import sys import portfolio import unittest import datetime from decimal import Decimal as D from unittest import mock import requests import requests_mock from io import StringIO import threading import portfolio, market, main, store limits = ["acceptance", "unit"] for test_type in limits: if "--no{}".format(test_type) in sys.argv: sys.argv.remove("--no{}".format(test_type)) limits.remove(test_type) if "--only{}".format(test_type) in sys.argv: sys.argv.remove("--only{}".format(test_type)) limits = [test_type] break class WebMockTestCase(unittest.TestCase): import time def market_args(self, debug=False, quiet=False, report_path=None, **kwargs): return main.configargparse.Namespace(report_path=report_path, debug=debug, quiet=quiet, **kwargs) def setUp(self): super().setUp() self.wm = requests_mock.Mocker() self.wm.start() # market self.m = mock.Mock(name="Market", spec=market.Market) self.m.debug = False self.patchers = [ mock.patch.multiple(market.Portfolio, data=store.LockedVar(None), liquidities=store.LockedVar({}), last_date=store.LockedVar(None), report=mock.Mock(), worker=None, worker_notify=None, worker_started=False, callback=None), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), ] for patcher in self.patchers: patcher.start() def tearDown(self): for patcher in self.patchers: patcher.stop() self.wm.stop() super().tearDown() @unittest.skipUnless("unit" in limits, "Unit skipped") class poloniexETest(unittest.TestCase): def setUp(self): super().setUp() self.wm = requests_mock.Mocker() self.wm.start() self.s = market.ccxt.poloniexE() def tearDown(self): self.wm.stop() super().tearDown() def test__init(self): with self.subTest("Nominal case"), \ mock.patch("market.ccxt.poloniexE.session") as session: session.request.return_value = "response" ccxt = market.ccxt.poloniexE() ccxt._market = mock.Mock ccxt._market.report = mock.Mock() ccxt.session.request("GET", "URL", data="data", headers="headers") ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', 'headers', 'response') with self.subTest("Raising"),\ mock.patch("market.ccxt.poloniexE.session") as session: session.request.side_effect = market.ccxt.RequestException("Boo") ccxt = market.ccxt.poloniexE() ccxt._market = mock.Mock ccxt._market.report = mock.Mock() with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm: ccxt.session.request("GET", "URL", data="data", headers="headers") ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data', 'headers', cm.exception) def test_nanoseconds(self): with mock.patch.object(market.ccxt.time, "time") as time: time.return_value = 123456.7890123456 self.assertEqual(123456789012345, self.s.nanoseconds()) def test_nonce(self): with mock.patch.object(market.ccxt.time, "time") as time: time.return_value = 123456.7890123456 self.assertEqual(123456789012345, self.s.nonce()) def test_request(self): with mock.patch.object(market.ccxt.poloniex, "request") as request,\ mock.patch("market.ccxt.retry_call") as retry_call: with self.subTest(wrapped=True): with self.subTest(desc="public"): self.s.request("foo") retry_call.assert_called_with(request, delay=1, tries=10, fargs=["foo"], fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private GET"): self.s.request("foo", api="private") retry_call.assert_called_with(request, delay=1, tries=10, fargs=["foo"], fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None}, exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private POST regexp"): self.s.request("returnFoo", api="private", method="POST") retry_call.assert_called_with(request, delay=1, tries=10, fargs=["returnFoo"], fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() with self.subTest(desc="private POST non-regexp"): self.s.request("getMarginPosition", api="private", method="POST") retry_call.assert_called_with(request, delay=1, tries=10, fargs=["getMarginPosition"], fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None}, exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce)) request.assert_not_called() retry_call.reset_mock() request.reset_mock() with self.subTest(wrapped=False): with self.subTest(desc="private POST non-matching regexp"): self.s.request("marginBuy", api="private", method="POST") request.assert_called_with("marginBuy", api="private", method="POST", params={}, headers=None, body=None) retry_call.assert_not_called() with self.subTest(desc="private POST non-matching non-regexp"): self.s.request("closeMarginPositionOther", api="private", method="POST") request.assert_called_with("closeMarginPositionOther", api="private", method="POST", params={}, headers=None, body=None) retry_call.assert_not_called() def test_order_precision(self): self.assertEqual(8, self.s.order_precision("FOO")) def test_transfer_balance(self): with self.subTest(success=True),\ mock.patch.object(self.s, "privatePostTransferBalance") as t: t.return_value = { "success": 1 } result = self.s.transfer_balance("FOO", 12, "exchange", "margin") t.assert_called_once_with({ "currency": "FOO", "amount": 12, "fromAccount": "exchange", "toAccount": "margin", "confirmed": 1 }) self.assertTrue(result) with self.subTest(success=False),\ mock.patch.object(self.s, "privatePostTransferBalance") as t: t.return_value = { "success": 0 } self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin")) def test_close_margin_position(self): with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c: self.s.close_margin_position("FOO", "BAR") c.assert_called_with({"currencyPair": "BAR_FOO"}) def test_tradable_balances(self): with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r: r.return_value = { "FOO": { "exchange": "12.1234", "margin": "0.0123" }, "BAR": { "exchange": "1", "margin": "0" }, } balances = self.s.tradable_balances() self.assertEqual(["FOO", "BAR"], list(balances.keys())) self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys())) self.assertEqual(D("12.1234"), balances["FOO"]["exchange"]) self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys())) def test_margin_summary(self): with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r: r.return_value = { "currentMargin": "1.49680968", "lendingFees": "0.0000001", "pl": "0.00008254", "totalBorrowedValue": "0.00673602", "totalValue": "0.01000000", "netValue": "0.01008254", } expected = { 'current_margin': D('1.49680968'), 'gains': D('0.00008254'), 'lending_fees': D('0.0000001'), 'total': D('0.01000000'), 'total_borrowed': D('0.00673602') } self.assertEqual(expected, self.s.margin_summary()) def test_create_order(self): with mock.patch.object(self.s, "create_exchange_order") as exchange,\ mock.patch.object(self.s, "create_margin_order") as margin: with self.subTest(account="unspecified"): self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") margin.assert_not_called() exchange.reset_mock() margin.reset_mock() with self.subTest(account="exchange"): self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") margin.assert_not_called() exchange.reset_mock() margin.reset_mock() with self.subTest(account="margin"): self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") exchange.assert_not_called() exchange.reset_mock() margin.reset_mock() with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): self.s.create_order("symbol", "type", "side", "amount", account="unknown") def test_parse_ticker(self): ticker = { "high24hr": "12", "low24hr": "10", "highestBid": "10.5", "lowestAsk": "11.5", "last": "11", "percentChange": "0.1", "quoteVolume": "10", "baseVolume": "20" } market = { "symbol": "BTC/ETC" } with mock.patch.object(self.s, "milliseconds") as ms: ms.return_value = 1520292715123 result = self.s.parse_ticker(ticker, market) expected = { "symbol": "BTC/ETC", "timestamp": 1520292715123, "datetime": "2018-03-05T23:31:55.123Z", "high": D("12"), "low": D("10"), "bid": D("10.5"), "ask": D("11.5"), "vwap": None, "open": None, "close": None, "first": None, "last": D("11"), "change": D("0.1"), "percentage": None, "average": None, "baseVolume": D("10"), "quoteVolume": D("20"), "info": ticker } self.assertEqual(expected, result) def test_fetch_margin_balance(self): with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: get_margin_position.return_value = { "BTC_DASH": { "amount": "-0.1", "basePrice": "0.06818560", "lendingFees": "0.00000001", "liquidationPrice": "0.15107132", "pl": "-0.00000371", "total": "0.00681856", "type": "short" }, "BTC_ETC": { "amount": "-0.6", "basePrice": "0.1", "lendingFees": "0.00000001", "liquidationPrice": "0.6", "pl": "0.00000371", "total": "0.06", "type": "short" }, "BTC_ETH": { "amount": "0", "basePrice": "0", "lendingFees": "0", "liquidationPrice": "-1", "pl": "0", "total": "0", "type": "none" } } balances = self.s.fetch_margin_balance() self.assertEqual(2, len(balances)) expected = { "DASH": { "amount": D("-0.1"), "borrowedPrice": D("0.06818560"), "lendingFees": D("1E-8"), "pl": D("-0.00000371"), "liquidationPrice": D("0.15107132"), "type": "short", "total": D("0.00681856"), "baseCurrency": "BTC" }, "ETC": { "amount": D("-0.6"), "borrowedPrice": D("0.1"), "lendingFees": D("1E-8"), "pl": D("0.00000371"), "liquidationPrice": D("0.6"), "type": "short", "total": D("0.06"), "baseCurrency": "BTC" } } self.assertEqual(expected, balances) def test_sum(self): self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) def test_fetch_balance(self): with mock.patch.object(self.s, "load_markets") as load_markets,\ mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ mock.patch.object(self.s, "common_currency_code") as ccc: ccc.side_effect = ["ETH", "BTC", "DASH"] balances.return_value = { "ETH": { "available": "10", "onOrders": "1", }, "BTC": { "available": "1", "onOrders": "0", }, "DASH": { "available": "0", "onOrders": "3" } } expected = { "info": { "ETH": {"available": "10", "onOrders": "1"}, "BTC": {"available": "1", "onOrders": "0"}, "DASH": {"available": "0", "onOrders": "3"} }, "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} } result = self.s.fetch_balance() load_markets.assert_called_once() self.assertEqual(expected, result) def test_fetch_balance_per_type(self): with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: balances.return_value = { "exchange": { "BLK": "159.83673869", "BTC": "0.00005959", "USDT": "0.00002625", "XMR": "0.18719303" }, "margin": { "BTC": "0.03019227" } } expected = { "info": { "exchange": { "BLK": "159.83673869", "BTC": "0.00005959", "USDT": "0.00002625", "XMR": "0.18719303" }, "margin": { "BTC": "0.03019227" } }, "exchange": { "BLK": D("159.83673869"), "BTC": D("0.00005959"), "USDT": D("0.00002625"), "XMR": D("0.18719303") }, "margin": {"BTC": D("0.03019227")}, "BLK": {"exchange": D("159.83673869")}, "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, "USDT": {"exchange": D("0.00002625")}, "XMR": {"exchange": D("0.18719303")} } result = self.s.fetch_balance_per_type() self.assertEqual(expected, result) def test_fetch_all_balances(self): import json with mock.patch.object(self.s, "load_markets") as load_markets,\ mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: balance.return_value = json.load(f) with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: margin_balance.return_value = json.load(f) with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: balance_per_type.return_value = json.load(f) result = self.s.fetch_all_balances() expected_doge = { "total": D("-12779.79821852"), "exchange_used": D("0E-8"), "exchange_total": D("0E-8"), "exchange_free": D("0E-8"), "margin_available": 0, "margin_in_position": 0, "margin_borrowed": D("12779.79821852"), "margin_total": D("-12779.79821852"), "margin_pending_gain": 0, "margin_lending_fees": D("-9E-8"), "margin_pending_base_gain": D("0.00024059"), "margin_position_type": "short", "margin_liquidation_price": D("0.00000246"), "margin_borrowed_base_price": D("0.00599149"), "margin_borrowed_base_currency": "BTC" } expected_btc = {"total": D("0.05432165"), "exchange_used": D("0E-8"), "exchange_total": D("0.00005959"), "exchange_free": D("0.00005959"), "margin_available": D("0.03019227"), "margin_in_position": D("0.02406979"), "margin_borrowed": 0, "margin_total": D("0.05426206"), "margin_pending_gain": D("0.00093955"), "margin_lending_fees": 0, "margin_pending_base_gain": 0, "margin_position_type": None, "margin_liquidation_price": 0, "margin_borrowed_base_price": 0, "margin_borrowed_base_currency": None } expected_xmr = {"total": D("0.18719303"), "exchange_used": D("0E-8"), "exchange_total": D("0.18719303"), "exchange_free": D("0.18719303"), "margin_available": 0, "margin_in_position": 0, "margin_borrowed": 0, "margin_total": 0, "margin_pending_gain": 0, "margin_lending_fees": 0, "margin_pending_base_gain": 0, "margin_position_type": None, "margin_liquidation_price": 0, "margin_borrowed_base_price": 0, "margin_borrowed_base_currency": None } self.assertEqual(expected_xmr, result["XMR"]) self.assertEqual(expected_doge, result["DOGE"]) self.assertEqual(expected_btc, result["BTC"]) def test_create_margin_order(self): with self.assertRaises(market.ExchangeError): self.s.create_margin_order("FOO", "market", "buy", "10") with mock.patch.object(self.s, "load_markets") as load_markets,\ mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ mock.patch.object(self.s, "market") as market_mock,\ mock.patch.object(self.s, "price_to_precision") as ptp,\ mock.patch.object(self.s, "amount_to_precision") as atp: margin_buy.return_value = { "orderNumber": 123 } margin_sell.return_value = { "orderNumber": 456 } market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } ptp.return_value = D("0.1") atp.return_value = D("12") order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") self.assertEqual(123, order["id"]) margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) margin_sell.assert_not_called() margin_buy.reset_mock() margin_sell.reset_mock() order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") self.assertEqual(456, order["id"]) margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) margin_buy.assert_not_called() def test_create_exchange_order(self): with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") @unittest.skipUnless("unit" in limits, "Unit skipped") class NoopLockTest(unittest.TestCase): def test_with(self): noop_lock = store.NoopLock() with noop_lock: self.assertTrue(True) @unittest.skipUnless("unit" in limits, "Unit skipped") class LockedVar(unittest.TestCase): def test_values(self): locked_var = store.LockedVar("Foo") self.assertIsInstance(locked_var.lock, store.NoopLock) self.assertEqual("Foo", locked_var.val) def test_get(self): with self.subTest(desc="Normal case"): locked_var = store.LockedVar("Foo") self.assertEqual("Foo", locked_var.get()) with self.subTest(desc="Dict"): locked_var = store.LockedVar({"foo": "bar"}) self.assertEqual({"foo": "bar"}, locked_var.get()) self.assertEqual("bar", locked_var.get("foo")) self.assertIsNone(locked_var.get("other")) def test_set(self): locked_var = store.LockedVar("Foo") locked_var.set("Bar") self.assertEqual("Bar", locked_var.get()) def test__getattr(self): dummy = type('Dummy', (object,), {})() dummy.attribute = "Hey" locked_var = store.LockedVar(dummy) self.assertEqual("Hey", locked_var.attribute) with self.assertRaises(AttributeError): locked_var.other def test_start_lock(self): locked_var = store.LockedVar("Foo") locked_var.start_lock() self.assertEqual("lock", locked_var.lock.__class__.__name__) thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) with locked_var.lock: thread1.start() thread2.start() thread3.start() self.assertEqual("Foo", locked_var.val) thread1.join() thread2.join() thread3.join() self.assertEqual("Bar", locked_var.get()[0:3]) def test_wait_for_notification(self): with self.assertRaises(RuntimeError): store.Portfolio.wait_for_notification() with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ mock.patch.object(store.Portfolio, "report") as report,\ mock.patch.object(store.time, "sleep") as sleep: store.Portfolio.start_worker(poll=3) store.Portfolio.worker_notify.set() store.Portfolio.callback.wait() report.print_log.assert_called_once_with("Fetching cryptoportfolio") get.assert_called_once_with(refetch=True) sleep.assert_called_once_with(3) self.assertFalse(store.Portfolio.worker_notify.is_set()) self.assertTrue(store.Portfolio.worker.is_alive()) store.Portfolio.callback.clear() store.Portfolio.worker_started = False store.Portfolio.worker_notify.set() store.Portfolio.callback.wait() self.assertFalse(store.Portfolio.worker.is_alive()) def test_notify_and_wait(self): with mock.patch.object(store.Portfolio, "callback") as callback,\ mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: store.Portfolio.notify_and_wait() callback.clear.assert_called_once_with() worker_notify.set.assert_called_once_with() callback.wait.assert_called_once_with() @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def setUp(self): super().setUp() with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() self.wm.get(market.Portfolio.URL, text=self.json_response) @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") def test_get_cryptoportfolio(self, parse_cryptoportfolio): with self.subTest(parallel=False): self.wm.get(market.Portfolio.URL, [ {"text":'{ "foo": "bar" }', "status_code": 200}, {"text": "System Error", "status_code": 500}, {"exc": requests.exceptions.ConnectTimeout}, ]) market.Portfolio.get_cryptoportfolio() self.assertIn("foo", market.Portfolio.data.get()) self.assertEqual("bar", market.Portfolio.data.get()["foo"]) self.assertTrue(self.wm.called) self.assertEqual(1, self.wm.call_count) market.Portfolio.report.log_error.assert_not_called() market.Portfolio.report.log_http_request.assert_called_once() parse_cryptoportfolio.assert_called_once_with() market.Portfolio.report.log_http_request.reset_mock() parse_cryptoportfolio.reset_mock() market.Portfolio.data = store.LockedVar(None) market.Portfolio.get_cryptoportfolio() self.assertIsNone(market.Portfolio.data.get()) self.assertEqual(2, self.wm.call_count) parse_cryptoportfolio.assert_not_called() market.Portfolio.report.log_error.assert_not_called() market.Portfolio.report.log_http_request.assert_called_once() market.Portfolio.report.log_http_request.reset_mock() parse_cryptoportfolio.reset_mock() market.Portfolio.data = store.LockedVar("Foo") market.Portfolio.get_cryptoportfolio() self.assertEqual(2, self.wm.call_count) parse_cryptoportfolio.assert_not_called() market.Portfolio.get_cryptoportfolio(refetch=True) self.assertEqual("Foo", market.Portfolio.data.get()) self.assertEqual(3, self.wm.call_count) market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", exception=mock.ANY) market.Portfolio.report.log_http_request.assert_not_called() with self.subTest(parallel=True): with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ mock.patch.object(market.Portfolio, "notify_and_wait") as notify: with self.subTest(worker=True): market.Portfolio.data = store.LockedVar(None) market.Portfolio.worker = mock.Mock() is_worker.return_value = True self.wm.get(market.Portfolio.URL, [ {"text":'{ "foo": "bar" }', "status_code": 200}, ]) market.Portfolio.get_cryptoportfolio() self.assertIn("foo", market.Portfolio.data.get()) parse_cryptoportfolio.reset_mock() with self.subTest(worker=False): market.Portfolio.data = store.LockedVar(None) market.Portfolio.worker = mock.Mock() is_worker.return_value = False market.Portfolio.get_cryptoportfolio() notify.assert_called_once_with() parse_cryptoportfolio.assert_not_called() def test_parse_cryptoportfolio(self): with self.subTest(description="Normal case"): market.Portfolio.data = store.LockedVar(store.json.loads( self.json_response, parse_int=D, parse_float=D)) market.Portfolio.parse_cryptoportfolio() self.assertListEqual( ["medium", "high"], list(market.Portfolio.liquidities.get().keys())) liquidities = market.Portfolio.liquidities.get() self.assertEqual(10, len(liquidities["medium"].keys())) self.assertEqual(10, len(liquidities["high"].keys())) expected = { 'BTC': (D("0.2857"), "long"), 'DGB': (D("0.1015"), "long"), 'DOGE': (D("0.1805"), "long"), 'SC': (D("0.0623"), "long"), 'ZEC': (D("0.3701"), "long"), } date = portfolio.datetime(2018, 1, 8) self.assertDictEqual(expected, liquidities["high"][date]) expected = { 'BTC': (D("1.1102e-16"), "long"), 'ETC': (D("0.1"), "long"), 'FCT': (D("0.1"), "long"), 'GAS': (D("0.1"), "long"), 'NAV': (D("0.1"), "long"), 'OMG': (D("0.1"), "long"), 'OMNI': (D("0.1"), "long"), 'PPC': (D("0.1"), "long"), 'RIC': (D("0.1"), "long"), 'VIA': (D("0.1"), "long"), 'XCP': (D("0.1"), "long"), } self.assertDictEqual(expected, liquidities["medium"][date]) self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) with self.subTest(description="Missing weight"): data = store.json.loads(self.json_response, parse_int=D, parse_float=D) del(data["portfolio_2"]["weights"]) market.Portfolio.data = store.LockedVar(data) market.Portfolio.parse_cryptoportfolio() self.assertListEqual( ["medium", "high"], list(market.Portfolio.liquidities.get().keys())) self.assertEqual({}, market.Portfolio.liquidities.get("medium")) with self.subTest(description="All missing weights"): data = store.json.loads(self.json_response, parse_int=D, parse_float=D) del(data["portfolio_1"]["weights"]) del(data["portfolio_2"]["weights"]) market.Portfolio.data = store.LockedVar(data) market.Portfolio.parse_cryptoportfolio() self.assertEqual({}, market.Portfolio.liquidities.get("medium")) self.assertEqual({}, market.Portfolio.liquidities.get("high")) self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) @mock.patch.object(market.Portfolio, "get_cryptoportfolio") def test_repartition(self, get_cryptoportfolio): market.Portfolio.liquidities = store.LockedVar({ "medium": { "2018-03-01": "medium_2018-03-01", "2018-03-08": "medium_2018-03-08", }, "high": { "2018-03-01": "high_2018-03-01", "2018-03-08": "high_2018-03-08", } }) market.Portfolio.last_date = store.LockedVar("2018-03-08") self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) get_cryptoportfolio.assert_called_once_with() self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) @mock.patch.object(market.time, "sleep") @mock.patch.object(market.Portfolio, "get_cryptoportfolio") def test_wait_for_recent(self, get_cryptoportfolio, sleep): self.call_count = 0 def _get(refetch=False): if self.call_count != 0: self.assertTrue(refetch) else: self.assertFalse(refetch) self.call_count += 1 market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ - store.timedelta(10)\ + store.timedelta(self.call_count)) get_cryptoportfolio.side_effect = _get market.Portfolio.wait_for_recent() sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) self.assertEqual(7, get_cryptoportfolio.call_count) market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() get_cryptoportfolio.reset_mock() market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() self.assertEqual(1, get_cryptoportfolio.call_count) sleep.reset_mock() get_cryptoportfolio.reset_mock() market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) self.assertEqual(10, get_cryptoportfolio.call_count) def test_is_worker_thread(self): with self.subTest(worker=None): self.assertFalse(store.Portfolio.is_worker_thread()) with self.subTest(worker="not self"),\ mock.patch("threading.current_thread") as current_thread: current = mock.Mock() current_thread.return_value = current store.Portfolio.worker = mock.Mock() self.assertFalse(store.Portfolio.is_worker_thread()) with self.subTest(worker="self"),\ mock.patch("threading.current_thread") as current_thread: current = mock.Mock() current_thread.return_value = current store.Portfolio.worker = current self.assertTrue(store.Portfolio.is_worker_thread()) def test_start_worker(self): with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: store.Portfolio.start_worker() notification.assert_called_once_with(poll=30) self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) store.Portfolio.report.start_lock.assert_called_once_with() self.assertIsNotNone(store.Portfolio.worker) self.assertIsNotNone(store.Portfolio.worker_notify) self.assertIsNotNone(store.Portfolio.callback) self.assertTrue(store.Portfolio.worker_started) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): def test_values(self): amount = portfolio.Amount("BTC", "0.65") self.assertEqual(D("0.65"), amount.value) self.assertEqual("BTC", amount.currency) def test_in_currency(self): amount = portfolio.Amount("ETC", 10) self.assertEqual(amount, amount.in_currency("ETC", self.m)) with self.subTest(desc="no ticker for currency"): self.m.get_ticker.return_value = None self.assertRaises(Exception, amount.in_currency, "ETH", self.m) with self.subTest(desc="nominal case"): self.m.get_ticker.return_value = { "bid": D("0.2"), "ask": D("0.4"), "average": D("0.3"), "foo": "bar", } converted_amount = amount.in_currency("ETH", self.m) self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default") self.assertEqual(D("2"), converted_amount.value) converted_amount = amount.in_currency("ETH", self.m, compute_value="ask") self.assertEqual(D("4"), converted_amount.value) converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02")) self.assertEqual(D("0.2"), converted_amount.value) def test__round(self): amount = portfolio.Amount("BAR", portfolio.D("1.23456789876")) self.assertEqual(D("1.23456789"), round(amount).value) self.assertEqual(D("1.23"), round(amount, 2).value) def test__abs(self): amount = portfolio.Amount("SC", -120) self.assertEqual(120, abs(amount).value) self.assertEqual("SC", abs(amount).currency) amount = portfolio.Amount("SC", 10) self.assertEqual(10, abs(amount).value) self.assertEqual("SC", abs(amount).currency) def test__add(self): amount1 = portfolio.Amount("XVG", "12.9") amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(26, (amount1 + amount2).value) self.assertEqual("XVG", (amount1 + amount2).currency) amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 + amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 + amount4) self.assertEqual(amount1, amount1 + 0) def test__radd(self): amount = portfolio.Amount("XVG", "12.9") self.assertEqual(amount, 0 + amount) with self.assertRaises(Exception): 4 + amount def test__sub(self): amount1 = portfolio.Amount("XVG", "13.3") amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(D("0.2"), (amount1 - amount2).value) self.assertEqual("XVG", (amount1 - amount2).currency) amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 - amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 - amount4) def test__rsub(self): amount = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): 3 - amount self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount) def test__mul(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("38.5"), (amount * D("3.5")).value) self.assertEqual(D("33"), (amount * 3).value) with self.assertRaises(Exception): amount * amount def test__rmul(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("38.5"), (D("3.5") * amount).value) self.assertEqual(D("33"), (3 * amount).value) def test__floordiv(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) with self.assertRaises(Exception): amount / amount def test__truediv(self): amount = portfolio.Amount("XEM", 11) self.assertEqual(D("5.5"), (amount / 2).value) self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__lt(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount1 < amount2) self.assertFalse(amount2 < amount1) self.assertFalse(amount1 < amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 < amount3 def test__le(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount1 <= amount2) self.assertFalse(amount2 <= amount1) self.assertTrue(amount1 <= amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 <= amount3 def test__gt(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount2 > amount1) self.assertFalse(amount1 > amount2) self.assertFalse(amount1 > amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount3 > amount1 def test__ge(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) self.assertTrue(amount2 >= amount1) self.assertFalse(amount1 >= amount2) self.assertTrue(amount1 >= amount1) amount3 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount3 >= amount1 def test__eq(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) amount3 = portfolio.Amount("BTD", 11.3) self.assertFalse(amount1 == amount2) self.assertFalse(amount2 == amount1) self.assertTrue(amount1 == amount3) self.assertFalse(amount2 == 0) amount4 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 == amount4 amount5 = portfolio.Amount("BTD", 0) self.assertTrue(amount5 == 0) def test__ne(self): amount1 = portfolio.Amount("BTD", 11.3) amount2 = portfolio.Amount("BTD", 13.1) amount3 = portfolio.Amount("BTD", 11.3) self.assertTrue(amount1 != amount2) self.assertTrue(amount2 != amount1) self.assertFalse(amount1 != amount3) self.assertTrue(amount2 != 0) amount4 = portfolio.Amount("BTC", 1.6) with self.assertRaises(Exception): amount1 != amount4 amount5 = portfolio.Amount("BTD", 0) self.assertFalse(amount5 != 0) def test__neg(self): amount1 = portfolio.Amount("BTD", "11.3") self.assertEqual(portfolio.D("-11.3"), (-amount1).value) def test__str(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("32.00000000 BTX", str(amount1)) amount2 = portfolio.Amount("USDT", 12000) amount1.linked_to = amount2 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1)) def test__repr(self): amount1 = portfolio.Amount("BTX", 32) self.assertEqual("Amount(32.00000000 BTX)", repr(amount1)) amount2 = portfolio.Amount("USDT", 12000) amount1.linked_to = amount2 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1)) amount3 = portfolio.Amount("BTC", 0.1) amount2.linked_to = amount3 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1)) def test_as_json(self): amount = portfolio.Amount("BTX", 32) self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json()) amount = portfolio.Amount("BTX", "1E-10") self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json()) amount = portfolio.Amount("BTX", "1E-5") self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json()) self.assertEqual("0.00001", str(amount.as_json()["value"])) @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceTest(WebMockTestCase): def test_values(self): balance = portfolio.Balance("BTC", { "exchange_total": "0.65", "exchange_free": "0.35", "exchange_used": "0.30", "margin_total": "-10", "margin_borrowed": "10", "margin_available": "0", "margin_in_position": "0", "margin_position_type": "short", "margin_borrowed_base_currency": "USDT", "margin_liquidation_price": "1.20", "margin_pending_gain": "10", "margin_lending_fees": "0.4", "margin_borrowed_base_price": "0.15", }) self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value) self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value) self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value) self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual("BTC", balance.exchange_free.currency) self.assertEqual("BTC", balance.exchange_total.currency) self.assertEqual(portfolio.D("-10"), balance.margin_total.value) self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value) self.assertEqual(portfolio.D("0"), balance.margin_available.value) self.assertEqual("BTC", balance.margin_total.currency) self.assertEqual("BTC", balance.margin_borrowed.currency) self.assertEqual("BTC", balance.margin_available.currency) self.assertEqual("BTC", balance.currency) self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value) self.assertEqual("USDT", balance.margin_lending_fees.currency) def test__repr(self): self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])", repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }))) balance = portfolio.Balance("BTX", { "exchange_total": 3, "exchange_used": 1, "exchange_free": 2 }) self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1}) self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 3, "margin_in_position": 1, "margin_available": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 }) self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": -3, "margin_borrowed_base_price": D("0.1"), "margin_borrowed_base_currency": "BTC", "margin_lending_fees": D("0.002") }) self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance)) balance = portfolio.Balance("BTX", { "margin_total": 1, "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2}) self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance)) def test_as_json(self): balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 }) as_json = balance.as_json() self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys())) self.assertEqual(D(0), as_json["total"]) self.assertEqual(D(2), as_json["exchange_total"]) self.assertEqual(D(2), as_json["exchange_free"]) self.assertEqual(D(0), as_json["exchange_used"]) self.assertEqual(D(0), as_json["margin_total"]) self.assertEqual(D(0), as_json["margin_available"]) self.assertEqual(D(0), as_json["margin_borrowed"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class MarketTest(WebMockTestCase): def setUp(self): super().setUp() self.ccxt = mock.Mock(spec=market.ccxt.poloniexE) def test_values(self): m = market.Market(self.ccxt, self.market_args()) self.assertEqual(self.ccxt, m.ccxt) self.assertFalse(m.debug) self.assertIsInstance(m.report, market.ReportStore) self.assertIsInstance(m.trades, market.TradeStore) self.assertIsInstance(m.balances, market.BalanceStore) self.assertEqual(m, m.report.market) self.assertEqual(m, m.trades.market) self.assertEqual(m, m.balances.market) self.assertEqual(m, m.ccxt._market) m = market.Market(self.ccxt, self.market_args(debug=True)) self.assertTrue(m.debug) m = market.Market(self.ccxt, self.market_args(debug=False)) self.assertFalse(m.debug) with mock.patch("market.ReportStore") as report_store: with self.subTest(quiet=False): m = market.Market(self.ccxt, self.market_args(quiet=False)) report_store.assert_called_with(m, verbose_print=True) report_store().log_market.assert_called_once() report_store.reset_mock() with self.subTest(quiet=True): m = market.Market(self.ccxt, self.market_args(quiet=True)) report_store.assert_called_with(m, verbose_print=False) report_store().log_market.assert_called_once() @mock.patch("market.ccxt") def test_from_config(self, ccxt): with mock.patch("market.ReportStore"): ccxt.poloniexE.return_value = self.ccxt m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args()) self.assertEqual(self.ccxt, m.ccxt) m = market.Market.from_config({"key": "key", "secred": "secret"}, self.market_args(debug=True)) self.assertEqual(True, m.debug) def test_get_tickers(self): self.ccxt.fetch_tickers.side_effect = [ "tickers", market.NotSupported ] m = market.Market(self.ccxt, self.market_args()) self.assertEqual("tickers", m.get_tickers()) self.assertEqual("tickers", m.get_tickers()) self.ccxt.fetch_tickers.assert_called_once() self.assertIsNone(m.get_tickers(refresh=self.time.time())) def test_get_ticker(self): with self.subTest(get_tickers=True): self.ccxt.fetch_tickers.return_value = { "ETH/ETC": { "bid": 1, "ask": 3 }, "XVG/ETH": { "bid": 10, "ask": 40 }, } m = market.Market(self.ccxt, self.market_args()) ticker = m.get_ticker("ETH", "ETC") self.assertEqual(1, ticker["bid"]) self.assertEqual(3, ticker["ask"]) self.assertEqual(2, ticker["average"]) self.assertFalse(ticker["inverted"]) ticker = m.get_ticker("ETH", "XVG") self.assertEqual(0.0625, ticker["average"]) self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) self.assertEqual(25, ticker["original"]["average"]) ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) with self.subTest(get_tickers=False): self.ccxt.fetch_tickers.return_value = None self.ccxt.fetch_ticker.side_effect = [ { "bid": 1, "ask": 3 }, market.ExchangeError("foo"), { "bid": 10, "ask": 40 }, market.ExchangeError("foo"), market.ExchangeError("foo"), ] m = market.Market(self.ccxt, self.market_args()) ticker = m.get_ticker("ETH", "ETC") self.ccxt.fetch_ticker.assert_called_with("ETH/ETC") self.assertEqual(1, ticker["bid"]) self.assertEqual(3, ticker["ask"]) self.assertEqual(2, ticker["average"]) self.assertFalse(ticker["inverted"]) ticker = m.get_ticker("ETH", "XVG") self.assertEqual(0.0625, ticker["average"]) self.assertTrue(ticker["inverted"]) self.assertIn("original", ticker) self.assertEqual(10, ticker["original"]["bid"]) self.assertEqual(25, ticker["original"]["average"]) ticker = m.get_ticker("XVG", "XMR") self.assertIsNone(ticker) def test_fetch_fees(self): m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_fees.return_value = "Foo" self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_called_once() self.ccxt.reset_mock() self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_not_called() @mock.patch.object(market.Portfolio, "repartition") @mock.patch.object(market.Market, "get_ticker") @mock.patch.object(market.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): repartition.return_value = { "XEM": (D("0.75"), "long"), "BTC": (D("0.25"), "long"), } def _get_ticker(c1, c2): if c1 == "USDT" and c2 == "BTC": return { "average": D("0.0001") } if c1 == "XVG" and c2 == "BTC": return { "average": D("0.000001") } if c1 == "XEM" and c2 == "BTC": return { "average": D("0.001") } self.fail("Should be called with {}, {}".format(c1, c2)) get_ticker.side_effect = _get_ticker with mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args()) self.ccxt.fetch_all_balances.return_value = { "USDT": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, "XVG": { "exchange_free": D("10000.0"), "exchange_used": D("0.0"), "exchange_total": D("10000.0"), "total": D("10000.0") }, } m.balances.fetch_balances(tag="tag") m.prepare_trades() compute_trades.assert_called() call = compute_trades.call_args self.assertEqual(1, call[0][0]["USDT"].value) self.assertEqual(D("0.01"), call[0][0]["XVG"].value) self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) m.report.log_stage.assert_called_once_with("prepare_trades", base_currency='BTC', compute_value='average', liquidity='medium', only=None, repartition=None) m.report.log_balances.assert_called_once_with(tag="tag") @mock.patch.object(market.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ (False, None), (True, None), (False, 12), (True, 12)]: with self.subTest(sleep=sleep, debug=debug), \ mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args(debug=debug)) order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() all_orders.side_effect = [ [order_mock1, order_mock2], [order_mock1, order_mock2], [order_mock1, order_mock3], [order_mock1, order_mock3], [order_mock1, order_mock3], [order_mock1, order_mock3], [] ] order_mock1.get_status.side_effect = ["open", "open", "closed"] order_mock2.get_status.side_effect = ["open"] order_mock3.get_status.side_effect = ["open", "closed"] order_mock1.trade = mock.Mock() order_mock2.trade = mock.Mock() order_mock3.trade = mock.Mock() m.follow_orders(sleep=sleep) order_mock1.trade.update_order.assert_any_call(order_mock1, 1) order_mock1.trade.update_order.assert_any_call(order_mock1, 2) self.assertEqual(2, order_mock1.trade.update_order.call_count) self.assertEqual(3, order_mock1.get_status.call_count) order_mock2.trade.update_order.assert_any_call(order_mock2, 1) self.assertEqual(1, order_mock2.trade.update_order.call_count) self.assertEqual(1, order_mock2.get_status.call_count) order_mock3.trade.update_order.assert_any_call(order_mock3, 2) self.assertEqual(1, order_mock3.trade.update_order.call_count) self.assertEqual(2, order_mock3.get_status.call_count) m.report.log_stage.assert_called() calls = [ mock.call("follow_orders_begin"), mock.call("follow_orders_tick_1"), mock.call("follow_orders_tick_2"), mock.call("follow_orders_tick_3"), mock.call("follow_orders_end"), ] m.report.log_stage.assert_has_calls(calls) m.report.log_orders.assert_called() self.assertEqual(3, m.report.log_orders.call_count) calls = [ mock.call([order_mock1, order_mock2], tick=1), mock.call([order_mock1, order_mock3], tick=2), mock.call([order_mock1, order_mock3], tick=3), ] m.report.log_orders.assert_has_calls(calls) calls = [ mock.call(order_mock1, 3, finished=True), mock.call(order_mock3, 3, finished=True), ] m.report.log_order.assert_has_calls(calls) if sleep is None: if debug: m.report.log_debug_action.assert_called_with("Set follow_orders tick to 7s") time_mock.assert_called_with(7) else: time_mock.assert_called_with(30) else: time_mock.assert_called_with(sleep) with self.subTest("disappearing order"), \ mock.patch("market.ReportStore"): all_orders.reset_mock() m = market.Market(self.ccxt, self.market_args()) order_mock1 = mock.Mock() order_mock2 = mock.Mock() all_orders.side_effect = [ [order_mock1, order_mock2], [order_mock1, order_mock2], [order_mock1, order_mock2], [order_mock1, order_mock2], [] ] order_mock1.get_status.side_effect = ["open", "closed"] order_mock2.get_status.side_effect = ["open", "error_disappeared"] order_mock1.trade = mock.Mock() trade_mock = mock.Mock() order_mock2.trade = trade_mock trade_mock.tick_actions_recreate.return_value = "tick1" m.follow_orders() trade_mock.tick_actions_recreate.assert_called_once_with(2) trade_mock.prepare_order.assert_called_once_with(compute_value="tick1") m.report.log_error.assert_called_once_with("follow_orders", message=mock.ANY) @mock.patch.object(market.BalanceStore, "fetch_balances") def test_move_balance(self, fetch_balances): for debug in [True, False]: with self.subTest(debug=debug),\ mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args(debug=debug)) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "10.0") trade1 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") trade2 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("USDT", "0.0") value_from.linked_to = portfolio.Amount("XVG", "0.0") value_to = portfolio.Amount("USDT", "-50.0") trade3 = portfolio.Trade(value_from, value_to, "XVG", m) m.trades.all = [trade1, trade2, trade3] balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} m.move_balances() fetch_balances.assert_called_with() m.report.log_move_balances.assert_called_once() if debug: m.report.log_debug_action.assert_called() self.assertEqual(3, m.report.log_debug_action.call_count) else: self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") m.report.reset_mock() fetch_balances.reset_mock() with self.subTest(retry=True): with mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args()) value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") trade = portfolio.Trade(value_from, value_to, "ETH", m) m.trades.all = [trade] balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) m.balances.all = {"BTC": balance} m.ccxt.transfer_balance.side_effect = [ market.ccxt.RequestTimeout, market.ccxt.InvalidNonce, True ] m.move_balances() self.ccxt.transfer_balance.assert_has_calls([ mock.call("BTC", 3, "exchange", "margin"), mock.call("BTC", 3, "exchange", "margin"), mock.call("BTC", 3, "exchange", "margin") ]) self.assertEqual(3, fetch_balances.call_count) m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) self.assertEqual(3, m.report.log_move_balances.call_count) self.ccxt.transfer_balance.reset_mock() m.report.reset_mock() fetch_balances.reset_mock() with self.subTest(retry=True, too_much=True): with mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args()) value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") trade = portfolio.Trade(value_from, value_to, "ETH", m) m.trades.all = [trade] balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) m.balances.all = {"BTC": balance} m.ccxt.transfer_balance.side_effect = [ market.ccxt.RequestTimeout, market.ccxt.RequestTimeout, market.ccxt.RequestTimeout, market.ccxt.RequestTimeout, market.ccxt.RequestTimeout, ] with self.assertRaises(market.ccxt.RequestTimeout): m.move_balances() self.ccxt.transfer_balance.reset_mock() m.report.reset_mock() fetch_balances.reset_mock() with self.subTest(retry=True, partial_result=True): with mock.patch("market.ReportStore"): m = market.Market(self.ccxt, self.market_args()) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "10.0") trade1 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("BTC", "0.0") value_from.linked_to = portfolio.Amount("ETH", "0.0") value_to = portfolio.Amount("BTC", "-3.0") trade2 = portfolio.Trade(value_from, value_to, "ETH", m) value_from = portfolio.Amount("USDT", "0.0") value_from.linked_to = portfolio.Amount("XVG", "0.0") value_to = portfolio.Amount("USDT", "-50.0") trade3 = portfolio.Trade(value_from, value_to, "XVG", m) m.trades.all = [trade1, trade2, trade3] balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } def _transfer_balance(currency, amount, from_, to_): call_counts[currency] += 1 if