 store_report.assert_called_once()
1881 print_orders.assert_called_once_with()
1882 print_balances.assert_called_once_with()
1883
1884 log_error.reset_mock()
1885 store_report.reset_mock()
1886 with self.subTest(action="unknown"):
1887 m.process(["unknown"])
1888 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
1889 store_report.assert_called_once()
1890
1891 log_error.reset_mock()
1892 store_report.reset_mock()
1893 with self.subTest(unhandled_exception=True):
1894 process.side_effect = Exception("bouh")
1895
1896 m.process(None, before=True)
1897 log_error.assert_called_with("market_process", exception=mock.ANY)
1898 store_report.assert_called_once()
1899
1900@unittest.skipUnless("unit" in limits, "Unit skipped")
1901class TradeStoreTest(WebMockTestCase):
1902 def test_compute_trades(self):
1903 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
1904
1905 values_in_base = {
1906 "XMR": portfolio.Amount("BTC", D("0.9")),
1907 "DASH": portfolio.Amount("BTC", D("0.4")),
1908 "XVG": portfolio.Amount("BTC", D("-0.5")),
1909 "BTC": portfolio.Amount("BTC", D("0.5")),
1910 }
1911 new_repartition = {
1912 "DASH": portfolio.Amount("BTC", D("0.5")),
1913 "XVG": portfolio.Amount("BTC", D("0.1")),
1914 "BTC": portfolio.Amount("BTC", D("0.4")),
1915 "ETH": portfolio.Amount("BTC", D("0.3")),
1916 }
1917 side_effect = [
1918 (True, 1),
1919 (False, 2),
1920 (False, 3),
1921 (True, 4),
1922 (True, 5)
1923 ]
1924
1925 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
1926 trade_store = market.TradeStore(self.m)
1927 trade_if_matching.side_effect = side_effect
1928
1929 trade_store.compute_trades(values_in_base,
1930 new_repartition, only="only")
1931
1932 self.assertEqual(5, trade_if_matching.call_count)
1933 self.assertEqual(3, len(trade_store.all))
1934 self.assertEqual([1, 4, 5], trade_store.all)
1935 self.m.report.log_trades.assert_called_with(side_effect, "only")
1936
1937 def test_trade_if_matching(self):
1938
1939 with self.subTest(only="nope"):
1940 trade_store = market.TradeStore(self.m)
1941 result = trade_store.trade_if_matching(
1942 portfolio.Amount("BTC", D("0")),
1943 portfolio.Amount("BTC", D("0.3")),
1944 "ETH", only="nope")
1945 self.assertEqual(False, result[0])
1946 self.assertIsInstance(result[1], portfolio.Trade)
1947
1948 with self.subTest(only=None):
1949 trade_store = market.TradeStore(self.m)
1950 result = trade_store.trade_if_matching(
1951 portfolio.Amount("BTC", D("0")),
1952 portfolio.Amount("BTC", D("0.3")),
1953 "ETH", only=None)
1954 self.assertEqual(True, result[0])
1955
1956 with self.subTest(only="acquire"):
1957 trade_store = market.TradeStore(self.m)
1958 result = trade_store.trade_if_matching(
1959 portfolio.Amount("BTC", D("0")),
1960 portfolio.Amount("BTC", D("0.3")),
1961 "ETH", only="acquire")
1962 self.assertEqual(True, result[0])
1963
1964 with self.subTest(only="dispose"):
1965 trade_store = market.TradeStore(self.m)
1966 result = trade_store.trade_if_matching(
1967 portfolio.Amount("BTC", D("0")),
1968 portfolio.Amount("BTC", D("0.3")),
1969 "ETH", only="dispose")
1970 self.assertEqual(False, result[0])
1971
1972 def test_prepare_orders(self):
1973 trade_store = market.TradeStore(self.m)
1974
1975 trade_mock1 = mock.Mock()
1976 trade_mock2 = mock.Mock()
1977 trade_mock3 = mock.Mock()
1978
1979 trade_mock1.prepare_order.return_value = 1
1980 trade_mock2.prepare_order.return_value = 2
1981 trade_mock3.prepare_order.return_value = 3
1982
1983 trade_mock1.pending = True
1984 trade_mock2.pending = True
1985 trade_mock3.pending = False
1986
1987 trade_store.all.append(trade_mock1)
1988 trade_store.all.append(trade_mock2)
1989 trade_store.all.append(trade_mock3)
1990
1991 trade_store.prepare_orders()
1992 trade_mock1.prepare_order.assert_called_with(compute_value="default")
1993 trade_mock2.prepare_order.assert_called_with(compute_value="default")
1994 trade_mock3.prepare_order.assert_not_called()
1995 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
1996
1997 self.m.report.log_orders.reset_mock()
1998
1999 trade_store.prepare_orders(compute_value="bla")
2000 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
2001 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
2002 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
2003
2004 trade_mock1.prepare_order.reset_mock()
2005 trade_mock2.prepare_order.reset_mock()
2006 self.m.report.log_orders.reset_mock()
2007
2008 trade_mock1.action = "foo"
2009 trade_mock2.action = "bar"
2010 trade_store.prepare_orders(only="bar")
2011 trade_mock1.prepare_order.assert_not_called()
2012 trade_mock2.prepare_order.assert_called_with(compute_value="default")
2013 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
2014
2015 def test_print_all_with_order(self):
2016 trade_mock1 = mock.Mock()
2017 trade_mock2 = mock.Mock()
2018 trade_mock3 = mock.Mock()
2019 trade_store = market.TradeStore(self.m)
2020 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
2021
2022 trade_store.print_all_with_order()
2023
2024 trade_mock1.print_with_order.assert_called()
2025 trade_mock2.print_with_order.assert_called()
2026 trade_mock3.print_with_order.assert_called()
2027
2028 def test_run_orders(self):
2029 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
2030 order_mock1 = mock.Mock()
2031 order_mock2 = mock.Mock()
2032 order_mock3 = mock.Mock()
2033 trade_store = market.TradeStore(self.m)
2034
2035 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
2036
2037 trade_store.run_orders()
2038
2039 all_orders.assert_called_with(state="pending")
2040
2041 order_mock1.run.assert_called()
2042 order_mock2.run.assert_called()
2043 order_mock3.run.assert_called()
2044
2045 self.m.report.log_stage.assert_called_with("run_orders")
2046 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
2047 order_mock3])
2048
2049 def test_all_orders(self):
2050 trade_mock1 = mock.Mock()
2051 trade_mock2 = mock.Mock()
2052
2053 order_mock1 = mock.Mock()
2054 order_mock2 = mock.Mock()
2055 order_mock3 = mock.Mock()
2056
2057 trade_mock1.orders = [order_mock1, order_mock2]
2058 trade_mock2.orders = [order_mock3]
2059
2060 order_mock1.status = "pending"
2061 order_mock2.status = "open"
2062 order_mock3.status = "open"
2063
2064 trade_store = market.TradeStore(self.m)
2065 trade_store.all.append(trade_mock1)
2066 trade_store.all.append(trade_mock2)
2067
2068 orders = trade_store.all_orders()
2069 self.assertEqual(3, len(orders))
2070
2071 open_orders = trade_store.all_orders(state="open")
2072 self.assertEqual(2, len(open_orders))
2073 self.assertEqual([order_mock2, order_mock3], open_orders)
2074
2075 def test_update_all_orders_status(self):
2076 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
2077 order_mock1 = mock.Mock()
2078 order_mock2 = mock.Mock()
2079 order_mock3 = mock.Mock()
2080
2081 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
2082
2083 trade_store = market.TradeStore(self.m)
2084
2085 trade_store.update_all_orders_status()
2086 all_orders.assert_called_with(state="open")
2087
2088 order_mock1.get_status.assert_called()
2089 order_mock2.get_status.assert_called()
2090 order_mock3.get_status.assert_called()
2091
2092 def test_close_trades(self):
2093 trade_mock1 = mock.Mock()
2094 trade_mock2 = mock.Mock()
2095 trade_mock3 = mock.Mock()
2096
2097 trade_store = market.TradeStore(self.m)
2098
2099 trade_store.all.append(trade_mock1)
2100 trade_store.all.append(trade_mock2)
2101 trade_store.all.append(trade_mock3)
2102
2103 trade_store.close_trades()
2104
2105 trade_mock1.close.assert_called_once_with()
2106 trade_mock2.close.assert_called_once_with()
2107 trade_mock3.close.assert_called_once_with()
2108
2109 def test_pending(self):
2110 trade_mock1 = mock.Mock()
2111 trade_mock1.pending = True
2112 trade_mock2 = mock.Mock()
2113 trade_mock2.pending = True
2114 trade_mock3 = mock.Mock()
2115 trade_mock3.pending = False
2116
2117 trade_store = market.TradeStore(self.m)
2118
2119 trade_store.all.append(trade_mock1)
2120 trade_store.all.append(trade_mock2)
2121 trade_store.all.append(trade_mock3)
2122
2123 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
2124
2125@unittest.skipUnless("unit" in limits, "Unit skipped")
2126class BalanceStoreTest(WebMockTestCase):
2127 def setUp(self):
2128 super().setUp()
2129
2130 self.fetch_balance = {
2131 "ETC": {
2132 "exchange_free": 0,
2133 "exchange_used": 0,
2134 "exchange_total": 0,
2135 "margin_total": 0,
2136 },
2137 "USDT": {
2138 "exchange_free": D("6.0"),
2139 "exchange_used": D("1.2"),
2140 "exchange_total": D("7.2"),
2141 "margin_total": 0,
2142 },
2143 "XVG": {
2144 "exchange_free": 16,
2145 "exchange_used": 0,
2146 "exchange_total": 16,
2147 "margin_total": 0,
2148 },
2149 "XMR": {
2150 "exchange_free": 0,
2151 "exchange_used": 0,
2152 "exchange_total": 0,
2153 "margin_total": D("-1.0"),
2154 "margin_free": 0,
2155 },
2156 }
2157
2158 def test_in_currency(self):
2159 self.m.get_ticker.return_value = {
2160 "bid": D("0.09"),
2161 "ask": D("0.11"),
2162 "average": D("0.1"),
2163 }
2164
2165 balance_store = market.BalanceStore(self.m)
2166 balance_store.all = {
2167 "BTC": portfolio.Balance("BTC", {
2168 "total": "0.65",
2169 "exchange_total":"0.65",
2170 "exchange_free": "0.35",
2171 "exchange_used": "0.30"}),
2172 "ETH": portfolio.Balance("ETH", {
2173 "total": 3,
2174 "exchange_total": 3,
2175 "exchange_free": 3,
2176 "exchange_used": 0}),
2177 }
2178
2179 amounts = balance_store.in_currency("BTC")
2180 self.assertEqual("BTC", amounts["ETH"].currency)
2181 self.assertEqual(D("0.65"), amounts["BTC"].value)
2182 self.assertEqual(D("0.30"), amounts["ETH"].value)
2183 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2184 "average", "total")
2185 self.m.report.log_tickers.reset_mock()
2186
2187 amounts = balance_store.in_currency("BTC", compute_value="bid")
2188 self.assertEqual(D("0.65"), amounts["BTC"].value)
2189 self.assertEqual(D("0.27"), amounts["ETH"].value)
2190 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2191 "bid", "total")
2192 self.m.report.log_tickers.reset_mock()
2193
2194 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
2195 self.assertEqual(D("0.30"), amounts["BTC"].value)
2196 self.assertEqual(0, amounts["ETH"].value)
2197 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
2198 "bid", "exchange_used")
2199 self.m.report.log_tickers.reset_mock()
2200
2201 def test_fetch_balances(self):
2202 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2203
2204 balance_store = market.BalanceStore(self.m)
2205
2206 balance_store.fetch_balances()
2207 self.assertNotIn("ETC", balance_store.currencies())
2208 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
2209
2210 balance_store.all["ETC"] = portfolio.Balance("ETC", {
2211 "exchange_total": "1", "exchange_free": "0",
2212 "exchange_used": "1" })
2213 balance_store.fetch_balances(tag="foo")
2214 self.assertEqual(0, balance_store.all["ETC"].total)
2215 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
2216 self.m.report.log_balances.assert_called_with(tag="foo")
2217
2218 @mock.patch.object(market.Portfolio, "repartition")
2219 def test_dispatch_assets(self, repartition):
2220 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
2221
2222 balance_store = market.BalanceStore(self.m)
2223 balance_store.fetch_balances()
2224
2225 self.assertNotIn("XEM", balance_store.currencies())
2226
2227 repartition_hash = {
2228 "XEM": (D("0.75"), "long"),
2229 "BTC": (D("0.26"), "long"),
2230 "DASH": (D("0.10"), "short"),
2231 }
2232 repartition.return_value = repartition_hash
2233
2234 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
2235 repartition.assert_called_with(liquidity="medium")
2236 self.assertIn("XEM", balance_store.currencies())
2237 self.assertEqual(D("2.6"), amounts["BTC"].value)
2238 self.assertEqual(D("7.5"), amounts["XEM"].value)
2239 self.assertEqual(D("-1.0"), amounts["DASH"].value)
2240 self.m.report.log_balances.assert_called_with(tag=None)
2241 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
2242 "11.1"), amounts, "medium", repartition_hash)
2243
2244 def test_currencies(self):
2245 balance_store = market.BalanceStore(self.m)
2246
2247 balance_store.all = {
2248 "BTC": portfolio.Balance("BTC", {
2249 "total": "0.65",
2250 "exchange_total":"0.65",
2251 "exchange_free": "0.35",
2252 "exchange_used": "0.30"}),
2253 "ETH": portfolio.Balance("ETH", {
2254 "total": 3,
2255 "exchange_total": 3,
2256 "exchange_free": 3,
2257 "exchange_used": 0}),
2258 }
2259 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
2260
2261 def test_as_json(self):
2262 balance_mock1 = mock.Mock()
2263 balance_mock1.as_json.return_value = 1
2264
2265 balance_mock2 = mock.Mock()
2266 balance_mock2.as_json.return_value = 2
2267
2268 balance_store = market.BalanceStore(self.m)
2269 balance_store.all = {
2270 "BTC": balance_mock1,
2271 "ETH": balance_mock2,
2272 }
2273
2274 as_json = balance_store.as_json()
2275 self.assertEqual(1, as_json["BTC"])
2276 self.assertEqual(2, as_json["ETH"])
2277
2278
2279@unittest.skipUnless("unit" in limits, "Unit skipped")
2280class ComputationTest(WebMockTestCase):
2281 def test_compute_value(self):
2282 compute = mock.Mock()
2283 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
2284 compute.assert_called_with("foo", "ask")
2285
2286 compute.reset_mock()
2287 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
2288 compute.assert_called_with("foo", "bid")
2289
2290 compute.reset_mock()
2291 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
2292 compute.assert_called_with("foo", "ask")
2293
2294 compute.reset_mock()
2295 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
2296 compute.assert_called_with("foo", "bid")
2297
2298 compute.reset_mock()
2299 portfolio.Computation.computations["test"] = compute
2300 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
2301 compute.assert_called_with("foo", "bid")
2302
2303
2304@unittest.skipUnless("unit" in limits, "Unit skipped")
2305class TradeTest(WebMockTestCase):
2306
2307 def test_values_assertion(self):
2308 value_from = portfolio.Amount("BTC", "1.0")
2309 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2310 value_to = portfolio.Amount("BTC", "1.0")
2311 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2312 self.assertEqual("BTC", trade.base_currency)
2313 self.assertEqual("ETH", trade.currency)
2314 self.assertEqual(self.m, trade.market)
2315
2316 with self.assertRaises(AssertionError):
2317 portfolio.Trade(value_from, -value_to, "ETH", self.m)
2318 with self.assertRaises(AssertionError):
2319 portfolio.Trade(value_from, value_to, "ETC", self.m)
2320 with self.assertRaises(AssertionError):
2321 value_from.currency = "ETH"
2322 portfolio.Trade(value_from, value_to, "ETH", self.m)
2323 value_from.currency = "BTC"
2324 with self.assertRaises(AssertionError):
2325 value_from2 = portfolio.Amount("BTC", "1.0")
2326 portfolio.Trade(value_from2, value_to, "ETH", self.m)
2327
2328 value_from = portfolio.Amount("BTC", 0)
2329 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2330 self.assertEqual(0, trade.value_from.linked_to)
2331
2332 def test_action(self):
2333 value_from = portfolio.Amount("BTC", "1.0")
2334 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2335 value_to = portfolio.Amount("BTC", "1.0")
2336 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2337
2338 self.assertIsNone(trade.action)
2339
2340 value_from = portfolio.Amount("BTC", "1.0")
2341 value_from.linked_to = portfolio.Amount("BTC", "1.0")
2342 value_to = portfolio.Amount("BTC", "2.0")
2343 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
2344
2345 self.assertIsNone(trade.action)
2346
2347 value_from = portfolio.Amount("BTC", "0.5")
2348 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2349 value_to = portfolio.Amount("BTC", "1.0")
2350 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2351
2352 self.assertEqual("acquire", trade.action)
2353
2354 value_from = portfolio.Amount("BTC", "0")
2355 value_from.linked_to = portfolio.Amount("ETH", "0")
2356 value_to = portfolio.Amount("BTC", "-1.0")
2357 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2358
2359 self.assertEqual("acquire", trade.action)
2360
2361 def test_order_action(self):
2362 value_from = portfolio.Amount("BTC", "0.5")
2363 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2364 value_to = portfolio.Amount("BTC", "1.0")
2365 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2366
2367 trade.inverted = False
2368 self.assertEqual("buy", trade.order_action())
2369 trade.inverted = True
2370 self.assertEqual("sell", trade.order_action())
2371
2372 value_from = portfolio.Amount("BTC", "0")
2373 value_from.linked_to = portfolio.Amount("ETH", "0")
2374 value_to = portfolio.Amount("BTC", "-1.0")
2375 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2376
2377 trade.inverted = False
2378 self.assertEqual("sell", trade.order_action())
2379 trade.inverted = True
2380 self.assertEqual("buy", trade.order_action())
2381
2382 def test_trade_type(self):
2383 value_from = portfolio.Amount("BTC", "0.5")
2384 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2385 value_to = portfolio.Amount("BTC", "1.0")
2386 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2387
2388 self.assertEqual("long", trade.trade_type)
2389
2390 value_from = portfolio.Amount("BTC", "0")
2391 value_from.linked_to = portfolio.Amount("ETH", "0")
2392 value_to = portfolio.Amount("BTC", "-1.0")
2393 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2394
2395 self.assertEqual("short", trade.trade_type)
2396
2397 def test_is_fullfiled(self):
2398 with self.subTest(inverted=False):
2399 value_from = portfolio.Amount("BTC", "0.5")
2400 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2401 value_to = portfolio.Amount("BTC", "1.0")
2402 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2403
2404 order1 = mock.Mock()
2405 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2406
2407 order2 = mock.Mock()
2408 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2409 trade.orders.append(order1)
2410 trade.orders.append(order2)
2411
2412 self.assertFalse(trade.is_fullfiled)
2413
2414 order3 = mock.Mock()
2415 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2416 trade.orders.append(order3)
2417
2418 self.assertTrue(trade.is_fullfiled)
2419
2420 order1.filled_amount.assert_called_with(in_base_currency=True)
2421 order2.filled_amount.assert_called_with(in_base_currency=True)
2422 order3.filled_amount.assert_called_with(in_base_currency=True)
2423
2424 with self.subTest(inverted=True):
2425 value_from = portfolio.Amount("BTC", "0.5")
2426 value_from.linked_to = portfolio.Amount("USDT", "1000.0")
2427 value_to = portfolio.Amount("BTC", "1.0")
2428 trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
2429 trade.inverted = True
2430
2431 order1 = mock.Mock()
2432 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
2433
2434 order2 = mock.Mock()
2435 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
2436 trade.orders.append(order1)
2437 trade.orders.append(order2)
2438
2439 self.assertFalse(trade.is_fullfiled)
2440
2441 order3 = mock.Mock()
2442 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
2443 trade.orders.append(order3)
2444
2445 self.assertTrue(trade.is_fullfiled)
2446
2447 order1.filled_amount.assert_called_with(in_base_currency=False)
2448 order2.filled_amount.assert_called_with(in_base_currency=False)
2449 order3.filled_amount.assert_called_with(in_base_currency=False)
2450
2451
2452 def test_filled_amount(self):
2453 value_from = portfolio.Amount("BTC", "0.5")
2454 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2455 value_to = portfolio.Amount("BTC", "1.0")
2456 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2457
2458 order1 = mock.Mock()
2459 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
2460
2461 order2 = mock.Mock()
2462 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
2463 trade.orders.append(order1)
2464 trade.orders.append(order2)
2465
2466 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
2467 order1.filled_amount.assert_called_with(in_base_currency=False)
2468 order2.filled_amount.assert_called_with(in_base_currency=False)
2469
2470 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
2471 order1.filled_amount.assert_called_with(in_base_currency=False)
2472 order2.filled_amount.assert_called_with(in_base_currency=False)
2473
2474 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
2475 order1.filled_amount.assert_called_with(in_base_currency=True)
2476 order2.filled_amount.assert_called_with(in_base_currency=True)
2477
2478 @mock.patch.object(portfolio.Computation, "compute_value")
2479 @mock.patch.object(portfolio.Trade, "filled_amount")
2480 @mock.patch.object(portfolio, "Order")
2481 def test_prepare_order(self, Order, filled_amount, compute_value):
2482 Order.return_value = "Order"
2483
2484 with self.subTest(desc="Nothing to do"):
2485 value_from = portfolio.Amount("BTC", "10")
2486 value_from.rate = D("0.1")
2487 value_from.linked_to = portfolio.Amount("FOO", "100")
2488 value_to = portfolio.Amount("BTC", "10")
2489 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2490
2491 trade.prepare_order()
2492
2493 filled_amount.assert_not_called()
2494 compute_value.assert_not_called()
2495 self.assertEqual(0, len(trade.orders))
2496 Order.assert_not_called()
2497
2498 self.m.get_ticker.return_value = { "inverted": False }
2499 with self.subTest(desc="Already filled"):
2500 filled_amount.return_value = portfolio.Amount("FOO", "100")
2501 compute_value.return_value = D("0.125")
2502
2503 value_from = portfolio.Amount("BTC", "10")
2504 value_from.rate = D("0.1")
2505 value_from.linked_to = portfolio.Amount("FOO", "100")
2506 value_to = portfolio.Amount("BTC", "0")
2507 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2508
2509 trade.prepare_order()
2510
2511 filled_amount.assert_called_with(in_base_currency=False)
2512 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2513 self.assertEqual(0, len(trade.orders))
2514 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
2515 Order.assert_not_called()
2516
2517 with self.subTest(action="dispose", inverted=False):
2518 filled_amount.return_value = portfolio.Amount("FOO", "60")
2519 compute_value.return_value = D("0.125")
2520
2521 value_from = portfolio.Amount("BTC", "10")
2522 value_from.rate = D("0.1")
2523 value_from.linked_to = portfolio.Amount("FOO", "100")
2524 value_to = portfolio.Amount("BTC", "1")
2525 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2526
2527 trade.prepare_order()
2528
2529 filled_amount.assert_called_with(in_base_currency=False)
2530 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2531 self.assertEqual(1, len(trade.orders))
2532 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2533 D("0.125"), "BTC", "long", self.m,
2534 trade, close_if_possible=False)
2535
2536 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
2537 filled_amount.return_value = portfolio.Amount("FOO", "60")
2538 compute_value.return_value = D("0.125")
2539
2540 value_from = portfolio.Amount("BTC", "10")
2541 value_from.rate = D("0.1")
2542 value_from.linked_to = portfolio.Amount("FOO", "100")
2543 value_to = portfolio.Amount("BTC", "1")
2544 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2545
2546 trade.prepare_order(close_if_possible=True)
2547
2548 filled_amount.assert_called_with(in_base_currency=False)
2549 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2550 self.assertEqual(1, len(trade.orders))
2551 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
2552 D("0.125"), "BTC", "long", self.m,
2553 trade, close_if_possible=True)
2554
2555 with self.subTest(action="acquire", inverted=False):
2556 filled_amount.return_value = portfolio.Amount("BTC", "3")
2557 compute_value.return_value = D("0.125")
2558
2559 value_from = portfolio.Amount("BTC", "1")
2560 value_from.rate = D("0.1")
2561 value_from.linked_to = portfolio.Amount("FOO", "10")
2562 value_to = portfolio.Amount("BTC", "10")
2563 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2564
2565 trade.prepare_order()
2566
2567 filled_amount.assert_called_with(in_base_currency=True)
2568 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
2569 self.assertEqual(1, len(trade.orders))
2570
2571 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
2572 D("0.125"), "BTC", "long", self.m,
2573 trade, close_if_possible=False)
2574
2575 with self.subTest(close_if_possible=True):
2576 filled_amount.return_value = portfolio.Amount("FOO", "0")
2577 compute_value.return_value = D("0.125")
2578
2579 value_from = portfolio.Amount("BTC", "10")
2580 value_from.rate = D("0.1")
2581 value_from.linked_to = portfolio.Amount("FOO", "100")
2582 value_to = portfolio.Amount("BTC", "0")
2583 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2584
2585 trade.prepare_order()
2586
2587 filled_amount.assert_called_with(in_base_currency=False)
2588 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
2589 self.assertEqual(1, len(trade.orders))
2590 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
2591 D("0.125"), "BTC", "long", self.m,
2592 trade, close_if_possible=True)
2593
2594 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
2595 with self.subTest(action="dispose", inverted=True):
2596 filled_amount.return_value = portfolio.Amount("FOO", "300")
2597 compute_value.return_value = D("125")
2598
2599 value_from = portfolio.Amount("BTC", "10")
2600 value_from.rate = D("0.01")
2601 value_from.linked_to = portfolio.Amount("FOO", "1000")
2602 value_to = portfolio.Amount("BTC", "1")
2603 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2604
2605 trade.prepare_order(compute_value="foo")
2606
2607 filled_amount.assert_called_with(in_base_currency=True)
2608 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
2609 self.assertEqual(1, len(trade.orders))
2610 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
2611 D("125"), "FOO", "long", self.m,
2612 trade, close_if_possible=False)
2613
2614 with self.subTest(action="acquire", inverted=True):
2615 filled_amount.return_value = portfolio.Amount("BTC", "4")
2616 compute_value.return_value = D("125")
2617
2618 value_from = portfolio.Amount("BTC", "1")
2619 value_from.rate = D("0.01")
2620 value_from.linked_to = portfolio.Amount("FOO", "100")
2621 value_to = portfolio.Amount("BTC", "10")
2622 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
2623
2624 trade.prepare_order(compute_value="foo")
2625
2626 filled_amount.assert_called_with(in_base_currency=False)
2627 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
2628 self.assertEqual(1, len(trade.orders))
2629 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
2630 D("125"), "FOO", "long", self.m,
2631 trade, close_if_possible=False)
2632
2633 def test_tick_actions_recreate(self):
2634 value_from = portfolio.Amount("BTC", "0.5")
2635 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2636 value_to = portfolio.Amount("BTC", "1.0")
2637 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2638
2639 self.assertEqual("average", trade.tick_actions_recreate(0))
2640 self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo"))
2641 self.assertEqual("average", trade.tick_actions_recreate(1))
2642 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2))
2643 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3))
2644 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5))
2645 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6))
2646 self.assertEqual("default", trade.tick_actions_recreate(7))
2647 self.assertEqual("default", trade.tick_actions_recreate(8))
2648
2649 @mock.patch.object(portfolio.Trade, "prepare_order")
2650 def test_update_order(self, prepare_order):
2651 order_mock = mock.Mock()
2652 new_order_mock = mock.Mock()
2653
2654 value_from = portfolio.Amount("BTC", "0.5")
2655 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2656 value_to = portfolio.Amount("BTC", "1.0")
2657 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2658 prepare_order.return_value = new_order_mock
2659
2660 for i in [0, 1, 3, 4, 6]:
2661 with self.subTest(tick=i):
2662 trade.update_order(order_mock, i)
2663 order_mock.cancel.assert_not_called()
2664 new_order_mock.run.assert_not_called()
2665 self.m.report.log_order.assert_called_once_with(order_mock, i,
2666 update="waiting", compute_value=None, new_order=None)
2667
2668 order_mock.reset_mock()
2669 new_order_mock.reset_mock()
2670 trade.orders = []
2671 self.m.report.log_order.reset_mock()
2672
2673 trade.update_order(order_mock, 2)
2674 order_mock.cancel.assert_called()
2675 new_order_mock.run.assert_called()
2676 prepare_order.assert_called()
2677 self.m.report.log_order.assert_called()
2678 self.assertEqual(2, self.m.report.log_order.call_count)
2679 calls = [
2680 mock.call(order_mock, 2, update="adjusting",
2681 compute_value=mock.ANY,
2682 new_order=new_order_mock),
2683 mock.call(order_mock, 2, new_order=new_order_mock),
2684 ]
2685 self.m.report.log_order.assert_has_calls(calls)
2686
2687 order_mock.reset_mock()
2688 new_order_mock.reset_mock()
2689 trade.orders = []
2690 self.m.report.log_order.reset_mock()
2691
2692 trade.update_order(order_mock, 5)
2693 order_mock.cancel.assert_called()
2694 new_order_mock.run.assert_called()
2695 prepare_order.assert_called()
2696 self.assertEqual(2, self.m.report.log_order.call_count)
2697 self.m.report.log_order.assert_called()
2698 calls = [
2699 mock.call(order_mock, 5, update="adjusting",
2700 compute_value=mock.ANY,
2701 new_order=new_order_mock),
2702 mock.call(order_mock, 5, new_order=new_order_mock),
2703 ]
2704 self.m.report.log_order.assert_has_calls(calls)
2705
2706 order_mock.reset_mock()
2707 new_order_mock.reset_mock()
2708 trade.orders = []
2709 self.m.report.log_order.reset_mock()
2710
2711 trade.update_order(order_mock, 7)
2712 order_mock.cancel.assert_called()
2713 new_order_mock.run.assert_called()
2714 prepare_order.assert_called_with(compute_value="default")
2715 self.m.report.log_order.assert_called()
2716 self.assertEqual(2, self.m.report.log_order.call_count)
2717 calls = [
2718 mock.call(order_mock, 7, update="market_fallback",
2719 compute_value='default',
2720 new_order=new_order_mock),
2721 mock.call(order_mock, 7, new_order=new_order_mock),
2722 ]
2723 self.m.report.log_order.assert_has_calls(calls)
2724
2725 order_mock.reset_mock()
2726 new_order_mock.reset_mock()
2727 trade.orders = []
2728 self.m.report.log_order.reset_mock()
2729
2730 for i in [10, 13, 16]:
2731 with self.subTest(tick=i):
2732 trade.update_order(order_mock, i)
2733 order_mock.cancel.assert_called()
2734 new_order_mock.run.assert_called()
2735 prepare_order.assert_called_with(compute_value="default")
2736 self.m.report.log_order.assert_called()
2737 self.assertEqual(2, self.m.report.log_order.call_count)
2738 calls = [
2739 mock.call(order_mock, i, update="market_adjust",
2740 compute_value='default',
2741 new_order=new_order_mock),
2742 mock.call(order_mock, i, new_order=new_order_mock),
2743 ]
2744 self.m.report.log_order.assert_has_calls(calls)
2745
2746 order_mock.reset_mock()
2747 new_order_mock.reset_mock()
2748 trade.orders = []
2749 self.m.report.log_order.reset_mock()
2750
2751 for i in [8, 9, 11, 12]:
2752 with self.subTest(tick=i):
2753 trade.update_order(order_mock, i)
2754 order_mock.cancel.assert_not_called()
2755 new_order_mock.run.assert_not_called()
2756 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
2757 compute_value=None, new_order=None)
2758
2759 order_mock.reset_mock()
2760 new_order_mock.reset_mock()
2761 trade.orders = []
2762 self.m.report.log_order.reset_mock()
2763
2764
2765 def test_print_with_order(self):
2766 value_from = portfolio.Amount("BTC", "0.5")
2767 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2768 value_to = portfolio.Amount("BTC", "1.0")
2769 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2770
2771 order_mock1 = mock.Mock()
2772 order_mock1.__repr__ = mock.Mock()
2773 order_mock1.__repr__.return_value = "Mock 1"
2774 order_mock2 = mock.Mock()
2775 order_mock2.__repr__ = mock.Mock()
2776 order_mock2.__repr__.return_value = "Mock 2"
2777 order_mock1.mouvements = []
2778 mouvement_mock1 = mock.Mock()
2779 mouvement_mock1.__repr__ = mock.Mock()
2780 mouvement_mock1.__repr__.return_value = "Mouvement 1"
2781 mouvement_mock2 = mock.Mock()
2782 mouvement_mock2.__repr__ = mock.Mock()
2783 mouvement_mock2.__repr__.return_value = "Mouvement 2"
2784 order_mock2.mouvements = [
2785 mouvement_mock1, mouvement_mock2
2786 ]
2787 trade.orders.append(order_mock1)
2788 trade.orders.append(order_mock2)
2789
2790 with mock.patch.object(trade, "filled_amount") as filled:
2791 filled.return_value = portfolio.Amount("BTC", "0.1")
2792
2793 trade.print_with_order()
2794
2795 self.m.report.print_log.assert_called()
2796 calls = self.m.report.print_log.mock_calls
2797 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
2798 self.assertEqual("\tMock 1", str(calls[1][1][0]))
2799 self.assertEqual("\tMock 2", str(calls[2][1][0]))
2800 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
2801 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
2802
2803 self.m.report.print_log.reset_mock()
2804
2805 filled.return_value = portfolio.Amount("BTC", "0.5")
2806 trade.print_with_order()
2807 calls = self.m.report.print_log.mock_calls
2808 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
2809
2810 self.m.report.print_log.reset_mock()
2811
2812 filled.return_value = portfolio.Amount("BTC", "0.1")
2813 trade.closed = True
2814 trade.print_with_order()
2815 calls = self.m.report.print_log.mock_calls
2816 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
2817
2818 def test_close(self):
2819 value_from = portfolio.Amount("BTC", "0.5")
2820 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2821 value_to = portfolio.Amount("BTC", "1.0")
2822 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2823 order1 = mock.Mock()
2824 trade.orders.append(order1)
2825
2826 trade.close()
2827
2828 self.assertEqual(True, trade.closed)
2829 order1.cancel.assert_called_once_with()
2830
2831 def test_pending(self):
2832 value_from = portfolio.Amount("BTC", "0.5")
2833 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2834 value_to = portfolio.Amount("BTC", "1.0")
2835 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2836
2837 trade.closed = True
2838 self.assertEqual(False, trade.pending)
2839
2840 trade.closed = False
2841 self.assertEqual(True, trade.pending)
2842
2843 order1 = mock.Mock()
2844 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
2845 trade.orders.append(order1)
2846 self.assertEqual(False, trade.pending)
2847
2848 def test__repr(self):
2849 value_from = portfolio.Amount("BTC", "0.5")
2850 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2851 value_to = portfolio.Amount("BTC", "1.0")
2852 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2853
2854 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
2855
2856 def test_as_json(self):
2857 value_from = portfolio.Amount("BTC", "0.5")
2858 value_from.linked_to = portfolio.Amount("ETH", "10.0")
2859 value_to = portfolio.Amount("BTC", "1.0")
2860 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
2861
2862 as_json = trade.as_json()
2863 self.assertEqual("acquire", as_json["action"])
2864 self.assertEqual(D("0.5"), as_json["from"])
2865 self.assertEqual(D("1.0"), as_json["to"])
2866 self.assertEqual("ETH", as_json["currency"])
2867 self.assertEqual("BTC", as_json["base_currency"])
2868
2869@unittest.skipUnless("unit" in limits, "Unit skipped")
2870class OrderTest(WebMockTestCase):
2871 def test_values(self):
2872 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2873 D("0.1"), "BTC", "long", "market", "trade")
2874 self.assertEqual("buy", order.action)
2875 self.assertEqual(10, order.amount.value)
2876 self.assertEqual("ETH", order.amount.currency)
2877 self.assertEqual(D("0.1"), order.rate)
2878 self.assertEqual("BTC", order.base_currency)
2879 self.assertEqual("market", order.market)
2880 self.assertEqual("long", order.trade_type)
2881 self.assertEqual("pending", order.status)
2882 self.assertEqual("trade", order.trade)
2883 self.assertIsNone(order.id)
2884 self.assertFalse(order.close_if_possible)
2885
2886 def test__repr(self):
2887 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2888 D("0.1"), "BTC", "long", "market", "trade")
2889 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
2890
2891 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2892 D("0.1"), "BTC", "long", "market", "trade",
2893 close_if_possible=True)
2894 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
2895
2896 def test_as_json(self):
2897 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2898 D("0.1"), "BTC", "long", "market", "trade")
2899 mouvement_mock1 = mock.Mock()
2900 mouvement_mock1.as_json.return_value = 1
2901 mouvement_mock2 = mock.Mock()
2902 mouvement_mock2.as_json.return_value = 2
2903
2904 order.mouvements = [mouvement_mock1, mouvement_mock2]
2905 as_json = order.as_json()
2906 self.assertEqual("buy", as_json["action"])
2907 self.assertEqual("long", as_json["trade_type"])
2908 self.assertEqual(10, as_json["amount"])
2909 self.assertEqual("ETH", as_json["currency"])
2910 self.assertEqual("BTC", as_json["base_currency"])
2911 self.assertEqual(D("0.1"), as_json["rate"])
2912 self.assertEqual("pending", as_json["status"])
2913 self.assertEqual(False, as_json["close_if_possible"])
2914 self.assertIsNone(as_json["id"])
2915 self.assertEqual([1, 2], as_json["mouvements"])
2916
2917 def test_account(self):
2918 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2919 D("0.1"), "BTC", "long", "market", "trade")
2920 self.assertEqual("exchange", order.account)
2921
2922 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