currency == "BTC": m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) if currency == "USDT": if call_counts["USDT"] == 1: raise market.ccxt.RequestTimeout else: m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) if currency == "ETC": m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) m.ccxt.transfer_balance.side_effect = _transfer_balance m.move_balances() self.ccxt.transfer_balance.assert_has_calls([ mock.call("BTC", 3, "exchange", "margin"), mock.call('USDT', 100, 'exchange', 'margin'), mock.call('USDT', 100, 'exchange', 'margin'), mock.call("ETC", 5, "margin", "exchange") ]) self.assertEqual(2, fetch_balances.call_count) m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) self.assertEqual(2, m.report.log_move_balances.call_count) m.report.log_move_balances.asser_has_calls([ mock.call( { 'BTC': portfolio.Amount("BTC", "3"), 'USDT': portfolio.Amount("USDT", "150"), 'ETC': portfolio.Amount("ETC", "10"), }, { 'BTC': portfolio.Amount("BTC", "3"), 'USDT': portfolio.Amount("USDT", "100"), }), mock.call( { 'BTC': portfolio.Amount("BTC", "3"), 'USDT': portfolio.Amount("USDT", "150"), 'ETC': portfolio.Amount("ETC", "10"), }, { 'BTC': portfolio.Amount("BTC", "0"), 'USDT': portfolio.Amount("USDT", "100"), 'ETC': portfolio.Amount("ETC", "-5"), }), ]) def test_store_file_report(self): file_open = mock.mock_open() m = market.Market(self.ccxt, self.market_args(report_path="present"), user_id=1) with self.subTest(file="present"),\ mock.patch("market.open", file_open),\ mock.patch.object(m, "report") as report,\ mock.patch.object(market, "datetime") as time_mock: report.print_logs = [[time_mock.now(), "Foo"], [time_mock.now(), "Bar"]] report.to_json.return_value = "json_content" m.store_file_report(datetime.datetime(2018, 2, 25)) file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") file_open.assert_any_call("present/2018-02-25T00:00:00_1.log", "w") file_open().write.assert_any_call("json_content") file_open().write.assert_any_call("Foo\nBar") m.report.to_json.assert_called_once_with() m = market.Market(self.ccxt, self.market_args(report_path="error"), user_id=1) with self.subTest(file="error"),\ mock.patch("market.open") as file_open,\ mock.patch.object(m, "report") as report,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: file_open.side_effect = FileNotFoundError m.store_file_report(datetime.datetime(2018, 2, 25)) self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") @mock.patch.object(market, "psycopg2") def test_store_database_report(self, psycopg2): connect_mock = mock.Mock() cursor_mock = mock.MagicMock() connect_mock.cursor.return_value = cursor_mock psycopg2.connect.return_value = connect_mock m = market.Market(self.ccxt, self.market_args(), pg_config={"config": "pg_config"}, user_id=1) cursor_mock.fetchone.return_value = [42] with self.subTest(error=False),\ mock.patch.object(m, "report") as report: report.to_json_array.return_value = [ ("date1", "type1", "payload1"), ("date2", "type2", "payload2"), ] m.store_database_report(datetime.datetime(2018, 3, 24)) connect_mock.assert_has_calls([ mock.call.cursor(), mock.call.cursor().execute('INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;', (datetime.datetime(2018, 3, 24), None, False)), mock.call.cursor().fetchone(), mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date1', 42, 'type1', 'payload1')), mock.call.cursor().execute('INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);', ('date2', 42, 'type2', 'payload2')), mock.call.commit(), mock.call.cursor().close(), mock.call.close() ]) connect_mock.reset_mock() with self.subTest(error=True),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: psycopg2.connect.side_effect = Exception("Bouh") m.store_database_report(datetime.datetime(2018, 3, 24)) self.assertEqual(stdout_mock.getvalue(), "impossible to store report to database: Exception; Bouh\n") def test_store_report(self): m = market.Market(self.ccxt, self.market_args(report_db=False), user_id=1) with self.subTest(file=None, pg_config=None),\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(m, "store_file_report") as file_report: m.store_report() report.merge.assert_called_with(store.Portfolio.report) file_report.assert_not_called() db_report.assert_not_called() report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=False, report_path="present"), user_id=1) with self.subTest(file="present", pg_config=None),\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market, "datetime") as time_mock: time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() report.merge.assert_called_with(store.Portfolio.report) file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) db_report.assert_not_called() report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), user_id=1) with self.subTest(file="present", pg_config=None, report_db=True),\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market, "datetime") as time_mock: time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() report.merge.assert_called_with(store.Portfolio.report) file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) db_report.assert_not_called() report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=True), pg_config="present", user_id=1) with self.subTest(file=None, pg_config="present"),\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market, "datetime") as time_mock: time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() report.merge.assert_called_with(store.Portfolio.report) file_report.assert_not_called() db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) report.reset_mock() m = market.Market(self.ccxt, self.market_args(report_db=True, report_path="present"), pg_config="pg_config", user_id=1) with self.subTest(file="present", pg_config="present"),\ mock.patch.object(m, "report") as report,\ mock.patch.object(m, "store_file_report") as file_report,\ mock.patch.object(m, "store_database_report") as db_report,\ mock.patch.object(market, "datetime") as time_mock: time_mock.now.return_value = datetime.datetime(2018, 2, 25) m.store_report() report.merge.assert_called_with(store.Portfolio.report) file_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) db_report.assert_called_once_with(datetime.datetime(2018, 2, 25)) def test_print_orders(self): m = market.Market(self.ccxt, self.market_args()) with mock.patch.object(m.report, "log_stage") as log_stage,\ mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ mock.patch.object(m, "prepare_trades") as prepare_trades,\ mock.patch.object(m.trades, "prepare_orders") as prepare_orders: m.print_orders() log_stage.assert_called_with("print_orders") fetch_balances.assert_called_with(tag="print_orders") prepare_trades.assert_called_with(base_currency="BTC", compute_value="average") prepare_orders.assert_called_with(compute_value="average") def test_print_balances(self): m = market.Market(self.ccxt, self.market_args()) with mock.patch.object(m.balances, "in_currency") as in_currency,\ mock.patch.object(m.report, "log_stage") as log_stage,\ mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ mock.patch.object(m.report, "print_log") as print_log: in_currency.return_value = { "BTC": portfolio.Amount("BTC", "0.65"), "ETH": portfolio.Amount("BTC", "0.3"), } m.print_balances() log_stage.assert_called_once_with("print_balances") fetch_balances.assert_called_with() print_log.assert_has_calls([ mock.call("total:"), mock.call(portfolio.Amount("BTC", "0.95")), ]) @mock.patch("market.Processor.process") @mock.patch("market.ReportStore.log_error") @mock.patch("market.Market.store_report") def test_process(self, store_report, log_error, process): m = market.Market(self.ccxt, self.market_args()) with self.subTest(before=False, after=False): m.process(None) process.assert_not_called() store_report.assert_called_once() log_error.assert_not_called() process.reset_mock() log_error.reset_mock() store_report.reset_mock() with self.subTest(before=True, after=False): m.process(None, before=True) process.assert_called_once_with("sell_all", steps="before") store_report.assert_called_once() log_error.assert_not_called() process.reset_mock() log_error.reset_mock() store_report.reset_mock() with self.subTest(before=False, after=True): m.process(None, after=True) process.assert_called_once_with("sell_all", steps="after") store_report.assert_called_once() log_error.assert_not_called() process.reset_mock() log_error.reset_mock() store_report.reset_mock() with self.subTest(before=True, after=True): m.process(None, before=True, after=True) process.assert_has_calls([ mock.call("sell_all", steps="before"), mock.call("sell_all", steps="after"), ]) store_report.assert_called_once() log_error.assert_not_called() process.reset_mock() log_error.reset_mock() store_report.reset_mock() with self.subTest(action="print_balances"),\ mock.patch.object(m, "print_balances") as print_balances: m.process(["print_balances"]) process.assert_not_called() log_error.assert_not_called() store_report.assert_called_once() print_balances.assert_called_once_with() log_error.reset_mock() store_report.reset_mock() with self.subTest(action="print_orders"),\ mock.patch.object(m, "print_orders") as print_orders,\ mock.patch.object(m, "print_balances") as print_balances: m.process(["print_orders", "print_balances"]) process.assert_not_called() log_error.assert_not_called() store_report.assert_called_once() print_orders.assert_called_once_with() print_balances.assert_called_once_with() log_error.reset_mock() store_report.reset_mock() with self.subTest(action="unknown"): m.process(["unknown"]) log_error.assert_called_once_with("market_process", message="Unknown action unknown") store_report.assert_called_once() log_error.reset_mock() store_report.reset_mock() with self.subTest(unhandled_exception=True): process.side_effect = Exception("bouh") m.process(None, before=True) log_error.assert_called_with("market_process", exception=mock.ANY) store_report.assert_called_once() @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): def test_compute_trades(self): self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"] values_in_base = { "XMR": portfolio.Amount("BTC", D("0.9")), "DASH": portfolio.Amount("BTC", D("0.4")), "XVG": portfolio.Amount("BTC", D("-0.5")), "BTC": portfolio.Amount("BTC", D("0.5")), } new_repartition = { "DASH": portfolio.Amount("BTC", D("0.5")), "XVG": portfolio.Amount("BTC", D("0.1")), "BTC": portfolio.Amount("BTC", D("0.4")), "ETH": portfolio.Amount("BTC", D("0.3")), } side_effect = [ (True, 1), (False, 2), (False, 3), (True, 4), (True, 5) ] with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching: trade_store = market.TradeStore(self.m) trade_if_matching.side_effect = side_effect trade_store.compute_trades(values_in_base, new_repartition, only="only") self.assertEqual(5, trade_if_matching.call_count) self.assertEqual(3, len(trade_store.all)) self.assertEqual([1, 4, 5], trade_store.all) self.m.report.log_trades.assert_called_with(side_effect, "only") def test_trade_if_matching(self): with self.subTest(only="nope"): trade_store = market.TradeStore(self.m) result = trade_store.