2923 D("0.1"), "BTC", "short", "market", "trade")
2924 self.assertEqual("margin", order.account)
2925
2926 def test_pending(self):
2927 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2928 D("0.1"), "BTC", "long", "market", "trade")
2929 self.assertTrue(order.pending)
2930 order.status = "open"
2931 self.assertFalse(order.pending)
2932
2933 def test_open(self):
2934 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2935 D("0.1"), "BTC", "long", "market", "trade")
2936 self.assertFalse(order.open)
2937 order.status = "open"
2938 self.assertTrue(order.open)
2939
2940 def test_finished(self):
2941 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2942 D("0.1"), "BTC", "long", "market", "trade")
2943 self.assertFalse(order.finished)
2944 order.status = "closed"
2945 self.assertTrue(order.finished)
2946 order.status = "canceled"
2947 self.assertTrue(order.finished)
2948 order.status = "error"
2949 self.assertTrue(order.finished)
2950
2951 @mock.patch.object(portfolio.Order, "fetch")
2952 def test_cancel(self, fetch):
2953 with self.subTest(debug=True):
2954 self.m.debug = True
2955 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2956 D("0.1"), "BTC", "long", self.m, "trade")
2957 order.status = "open"
2958
2959 order.cancel()
2960 self.m.ccxt.cancel_order.assert_not_called()
2961 self.m.report.log_debug_action.assert_called_once()
2962 self.m.report.log_debug_action.reset_mock()
2963 self.assertEqual("canceled", order.status)
2964
2965 with self.subTest(desc="Nominal case"):
2966 self.m.debug = False
2967 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2968 D("0.1"), "BTC", "long", self.m, "trade")
2969 order.status = "open"
2970 order.id = 42
2971
2972 order.cancel()
2973 self.m.ccxt.cancel_order.assert_called_with(42)
2974 fetch.assert_called_once_with()
2975 self.m.report.log_debug_action.assert_not_called()
2976
2977 with self.subTest(exception=True):
2978 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2979 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2980 D("0.1"), "BTC", "long", self.m, "trade")
2981 order.status = "open"
2982 order.id = 42
2983 order.cancel()
2984 self.m.ccxt.cancel_order.assert_called_with(42)
2985 self.m.report.log_error.assert_called_once()
2986
2987 self.m.reset_mock()
2988 with self.subTest(id=None):
2989 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2990 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
2991 D("0.1"), "BTC", "long", self.m, "trade")
2992 order.status = "open"
2993 order.cancel()
2994 self.m.ccxt.cancel_order.assert_not_called()
2995
2996 self.m.reset_mock()
2997 with self.subTest(open=False):
2998 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
2999 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3000 D("0.1"), "BTC", "long", self.m, "trade")
3001 order.status = "closed"
3002 order.cancel()
3003 self.m.ccxt.cancel_order.assert_not_called()
3004
3005 def test_dust_amount_remaining(self):
3006 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3007 D("0.1"), "BTC", "long", self.m, "trade")
3008 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
3009 self.assertFalse(order.dust_amount_remaining())
3010
3011 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
3012 self.assertTrue(order.dust_amount_remaining())
3013
3014 @mock.patch.object(portfolio.Order, "fetch")
3015 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
3016 def test_remaining_amount(self, filled_amount, fetch):
3017 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3018 D("0.1"), "BTC", "long", self.m, "trade")
3019
3020 self.assertEqual(9, order.remaining_amount().value)
3021
3022 order.status = "open"
3023 self.assertEqual(9, order.remaining_amount().value)
3024
3025 @mock.patch.object(portfolio.Order, "fetch")
3026 def test_filled_amount(self, fetch):
3027 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3028 D("0.1"), "BTC", "long", self.m, "trade")
3029 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
3030 "tradeID": 42, "type": "buy", "fee": "0.0015",
3031 "date": "2017-12-30 12:00:12", "rate": "0.1",
3032 "amount": "3", "total": "0.3"
3033 }))
3034 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
3035 "tradeID": 43, "type": "buy", "fee": "0.0015",
3036 "date": "2017-12-30 13:00:12", "rate": "0.2",
3037 "amount": "2", "total": "0.4"
3038 }))
3039 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
3040 fetch.assert_not_called()
3041 order.status = "open"
3042 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
3043 fetch.assert_called_once()
3044 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
3045
3046 def test_fetch_mouvements(self):
3047 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
3048 {
3049 "tradeID": 42, "type": "buy", "fee": "0.0015",
3050 "date": "2017-12-30 13:00:12", "rate": "0.1",
3051 "amount": "3", "total": "0.3"
3052 },
3053 {
3054 "tradeID": 43, "type": "buy", "fee": "0.0015",
3055 "date": "2017-12-30 12:00:12", "rate": "0.2",
3056 "amount": "2", "total": "0.4"
3057 }
3058 ]
3059 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3060 D("0.1"), "BTC", "long", self.m, "trade")
3061 order.id = 12
3062 order.mouvements = ["Foo", "Bar", "Baz"]
3063
3064 order.fetch_mouvements()
3065
3066 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
3067 self.assertEqual(2, len(order.mouvements))
3068 self.assertEqual(43, order.mouvements[0].id)
3069 self.assertEqual(42, order.mouvements[1].id)
3070
3071 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
3072 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3073 D("0.1"), "BTC", "long", self.m, "trade")
3074 order.fetch_mouvements()
3075 self.assertEqual(0, len(order.mouvements))
3076
3077 def test_mark_finished_order(self):
3078 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3079 D("0.1"), "BTC", "short", self.m, "trade",
3080 close_if_possible=True)
3081 order.status = "closed"
3082 self.m.debug = False
3083
3084 order.mark_finished_order()
3085 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
3086 self.m.ccxt.close_margin_position.reset_mock()
3087
3088 order.status = "open"
3089 order.mark_finished_order()
3090 self.m.ccxt.close_margin_position.assert_not_called()
3091
3092 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3093 D("0.1"), "BTC", "short", self.m, "trade",
3094 close_if_possible=False)
3095 order.status = "closed"
3096 order.mark_finished_order()
3097 self.m.ccxt.close_margin_position.assert_not_called()
3098
3099 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
3100 D("0.1"), "BTC", "short", self.m, "trade",
3101 close_if_possible=True)
3102 order.status = "closed"
3103 order.mark_finished_order()
3104 self.m.ccxt.close_margin_position.assert_not_called()
3105
3106 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3107 D("0.1"), "BTC", "long", self.m, "trade",
3108 close_if_possible=True)
3109 order.status = "closed"
3110 order.mark_finished_order()
3111 self.m.ccxt.close_margin_position.assert_not_called()
3112
3113 self.m.debug = True
3114
3115 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3116 D("0.1"), "BTC", "short", self.m, "trade",
3117 close_if_possible=True)
3118 order.status = "closed"
3119
3120 order.mark_finished_order()
3121 self.m.ccxt.close_margin_position.assert_not_called()
3122 self.m.report.log_debug_action.assert_called_once()
3123
3124 @mock.patch.object(portfolio.Order, "fetch_mouvements")
3125 @mock.patch.object(portfolio.Order, "mark_disappeared_order")
3126 @mock.patch.object(portfolio.Order, "mark_finished_order")
3127 def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements):
3128 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3129 D("0.1"), "BTC", "long", self.m, "trade")
3130 order.id = 45
3131 with self.subTest(debug=True):
3132 self.m.debug = True
3133 order.fetch()
3134 self.m.report.log_debug_action.assert_called_once()
3135 self.m.report.log_debug_action.reset_mock()
3136 self.m.ccxt.fetch_order.assert_not_called()
3137 mark_finished_order.assert_not_called()
3138 mark_disappeared_order.assert_not_called()
3139 fetch_mouvements.assert_not_called()
3140
3141 with self.subTest(debug=False):
3142 self.m.debug = False
3143 self.m.ccxt.fetch_order.return_value = {
3144 "status": "foo",
3145 "datetime": "timestamp"
3146 }
3147 order.fetch()
3148
3149 self.m.ccxt.fetch_order.assert_called_once_with(45)
3150 fetch_mouvements.assert_called_once()
3151 self.assertEqual("foo", order.status)
3152 self.assertEqual("timestamp", order.timestamp)
3153 self.assertEqual(1, len(order.results))
3154 self.m.report.log_debug_action.assert_not_called()
3155 mark_finished_order.assert_called_once()
3156 mark_disappeared_order.assert_called_once()
3157
3158 mark_finished_order.reset_mock()
3159 with self.subTest(missing_order=True):
3160 self.m.ccxt.fetch_order.side_effect = [
3161 portfolio.OrderNotCached,
3162 ]
3163 order.fetch()
3164 self.assertEqual("closed_unknown", order.status)
3165 mark_finished_order.assert_called_once()
3166
3167 def test_mark_disappeared_order(self):
3168 with self.subTest("Open order"):
3169 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3170 D("0.1"), "BTC", "long", self.m, "trade")
3171 order.id = 45
3172 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
3173 "tradeID":21336541,
3174 "currencyPair":"BTC_XRP",
3175 "type":"sell",
3176 "rate":"0.00007013",
3177 "amount":"0.00000222",
3178 "total":"0.00000000",
3179 "fee":"0.00150000",
3180 "date":"2018-04-02 00:09:13"
3181 }))
3182 order.mark_disappeared_order()
3183 self.assertEqual("pending", order.status)
3184
3185 with self.subTest("Non-zero amount"):
3186 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3187 D("0.1"), "BTC", "long", self.m, "trade")
3188 order.id = 45
3189 order.status = "closed"
3190 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
3191 "tradeID":21336541,
3192 "currencyPair":"BTC_XRP",
3193 "type":"sell",
3194 "rate":"0.00007013",
3195 "amount":"0.00000222",
3196 "total":"0.00000010",
3197 "fee":"0.00150000",
3198 "date":"2018-04-02 00:09:13"
3199 }))
3200 order.mark_disappeared_order()
3201 self.assertEqual("closed", order.status)
3202
3203 with self.subTest("Other mouvements"):
3204 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3205 D("0.1"), "BTC", "long", self.m, "trade")
3206 order.id = 45
3207 order.status = "closed"
3208 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
3209 "tradeID":21336541,
3210 "currencyPair":"BTC_XRP",
3211 "type":"sell",
3212 "rate":"0.00007013",
3213 "amount":"0.00000222",
3214 "total":"0.00000001",
3215 "fee":"0.00150000",
3216 "date":"2018-04-02 00:09:13"
3217 }))
3218 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
3219 "tradeID":21336541,
3220 "currencyPair":"BTC_XRP",
3221 "type":"sell",
3222 "rate":"0.00007013",
3223 "amount":"0.00000222",
3224 "total":"0.00000000",
3225 "fee":"0.00150000",
3226 "date":"2018-04-02 00:09:13"
3227 }))
3228 order.mark_disappeared_order()
3229 self.assertEqual("error_disappeared", order.status)
3230
3231 with self.subTest("Order disappeared"):
3232 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3233 D("0.1"), "BTC", "long", self.m, "trade")
3234 order.id = 45
3235 order.status = "closed"
3236 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
3237 "tradeID":21336541,
3238 "currencyPair":"BTC_XRP",
3239 "type":"sell",
3240 "rate":"0.00007013",
3241 "amount":"0.00000222",
3242 "total":"0.00000000",
3243 "fee":"0.00150000",
3244 "date":"2018-04-02 00:09:13"
3245 }))
3246 order.mark_disappeared_order()
3247 self.assertEqual("error_disappeared", order.status)
3248
3249 @mock.patch.object(portfolio.Order, "fetch")
3250 def test_get_status(self, fetch):
3251 with self.subTest(debug=True):
3252 self.m.debug = True
3253 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3254 D("0.1"), "BTC", "long", self.m, "trade")
3255 self.assertEqual("pending", order.get_status())
3256 fetch.assert_not_called()
3257 self.m.report.log_debug_action.assert_called_once()
3258
3259 with self.subTest(debug=False, finished=False):
3260 self.m.debug = False
3261 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3262 D("0.1"), "BTC", "long", self.m, "trade")
3263 def _fetch(order):
3264 def update_status():
3265 order.status = "open"
3266 return update_status
3267 fetch.side_effect = _fetch(order)
3268 self.assertEqual("open", order.get_status())
3269 fetch.assert_called_once()
3270
3271 fetch.reset_mock()
3272 with self.subTest(debug=False, finished=True):
3273 self.m.debug = False
3274 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3275 D("0.1"), "BTC", "long", self.m, "trade")
3276 def _fetch(order):
3277 def update_status():
3278 order.status = "closed"
3279 return update_status
3280 fetch.side_effect = _fetch(order)
3281 self.assertEqual("closed", order.get_status())
3282 fetch.assert_called_once()
3283
3284 def test_run(self):
3285 self.m.ccxt.order_precision.return_value = 4
3286 with self.subTest(debug=True):
3287 self.m.debug = True
3288 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3289 D("0.1"), "BTC", "long", self.m, "trade")
3290 order.run()
3291 self.m.ccxt.create_order.assert_not_called()
3292 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
3293 self.assertEqual("open", order.status)
3294 self.assertEqual(1, len(order.results))
3295 self.assertEqual(-1, order.id)
3296
3297 self.m.ccxt.create_order.reset_mock()
3298 with self.subTest(debug=False):
3299 self.m.debug = False
3300 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3301 D("0.1"), "BTC", "long", self.m, "trade")
3302 self.m.ccxt.create_order.return_value = { "id": 123 }
3303 order.run()
3304 self.m.ccxt.create_order.assert_called_once()
3305 self.assertEqual(1, len(order.results))
3306 self.assertEqual("open", order.status)
3307
3308 self.m.ccxt.create_order.reset_mock()
3309 with self.subTest(exception=True):
3310 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
3311 D("0.1"), "BTC", "long", self.m, "trade")
3312 self.m.ccxt.create_order.side_effect = Exception("bouh")
3313 order.run()
3314 self.m.ccxt.create_order.assert_called_once()
3315 self.assertEqual(0, len(order.results))
3316 self.assertEqual("error", order.status)
3317 self.m.report.log_error.assert_called_once()
3318
3319 self.m.ccxt.create_order.reset_mock()
3320 with self.subTest(dust_amount_exception=True),\
3321 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3322 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
3323 D("0.1"), "BTC", "long", self.m, "trade")
3324 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
3325 order.run()
3326 self.m.ccxt.create_order.assert_called_once()
3327 self.assertEqual(0, len(order.results))
3328 self.assertEqual("closed", order.status)
3329 mark_finished_order.assert_called_once()
3330
3331 self.m.ccxt.order_precision.return_value = 8
3332 self.m.ccxt.create_order.reset_mock()
3333 with self.subTest(insufficient_funds=True),\
3334 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3335 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3336 D("0.1"), "BTC", "long", self.m, "trade")
3337 self.m.ccxt.create_order.side_effect = [
3338 portfolio.InsufficientFunds,
3339 portfolio.InsufficientFunds,
3340 portfolio.InsufficientFunds,
3341 { "id": 123 },
3342 ]
3343 order.run()
3344 self.m.ccxt.create_order.assert_has_calls([
3345 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3346 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3347 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3348 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3349 ])
3350 self.assertEqual(4, self.m.ccxt.create_order.call_count)
3351 self.assertEqual(1, len(order.results))
3352 self.assertEqual("open", order.status)
3353 self.assertEqual(4, order.tries)
3354 self.m.report.log_error.assert_called()
3355 self.assertEqual(4, self.m.report.log_error.call_count)
3356
3357 self.m.ccxt.order_precision.return_value = 8
3358 self.m.ccxt.create_order.reset_mock()
3359 self.m.report.log_error.reset_mock()
3360 with self.subTest(insufficient_funds=True),\
3361 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
3362 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3363 D("0.1"), "BTC", "long", self.m, "trade")
3364 self.m.ccxt.create_order.side_effect = [
3365 portfolio.InsufficientFunds,
3366 portfolio.InsufficientFunds,
3367 portfolio.InsufficientFunds,
3368 portfolio.InsufficientFunds,
3369 portfolio.InsufficientFunds,
3370 ]
3371 order.run()
3372 self.m.ccxt.create_order.assert_has_calls([
3373 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3374 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
3375 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
3376 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
3377 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
3378 ])
3379 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3380 self.assertEqual(0, len(order.results))
3381 self.assertEqual("error", order.status)
3382 self.assertEqual(5, order.tries)
3383 self.m.report.log_error.assert_called()
3384 self.assertEqual(5, self.m.report.log_error.call_count)
3385 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)
3386
3387 self.m.reset_mock()
3388 with self.subTest(invalid_nonce=True):
3389 with self.subTest(retry_success=True):
3390 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3391 D("0.1"), "BTC", "long", self.m, "trade")
3392 self.m.ccxt.create_order.side_effect = [
3393 portfolio.InvalidNonce,
3394 portfolio.InvalidNonce,
3395 { "id": 123 },
3396 ]
3397 order.run()
3398 self.m.ccxt.create_order.assert_has_calls([
3399 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3400 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3401 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3402 ])
3403 self.assertEqual(3, self.m.ccxt.create_order.call_count)
3404 self.assertEqual(3, order.tries)
3405 self.m.report.log_error.assert_called()
3406 self.assertEqual(2, self.m.report.log_error.call_count)
3407 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
3408 self.assertEqual(123, order.id)
3409
3410 self.m.reset_mock()
3411 with self.subTest(retry_success=False):
3412 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3413 D("0.1"), "BTC", "long", self.m, "trade")
3414 self.m.ccxt.create_order.side_effect = [
3415 portfolio.InvalidNonce,
3416 portfolio.InvalidNonce,
3417 portfolio.InvalidNonce,
3418 portfolio.InvalidNonce,
3419 portfolio.InvalidNonce,
3420 ]
3421 order.run()
3422 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3423 self.assertEqual(5, order.tries)
3424 self.m.report.log_error.assert_called()
3425 self.assertEqual(5, self.m.report.log_error.call_count)
3426 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)
3427 self.assertEqual("error", order.status)
3428
3429 self.m.reset_mock()
3430 with self.subTest(request_timeout=True):
3431 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3432 D("0.1"), "BTC", "long", self.m, "trade")
3433 with self.subTest(retrieved=False), \
3434 mock.patch.object(order, "retrieve_order") as retrieve:
3435 self.m.ccxt.create_order.side_effect = [
3436 portfolio.RequestTimeout,
3437 portfolio.RequestTimeout,
3438 { "id": 123 },
3439 ]
3440 retrieve.return_value = False
3441 order.run()
3442 self.m.ccxt.create_order.assert_has_calls([
3443 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3444 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3445 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3446 ])
3447 self.assertEqual(3, self.m.ccxt.create_order.call_count)
3448 self.assertEqual(3, order.tries)
3449 self.m.report.log_error.assert_called()
3450 self.assertEqual(2, self.m.report.log_error.call_count)
3451 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
3452 self.assertEqual(123, order.id)
3453
3454 self.m.reset_mock()
3455 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3456 D("0.1"), "BTC", "long", self.m, "trade")
3457 with self.subTest(retrieved=True), \
3458 mock.patch.object(order, "retrieve_order") as retrieve:
3459 self.m.ccxt.create_order.side_effect = [
3460 portfolio.RequestTimeout,
3461 ]
3462 def _retrieve():
3463 order.results.append({"id": 123})
3464 return True
3465 retrieve.side_effect = _retrieve
3466 order.run()
3467 self.m.ccxt.create_order.assert_has_calls([
3468 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3469 ])
3470 self.assertEqual(1, self.m.ccxt.create_order.call_count)
3471 self.assertEqual(1, order.tries)
3472 self.m.report.log_error.assert_called()
3473 self.assertEqual(1, self.m.report.log_error.call_count)
3474 self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
3475 self.assertEqual(123, order.id)
3476
3477 self.m.reset_mock()
3478 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3479 D("0.1"), "BTC", "long", self.m, "trade")
3480 with self.subTest(retrieved=False), \
3481 mock.patch.object(order, "retrieve_order") as retrieve:
3482 self.m.ccxt.create_order.side_effect = [
3483 portfolio.RequestTimeout,
3484 portfolio.RequestTimeout,
3485 portfolio.RequestTimeout,
3486 portfolio.RequestTimeout,
3487 portfolio.RequestTimeout,
3488 ]
3489 retrieve.return_value = False
3490 order.run()
3491 self.m.ccxt.create_order.assert_has_calls([
3492 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3493 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3494 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3495 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3496 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
3497 ])
3498 self.assertEqual(5, self.m.ccxt.create_order.call_count)
3499 self.assertEqual(5, order.tries)
3500 self.m.report.log_error.assert_called()
3501 self.assertEqual(5, self.m.report.log_error.call_count)
3502 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)
3503 self.assertEqual("error", order.status)
3504
3505 def test_retrieve_order(self):
3506 with self.subTest(similar_open_order=True):
3507 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3508 D("0.1"), "BTC", "long", self.m, "trade")
3509 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3510
3511 self.m.ccxt.order_precision.return_value = 8
3512 self.m.ccxt.fetch_orders.return_value = [
3513 { # Wrong amount
3514 'amount': 0.002, 'cost': 0.1,
3515 'datetime': '2018-03-25T15:15:51.000Z',
3516 'fee': None, 'filled': 0.0,
3517 'id': '1',
3518 'info': {
3519 'amount': '0.002',
3520 'date': '2018-03-25 15:15:51',
3521 'margin': 0, 'orderNumber': '1',
3522 'price': '0.1', 'rate': '0.1',
3523 'side': 'buy', 'startingAmount': '0.002',
3524 'status': 'open', 'total': '0.0002',
3525 'type': 'limit'
3526 },
3527 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
3528 'status': 'open', 'symbol': 'ETH/BTC',
3529 'timestamp': 1521990951000, 'trades': None,
3530 'type': 'limit'
3531 },
3532 { # Margin
3533 'amount': 0.001, 'cost': 0.1,
3534 'datetime': '2018-03-25T15:15:51.000Z',
3535 'fee': None, 'filled': 0.0,
3536 'id': '2',
3537 'info': {
3538 'amount': '0.001',
3539 'date': '2018-03-25 15:15:51',
3540 'margin': 1, 'orderNumber': '2',
3541 'price': '0.1', 'rate': '0.1',
3542 'side': 'buy', 'startingAmount': '0.001',
3543 'status': 'open', 'total': '0.0001',
3544 'type': 'limit'
3545 },
3546 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3547 'status': 'open', 'symbol': 'ETH/BTC',
3548 'timestamp': 1521990951000, 'trades': None,
3549 'type': 'limit'
3550 },
3551 { # selling
3552 'amount': 0.001, 'cost': 0.1,
3553 'datetime': '2018-03-25T15:15:51.000Z',
3554 'fee': None, 'filled': 0.0,
3555 'id': '3',
3556 'info': {
3557 'amount': '0.001',
3558 'date': '2018-03-25 15:15:51',
3559 'margin': 0, 'orderNumber': '3',
3560 'price': '0.1', 'rate': '0.1',
3561 'side': 'sell', 'startingAmount': '0.001',
3562 'status': 'open', 'total': '0.0001',
3563 'type': 'limit'
3564 },
3565 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
3566 'status': 'open', 'symbol': 'ETH/BTC',
3567 'timestamp': 1521990951000, 'trades': None,
3568 'type': 'limit'
3569 },
3570 { # Wrong rate
3571 'amount': 0.001, 'cost': 0.15,
3572 'datetime': '2018-03-25T15:15:51.000Z',
3573 'fee': None, 'filled': 0.0,
3574 'id': '4',
3575 'info': {
3576 'amount': '0.001',
3577 'date': '2018-03-25 15:15:51',
3578 'margin': 0, 'orderNumber': '4',
3579 'price': '0.15', 'rate': '0.15',
3580 'side': 'buy', 'startingAmount': '0.001',
3581 'status': 'open', 'total': '0.0001',
3582 'type': 'limit'
3583 },
3584 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
3585 'status': 'open', 'symbol': 'ETH/BTC',
3586 'timestamp': 1521990951000, 'trades': None,
3587 'type': 'limit'
3588 },
3589 { # All good
3590 'amount': 0.001, 'cost': 0.1,
3591 'datetime': '2018-03-25T15:15:51.000Z',
3592 'fee': None, 'filled': 0.0,
3593 'id': '5',
3594 'info': {
3595 'amount': '0.001',
3596 'date': '2018-03-25 15:15:51',
3597 'margin': 0, 'orderNumber': '1',
3598 'price': '0.1', 'rate': '0.1',
3599 'side': 'buy', 'startingAmount': '0.001',
3600 'status': 'open', 'total': '0.0001',
3601 'type': 'limit'
3602 },
3603 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
3604 'status': 'open', 'symbol': 'ETH/BTC',
3605 'timestamp': 1521990951000, 'trades': None,
3606 'type': 'limit'
3607 }
3608 ]
3609 result = order.retrieve_order()
3610 self.assertTrue(result)
3611 self.assertEqual('5', order.results[0]["id"])
3612 self.m.ccxt.fetch_my_trades.assert_not_called()
3613 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3614
3615 self.m.reset_mock()
3616 with self.subTest(similar_open_order=False, past_trades=True):
3617 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3618 D("0.1"), "BTC", "long", self.m, "trade")
3619 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3620
3621 self.m.ccxt.order_precision.return_value = 8
3622 self.m.ccxt.fetch_orders.return_value = []
3623 self.m.ccxt.fetch_my_trades.return_value = [
3624 { # Wrong timestamp 1
3625 'amount': 0.0006,
3626 'cost': 0.00006,
3627 'datetime': '2018-03-25T15:15:14.000Z',
3628 'id': '1-1',
3629 'info': {
3630 'amount': '0.0006',
3631 'category': 'exchange',
3632 'date': '2018-03-25 15:15:14',
3633 'fee': '0.00150000',
3634 'globalTradeID': 1,
3635 'orderNumber': '1',
3636 'rate': '0.1',
3637 'total': '0.00006',
3638 'tradeID': '1-1',
3639 'type': 'buy'
3640 },
3641 'order': '1',
3642 'price': 0.1,
3643 'side': 'buy',
3644 'symbol': 'ETH/BTC',
3645 'timestamp': 1521983714,
3646 'type': 'limit'
3647 },
3648 { # Wrong timestamp 2
3649 'amount': 0.0004,
3650 'cost': 0.00004,
3651 'datetime': '2018-03-25T15:16:54.000Z',
3652 'id': '1-2',
3653 'info': {
3654 'amount': '0.0004',
3655 'category': 'exchange',
3656 'date': '2018-03-25 15:16:54',
3657 'fee': '0.00150000',
3658 'globalTradeID': 2,
3659 'orderNumber': '1',
3660 'rate': '0.1',
3661 'total': '0.00004',
3662 'tradeID': '1-2',
3663 'type': 'buy'
3664 },
3665 'order': '1',
3666 'price': 0.1,
3667 'side': 'buy',
3668 'symbol': 'ETH/BTC',
3669 'timestamp': 1521983814,
3670 'type': 'limit'
3671 },
3672 { # Wrong side 1
3673 'amount': 0.0006,
3674 'cost': 0.00006,
3675 'datetime': '2018-03-25T15:15:54.000Z',
3676 'id': '2-1',
3677 'info': {
3678 'amount': '0.0006',
3679 'category': 'exchange',
3680 'date': '2018-03-25 15:15:54',
3681 'fee': '0.00150000',
3682 'globalTradeID': 1,
3683 'orderNumber': '2',
3684 'rate': '0.1',
3685 'total': '0.00006',
3686 'tradeID': '2-1',
3687 'type': 'sell'
3688 },
3689 'order': '2',
3690 'price': 0.1,
3691 'side': 'sell',
3692 'symbol': 'ETH/BTC',
3693 'timestamp': 1521983754,
3694 'type': 'limit'
3695 },
3696 { # Wrong side 2
3697 'amount': 0.0004,
3698 'cost': 0.00004,
3699 'datetime': '2018-03-25T15:16:54.000Z',
3700 'id': '2-2',
3701 'info': {
3702 'amount': '0.0004',
3703 'category': 'exchange',
3704 'date': '2018-03-25 15:16:54',
3705 'fee': '0.00150000',
3706 'globalTradeID': 2,
3707 'orderNumber': '2',
3708 'rate': '0.1',
3709 'total': '0.00004',
3710 'tradeID': '2-2',
3711 'type': 'buy'
3712 },
3713 'order': '2',
3714 'price': 0.1,
3715 'side': 'buy',
3716 'symbol': 'ETH/BTC',
3717 'timestamp': 1521983814,
3718 'type': 'limit'
3719 },
3720 { # Margin trade 1
3721 'amount': 0.0006,
3722 'cost': 0.00006,
3723 'datetime': '2018-03-25T15:15:54.000Z',
3724 'id': '3-1',
3725 'info': {
3726 'amount': '0.0006',
3727 'category': 'marginTrade',
3728 'date': '2018-03-25 15:15:54',
3729 'fee': '0.00150000',
3730 'globalTradeID': 1,
3731 'orderNumber': '3',
3732 'rate': '0.1',
3733 'total': '0.00006',
3734 'tradeID': '3-1',
3735 'type': 'buy'
3736 },
3737 'order': '3',
3738 'price': 0.1,
3739 'side': 'buy',
3740 'symbol': 'ETH/BTC',
3741 'timestamp': 1521983754,
3742 'type': 'limit'
3743 },
3744 { # Margin trade 2
3745 'amount': 0.0004,
3746 'cost': 0.00004,
3747 'datetime': '2018-03-25T15:16:54.000Z',
3748 'id': '3-2',
3749 'info': {
3750 'amount': '0.0004',
3751 'category': 'marginTrade',
3752 'date': '2018-03-25 15:16:54',
3753 'fee': '0.00150000',
3754 'globalTradeID': 2,
3755 'orderNumber': '3',
3756 'rate': '0.1',
3757 'total': '0.00004',
3758 'tradeID': '3-2',
3759 'type': 'buy'
3760 },
3761 'order': '3',
3762 'price': 0.1,
3763 'side': 'buy',
3764 'symbol': 'ETH/BTC',
3765 'timestamp': 1521983814,
3766 'type': 'limit'
3767 },
3768 { # Wrong amount 1
3769 'amount': 0.0005,
3770 'cost': 0.00005,
3771 'datetime': '2018-03-25T15:15:54.000Z',
3772 'id': '4-1',
3773 'info': {
3774 'amount': '0.0005',
3775 'category': 'exchange',
3776 'date': '2018-03-25 15:15:54',
3777 'fee': '0.00150000',
3778 'globalTradeID': 1,
3779 'orderNumber': '4',
3780 'rate': '0.1',
3781 'total': '0.00005',
3782 'tradeID': '4-1',
3783 'type': 'buy'
3784 },
3785 'order': '4',
3786 'price': 0.1,
3787 'side': 'buy',
3788 'symbol': 'ETH/BTC',
3789 'timestamp': 1521983754,
3790 'type': 'limit'
3791 },
3792 { # Wrong amount 2
3793 'amount': 0.0004,
3794 'cost': 0.00004,
3795 'datetime': '2018-03-25T15:16:54.000Z',
3796 'id': '4-2',
3797 'info': {
3798 'amount': '0.0004',
3799 'category': 'exchange',
3800 'date': '2018-03-25 15:16:54',
3801 'fee': '0.00150000',
3802 'globalTradeID': 2,
3803 'orderNumber': '4',
3804 'rate': '0.1',
3805 'total': '0.00004',
3806 'tradeID': '4-2',
3807 'type': 'buy'
3808 },
3809 'order': '4',
3810 'price': 0.1,
3811 'side': 'buy',
3812 'symbol': 'ETH/BTC',
3813 'timestamp': 1521983814,
3814 'type': 'limit'
3815 },
3816 { # Wrong price 1
3817 'amount': 0.0006,
3818 'cost': 0.000066,
3819 'datetime': '2018-03-25T15:15:54.000Z',
3820 'id': '5-1',
3821 'info': {
3822 'amount': '0.0006',
3823 'category': 'exchange',
3824 'date': '2018-03-25 15:15:54',
3825 'fee': '0.00150000',
3826 'globalTradeID': 1,
3827 'orderNumber': '5',
3828 'rate': '0.11',
3829 'total': '0.000066',
3830 'tradeID': '5-1',
3831 'type': 'buy'
3832 },
3833 'order': '5',
3834 'price': 0.11,
3835 'side': 'buy',
3836 'symbol': 'ETH/BTC',
3837 'timestamp': 1521983754,
3838 'type': 'limit'
3839 },
3840 { # Wrong price 2
3841 'amount': 0.0004,
3842 'cost': 0.00004,
3843 'datetime': '2018-03-25T15:16:54.000Z',
3844 'id': '5-2',
3845 'info': {
3846 'amount': '0.0004',
3847 'category': 'exchange',
3848 'date': '2018-03-25 15:16:54',
3849 'fee': '0.00150000',
3850 'globalTradeID': 2,
3851 'orderNumber': '5',
3852 'rate': '0.1',
3853 'total': '0.00004',
3854 'tradeID': '5-2',
3855 'type': 'buy'
3856 },
3857 'order': '5',
3858 'price': 0.1,
3859 'side': 'buy',
3860 'symbol': 'ETH/BTC',
3861 'timestamp': 1521983814,
3862 'type': 'limit'
3863 },
3864 { # All good 1
3865 'amount': 0.0006,
3866 'cost': 0.00006,
3867 'datetime': '2018-03-25T15:15:54.000Z',
3868 'id': '7-1',
3869 'info': {
3870 'amount': '0.0006',
3871 'category': 'exchange',
3872 'date': '2018-03-25 15:15:54',
3873 'fee': '0.00150000',
3874 'globalTradeID': 1,
3875 'orderNumber': '7',
3876 'rate': '0.1',
3877 'total': '0.00006',
3878 'tradeID': '7-1',
3879 'type': 'buy'
3880 },
3881 'order': '7',
3882 'price': 0.1,
3883 'side': 'buy',
3884 'symbol': 'ETH/BTC',
3885 'timestamp': 1521983754,
3886 'type': 'limit'
3887 },
3888 { # All good 2
3889 'amount': 0.0004,
3890 'cost': 0.000036,
3891 'datetime': '2018-03-25T15:16:54.000Z',
3892 'id': '7-2',
3893 'info': {
3894 'amount': '0.0004',
3895 'category': 'exchange',
3896 'date': '2018-03-25 15:16:54',
3897 'fee': '0.00150000',
3898 'globalTradeID': 2,
3899 'orderNumber': '7',
3900 'rate': '0.09',
3901 'total': '0.000036',
3902 'tradeID': '7-2',
3903 'type': 'buy'
3904 },
3905 'order': '7',
3906 'price': 0.09,
3907 'side': 'buy',
3908 'symbol': 'ETH/BTC',
3909 'timestamp': 1521983814,
3910 'type': 'limit'
3911 },
3912 ]
3913
3914 result = order.retrieve_order()
3915 self.assertTrue(result)
3916 self.assertEqual('7', order.results[0]["id"])
3917 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
3918
3919 self.m.reset_mock()
3920 with self.subTest(similar_open_order=False, past_trades=False):
3921 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
3922 D("0.1"), "BTC", "long", self.m, "trade")
3923 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
3924
3925 self.m.ccxt.order_precision.return_value = 8
3926 self.m.ccxt.fetch_orders.return_value = []
3927 self.m.ccxt.fetch_my_trades.return_value = []
3928 result = order.retrieve_order()
3929 self.assertFalse(result)
3930
3931@unittest.skipUnless("unit" in limits, "Unit skipped")
3932class MouvementTest(WebMockTestCase):
3933 def test_values(self):
3934 mouvement = portfolio.Mouvement("ETH", "BTC", {
3935 "tradeID": 42, "type": "buy", "fee": "0.0015",
3936 "date": "2017-12-30 12:00:12", "rate": "0.1",
3937 "amount": "10", "total": "1"
3938 })
3939 self.assertEqual("ETH", mouvement.currency)
3940 self.assertEqual("BTC", mouvement.base_currency)
3941 self.assertEqual(42, mouvement.id)
3942 self.assertEqual("buy", mouvement.action)
3943 self.assertEqual(D("0.0015"), mouvement.fee_rate)
3944 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
3945 self.assertEqual(D("0.1"), mouvement.rate)
3946 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
3947 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
3948
3949 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
3950 self.assertIsNone(mouvement.date)
3951 self.assertIsNone(mouvement.id)
3952 self.assertIsNone(mouvement.action)
3953 self.assertEqual(-1, mouvement.fee_rate)
3954 self.assertEqual(0, mouvement.rate)
3955 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
3956 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
3957
3958 def test__repr(self):
3959 mouvement = portfolio.Mouvement("ETH", "BTC", {
3960 "tradeID": 42, "type": "buy", "fee": "0.0015",
3961 "date": "2017-12-30 12:00:12", "rate": "0.1",
3962 "amount": "10", "total": "1"
3963 })
3964 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
3965
3966 mouvement = portfolio.Mouvement("ETH", "BTC", {
3967 "tradeID": 42, "type": "buy",
3968 "date": "garbage", "rate": "0.1",
3969 "amount": "10", "total": "1"
3970 })
3971 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
3972
3973 def test_as_json(self):
3974 mouvement = portfolio.Mouvement("ETH", "BTC", {
3975 "tradeID": 42, "type": "buy", "fee": "0.0015",
3976 "date": "2017-12-30 12:00:12", "rate": "0.1",
3977 "amount": "10", "total": "1"
3978 })
3979 as_json = mouvement.as_json()
3980
3981 self.assertEqual(D("0.0015"), as_json["fee_rate"])
3982 self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
3983 self.assertEqual("buy", as_json["action"])
3984 self.assertEqual(D("10"), as_json["total"])
3985 self.assertEqual(D("1"), as_json["total_in_base"])
3986 self.assertEqual("BTC", as_json["base_currency"])
3987 self.assertEqual("ETH", as_json["currency"])
3988
3989@unittest.skipUnless("unit" in limits, "Unit skipped")
3990class ReportStoreTest(WebMockTestCase):
3991 def test_add_log(self):
3992 report_store = market.ReportStore(self.m)
3993 report_store.add_log({"foo": "bar"})
3994
3995 self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0])
3996
3997 def test_set_verbose(self):
3998 report_store = market.ReportStore(self.m)
3999 with self.subTest(verbose=True):
4000 report_store.set_verbose(True)
4001 self.assertTrue(report_store.verbose_print)
4002
4003 with self.subTest(verbose=False):
4004 report_store.set_verbose(False)
4005 self.assertFalse(report_store.verbose_print)
4006
4007 def test_merge(self):
4008 report_store1 = market.ReportStore(self.m, verbose_print=False)
4009 report_store2 = market.ReportStore(None, verbose_print=False)
4010
4011 report_store2.log_stage("1")
4012 report_store1.log_stage("2")
4013 report_store2.log_stage("3")
4014
4015 report_store1.merge(report_store2)
4016
4017 self.assertEqual(3, len(report_store1.logs))
4018 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
4019 self.assertEqual(6, len(report_store1.print_logs))
4020
4021 def test_print_log(self):
4022 report_store = market.ReportStore(self.m)
4023 with self.subTest(verbose=True),\
4024 mock.patch.object(store, "datetime") as time_mock,\
4025 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4026 time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
4027 report_store.set_verbose(True)
4028 report_store.print_log("Coucou")
4029 report_store.print_log(portfolio.Amount("BTC", 1))
4030 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
4031
4032 with self.subTest(verbose=False),\
4033 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4034 report_store.set_verbose(False)
4035 report_store.print_log("Coucou")
4036 report_store.print_log(portfolio.Amount("BTC", 1))
4037 self.assertEqual(stdout_mock.getvalue(), "")
4038
4039 def test_default_json_serial(self):
4040 report_store = market.ReportStore(self.m)
4041
4042 self.assertEqual("2018-02-24T00:00:00",
4043 report_store.default_json_serial(portfolio.datetime(2018, 2, 24)))
4044 self.assertEqual("1.00000000 BTC",
4045 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
4046
4047 def test_to_json(self):
4048 report_store = market.ReportStore(self.m)
4049 report_store.logs.append({"foo": "bar"})
4050 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
4051 report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)})
4052 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
4053 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
4054 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())
4055
4056 def test_to_json_array(self):
4057 report_store = market.ReportStore(self.m)
4058 report_store.logs.append({
4059 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
4060 })
4061 report_store.logs.append({
4062 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
4063 })
4064 logs = list(report_store.to_json_array())
4065
4066 self.assertEqual(2, len(logs))
4067 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
4068 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
4069
4070 @mock.patch.object(market.ReportStore, "print_log")
4071 @mock.patch.object(market.ReportStore, "add_log")
4072 def test_log_stage(self, add_log, print_log):
4073 report_store = market.ReportStore(self.m)
4074 c = lambda x: x
4075 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
4076 print_log.assert_has_calls([
4077 mock.call("-----------"),
4078 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
4079 ])
4080 add_log.assert_called_once_with({
4081 'type': 'stage',
4082 'stage': 'foo',
4083 'args': {
4084 'bar': 'baz',
4085 'c': 'c = lambda x: x',
4086 'd': {
4087 'currency': 'BTC',
4088 'value': D('1')
4089 }
4090 }
4091 })
4092
4093 @mock.patch.object(market.ReportStore, "print_log")
4094 @mock.patch.object(market.ReportStore, "add_log")
4095 def test_log_balances(self, add_log, print_log):
4096 report_store = market.ReportStore(self.m)
4097 self.m.balances.as_json.return_value = "json"
4098 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
4099
4100 report_store.log_balances(tag="tag")
4101 print_log.assert_has_calls([
4102 mock.call("[Balance]"),
4103 mock.call("\tbar"),
4104 mock.call("\tbaz"),
4105 ])
4106 add_log.assert_called_once_with({
4107 'type': 'balance',
4108 'balances': 'json',
4109 'tag': 'tag'
4110 })
4111
4112 @mock.patch.object(market.ReportStore, "print_log")
4113 @mock.patch.object(market.ReportStore, "add_log")
4114 def test_log_tickers(self, add_log, print_log):
4115 report_store = market.ReportStore(self.m)
4116 amounts = {
4117 "BTC": portfolio.Amount("BTC", 10),
4118 "ETH": portfolio.Amount("BTC", D("0.3"))
4119 }
4120 amounts["ETH"].rate = D("0.1")
4121
4122 report_store.log_tickers(amounts, "BTC", "default", "total")
4123 print_log.assert_not_called()
4124 add_log.assert_called_once_with({
4125 'type': 'tickers',
4126 'compute_value': 'default',
4127 'balance_type': 'total',
4128 'currency': 'BTC',
4129 'balances': {
4130 'BTC': D('10'),
4131 'ETH': D('0.3')
4132 },
4133 'rates': {
4134 'BTC': None,
4135 'ETH': D('0.1')
4136 },
4137 'total': D('10.3')
4138 })
4139
4140 add_log.reset_mock()
4141 compute_value = lambda x: x["bid"]
4142 report_store.log_tickers(amounts, "BTC", compute_value, "total")
4143 add_log.assert_called_once_with({
4144 'type': 'tickers',
4145 'compute_value': 'compute_value = lambda x: x["bid"]',
4146 'balance_type': 'total',
4147 'currency': 'BTC',
4148 'balances': {
4149 'BTC': D('10'),
4150 'ETH': D('0.3')
4151 },
4152 'rates': {
4153 'BTC': None,
4154 'ETH': D('0.1')
4155 },
4156 'total': D('10.3')
4157 })
4158
4159 @mock.patch.object(market.ReportStore, "print_log")
4160 @mock.patch.object(market.ReportStore, "add_log")
4161 def test_log_dispatch(self, add_log, print_log):
4162 report_store = market.ReportStore(self.m)
4163 amount = portfolio.Amount("BTC", "10.3")
4164 amounts = {
4165 "BTC": portfolio.Amount("BTC", 10),
4166 "ETH": portfolio.Amount("BTC", D("0.3"))
4167 }
4168 report_store.log_dispatch(amount, amounts, "medium", "repartition")
4169 print_log.assert_not_called()
4170 add_log.assert_called_once_with({
4171 'type': 'dispatch',
4172 'liquidity': 'medium',
4173 'repartition_ratio': 'repartition',
4174 'total_amount': {
4175 'currency': 'BTC',
4176 'value': D('10.3')
4177 },
4178 'repartition': {
4179 'BTC': D('10'),
4180 'ETH': D('0.3')
4181 }
4182 })
4183
4184 @mock.patch.object(market.ReportStore, "print_log")
4185 @mock.patch.object(market.ReportStore, "add_log")
4186 def test_log_trades(self, add_log, print_log):
4187 report_store = market.ReportStore(self.m)
4188 trade_mock1 = mock.Mock()
4189 trade_mock2 = mock.Mock()
4190 trade_mock1.as_json.return_value = { "trade": "1" }
4191 trade_mock2.as_json.return_value = { "trade": "2" }
4192
4193 matching_and_trades = [
4194 (True, trade_mock1),
4195 (False, trade_mock2),
4196 ]
4197 report_store.log_trades(matching_and_trades, "only")
4198
4199 print_log.assert_not_called()
4200 add_log.assert_called_with({
4201 'type': 'trades',
4202 'only': 'only',
4203 'debug': False,
4204 'trades': [
4205 {'trade': '1', 'skipped': False},
4206 {'trade': '2', 'skipped': True}
4207 ]
4208 })
4209
4210 @mock.patch.object(market.ReportStore, "print_log")
4211 @mock.patch.object(market.ReportStore, "add_log")
4212 def test_log_orders(self, add_log, print_log):
4213 report_store = market.ReportStore(self.m)
4214
4215 order_mock1 = mock.Mock()
4216 order_mock2 = mock.Mock()
4217
4218 order_mock1.as_json.return_value = "order1"
4219 order_mock2.as_json.return_value = "order2"
4220
4221 orders = [order_mock1, order_mock2]
4222
4223 report_store.log_orders(orders, tick="tick",
4224 only="only", compute_value="compute_value")
4225
4226 print_log.assert_called_once_with("[Orders]")
4227 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
4228
4229 add_log.assert_called_with({
4230 'type': 'orders',
4231 'only': 'only',
4232 'compute_value': 'compute_value',
4233 'tick': 'tick',
4234 'orders': ['order1', 'order2']
4235 })
4236
4237 add_log.reset_mock()
4238 def compute_value(x, y):
4239 return x[y]
4240 report_store.log_orders(orders, tick="tick",
4241 only="only", compute_value=compute_value)
4242 add_log.assert_called_with({
4243 'type': 'orders',
4244 'only': 'only',
4245 'compute_value': 'def compute_value(x, y):\n return x[y]',
4246 'tick': 'tick',
4247 'orders': ['order1', 'order2']
4248 })
4249
4250
4251 @mock.patch.object(market.ReportStore, "print_log")
4252 @mock.patch.object(market.ReportStore, "add_log")
4253 def test_log_order(self, add_log, print_log):
4254 report_store = market.ReportStore(self.m)
4255 order_mock = mock.Mock()
4256 order_mock.as_json.return_value = "order"
4257 new_order_mock = mock.Mock()
4258 new_order_mock.as_json.return_value = "new_order"
4259 order_mock.__repr__ = mock.Mock()
4260 order_mock.__repr__.return_value = "Order Mock"
4261 new_order_mock.__repr__ = mock.Mock()
4262 new_order_mock.__repr__.return_value = "New order Mock"
4263
4264 with self.subTest(finished=True):
4265 report_store.log_order(order_mock, 1, finished=True)
4266 print_log.assert_called_once_with("[Order] Finished Order Mock")
4267 add_log.assert_called_once_with({
4268 'type': 'order',
4269 'tick': 1,
4270 'update': None,
4271 'order': 'order',
4272 'compute_value': None,
4273 'new_order': None
4274 })
4275
4276 add_log.reset_mock()
4277 print_log.reset_mock()
4278
4279 with self.subTest(update="waiting"):
4280 report_store.log_order(order_mock, 1, update="waiting")
4281 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
4282 add_log.assert_called_once_with({
4283 'type': 'order',
4284 'tick': 1,
4285 'update': 'waiting',
4286 'order': 'order',
4287 'compute_value': None,
4288 'new_order': None
4289 })
4290
4291 add_log.reset_mock()
4292 print_log.reset_mock()
4293 with self.subTest(update="adjusting"):
4294 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
4295 report_store.log_order(order_mock, 3,
4296 update="adjusting", new_order=new_order_mock,
4297 compute_value=compute_value)
4298 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
4299 add_log.assert_called_once_with({
4300 'type': 'order',
4301 'tick': 3,
4302 'update': 'adjusting',
4303 'order': 'order',
4304 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
4305 'new_order': 'new_order'
4306 })
4307
4308 add_log.reset_mock()
4309 print_log.reset_mock()
4310 with self.subTest(update="market_fallback"):
4311 report_store.log_order(order_mock, 7,
4312 update="market_fallback", new_order=new_order_mock)
4313 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
4314 add_log.assert_called_once_with({
4315 'type': 'order',
4316 'tick': 7,
4317 'update': 'market_fallback',
4318 'order': 'order',
4319 'compute_value': None,
4320 'new_order': 'new_order'
4321 })
4322
4323 add_log.reset_mock()
4324 print_log.reset_mock()
4325 with self.subTest(update="market_adjusting"):
4326 report_store.log_order(order_mock, 17,
4327 update="market_adjust", new_order=new_order_mock)
4328 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
4329 add_log.assert_called_once_with({
4330 'type': 'order',
4331 'tick': 17,
4332 'update': 'market_adjust',
4333 'order': 'order',
4334 'compute_value': None,
4335 'new_order': 'new_order'
4336 })
4337
4338 @mock.patch.object(market.ReportStore, "print_log")
4339 @mock.patch.object(market.ReportStore, "add_log")
4340 def test_log_move_balances(self, add_log, print_log):
4341 report_store = market.ReportStore(self.m)
4342 needed = {
4343 "BTC": portfolio.Amount("BTC", 10),
4344 "USDT": 1
4345 }
4346 moving = {
4347 "BTC": portfolio.Amount("BTC", 3),
4348 "USDT": -2
4349 }
4350 report_store.log_move_balances(needed, moving)
4351 print_log.assert_not_called()
4352 add_log.assert_called_once_with({
4353 'type': 'move_balances',
4354 'debug': False,
4355 'needed': {
4356 'BTC': D('10'),
4357 'USDT': 1
4358 },
4359 'moving': {
4360 'BTC': D('3'),
4361 'USDT': -2
4362 }
4363 })
4364
4365 @mock.patch.object(market.ReportStore, "print_log")
4366 @mock.patch.object(market.ReportStore, "add_log")
4367 def test_log_http_request(self, add_log, print_log):
4368 report_store = market.ReportStore(self.m)
4369 response = mock.Mock()
4370 response.status_code = 200
4371 response.text = "Hey"
4372
4373 report_store.log_http_request("method", "url", "body",
4374 "headers", response)
4375 print_log.assert_not_called()
4376 add_log.assert_called_once_with({
4377 'type': 'http_request',
4378 'method': 'method',
4379 'url': 'url',
4380 'body': 'body',
4381 'headers': 'headers',
4382 'status': 200,
4383 'response': 'Hey'
4384 })
4385
4386 add_log.reset_mock()
4387 report_store.log_http_request("method", "url", "body",
4388 "headers", ValueError("Foo"))
4389 add_log.assert_called_once_with({
4390 'type': 'http_request',
4391 'method': 'method',
4392 'url': 'url',
4393 'body': 'body',
4394 'headers': 'headers',
4395 'status': -1,
4396 'response': None,
4397 'error': 'ValueError',
4398 'error_message': 'Foo',
4399 })
4400
4401 @mock.patch.object(market.ReportStore, "add_log")
4402 def test_log_market(self, add_log):
4403 report_store = market.ReportStore(self.m)
4404
4405 report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1)
4406 add_log.assert_called_once_with({
4407 "type": "market",
4408 "commit": "$Format:%H$",
4409 "args": { "report_path": None, "debug": True, "quiet": False },
4410 "user_id": 4,
4411 "market_id": 1,
4412 })
4413
4414 @mock.patch.object(market.ReportStore, "print_log")
4415 @mock.patch.object(market.ReportStore, "add_log")
4416 def test_log_error(self, add_log, print_log):
4417 report_store = market.ReportStore(self.m)
4418 with self.subTest(message=None, exception=None):
4419 report_store.log_error("action")
4420 print_log.assert_called_once_with("[Error] action")
4421 add_log.assert_called_once_with({
4422 'type': 'error',
4423 'action': 'action',
4424 'exception_class': None,
4425 'exception_message': None,
4426 'message': None
4427 })
4428
4429 print_log.reset_mock()
4430 add_log.reset_mock()
4431 with self.subTest(message="Hey", exception=None):
4432 report_store.log_error("action", message="Hey")
4433 print_log.assert_has_calls([
4434 mock.call("[Error] action"),
4435 mock.call("\tHey")
4436 ])
4437 add_log.assert_called_once_with({
4438 'type': 'error',
4439 'action': 'action',
4440 'exception_class': None,
4441 'exception_message': None,
4442 'message': "Hey"
4443 })
4444
4445 print_log.reset_mock()
4446 add_log.reset_mock()
4447 with self.subTest(message=None, exception=Exception("bouh")):
4448 report_store.log_error("action", exception=Exception("bouh"))
4449 print_log.assert_has_calls([
4450 mock.call("[Error] action"),
4451 mock.call("\tException: bouh")
4452 ])
4453 add_log.assert_called_once_with({
4454 'type': 'error',
4455 'action': 'action',
4456 'exception_class': "Exception",
4457 'exception_message': "bouh",
4458 'message': None
4459 })
4460
4461 print_log.reset_mock()
4462 add_log.reset_mock()
4463 with self.subTest(message="Hey", exception=Exception("bouh")):
4464 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
4465 print_log.assert_has_calls([
4466 mock.call("[Error] action"),
4467 mock.call("\tException: bouh"),
4468 mock.call("\tHey")
4469 ])
4470 add_log.assert_called_once_with({
4471 'type': 'error',
4472 'action': 'action',
4473 'exception_class': "Exception",
4474 'exception_message': "bouh",
4475 'message': "Hey"
4476 })
4477
4478 @mock.patch.object(market.ReportStore, "print_log")
4479 @mock.patch.object(market.ReportStore, "add_log")
4480 def test_log_debug_action(self, add_log, print_log):
4481 report_store = market.ReportStore(self.m)
4482 report_store.log_debug_action("Hey")
4483
4484 print_log.assert_called_once_with("[Debug] Hey")
4485 add_log.assert_called_once_with({
4486 'type': 'debug_action',
4487 'action': 'Hey'
4488 })
4489
4490@unittest.skipUnless("unit" in limits, "Unit skipped")
4491class MainTest(WebMockTestCase):
4492 def test_make_order(self):
4493 self.m.get_ticker.return_value = {
4494 "inverted": False,
4495 "average": D("0.1"),
4496 "bid": D("0.09"),
4497 "ask": D("0.11"),
4498 }
4499
4500 with self.subTest(description="nominal case"):
4501 main.make_order(self.m, 10, "ETH")
4502
4503 self.m.report.log_stage.assert_has_calls([
4504 mock.call("make_order_begin"),
4505 mock.call("make_order_end"),
4506 ])
4507 self.m.balances.fetch_balances.assert_has_calls([
4508 mock.call(tag="make_order_begin"),
4509 mock.call(tag="make_order_end"),
4510 ])
4511 self.m.trades.all.append.assert_called_once()
4512 trade = self.m.trades.all.append.mock_calls[0][1][0]
4513 self.assertEqual(False, trade.orders[0].close_if_possible)
4514 self.assertEqual(0, trade.value_from)
4515 self.assertEqual("ETH", trade.currency)
4516 self.assertEqual("BTC", trade.base_currency)
4517 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4518 self.m.trades.run_orders.assert_called_once_with()
4519 self.m.follow_orders.assert_called_once_with()
4520
4521 order = trade.orders[0]
4522 self.assertEqual(D("0.10"), order.rate)
4523
4524 self.m.reset_mock()
4525 with self.subTest(compute_value="default"):
4526 main.make_order(self.m, 10, "ETH", action="dispose",
4527 compute_value="ask")
4528
4529 trade = self.m.trades.all.append.mock_calls[0][1][0]
4530 order = trade.orders[0]
4531 self.assertEqual(D("0.11"), order.rate)
4532
4533 self.m.reset_mock()
4534 with self.subTest(follow=False):
4535 result = main.make_order(self.m, 10, "ETH", follow=False)
4536
4537 self.m.report.log_stage.assert_has_calls([
4538 mock.call("make_order_begin"),
4539 mock.call("make_order_end_not_followed"),
4540 ])
4541 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
4542
4543 self.m.trades.all.append.assert_called_once()
4544 trade = self.m.trades.all.append.mock_calls[0][1][0]
4545 self.assertEqual(0, trade.value_from)
4546 self.assertEqual("ETH", trade.currency)
4547 self.assertEqual("BTC", trade.base_currency)
4548 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
4549 self.m.trades.run_orders.assert_called_once_with()
4550 self.m.follow_orders.assert_not_called()
4551 self.assertEqual(trade.orders[0], result)
4552
4553 self.m.reset_mock()
4554 with self.subTest(base_currency="USDT"):
4555 main.make_order(self.m, 1, "BTC", base_currency="USDT")
4556
4557 trade = self.m.trades.all.append.mock_calls[0][1][0]
4558 self.assertEqual("BTC", trade.currency)
4559 self.assertEqual("USDT", trade.base_currency)
4560
4561 self.m.reset_mock()
4562 with self.subTest(close_if_possible=True):
4563 main.make_order(self.m, 10, "ETH", close_if_possible=True)
4564
4565 trade = self.m.trades.all.append.mock_calls[0][1][0]
4566 self.assertEqual(True, trade.orders[0].close_if_possible)
4567
4568 self.m.reset_mock()
4569 with self.subTest(action="dispose"):
4570 main.make_order(self.m, 10, "ETH", action="dispose")
4571
4572 trade = self.m.trades.all.append.mock_calls[0][1][0]
4573 self.assertEqual(0, trade.value_to)
4574 self.assertEqual(1, trade.value_from.value)
4575 self.assertEqual("ETH", trade.currency)
4576 self.assertEqual("BTC", trade.base_currency)
4577
4578 self.m.reset_mock()
4579 with self.subTest(compute_value="default"):
4580 main.make_order(self.m, 10, "ETH", action="dispose",
4581 compute_value="bid")
4582
4583 trade = self.m.trades.all.append.mock_calls[0][1][0]
4584 self.assertEqual(D("0.9"), trade.value_from.value)
4585
4586 def test_get_user_market(self):
4587 with mock.patch("main.fetch_markets") as main_fetch_markets,\
4588 mock.patch("main.parse_args") as main_parse_args,\
4589 mock.patch("main.parse_config") as main_parse_config:
4590 with self.subTest(debug=False):
4591 main_parse_args.return_value = self.market_args()
4592 main_parse_config.return_value = "pg_config"
4593 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4594 m = main.get_user_market("config_path.ini", 1)
4595
4596 self.assertIsInstance(m, market.Market)
4597 self.assertFalse(m.debug)
4598 main_parse_args.assert_called_once_with(["--config", "config_path.ini"])
4599
4600 main_parse_args.reset_mock()
4601 with self.subTest(debug=True):
4602 main_parse_args.return_value = self.market_args(debug=True)
4603 main_parse_config.return_value = "pg_config"
4604 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
4605 m = main.get_user_market("config_path.ini", 1, debug=True)
4606
4607 self.assertIsInstance(m, market.Market)
4608 self.assertTrue(m.debug)
4609 main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"])
4610
4611 def test_process(self):
4612 with mock.patch("market.Market") as market_mock,\
4613 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
4614
4615 args_mock = mock.Mock()
4616 args_mock.action = "action"
4617 args_mock.config = "config"
4618 args_mock.user = "user"
4619 args_mock.debug = "debug"
4620 args_mock.before = "before"
4621 args_mock.after = "after"
4622 self.assertEqual("", stdout_mock.getvalue())
4623
4624 main.process("config", 3, 1, args_mock, "pg_config")
4625
4626 market_mock.from_config.assert_has_calls([
4627 mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1),
4628 mock.call().process("action", before="before", after="after"),
4629 ])
4630
4631 with self.subTest(exception=True):
4632 market_mock.from_config.side_effect = Exception("boo")
4633 main.process(3, "config", 1, args_mock, "pg_config")
4634 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
4635
4636 def test_main(self):
4637 with self.subTest(parallel=False):
4638 with mock.patch("main.parse_args") as parse_args,\
4639 mock.patch("main.parse_config") as parse_config,\
4640 mock.patch("main.fetch_markets") as fetch_markets,\
4641 mock.patch("main.process") as process:
4642
4643 args_mock = mock.Mock()
4644 args_mock.parallel = False
4645 args_mock.user = "user"
4646 parse_args.return_value = args_mock
4647
4648 parse_config.return_value = "pg_config"
4649
4650 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4651
4652 main.main(["Foo", "Bar"])
4653
4654 parse_args.assert_called_with(["Foo", "Bar"])
4655 parse_config.assert_called_with(args_mock)
4656 fetch_markets.assert_called_with("pg_config", "user")
4657
4658 self.assertEqual(2, process.call_count)
4659 process.assert_has_calls([
4660 mock.call("config1", 3, 1, args_mock, "pg_config"),
4661 mock.call("config2", 1, 2, args_mock, "pg_config"),
4662 ])
4663 with self.subTest(parallel=True):
4664 with mock.patch("main.parse_args") as parse_args,\
4665 mock.patch("main.parse_config") as parse_config,\
4666 mock.patch("main.fetch_markets") as fetch_markets,\
4667 mock.patch("main.process") as process,\
4668 mock.patch("store.Portfolio.start_worker") as start:
4669
4670 args_mock = mock.Mock()
4671 args_mock.parallel = True
4672 args_mock.user = "user"
4673 parse_args.return_value = args_mock
4674
4675 parse_config.return_value = "pg_config"
4676
4677 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
4678
4679 main.main(["Foo", "Bar"])
4680
4681 parse_args.assert_called_with(["Foo", "Bar"])
4682 parse_config.assert_called_with(args_mock)
4683 fetch_markets.assert_called_with("pg_config", "user")
4684
4685 start.assert_called_once_with()
4686 self.assertEqual(2, process.call_count)
4687 process.assert_has_calls([
4688 mock.call.__bool__(),
4689 mock.call("config1", 3, 1, args_mock, "pg_config"),
4690 mock.call.__bool__(),
4691 mock.call("config2", 1, 2, args_mock, "pg_config"),
4692 ])
4693
4694 @mock.patch.object(main.sys, "exit")
4695 @mock.patch("main.os")
4696 def test_parse_config(self, os, exit):
4697 with self.subTest(report_path=None):
4698 args = main.configargparse.Namespace(**{
4699 "db_host": "host",
4700 "db_port": "port",
4701 "db_user": "user",
4702 "db_password": "password",
4703 "db_database": "database",
4704 "report_path": None,
4705 })
4706
4707 result = main.parse_config(args)
4708 self.assertEqual({ "host": "host", "port": "port", "user":
4709 "user", "password": "password", "database": "database"
4710 }, result)
4711 with self.assertRaises(AttributeError):
4712 args.db_password
4713
4714 with self.subTest(report_path="present"):
4715 args = main.configargparse.Namespace(**{
4716 "db_host": "host",
4717 "db_port": "port",
4718 "db_user": "user",
4719 "db_password": "password",
4720 "db_database": "database",
4721 "report_path": "report_path",
4722 })
4723
4724 os.path.exists.return_value = False
4725
4726 result = main.parse_config(args)
4727
4728 os.path.exists.assert_called_once_with("report_path")
4729 os.makedirs.assert_called_once_with("report_path")
4730
4731 def test_parse_args(self):
4732 with self.subTest(config="config.ini"):
4733 args = main.parse_args([])
4734 self.assertEqual("config.ini", args.config)
4735 self.assertFalse(args.before)
4736 self.assertFalse(args.after)
4737 self.assertFalse(args.debug)
4738
4739 args = main.parse_args(["--before", "--after", "--debug"])
4740 self.assertTrue(args.before)
4741 self.assertTrue(args.after)
4742 self.assertTrue(args.debug)
4743
4744 with self.subTest(config="inexistant"), \
4745 self.assertRaises(SystemExit), \
4746 mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock:
4747 args = main.parse_args(["--config", "foo.bar"])
4748
4749 @mock.patch.object(main, "psycopg2")
4750 def test_fetch_markets(self, psycopg2):
4751 connect_mock = mock.Mock()
4752 cursor_mock = mock.MagicMock()
4753 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
4754
4755 connect_mock.cursor.return_value = cursor_mock
4756 psycopg2.connect.return_value = connect_mock
4757
4758 with self.subTest(user=None):
4759 rows = list(main.fetch_markets({"foo": "bar"}, None))
4760
4761 psycopg2.connect.assert_called_once_with(foo="bar")
4762 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
4763
4764 self.assertEqual(["row_1", "row_2"], rows)
4765
4766 psycopg2.connect.reset_mock()
4767 cursor_mock.execute.reset_mock()
4768 with self.subTest(user=1):
4769 rows = list(main.fetch_markets({"foo": "bar"}, 1))
4770
4771 psycopg2.connect.assert_called_once_with(foo="bar")
4772 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
4773
4774 self.assertEqual(["row_1", "row_2"], rows)
4775
4776
4777@unittest.skipUnless("unit" in limits, "Unit skipped")
4778class ProcessorTest(WebMockTestCase):
4779 def test_values(self):
4780 processor = market.Processor(self.m)
4781
4782 self.assertEqual(self.m, processor.market)
4783
4784 def test_run_action(self):
4785 processor = market.Processor(self.m)
4786
4787 with mock.patch.object(processor, "parse_args") as parse_args:
4788 method_mock = mock.Mock()
4789 parse_args.return_value = [method_mock, { "foo": "bar" }]
4790
4791 processor.run_action("foo", "bar", "baz")
4792
4793 parse_args.assert_called_with("foo", "bar", "baz")
4794
4795 method_mock.assert_called_with(foo="bar")
4796
4797 processor.run_action("wait_for_recent", "bar", "baz")
4798
4799 method_mock.assert_called_with(foo="bar")
4800
4801 def test_select_step(self):
4802 processor = market.Processor(self.m)
4803
4804 scenario = processor.scenarios["sell_all"]
4805
4806 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
4807 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
4808 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
4809 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
4810 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
4811
4812 with self.assertRaises(TypeError):
4813 processor.select_steps(scenario, ["wait"])
4814
4815 @mock.patch("market.Processor.process_step")
4816 def test_process(self, process_step):
4817 processor = market.Processor(self.m)
4818
4819 processor.process("sell_all", foo="bar")
4820 self.assertEqual(3, process_step.call_count)
4821
4822 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
4823 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
4824 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
4825 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
4826 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
4827 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
4828
4829 process_step.reset_mock()
4830
4831 processor.process("sell_needed", steps=["before", "after"])
4832 self.assertEqual(3, process_step.call_count)
4833
4834 def test_method_arguments(self):
4835 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
4836 m = market.Market(ccxt, self.market_args())
4837
4838 processor = market.Processor(m)
4839
4840 method, arguments = processor.method_arguments("wait_for_recent")
4841 self.assertEqual(market.Portfolio.wait_for_recent, method)
4842 self.assertEqual(["delta", "poll"], arguments)
4843
4844 method, arguments = processor.method_arguments("prepare_trades")
4845 self.assertEqual(m.prepare_trades, method)
4846 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
4847
4848 method, arguments = processor.method_arguments("prepare_orders")
4849 self.assertEqual(m.trades.prepare_orders, method)
4850
4851 method, arguments = processor.method_arguments("move_balances")
4852 self.assertEqual(m.move_balances, method)
4853
4854 method, arguments = processor.method_arguments("run_orders")
4855 self.assertEqual(m.trades.run_orders, method)
4856
4857 method, arguments = processor.method_arguments("follow_orders")
4858 self.assertEqual(m.follow_orders, method)
4859
4860 method, arguments = processor.method_arguments("close_trades")
4861 self.assertEqual(m.trades.close_trades, method)
4862
4863 def test_process_step(self):
4864 processor = market.Processor(self.m)
4865
4866 with mock.patch.object(processor, "run_action") as run_action:
4867 step = processor.scenarios["sell_needed"][1]
4868
4869 processor.process_step("foo", step, {"foo":"bar"})
4870
4871 self.m.report.log_stage.assert_has_calls([
4872 mock.call("process_foo__1_sell_begin"),
4873 mock.call("process_foo__1_sell_end"),
4874 ])
4875 self.m.balances.fetch_balances.assert_has_calls([
4876 mock.call(tag="process_foo__1_sell_begin"),
4877 mock.call(tag="process_foo__1_sell_end"),
4878 ])
4879
4880 self.assertEqual(5, run_action.call_count)
4881
4882 run_action.assert_has_calls([
4883 mock.call('prepare_trades', {}, {'foo': 'bar'}),
4884 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
4885 mock.call('run_orders', {}, {'foo': 'bar'}),
4886 mock.call('follow_orders', {}, {'foo': 'bar'}),
4887 mock.call('close_trades', {}, {'foo': 'bar'}),
4888 ])
4889
4890 self.m.reset_mock()
4891 with mock.patch.object(processor, "run_action") as run_action:
4892 step = processor.scenarios["sell_needed"][0]
4893
4894 processor.process_step("foo", step, {"foo":"bar"})
4895 self.m.balances.fetch_balances.assert_not_called()
4896
4897 def test_parse_args(self):
4898 processor = market.Processor(self.m)
4899
4900 with mock.patch.object(processor, "method_arguments") as method_arguments:
4901 method_mock = mock.Mock()
4902 method_arguments.return_value = [
4903 method_mock,
4904 ["foo2", "foo"]
4905 ]
4906 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
4907
4908 self.assertEqual(method_mock, method)
4909 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
4910
4911 with mock.patch.object(processor, "method_arguments") as method_arguments:
4912 method_mock = mock.Mock()
4913 method_arguments.return_value = [
4914 method_mock,
4915 ["repartition"]
4916 ]
4917 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
4918
4919 self.assertEqual(1, len(args["repartition"]))
4920 self.assertIn("BTC", args["repartition"])
4921
4922 with mock.patch.object(processor, "method_arguments") as method_arguments:
4923 method_mock = mock.Mock()
4924 method_arguments.return_value = [
4925 method_mock,
4926 ["repartition", "base_currency"]
4927 ]
4928 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
4929
4930 self.assertEqual(1, len(args["repartition"]))
4931 self.assertIn("USDT", args["repartition"])
4932
4933 with mock.patch.object(processor, "method_arguments") as method_arguments:
4934 method_mock = mock.Mock()
4935 method_arguments.return_value = [
4936 method_mock,
4937 ["repartition", "base_currency"]
4938 ]
4939 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
4940
4941 self.assertEqual(1, len(args["repartition"]))
4942 self.assertIn("ETH", args["repartition"])
4943
4944
4945@unittest.skipUnless("acceptance" in limits, "Acceptance skipped")
4946class AcceptanceTest(WebMockTestCase):
4947 @unittest.expectedFailure
4948 def test_success_sell_only_necessary(self):
4949 # FIXME: catch stdout
4950 self.m.report.verbose_print = False
4951 fetch_balance = {
4952 "ETH": {
4953 "exchange_free": D("1.0"),
4954 "exchange_used": D("0.0"),
4955 "exchange_total": D("1.0"),
4956 "total": D("1.0"),
4957 },
4958 "ETC": {
4959 "exchange_free": D("4.0"),
4960 "exchange_used": D("0.0"),
4961 "exchange_total": D("4.0"),
4962 "total": D("4.0"),
4963 },
4964 "XVG": {
4965 "exchange_free": D("1000.0"),
4966 "exchange_used": D("0.0"),
4967 "exchange_total": D("1000.0"),
4968 "total": D("1000.0"),
4969 },
4970 }
4971 repartition = {
4972 "ETH": (D("0.25"), "long"),
4973 "ETC": (D("0.25"), "long"),
4974 "BTC": (D("0.4"), "long"),
4975 "BTD": (D("0.01"), "short"),
4976 "B2X": (D("0.04"), "long"),
4977 "USDT": (D("0.05"), "long"),
4978 }
4979
4980 def fetch_ticker(symbol):
4981 if symbol == "ETH/BTC":
4982 return {
4983 "symbol": "ETH/BTC",
4984 "bid": D("0.14"),
4985 "ask": D("0.16")
4986 }
4987 if symbol == "ETC/BTC":
4988 return {
4989 "symbol": "ETC/BTC",
4990 "bid": D("0.002"),
4991 "ask": D("0.003")
4992 }
4993 if symbol == "XVG/BTC":
4994 return {
4995 "symbol": "XVG/BTC",
4996 "bid": D("0.00003"),
4997 "ask": D("0.00005")
4998 }
4999 if symbol == "BTD/BTC":
5000 return {
5001 "symbol": "BTD/BTC",
5002 "bid": D("0.0008"),
5003 "ask": D("0.0012")
5004 }
5005 if symbol == "B2X/BTC":
5006 return {
5007 "symbol": "B2X/BTC",
5008 "bid": D("0.0008"),
5009 "ask": D("0.0012")
5010 }
5011 if symbol == "USDT/BTC":
5012 raise helper.ExchangeError
5013 if symbol == "BTC/USDT":
5014 return {
5015 "symbol": "BTC/USDT",
5016 "bid": D("14000"),
5017 "ask": D("16000")
5018 }
5019 self.fail("Shouldn't have been called with {}".format(symbol))
5020
5021 market = mock.Mock()
5022 market.fetch_all_balances.return_value = fetch_balance
5023 market.fetch_ticker.side_effect = fetch_ticker
5024 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
5025 # Action 1
5026 helper.prepare_trades(market)
5027
5028 balances = portfolio.BalanceStore.all
5029 self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total)
5030 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
5031 self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total)
5032
5033
5034 trades = portfolio.TradeStore.all
5035 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
5036 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
5037 self.assertEqual("dispose", trades[0].action)
5038
5039 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
5040 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
5041 self.assertEqual("acquire", trades[1].action)
5042
5043 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
5044 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
5045 self.assertEqual("dispose", trades[2].action)
5046
5047 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
5048 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5049 self.assertEqual("acquire", trades[3].action)
5050
5051 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
5052 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
5053 self.assertEqual("acquire", trades[4].action)
5054
5055 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
5056 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
5057 self.assertEqual("acquire", trades[5].action)
5058
5059 # Action 2
5060 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001"))
5061
5062 all_orders = portfolio.TradeStore.all_orders(state="pending")
5063 self.assertEqual(2, len(all_orders))
5064 self.assertEqual(2, 3*all_orders[0].amount.value)
5065 self.assertEqual(D("0.14014"), all_orders[0].rate)
5066 self.assertEqual(1000, all_orders[1].amount.value)
5067 self.assertEqual(D("0.00003003"), all_orders[1].rate)
5068
5069
5070 def create_order(symbol, type, action, amount, price=None, account="exchange"):
5071 self.assertEqual("limit", type)
5072 if symbol == "ETH/BTC":
5073 self.assertEqual("sell", action)
5074 self.assertEqual(D('0.66666666'), amount)
5075 self.assertEqual(D("0.14014"), price)
5076 elif symbol == "XVG/BTC":
5077 self.assertEqual("sell", action)
5078 self.assertEqual(1000, amount)
5079 self.assertEqual(D("0.00003003"), price)
5080 else:
5081 self.fail("I shouldn't have been called")
5082
5083 return {
5084 "id": symbol,
5085 }
5086 market.create_order.side_effect = create_order
5087 market.order_precision.return_value = 8
5088
5089 # Action 3
5090 portfolio.TradeStore.run_orders()
5091
5092 self.assertEqual("open", all_orders[0].status)
5093 self.assertEqual("open", all_orders[1].status)
5094
5095 market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" }
5096 market.privatePostReturnOrderTrades.return_value = [
5097 {
5098 "tradeID": 42, "type": "buy", "fee": "0.0015",
5099 "date": "2017-12-30 12:00:12", "rate": "0.1",
5100 "amount": "10", "total": "1"
5101 }
5102 ]
5103 with mock.patch.object(market.time, "sleep") as sleep:
5104 # Action 4
5105 helper.follow_orders(verbose=False)
5106
5107 sleep.assert_called_with(30)
5108
5109 for order in all_orders:
5110 self.assertEqual("closed", order.status)
5111
5112 fetch_balance = {
5113 "ETH": {
5114 "exchange_free": D("1.0") / 3,
5115 "exchange_used": D("0.0"),
5116 "exchange_total": D("1.0") / 3,
5117 "margin_total": 0,
5118 "total": D("1.0") / 3,
5119 },
5120 "BTC": {
5121 "exchange_free": D("0.134"),
5122 "exchange_used": D("0.0"),
5123 "exchange_total": D("0.134"),
5124 "margin_total": 0,
5125 "total": D("0.134"),
5126 },
5127 "ETC": {
5128 "exchange_free": D("4.0"),
5129 "exchange_used": D("0.0"),
5130 "exchange_total": D("4.0"),
5131 "margin_total": 0,
5132 "total": D("4.0"),
5133 },
5134 "XVG": {
5135 "exchange_free": D("0.0"),
5136 "exchange_used": D("0.0"),
5137 "exchange_total": D("0.0"),
5138 "margin_total": 0,
5139 "total": D("0.0"),
5140 },
5141 }
5142 market.fetch_all_balances.return_value = fetch_balance
5143
5144 with mock.patch.object(market.Portfolio, "repartition", return_value=repartition):
5145 # Action 5
5146 helper.prepare_trades(market, only="acquire", compute_value="average")
5147
5148 balances = portfolio.BalanceStore.all
5149 self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total)
5150 self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total)
5151 self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total)
5152 self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total)
5153
5154
5155 trades = portfolio.TradeStore.all
5156 self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from)
5157 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to)
5158 self.assertEqual("dispose", trades[0].action)
5159
5160 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from)
5161 self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to)
5162 self.assertEqual("acquire", trades[1].action)
5163
5164 self.assertNotIn("BTC", trades)
5165
5166 self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from)
5167 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to)
5168 self.assertEqual("dispose", trades[2].action)
5169
5170 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from)
5171 self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to)
5172 self.assertEqual("acquire", trades[3].action)
5173
5174 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from)
5175 self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to)
5176 self.assertEqual("acquire", trades[4].action)
5177
5178 self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from)
5179 self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to)
5180 self.assertEqual("acquire", trades[5].action)
5181
5182 # Action 6
5183 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"])