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="nope") self.assertEqual(False, result[0]) self.assertIsInstance(result[1], portfolio.Trade) with self.subTest(only=None): trade_store = market.TradeStore(self.m) result = trade_store.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only=None) self.assertEqual(True, result[0]) with self.subTest(only="acquire"): trade_store = market.TradeStore(self.m) result = trade_store.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="acquire") self.assertEqual(True, result[0]) with self.subTest(only="dispose"): trade_store = market.TradeStore(self.m) result = trade_store.trade_if_matching( portfolio.Amount("BTC", D("0")), portfolio.Amount("BTC", D("0.3")), "ETH", only="dispose") self.assertEqual(False, result[0]) def test_prepare_orders(self): trade_store = market.TradeStore(self.m) trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() trade_mock1.prepare_order.return_value = 1 trade_mock2.prepare_order.return_value = 2 trade_mock3.prepare_order.return_value = 3 trade_mock1.pending = True trade_mock2.pending = True trade_mock3.pending = False trade_store.all.append(trade_mock1) trade_store.all.append(trade_mock2) trade_store.all.append(trade_mock3) trade_store.prepare_orders() trade_mock1.prepare_order.assert_called_with(compute_value="default") trade_mock2.prepare_order.assert_called_with(compute_value="default") trade_mock3.prepare_order.assert_not_called() self.m.report.log_orders.assert_called_once_with([1, 2], None, "default") self.m.report.log_orders.reset_mock() trade_store.prepare_orders(compute_value="bla") trade_mock1.prepare_order.assert_called_with(compute_value="bla") trade_mock2.prepare_order.assert_called_with(compute_value="bla") self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla") trade_mock1.prepare_order.reset_mock() trade_mock2.prepare_order.reset_mock() self.m.report.log_orders.reset_mock() trade_mock1.action = "foo" trade_mock2.action = "bar" trade_store.prepare_orders(only="bar") trade_mock1.prepare_order.assert_not_called() trade_mock2.prepare_order.assert_called_with(compute_value="default") self.m.report.log_orders.assert_called_once_with([2], "bar", "default") def test_print_all_with_order(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() trade_store = market.TradeStore(self.m) trade_store.all = [trade_mock1, trade_mock2, trade_mock3] trade_store.print_all_with_order() trade_mock1.print_with_order.assert_called() trade_mock2.print_with_order.assert_called() trade_mock3.print_with_order.assert_called() def test_run_orders(self): with mock.patch.object(market.TradeStore, "all_orders") as all_orders: order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() trade_store = market.TradeStore(self.m) all_orders.return_value = [order_mock1, order_mock2, order_mock3] trade_store.run_orders() all_orders.assert_called_with(state="pending") order_mock1.run.assert_called() order_mock2.run.assert_called() order_mock3.run.assert_called() self.m.report.log_stage.assert_called_with("run_orders") self.m.report.log_orders.assert_called_with([order_mock1, order_mock2, order_mock3]) def test_all_orders(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() trade_mock1.orders = [order_mock1, order_mock2] trade_mock2.orders = [order_mock3] order_mock1.status = "pending" order_mock2.status = "open" order_mock3.status = "open" trade_store = market.TradeStore(self.m) trade_store.all.append(trade_mock1) trade_store.all.append(trade_mock2) orders = trade_store.all_orders() self.assertEqual(3, len(orders)) open_orders = trade_store.all_orders(state="open") self.assertEqual(2, len(open_orders)) self.assertEqual([order_mock2, order_mock3], open_orders) def test_update_all_orders_status(self): with mock.patch.object(market.TradeStore, "all_orders") as all_orders: order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock3 = mock.Mock() all_orders.return_value = [order_mock1, order_mock2, order_mock3] trade_store = market.TradeStore(self.m) trade_store.update_all_orders_status() all_orders.assert_called_with(state="open") order_mock1.get_status.assert_called() order_mock2.get_status.assert_called() order_mock3.get_status.assert_called() def test_close_trades(self): trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock3 = mock.Mock() trade_store = market.TradeStore(self.m) trade_store.all.append(trade_mock1) trade_store.all.append(trade_mock2) trade_store.all.append(trade_mock3) trade_store.close_trades() trade_mock1.close.assert_called_once_with() trade_mock2.close.assert_called_once_with() trade_mock3.close.assert_called_once_with() def test_pending(self): trade_mock1 = mock.Mock() trade_mock1.pending = True trade_mock2 = mock.Mock() trade_mock2.pending = True trade_mock3 = mock.Mock() trade_mock3.pending = False trade_store = market.TradeStore(self.m) trade_store.all.append(trade_mock1) trade_store.all.append(trade_mock2) trade_store.all.append(trade_mock3) self.assertEqual([trade_mock1, trade_mock2], trade_store.pending) @unittest.skipUnless("unit" in limits, "Unit skipped") class BalanceStoreTest(WebMockTestCase): def setUp(self): super().setUp() self.fetch_balance = { "ETC": { "exchange_free": 0, "exchange_used": 0, "exchange_total": 0, "margin_total": 0, }, "USDT": { "exchange_free": D("6.0"), "exchange_used": D("1.2"), "exchange_total": D("7.2"), "margin_total": 0, }, "XVG": { "exchange_free": 16, "exchange_used": 0, "exchange_total": 16, "margin_total": 0, }, "XMR": { "exchange_free": 0, "exchange_used": 0, "exchange_total": 0, "margin_total": D("-1.0"), "margin_free": 0, }, } def test_in_currency(self): self.m.get_ticker.return_value = { "bid": D("0.09"), "ask": D("0.11"), "average": D("0.1"), } balance_store = market.BalanceStore(self.m) balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } amounts = balance_store.in_currency("BTC") self.assertEqual("BTC", amounts["ETH"].currency) self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.30"), amounts["ETH"].value) self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "average", "total") self.m.report.log_tickers.reset_mock() amounts = balance_store.in_currency("BTC", compute_value="bid") self.assertEqual(D("0.65"), amounts["BTC"].value) self.assertEqual(D("0.27"), amounts["ETH"].value) self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "total") self.m.report.log_tickers.reset_mock() amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used") self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) self.m.report.log_tickers.assert_called_once_with(amounts, "BTC", "bid", "exchange_used") self.m.report.log_tickers.reset_mock() def test_fetch_balances(self): self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance balance_store = market.BalanceStore(self.m) balance_store.fetch_balances() self.assertNotIn("ETC", balance_store.currencies()) self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies())) balance_store.all["ETC"] = portfolio.Balance("ETC", { "exchange_total": "1", "exchange_free": "0", "exchange_used": "1" }) balance_store.fetch_balances(tag="foo") self.assertEqual(0, balance_store.all["ETC"].total) self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) self.m.report.log_balances.assert_called_with(tag="foo") @mock.patch.object(market.Portfolio, "repartition") def test_dispatch_assets(self, repartition): self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance balance_store = market.BalanceStore(self.m) balance_store.fetch_balances() self.assertNotIn("XEM", balance_store.currencies()) repartition_hash = { "XEM": (D("0.75"), "long"), "BTC": (D("0.26"), "long"), "DASH": (D("0.10"), "short"), } repartition.return_value = repartition_hash amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) repartition.assert_called_with(liquidity="medium") self.assertIn("XEM", balance_store.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) self.assertEqual(D("-1.0"), amounts["DASH"].value) self.m.report.log_balances.assert_called_with(tag=None) self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC", "11.1"), amounts, "medium", repartition_hash) def test_currencies(self): balance_store = market.BalanceStore(self.m) balance_store.all = { "BTC": portfolio.Balance("BTC", { "total": "0.65", "exchange_total":"0.65", "exchange_free": "0.35", "exchange_used": "0.30"}), "ETH": portfolio.Balance("ETH", { "total": 3, "exchange_total": 3, "exchange_free": 3, "exchange_used": 0}), } self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies())) def test_as_json(self): balance_mock1 = mock.Mock() balance_mock1.as_json.return_value = 1 balance_mock2 = mock.Mock() balance_mock2.as_json.return_value = 2 balance_store = market.BalanceStore(self.m) balance_store.all = { "BTC": balance_mock1, "ETH": balance_mock2, } as_json = balance_store.as_json() self.assertEqual(1, as_json["BTC"]) self.assertEqual(2, as_json["ETH"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ComputationTest(WebMockTestCase): def test_compute_value(self): compute = mock.Mock() portfolio.Computation.compute_value("foo", "buy", compute_value=compute) compute.assert_called_with("foo", "ask") compute.reset_mock() portfolio.Computation.compute_value("foo", "sell", compute_value=compute) compute.assert_called_with("foo", "bid") compute.reset_mock() portfolio.Computation.compute_value("foo", "ask", compute_value=compute) compute.assert_called_with("foo", "ask") compute.reset_mock() portfolio.Computation.compute_value("foo", "bid", compute_value=compute) compute.assert_called_with("foo", "bid") compute.reset_mock() portfolio.Computation.computations["test"] = compute portfolio.Computation.compute_value("foo", "bid", compute_value="test") compute.assert_called_with("foo", "bid") @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeTest(WebMockTestCase): def test_values_assertion(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("BTC", trade.base_currency) self.assertEqual("ETH", trade.currency) self.assertEqual(self.m, trade.market) with self.assertRaises(AssertionError): portfolio.Trade(value_from, -value_to, "ETH", self.m) with self.assertRaises(AssertionError): portfolio.Trade(value_from, value_to, "ETC", self.m) with self.assertRaises(AssertionError): value_from.currency = "ETH" portfolio.Trade(value_from, value_to, "ETH", self.m) value_from.currency = "BTC" with self.assertRaises(AssertionError): value_from2 = portfolio.Amount("BTC", "1.0") portfolio.Trade(value_from2, value_to, "ETH", self.m) value_from = portfolio.Amount("BTC", 0) trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual(0, trade.value_from.linked_to) def test_action(self): value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "1.0") value_from.linked_to = portfolio.Amount("BTC", "1.0") value_to = portfolio.Amount("BTC", "2.0") trade = portfolio.Trade(value_from, value_to, "BTC", self.m) self.assertIsNone(trade.action) value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.action) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("acquire", trade.action) def test_order_action(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) trade.inverted = False self.assertEqual("buy", trade.order_action()) trade.inverted = True self.assertEqual("sell", trade.order_action()) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) trade.inverted = False self.assertEqual("sell", trade.order_action()) trade.inverted = True self.assertEqual("buy", trade.order_action()) def test_trade_type(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("long", trade.trade_type) value_from = portfolio.Amount("BTC", "0") value_from.linked_to = portfolio.Amount("ETH", "0") value_to = portfolio.Amount("BTC", "-1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("short", trade.trade_type) def test_is_fullfiled(self): with self.subTest(inverted=False): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertFalse(trade.is_fullfiled) order3 = mock.Mock() order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") trade.orders.append(order3) self.assertTrue(trade.is_fullfiled) order1.filled_amount.assert_called_with(in_base_currency=True) order2.filled_amount.assert_called_with(in_base_currency=True) order3.filled_amount.assert_called_with(in_base_currency=True) with self.subTest(inverted=True): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("USDT", "1000.