5184
5185 all_orders = portfolio.TradeStore.all_orders(state="pending")
5186 self.assertEqual(4, len(all_orders))
5187 self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount))
5188 self.assertEqual(D("0.003"), all_orders[0].rate)
5189 self.assertEqual("buy", all_orders[0].action)
5190 self.assertEqual("long", all_orders[0].trade_type)
5191
5192 self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount))
5193 self.assertEqual(D("0.0012"), all_orders[1].rate)
5194 self.assertEqual("sell", all_orders[1].action)
5195 self.assertEqual("short", all_orders[1].trade_type)
5196
5197 diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount
5198 self.assertAlmostEqual(0, diff.value)
5199 self.assertEqual(D("0.0012"), all_orders[2].rate)
5200 self.assertEqual("buy", all_orders[2].action)
5201 self.assertEqual("long", all_orders[2].trade_type)
5202
5203 self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount)
5204 self.assertEqual(D("16000"), all_orders[3].rate)
5205 self.assertEqual("sell", all_orders[3].action)
5206 self.assertEqual("long", all_orders[3].trade_type)
5207
5208 # Action 6b
5209 # TODO:
5210 # Move balances to margin
5211
5212 # Action 7
5213 # TODO
5214 # portfolio.TradeStore.run_orders()
5215
5216 with mock.patch.object(market.time, "sleep") as sleep:
5217 # Action 8
5218 helper.follow_orders(verbose=False)
5219
5220 sleep.assert_called_with(30)
5221 8
5222if __name__ == '__main__': 9if __name__ == '__main__':
5223 unittest.main() 10 unittest.main()
diff --git a/test_acceptance.py b/test_acceptance.py
new file mode 100644
index 0000000..88a2dd4
--- /dev/null
+++ b/test_acceptance.py
@@ -0,0 +1,314 @@
1import requests
2import requests_mock
3import sys, os
4import time, datetime
5import unittest
6from unittest import mock
7from ssl import SSLError
8from decimal import Decimal
9import simplejson as json
10import psycopg2
11from io import StringIO
12
13class FileMock:
14 @classmethod
15 def start(cls):
16 cls.file_mock = mock.patch("market.open")
17 cls.os_mock = mock.patch("os.makedirs")
18 cls.stdout_mock = mock.patch('sys.stdout', new_callable=StringIO)
19 cls.stdout_mock.start()
20 cls.os_mock.start()
21 cls.file_mock.start()
22
23 @classmethod
24 def check_calls(cls, tester):
25 pass
26 #raise NotImplementedError("Todo")
27
28 @classmethod
29 def stop(cls):
30 cls.file_mock.stop()
31 cls.stdout_mock.stop()
32 cls.os_mock.stop()
33
34class DatabaseMock:
35 rows = []
36 report_db = False
37 db_patch = None
38 cursor = None
39 total_report_lines = 0
40 db_mock = None
41 requests = []
42
43 @classmethod
44 def start(cls, reports, report_db):
45 cls.report_db = report_db
46 cls.rows = []
47 cls.total_report_lines= 0
48 for user_id, market_id, http_requests, report_lines in reports.values():
49 cls.rows.append( (market_id, { "key": "key", "secret": "secret" }, user_id) )
50 cls.total_report_lines += len(report_lines)
51
52 connect_mock = mock.Mock()
53 cls.cursor = mock.MagicMock()
54 connect_mock.cursor.return_value = cls.cursor
55 def _execute(request, *args):
56 cls.requests.append(request)
57 cls.cursor.execute.side_effect = _execute
58 cls.cursor.__iter__.return_value = cls.rows
59
60 cls.db_patch = mock.patch("psycopg2.connect")
61 cls.db_mock = cls.db_patch.start()
62 cls.db_mock.return_value = connect_mock
63
64 @classmethod
65 def check_calls(cls, tester):
66 if cls.report_db:
67 tester.assertEqual(1 + len(cls.rows), cls.db_mock.call_count)
68 tester.assertEqual(1 + len(cls.rows) + cls.total_report_lines, cls.cursor.execute.call_count)
69 else:
70 tester.assertEqual(1, cls.db_mock.call_count)
71 tester.assertEqual(1, cls.cursor.execute.call_count)
72
73 @classmethod
74 def stop(cls):
75 cls.db_patch.stop()
76 cls.db_mock = None
77 cls.cursor = None
78 cls.total_report_lines = 0
79 cls.rows = []
80 cls.report_db = False
81 cls.requests = []
82
83class RequestsMock:
84 adapter = None
85 mocks = {}
86 last_https = {}
87 request_patch = []
88
89 @classmethod
90 def start(cls, reports):
91 cls.adapter = requests_mock.Adapter()
92 cls.adapter.register_uri(requests_mock.ANY, requests_mock.ANY,
93 exc=requests_mock.exceptions.MockException("Not stubbed URL"))
94 true_session = requests.Session
95
96 cls.mocks = {}
97
98 for market_id, elements in reports.items():
99 for element in elements:
100 method = element["method"]
101 url = element["url"]
102 cls.mocks \
103 .setdefault((method, url), {}) \
104 .setdefault(market_id, []) \
105 .append(element)
106
107 for ((method, url), elements) in cls.mocks.items():
108 cls.adapter.register_uri(method, url, text=cls.callback_func(elements), complete_qs=True)
109 def _session():
110 session = true_session()
111 session.get_adapter = lambda url: cls.adapter
112 return session
113 cls.request_patch = [
114 mock.patch.object(requests.sessions, "Session", new=_session),
115 mock.patch.object(requests, "Session", new=_session)
116 ]
117 for patch in cls.request_patch:
118 patch.start()
119
120 @classmethod
121 def stop(cls):
122 for patch in cls.request_patch:
123 patch.stop()
124 cls.request_patch = []
125 cls.last_https = {}
126 cls.mocks = {}
127 cls.adapter = None
128
129 @classmethod
130 def check_calls(cls, tester):
131 for (method, url), elements in cls.mocks.items():
132 for market_id, element in elements.items():
133 tester.assertEqual(0, len(element), "Missing calls to {} {}, market_id {}".format(method, url, market_id))
134
135 @classmethod
136 def clean_body(cls, body):
137 if body is None:
138 return None
139 import re
140 if isinstance(body, bytes):
141 body = body.decode()
142 body = re.sub(r"&nonce=\d*$", "", body)
143 body = re.sub(r"nonce=\d*&?", "", body)
144 return body
145
146 @classmethod
147 def callback_func(cls, elements):
148 def callback(request, context):
149 try:
150 element = elements[request.headers.get("X-market-id")].pop(0)
151 except (IndexError, KeyError):
152 raise RuntimeError("Unexpected call")
153 if element["response"] is None and element["response_same_as"] is not None:
154 element["response"] = cls.last_https[element["response_same_as"]]
155 elif element["response"] is not None:
156 cls.last_https[element["date"]] = element["response"]
157
158 assert cls.clean_body(request.body) == \
159 cls.clean_body(element["body"]), "Body does not match"
160 context.status_code = element["status"]
161 if "error" in element:
162 if element["error"] == "SSLError":
163 raise SSLError(element["error_message"])
164 else:
165 raise getattr(requests.exceptions, element["error"])(element["error_message"])
166 return element["response"]
167 return callback
168
169class TimeMock:
170 delta = 0
171 true_time = time.time
172 time_patch = None
173 datetime_patch = None
174
175 @classmethod
176 def start(cls, start_date):
177 cls.delta = (datetime.datetime.now() - start_date).total_seconds()
178
179 class fake_datetime(datetime.datetime):
180 @classmethod
181 def now(cls, tz=None):
182 if tz is None:
183 return cls.fromtimestamp(time.time())
184 else:
185 return tz.fromutc(cls.utcfromtimestamp(time.time()).replace(tzinfo=tz))
186
187 cls.time_patch = mock.patch.multiple(time, time=cls.fake_time, sleep=cls.fake_sleep)
188 cls.datetime_patch = mock.patch.multiple(datetime, datetime=fake_datetime)
189 cls.time_patch.start()
190 cls.datetime_patch.start()
191
192 @classmethod
193 def stop(cls):
194 cls.delta = 0
195 cls.datetime_patch.stop()
196 cls.time_patch.stop()
197
198 @classmethod
199 def fake_time(cls):
200 return cls.true_time() - cls.delta
201
202 @classmethod
203 def fake_sleep(cls, duration):
204 cls.delta -= duration
205
206class AcceptanceTestCase():
207 def parse_file(self, report_file):
208 with open(report_file, "rb") as f:
209 json_content = json.load(f, parse_float=Decimal)
210 config, user, date, market_id = self.parse_config(json_content)
211 http_requests = self.parse_requests(json_content)
212
213 return config, user, date, market_id, http_requests, json_content
214
215 def parse_requests(self, json_content):
216 http_requests = []
217 for element in json_content:
218 if element["type"] != "http_request":
219 continue
220 http_requests.append(element)
221 return http_requests
222
223 def parse_config(self, json_content):
224 market_info = None
225 for element in json_content:
226 if element["type"] != "market":
227 continue
228 market_info = element
229 assert market_info is not None, "Couldn't find market element"
230
231 args = market_info["args"]
232 config = []
233 for arg in ["before", "after", "quiet", "debug"]:
234 if args.get(arg, False):
235 config.append("--{}".format(arg))
236 for arg in ["parallel", "report_db"]:
237 if not args.get(arg, False):
238 config.append("--no-{}".format(arg.replace("_", "-")))
239 for action in args.get("action", []):
240 config.extend(["--action", action])
241 if args.get("report_path") is not None:
242 config.extend(["--report-path", args.get("report_path")])
243 if args.get("user") is not None:
244 config.extend(["--user", args.get("user")])
245 config.extend(["--config", ""])
246
247 user = market_info["user_id"]
248 date = datetime.datetime.strptime(market_info["date"], "%Y-%m-%dT%H:%M:%S.%f")
249 market_id = market_info["market_id"]
250 return config, user, date, market_id
251
252 def requests_by_market(self):
253 r = {
254 None: []
255 }
256 got_common = False
257 for user_id, market_id, http_requests, report_lines in self.reports.values():
258 r[str(market_id)] = []
259 for http_request in http_requests:
260 if http_request["market_id"] is None:
261 if not got_common:
262 r[None].append(http_request)
263 else:
264 r[str(market_id)].append(http_request)
265 got_common = True
266 return r
267
268 def setUp(self):
269 if not hasattr(self, "files"):
270 raise "This class expects to be inherited with a class defining self.files in setUp"
271
272 self.reports = {}
273 self.start_date = datetime.datetime.now()
274 self.config = []
275 for f in self.files:
276 self.config, user_id, date, market_id, http_requests, report_lines = self.parse_file(f)
277 if date < self.start_date:
278 self.start_date = date
279 self.reports[f] = [user_id, market_id, http_requests, report_lines]
280
281 DatabaseMock.start(self.reports, "--no-report-db" not in self.config)
282 RequestsMock.start(self.requests_by_market())
283 FileMock.start()
284 TimeMock.start(self.start_date)
285
286 def base_test(self):
287 import main
288 main.main(self.config)
289 RequestsMock.check_calls(self)
290 DatabaseMock.check_calls(self)
291 FileMock.check_calls(self)
292
293 def tearDown(self):
294 TimeMock.stop()
295 FileMock.stop()
296 RequestsMock.stop()
297 DatabaseMock.stop()
298
299import glob
300for dirfile in glob.glob("tests/acceptance/**/*/", recursive=True):
301 json_files = glob.glob("{}/*.json".format(dirfile))
302 if len(json_files) > 0:
303 name = dirfile.replace("tests/acceptance/", "").replace("/", "_")[0:-1]
304 cname = "".join(list(map(lambda x: x.capitalize(), name.split("_"))))
305
306 globals()[cname] = type(cname,
307 (AcceptanceTestCase,unittest.TestCase), {
308 "files": json_files,
309 "test_{}".format(name): AcceptanceTestCase.base_test
310 })
311
312if __name__ == '__main__':
313 unittest.main()
314
diff --git a/tests/acceptance/print_balances/no_parallel/1.json b/tests/acceptance/print_balances/no_parallel/1.json
new file mode 100644
index 0000000..5246cf3
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 1,
29 "market_id": 3
30 },
31 {
32 "type": "http_request",
33 "method": "GET",
34 "url": "https://poloniex.com/public?command=returnTicker",
35 "body": null,
36 "headers": {
37 "User-Agent": "python-requests/2.18.4",
38 "Accept-Encoding": "gzip, deflate",
39 "X-market-id": "3",
40 "X-user-id": "1"
41 },
42 "status": 200,
43 "response": 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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746052,
244 "XPM": 0.00689964,
245 "XRP": -0.00758425,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.05562572,
252 "USDT": 0.0001456211174449086766503124922,
253 "XPM": 0.00008465,
254 "XRP": 0.00007027,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04449167,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/no_parallel/2.json b/tests/acceptance/print_balances/no_parallel/2.json
new file mode 100644
index 0000000..207159a
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 2,
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469891,
265 "ETH": -0.13882576,
266 "STORJ": 0,
267 "USDT": 0.13641575,
268 "XPM": 0.12691947,
269 "XRP": -0.13970833,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091563275,
274 "BTC": null,
275 "DASH": 0.044593375,
276 "ETH": 0.05562605,
277 "STORJ": 0.00010893,
278 "USDT": 0.0001456207533967949693116760534,
279 "XPM": 0.00008465,
280 "XRP": 0.00007020,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81232577,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/1.json b/tests/acceptance/print_balances/no_parallel_report_db/1.json
new file mode 100644
index 0000000..3890494
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel_report_db/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746052,
244 "XPM": 0.00689964,
245 "XRP": -0.00758425,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.05562572,
252 "USDT": 0.0001456211174449086766503124922,
253 "XPM": 0.00008465,
254 "XRP": 0.00007027,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04449167,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/2.json b/tests/acceptance/print_balances/no_parallel_report_db/2.json
new file mode 100644
index 0000000..a748c9e
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel_report_db/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469891,
265 "ETH": -0.13882576,
266 "STORJ": 0,
267 "USDT": 0.13641575,
268 "XPM": 0.12691947,
269 "XRP": -0.13970833,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091563275,
274 "BTC": null,
275 "DASH": 0.044593375,
276 "ETH": 0.05562605,
277 "STORJ": 0.00010893,
278 "USDT": 0.0001456207533967949693116760534,
279 "XPM": 0.00008465,
280 "XRP": 0.00007020,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81232577,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288]
diff --git a/tests/acceptance/print_balances/parallel/1.json b/tests/acceptance/print_balances/parallel/1.json
new file mode 100644
index 0000000..f28adbe
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
24 "type": "stage",
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746255,
244 "XPM": 0.00692776,
245 "XRP": -0.00758263,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.055625725,
252 "USDT": 0.0001456607727763054007163493244,
253 "XPM": 0.000084995,
254 "XRP": 0.000070255,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04452344,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/parallel/2.json b/tests/acceptance/print_balances/parallel/2.json
new file mode 100644
index 0000000..ef0418b
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469856,
265 "ETH": -0.13882495,
266 "STORJ": 0,
267 "USDT": 0.13645324,
268 "XPM": 0.12743675,
269 "XRP": -0.13981779,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091565445,
274 "BTC": null,
275 "DASH": 0.044593265,
276 "ETH": 0.055625725,
277 "STORJ": 0.00010896,
278 "USDT": 0.0001456607727763054007163493244,
279 "XPM": 0.000084995,
280 "XRP": 0.000070255,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81277224,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/parallel_report_db/1.json b/tests/acceptance/print_balances/parallel_report_db/1.json
new file mode 100644
index 0000000..192b31d
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel_report_db/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746255,
244 "XPM": 0.00692776,
245 "XRP": -0.00758263,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.055625725,
252 "USDT": 0.0001456607727763054007163493244,
253 "XPM": 0.000084995,
254 "XRP": 0.000070255,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04452344,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/parallel_report_db/2.json b/tests/acceptance/print_balances/parallel_report_db/2.json
new file mode 100644
index 0000000..8a000f0
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel_report_db/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 2,
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469856,
265 "ETH": -0.13882495,
266 "STORJ": 0,
267 "USDT": 0.13645324,
268 "XPM": 0.12743675,
269 "XRP": -0.13981779,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091565445,
274 "BTC": null,
275 "DASH": 0.044593265,
276 "ETH": 0.055625725,
277 "STORJ": 0.00010896,
278 "USDT": 0.0001456607727763054007163493244,
279 "XPM": 0.000084995,
280 "XRP": 0.000070255,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81277224,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288]
diff --git a/tests/helper.py b/tests/helper.py
new file mode 100644
index 0000000..fcb0e9d
--- /dev/null
+++ b/tests/helper.py
@@ -0,0 +1,49 @@
1import sys
2import unittest
3from decimal import Decimal as D
4from unittest import mock
5import requests_mock
6from io import StringIO
7import portfolio, market, main, store
8
9__all__ = ["unittest", "WebMockTestCase", "mock", "D",
10 "StringIO"]
11
12class WebMockTestCase(unittest.TestCase):
13 import time
14
15 def market_args(self, debug=False, quiet=False, report_path=None, **kwargs):
16 return main.configargparse.Namespace(report_path=report_path,
17 debug=debug, quiet=quiet, **kwargs)
18
19 def setUp(self):
20 super().setUp()
21 self.wm = requests_mock.Mocker()
22 self.wm.start()
23
24 # market
25 self.m = mock.Mock(name="Market", spec=market.Market)
26 self.m.debug = False
27
28 self.patchers = [
29 mock.patch.multiple(market.Portfolio,
30 data=store.LockedVar(None),
31 liquidities=store.LockedVar({}),
32 last_date=store.LockedVar(None),
33 report=mock.Mock(),
34 worker=None,
35 worker_notify=None,
36 worker_started=False,
37 callback=None),
38 mock.patch.multiple(portfolio.Computation,
39 computations=portfolio.Computation.computations),
40 ]
41 for patcher in self.patchers:
42 patcher.start()
43
44 def tearDown(self):
45 for patcher in self.patchers:
46 patcher.stop()
47 self.wm.stop()
48 super().tearDown()
49
diff --git a/tests/test_ccxt_wrapper.py b/tests/test_ccxt_wrapper.py
new file mode 100644
index 0000000..f07674e
--- /dev/null
+++ b/tests/test_ccxt_wrapper.py
@@ -0,0 +1,480 @@
1from .helper import unittest, mock, D
2import requests_mock
3import market
4
5class poloniexETest(unittest.TestCase):
6 def setUp(self):
7 super().setUp()
8 self.wm = requests_mock.Mocker()
9 self.wm.start()
10
11 self.s = market.ccxt.poloniexE()
12
13 def tearDown(self):
14 self.wm.stop()
15 super().tearDown()
16
17 def test__init(self):
18 with self.subTest("Nominal case"), \
19 mock.patch("market.ccxt.poloniexE.session") as session:
20 session.request.return_value = "response"
21 ccxt = market.ccxt.poloniexE()
22 ccxt._market = mock.Mock
23 ccxt._market.report = mock.Mock()
24 ccxt._market.market_id = 3
25 ccxt._market.user_id = 3
26
27 ccxt.session.request("GET", "URL", data="data",
28 headers={})
29 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
30 {'X-market-id': '3', 'X-user-id': '3'}, 'response')
31
32 with self.subTest("Raising"),\
33 mock.patch("market.ccxt.poloniexE.session") as session:
34 session.request.side_effect = market.ccxt.RequestException("Boo")
35
36 ccxt = market.ccxt.poloniexE()
37 ccxt._market = mock.Mock
38 ccxt._market.report = mock.Mock()
39 ccxt._market.market_id = 3
40 ccxt._market.user_id = 3
41
42 with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm:
43 ccxt.session.request("GET", "URL", data="data",
44 headers={})
45 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
46 {'X-market-id': '3', 'X-user-id': '3'}, cm.exception)
47
48
49 def test_nanoseconds(self):
50 with mock.patch.object(market.ccxt.time, "time") as time:
51 time.return_value = 123456.7890123456
52 self.assertEqual(123456789012345, self.s.nanoseconds())
53
54 def test_nonce(self):
55 with mock.patch.object(market.ccxt.time, "time") as time:
56 time.return_value = 123456.7890123456
57 self.assertEqual(123456789012345, self.s.nonce())
58
59 def test_request(self):
60 with mock.patch.object(market.ccxt.poloniex, "request") as request,\
61 mock.patch("market.ccxt.retry_call") as retry_call:
62 with self.subTest(wrapped=True):
63 with self.subTest(desc="public"):
64 self.s.request("foo")
65 retry_call.assert_called_with(request,
66 delay=1, tries=10, fargs=["foo"],
67 fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
68 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
69 request.assert_not_called()
70
71 with self.subTest(desc="private GET"):
72 self.s.request("foo", api="private")
73 retry_call.assert_called_with(request,
74 delay=1, tries=10, fargs=["foo"],
75 fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
76 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
77 request.assert_not_called()
78
79 with self.subTest(desc="private POST regexp"):
80 self.s.request("returnFoo", api="private", method="POST")
81 retry_call.assert_called_with(request,
82 delay=1, tries=10, fargs=["returnFoo"],
83 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
84 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
85 request.assert_not_called()
86
87 with self.subTest(desc="private POST non-regexp"):
88 self.s.request("getMarginPosition", api="private", method="POST")
89 retry_call.assert_called_with(request,
90 delay=1, tries=10, fargs=["getMarginPosition"],
91 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
92 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
93 request.assert_not_called()
94 retry_call.reset_mock()
95 request.reset_mock()
96 with self.subTest(wrapped=False):
97 with self.subTest(desc="private POST non-matching regexp"):
98 self.s.request("marginBuy", api="private", method="POST")
99 request.assert_called_with("marginBuy",
100 api="private", method="POST", params={},
101 headers=None, body=None)
102 retry_call.assert_not_called()
103
104 with self.subTest(desc="private POST non-matching non-regexp"):
105 self.s.request("closeMarginPositionOther", api="private", method="POST")
106 request.assert_called_with("closeMarginPositionOther",
107 api="private", method="POST", params={},
108 headers=None, body=None)
109 retry_call.assert_not_called()
110
111 def test_order_precision(self):
112 self.assertEqual(8, self.s.order_precision("FOO"))
113
114 def test_transfer_balance(self):
115 with self.subTest(success=True),\
116 mock.patch.object(self.s, "privatePostTransferBalance") as t:
117 t.return_value = { "success": 1 }
118 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
119 t.assert_called_once_with({
120 "currency": "FOO",
121 "amount": 12,
122 "fromAccount": "exchange",
123 "toAccount": "margin",
124 "confirmed": 1
125 })
126 self.assertTrue(result)
127
128 with self.subTest(success=False),\
129 mock.patch.object(self.s, "privatePostTransferBalance") as t:
130 t.return_value = { "success": 0 }
131 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
132
133 def test_close_margin_position(self):
134 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
135 self.s.close_margin_position("FOO", "BAR")
136 c.assert_called_with({"currencyPair": "BAR_FOO"})
137
138 def test_tradable_balances(self):
139 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
140 r.return_value = {
141 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
142 "BAR": { "exchange": "1", "margin": "0" },
143 }
144 balances = self.s.tradable_balances()
145 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
146 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
147 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
148 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
149
150 def test_margin_summary(self):
151 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
152 r.return_value = {
153 "currentMargin": "1.49680968",
154 "lendingFees": "0.0000001",
155 "pl": "0.00008254",
156 "totalBorrowedValue": "0.00673602",
157 "totalValue": "0.01000000",
158 "netValue": "0.01008254",
159 }
160 expected = {
161 'current_margin': D('1.49680968'),
162 'gains': D('0.00008254'),
163 'lending_fees': D('0.0000001'),
164 'total': D('0.01000000'),
165 'total_borrowed': D('0.00673602')
166 }
167 self.assertEqual(expected, self.s.margin_summary())
168
169 def test_create_order(self):
170 with mock.patch.object(self.s, "create_exchange_order") as exchange,\
171 mock.patch.object(self.s, "create_margin_order") as margin:
172 with self.subTest(account="unspecified"):
173 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
174 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
175 margin.assert_not_called()
176 exchange.reset_mock()
177 margin.reset_mock()
178
179 with self.subTest(account="exchange"):
180 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
181 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
182 margin.assert_not_called()
183 exchange.reset_mock()
184 margin.reset_mock()
185
186 with self.subTest(account="margin"):
187 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
188 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
189 exchange.assert_not_called()
190 exchange.reset_mock()
191 margin.reset_mock()
192
193 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
194 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
195
196 def test_parse_ticker(self):
197 ticker = {
198 "high24hr": "12",
199 "low24hr": "10",
200 "highestBid": "10.5",
201 "lowestAsk": "11.5",
202 "last": "11",
203 "percentChange": "0.1",
204 "quoteVolume": "10",
205 "baseVolume": "20"
206 }
207 market = {
208 "symbol": "BTC/ETC"
209 }
210 with mock.patch.object(self.s, "milliseconds") as ms:
211 ms.return_value = 1520292715123
212 result = self.s.parse_ticker(ticker, market)
213
214 expected = {
215 "symbol": "BTC/ETC",
216 "timestamp": 1520292715123,
217 "datetime": "2018-03-05T23:31:55.123Z",
218 "high": D("12"),
219 "low": D("10"),
220 "bid": D("10.5"),
221 "ask": D("11.5"),
222 "vwap": None,
223 "open": None,
224 "close": None,
225 "first": None,
226 "last": D("11"),
227 "change": D("0.1"),
228 "percentage": None,
229 "average": None,
230 "baseVolume": D("10"),
231 "quoteVolume": D("20"),
232 "info": ticker
233 }
234 self.assertEqual(expected, result)
235
236 def test_fetch_margin_balance(self):
237 with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
238 get_margin_position.return_value = {
239 "BTC_DASH": {
240 "amount": "-0.1",
241 "basePrice": "0.06818560",
242 "lendingFees": "0.00000001",
243 "liquidationPrice": "0.15107132",
244 "pl": "-0.00000371",
245 "total": "0.00681856",
246 "type": "short"
247 },
248 "BTC_ETC": {
249 "amount": "-0.6",
250 "basePrice": "0.1",
251 "lendingFees": "0.00000001",
252 "liquidationPrice": "0.6",
253 "pl": "0.00000371",
254 "total": "0.06",
255 "type": "short"
256 },
257 "BTC_ETH": {
258 "amount": "0",
259 "basePrice": "0",
260 "lendingFees": "0",
261 "liquidationPrice": "-1",
262 "pl": "0",
263 "total": "0",
264 "type": "none"
265 }
266 }
267 balances = self.s.fetch_margin_balance()
268 self.assertEqual(2, len(balances))
269 expected = {
270 "DASH": {
271 "amount": D("-0.1"),
272 "borrowedPrice": D("0.06818560"),
273 "lendingFees": D("1E-8"),
274 "pl": D("-0.00000371"),
275 "liquidationPrice": D("0.15107132"),
276 "type": "short",
277 "total": D("0.00681856"),
278 "baseCurrency": "BTC"
279 },
280 "ETC": {
281 "amount": D("-0.6"),
282 "borrowedPrice": D("0.1"),
283 "lendingFees": D("1E-8"),
284 "pl": D("0.00000371"),
285 "liquidationPrice": D("0.6"),
286 "type": "short",
287 "total": D("0.06"),
288 "baseCurrency": "BTC"
289 }
290 }
291 self.assertEqual(expected, balances)
292
293 def test_sum(self):
294 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
295
296 def test_fetch_balance(self):
297 with mock.patch.object(self.s, "load_markets") as load_markets,\
298 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
299 mock.patch.object(self.s, "common_currency_code") as ccc:
300 ccc.side_effect = ["ETH", "BTC", "DASH"]
301 balances.return_value = {
302 "ETH": {
303 "available": "10",
304 "onOrders": "1",
305 },
306 "BTC": {
307 "available": "1",
308 "onOrders": "0",
309 },
310 "DASH": {
311 "available": "0",
312 "onOrders": "3"
313 }
314 }
315
316 expected = {
317 "info": {
318 "ETH": {"available": "10", "onOrders": "1"},
319 "BTC": {"available": "1", "onOrders": "0"},
320 "DASH": {"available": "0", "onOrders": "3"}
321 },
322 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
323 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
324 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
325 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
326 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
327 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
328 }
329 result = self.s.fetch_balance()
330 load_markets.assert_called_once()
331 self.assertEqual(expected, result)
332
333 def test_fetch_balance_per_type(self):
334 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
335 balances.return_value = {
336 "exchange": {
337 "BLK": "159.83673869",
338 "BTC": "0.00005959",
339 "USDT": "0.00002625",
340 "XMR": "0.18719303"
341 },
342 "margin": {
343 "BTC": "0.03019227"
344 }
345 }
346 expected = {
347 "info": {
348 "exchange": {
349 "BLK": "159.83673869",
350 "BTC": "0.00005959",
351 "USDT": "0.00002625",
352 "XMR": "0.18719303"
353 },
354 "margin": {
355 "BTC": "0.03019227"
356 }
357 },
358 "exchange": {
359 "BLK": D("159.83673869"),
360 "BTC": D("0.00005959"),
361 "USDT": D("0.00002625"),
362 "XMR": D("0.18719303")
363 },
364 "margin": {"BTC": D("0.03019227")},
365 "BLK": {"exchange": D("159.83673869")},
366 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
367 "USDT": {"exchange": D("0.00002625")},
368 "XMR": {"exchange": D("0.18719303")}
369 }
370 result = self.s.fetch_balance_per_type()
371 self.assertEqual(expected, result)
372
373 def test_fetch_all_balances(self):
374 import json
375 with mock.patch.object(self.s, "load_markets") as load_markets,\
376 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
377 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
378 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
379
380 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
381 balance.return_value = json.load(f)
382 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
383 margin_balance.return_value = json.load(f)
384 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
385 balance_per_type.return_value = json.load(f)
386
387 result = self.s.fetch_all_balances()
388 expected_doge = {
389 "total": D("-12779.79821852"),
390 "exchange_used": D("0E-8"),
391 "exchange_total": D("0E-8"),
392 "exchange_free": D("0E-8"),
393 "margin_available": 0,
394 "margin_in_position": 0,
395 "margin_borrowed": D("12779.79821852"),
396 "margin_total": D("-12779.79821852"),
397 "margin_pending_gain": 0,
398 "margin_lending_fees": D("-9E-8"),
399 "margin_pending_base_gain": D("0.00024059"),
400 "margin_position_type": "short",
401 "margin_liquidation_price": D("0.00000246"),
402 "margin_borrowed_base_price": D("0.00599149"),
403 "margin_borrowed_base_currency": "BTC"
404 }
405 expected_btc = {"total": D("0.05432165"),
406 "exchange_used": D("0E-8"),
407 "exchange_total": D("0.00005959"),
408 "exchange_free": D("0.00005959"),
409 "margin_available": D("0.03019227"),
410 "margin_in_position": D("0.02406979"),
411 "margin_borrowed": 0,
412 "margin_total": D("0.05426206"),
413 "margin_pending_gain": D("0.00093955"),
414 "margin_lending_fees": 0,
415 "margin_pending_base_gain": 0,
416 "margin_position_type": None,
417 "margin_liquidation_price": 0,
418 "margin_borrowed_base_price": 0,
419 "margin_borrowed_base_currency": None
420 }
421 expected_xmr = {"total": D("0.18719303"),
422 "exchange_used": D("0E-8"),
423 "exchange_total": D("0.18719303"),
424 "exchange_free": D("0.18719303"),
425 "margin_available": 0,
426 "margin_in_position": 0,
427 "margin_borrowed": 0,
428 "margin_total": 0,
429 "margin_pending_gain": 0,
430 "margin_lending_fees": 0,
431 "margin_pending_base_gain": 0,
432 "margin_position_type": None,
433 "margin_liquidation_price": 0,
434 "margin_borrowed_base_price": 0,
435 "margin_borrowed_base_currency": None
436 }
437 self.assertEqual(expected_xmr, result["XMR"])
438 self.assertEqual(expected_doge, result["DOGE"])
439 self.assertEqual(expected_btc, result["BTC"])
440
441 def test_create_margin_order(self):
442 with self.assertRaises(market.ExchangeError):
443 self.s.create_margin_order("FOO", "market", "buy", "10")
444
445 with mock.patch.object(self.s, "load_markets") as load_markets,\
446 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
447 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
448 mock.patch.object(self.s, "market") as market_mock,\
449 mock.patch.object(self.s, "price_to_precision") as ptp,\
450 mock.patch.object(self.s, "amount_to_precision") as atp:
451
452 margin_buy.return_value = {
453 "orderNumber": 123
454 }
455 margin_sell.return_value = {
456 "orderNumber": 456
457 }
458 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
459 ptp.return_value = D("0.1")
460 atp.return_value = D("12")
461
462 order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
463 self.assertEqual(123, order["id"])
464 margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
465 margin_sell.assert_not_called()
466 margin_buy.reset_mock()
467 margin_sell.reset_mock()
468
469 order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
470 self.assertEqual(456, order["id"])
471 margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
472 margin_buy.assert_not_called()
473
474 def test_create_exchange_order(self):
475 with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
476 self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
477
478 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
479
480
diff --git a/tests/test_main.py b/tests/test_main.py
new file mode 100644
index 0000000..06fc84e
--- /dev/null
+++ b/tests/test_main.py
@@ -0,0 +1,291 @@
1from .helper import *
2import main, market
3
4class MainTest(WebMockTestCase):
5 def test_make_order(self):
6 self.m.get_ticker.return_value = {
7 "inverted": False,
8 "average": D("0.1"),
9 "bid": D("0.09"),
10 "ask": D("0.11"),
11 }
12
13 with self.subTest(description="nominal case"):
14 main.make_order(self.m, 10, "ETH")
15
16 self.m.report.log_stage.assert_has_calls([
17 mock.call("make_order_begin"),
18 mock.call("make_order_end"),
19 ])
20 self.m.balances.fetch_balances.assert_has_calls([
21 mock.call(tag="make_order_begin"),
22 mock.call(tag="make_order_end"),
23 ])
24 self.m.trades.all.append.assert_called_once()
25 trade = self.m.trades.all.append.mock_calls[0][1][0]
26 self.assertEqual(False, trade.orders[0].close_if_possible)
27 self.assertEqual(0, trade.value_from)
28 self.assertEqual("ETH", trade.currency)
29 self.assertEqual("BTC", trade.base_currency)
30 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
31 self.m.trades.run_orders.assert_called_once_with()
32 self.m.follow_orders.assert_called_once_with()
33
34 order = trade.orders[0]
35 self.assertEqual(D("0.10"), order.rate)
36
37 self.m.reset_mock()
38 with self.subTest(compute_value="default"):
39 main.make_order(self.m, 10, "ETH", action="dispose",
40 compute_value="ask")
41
42 trade = self.m.trades.all.append.mock_calls[0][1][0]
43 order = trade.orders[0]
44 self.assertEqual(D("0.11"), order.rate)
45
46 self.m.reset_mock()
47 with self.subTest(follow=False):
48 result = main.make_order(self.m, 10, "ETH", follow=False)
49
50 self.m.report.log_stage.assert_has_calls([
51 mock.call("make_order_begin"),
52 mock.call("make_order_end_not_followed"),
53 ])
54 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
55
56 self.m.trades.all.append.assert_called_once()
57 trade = self.m.trades.all.append.mock_calls[0][1][0]
58 self.assertEqual(0, trade.value_from)
59 self.assertEqual("ETH", trade.currency)
60 self.assertEqual("BTC", trade.base_currency)
61 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
62 self.m.trades.run_orders.assert_called_once_with()
63 self.m.follow_orders.assert_not_called()
64 self.assertEqual(trade.orders[0], result)
65
66 self.m.reset_mock()
67 with self.subTest(base_currency="USDT"):
68 main.make_order(self.m, 1, "BTC", base_currency="USDT")
69
70 trade = self.m.trades.all.append.mock_calls[0][1][0]
71 self.assertEqual("BTC", trade.currency)
72 self.assertEqual("USDT", trade.base_currency)
73
74 self.m.reset_mock()
75 with self.subTest(close_if_possible=True):
76 main.make_order(self.m, 10, "ETH", close_if_possible=True)
77
78 trade = self.m.trades.all.append.mock_calls[0][1][0]
79 self.assertEqual(True, trade.orders[0].close_if_possible)
80
81 self.m.reset_mock()
82 with self.subTest(action="dispose"):
83 main.make_order(self.m, 10, "ETH", action="dispose")
84
85 trade = self.m.trades.all.append.mock_calls[0][1][0]
86 self.assertEqual(0, trade.value_to)
87 self.assertEqual(1, trade.value_from.value)
88 self.assertEqual("ETH", trade.currency)
89 self.assertEqual("BTC", trade.base_currency)
90
91 self.m.reset_mock()
92 with self.subTest(compute_value="default"):
93 main.make_order(self.m, 10, "ETH", action="dispose",
94 compute_value="bid")
95
96 trade = self.m.trades.all.append.mock_calls[0][1][0]
97 self.assertEqual(D("0.9"), trade.value_from.value)
98
99 def test_get_user_market(self):
100 with mock.patch("main.fetch_markets") as main_fetch_markets,\
101 mock.patch("main.parse_args") as main_parse_args,\
102 mock.patch("main.parse_config") as main_parse_config:
103 with self.subTest(debug=False):
104 main_parse_args.return_value = self.market_args()
105 main_parse_config.return_value = "pg_config"
106 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
107 m = main.get_user_market("config_path.ini", 1)
108
109 self.assertIsInstance(m, market.Market)
110 self.assertFalse(m.debug)
111 main_parse_args.assert_called_once_with(["--config", "config_path.ini"])
112
113 main_parse_args.reset_mock()
114 with self.subTest(debug=True):
115 main_parse_args.return_value = self.market_args(debug=True)
116 main_parse_config.return_value = "pg_config"
117 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
118 m = main.get_user_market("config_path.ini", 1, debug=True)
119
120 self.assertIsInstance(m, market.Market)
121 self.assertTrue(m.debug)
122 main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"])
123
124 def test_process(self):
125 with mock.patch("market.Market") as market_mock,\
126 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
127
128 args_mock = mock.Mock()
129 args_mock.action = "action"
130 args_mock.config = "config"
131 args_mock.user = "user"
132 args_mock.debug = "debug"
133 args_mock.before = "before"
134 args_mock.after = "after"
135 self.assertEqual("", stdout_mock.getvalue())
136
137 main.process("config", 3, 1, args_mock, "pg_config")
138
139 market_mock.from_config.assert_has_calls([
140 mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1),
141 mock.call().process("action", before="before", after="after"),
142 ])
143
144 with self.subTest(exception=True):
145 market_mock.from_config.side_effect = Exception("boo")
146 main.process(3, "config", 1, args_mock, "pg_config")
147 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
148
149 def test_main(self):
150 with self.subTest(parallel=False):
151 with mock.patch("main.parse_args") as parse_args,\
152 mock.patch("main.parse_config") as parse_config,\
153 mock.patch("main.fetch_markets") as fetch_markets,\
154 mock.patch("main.process") as process:
155
156 args_mock = mock.Mock()
157 args_mock.parallel = False
158 args_mock.user = "user"
159 parse_args.return_value = args_mock
160
161 parse_config.return_value = "pg_config"
162
163 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
164
165 main.main(["Foo", "Bar"])
166
167 parse_args.assert_called_with(["Foo", "Bar"])
168 parse_config.assert_called_with(args_mock)
169 fetch_markets.assert_called_with("pg_config", "user")
170
171 self.assertEqual(2, process.call_count)
172 process.assert_has_calls([
173 mock.call("config1", 3, 1, args_mock, "pg_config"),
174 mock.call("config2", 1, 2, args_mock, "pg_config"),
175 ])
176 with self.subTest(parallel=True):
177 with mock.patch("main.parse_args") as parse_args,\
178 mock.patch("main.parse_config") as parse_config,\
179 mock.patch("main.fetch_markets") as fetch_markets,\
180 mock.patch("main.process") as process,\
181 mock.patch("store.Portfolio.start_worker") as start,\
182 mock.patch("store.Portfolio.stop_worker") as stop:
183
184 args_mock = mock.Mock()
185 args_mock.parallel = True
186 args_mock.user = "user"
187 parse_args.return_value = args_mock
188
189 parse_config.return_value = "pg_config"
190
191 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
192
193 main.main(["Foo", "Bar"])
194
195 parse_args.assert_called_with(["Foo", "Bar"])
196 parse_config.assert_called_with(args_mock)
197 fetch_markets.assert_called_with("pg_config", "user")
198
199 stop.assert_called_once_with()
200 start.assert_called_once_with()
201 self.assertEqual(2, process.call_count)
202 process.assert_has_calls([
203 mock.call.__bool__(),
204 mock.call("config1", 3, 1, args_mock, "pg_config"),
205 mock.call.__bool__(),
206 mock.call("config2", 1, 2, args_mock, "pg_config"),
207 ])
208
209 @mock.patch.object(main.sys, "exit")
210 @mock.patch("main.os")
211 def test_parse_config(self, os, exit):
212 with self.subTest(report_path=None):
213 args = main.configargparse.Namespace(**{
214 "db_host": "host",
215 "db_port": "port",
216 "db_user": "user",
217 "db_password": "password",
218 "db_database": "database",
219 "report_path": None,
220 })
221
222 result = main.parse_config(args)
223 self.assertEqual({ "host": "host", "port": "port", "user":
224 "user", "password": "password", "database": "database"
225 }, result)
226 with self.assertRaises(AttributeError):
227 args.db_password
228
229 with self.subTest(report_path="present"):
230 args = main.configargparse.Namespace(**{
231 "db_host": "host",
232 "db_port": "port",
233 "db_user": "user",
234 "db_password": "password",
235 "db_database": "database",
236 "report_path": "report_path",
237 })
238
239 os.path.exists.return_value = False
240
241 result = main.parse_config(args)
242
243 os.path.exists.assert_called_once_with("report_path")
244 os.makedirs.assert_called_once_with("report_path")
245
246 def test_parse_args(self):
247 with self.subTest(config="config.ini"):
248 args = main.parse_args([])
249 self.assertEqual("config.ini", args.config)
250 self.assertFalse(args.before)
251 self.assertFalse(args.after)
252 self.assertFalse(args.debug)
253
254 args = main.parse_args(["--before", "--after", "--debug"])
255 self.assertTrue(args.before)
256 self.assertTrue(args.after)
257 self.assertTrue(args.debug)
258
259 with self.subTest(config="inexistant"), \
260 self.assertRaises(SystemExit), \
261 mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock:
262 args = main.parse_args(["--config", "foo.bar"])
263
264 @mock.patch.object(main, "psycopg2")
265 def test_fetch_markets(self, psycopg2):
266 connect_mock = mock.Mock()
267 cursor_mock = mock.MagicMock()
268 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
269
270 connect_mock.cursor.return_value = cursor_mock
271 psycopg2.connect.return_value = connect_mock
272
273 with self.subTest(user=None):
274 rows = list(main.fetch_markets({"foo": "bar"}, None))
275
276 psycopg2.connect.assert_called_once_with(foo="bar")
277 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
278
279 self.assertEqual(["row_1", "row_2"], rows)
280
281 psycopg2.connect.reset_mock()
282 cursor_mock.execute.reset_mock()
283 with self.subTest(user=1):
284 rows = list(main.fetch_markets({"foo": "bar"}, 1))
285
286 psycopg2.connect.assert_called_once_with(foo="bar")
287 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
288
289 self.assertEqual(["row_1", "row_2"], rows)
290
291
diff --git a/tests/test_market.py b/tests/test_market.py
new file mode 100644
index 0000000..fd23162
--- /dev/null
+++ b/tests/test_market.py
@@ -0,0 +1,898 @@
1from .helper import *
2import market, store, portfolio
3import datetime
4
5class MarketTest(WebMockTestCase):
6 def setUp(self):
7 super().setUp()
8
9 self.ccxt = mock.Mock(spec=market.ccxt.poloniexE)
10
11 def test_values(self):
12 m = market.Market(self.ccxt, self.market_args())
13
14 self.assertEqual(self.ccxt, m.ccxt)
15 self.assertFalse(m.debug)
16 self.assertIsInstance(m.report, market.ReportStore)
17 self.assertIsInstance(m.trades, market.TradeStore)
18 self.assertIsInstance(m.balances, market.BalanceStore)
19 self.assertEqual(m, m.report.market)
20 self.assertEqual(m, m.trades.market)
21 self.assertEqual(m, m.balances.market)
22 self.assertEqual(m, m.ccxt._market)
23
24 m = market.Market(self.ccxt, self.market_args(debug=True))
25 self.assertTrue(m.debug)
26
27 m = market.Market(self.ccxt, self.market_args(debug=False))
28 self.assertFalse(m.debug)
29
30 with mock.patch("market.ReportStore") as report_store:
31 with self.subTest(quiet=False):
32 m = market.Market(self.ccxt, self.market_args(quiet=False))
33 report_store.assert_called_with(m, verbose_print=True)
34 report_store().log_market.assert_called_once()
35 report_store.reset_mock()
36 with self.subTest(quiet=True):
37 m = market.Market(self.ccxt, self.market_args(quiet=True))
38 report_store.assert_called_with(m, verbose_print=False)
39 report_store().log_market.assert_called_once()
40
41 @mock.patch("market.ccxt")
42 def test_from_config(self, ccxt):
43 with mock.patch("market.ReportStore"):
44 ccxt.poloniexE.return_value = self.ccxt
45
46 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args())
47
48 self.assertEqual(self.ccxt, m.ccxt)
49
50 m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True))
51 self.assertEqual(True, m.debug)
52
53 def test_get_tickers(self):
54 self.ccxt.fetch_tickers.side_effect = [
55 "tickers",
56 market.NotSupported
57 ]
58
59 m = market.Market(self.ccxt, self.market_args())
60 self.assertEqual("tickers", m.get_tickers())
61 self.assertEqual("tickers", m.get_tickers())
62 self.ccxt.fetch_tickers.assert_called_once()
63
64 self.assertIsNone(m.get_tickers(refresh=self.time.time()))
65
66 def test_get_ticker(self):
67 with self.subTest(get_tickers=True):
68 self.ccxt.fetch_tickers.return_value = {
69 "ETH/ETC": { "bid": 1, "ask": 3 },
70 "XVG/ETH": { "bid": 10, "ask": 40 },
71 }
72 m = market.Market(self.ccxt, self.market_args())
73
74 ticker = m.get_ticker("ETH", "ETC")
75 self.assertEqual(1, ticker["bid"])
76 self.assertEqual(3, ticker["ask"])
77 self.assertEqual(2, ticker["average"])
78 self.assertFalse(ticker["inverted"])
79
80 ticker = m.get_ticker("ETH", "XVG")
81 self.assertEqual(0.0625, ticker["average"])
82 self.assertTrue(ticker["inverted"])
83 self.assertIn("original", ticker)
84 self.assertEqual(10, ticker["original"]["bid"])
85 self.assertEqual(25, ticker["original"]["average"])
86
87 ticker = m.get_ticker("XVG", "XMR")
88 self.assertIsNone(ticker)
89
90 with self.subTest(get_tickers=False):
91 self.ccxt.fetch_tickers.return_value = None
92 self.ccxt.fetch_ticker.side_effect = [
93 { "bid": 1, "ask": 3 },
94 market.ExchangeError("foo"),
95 { "bid": 10, "ask": 40 },
96 market.ExchangeError("foo"),
97 market.ExchangeError("foo"),
98 ]
99
100 m = market.Market(self.ccxt, self.market_args())
101
102 ticker = m.get_ticker("ETH", "ETC")
103 self.ccxt.fetch_ticker.assert_called_with("ETH/ETC")
104 self.assertEqual(1, ticker["bid"])
105 self.assertEqual(3, ticker["ask"])
106 self.assertEqual(2, ticker["average"])
107 self.assertFalse(ticker["inverted"])
108
109 ticker = m.get_ticker("ETH", "XVG")
110 self.assertEqual(0.0625, ticker["average"])
111 self.assertTrue(ticker["inverted"])
112 self.assertIn("original", ticker)
113 self.assertEqual(10, ticker["original"]["bid"])
114 self.assertEqual(25, ticker["original"]["average"])
115
116 ticker = m.get_ticker("XVG", "XMR")
117 self.assertIsNone(ticker)
118
119 def test_fetch_fees(self):
120 m = market.Market(self.ccxt, self.market_args())
121 self.ccxt.fetch_fees.return_value = "Foo"
122 self.assertEqual("Foo", m.fetch_fees())
123 self.ccxt.fetch_fees.assert_called_once()
124 self.ccxt.reset_mock()
125 self.assertEqual("Foo", m.fetch_fees())
126 self.ccxt.fetch_fees.assert_not_called()
127
128 @mock.patch.object(market.Portfolio, "repartition")
129 @mock.patch.object(market.Market, "get_ticker")
130 @mock.patch.object(market.TradeStore, "compute_trades")
131 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
132 repartition.return_value = {
133 "XEM": (D("0.75"), "long"),
134 "BTC": (D("0.25"), "long"),
135 }
136 def _get_ticker(c1, c2):
137 if c1 == "USDT" and c2 == "BTC":
138 return { "average": D("0.0001") }
139 if c1 == "XVG" and c2 == "BTC":
140 return { "average": D("0.000001") }
141 self.fail("Should be called with {}, {}".format(c1, c2))
142 get_ticker.side_effect = _get_ticker
143
144 with mock.patch("market.ReportStore"):
145 m = market.Market(self.ccxt, self.market_args())
146 self.ccxt.fetch_all_balances.return_value = {
147 "USDT": {
148 "exchange_free": D("10000.0"),
149 "exchange_used": D("0.0"),
150 "exchange_total": D("10000.0"),
151 "total": D("10000.0")
152 },
153 "XVG": {
154 "exchange_free": D("10000.0"),
155 "exchange_used": D("0.0"),
156 "exchange_total": D("10000.0"),
157 "total": D("10000.0")
158 },
159 }
160
161 m.balances.fetch_balances(tag="tag")
162
163 m.prepare_trades()
164 compute_trades.assert_called()
165
166 call = compute_trades.call_args
167 self.assertEqual(1, call[0][0]["USDT"].value)
168 self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
169 self.assertEqual(D("0.2525"), call[0][1]["BTC"].value)
170 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
171 m.report.log_stage.assert_called_once_with("prepare_trades",
172 base_currency='BTC', compute_value='average',
173 liquidity='medium', only=None, repartition=None)
174 m.report.log_balances.assert_called_once_with(tag="tag")
175
176
177 @mock.patch.object(market.time, "sleep")
178 @mock.patch.object(market.TradeStore, "all_orders")
179 def test_follow_orders(self, all_orders, time_mock):
180 for debug, sleep in [
181 (False, None), (True, None),
182 (False, 12), (True, 12)]:
183 with self.subTest(sleep=sleep, debug=debug), \
184 mock.patch("market.ReportStore"):
185 m = market.Market(self.ccxt, self.market_args(debug=debug))
186
187 order_mock1 = mock.Mock()
188 order_mock2 = mock.Mock()
189 order_mock3 = mock.Mock()
190 all_orders.side_effect = [
191 [order_mock1, order_mock2],
192 [order_mock1, order_mock2],
193
194 [order_mock1, order_mock3],
195 [order_mock1, order_mock3],
196
197 [order_mock1, order_mock3],
198 [order_mock1, order_mock3],
199
200 []
201 ]
202
203 order_mock1.get_status.side_effect = ["open", "open", "closed"]
204 order_mock2.get_status.side_effect = ["open"]
205 order_mock3.get_status.side_effect = ["open", "closed"]
206
207 order_mock1.trade = mock.Mock()
208 order_mock2.trade = mock.Mock()
209 order_mock3.trade = mock.Mock()
210
211 m.follow_orders(sleep=sleep)
212
213 order_mock1.trade.update_order.assert_any_call(order_mock1, 1)
214 order_mock1.trade.update_order.assert_any_call(order_mock1, 2)
215 self.assertEqual(2, order_mock1.trade.update_order.call_count)
216 self.assertEqual(3, order_mock1.get_status.call_count)
217
218 order_mock2.trade.update_order.assert_any_call(order_mock2, 1)
219 self.assertEqual(1, order_mock2.trade.update_order.call_count)
220 self.assertEqual(1, order_mock2.get_status.call_count)
221
222 order_mock3.trade.update_order.assert_any_call(order_mock3, 2)
223 self.assertEqual(1, order_mock3.trade.update_order.call_count)
224 self.assertEqual(2, order_mock3.get_status.call_count)
225 m.report.log_stage.assert_called()
226 calls = [
227 mock.call("follow_orders_begin"),
228 mock.call("follow_orders_tick_1"),
229 mock.call("follow_orders_tick_2"),
230 mock.call("follow_orders_tick_3"),
231 mock.call("follow_orders_end"),
232 ]
233 m.report.log_stage.assert_has_calls(calls)
234 m.report.log_orders.assert_called()
235 self.assertEqual(3, m.report.log_orders.call_count)
236 calls = [
237 mock.call([order_mock1, order_mock2], tick=1),
238 mock.call([order_mock1, order_mock3], tick=2),
239 mock.call([order_mock1, order_mock3], tick=3),
240 ]
241 m.report.log_orders.assert_has_calls(calls)
242 calls = [
243 mock.call(order_mock1, 3, finished=True),
244 mock.call(order_mock3, 3, finished=True),
245 ]
246 m.report.log_order.assert_has_calls(calls)
247
248 if sleep is None:
249 if debug:
250 m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s")
251 time_mock.assert_called_with(7)
252 else:
253 time_mock.assert_called_with(30)
254 else:
255 time_mock.assert_called_with(sleep)
256
257 with self.subTest("disappearing order"), \
258 mock.patch("market.ReportStore"):
259 all_orders.reset_mock()
260 m = market.Market(self.ccxt, self.market_args())
261
262 order_mock1 = mock.Mock()
263 order_mock2 = mock.Mock()
264 all_orders.side_effect = [
265 [order_mock1, order_mock2],
266 [order_mock1, order_mock2],
267
268 [order_mock1, order_mock2],
269 [order_mock1, order_mock2],
270
271 []
272 ]
273
274 order_mock1.get_status.side_effect = ["open", "closed"]
275 order_mock2.get_status.side_effect = ["open", "error_disappeared"]
276
277 order_mock1.trade = mock.Mock()
278 trade_mock = mock.Mock()
279 order_mock2.trade = trade_mock
280
281 trade_mock.tick_actions_recreate.return_value = "tick1"
282
283 m.follow_orders()
284
285 trade_mock.tick_actions_recreate.assert_called_once_with(2)
286 trade_mock.prepare_order.assert_called_once_with(compute_value="tick1")
287 m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY)
288
289 @mock.patch.object(market.BalanceStore, "fetch_balances")
290 def test_move_balance(self, fetch_balances):
291 for debug in [True, False]:
292 with self.subTest(debug=debug),\
293 mock.patch("market.ReportStore"):
294 m = market.Market(self.ccxt, self.market_args(debug=debug))
295
296 value_from = portfolio.Amount("BTC", "1.0")
297 value_from.linked_to = portfolio.Amount("ETH", "10.0")
298 value_to = portfolio.Amount("BTC", "10.0")
299 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
300
301 value_from = portfolio.Amount("BTC", "0.0")
302 value_from.linked_to = portfolio.Amount("ETH", "0.0")
303 value_to = portfolio.Amount("BTC", "-3.0")
304 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
305
306 value_from = portfolio.Amount("USDT", "0.0")
307 value_from.linked_to = portfolio.Amount("XVG", "0.0")
308 value_to = portfolio.Amount("USDT", "-50.0")
309 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
310
311 m.trades.all = [trade1, trade2, trade3]
312 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
313 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
314 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
315 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
316
317 m.move_balances()
318
319 fetch_balances.assert_called_with()
320 m.report.log_move_balances.assert_called_once()
321
322 if debug:
323 m.report.log_debug_action.assert_called()
324 self.assertEqual(3, m.report.log_debug_action.call_count)
325 else:
326 self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin")
327 self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
328 self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
329
330 m.report.reset_mock()
331 fetch_balances.reset_mock()
332 with self.subTest(retry=True):
333 with mock.patch("market.ReportStore"):
334 m = market.Market(self.ccxt, self.market_args())
335
336 value_from = portfolio.Amount("BTC", "0.0")
337 value_from.linked_to = portfolio.Amount("ETH", "0.0")
338 value_to = portfolio.Amount("BTC", "-3.0")
339 trade = portfolio.Trade(value_from, value_to, "ETH", m)
340
341 m.trades.all = [trade]
342 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
343 m.balances.all = {"BTC": balance}
344
345 m.ccxt.transfer_balance.side_effect = [
346 market.ccxt.RequestTimeout,
347 market.ccxt.InvalidNonce,
348 True
349 ]
350 m.move_balances()
351 self.ccxt.transfer_balance.assert_has_calls([
352 mock.call("BTC", 3, "exchange", "margin"),
353 mock.call("BTC", 3, "exchange", "margin"),
354 mock.call("BTC", 3, "exchange", "margin")
355 ])
356 self.assertEqual(3, fetch_balances.call_count)
357 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
358 self.assertEqual(3, m.report.log_move_balances.call_count)
359
360 self.ccxt.transfer_balance.reset_mock()
361 m.report.reset_mock()
362 fetch_balances.reset_mock()
363 with self.subTest(retry=True, too_much=True):
364 with mock.patch("market.ReportStore"):
365 m = market.Market(self.ccxt, self.market_args())
366
367 value_from = portfolio.Amount("BTC", "0.0")
368 value_from.linked_to = portfolio.Amount("ETH", "0.0")
369 value_to = portfolio.Amount("BTC", "-3.0")
370 trade = portfolio.Trade(value_from, value_to, "ETH", m)
371
372 m.trades.all = [trade]
373 balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
374 m.balances.all = {"BTC": balance}
375
376 m.ccxt.transfer_balance.side_effect = [
377 market.ccxt.RequestTimeout,
378 market.ccxt.RequestTimeout,
379 market.ccxt.RequestTimeout,
380 market.ccxt.RequestTimeout,
381 market.ccxt.RequestTimeout,
382 ]
383 with self.assertRaises(market.ccxt.RequestTimeout):
384 m.move_balances()
385
386 self.ccxt.transfer_balance.reset_mock()
387 m.report.reset_mock()
388 fetch_balances.reset_mock()
389 with self.subTest(retry=True, partial_result=True):
390 with mock.patch("market.ReportStore"):
391 m = market.Market(self.ccxt, self.market_args())
392
393 value_from = portfolio.Amount("BTC", "1.0")
394 value_from.linked_to = portfolio.Amount("ETH", "10.0")
395 value_to = portfolio.Amount("BTC", "10.0")
396 trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
397
398 value_from = portfolio.Amount("BTC", "0.0")
399 value_from.linked_to = portfolio.Amount("ETH", "0.0")
400 value_to = portfolio.Amount("BTC", "-3.0")
401 trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
402
403 value_from = portfolio.Amount("USDT", "0.0")
404 value_from.linked_to = portfolio.Amount("XVG", "0.0")
405 value_to = portfolio.Amount("USDT", "-50.0")
406 trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
407
408 m.trades.all = [trade1, trade2, trade3]
409 balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
410 balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
411 balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
412 m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
413
414 call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 }
415 def _transfer_balance(currency, amount, from_, to_):
416 call_counts[currency] += 1
417 if currency == "BTC":
418 m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" })
419 if currency == "USDT":
420 if call_counts["USDT"] == 1:
421 raise market.ccxt.RequestTimeout
422 else:
423 m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" })
424 if currency == "ETC":
425 m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" })
426
427
428 m.ccxt.transfer_balance.side_effect = _transfer_balance
429
430 m.move_balances()
431 self.ccxt.transfer_balance.assert_has_calls([
432 mock.call("BTC", 3, "exchange", "margin"),
433 mock.call('USDT', 100, 'exchange', 'margin'),
434 mock.call('USDT', 100, 'exchange', 'margin'),
435 mock.call("ETC", 5, "margin", "exchange")
436 ])
437 self.assertEqual(2, fetch_balances.call_count)
438 m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
439 self.assertEqual(2, m.report.log_move_balances.call_count)
440 m.report.log_move_balances.asser_has_calls([
441 mock.call(
442 {
443 'BTC': portfolio.Amount("BTC", "3"),
444 'USDT': portfolio.Amount("USDT", "150"),
445 'ETC': portfolio.Amount("ETC", "10"),
446 },
447 {
448 'BTC': portfolio.Amount("BTC", "3"),
449 'USDT': portfolio.Amount("USDT", "100"),
450 }),
451 mock.call(
452 {
453 'BTC': portfolio.Amount("BTC", "3"),
454 'USDT': portfolio.Amount("USDT", "150"),
455 'ETC': portfolio.Amount("ETC", "10"),
456 },
457 {
458 'BTC': portfolio.Amount("BTC", "0"),
459 'USDT': portfolio.Amount("USDT", "100"),
460 'ETC': portfolio.Amount("ETC", "-5"),
461 }),
462 ])
463
464
465 def test_store_file_report(self):
466 file_open = mock.mock_open()
467 m = market.Market(self.ccxt,
468 self.market_args(report_path="present"), user_id=1)
469 with self.subTest(file="present"),\
470 mock.patch("market.open", file_open),\
471 mock.patch.object(m, "report") as report,\
472 mock.patch.object(market, "datetime") as time_mock:
473
474 report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]]
475 report.to_json.return_value = "json_content"
476
477 m.store_file_report(datetime.datetime(2018, 2, 25))
478
479 file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w")
480 file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w")
481 file_open().write.assert_any_call("json_content")
482 file_open().write.assert_any_call("Foo\nBar")
483 m.report.to_json.assert_called_once_with()
484
485 m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1)
486 with self.subTest(file="error"),\
487 mock.patch("market.open") as file_open,\
488 mock.patch.object(m, "report") as report,\
489 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
490 file_open.side_effect = FileNotFoundError
491
492 m.store_file_report(datetime.datetime(2018, 2, 25))
493
494 self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
495
496 @mock.patch.object(market, "psycopg2")
497 def test_store_database_report(self, psycopg2):
498 connect_mock = mock.Mock()
499 cursor_mock = mock.MagicMock()
500
501 connect_mock.cursor.return_value = cursor_mock
502 psycopg2.connect.return_value = connect_mock
503 m = market.Market(self.ccxt, self.market_args(),
504 pg_config={"config": "pg_config"}, user_id=1)
505 cursor_mock.fetchone.return_value = [42]
506
507 with self.subTest(error=False),\
508 mock.patch.object(m, "report") as report:
509 report.to_json_array.return_value = [
510 ("date1", "type1", "payload1"),
511 ("date2", "type2", "payload2"),
512 ]
513 m.store_database_report(datetime.datetime(2018, 3, 24))
514 connect_mock.assert_has_calls([
515 mock.call.cursor(),
516 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)),
517 mock.call.cursor().fetchone(),
518 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')),
519 mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')),
520 mock.call.commit(),
521 mock.call.cursor().close(),
522 mock.call.close()
523 ])
524
525 connect_mock.reset_mock()
526 with self.subTest(error=True),\
527 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
528 psycopg2.connect.side_effect = Exception("Bouh")
529 m.store_database_report(datetime.datetime(2018, 3, 24))
530 self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n")
531
532 def test_store_report(self):
533 m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1)
534 with self.subTest(file=None, pg_config=None),\
535 mock.patch.object(m, "report") as report,\
536 mock.patch.object(m, "store_database_report") as db_report,\
537 mock.patch.object(m, "store_file_report") as file_report:
538 m.store_report()
539 report.merge.assert_called_with(store.Portfolio.report)
540
541 file_report.assert_not_called()
542 db_report.assert_not_called()
543
544 report.reset_mock()
545 m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1)
546 with self.subTest(file="present", pg_config=None),\
547 mock.patch.object(m, "report") as report,\
548 mock.patch.object(m, "store_file_report") as file_report,\
549 mock.patch.object(m, "store_database_report") as db_report,\
550 mock.patch.object(market.datetime, "datetime") as time_mock:
551
552 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
553
554 m.store_report()
555
556 report.merge.assert_called_with(store.Portfolio.report)
557 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
558 db_report.assert_not_called()
559
560 report.reset_mock()
561 m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1)
562 with self.subTest(file="present", pg_config=None, report_db=True),\
563 mock.patch.object(m, "report") as report,\
564 mock.patch.object(m, "store_file_report") as file_report,\
565 mock.patch.object(m, "store_database_report") as db_report,\
566 mock.patch.object(market.datetime, "datetime") as time_mock:
567
568 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
569
570 m.store_report()
571
572 report.merge.assert_called_with(store.Portfolio.report)
573 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
574 db_report.assert_not_called()
575
576 report.reset_mock()
577 m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1)
578 with self.subTest(file=None, pg_config="present"),\
579 mock.patch.object(m, "report") as report,\
580 mock.patch.object(m, "store_file_report") as file_report,\
581 mock.patch.object(m, "store_database_report") as db_report,\
582 mock.patch.object(market.datetime, "datetime") as time_mock:
583
584 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
585
586 m.store_report()
587
588 report.merge.assert_called_with(store.Portfolio.report)
589 file_report.assert_not_called()
590 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
591
592 report.reset_mock()
593 m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"),
594 pg_config="pg_config", user_id=1)
595 with self.subTest(file="present", pg_config="present"),\
596 mock.patch.object(m, "report") as report,\
597 mock.patch.object(m, "store_file_report") as file_report,\
598 mock.patch.object(m, "store_database_report") as db_report,\
599 mock.patch.object(market.datetime, "datetime") as time_mock:
600
601 time_mock.now.return_value = datetime.datetime(2018, 2, 25)
602
603 m.store_report()
604
605 report.merge.assert_called_with(store.Portfolio.report)
606 file_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
607 db_report.assert_called_once_with(datetime.datetime(2018, 2, 25))
608
609 def test_print_orders(self):
610 m = market.Market(self.ccxt, self.market_args())
611 with mock.patch.object(m.report, "log_stage") as log_stage,\
612 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
613 mock.patch.object(m, "prepare_trades") as prepare_trades,\
614 mock.patch.object(m.trades, "prepare_orders") as prepare_orders:
615 m.print_orders()
616
617 log_stage.assert_called_with("print_orders")
618 fetch_balances.assert_called_with(tag="print_orders")
619 prepare_trades.assert_called_with(base_currency="BTC",
620 compute_value="average")
621 prepare_orders.assert_called_with(compute_value="average")
622
623 def test_print_balances(self):
624 m = market.Market(self.ccxt, self.market_args())
625
626 with mock.patch.object(m.balances, "in_currency") as in_currency,\
627 mock.patch.object(m.report, "log_stage") as log_stage,\
628 mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\
629 mock.patch.object(m.report, "print_log") as print_log:
630
631 in_currency.return_value = {
632 "BTC": portfolio.Amount("BTC", "0.65"),
633 "ETH": portfolio.Amount("BTC", "0.3"),
634 }
635
636 m.print_balances()
637
638 log_stage.assert_called_once_with("print_balances")
639 fetch_balances.assert_called_with()
640 print_log.assert_has_calls([
641 mock.call("total:"),
642 mock.call(portfolio.Amount("BTC", "0.95")),
643 ])
644
645 @mock.patch("market.Processor.process")
646 @mock.patch("market.ReportStore.log_error")
647 @mock.patch("market.Market.store_report")
648 def test_process(self, store_report, log_error, process):
649 m = market.Market(self.ccxt, self.market_args())
650 with self.subTest(before=False, after=False):
651 m.process(None)
652
653 process.assert_not_called()
654 store_report.assert_called_once()
655 log_error.assert_not_called()
656
657 process.reset_mock()
658 log_error.reset_mock()
659 store_report.reset_mock()
660 with self.subTest(before=True, after=False):
661 m.process(None, before=True)
662
663 process.assert_called_once_with("sell_all", steps="before")
664 store_report.assert_called_once()
665 log_error.assert_not_called()
666
667 process.reset_mock()
668 log_error.reset_mock()
669 store_report.reset_mock()
670 with self.subTest(before=False, after=True):
671 m.process(None, after=True)
672
673 process.assert_called_once_with("sell_all", steps="after")
674 store_report.assert_called_once()
675 log_error.assert_not_called()
676
677 process.reset_mock()
678 log_error.reset_mock()
679 store_report.reset_mock()
680 with self.subTest(before=True, after=True):
681 m.process(None, before=True, after=True)
682
683 process.assert_has_calls([
684 mock.call("sell_all", steps="before"),
685 mock.call("sell_all", steps="after"),
686 ])
687 store_report.assert_called_once()
688 log_error.assert_not_called()
689
690 process.reset_mock()
691 log_error.reset_mock()
692 store_report.reset_mock()
693 with self.subTest(action="print_balances"),\
694 mock.patch.object(m, "print_balances") as print_balances:
695 m.process(["print_balances"])
696
697 process.assert_not_called()
698 log_error.assert_not_called()
699 store_report.assert_called_once()
700 print_balances.assert_called_once_with()
701
702 log_error.reset_mock()
703 store_report.reset_mock()
704 with self.subTest(action="print_orders"),\
705 mock.patch.object(m, "print_orders") as print_orders,\
706 mock.patch.object(m, "print_balances") as print_balances:
707 m.process(["print_orders", "print_balances"])
708
709 process.assert_not_called()
710 log_error.assert_not_called()
711 store_report.assert_called_once()
712 print_orders.assert_called_once_with()
713 print_balances.assert_called_once_with()
714
715 log_error.reset_mock()
716 store_report.reset_mock()
717 with self.subTest(action="unknown"):
718 m.process(["unknown"])
719 log_error.assert_called_once_with("market_process", message="Unknown action unknown")
720 store_report.assert_called_once()
721
722 log_error.reset_mock()
723 store_report.reset_mock()
724 with self.subTest(unhandled_exception=True):
725 process.side_effect = Exception("bouh")
726
727 m.process(None, before=True)
728 log_error.assert_called_with("market_process", exception=mock.ANY)
729 store_report.assert_called_once()
730
731
732class ProcessorTest(WebMockTestCase):
733 def test_values(self):
734 processor = market.Processor(self.m)
735
736 self.assertEqual(self.m, processor.market)
737
738 def test_run_action(self):
739 processor = market.Processor(self.m)
740
741 with mock.patch.object(processor, "parse_args") as parse_args:
742 method_mock = mock.Mock()
743 parse_args.return_value = [method_mock, { "foo": "bar" }]
744
745 processor.run_action("foo", "bar", "baz")
746
747 parse_args.assert_called_with("foo", "bar", "baz")
748
749 method_mock.assert_called_with(foo="bar")
750
751 processor.run_action("wait_for_recent", "bar", "baz")
752
753 method_mock.assert_called_with(foo="bar")
754
755 def test_select_step(self):
756 processor = market.Processor(self.m)
757
758 scenario = processor.scenarios["sell_all"]
759
760 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
761 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
762 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
763 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
764 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
765
766 with self.assertRaises(TypeError):
767 processor.select_steps(scenario, ["wait"])
768
769 @mock.patch("market.Processor.process_step")
770 def test_process(self, process_step):
771 processor = market.Processor(self.m)
772
773 processor.process("sell_all", foo="bar")
774 self.assertEqual(3, process_step.call_count)
775
776 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
777 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
778 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
779 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
780 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
781 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
782
783 process_step.reset_mock()
784
785 processor.process("sell_needed", steps=["before", "after"])
786 self.assertEqual(3, process_step.call_count)
787
788 def test_method_arguments(self):
789 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
790 m = market.Market(ccxt, self.market_args())
791
792 processor = market.Processor(m)
793
794 method, arguments = processor.method_arguments("wait_for_recent")
795 self.assertEqual(market.Portfolio.wait_for_recent, method)
796 self.assertEqual(["delta", "poll"], arguments)
797
798 method, arguments = processor.method_arguments("prepare_trades")
799 self.assertEqual(m.prepare_trades, method)
800 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
801
802 method, arguments = processor.method_arguments("prepare_orders")
803 self.assertEqual(m.trades.prepare_orders, method)
804
805 method, arguments = processor.method_arguments("move_balances")
806 self.assertEqual(m.move_balances, method)
807
808 method, arguments = processor.method_arguments("run_orders")
809 self.assertEqual(m.trades.run_orders, method)
810
811 method, arguments = processor.method_arguments("follow_orders")
812 self.assertEqual(m.follow_orders, method)
813
814 method, arguments = processor.method_arguments("close_trades")
815 self.assertEqual(m.trades.close_trades, method)
816
817 def test_process_step(self):
818 processor = market.Processor(self.m)
819
820 with mock.patch.object(processor, "run_action") as run_action:
821 step = processor.scenarios["sell_needed"][1]
822
823 processor.process_step("foo", step, {"foo":"bar"})
824
825 self.m.report.log_stage.assert_has_calls([
826 mock.call("process_foo__1_sell_begin"),
827 mock.call("process_foo__1_sell_end"),
828 ])
829 self.m.balances.fetch_balances.assert_has_calls([
830 mock.call(tag="process_foo__1_sell_begin"),
831 mock.call(tag="process_foo__1_sell_end"),
832 ])
833
834 self.assertEqual(5, run_action.call_count)
835
836 run_action.assert_has_calls([
837 mock.call('prepare_trades', {}, {'foo': 'bar'}),
838 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
839 mock.call('run_orders', {}, {'foo': 'bar'}),
840 mock.call('follow_orders', {}, {'foo': 'bar'}),
841 mock.call('close_trades', {}, {'foo': 'bar'}),
842 ])
843
844 self.m.reset_mock()
845 with mock.patch.object(processor, "run_action") as run_action:
846 step = processor.scenarios["sell_needed"][0]
847
848 processor.process_step("foo", step, {"foo":"bar"})
849 self.m.balances.fetch_balances.assert_not_called()
850
851 def test_parse_args(self):
852 processor = market.Processor(self.m)
853
854 with mock.patch.object(processor, "method_arguments") as method_arguments:
855 method_mock = mock.Mock()
856 method_arguments.return_value = [
857 method_mock,
858 ["foo2", "foo"]
859 ]
860 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
861
862 self.assertEqual(method_mock, method)
863 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
864
865 with mock.patch.object(processor, "method_arguments") as method_arguments:
866 method_mock = mock.Mock()
867 method_arguments.return_value = [
868 method_mock,
869 ["repartition"]
870 ]
871 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
872
873 self.assertEqual(1, len(args["repartition"]))
874 self.assertIn("BTC", args["repartition"])
875
876 with mock.patch.object(processor, "method_arguments") as method_arguments:
877 method_mock = mock.Mock()
878 method_arguments.return_value = [
879 method_mock,
880 ["repartition", "base_currency"]
881 ]
882 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
883