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "USDT", self.m) trade.inverted = True order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertFalse(trade.is_fullfiled) order3 = mock.Mock() order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19") trade.orders.append(order3) self.assertTrue(trade.is_fullfiled) order1.filled_amount.assert_called_with(in_base_currency=False) order2.filled_amount.assert_called_with(in_base_currency=False) order3.filled_amount.assert_called_with(in_base_currency=False) def test_filled_amount(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3") order2 = mock.Mock() order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01") trade.orders.append(order1) trade.orders.append(order2) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount()) order1.filled_amount.assert_called_with(in_base_currency=False) order2.filled_amount.assert_called_with(in_base_currency=False) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False)) order1.filled_amount.assert_called_with(in_base_currency=False) order2.filled_amount.assert_called_with(in_base_currency=False) self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True)) order1.filled_amount.assert_called_with(in_base_currency=True) order2.filled_amount.assert_called_with(in_base_currency=True) @mock.patch.object(portfolio.Computation, "compute_value") @mock.patch.object(portfolio.Trade, "filled_amount") @mock.patch.object(portfolio, "Order") def test_prepare_order(self, Order, filled_amount, compute_value): Order.return_value = "Order" with self.subTest(desc="Nothing to do"): value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_not_called() compute_value.assert_not_called() self.assertEqual(0, len(trade.orders)) Order.assert_not_called() self.m.get_ticker.return_value = { "inverted": False } with self.subTest(desc="Already filled"): filled_amount.return_value = portfolio.Amount("FOO", "100") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(0, len(trade.orders)) self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY) Order.assert_not_called() with self.subTest(action="dispose", inverted=False): filled_amount.return_value = portfolio.Amount("FOO", "60") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 30), D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(action="dispose", inverted=False, close_if_possible=True): filled_amount.return_value = portfolio.Amount("FOO", "60") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(close_if_possible=True) filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 30), D("0.125"), "BTC", "long", self.m, trade, close_if_possible=True) with self.subTest(action="acquire", inverted=False): filled_amount.return_value = portfolio.Amount("BTC", "3") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "1") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "10") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("FOO", 48), D("0.125"), "BTC", "long", self.m, trade, close_if_possible=False) with self.subTest(close_if_possible=True): filled_amount.return_value = portfolio.Amount("FOO", "0") compute_value.return_value = D("0.125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.1") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "0") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order() filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("FOO", 100), D("0.125"), "BTC", "long", self.m, trade, close_if_possible=True) self.m.get_ticker.return_value = { "inverted": True, "original": {} } with self.subTest(action="dispose", inverted=True): filled_amount.return_value = portfolio.Amount("FOO", "300") compute_value.return_value = D("125") value_from = portfolio.Amount("BTC", "10") value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "1000") value_to = portfolio.Amount("BTC", "1") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=True) compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")), D("125"), "FOO", "long", self.m, trade, close_if_possible=False) with self.subTest(action="acquire", inverted=True): filled_amount.return_value = portfolio.Amount("BTC", "4") compute_value.return_value = D("125") value_from = portfolio.Amount("BTC", "1") value_from.rate = D("0.01") value_from.linked_to = portfolio.Amount("FOO", "100") value_to = portfolio.Amount("BTC", "10") trade = portfolio.Trade(value_from, value_to, "FOO", self.m) trade.prepare_order(compute_value="foo") filled_amount.assert_called_with(in_base_currency=False) compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo") self.assertEqual(1, len(trade.orders)) Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")), D("125"), "FOO", "long", self.m, trade, close_if_possible=False) def test_tick_actions_recreate(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("average", trade.tick_actions_recreate(0)) self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo")) self.assertEqual("average", trade.tick_actions_recreate(1)) self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2)) self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3)) self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5)) self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6)) self.assertEqual("default", trade.tick_actions_recreate(7)) self.assertEqual("default", trade.tick_actions_recreate(8)) @mock.patch.object(portfolio.Trade, "prepare_order") def test_update_order(self, prepare_order): order_mock = mock.Mock() new_order_mock = mock.Mock() value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) prepare_order.return_value = new_order_mock for i in [0, 1, 3, 4, 6]: with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() trade.update_order(order_mock, 2) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, 2, update="adjusting", compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 2, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() trade.update_order(order_mock, 5) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) self.m.report.log_order.assert_called() calls = [ mock.call(order_mock, 5, update="adjusting", compute_value=mock.ANY, new_order=new_order_mock), mock.call(order_mock, 5, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() trade.update_order(order_mock, 7) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value="default") self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, 7, update="market_fallback", compute_value='default', new_order=new_order_mock), mock.call(order_mock, 7, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() for i in [10, 13, 16]: with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_called() new_order_mock.run.assert_called() prepare_order.assert_called_with(compute_value="default") self.m.report.log_order.assert_called() self.assertEqual(2, self.m.report.log_order.call_count) calls = [ mock.call(order_mock, i, update="market_adjust", compute_value='default', new_order=new_order_mock), mock.call(order_mock, i, new_order=new_order_mock), ] self.m.report.log_order.assert_has_calls(calls) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() for i in [8, 9, 11, 12]: with self.subTest(tick=i): trade.update_order(order_mock, i) order_mock.cancel.assert_not_called() new_order_mock.run.assert_not_called() self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting", compute_value=None, new_order=None) order_mock.reset_mock() new_order_mock.reset_mock() trade.orders = [] self.m.report.log_order.reset_mock() def test_print_with_order(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order_mock1 = mock.Mock() order_mock1.__repr__ = mock.Mock() order_mock1.__repr__.return_value = "Mock 1" order_mock2 = mock.Mock() order_mock2.__repr__ = mock.Mock() order_mock2.__repr__.return_value = "Mock 2" order_mock1.mouvements = [] mouvement_mock1 = mock.Mock() mouvement_mock1.__repr__ = mock.Mock() mouvement_mock1.__repr__.return_value = "Mouvement 1" mouvement_mock2 = mock.Mock() mouvement_mock2.__repr__ = mock.Mock() mouvement_mock2.__repr__.return_value = "Mouvement 2" order_mock2.mouvements = [ mouvement_mock1, mouvement_mock2 ] trade.orders.append(order_mock1) trade.orders.append(order_mock2) with mock.patch.object(trade, "filled_amount") as filled: filled.return_value = portfolio.Amount("BTC", "0.1") trade.print_with_order() self.m.report.print_log.assert_called() calls = self.m.report.print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0])) self.assertEqual("\tMock 1", str(calls[1][1][0])) self.assertEqual("\tMock 2", str(calls[2][1][0])) self.assertEqual("\t\tMouvement 1", str(calls[3][1][0])) self.assertEqual("\t\tMouvement 2", str(calls[4][1][0])) self.m.report.print_log.reset_mock() filled.return_value = portfolio.Amount("BTC", "0.5") trade.print_with_order() calls = self.m.report.print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0])) self.m.report.print_log.reset_mock() filled.return_value = portfolio.Amount("BTC", "0.1") trade.closed = True trade.print_with_order() calls = self.m.report.print_log.mock_calls self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0])) def test_close(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) order1 = mock.Mock() trade.orders.append(order1) trade.close() self.assertEqual(True, trade.closed) order1.cancel.assert_called_once_with() def test_pending(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) trade.closed = True self.assertEqual(False, trade.pending) trade.closed = False self.assertEqual(True, trade.pending) order1 = mock.Mock() order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5") trade.orders.append(order1) self.assertEqual(False, trade.pending) def test__repr(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade)) def test_as_json(self): value_from = portfolio.Amount("BTC", "0.5") value_from.linked_to = portfolio.Amount("ETH", "10.0") value_to = portfolio.Amount("BTC", "1.0") trade = portfolio.Trade(value_from, value_to, "ETH", self.m) as_json = trade.as_json() self.assertEqual("acquire", as_json["action"]) self.assertEqual(D("0.5"), as_json["from"]) self.assertEqual(D("1.0"), as_json["to"]) self.assertEqual("ETH", as_json["currency"]) self.assertEqual("BTC", as_json["base_currency"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class