884 self.assertEqual(1, len(args["repartition"]))
885 self.assertIn("USDT", args["repartition"])
886
887 with mock.patch.object(processor, "method_arguments") as method_arguments:
888 method_mock = mock.Mock()
889 method_arguments.return_value = [
890 method_mock,
891 ["repartition", "base_currency"]
892 ]
893 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
894
895 self.assertEqual(1, len(args["repartition"]))
896 self.assertIn("ETH", args["repartition"])
897
898
diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py
new file mode 100644
index 0000000..2a42d0c
--- /dev/null
+++ b/tests/test_portfolio.py
@@ -0,0 +1,2030 @@
1from .helper import *
2import portfolio
3import datetime
4
5class ComputationTest(WebMockTestCase):
6 def test_compute_value(self):
7 compute = mock.Mock()
8 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
9 compute.assert_called_with("foo", "ask")
10
11 compute.reset_mock()
12 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
13 compute.assert_called_with("foo", "bid")
14
15 compute.reset_mock()
16 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
17 compute.assert_called_with("foo", "ask")
18
19 compute.reset_mock()
20 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
21 compute.assert_called_with("foo", "bid")
22
23 compute.reset_mock()
24 portfolio.Computation.computations["test"] = compute
25 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
26 compute.assert_called_with("foo", "bid")
27
28class TradeTest(WebMockTestCase):
29
30 def test_values_assertion(self):
31 value_from = portfolio.Amount("BTC", "1.0")
32 value_from.linked_to = portfolio.Amount("ETH", "10.0")
33 value_to = portfolio.Amount("BTC", "1.0")
34 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
35 self.assertEqual("BTC", trade.base_currency)
36 self.assertEqual("ETH", trade.currency)
37 self.assertEqual(self.m, trade.market)
38
39 with self.assertRaises(AssertionError):
40 portfolio.Trade(value_from, -value_to, "ETH", self.m)
41 with self.assertRaises(AssertionError):
42 portfolio.Trade(value_from, value_to, "ETC", self.m)
43 with self.assertRaises(AssertionError):
44 value_from.currency = "ETH"
45 portfolio.Trade(value_from, value_to, "ETH", self.m)
46 value_from.currency = "BTC"
47 with self.assertRaises(AssertionError):
48 value_from2 = portfolio.Amount("BTC", "1.0")
49 portfolio.Trade(value_from2, value_to, "ETH", self.m)
50
51 value_from = portfolio.Amount("BTC", 0)
52 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
53 self.assertEqual(0, trade.value_from.linked_to)
54
55 def test_action(self):
56 value_from = portfolio.Amount("BTC", "1.0")
57 value_from.linked_to = portfolio.Amount("ETH", "10.0")
58 value_to = portfolio.Amount("BTC", "1.0")
59 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
60
61 self.assertIsNone(trade.action)
62
63 value_from = portfolio.Amount("BTC", "1.0")
64 value_from.linked_to = portfolio.Amount("BTC", "1.0")
65 value_to = portfolio.Amount("BTC", "2.0")
66 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
67
68 self.assertIsNone(trade.action)
69
70 value_from = portfolio.Amount("BTC", "0.5")
71 value_from.linked_to = portfolio.Amount("ETH", "10.0")
72 value_to = portfolio.Amount("BTC", "1.0")
73 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
74
75 self.assertEqual("acquire", trade.action)
76
77 value_from = portfolio.Amount("BTC", "0")
78 value_from.linked_to = portfolio.Amount("ETH", "0")
79 value_to = portfolio.Amount("BTC", "-1.0")
80 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
81
82 self.assertEqual("acquire", trade.action)
83
84 def test_order_action(self):
85 value_from = portfolio.Amount("BTC", "0.5")
86 value_from.linked_to = portfolio.Amount("ETH", "10.0")
87 value_to = portfolio.Amount("BTC", "1.0")
88 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
89
90 trade.inverted = False
91 self.assertEqual("buy", trade.order_action())
92 trade.inverted = True
93 self.assertEqual("sell", trade.order_action())
94
95 value_from = portfolio.Amount("BTC", "0")
96 value_from.linked_to = portfolio.Amount("ETH", "0")
97 value_to = portfolio.Amount("BTC", "-1.0")
98 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
99
100 trade.inverted = False
101 self.assertEqual("sell", trade.order_action())
102 trade.inverted = True
103 self.assertEqual("buy", trade.order_action())
104
105 def test_trade_type(self):
106 value_from = portfolio.Amount("BTC", "0.5")
107 value_from.linked_to = portfolio.Amount("ETH", "10.0")
108 value_to = portfolio.Amount("BTC", "1.0")
109 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
110
111 self.assertEqual("long", trade.trade_type)
112
113 value_from = portfolio.Amount("BTC", "0")
114 value_from.linked_to = portfolio.Amount("ETH", "0")
115 value_to = portfolio.Amount("BTC", "-1.0")
116 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
117
118 self.assertEqual("short", trade.trade_type)
119
120 def test_is_fullfiled(self):
121 with self.subTest(inverted=False):
122 value_from = portfolio.Amount("BTC", "0.5")
123 value_from.linked_to = portfolio.Amount("ETH", "10.0")
124 value_to = portfolio.Amount("BTC", "1.0")
125 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
126
127 order1 = mock.Mock()
128 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
129
130 order2 = mock.Mock()
131 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
132 trade.orders.append(order1)
133 trade.orders.append(order2)
134
135 self.assertFalse(trade.is_fullfiled)
136
137 order3 = mock.Mock()
138 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
139 trade.orders.append(order3)
140
141 self.assertTrue(trade.is_fullfiled)
142
143 order1.filled_amount.assert_called_with(in_base_currency=True)
144 order2.filled_amount.assert_called_with(in_base_currency=True)
145 order3.filled_amount.assert_called_with(in_base_currency=True)
146
147 with self.subTest(inverted=True):
148 value_from = portfolio.Amount("BTC", "0.5")
149 value_from.linked_to = portfolio.Amount("USDT", "1000.0")
150 value_to = portfolio.Amount("BTC", "1.0")
151 trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
152 trade.inverted = True
153
154 order1 = mock.Mock()
155 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
156
157 order2 = mock.Mock()
158 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
159 trade.orders.append(order1)
160 trade.orders.append(order2)
161
162 self.assertFalse(trade.is_fullfiled)
163
164 order3 = mock.Mock()
165 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
166 trade.orders.append(order3)
167
168 self.assertTrue(trade.is_fullfiled)
169
170 order1.filled_amount.assert_called_with(in_base_currency=False)
171 order2.filled_amount.assert_called_with(in_base_currency=False)
172 order3.filled_amount.assert_called_with(in_base_currency=False)
173
174
175 def test_filled_amount(self):
176 value_from = portfolio.Amount("BTC", "0.5")
177 value_from.linked_to = portfolio.Amount("ETH", "10.0")
178 value_to = portfolio.Amount("BTC", "1.0")
179 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
180
181 order1 = mock.Mock()
182 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
183
184 order2 = mock.Mock()
185 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
186 trade.orders.append(order1)
187 trade.orders.append(order2)
188
189 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
190 order1.filled_amount.assert_called_with(in_base_currency=False)
191 order2.filled_amount.assert_called_with(in_base_currency=False)
192
193 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
194 order1.filled_amount.assert_called_with(in_base_currency=False)
195 order2.filled_amount.assert_called_with(in_base_currency=False)
196
197 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
198 order1.filled_amount.assert_called_with(in_base_currency=True)
199 order2.filled_amount.assert_called_with(in_base_currency=True)
200
201 @mock.patch.object(portfolio.Computation, "compute_value")
202 @mock.patch.object(portfolio.Trade, "filled_amount")
203 @mock.patch.object(portfolio, "Order")
204 def test_prepare_order(self, Order, filled_amount, compute_value):
205 Order.return_value = "Order"
206
207 with self.subTest(desc="Nothing to do"):
208 value_from = portfolio.Amount("BTC", "10")
209 value_from.rate = D("0.1")
210 value_from.linked_to = portfolio.Amount("FOO", "100")
211 value_to = portfolio.Amount("BTC", "10")
212 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
213
214 trade.prepare_order()
215
216 filled_amount.assert_not_called()
217 compute_value.assert_not_called()
218 self.assertEqual(0, len(trade.orders))
219 Order.assert_not_called()
220
221 self.m.get_ticker.return_value = { "inverted": False }
222 with self.subTest(desc="Already filled"):
223 filled_amount.return_value = portfolio.Amount("FOO", "100")
224 compute_value.return_value = D("0.125")
225
226 value_from = portfolio.Amount("BTC", "10")
227 value_from.rate = D("0.1")
228 value_from.linked_to = portfolio.Amount("FOO", "100")
229 value_to = portfolio.Amount("BTC", "0")
230 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
231
232 trade.prepare_order()
233
234 filled_amount.assert_called_with(in_base_currency=False)
235 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
236 self.assertEqual(0, len(trade.orders))
237 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
238 Order.assert_not_called()
239
240 with self.subTest(action="dispose", inverted=False):
241 filled_amount.return_value = portfolio.Amount("FOO", "60")
242 compute_value.return_value = D("0.125")
243
244 value_from = portfolio.Amount("BTC", "10")
245 value_from.rate = D("0.1")
246 value_from.linked_to = portfolio.Amount("FOO", "100")
247 value_to = portfolio.Amount("BTC", "1")
248 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
249
250 trade.prepare_order()
251
252 filled_amount.assert_called_with(in_base_currency=False)
253 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
254 self.assertEqual(1, len(trade.orders))
255 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
256 D("0.125"), "BTC", "long", self.m,
257 trade, close_if_possible=False)
258
259 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
260 filled_amount.return_value = portfolio.Amount("FOO", "60")
261 compute_value.return_value = D("0.125")
262
263 value_from = portfolio.Amount("BTC", "10")
264 value_from.rate = D("0.1")
265 value_from.linked_to = portfolio.Amount("FOO", "100")
266 value_to = portfolio.Amount("BTC", "1")
267 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
268
269 trade.prepare_order(close_if_possible=True)
270
271 filled_amount.assert_called_with(in_base_currency=False)
272 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
273 self.assertEqual(1, len(trade.orders))
274 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
275 D("0.125"), "BTC", "long", self.m,
276 trade, close_if_possible=True)
277
278 with self.subTest(action="acquire", inverted=False):
279 filled_amount.return_value = portfolio.Amount("BTC", "3")
280 compute_value.return_value = D("0.125")
281
282 value_from = portfolio.Amount("BTC", "1")
283 value_from.rate = D("0.1")
284 value_from.linked_to = portfolio.Amount("FOO", "10")
285 value_to = portfolio.Amount("BTC", "10")
286 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
287
288 trade.prepare_order()
289
290 filled_amount.assert_called_with(in_base_currency=True)
291 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
292 self.assertEqual(1, len(trade.orders))
293
294 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
295 D("0.125"), "BTC", "long", self.m,
296 trade, close_if_possible=False)
297
298 with self.subTest(close_if_possible=True):
299 filled_amount.return_value = portfolio.Amount("FOO", "0")
300 compute_value.return_value = D("0.125")
301
302 value_from = portfolio.Amount("BTC", "10")
303 value_from.rate = D("0.1")
304 value_from.linked_to = portfolio.Amount("FOO", "100")
305 value_to = portfolio.Amount("BTC", "0")
306 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
307
308 trade.prepare_order()
309
310 filled_amount.assert_called_with(in_base_currency=False)
311 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
312 self.assertEqual(1, len(trade.orders))
313 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
314 D("0.125"), "BTC", "long", self.m,
315 trade, close_if_possible=True)
316
317 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
318 with self.subTest(action="dispose", inverted=True):
319 filled_amount.return_value = portfolio.Amount("FOO", "300")
320 compute_value.return_value = D("125")
321
322 value_from = portfolio.Amount("BTC", "10")
323 value_from.rate = D("0.01")
324 value_from.linked_to = portfolio.Amount("FOO", "1000")
325 value_to = portfolio.Amount("BTC", "1")
326 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
327
328 trade.prepare_order(compute_value="foo")
329
330 filled_amount.assert_called_with(in_base_currency=True)
331 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
332 self.assertEqual(1, len(trade.orders))
333 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
334 D("125"), "FOO", "long", self.m,
335 trade, close_if_possible=False)
336
337 with self.subTest(action="acquire", inverted=True):
338 filled_amount.return_value = portfolio.Amount("BTC", "4")
339 compute_value.return_value = D("125")
340
341 value_from = portfolio.Amount("BTC", "1")
342 value_from.rate = D("0.01")
343 value_from.linked_to = portfolio.Amount("FOO", "100")
344 value_to = portfolio.Amount("BTC", "10")
345 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
346
347 trade.prepare_order(compute_value="foo")
348
349 filled_amount.assert_called_with(in_base_currency=False)
350 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
351 self.assertEqual(1, len(trade.orders))
352 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
353 D("125"), "FOO", "long", self.m,
354 trade, close_if_possible=False)
355
356 def test_tick_actions_recreate(self):
357 value_from = portfolio.Amount("BTC", "0.5")
358 value_from.linked_to = portfolio.Amount("ETH", "10.0")
359 value_to = portfolio.Amount("BTC", "1.0")
360 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
361
362 self.assertEqual("average", trade.tick_actions_recreate(0))
363 self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo"))
364 self.assertEqual("average", trade.tick_actions_recreate(1))
365 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2))
366 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3))
367 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5))
368 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6))
369 self.assertEqual("default", trade.tick_actions_recreate(7))
370 self.assertEqual("default", trade.tick_actions_recreate(8))
371
372 @mock.patch.object(portfolio.Trade, "prepare_order")
373 def test_update_order(self, prepare_order):
374 order_mock = mock.Mock()
375 new_order_mock = mock.Mock()
376
377 value_from = portfolio.Amount("BTC", "0.5")
378 value_from.linked_to = portfolio.Amount("ETH", "10.0")
379 value_to = portfolio.Amount("BTC", "1.0")
380 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
381 prepare_order.return_value = new_order_mock
382
383 for i in [0, 1, 3, 4, 6]:
384 with self.subTest(tick=i):
385 trade.update_order(order_mock, i)
386 order_mock.cancel.assert_not_called()
387 new_order_mock.run.assert_not_called()
388 self.m.report.log_order.assert_called_once_with(order_mock, i,
389 update="waiting", compute_value=None, new_order=None)
390
391 order_mock.reset_mock()
392 new_order_mock.reset_mock()
393 trade.orders = []
394 self.m.report.log_order.reset_mock()
395
396 trade.update_order(order_mock, 2)
397 order_mock.cancel.assert_called()
398 new_order_mock.run.assert_called()
399 prepare_order.assert_called()
400 self.m.report.log_order.assert_called()
401 self.assertEqual(2, self.m.report.log_order.call_count)
402 calls = [
403 mock.call(order_mock, 2, update="adjusting",
404 compute_value=mock.ANY,
405 new_order=new_order_mock),
406 mock.call(order_mock, 2, new_order=new_order_mock),
407 ]
408 self.m.report.log_order.assert_has_calls(calls)
409
410 order_mock.reset_mock()
411 new_order_mock.reset_mock()
412 trade.orders = []
413 self.m.report.log_order.reset_mock()
414
415 trade.update_order(order_mock, 5)
416 order_mock.cancel.assert_called()
417 new_order_mock.run.assert_called()
418 prepare_order.assert_called()
419 self.assertEqual(2, self.m.report.log_order.call_count)
420 self.m.report.log_order.assert_called()
421 calls = [
422 mock.call(order_mock, 5, update="adjusting",
423 compute_value=mock.ANY,
424 new_order=new_order_mock),
425 mock.call(order_mock, 5, new_order=new_order_mock),
426 ]
427 self.m.report.log_order.assert_has_calls(calls)
428
429 order_mock.reset_mock()
430 new_order_mock.reset_mock()
431 trade.orders = []
432 self.m.report.log_order.reset_mock()
433
434 trade.update_order(order_mock, 7)
435 order_mock.cancel.assert_called()
436 new_order_mock.run.assert_called()
437 prepare_order.assert_called_with(compute_value="default")
438 self.m.report.log_order.assert_called()
439 self.assertEqual(2, self.m.report.log_order.call_count)
440 calls = [
441 mock.call(order_mock, 7, update="market_fallback",
442 compute_value='default',
443 new_order=new_order_mock),
444 mock.call(order_mock, 7, new_order=new_order_mock),
445 ]
446 self.m.report.log_order.assert_has_calls(calls)
447
448 order_mock.reset_mock()
449 new_order_mock.reset_mock()
450 trade.orders = []
451 self.m.report.log_order.reset_mock()
452
453 for i in [10, 13, 16]:
454 with self.subTest(tick=i):
455 trade.update_order(order_mock, i)
456 order_mock.cancel.assert_called()
457 new_order_mock.run.assert_called()
458 prepare_order.assert_called_with(compute_value="default")
459 self.m.report.log_order.assert_called()
460 self.assertEqual(2, self.m.report.log_order.call_count)
461 calls = [
462 mock.call(order_mock, i, update="market_adjust",
463 compute_value='default',
464 new_order=new_order_mock),
465 mock.call(order_mock, i, new_order=new_order_mock),
466 ]
467 self.m.report.log_order.assert_has_calls(calls)
468
469 order_mock.reset_mock()
470 new_order_mock.reset_mock()
471 trade.orders = []
472 self.m.report.log_order.reset_mock()
473
474 for i in [8, 9, 11, 12]:
475 with self.subTest(tick=i):
476 trade.update_order(order_mock, i)
477 order_mock.cancel.assert_not_called()
478 new_order_mock.run.assert_not_called()
479 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
480 compute_value=None, new_order=None)
481
482 order_mock.reset_mock()
483 new_order_mock.reset_mock()
484 trade.orders = []
485 self.m.report.log_order.reset_mock()
486
487
488 def test_print_with_order(self):
489 value_from = portfolio.Amount("BTC", "0.5")
490 value_from.linked_to = portfolio.Amount("ETH", "10.0")
491 value_to = portfolio.Amount("BTC", "1.0")
492 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
493
494 order_mock1 = mock.Mock()
495 order_mock1.__repr__ = mock.Mock()
496 order_mock1.__repr__.return_value = "Mock 1"
497 order_mock2 = mock.Mock()
498 order_mock2.__repr__ = mock.Mock()
499 order_mock2.__repr__.return_value = "Mock 2"
500 order_mock1.mouvements = []
501 mouvement_mock1 = mock.Mock()
502 mouvement_mock1.__repr__ = mock.Mock()
503 mouvement_mock1.__repr__.return_value = "Mouvement 1"
504 mouvement_mock2 = mock.Mock()
505 mouvement_mock2.__repr__ = mock.Mock()
506 mouvement_mock2.__repr__.return_value = "Mouvement 2"
507 order_mock2.mouvements = [
508 mouvement_mock1, mouvement_mock2
509 ]
510 trade.orders.append(order_mock1)
511 trade.orders.append(order_mock2)
512
513 with mock.patch.object(trade, "filled_amount") as filled:
514 filled.return_value = portfolio.Amount("BTC", "0.1")
515
516 trade.print_with_order()
517
518 self.m.report.print_log.assert_called()
519 calls = self.m.report.print_log.mock_calls
520 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
521 self.assertEqual("\tMock 1", str(calls[1][1][0]))
522 self.assertEqual("\tMock 2", str(calls[2][1][0]))
523 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
524 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
525
526 self.m.report.print_log.reset_mock()
527
528 filled.return_value = portfolio.Amount("BTC", "0.5")
529 trade.print_with_order()
530 calls = self.m.report.print_log.mock_calls
531 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
532
533 self.m.report.print_log.reset_mock()
534
535 filled.return_value = portfolio.Amount("BTC", "0.1")
536 trade.closed = True
537 trade.print_with_order()
538 calls = self.m.report.print_log.mock_calls
539 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
540
541 def test_close(self):
542 value_from = portfolio.Amount("BTC", "0.5")
543 value_from.linked_to = portfolio.Amount("ETH", "10.0")
544 value_to = portfolio.Amount("BTC", "1.0")
545 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
546 order1 = mock.Mock()
547 trade.orders.append(order1)
548
549 trade.close()
550
551 self.assertEqual(True, trade.closed)
552 order1.cancel.assert_called_once_with()
553
554 def test_pending(self):
555 value_from = portfolio.Amount("BTC", "0.5")
556 value_from.linked_to = portfolio.Amount("ETH", "10.0")
557 value_to = portfolio.Amount("BTC", "1.0")
558 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
559
560 trade.closed = True
561 self.assertEqual(False, trade.pending)
562
563 trade.closed = False
564 self.assertEqual(True, trade.pending)
565
566 order1 = mock.Mock()
567 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
568 trade.orders.append(order1)
569 self.assertEqual(False, trade.pending)
570
571 def test__repr(self):
572 value_from = portfolio.Amount("BTC", "0.5")
573 value_from.linked_to = portfolio.Amount("ETH", "10.0")
574 value_to = portfolio.Amount("BTC", "1.0")
575 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
576
577 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
578
579 def test_as_json(self):
580 value_from = portfolio.Amount("BTC", "0.5")
581 value_from.linked_to = portfolio.Amount("ETH", "10.0")
582 value_to = portfolio.Amount("BTC", "1.0")
583 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
584
585 as_json = trade.as_json()
586 self.assertEqual("acquire", as_json["action"])
587 self.assertEqual(D("0.5"), as_json["from"])
588 self.assertEqual(D("1.0"), as_json["to"])
589 self.assertEqual("ETH", as_json["currency"])
590 self.assertEqual("BTC", as_json["base_currency"])
591
592class BalanceTest(WebMockTestCase):
593 def test_values(self):
594 balance = portfolio.Balance("BTC", {
595 "exchange_total": "0.65",
596 "exchange_free": "0.35",
597 "exchange_used": "0.30",
598 "margin_total": "-10",
599 "margin_borrowed": "10",
600 "margin_available": "0",
601 "margin_in_position": "0",
602 "margin_position_type": "short",
603 "margin_borrowed_base_currency": "USDT",
604 "margin_liquidation_price": "1.20",
605 "margin_pending_gain": "10",
606 "margin_lending_fees": "0.4",
607 "margin_borrowed_base_price": "0.15",
608 })
609 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
610 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
611 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
612 self.assertEqual("BTC", balance.exchange_total.currency)
613 self.assertEqual("BTC", balance.exchange_free.currency)
614 self.assertEqual("BTC", balance.exchange_total.currency)
615
616 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
617 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
618 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
619 self.assertEqual("BTC", balance.margin_total.currency)
620 self.assertEqual("BTC", balance.margin_borrowed.currency)
621 self.assertEqual("BTC", balance.margin_available.currency)
622
623 self.assertEqual("BTC", balance.currency)
624
625 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
626 self.assertEqual("USDT", balance.margin_lending_fees.currency)
627
628 def test__repr(self):
629 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
630 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
631 balance = portfolio.Balance("BTX", { "exchange_total": 3,
632 "exchange_used": 1, "exchange_free": 2 })
633 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
634
635 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
636 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
637
638 balance = portfolio.Balance("BTX", { "margin_total": 3,
639 "margin_in_position": 1, "margin_available": 2 })
640 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
641
642 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
643 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
644
645 balance = portfolio.Balance("BTX", { "margin_total": -3,
646 "margin_borrowed_base_price": D("0.1"),
647 "margin_borrowed_base_currency": "BTC",
648 "margin_lending_fees": D("0.002") })
649 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
650
651 balance = portfolio.Balance("BTX", { "margin_total": 1,
652 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
653 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
654
655 def test_as_json(self):
656 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
657 as_json = balance.as_json()
658 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
659 self.assertEqual(D(0), as_json["total"])
660 self.assertEqual(D(2), as_json["exchange_total"])
661 self.assertEqual(D(2), as_json["exchange_free"])
662 self.assertEqual(D(0), as_json["exchange_used"])
663 self.assertEqual(D(0), as_json["margin_total"])
664 self.assertEqual(D(0), as_json["margin_available"])
665 self.assertEqual(D(0), as_json["margin_borrowed"])
666
667class OrderTest(WebMockTestCase):
668 def test_values(self):
669 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
670 D("0.1"), "BTC", "long", "market", "trade")
671 self.assertEqual("buy", order.action)
672 self.assertEqual(10, order.amount.value)
673 self.assertEqual("ETH", order.amount.currency)
674 self.assertEqual(D("0.1"), order.rate)
675 self.assertEqual("BTC", order.base_currency)
676 self.assertEqual("market", order.market)
677 self.assertEqual("long", order.trade_type)
678 self.assertEqual("pending", order.status)
679 self.assertEqual("trade", order.trade)
680 self.assertIsNone(order.id)
681 self.assertFalse(order.close_if_possible)
682
683 def test__repr(self):
684 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
685 D("0.1"), "BTC", "long", "market", "trade")
686 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
687
688 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
689 D("0.1"), "BTC", "long", "market", "trade",
690 close_if_possible=True)
691 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
692
693 def test_as_json(self):
694 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
695 D("0.1"), "BTC", "long", "market", "trade")
696 mouvement_mock1 = mock.Mock()
697 mouvement_mock1.as_json.return_value = 1
698 mouvement_mock2 = mock.Mock()
699 mouvement_mock2.as_json.return_value = 2
700
701 order.mouvements = [mouvement_mock1, mouvement_mock2]
702 as_json = order.as_json()
703 self.assertEqual("buy", as_json["action"])
704 self.assertEqual("long", as_json["trade_type"])
705 self.assertEqual(10, as_json["amount"])
706 self.assertEqual("ETH", as_json["currency"])
707 self.assertEqual("BTC", as_json["base_currency"])
708 self.assertEqual(D("0.1"), as_json["rate"])
709 self.assertEqual("pending", as_json["status"])
710 self.assertEqual(False, as_json["close_if_possible"])
711 self.assertIsNone(as_json["id"])
712 self.assertEqual([1, 2], as_json["mouvements"])
713
714 def test_account(self):
715 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
716 D("0.1"), "BTC", "long", "market", "trade")
717 self.assertEqual("exchange", order.account)
718
719 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
720 D("0.1"), "BTC", "short", "market", "trade")
721 self.assertEqual("margin", order.account)
722
723 def test_pending(self):
724 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
725 D("0.1"), "BTC", "long", "market", "trade")
726 self.assertTrue(order.pending)
727 order.status = "open"
728 self.assertFalse(order.pending)
729
730 def test_open(self):
731 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
732 D("0.1"), "BTC", "long", "market", "trade")
733 self.assertFalse(order.open)
734 order.status = "open"
735 self.assertTrue(order.open)
736
737 def test_finished(self):
738 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
739 D("0.1"), "BTC", "long", "market", "trade")
740 self.assertFalse(order.finished)
741 order.status = "closed"
742 self.assertTrue(order.finished)
743 order.status = "canceled"
744 self.assertTrue(order.finished)
745 order.status = "error"
746 self.assertTrue(order.finished)
747
748 @mock.patch.object(portfolio.Order, "fetch")
749 def test_cancel(self, fetch):
750 with self.subTest(debug=True):
751 self.m.debug = True
752 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
753 D("0.1"), "BTC", "long", self.m, "trade")
754 order.status = "open"
755
756 order.cancel()
757 self.m.ccxt.cancel_order.assert_not_called()
758 self.m.report.log_debug_action.assert_called_once()
759 self.m.report.log_debug_action.reset_mock()
760 self.assertEqual("canceled", order.status)
761
762 with self.subTest(desc="Nominal case"):
763 self.m.debug = False
764 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
765 D("0.1"), "BTC", "long", self.m, "trade")
766 order.status = "open"
767 order.id = 42
768
769 order.cancel()
770 self.m.ccxt.cancel_order.assert_called_with(42)
771 fetch.assert_called_once_with()
772 self.m.report.log_debug_action.assert_not_called()
773
774 with self.subTest(exception=True):
775 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
776 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
777 D("0.1"), "BTC", "long", self.m, "trade")
778 order.status = "open"
779 order.id = 42
780 order.cancel()
781 self.m.ccxt.cancel_order.assert_called_with(42)
782 self.m.report.log_error.assert_called_once()
783
784 self.m.reset_mock()
785 with self.subTest(id=None):
786 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
787 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
788 D("0.1"), "BTC", "long", self.m, "trade")
789 order.status = "open"
790 order.cancel()
791 self.m.ccxt.cancel_order.assert_not_called()
792
793 self.m.reset_mock()
794 with self.subTest(open=False):
795 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
796 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
797 D("0.1"), "BTC", "long", self.m, "trade")
798 order.status = "closed"
799 order.cancel()
800 self.m.ccxt.cancel_order.assert_not_called()
801
802 def test_dust_amount_remaining(self):
803 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
804 D("0.1"), "BTC", "long", self.m, "trade")
805 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
806 self.assertFalse(order.dust_amount_remaining())
807
808 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
809 self.assertTrue(order.dust_amount_remaining())
810
811 @mock.patch.object(portfolio.Order, "fetch")
812 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
813 def test_remaining_amount(self, filled_amount, fetch):
814 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
815 D("0.1"), "BTC", "long", self.m, "trade")
816
817 self.assertEqual(9, order.remaining_amount().value)
818
819 order.status = "open"
820 self.assertEqual(9, order.remaining_amount().value)
821
822 @mock.patch.object(portfolio.Order, "fetch")
823 def test_filled_amount(self, fetch):
824 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
825 D("0.1"), "BTC", "long", self.m, "trade")
826 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
827 "tradeID": 42, "type": "buy", "fee": "0.0015",
828 "date": "2017-12-30 12:00:12", "rate": "0.1",
829 "amount": "3", "total": "0.3"
830 }))
831 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
832 "tradeID": 43, "type": "buy", "fee": "0.0015",
833 "date": "2017-12-30 13:00:12", "rate": "0.2",
834 "amount": "2", "total": "0.4"
835 }))
836 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
837 fetch.assert_not_called()
838 order.status = "open"
839 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
840 fetch.assert_called_once()
841 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
842
843 def test_fetch_mouvements(self):
844 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
845 {
846 "tradeID": 42, "type": "buy", "fee": "0.0015",
847 "date": "2017-12-30 13:00:12", "rate": "0.1",
848 "amount": "3", "total": "0.3"
849 },
850 {
851 "tradeID": 43, "type": "buy", "fee": "0.0015",
852 "date": "2017-12-30 12:00:12", "rate": "0.2",
853 "amount": "2", "total": "0.4"
854 }
855 ]
856 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
857 D("0.1"), "BTC", "long", self.m, "trade")
858 order.id = 12
859 order.mouvements = ["Foo", "Bar", "Baz"]
860
861 order.fetch_mouvements()
862
863 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
864 self.assertEqual(2, len(order.mouvements))
865 self.assertEqual(43, order.mouvements[0].id)
866 self.assertEqual(42, order.mouvements[1].id)
867
868 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
869 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
870 D("0.1"), "BTC", "long", self.m, "trade")
871 order.fetch_mouvements()
872 self.assertEqual(0, len(order.mouvements))
873
874 def test_mark_finished_order(self):
875 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
876 D("0.1"), "BTC", "short", self.m, "trade",
877 close_if_possible=True)
878 order.status = "closed"
879 self.m.debug = False
880
881 order.mark_finished_order()
882 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
883 self.m.ccxt.close_margin_position.reset_mock()
884
885 order.status = "open"
886 order.mark_finished_order()
887 self.m.ccxt.close_margin_position.assert_not_called()
888
889 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
890 D("0.1"), "BTC", "short", self.m, "trade",
891 close_if_possible=False)
892 order.status = "closed"
893 order.mark_finished_order()
894 self.m.ccxt.close_margin_position.assert_not_called()
895
896 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
897 D("0.1"), "BTC", "short", self.m, "trade",
898 close_if_possible=True)
899 order.status = "closed"
900 order.mark_finished_order()
901 self.m.ccxt.close_margin_position.assert_not_called()
902
903 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
904 D("0.1"), "BTC", "long", self.m, "trade",
905 close_if_possible=True)
906 order.status = "closed"
907 order.mark_finished_order()
908 self.m.ccxt.close_margin_position.assert_not_called()
909
910 self.m.debug = True
911
912 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
913 D("0.1"), "BTC", "short", self.m, "trade",
914 close_if_possible=True)
915 order.status = "closed"
916
917 order.mark_finished_order()
918 self.m.ccxt.close_margin_position.assert_not_called()
919 self.m.report.log_debug_action.assert_called_once()
920
921 @mock.patch.object(portfolio.Order, "fetch_mouvements")
922 @mock.patch.object(portfolio.Order, "mark_disappeared_order")
923 @mock.patch.object(portfolio.Order, "mark_finished_order")
924 def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements):
925 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
926 D("0.1"), "BTC", "long", self.m, "trade")
927 order.id = 45
928 with self.subTest(debug=True):
929 self.m.debug = True
930 order.fetch()
931 self.m.report.log_debug_action.assert_called_once()
932 self.m.report.log_debug_action.reset_mock()
933 self.m.ccxt.fetch_order.assert_not_called()
934 mark_finished_order.assert_not_called()
935 mark_disappeared_order.assert_not_called()
936 fetch_mouvements.assert_not_called()
937
938 with self.subTest(debug=False):
939 self.m.debug = False
940 self.m.ccxt.fetch_order.return_value = {
941 "status": "foo",
942 "datetime": "timestamp"
943 }
944 order.fetch()
945
946 self.m.ccxt.fetch_order.assert_called_once_with(45)
947 fetch_mouvements.assert_called_once()
948 self.assertEqual("foo", order.status)
949 self.assertEqual("timestamp", order.timestamp)
950 self.assertEqual(1, len(order.results))
951 self.m.report.log_debug_action.assert_not_called()
952 mark_finished_order.assert_called_once()
953 mark_disappeared_order.assert_called_once()
954
955 mark_finished_order.reset_mock()
956 with self.subTest(missing_order=True):
957 self.m.ccxt.fetch_order.side_effect = [
958 portfolio.OrderNotCached,
959 ]
960 order.fetch()
961 self.assertEqual("closed_unknown", order.status)
962 mark_finished_order.assert_called_once()
963
964 def test_mark_disappeared_order(self):
965 with self.subTest("Open order"):
966 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
967 D("0.1"), "BTC", "long", self.m, "trade")
968 order.id = 45
969 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
970 "tradeID":21336541,
971 "currencyPair":"BTC_XRP",
972 "type":"sell",
973 "rate":"0.00007013",
974 "amount":"0.00000222",
975 "total":"0.00000000",
976 "fee":"0.00150000",
977 "date":"2018-04-02 00:09:13"
978 }))
979 order.mark_disappeared_order()
980 self.assertEqual("pending", order.status)
981
982 with self.subTest("Non-zero amount"):
983 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
984 D("0.1"), "BTC", "long", self.m, "trade")
985 order.id = 45
986 order.status = "closed"
987 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
988 "tradeID":21336541,
989 "currencyPair":"BTC_XRP",
990 "type":"sell",
991 "rate":"0.00007013",
992 "amount":"0.00000222",
993 "total":"0.00000010",
994 "fee":"0.00150000",
995 "date":"2018-04-02 00:09:13"
996 }))
997 order.mark_disappeared_order()
998 self.assertEqual("closed", order.status)
999
1000 with self.subTest("Other mouvements"):
1001 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1002 D("0.1"), "BTC", "long", self.m, "trade")
1003 order.id = 45
1004 order.status = "closed"
1005 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1006 "tradeID":21336541,
1007 "currencyPair":"BTC_XRP",
1008 "type":"sell",
1009 "rate":"0.00007013",
1010 "amount":"0.00000222",
1011 "total":"0.00000001",
1012 "fee":"0.00150000",
1013 "date":"2018-04-02 00:09:13"
1014 }))
1015 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1016 "tradeID":21336541,
1017 "currencyPair":"BTC_XRP",
1018 "type":"sell",
1019 "rate":"0.00007013",
1020 "amount":"0.00000222",
1021 "total":"0.00000000",
1022 "fee":"0.00150000",
1023 "date":"2018-04-02 00:09:13"
1024 }))
1025 order.mark_disappeared_order()
1026 self.assertEqual("error_disappeared", order.status)
1027
1028 with self.subTest("Order disappeared"):
1029 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1030 D("0.1"), "BTC", "long", self.m, "trade")
1031 order.id = 45
1032 order.status = "closed"
1033 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1034 "tradeID":21336541,
1035 "currencyPair":"BTC_XRP",
1036 "type":"sell",
1037 "rate":"0.00007013",
1038 "amount":"0.00000222",
1039 "total":"0.00000000",
1040 "fee":"0.00150000",
1041 "date":"2018-04-02 00:09:13"
1042 }))
1043 order.mark_disappeared_order()
1044 self.assertEqual("error_disappeared", order.status)
1045
1046 @mock.patch.object(portfolio.Order, "fetch")
1047 def test_get_status(self, fetch):
1048 with self.subTest(debug=True):
1049 self.m.debug = True
1050 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1051 D("0.1"), "BTC", "long", self.m, "trade")
1052 self.assertEqual("pending", order.get_status())
1053 fetch.assert_not_called()
1054 self.m.report.log_debug_action.assert_called_once()
1055
1056 with self.subTest(debug=False, finished=False):
1057 self.m.debug = False
1058 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1059 D("0.1"), "BTC", "long", self.m, "trade")
1060 def _fetch(order):
1061 def update_status():
1062 order.status = "open"
1063 return update_status
1064 fetch.side_effect = _fetch(order)
1065 self.assertEqual("open", order.get_status())
1066 fetch.assert_called_once()
1067
1068 fetch.reset_mock()
1069 with self.subTest(debug=False, finished=True):
1070 self.m.debug = False
1071 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1072 D("0.1"), "BTC", "long", self.m, "trade")
1073 def _fetch(order):
1074 def update_status():
1075 order.status = "closed"
1076 return update_status
1077 fetch.side_effect = _fetch(order)
1078 self.assertEqual("closed", order.get_status())
1079 fetch.assert_called_once()
1080
1081 def test_run(self):
1082 self.m.ccxt.order_precision.return_value = 4
1083 with self.subTest(debug=True):
1084 self.m.debug = True
1085 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1086 D("0.1"), "BTC", "long", self.m, "trade")
1087 order.run()
1088 self.m.ccxt.create_order.assert_not_called()
1089 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
1090 self.assertEqual("open", order.status)
1091 self.assertEqual(1, len(order.results))
1092 self.assertEqual(-1, order.id)
1093
1094 self.m.ccxt.create_order.reset_mock()
1095 with self.subTest(debug=False):
1096 self.m.debug = False
1097 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1098 D("0.1"), "BTC", "long", self.m, "trade")
1099 self.m.ccxt.create_order.return_value = { "id": 123 }
1100 order.run()
1101 self.m.ccxt.create_order.assert_called_once()
1102 self.assertEqual(1, len(order.results))
1103 self.assertEqual("open", order.status)
1104
1105 self.m.ccxt.create_order.reset_mock()
1106 with self.subTest(exception=True):
1107 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1108 D("0.1"), "BTC", "long", self.m, "trade")
1109 self.m.ccxt.create_order.side_effect = Exception("bouh")
1110 order.run()
1111 self.m.ccxt.create_order.assert_called_once()
1112 self.assertEqual(0, len(order.results))
1113 self.assertEqual("error", order.status)
1114 self.m.report.log_error.assert_called_once()
1115
1116 self.m.ccxt.create_order.reset_mock()
1117 with self.subTest(dust_amount_exception=True),\
1118 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1119 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
1120 D("0.1"), "BTC", "long", self.m, "trade")
1121 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
1122 order.run()
1123 self.m.ccxt.create_order.assert_called_once()
1124 self.assertEqual(0, len(order.results))
1125 self.assertEqual("closed", order.status)
1126 mark_finished_order.assert_called_once()
1127
1128 self.m.ccxt.order_precision.return_value = 8
1129 self.m.ccxt.create_order.reset_mock()
1130 with self.subTest(insufficient_funds=True),\
1131 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1132 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1133 D("0.1"), "BTC", "long", self.m, "trade")
1134 self.m.ccxt.create_order.side_effect = [
1135 portfolio.InsufficientFunds,
1136 portfolio.InsufficientFunds,
1137 portfolio.InsufficientFunds,
1138 { "id": 123 },
1139 ]
1140 order.run()
1141 self.m.ccxt.create_order.assert_has_calls([
1142 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1143 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
1144 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
1145 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
1146 ])
1147 self.assertEqual(4, self.m.ccxt.create_order.call_count)
1148 self.assertEqual(1, len(order.results))
1149 self.assertEqual("open", order.status)
1150 self.assertEqual(4, order.tries)
1151 self.m.report.log_error.assert_called()
1152 self.assertEqual(4, self.m.report.log_error.call_count)
1153
1154 self.m.ccxt.order_precision.return_value = 8
1155 self.m.ccxt.create_order.reset_mock()
1156 self.m.report.log_error.reset_mock()
1157 with self.subTest(insufficient_funds=True),\
1158 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1159 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1160 D("0.1"), "BTC", "long", self.m, "trade")
1161 self.m.ccxt.create_order.side_effect = [
1162 portfolio.InsufficientFunds,
1163 portfolio.InsufficientFunds,
1164 portfolio.InsufficientFunds,
1165 portfolio.InsufficientFunds,
1166 portfolio.InsufficientFunds,
1167 ]
1168 order.run()
1169 self.m.ccxt.create_order.assert_has_calls([
1170 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1171 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
1172 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
1173 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
1174 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
1175 ])
1176 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1177 self.assertEqual(0, len(order.results))
1178 self.assertEqual("error", order.status)
1179 self.assertEqual(5, order.tries)
1180 self.m.report.log_error.assert_called()
1181 self.assertEqual(5, self.m.report.log_error.call_count)
1182 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)
1183
1184 self.m.reset_mock()
1185 with self.subTest(invalid_nonce=True):
1186 with self.subTest(retry_success=True):
1187 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1188 D("0.1"), "BTC", "long", self.m, "trade")
1189 self.m.ccxt.create_order.side_effect = [
1190 portfolio.InvalidNonce,
1191 portfolio.InvalidNonce,
1192 { "id": 123 },
1193 ]
1194 order.run()
1195 self.m.ccxt.create_order.assert_has_calls([
1196 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1197 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1198 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1199 ])
1200 self.assertEqual(3, self.m.ccxt.create_order.call_count)
1201 self.assertEqual(3, order.tries)
1202 self.m.report.log_error.assert_called()
1203 self.assertEqual(2, self.m.report.log_error.call_count)
1204 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
1205 self.assertEqual(123, order.id)
1206
1207 self.m.reset_mock()
1208 with self.subTest(retry_success=False):
1209 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1210 D("0.1"), "BTC", "long", self.m, "trade")
1211 self.m.ccxt.create_order.side_effect = [
1212 portfolio.InvalidNonce,
1213 portfolio.InvalidNonce,
1214 portfolio.InvalidNonce,
1215 portfolio.InvalidNonce,
1216 portfolio.InvalidNonce,
1217 ]
1218 order.run()
1219 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1220 self.assertEqual(5, order.tries)
1221 self.m.report.log_error.assert_called()
1222 self.assertEqual(5, self.m.report.log_error.call_count)
1223 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)
1224 self.assertEqual("error", order.status)
1225
1226 self.m.reset_mock()
1227 with self.subTest(request_timeout=True):
1228 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1229 D("0.1"), "BTC", "long", self.m, "trade")
1230 with self.subTest(retrieved=False), \
1231 mock.patch.object(order, "retrieve_order") as retrieve:
1232 self.m.ccxt.create_order.side_effect = [
1233 portfolio.RequestTimeout,
1234 portfolio.RequestTimeout,
1235 { "id": 123 },
1236 ]
1237 retrieve.return_value = False
1238 order.run()
1239 self.m.ccxt.create_order.assert_has_calls([
1240 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1241 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1242 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1243 ])
1244 self.assertEqual(3, self.m.ccxt.create_order.call_count)
1245 self.assertEqual(3, order.tries)
1246 self.m.report.log_error.assert_called()
1247 self.assertEqual(2, self.m.report.log_error.call_count)
1248 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
1249 self.assertEqual(123, order.id)
1250
1251 self.m.reset_mock()
1252 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1253 D("0.1"), "BTC", "long", self.m, "trade")
1254 with self.subTest(retrieved=True), \
1255 mock.patch.object(order, "retrieve_order") as retrieve:
1256 self.m.ccxt.create_order.side_effect = [
1257 portfolio.RequestTimeout,
1258 ]
1259 def _retrieve():
1260 order.results.append({"id": 123})
1261 return True
1262 retrieve.side_effect = _retrieve
1263 order.run()
1264 self.m.ccxt.create_order.assert_has_calls([
1265 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1266 ])
1267 self.assertEqual(1, self.m.ccxt.create_order.call_count)
1268 self.assertEqual(1, order.tries)
1269 self.m.report.log_error.assert_called()
1270 self.assertEqual(1, self.m.report.log_error.call_count)
1271 self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
1272 self.assertEqual(123, order.id)
1273
1274 self.m.reset_mock()
1275 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1276 D("0.1"), "BTC", "long", self.m, "trade")
1277 with self.subTest(retrieved=False), \
1278 mock.patch.object(order, "retrieve_order") as retrieve:
1279 self.m.ccxt.create_order.side_effect = [
1280 portfolio.RequestTimeout,
1281 portfolio.RequestTimeout,
1282 portfolio.RequestTimeout,
1283 portfolio.RequestTimeout,
1284 portfolio.RequestTimeout,
1285 ]
1286 retrieve.return_value = False
1287 order.run()
1288 self.m.ccxt.create_order.assert_has_calls([
1289 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1290 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1291 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1292 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1293 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1294 ])
1295 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1296 self.assertEqual(5, order.tries)
1297 self.m.report.log_error.assert_called()
1298 self.assertEqual(5, self.m.report.log_error.call_count)
1299 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)
1300 self.assertEqual("error", order.status)
1301
1302 def test_retrieve_order(self):
1303 with self.subTest(similar_open_order=True):
1304 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1305 D("0.1"), "BTC", "long", self.m, "trade")
1306 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1307
1308 self.m.ccxt.order_precision.return_value = 8
1309 self.m.ccxt.fetch_orders.return_value = [
1310 { # Wrong amount
1311 'amount': 0.002, 'cost': 0.1,
1312 'datetime': '2018-03-25T15:15:51.000Z',
1313 'fee': None, 'filled': 0.0,
1314 'id': '1',
1315 'info': {
1316 'amount': '0.002',
1317 'date': '2018-03-25 15:15:51',
1318 'margin': 0, 'orderNumber': '1',
1319 'price': '0.1', 'rate': '0.1',
1320 'side': 'buy', 'startingAmount': '0.002',
1321 'status': 'open', 'total': '0.0002',
1322 'type': 'limit'
1323 },
1324 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
1325 'status': 'open', 'symbol': 'ETH/BTC',
1326 'timestamp': 1521990951000, 'trades': None,
1327 'type': 'limit'
1328 },
1329 { # Margin
1330 'amount': 0.001, 'cost': 0.1,
1331 'datetime': '2018-03-25T15:15:51.000Z',
1332 'fee': None, 'filled': 0.0,
1333 'id': '2',
1334 'info': {
1335 'amount': '0.001',
1336 'date': '2018-03-25 15:15:51',
1337 'margin': 1, 'orderNumber': '2',
1338 'price': '0.1', 'rate': '0.1',
1339 'side': 'buy', 'startingAmount': '0.001',
1340 'status': 'open', 'total': '0.0001',
1341 'type': 'limit'
1342 },
1343 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1344 'status': 'open', 'symbol': 'ETH/BTC',
1345 'timestamp': 1521990951000, 'trades': None,
1346 'type': 'limit'
1347 },
1348 { # selling
1349 'amount': 0.001, 'cost': 0.1,
1350 'datetime': '2018-03-25T15:15:51.000Z',
1351 'fee': None, 'filled': 0.0,
1352 'id': '3',
1353 'info': {
1354 'amount': '0.001',
1355 'date': '2018-03-25 15:15:51',
1356 'margin': 0, 'orderNumber': '3',
1357 'price': '0.1', 'rate': '0.1',
1358 'side': 'sell', 'startingAmount': '0.001',
1359 'status': 'open', 'total': '0.0001',
1360 'type': 'limit'
1361 },
1362 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
1363 'status': 'open', 'symbol': 'ETH/BTC',
1364 'timestamp': 1521990951000, 'trades': None,
1365 'type': 'limit'
1366 },
1367 { # Wrong rate
1368 'amount': 0.001, 'cost': 0.15,
1369 'datetime': '2018-03-25T15:15:51.000Z',
1370 'fee': None, 'filled': 0.0,
1371 'id': '4',
1372 'info': {
1373 'amount': '0.001',
1374 'date': '2018-03-25 15:15:51',
1375 'margin': 0, 'orderNumber': '4',
1376 'price': '0.15', 'rate': '0.15',
1377 'side': 'buy', 'startingAmount': '0.001',
1378 'status': 'open', 'total': '0.0001',
1379 'type': 'limit'
1380 },
1381 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
1382 'status': 'open', 'symbol': 'ETH/BTC',
1383 'timestamp': 1521990951000, 'trades': None,
1384 'type': 'limit'
1385 },
1386 { # All good
1387 'amount': 0.001, 'cost': 0.1,
1388 'datetime': '2018-03-25T15:15:51.000Z',
1389 'fee': None, 'filled': 0.0,
1390 'id': '5',
1391 'info': {
1392 'amount': '0.001',
1393 'date': '2018-03-25 15:15:51',
1394 'margin': 0, 'orderNumber': '1',
1395 'price': '0.1', 'rate': '0.1',
1396 'side': 'buy', 'startingAmount': '0.001',
1397 'status': 'open', 'total': '0.0001',
1398 'type': 'limit'
1399 },
1400 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1401 'status': 'open', 'symbol': 'ETH/BTC',
1402 'timestamp': 1521990951000, 'trades': None,
1403 'type': 'limit'
1404 }
1405 ]
1406 result = order.retrieve_order()
1407 self.assertTrue(result)
1408 self.assertEqual('5', order.results[0]["id"])
1409 self.m.ccxt.fetch_my_trades.assert_not_called()
1410 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
1411
1412 self.m.reset_mock()
1413 with self.subTest(similar_open_order=False, past_trades=True):
1414 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1415 D("0.1"), "BTC", "long", self.m, "trade")
1416 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1417
1418 self.m.ccxt.order_precision.return_value = 8
1419 self.m.ccxt.fetch_orders.return_value = []
1420 self.m.ccxt.fetch_my_trades.return_value = [
1421 { # Wrong timestamp 1
1422 'amount': 0.0006,
1423 'cost': 0.00006,
1424 'datetime': '2018-03-25T15:15:14.000Z',
1425 'id': '1-1',
1426 'info': {
1427 'amount': '0.0006',
1428 'category': 'exchange',
1429 'date': '2018-03-25 15:15:14',
1430 'fee': '0.00150000',
1431 'globalTradeID': 1,
1432 'orderNumber': '1',
1433 'rate': '0.1',
1434 'total': '0.00006',
1435 'tradeID': '1-1',
1436 'type': 'buy'
1437 },
1438 'order': '1',
1439 'price': 0.1,
1440 'side': 'buy',
1441 'symbol': 'ETH/BTC',
1442 'timestamp': 1521983714,
1443 'type': 'limit'
1444 },
1445 { # Wrong timestamp 2
1446 'amount': 0.0004,
1447 'cost': 0.00004,
1448 'datetime': '2018-03-25T15:16:54.000Z',
1449 'id': '1-2',
1450 'info': {
1451 'amount': '0.0004',
1452 'category': 'exchange',
1453 'date': '2018-03-25 15:16:54',
1454 'fee': '0.00150000',
1455 'globalTradeID': 2,
1456 'orderNumber': '1',
1457 'rate': '0.1',
1458 'total': '0.00004',
1459 'tradeID': '1-2',
1460 'type': 'buy'
1461 },
1462 'order': '1',
1463 'price': 0.1,
1464 'side': 'buy',
1465 'symbol': 'ETH/BTC',
1466 'timestamp': 1521983814,
1467 'type': 'limit'
1468 },
1469 { # Wrong side 1
1470 'amount': 0.0006,
1471 'cost': 0.00006,
1472 'datetime': '2018-03-25T15:15:54.000Z',
1473 'id': '2-1',
1474 'info': {
1475 'amount': '0.0006',
1476 'category': 'exchange',
1477 'date': '2018-03-25 15:15:54',
1478 'fee': '0.00150000',
1479 'globalTradeID': 1,
1480 'orderNumber': '2',
1481 'rate': '0.1',
1482 'total': '0.00006',
1483 'tradeID': '2-1',
1484 'type': 'sell'
1485 },
1486 'order': '2',
1487 'price': 0.1,
1488 'side': 'sell',
1489 'symbol': 'ETH/BTC',
1490 'timestamp': 1521983754,
1491 'type': 'limit'
1492 },
1493 { # Wrong side 2
1494 'amount': 0.0004,
1495 'cost': 0.00004,
1496 'datetime': '2018-03-25T15:16:54.000Z',
1497 'id': '2-2',
1498 'info': {
1499 'amount': '0.0004',
1500 'category': 'exchange',
1501 'date': '2018-03-25 15:16:54',
1502 'fee': '0.00150000',
1503 'globalTradeID': 2,
1504 'orderNumber': '2',
1505 'rate': '0.1',
1506 'total': '0.00004',
1507 'tradeID': '2-2',
1508 'type': 'buy'
1509 },
1510 'order': '2',
1511 'price': 0.1,
1512 'side': 'buy',
1513 'symbol': 'ETH/BTC',
1514 'timestamp': 1521983814,
1515 'type': 'limit'
1516 },
1517 { # Margin trade 1
1518 'amount': 0.0006,
1519 'cost': 0.00006,
1520 'datetime': '2018-03-25T15:15:54.000Z',
1521 'id': '3-1',
1522 'info': {
1523 'amount': '0.0006',
1524 'category': 'marginTrade',
1525 'date': '2018-03-25 15:15:54',
1526 'fee': '0.00150000',
1527 'globalTradeID': 1,
1528 'orderNumber': '3',
1529 'rate': '0.1',
1530 'total': '0.00006',
1531 'tradeID': '3-1',
1532 'type': 'buy'
1533 },
1534 'order': '3',
1535 'price': 0.1,
1536 'side': 'buy',
1537 'symbol': 'ETH/BTC',
1538 'timestamp': 1521983754,
1539 'type': 'limit'
1540 },
1541 { # Margin trade 2
1542 'amount': 0.0004,
1543 'cost': 0.00004,
1544 'datetime': '2018-03-25T15:16:54.000Z',
1545 'id': '3-2',
1546 'info': {
1547 'amount': '0.0004',
1548 'category': 'marginTrade',
1549 'date': '2018-03-25 15:16:54',
1550 'fee': '0.00150000',
1551 'globalTradeID': 2,
1552 'orderNumber': '3',
1553 'rate': '0.1',
1554 'total': '0.00004',
1555 'tradeID': '3-2',
1556 'type': 'buy'
1557 },
1558 'order': '3',
1559 'price': 0.1,
1560 'side': 'buy',
1561 'symbol': 'ETH/BTC',
1562 'timestamp': 1521983814,
1563 'type': 'limit'
1564 },
1565 { # Wrong amount 1
1566 'amount': 0.0005,
1567 'cost': 0.00005,
1568 'datetime': '2018-03-25T15:15:54.000Z',
1569 'id': '4-1',
1570 'info': {
1571 'amount': '0.0005',
1572 'category': 'exchange',
1573 'date': '2018-03-25 15:15:54',
1574 'fee': '0.00150000',
1575 'globalTradeID': 1,
1576 'orderNumber': '4',
1577 'rate': '0.1',
1578 'total': '0.00005',
1579 'tradeID': '4-1',
1580 'type': 'buy'
1581 },
1582 'order': '4',
1583 'price': 0.1,
1584 'side': 'buy',
1585 'symbol': 'ETH/BTC',
1586 'timestamp': 1521983754,
1587 'type': 'limit'
1588 },
1589 { # Wrong amount 2
1590 'amount': 0.0004,
1591 'cost': 0.00004,
1592 'datetime': '2018-03-25T15:16:54.000Z',
1593 'id': '4-2',
1594 'info': {
1595 'amount': '0.0004',
1596 'category': 'exchange',
1597 'date': '2018-03-25 15:16:54',
1598 'fee': '0.00150000',
1599 'globalTradeID': 2,
1600 'orderNumber': '4',
1601 'rate': '0.1',
1602 'total': '0.00004',
1603 'tradeID': '4-2',
1604 'type': 'buy'
1605 },
1606 'order': '4',
1607 'price': 0.1,
1608 'side': 'buy',
1609 'symbol': 'ETH/BTC',
1610 'timestamp': 1521983814,
1611 'type': 'limit'
1612 },
1613 { # Wrong price 1
1614 'amount': 0.0006,
1615 'cost': 0.000066,
1616 'datetime': '2018-03-25T15:15:54.000Z',
1617 'id': '5-1',
1618 'info': {
1619 'amount': '0.0006',
1620 'category': 'exchange',
1621 'date': '2018-03-25 15:15:54',
1622 'fee': '0.00150000',
1623 'globalTradeID': 1,
1624 'orderNumber': '5',
1625 'rate': '0.11',
1626 'total': '0.000066',
1627 'tradeID': '5-1',
1628 'type': 'buy'
1629 },
1630 'order': '5',
1631 'price': 0.11,
1632 'side': 'buy',
1633 'symbol': 'ETH/BTC',
1634 'timestamp': 1521983754,
1635 'type': 'limit'
1636 },
1637 { # Wrong price 2
1638 'amount': 0.0004,
1639 'cost': 0.00004,
1640 'datetime': '2018-03-25T15:16:54.000Z',
1641 'id': '5-2',
1642 'info': {
1643 'amount': '0.0004',
1644 'category': 'exchange',
1645 'date': '2018-03-25 15:16:54',
1646 'fee': '0.00150000',
1647 'globalTradeID': 2,
1648 'orderNumber': '5',
1649 'rate': '0.1',
1650 'total': '0.00004',
1651 'tradeID': '5-2',
1652 'type': 'buy'
1653 },
1654 'order': '5',
1655 'price': 0.1,
1656 'side': 'buy',
1657 'symbol': 'ETH/BTC',
1658 'timestamp': 1521983814,
1659 'type': 'limit'
1660 },
1661 { # All good 1
1662 'amount': 0.0006,
1663 'cost': 0.00006,
1664 'datetime': '2018-03-25T15:15:54.000Z',
1665 'id': '7-1',
1666 'info': {
1667 'amount': '0.0006',
1668 'category': 'exchange',
1669 'date': '2018-03-25 15:15:54',
1670 'fee': '0.00150000',
1671 'globalTradeID': 1,
1672 'orderNumber': '7',
1673 'rate': '0.1',
1674 'total': '0.00006',
1675 'tradeID': '7-1',
1676 'type': 'buy'
1677 },
1678 'order': '7',
1679 'price': 0.1,
1680 'side': 'buy',
1681 'symbol': 'ETH/BTC',
1682 'timestamp': 1521983754,
1683 'type': 'limit'
1684 },
1685 { # All good 2
1686 'amount': 0.0004,
1687 'cost': 0.000036,
1688 'datetime': '2018-03-25T15:16:54.000Z',
1689 'id': '7-2',
1690 'info': {
1691 'amount': '0.0004',
1692 'category': 'exchange',
1693 'date': '2018-03-25 15:16:54',
1694 'fee': '0.00150000',
1695 'globalTradeID': 2,
1696 'orderNumber': '7',
1697 'rate': '0.09',
1698 'total': '0.000036',
1699 'tradeID': '7-2',
1700 'type': 'buy'
1701 },
1702 'order': '7',
1703 'price': 0.09,
1704 'side': 'buy',
1705 'symbol': 'ETH/BTC',
1706 'timestamp': 1521983814,
1707 'type': 'limit'
1708 },
1709 ]
1710
1711 result = order.retrieve_order()
1712 self.assertTrue(result)
1713 self.assertEqual('7', order.results[0]["id"])
1714 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
1715
1716 self.m.reset_mock()
1717 with self.subTest(similar_open_order=False, past_trades=False):
1718 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1719 D("0.1"), "BTC", "long", self.m, "trade")
1720 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1721
1722 self.m.ccxt.order_precision.return_value = 8
1723 self.m.ccxt.fetch_orders.return_value = []
1724 self.m.ccxt.fetch_my_trades.return_value = []
1725 result = order.retrieve_order()
1726 self.assertFalse(result)
1727
1728class MouvementTest(WebMockTestCase):
1729 def test_values(self):
1730 mouvement = portfolio.Mouvement("ETH", "BTC", {
1731 "tradeID": 42, "type": "buy", "fee": "0.0015",
1732 "date": "2017-12-30 12:00:12", "rate": "0.1",
1733 "amount": "10", "total": "1"
1734 })
1735 self.assertEqual("ETH", mouvement.currency)
1736 self.assertEqual("BTC", mouvement.base_currency)
1737 self.assertEqual(42, mouvement.id)
1738 self.assertEqual("buy", mouvement.action)
1739 self.assertEqual(D("0.0015"), mouvement.fee_rate)
1740 self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
1741 self.assertEqual(D("0.1"), mouvement.rate)
1742 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
1743 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
1744
1745 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
1746 self.assertIsNone(mouvement.date)
1747 self.assertIsNone(mouvement.id)
1748 self.assertIsNone(mouvement.action)
1749 self.assertEqual(-1, mouvement.fee_rate)
1750 self.assertEqual(0, mouvement.rate)
1751 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
1752 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
1753
1754 def test__repr(self):
1755 mouvement = portfolio.Mouvement("ETH", "BTC", {
1756 "tradeID": 42, "type": "buy", "fee": "0.0015",
1757 "date": "2017-12-30 12:00:12", "rate": "0.1",
1758 "amount": "10", "total": "1"
1759 })
1760 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
1761
1762 mouvement = portfolio.Mouvement("ETH", "BTC", {
1763 "tradeID": 42, "type": "buy",
1764 "date": "garbage", "rate": "0.1",
1765 "amount": "10", "total": "1"
1766 })
1767 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
1768
1769 def test_as_json(self):
1770 mouvement = portfolio.Mouvement("ETH", "BTC", {
1771 "tradeID": 42, "type": "buy", "fee": "0.0015",
1772 "date": "2017-12-30 12:00:12", "rate": "0.1",
1773 "amount": "10", "total": "1"
1774 })
1775 as_json = mouvement.as_json()
1776
1777 self.assertEqual(D("0.0015"), as_json["fee_rate"])
1778 self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
1779 self.assertEqual("buy", as_json["action"])
1780 self.assertEqual(D("10"), as_json["total"])
1781 self.assertEqual(D("1"), as_json["total_in_base"])
1782 self.assertEqual("BTC", as_json["base_currency"])
1783 self.assertEqual("ETH", as_json["currency"])
1784
1785class AmountTest(WebMockTestCase):
1786 def test_values(self):
1787 amount = portfolio.Amount("BTC", "0.65")
1788 self.assertEqual(D("0.65"), amount.value)
1789 self.assertEqual("BTC", amount.currency)
1790
1791 def test_in_currency(self):
1792 amount = portfolio.Amount("ETC", 10)
1793
1794 self.assertEqual(amount, amount.in_currency("ETC", self.m))
1795
1796 with self.subTest(desc="no ticker for currency"):
1797 self.m.get_ticker.return_value = None
1798
1799 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
1800
1801 with self.subTest(desc="nominal case"):
1802 self.m.get_ticker.return_value = {
1803 "bid": D("0.2"),
1804 "ask": D("0.4"),
1805 "average": D("0.3"),
1806 "foo": "bar",
1807 }
1808 converted_amount = amount.in_currency("ETH", self.m)
1809
1810 self.assertEqual(D("3.0"), converted_amount.value)
1811 self.assertEqual("ETH", converted_amount.currency)
1812 self.assertEqual(amount, converted_amount.linked_to)
1813 self.assertEqual("bar", converted_amount.ticker["foo"])
1814
1815 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
1816 self.assertEqual(D("2"), converted_amount.value)
1817
1818 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
1819 self.assertEqual(D("4"), converted_amount.value)
1820
1821 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
1822 self.assertEqual(D("0.2"), converted_amount.value)
1823
1824 def test__round(self):
1825 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
1826 self.assertEqual(D("1.23456789"), round(amount).value)
1827 self.assertEqual(D("1.23"), round(amount, 2).value)
1828
1829 def test__abs(self):
1830 amount = portfolio.Amount("SC", -120)
1831 self.assertEqual(120, abs(amount).value)
1832 self.assertEqual("SC", abs(amount).currency)
1833
1834 amount = portfolio.Amount("SC", 10)
1835 self.assertEqual(10, abs(amount).value)
1836 self.assertEqual("SC", abs(amount).currency)
1837
1838 def test__add(self):
1839 amount1 = portfolio.Amount("XVG", "12.9")
1840 amount2 = portfolio.Amount("XVG", "13.1")
1841
1842 self.assertEqual(26, (amount1 + amount2).value)
1843 self.assertEqual("XVG", (amount1 + amount2).currency)
1844
1845 amount3 = portfolio.Amount("ETH", "1.6")
1846 with self.assertRaises(Exception):
1847 amount1 + amount3
1848
1849 amount4 = portfolio.Amount("ETH", 0.0)
1850 self.assertEqual(amount1, amount1 + amount4)
1851
1852 self.assertEqual(amount1, amount1 + 0)
1853
1854 def test__radd(self):
1855 amount = portfolio.Amount("XVG", "12.9")
1856
1857 self.assertEqual(amount, 0 + amount)
1858 with self.assertRaises(Exception):
1859 4 + amount
1860
1861 def test__sub(self):
1862 amount1 = portfolio.Amount("XVG", "13.3")
1863 amount2 = portfolio.Amount("XVG", "13.1")
1864
1865 self.assertEqual(D("0.2"), (amount1 - amount2).value)
1866 self.assertEqual("XVG", (amount1 - amount2).currency)
1867
1868 amount3 = portfolio.Amount("ETH", "1.6")
1869 with self.assertRaises(Exception):
1870 amount1 - amount3
1871
1872 amount4 = portfolio.Amount("ETH", 0.0)
1873 self.assertEqual(amount1, amount1 - amount4)
1874
1875 def test__rsub(self):
1876 amount = portfolio.Amount("ETH", "1.6")
1877 with self.assertRaises(Exception):
1878 3 - amount
1879
1880 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
1881
1882 def test__mul(self):
1883 amount = portfolio.Amount("XEM", 11)
1884
1885 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
1886 self.assertEqual(D("33"), (amount * 3).value)
1887
1888 with self.assertRaises(Exception):
1889 amount * amount
1890
1891 def test__rmul(self):
1892 amount = portfolio.Amount("XEM", 11)
1893
1894 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
1895 self.assertEqual(D("33"), (3 * amount).value)
1896
1897 def test__floordiv(self):
1898 amount = portfolio.Amount("XEM", 11)
1899
1900 self.assertEqual(D("5.5"), (amount / 2).value)
1901 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
1902
1903 with self.assertRaises(Exception):
1904 amount / amount
1905
1906 def test__truediv(self):
1907 amount = portfolio.Amount("XEM", 11)
1908
1909 self.assertEqual(D("5.5"), (amount / 2).value)
1910 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
1911
1912 def test__lt(self):
1913 amount1 = portfolio.Amount("BTD", 11.3)
1914 amount2 = portfolio.Amount("BTD", 13.1)
1915
1916 self.assertTrue(amount1 < amount2)
1917 self.assertFalse(amount2 < amount1)
1918 self.assertFalse(amount1 < amount1)
1919
1920 amount3 = portfolio.Amount("BTC", 1.6)
1921 with self.assertRaises(Exception):
1922 amount1 < amount3
1923
1924 def test__le(self):
1925 amount1 = portfolio.Amount("BTD", 11.3)
1926 amount2 = portfolio.Amount("BTD", 13.1)
1927
1928 self.assertTrue(amount1 <= amount2)
1929 self.assertFalse(amount2 <= amount1)
1930 self.assertTrue(amount1 <= amount1)
1931
1932 amount3 = portfolio.Amount("BTC", 1.6)
1933 with self.assertRaises(Exception):
1934 amount1 <= amount3
1935
1936 def test__gt(self):
1937 amount1 = portfolio.Amount("BTD", 11.3)
1938 amount2 = portfolio.Amount("BTD", 13.1)
1939
1940 self.assertTrue(amount2 > amount1)
1941 self.assertFalse(amount1 > amount2)
1942 self.assertFalse(amount1 > amount1)
1943
1944 amount3 = portfolio.Amount("BTC", 1.6)
1945 with self.assertRaises(Exception):
1946 amount3 > amount1
1947
1948 def test__ge(self):
1949 amount1 = portfolio.Amount("BTD", 11.3)
1950 amount2 = portfolio.Amount("BTD", 13.1)
1951
1952 self.assertTrue(amount2 >= amount1)
1953 self.assertFalse(amount1 >= amount2)
1954 self.assertTrue(amount1 >= amount1)
1955
1956 amount3 = portfolio.Amount("BTC", 1.6)
1957 with self.assertRaises(Exception):
1958 amount3 >= amount1
1959
1960 def test__eq(self):
1961 amount1 = portfolio.Amount("BTD", 11.3)
1962 amount2 = portfolio.Amount("BTD", 13.1)
1963 amount3 = portfolio.Amount("BTD", 11.3)
1964
1965 self.assertFalse(amount1 == amount2)
1966 self.assertFalse(amount2 == amount1)
1967 self.assertTrue(amount1 == amount3)
1968 self.assertFalse(amount2 == 0)
1969
1970 amount4 = portfolio.Amount("BTC", 1.6)
1971 with self.assertRaises(Exception):
1972 amount1 == amount4
1973
1974 amount5 = portfolio.Amount("BTD", 0)
1975 self.assertTrue(amount5 == 0)
1976
1977 def test__ne(self):
1978 amount1 = portfolio.Amount("BTD", 11.3)
1979 amount2 = portfolio.Amount("BTD", 13.1)
1980 amount3 = portfolio.Amount("BTD", 11.3)
1981
1982 self.assertTrue(amount1 != amount2)
1983 self.assertTrue(amount2 != amount1)
1984 self.assertFalse(amount1 != amount3)
1985 self.assertTrue(amount2 != 0)
1986
1987 amount4 = portfolio.Amount("BTC", 1.6)
1988 with self.assertRaises(Exception):
1989 amount1 != amount4
1990
1991 amount5 = portfolio.Amount("BTD", 0)
1992 self.assertFalse(amount5 != 0)
1993
1994 def test__neg(self):
1995 amount1 = portfolio.Amount("BTD", "11.3")
1996
1997 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
1998
1999 def test__str(self):
2000 amount1 = portfolio.Amount("BTX", 32)
2001 self.assertEqual("32.00000000 BTX", str(amount1))
2002
2003 amount2 = portfolio.Amount("USDT", 12000)
2004 amount1.linked_to = amount2
2005 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
2006
2007 def test__repr(self):
2008 amount1 = portfolio.Amount("BTX", 32)
2009 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
2010
2011 amount2 = portfolio.Amount("USDT", 12000)
2012 amount1.linked_to = amount2
2013 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
2014
2015 amount3 = portfolio.Amount("BTC", 0.1)
2016 amount2.linked_to = amount3
2017 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
2018
2019 def test_as_json(self):
2020 amount = portfolio.Amount("BTX", 32)
2021 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
2022
2023 amount = portfolio.Amount("BTX", "1E-10")
2024 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
2025
2026 amount = portfolio.Amount("BTX", "1E-5")
2027 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
2028 self.assertEqual("0.00001", str(amount.as_json()["value"]))
2029
2030
diff --git a/tests/test_store.py b/tests/test_store.py
new file mode 100644
index 0000000..408c0e8
--- /dev/null
+++ b/tests/test_store.py
@@ -0,0 +1,1268 @@
1from .helper import *
2import requests
3import datetime
4import threading
5import market, portfolio, store
6
7class NoopLockTest(unittest.TestCase):
8 def test_with(self):
9 noop_lock = store.NoopLock()
10 with noop_lock:
11 self.assertTrue(True)
12
13class LockedVarTest(unittest.TestCase):
14
15 def test_values(self):
16 locked_var = store.LockedVar("Foo")
17 self.assertIsInstance(locked_var.lock, store.NoopLock)
18 self.assertEqual("Foo", locked_var.val)
19
20 def test_get(self):
21 with self.subTest(desc="Normal case"):
22 locked_var = store.LockedVar("Foo")
23 self.assertEqual("Foo", locked_var.get())
24 with self.subTest(desc="Dict"):
25 locked_var = store.LockedVar({"foo": "bar"})
26 self.assertEqual({"foo": "bar"}, locked_var.get())
27 self.assertEqual("bar", locked_var.get("foo"))
28 self.assertIsNone(locked_var.get("other"))
29
30 def test_set(self):
31 locked_var = store.LockedVar("Foo")
32 locked_var.set("Bar")
33 self.assertEqual("Bar", locked_var.get())
34
35 def test__getattr(self):
36 dummy = type('Dummy', (object,), {})()
37 dummy.attribute = "Hey"
38
39 locked_var = store.LockedVar(dummy)
40 self.assertEqual("Hey", locked_var.attribute)
41 with self.assertRaises(AttributeError):
42 locked_var.other
43
44 def test_start_lock(self):
45 locked_var = store.LockedVar("Foo")
46 locked_var.start_lock()
47 self.assertEqual("lock", locked_var.lock.__class__.__name__)
48
49 thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
50 thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
51 thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
52
53 with locked_var.lock:
54 thread1.start()
55 thread2.start()
56 thread3.start()
57
58 self.assertEqual("Foo", locked_var.val)
59 thread1.join()
60 thread2.join()
61 thread3.join()
62 self.assertEqual("Bar", locked_var.get()[0:3])
63
64class TradeStoreTest(WebMockTestCase):
65 def test_compute_trades(self):
66 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
67
68 values_in_base = {
69 "XMR": portfolio.Amount("BTC", D("0.9")),
70 "DASH": portfolio.Amount("BTC", D("0.4")),
71 "XVG": portfolio.Amount("BTC", D("-0.5")),
72 "BTC": portfolio.Amount("BTC", D("0.5")),
73 }
74 new_repartition = {
75 "DASH": portfolio.Amount("BTC", D("0.5")),
76 "XVG": portfolio.Amount("BTC", D("0.1")),
77 "BTC": portfolio.Amount("BTC", D("0.4")),
78 "ETH": portfolio.Amount("BTC", D("0.3")),
79 }
80 side_effect = [
81 (True, 1),
82 (False, 2),
83 (False, 3),
84 (True, 4),
85 (True, 5)
86 ]
87
88 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
89 trade_store = market.TradeStore(self.m)
90 trade_if_matching.side_effect = side_effect
91
92 trade_store.compute_trades(values_in_base,
93 new_repartition, only="only")
94
95 self.assertEqual(5, trade_if_matching.call_count)
96 self.assertEqual(3, len(trade_store.all))
97 self.assertEqual([1, 4, 5], trade_store.all)
98 self.m.report.log_trades.assert_called_with(side_effect, "only")
99
100 def test_trade_if_matching(self):
101
102 with self.subTest(only="nope"):
103 trade_store = market.TradeStore(self.m)
104 result = trade_store.trade_if_matching(
105 portfolio.Amount("BTC", D("0")),
106 portfolio.Amount("BTC", D("0.3")),
107 "ETH", only="nope")
108 self.assertEqual(False, result[0])
109 self.assertIsInstance(result[1], portfolio.Trade)
110
111 with self.subTest(only=None):
112 trade_store = market.TradeStore(self.m)
113 result = trade_store.trade_if_matching(
114 portfolio.Amount("BTC", D("0")),
115 portfolio.Amount("BTC", D("0.3")),
116 "ETH", only=None)
117 self.assertEqual(True, result[0])
118
119 with self.subTest(only="acquire"):
120 trade_store = market.TradeStore(self.m)
121 result = trade_store.trade_if_matching(
122 portfolio.Amount("BTC", D("0")),
123 portfolio.Amount("BTC", D("0.3")),
124 "ETH", only="acquire")
125 self.assertEqual(True, result[0])
126
127 with self.subTest(only="dispose"):
128 trade_store = market.TradeStore(self.m)
129 result = trade_store.trade_if_matching(
130 portfolio.Amount("BTC", D("0")),
131 portfolio.Amount("BTC", D("0.3")),
132 "ETH", only="dispose")
133 self.assertEqual(False, result[0])
134
135 def test_prepare_orders(self):
136 trade_store = market.TradeStore(self.m)
137
138 trade_mock1 = mock.Mock()
139 trade_mock2 = mock.Mock()
140 trade_mock3 = mock.Mock()
141
142 trade_mock1.prepare_order.return_value = 1
143 trade_mock2.prepare_order.return_value = 2
144 trade_mock3.prepare_order.return_value = 3
145
146 trade_mock1.pending = True
147 trade_mock2.pending = True
148 trade_mock3.pending = False
149
150 trade_store.all.append(trade_mock1)
151 trade_store.all.append(trade_mock2)
152 trade_store.all.append(trade_mock3)
153
154 trade_store.prepare_orders()
155 trade_mock1.prepare_order.assert_called_with(compute_value="default")
156 trade_mock2.prepare_order.assert_called_with(compute_value="default")
157 trade_mock3.prepare_order.assert_not_called()
158 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
159
160 self.m.report.log_orders.reset_mock()
161
162 trade_store.prepare_orders(compute_value="bla")
163 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
164 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
165 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
166
167 trade_mock1.prepare_order.reset_mock()
168 trade_mock2.prepare_order.reset_mock()
169 self.m.report.log_orders.reset_mock()
170
171 trade_mock1.action = "foo"
172 trade_mock2.action = "bar"
173 trade_store.prepare_orders(only="bar")
174 trade_mock1.prepare_order.assert_not_called()
175 trade_mock2.prepare_order.assert_called_with(compute_value="default")
176 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
177
178 def test_print_all_with_order(self):
179 trade_mock1 = mock.Mock()
180 trade_mock2 = mock.Mock()
181 trade_mock3 = mock.Mock()
182 trade_store = market.TradeStore(self.m)
183 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
184
185 trade_store.print_all_with_order()
186
187 trade_mock1.print_with_order.assert_called()
188 trade_mock2.print_with_order.assert_called()
189 trade_mock3.print_with_order.assert_called()
190
191 def test_run_orders(self):
192 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
193 order_mock1 = mock.Mock()
194 order_mock2 = mock.Mock()
195 order_mock3 = mock.Mock()
196 trade_store = market.TradeStore(self.m)
197
198 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
199
200 trade_store.run_orders()
201
202 all_orders.assert_called_with(state="pending")
203
204 order_mock1.run.assert_called()
205 order_mock2.run.assert_called()
206 order_mock3.run.assert_called()
207
208 self.m.report.log_stage.assert_called_with("run_orders")
209 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
210 order_mock3])
211
212 def test_all_orders(self):
213 trade_mock1 = mock.Mock()
214 trade_mock2 = mock.Mock()
215
216 order_mock1 = mock.Mock()
217 order_mock2 = mock.Mock()
218 order_mock3 = mock.Mock()
219
220 trade_mock1.orders = [order_mock1, order_mock2]
221 trade_mock2.orders = [order_mock3]
222
223 order_mock1.status = "pending"
224 order_mock2.status = "open"
225 order_mock3.status = "open"
226
227 trade_store = market.TradeStore(self.m)
228 trade_store.all.append(trade_mock1)
229 trade_store.all.append(trade_mock2)
230
231 orders = trade_store.all_orders()
232 self.assertEqual(3, len(orders))
233
234 open_orders = trade_store.all_orders(state="open")
235 self.assertEqual(2, len(open_orders))
236 self.assertEqual([order_mock2, order_mock3], open_orders)
237
238 def test_update_all_orders_status(self):
239 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
240 order_mock1 = mock.Mock()
241 order_mock2 = mock.Mock()
242 order_mock3 = mock.Mock()
243
244 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
245
246 trade_store = market.TradeStore(self.m)
247
248 trade_store.update_all_orders_status()
249 all_orders.assert_called_with(state="open")
250
251 order_mock1.get_status.assert_called()
252 order_mock2.get_status.assert_called()
253 order_mock3.get_status.assert_called()
254
255 def test_close_trades(self):
256 trade_mock1 = mock.Mock()
257 trade_mock2 = mock.Mock()
258 trade_mock3 = mock.Mock()
259
260 trade_store = market.TradeStore(self.m)
261
262 trade_store.all.append(trade_mock1)
263 trade_store.all.append(trade_mock2)
264 trade_store.all.append(trade_mock3)
265
266 trade_store.close_trades()
267
268 trade_mock1.close.assert_called_once_with()
269 trade_mock2.close.assert_called_once_with()
270 trade_mock3.close.assert_called_once_with()
271
272 def test_pending(self):
273 trade_mock1 = mock.Mock()
274 trade_mock1.pending = True
275 trade_mock2 = mock.Mock()
276 trade_mock2.pending = True
277 trade_mock3 = mock.Mock()
278 trade_mock3.pending = False
279
280 trade_store = market.TradeStore(self.m)
281
282 trade_store.all.append(trade_mock1)
283 trade_store.all.append(trade_mock2)
284 trade_store.all.append(trade_mock3)
285
286 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
287
288class BalanceStoreTest(WebMockTestCase):
289 def setUp(self):
290 super().setUp()
291
292 self.fetch_balance = {
293 "ETC": {
294 "exchange_free": 0,
295 "exchange_used": 0,
296 "exchange_total": 0,
297 "margin_total": 0,
298 },
299 "USDT": {
300 "exchange_free": D("6.0"),
301 "exchange_used": D("1.2"),
302 "exchange_total": D("7.2"),
303 "margin_total": 0,
304 },
305 "XVG": {
306 "exchange_free": 16,
307 "exchange_used": 0,
308 "exchange_total": 16,
309 "margin_total": 0,
310 },
311 "XMR": {
312 "exchange_free": 0,
313 "exchange_used": 0,
314 "exchange_total": 0,
315 "margin_total": D("-1.0"),
316 "margin_free": 0,
317 },
318 }
319
320 def test_in_currency(self):
321 self.m.get_ticker.return_value = {
322 "bid": D("0.09"),
323 "ask": D("0.11"),
324 "average": D("0.1"),
325 }
326
327 balance_store = market.BalanceStore(self.m)
328 balance_store.all = {
329 "BTC": portfolio.Balance("BTC", {
330 "total": "0.65",
331 "exchange_total":"0.65",
332 "exchange_free": "0.35",
333 "exchange_used": "0.30"}),
334 "ETH": portfolio.Balance("ETH", {
335 "total": 3,
336 "exchange_total": 3,
337 "exchange_free": 3,
338 "exchange_used": 0}),
339 }
340
341 amounts = balance_store.in_currency("BTC")
342 self.assertEqual("BTC", amounts["ETH"].currency)
343 self.assertEqual(D("0.65"), amounts["BTC"].value)
344 self.assertEqual(D("0.30"), amounts["ETH"].value)
345 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
346 "average", "total")
347 self.m.report.log_tickers.reset_mock()
348
349 amounts = balance_store.in_currency("BTC", compute_value="bid")
350 self.assertEqual(D("0.65"), amounts["BTC"].value)
351 self.assertEqual(D("0.27"), amounts["ETH"].value)
352 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
353 "bid", "total")
354 self.m.report.log_tickers.reset_mock()
355
356 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
357 self.assertEqual(D("0.30"), amounts["BTC"].value)
358 self.assertEqual(0, amounts["ETH"].value)
359 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
360 "bid", "exchange_used")
361 self.m.report.log_tickers.reset_mock()
362
363 def test_fetch_balances(self):
364 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
365
366 balance_store = market.BalanceStore(self.m)
367
368 balance_store.fetch_balances()
369 self.assertNotIn("ETC", balance_store.currencies())
370 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
371
372 balance_store.all["ETC"] = portfolio.Balance("ETC", {
373 "exchange_total": "1", "exchange_free": "0",
374 "exchange_used": "1" })
375 balance_store.fetch_balances(tag="foo")
376 self.assertEqual(0, balance_store.all["ETC"].total)
377 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
378 self.m.report.log_balances.assert_called_with(tag="foo")
379
380 @mock.patch.object(market.Portfolio, "repartition")
381 def test_dispatch_assets(self, repartition):
382 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
383
384 balance_store = market.BalanceStore(self.m)
385 balance_store.fetch_balances()
386
387 self.assertNotIn("XEM", balance_store.currencies())
388
389 repartition_hash = {
390 "XEM": (D("0.75"), "long"),
391 "BTC": (D("0.26"), "long"),
392 "DASH": (D("0.10"), "short"),
393 }
394 repartition.return_value = repartition_hash
395
396 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
397 repartition.assert_called_with(liquidity="medium")
398 self.assertIn("XEM", balance_store.currencies())
399 self.assertEqual(D("2.6"), amounts["BTC"].value)
400 self.assertEqual(D("7.5"), amounts["XEM"].value)
401 self.assertEqual(D("-1.0"), amounts["DASH"].value)
402 self.m.report.log_balances.assert_called_with(tag=None)
403 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
404 "11.1"), amounts, "medium", repartition_hash)
405
406 def test_currencies(self):
407 balance_store = market.BalanceStore(self.m)
408
409 balance_store.all = {
410 "BTC": portfolio.Balance("BTC", {
411 "total": "0.65",
412 "exchange_total":"0.65",
413 "exchange_free": "0.35",
414 "exchange_used": "0.30"}),
415 "ETH": portfolio.Balance("ETH", {
416 "total": 3,
417 "exchange_total": 3,
418 "exchange_free": 3,
419 "exchange_used": 0}),
420 }
421 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
422
423 def test_as_json(self):
424 balance_mock1 = mock.Mock()
425 balance_mock1.as_json.return_value = 1
426
427 balance_mock2 = mock.Mock()
428 balance_mock2.as_json.return_value = 2
429
430 balance_store = market.BalanceStore(self.m)
431 balance_store.all = {
432 "BTC": balance_mock1,
433 "ETH": balance_mock2,
434 }
435
436 as_json = balance_store.as_json()
437 self.assertEqual(1, as_json["BTC"])
438 self.assertEqual(2, as_json["ETH"])
439
440class ReportStoreTest(WebMockTestCase):
441 def test_add_log(self):
442 with self.subTest(market=self.m):
443 self.m.user_id = 1
444 self.m.market_id = 3
445 report_store = market.ReportStore(self.m)
446 result = report_store.add_log({"foo": "bar"})
447
448 self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}, result)
449 self.assertEqual(result, report_store.logs[0])
450
451 with self.subTest(market=None):
452 report_store = market.ReportStore(None)
453 result = report_store.add_log({"foo": "bar"})
454
455 self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}, result)
456
457 def test_set_verbose(self):
458 report_store = market.ReportStore(self.m)
459 with self.subTest(verbose=True):
460 report_store.set_verbose(True)
461 self.assertTrue(report_store.verbose_print)
462
463 with self.subTest(verbose=False):
464 report_store.set_verbose(False)
465 self.assertFalse(report_store.verbose_print)
466
467 def test_merge(self):
468 self.m.user_id = 1
469 self.m.market_id = 3
470 report_store1 = market.ReportStore(self.m, verbose_print=False)
471 report_store2 = market.ReportStore(None, verbose_print=False)
472
473 report_store2.log_stage("1")
474 report_store1.log_stage("2")
475 report_store2.log_stage("3")
476
477 report_store1.merge(report_store2)
478
479 self.assertEqual(3, len(report_store1.logs))
480 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
481 self.assertEqual(6, len(report_store1.print_logs))
482
483 def test_print_log(self):
484 report_store = market.ReportStore(self.m)
485 with self.subTest(verbose=True),\
486 mock.patch.object(store, "datetime") as time_mock,\
487 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
488 time_mock.datetime.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
489 report_store.set_verbose(True)
490 report_store.print_log("Coucou")
491 report_store.print_log(portfolio.Amount("BTC", 1))
492 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
493
494 with self.subTest(verbose=False),\
495 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
496 report_store.set_verbose(False)
497 report_store.print_log("Coucou")
498 report_store.print_log(portfolio.Amount("BTC", 1))
499 self.assertEqual(stdout_mock.getvalue(), "")
500
501 def test_default_json_serial(self):
502 report_store = market.ReportStore(self.m)
503
504 self.assertEqual("2018-02-24T00:00:00",
505 report_store.default_json_serial(portfolio.datetime.datetime(2018, 2, 24)))
506 self.assertEqual("1.00000000 BTC",
507 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
508
509 def test_to_json(self):
510 report_store = market.ReportStore(self.m)
511 report_store.logs.append({"foo": "bar"})
512 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
513 report_store.logs.append({"date": portfolio.datetime.datetime(2018, 2, 24)})
514 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
515 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
516 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())
517
518 def test_to_json_array(self):
519 report_store = market.ReportStore(self.m)
520 report_store.logs.append({
521 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
522 })
523 report_store.logs.append({
524 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
525 })
526 logs = list(report_store.to_json_array())
527
528 self.assertEqual(2, len(logs))
529 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
530 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
531
532 @mock.patch.object(market.ReportStore, "print_log")
533 @mock.patch.object(market.ReportStore, "add_log")
534 def test_log_stage(self, add_log, print_log):
535 report_store = market.ReportStore(self.m)
536 c = lambda x: x
537 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
538 print_log.assert_has_calls([
539 mock.call("-----------"),
540 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
541 ])
542 add_log.assert_called_once_with({
543 'type': 'stage',
544 'stage': 'foo',
545 'args': {
546 'bar': 'baz',
547 'c': 'c = lambda x: x',
548 'd': {
549 'currency': 'BTC',
550 'value': D('1')
551 }
552 }
553 })
554
555 @mock.patch.object(market.ReportStore, "print_log")
556 @mock.patch.object(market.ReportStore, "add_log")
557 def test_log_balances(self, add_log, print_log):
558 report_store = market.ReportStore(self.m)
559 self.m.balances.as_json.return_value = "json"
560 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
561
562 report_store.log_balances(tag="tag")
563 print_log.assert_has_calls([
564 mock.call("[Balance]"),
565 mock.call("\tbar"),
566 mock.call("\tbaz"),
567 ])
568 add_log.assert_called_once_with({
569 'type': 'balance',
570 'balances': 'json',
571 'tag': 'tag'
572 })
573
574 @mock.patch.object(market.ReportStore, "print_log")
575 @mock.patch.object(market.ReportStore, "add_log")
576 def test_log_tickers(self, add_log, print_log):
577 report_store = market.ReportStore(self.m)
578 amounts = {
579 "BTC": portfolio.Amount("BTC", 10),
580 "ETH": portfolio.Amount("BTC", D("0.3"))
581 }
582 amounts["ETH"].rate = D("0.1")
583
584 report_store.log_tickers(amounts, "BTC", "default", "total")
585 print_log.assert_not_called()
586 add_log.assert_called_once_with({
587 'type': 'tickers',
588 'compute_value': 'default',
589 'balance_type': 'total',
590 'currency': 'BTC',
591 'balances': {
592 'BTC': D('10'),
593 'ETH': D('0.3')
594 },
595 'rates': {
596 'BTC': None,
597 'ETH': D('0.1')
598 },
599 'total': D('10.3')
600 })
601
602 add_log.reset_mock()
603 compute_value = lambda x: x["bid"]
604 report_store.log_tickers(amounts, "BTC", compute_value, "total")
605 add_log.assert_called_once_with({
606 'type': 'tickers',
607 'compute_value': 'compute_value = lambda x: x["bid"]',
608 'balance_type': 'total',
609 'currency': 'BTC',
610 'balances': {
611 'BTC': D('10'),
612 'ETH': D('0.3')
613 },
614 'rates': {
615 'BTC': None,
616 'ETH': D('0.1')
617 },
618 'total': D('10.3')
619 })
620
621 @mock.patch.object(market.ReportStore, "print_log")
622 @mock.patch.object(market.ReportStore, "add_log")
623 def test_log_dispatch(self, add_log, print_log):
624 report_store = market.ReportStore(self.m)
625 amount = portfolio.Amount("BTC", "10.3")
626 amounts = {
627 "BTC": portfolio.Amount("BTC", 10),
628 "ETH": portfolio.Amount("BTC", D("0.3"))
629 }
630 report_store.log_dispatch(amount, amounts, "medium", "repartition")
631 print_log.assert_not_called()
632 add_log.assert_called_once_with({
633 'type': 'dispatch',
634 'liquidity': 'medium',
635 'repartition_ratio': 'repartition',
636 'total_amount': {
637 'currency': 'BTC',
638 'value': D('10.3')
639 },
640 'repartition': {
641 'BTC': D('10'),
642 'ETH': D('0.3')
643 }
644 })
645
646 @mock.patch.object(market.ReportStore, "print_log")
647 @mock.patch.object(market.ReportStore, "add_log")
648 def test_log_trades(self, add_log, print_log):
649 report_store = market.ReportStore(self.m)
650 trade_mock1 = mock.Mock()
651 trade_mock2 = mock.Mock()
652 trade_mock1.as_json.return_value = { "trade": "1" }
653 trade_mock2.as_json.return_value = { "trade": "2" }
654
655 matching_and_trades = [
656 (True, trade_mock1),
657 (False, trade_mock2),
658 ]
659 report_store.log_trades(matching_and_trades, "only")
660
661 print_log.assert_not_called()
662 add_log.assert_called_with({
663 'type': 'trades',
664 'only': 'only',
665 'debug': False,
666 'trades': [
667 {'trade': '1', 'skipped': False},
668 {'trade': '2', 'skipped': True}
669 ]
670 })
671
672 @mock.patch.object(market.ReportStore, "print_log")
673 @mock.patch.object(market.ReportStore, "add_log")
674 def test_log_orders(self, add_log, print_log):
675 report_store = market.ReportStore(self.m)
676
677 order_mock1 = mock.Mock()
678 order_mock2 = mock.Mock()
679
680 order_mock1.as_json.return_value = "order1"
681 order_mock2.as_json.return_value = "order2"
682
683 orders = [order_mock1, order_mock2]
684
685 report_store.log_orders(orders, tick="tick",
686 only="only", compute_value="compute_value")
687
688 print_log.assert_called_once_with("[Orders]")
689 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
690
691 add_log.assert_called_with({
692 'type': 'orders',
693 'only': 'only',
694 'compute_value': 'compute_value',
695 'tick': 'tick',
696 'orders': ['order1', 'order2']
697 })
698
699 add_log.reset_mock()
700 def compute_value(x, y):
701 return x[y]
702 report_store.log_orders(orders, tick="tick",
703 only="only", compute_value=compute_value)
704 add_log.assert_called_with({
705 'type': 'orders',
706 'only': 'only',
707 'compute_value': 'def compute_value(x, y):\n return x[y]',
708 'tick': 'tick',
709 'orders': ['order1', 'order2']
710 })
711
712
713 @mock.patch.object(market.ReportStore, "print_log")
714 @mock.patch.object(market.ReportStore, "add_log")
715 def test_log_order(self, add_log, print_log):
716 report_store = market.ReportStore(self.m)
717 order_mock = mock.Mock()
718 order_mock.as_json.return_value = "order"
719 new_order_mock = mock.Mock()
720 new_order_mock.as_json.return_value = "new_order"
721 order_mock.__repr__ = mock.Mock()
722 order_mock.__repr__.return_value = "Order Mock"
723 new_order_mock.__repr__ = mock.Mock()
724 new_order_mock.__repr__.return_value = "New order Mock"
725
726 with self.subTest(finished=True):
727 report_store.log_order(order_mock, 1, finished=True)
728 print_log.assert_called_once_with("[Order] Finished Order Mock")
729 add_log.assert_called_once_with({
730 'type': 'order',
731 'tick': 1,
732 'update': None,
733 'order': 'order',
734 'compute_value': None,
735 'new_order': None
736 })
737
738 add_log.reset_mock()
739 print_log.reset_mock()
740
741 with self.subTest(update="waiting"):
742 report_store.log_order(order_mock, 1, update="waiting")
743 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
744 add_log.assert_called_once_with({
745 'type': 'order',
746 'tick': 1,
747 'update': 'waiting',
748 'order': 'order',
749 'compute_value': None,
750 'new_order': None
751 })
752
753 add_log.reset_mock()
754 print_log.reset_mock()
755 with self.subTest(update="adjusting"):
756 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
757 report_store.log_order(order_mock, 3,
758 update="adjusting", new_order=new_order_mock,
759 compute_value=compute_value)
760 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
761 add_log.assert_called_once_with({
762 'type': 'order',
763 'tick': 3,
764 'update': 'adjusting',
765 'order': 'order',
766 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
767 'new_order': 'new_order'
768 })
769
770 add_log.reset_mock()
771 print_log.reset_mock()
772 with self.subTest(update="market_fallback"):
773 report_store.log_order(order_mock, 7,
774 update="market_fallback", new_order=new_order_mock)
775 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
776 add_log.assert_called_once_with({
777 'type': 'order',
778 'tick': 7,
779 'update': 'market_fallback',
780 'order': 'order',
781 'compute_value': None,
782 'new_order': 'new_order'
783 })
784
785 add_log.reset_mock()
786 print_log.reset_mock()
787 with self.subTest(update="market_adjusting"):
788 report_store.log_order(order_mock, 17,
789 update="market_adjust", new_order=new_order_mock)
790 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
791 add_log.assert_called_once_with({
792 'type': 'order',
793 'tick': 17,
794 'update': 'market_adjust',
795 'order': 'order',
796 'compute_value': None,
797 'new_order': 'new_order'
798 })
799
800 @mock.patch.object(market.ReportStore, "print_log")
801 @mock.patch.object(market.ReportStore, "add_log")
802 def test_log_move_balances(self, add_log, print_log):
803 report_store = market.ReportStore(self.m)
804 needed = {
805 "BTC": portfolio.Amount("BTC", 10),
806 "USDT": 1
807 }
808 moving = {
809 "BTC": portfolio.Amount("BTC", 3),
810 "USDT": -2
811 }
812 report_store.log_move_balances(needed, moving)
813 print_log.assert_not_called()
814 add_log.assert_called_once_with({
815 'type': 'move_balances',
816 'debug': False,
817 'needed': {
818 'BTC': D('10'),
819 'USDT': 1
820 },
821 'moving': {
822 'BTC': D('3'),
823 'USDT': -2
824 }
825 })
826
827 def test_log_http_request(self):
828 with mock.patch.object(market.ReportStore, "add_log") as add_log:
829 report_store = market.ReportStore(self.m)
830 response = mock.Mock()
831 response.status_code = 200
832 response.text = "Hey"
833
834 report_store.log_http_request("method", "url", "body",
835 "headers", response)
836 add_log.assert_called_once_with({
837 'type': 'http_request',
838 'method': 'method',
839 'url': 'url',
840 'body': 'body',
841 'headers': 'headers',
842 'status': 200,
843 'response': 'Hey',
844 'response_same_as': None,
845 })
846
847 add_log.reset_mock()
848 report_store.log_http_request("method", "url", "body",
849 "headers", ValueError("Foo"))
850 add_log.assert_called_once_with({
851 'type': 'http_request',
852 'method': 'method',
853 'url': 'url',
854 'body': 'body',
855 'headers': 'headers',
856 'status': -1,
857 'response': None,
858 'error': 'ValueError',
859 'error_message': 'Foo',
860 })
861
862 with self.subTest(no_http_dup=True, duplicate=True):
863 self.m.user_id = 1
864 self.m.market_id = 3
865 report_store = market.ReportStore(self.m, no_http_dup=True)
866 original_add_log = report_store.add_log
867 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
868 report_store.log_http_request("method", "url", "body",
869 "headers", response)
870 report_store.log_http_request("method", "url", "body",
871 "headers", response)
872 self.assertEqual(2, add_log.call_count)
873 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
874 self.assertIsNone(add_log.mock_calls[1][1][0]["response"])
875 self.assertEqual(add_log.mock_calls[0][1][0]["date"], add_log.mock_calls[1][1][0]["response_same_as"])
876 with self.subTest(no_http_dup=True, duplicate=False, case="Different call"):
877 self.m.user_id = 1
878 self.m.market_id = 3
879 report_store = market.ReportStore(self.m, no_http_dup=True)
880 original_add_log = report_store.add_log
881 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
882 report_store.log_http_request("method", "url", "body",
883 "headers", response)
884 report_store.log_http_request("method2", "url", "body",
885 "headers", response)
886 self.assertEqual(2, add_log.call_count)
887 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
888 self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
889 with self.subTest(no_http_dup=True, duplicate=False, case="Call inbetween"):
890 self.m.user_id = 1
891 self.m.market_id = 3
892 report_store = market.ReportStore(self.m, no_http_dup=True)
893 original_add_log = report_store.add_log
894
895 response2 = mock.Mock()
896 response2.status_code = 200
897 response2.text = "Hey there!"
898
899 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
900 report_store.log_http_request("method", "url", "body",
901 "headers", response)
902 report_store.log_http_request("method", "url", "body",
903 "headers", response2)
904 report_store.log_http_request("method", "url", "body",
905 "headers", response)
906 self.assertEqual(3, add_log.call_count)
907 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
908 self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
909 self.assertIsNone(add_log.mock_calls[2][1][0]["response_same_as"])
910
911 @mock.patch.object(market.ReportStore, "add_log")
912 def test_log_market(self, add_log):
913 report_store = market.ReportStore(self.m)
914
915 report_store.log_market(self.market_args(debug=True, quiet=False))
916 add_log.assert_called_once_with({
917 "type": "market",
918 "commit": "$Format:%H$",
919 "args": { "report_path": None, "debug": True, "quiet": False },
920 })
921
922 @mock.patch.object(market.ReportStore, "print_log")
923 @mock.patch.object(market.ReportStore, "add_log")
924 def test_log_error(self, add_log, print_log):
925 report_store = market.ReportStore(self.m)
926 with self.subTest(message=None, exception=None):
927 report_store.log_error("action")
928 print_log.assert_called_once_with("[Error] action")
929 add_log.assert_called_once_with({
930 'type': 'error',
931 'action': 'action',
932 'exception_class': None,
933 'exception_message': None,
934 'message': None
935 })
936
937 print_log.reset_mock()
938 add_log.reset_mock()
939 with self.subTest(message="Hey", exception=None):
940 report_store.log_error("action", message="Hey")
941 print_log.assert_has_calls([
942 mock.call("[Error] action"),
943 mock.call("\tHey")
944 ])
945 add_log.assert_called_once_with({
946 'type': 'error',
947 'action': 'action',
948 'exception_class': None,
949 'exception_message': None,
950 'message': "Hey"
951 })
952
953 print_log.reset_mock()
954 add_log.reset_mock()
955 with self.subTest(message=None, exception=Exception("bouh")):
956 report_store.log_error("action", exception=Exception("bouh"))
957 print_log.assert_has_calls([
958 mock.call("[Error] action"),
959 mock.call("\tException: bouh")
960 ])
961 add_log.assert_called_once_with({
962 'type': 'error',
963 'action': 'action',
964 'exception_class': "Exception",
965 'exception_message': "bouh",
966 'message': None
967 })
968
969 print_log.reset_mock()
970 add_log.reset_mock()
971 with self.subTest(message="Hey", exception=Exception("bouh")):
972 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
973 print_log.assert_has_calls([
974 mock.call("[Error] action"),
975 mock.call("\tException: bouh"),
976 mock.call("\tHey")
977 ])
978 add_log.assert_called_once_with({
979 'type': 'error',
980 'action': 'action',
981 'exception_class': "Exception",
982 'exception_message': "bouh",
983 'message': "Hey"
984 })
985
986 @mock.patch.object(market.ReportStore, "print_log")
987 @mock.patch.object(market.ReportStore, "add_log")
988 def test_log_debug_action(self, add_log, print_log):
989 report_store = market.ReportStore(self.m)
990 report_store.log_debug_action("Hey")
991
992 print_log.assert_called_once_with("[Debug] Hey")
993 add_log.assert_called_once_with({
994 'type': 'debug_action',
995 'action': 'Hey'
996 })
997
998class PortfolioTest(WebMockTestCase):
999 def setUp(self):
1000 super().setUp()
1001
1002 with open("test_samples/test_portfolio.json") as example:
1003 self.json_response = example.read()
1004
1005 self.wm.get(market.Portfolio.URL, text=self.json_response)
1006
1007 @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
1008 def test_get_cryptoportfolio(self, parse_cryptoportfolio):
1009 with self.subTest(parallel=False):
1010 self.wm.get(market.Portfolio.URL, [
1011 {"text":'{ "foo": "bar" }', "status_code": 200},
1012 {"text": "System Error", "status_code": 500},
1013 {"exc": requests.exceptions.ConnectTimeout},
1014 ])
1015 market.Portfolio.get_cryptoportfolio()
1016 self.assertIn("foo", market.Portfolio.data.get())
1017 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
1018 self.assertTrue(self.wm.called)
1019 self.assertEqual(1, self.wm.call_count)
1020 market.Portfolio.report.log_error.assert_not_called()
1021 market.Portfolio.report.log_http_request.assert_called_once()
1022 parse_cryptoportfolio.assert_called_once_with()
1023 market.Portfolio.report.log_http_request.reset_mock()
1024 parse_cryptoportfolio.reset_mock()
1025 market.Portfolio.data = store.LockedVar(None)
1026
1027 market.Portfolio.get_cryptoportfolio()
1028 self.assertIsNone(market.Portfolio.data.get())
1029 self.assertEqual(2, self.wm.call_count)
1030 parse_cryptoportfolio.assert_not_called()
1031 market.Portfolio.report.log_error.assert_not_called()
1032 market.Portfolio.report.log_http_request.assert_called_once()
1033 market.Portfolio.report.log_http_request.reset_mock()
1034 parse_cryptoportfolio.reset_mock()
1035
1036 market.Portfolio.data = store.LockedVar("Foo")
1037 market.Portfolio.get_cryptoportfolio()
1038 self.assertEqual(2, self.wm.call_count)
1039 parse_cryptoportfolio.assert_not_called()
1040
1041 market.Portfolio.get_cryptoportfolio(refetch=True)
1042 self.assertEqual("Foo", market.Portfolio.data.get())
1043 self.assertEqual(3, self.wm.call_count)
1044 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
1045 exception=mock.ANY)
1046 market.Portfolio.report.log_http_request.assert_not_called()
1047 with self.subTest(parallel=True):
1048 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
1049 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
1050 with self.subTest(worker=True):
1051 market.Portfolio.data = store.LockedVar(None)
1052 market.Portfolio.worker = mock.Mock()
1053 is_worker.return_value = True
1054 self.wm.get(market.Portfolio.URL, [
1055 {"text":'{ "foo": "bar" }', "status_code": 200},
1056 ])
1057 market.Portfolio.get_cryptoportfolio()
1058 self.assertIn("foo", market.Portfolio.data.get())
1059 parse_cryptoportfolio.reset_mock()
1060 with self.subTest(worker=False):
1061 market.Portfolio.data = store.LockedVar(None)
1062 market.Portfolio.worker = mock.Mock()
1063 is_worker.return_value = False
1064 market.Portfolio.get_cryptoportfolio()
1065 notify.assert_called_once_with()
1066 parse_cryptoportfolio.assert_not_called()
1067
1068 def test_parse_cryptoportfolio(self):
1069 with self.subTest(description="Normal case"):
1070 market.Portfolio.data = store.LockedVar(store.json.loads(
1071 self.json_response, parse_int=D, parse_float=D))
1072 market.Portfolio.parse_cryptoportfolio()
1073
1074 self.assertListEqual(
1075 ["medium", "high"],
1076 list(market.Portfolio.liquidities.get().keys()))
1077
1078 liquidities = market.Portfolio.liquidities.get()
1079 self.assertEqual(10, len(liquidities["medium"].keys()))
1080 self.assertEqual(10, len(liquidities["high"].keys()))
1081
1082 expected = {
1083 'BTC': (D("0.2857"), "long"),
1084 'DGB': (D("0.1015"), "long"),
1085 'DOGE': (D("0.1805"), "long"),
1086 'SC': (D("0.0623"), "long"),
1087 'ZEC': (D("0.3701"), "long"),
1088 }
1089 date = portfolio.datetime.datetime(2018, 1, 8)
1090 self.assertDictEqual(expected, liquidities["high"][date])
1091
1092 expected = {
1093 'BTC': (D("1.1102e-16"), "long"),
1094 'ETC': (D("0.1"), "long"),
1095 'FCT': (D("0.1"), "long"),
1096 'GAS': (D("0.1"), "long"),
1097 'NAV': (D("0.1"), "long"),
1098 'OMG': (D("0.1"), "long"),
1099 'OMNI': (D("0.1"), "long"),
1100 'PPC': (D("0.1"), "long"),
1101 'RIC': (D("0.1"), "long"),
1102 'VIA': (D("0.1"), "long"),
1103 'XCP': (D("0.1"), "long"),
1104 }
1105 self.assertDictEqual(expected, liquidities["medium"][date])
1106 self.assertEqual(portfolio.datetime.datetime(2018, 1, 15), market.Portfolio.last_date.get())
1107
1108 with self.subTest(description="Missing weight"):
1109 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1110 del(data["portfolio_2"]["weights"])
1111 market.Portfolio.data = store.LockedVar(data)
1112
1113 market.Portfolio.parse_cryptoportfolio()
1114 self.assertListEqual(
1115 ["medium", "high"],
1116 list(market.Portfolio.liquidities.get().keys()))
1117 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1118
1119 with self.subTest(description="All missing weights"):
1120 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1121 del(data["portfolio_1"]["weights"])
1122 del(data["portfolio_2"]["weights"])
1123 market.Portfolio.data = store.LockedVar(data)
1124
1125 market.Portfolio.parse_cryptoportfolio()
1126 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1127 self.assertEqual({}, market.Portfolio.liquidities.get("high"))
1128 self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
1129
1130
1131 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1132 def test_repartition(self, get_cryptoportfolio):
1133 market.Portfolio.liquidities = store.LockedVar({
1134 "medium": {
1135 "2018-03-01": "medium_2018-03-01",
1136 "2018-03-08": "medium_2018-03-08",
1137 },
1138 "high": {
1139 "2018-03-01": "high_2018-03-01",
1140 "2018-03-08": "high_2018-03-08",
1141 }
1142 })
1143 market.Portfolio.last_date = store.LockedVar("2018-03-08")
1144
1145 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
1146 get_cryptoportfolio.assert_called_once_with()
1147 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
1148 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
1149
1150 @mock.patch.object(market.time, "sleep")
1151 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1152 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
1153 self.call_count = 0
1154 def _get(refetch=False):
1155 if self.call_count != 0:
1156 self.assertTrue(refetch)
1157 else:
1158 self.assertFalse(refetch)
1159 self.call_count += 1
1160 market.Portfolio.last_date = store.LockedVar(store.datetime.datetime.now()\
1161 - store.datetime.timedelta(10)\
1162 + store.datetime.timedelta(self.call_count))
1163 get_cryptoportfolio.side_effect = _get
1164
1165 market.Portfolio.wait_for_recent()
1166 sleep.assert_called_with(30)
1167 self.assertEqual(6, sleep.call_count)
1168 self.assertEqual(7, get_cryptoportfolio.call_count)
1169 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
1170
1171 sleep.reset_mock()
1172 get_cryptoportfolio.reset_mock()
1173 market.Portfolio.last_date = store.LockedVar(None)
1174 self.call_count = 0
1175 market.Portfolio.wait_for_recent(delta=15)
1176 sleep.assert_not_called()
1177 self.assertEqual(1, get_cryptoportfolio.call_count)
1178
1179 sleep.reset_mock()
1180 get_cryptoportfolio.reset_mock()
1181 market.Portfolio.last_date = store.LockedVar(None)
1182 self.call_count = 0
1183 market.Portfolio.wait_for_recent(delta=1)
1184 sleep.assert_called_with(30)
1185 self.assertEqual(9, sleep.call_count)
1186 self.assertEqual(10, get_cryptoportfolio.call_count)
1187
1188 def test_is_worker_thread(self):
1189 with self.subTest(worker=None):
1190 self.assertFalse(store.Portfolio.is_worker_thread())
1191
1192 with self.subTest(worker="not self"),\
1193 mock.patch("threading.current_thread") as current_thread:
1194 current = mock.Mock()
1195 current_thread.return_value = current
1196 store.Portfolio.worker = mock.Mock()
1197 self.assertFalse(store.Portfolio.is_worker_thread())
1198
1199 with self.subTest(worker="self"),\
1200 mock.patch("threading.current_thread") as current_thread:
1201 current = mock.Mock()
1202 current_thread.return_value = current
1203 store.Portfolio.worker = current
1204 self.assertTrue(store.Portfolio.is_worker_thread())
1205
1206 def test_start_worker(self):
1207 with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
1208 store.Portfolio.start_worker()
1209 notification.assert_called_once_with(poll=30)
1210
1211 self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
1212 self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
1213 store.Portfolio.report.start_lock.assert_called_once_with()
1214
1215 self.assertIsNotNone(store.Portfolio.worker)
1216 self.assertIsNotNone(store.Portfolio.worker_notify)
1217 self.assertIsNotNone(store.Portfolio.callback)
1218 self.assertTrue(store.Portfolio.worker_started)
1219
1220 self.assertFalse(store.Portfolio.worker.is_alive())
1221 self.assertEqual(1, threading.active_count())
1222
1223 def test_stop_worker(self):
1224 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
1225 mock.patch.object(store.Portfolio, "report") as report,\
1226 mock.patch.object(store.time, "sleep") as sleep:
1227 store.Portfolio.start_worker(poll=3)
1228 store.Portfolio.stop_worker()
1229 store.Portfolio.worker.join()
1230 get.assert_not_called()
1231 report.assert_not_called()
1232 sleep.assert_not_called()
1233 self.assertFalse(store.Portfolio.worker.is_alive())
1234
1235 def test_wait_for_notification(self):
1236 with self.assertRaises(RuntimeError):
1237 store.Portfolio.wait_for_notification()
1238
1239 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
1240 mock.patch.object(store.Portfolio, "report") as report,\
1241 mock.patch.object(store.time, "sleep") as sleep:
1242 store.Portfolio.start_worker(poll=3)
1243
1244 store.Portfolio.worker_notify.set()
1245
1246 store.Portfolio.callback.wait()
1247
1248 report.print_log.assert_called_once_with("Fetching cryptoportfolio")
1249 get.assert_called_once_with(refetch=True)
1250 sleep.assert_called_once_with(3)
1251 self.assertFalse(store.Portfolio.worker_notify.is_set())
1252 self.assertTrue(store.Portfolio.worker.is_alive())
1253
1254 store.Portfolio.callback.clear()
1255 store.Portfolio.worker_started = False
1256 store.Portfolio.worker_notify.set()
1257 store.Portfolio.worker.join()
1258 self.assertFalse(store.Portfolio.worker.is_alive())
1259
1260 def test_notify_and_wait(self):
1261 with mock.patch.object(store.Portfolio, "callback") as callback,\
1262 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
1263 store.Portfolio.notify_and_wait()
1264 callback.clear.assert_called_once_with()
1265 worker_notify.set.assert_called_once_with()
1266 callback.wait.assert_called_once_with()
1267
1268