OrderTest(WebMockTestCase): def test_values(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("buy", order.action) self.assertEqual(10, order.amount.value) self.assertEqual("ETH", order.amount.currency) self.assertEqual(D("0.1"), order.rate) self.assertEqual("BTC", order.base_currency) self.assertEqual("market", order.market) self.assertEqual("long", order.trade_type) self.assertEqual("pending", order.status) self.assertEqual("trade", order.trade) self.assertIsNone(order.id) self.assertFalse(order.close_if_possible) def test__repr(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order)) order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade", close_if_possible=True) self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order)) def test_as_json(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") mouvement_mock1 = mock.Mock() mouvement_mock1.as_json.return_value = 1 mouvement_mock2 = mock.Mock() mouvement_mock2.as_json.return_value = 2 order.mouvements = [mouvement_mock1, mouvement_mock2] as_json = order.as_json() self.assertEqual("buy", as_json["action"]) self.assertEqual("long", as_json["trade_type"]) self.assertEqual(10, as_json["amount"]) self.assertEqual("ETH", as_json["currency"]) self.assertEqual("BTC", as_json["base_currency"]) self.assertEqual(D("0.1"), as_json["rate"]) self.assertEqual("pending", as_json["status"]) self.assertEqual(False, as_json["close_if_possible"]) self.assertIsNone(as_json["id"]) self.assertEqual([1, 2], as_json["mouvements"]) def test_account(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertEqual("exchange", order.account) order = portfolio.Order("sell", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", "market", "trade") self.assertEqual("margin", order.account) def test_pending(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertTrue(order.pending) order.status = "open" self.assertFalse(order.pending) def test_open(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertFalse(order.open) order.status = "open" self.assertTrue(order.open) def test_finished(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", "market", "trade") self.assertFalse(order.finished) order.status = "closed" self.assertTrue(order.finished) order.status = "canceled" self.assertTrue(order.finished) order.status = "error" self.assertTrue(order.finished) @mock.patch.object(portfolio.Order, "fetch") def test_cancel(self, fetch): with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.cancel() self.m.ccxt.cancel_order.assert_not_called() self.m.report.log_debug_action.assert_called_once() self.m.report.log_debug_action.reset_mock() self.assertEqual("canceled", order.status) with self.subTest(desc="Nominal case"): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.id = 42 order.cancel() self.m.ccxt.cancel_order.assert_called_with(42) fetch.assert_called_once_with() self.m.report.log_debug_action.assert_not_called() with self.subTest(exception=True): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.id = 42 order.cancel() self.m.ccxt.cancel_order.assert_called_with(42) self.m.report.log_error.assert_called_once() self.m.reset_mock() with self.subTest(id=None): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "open" order.cancel() self.m.ccxt.cancel_order.assert_not_called() self.m.reset_mock() with self.subTest(open=False): self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.status = "closed" order.cancel() self.m.ccxt.cancel_order.assert_not_called() def test_dust_amount_remaining(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1)) self.assertFalse(order.dust_amount_remaining()) order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001"))) self.assertTrue(order.dust_amount_remaining()) @mock.patch.object(portfolio.Order, "fetch") @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1)) def test_remaining_amount(self, filled_amount, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual(9, order.remaining_amount().value) order.status = "open" self.assertEqual(9, order.remaining_amount().value) @mock.patch.object(portfolio.Order, "fetch") def test_filled_amount(self, fetch): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "3", "total": "0.3" })) order.mouvements.append(portfolio.Mouvement("ETH", "BTC", { "tradeID": 43, "type": "buy", "fee": "0.0015", "date": "2017-12-30 13:00:12", "rate": "0.2", "amount": "2", "total": "0.4" })) self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount()) fetch.assert_not_called() order.status = "open" self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False)) fetch.assert_called_once() self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True)) def test_fetch_mouvements(self): self.m.ccxt.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 13:00:12", "rate": "0.1", "amount": "3", "total": "0.3" }, { "tradeID": 43, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.2", "amount": "2", "total": "0.4" } ] order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 12 order.mouvements = ["Foo", "Bar", "Baz"] order.fetch_mouvements() self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12}) self.assertEqual(2, len(order.mouvements)) self.assertEqual(43, order.mouvements[0].id) self.assertEqual(42, order.mouvements[1].id) self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.fetch_mouvements() self.assertEqual(0, len(order.mouvements)) def test_mark_finished_order(self): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" self.m.debug = False order.mark_finished_order() self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC") self.m.ccxt.close_margin_position.reset_mock() order.status = "open" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=False) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("sell", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "short", self.m, "trade", close_if_possible=True) order.status = "closed" order.mark_finished_order() self.m.ccxt.close_margin_position.assert_not_called() self.m.report.log_debug_action.assert_called_once() @mock.patch.object(portfolio.Order, "fetch_mouvements") @mock.patch.object(portfolio.Order, "mark_disappeared_order") @mock.patch.object(portfolio.Order, "mark_finished_order") def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 with self.subTest(debug=True): self.m.debug = True order.fetch() self.m.report.log_debug_action.assert_called_once() self.m.report.log_debug_action.reset_mock() self.m.ccxt.fetch_order.assert_not_called() mark_finished_order.assert_not_called() mark_disappeared_order.assert_not_called() fetch_mouvements.assert_not_called() with self.subTest(debug=False): self.m.debug = False self.m.ccxt.fetch_order.return_value = { "status": "foo", "datetime": "timestamp" } order.fetch() self.m.ccxt.fetch_order.assert_called_once_with(45) fetch_mouvements.assert_called_once() self.assertEqual("foo", order.status) self.assertEqual("timestamp", order.timestamp) self.assertEqual(1, len(order.results)) self.m.report.log_debug_action.assert_not_called() mark_finished_order.assert_called_once() mark_disappeared_order.assert_called_once() mark_finished_order.reset_mock() with self.subTest(missing_order=True): self.m.ccxt.fetch_order.side_effect = [ portfolio.OrderNotCached, ] order.fetch() self.assertEqual("closed_unknown", order.status) mark_finished_order.assert_called_once() def test_mark_disappeared_order(self): with self.subTest("Open order"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("pending", order.status) with self.subTest("Non-zero amount"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000010", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("closed", order.status) with self.subTest("Other mouvements"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000001", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("error_disappeared", order.status) with self.subTest("Order disappeared"): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.id = 45 order.status = "closed" order.mouvements.append(portfolio.Mouvement("XRP", "BTC", { "tradeID":21336541, "currencyPair":"BTC_XRP", "type":"sell", "rate":"0.00007013", "amount":"0.00000222", "total":"0.00000000", "fee":"0.00150000", "date":"2018-04-02 00:09:13" })) order.mark_disappeared_order() self.assertEqual("error_disappeared", order.status) @mock.patch.object(portfolio.Order, "fetch") def test_get_status(self, fetch): with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.assertEqual("pending", order.get_status()) fetch.assert_not_called() self.m.report.log_debug_action.assert_called_once() with self.subTest(debug=False, finished=False): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "open" return update_status fetch.side_effect = _fetch(order) self.assertEqual("open", order.get_status()) fetch.assert_called_once() fetch.reset_mock() with self.subTest(debug=False, finished=True): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") def _fetch(order): def update_status(): order.status = "closed" return update_status fetch.side_effect = _fetch(order) self.assertEqual("closed", order.get_status()) fetch.assert_called_once() def test_run(self): self.m.ccxt.order_precision.return_value = 4 with self.subTest(debug=True): self.m.debug = True order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") order.run() self.m.ccxt.create_order.assert_not_called() self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)") self.assertEqual("open", order.status) self.assertEqual(1, len(order.results)) self.assertEqual(-1, order.id) self.m.ccxt.create_order.reset_mock() with self.subTest(debug=False): self.m.debug = False order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.return_value = { "id": 123 } order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) self.m.ccxt.create_order.reset_mock() with self.subTest(exception=True): order = portfolio.Order("buy", portfolio.Amount("ETH", 10), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = Exception("bouh") order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) self.m.report.log_error.assert_called_once() self.m.ccxt.create_order.reset_mock() with self.subTest(dust_amount_exception=True),\ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder order.run() self.m.ccxt.create_order.assert_called_once() self.assertEqual(0, len(order.results)) self.assertEqual("closed", order.status) mark_finished_order.assert_called_once() self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.create_order.reset_mock() with self.subTest(insufficient_funds=True),\ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, { "id": 123 }, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), ]) self.assertEqual(4, self.m.ccxt.create_order.call_count) self.assertEqual(1, len(order.results)) self.assertEqual("open", order.status) self.assertEqual(4, order.tries) self.m.report.log_error.assert_called() self.assertEqual(4, self.m.report.log_error.call_count) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.create_order.reset_mock() self.m.report.log_error.reset_mock() with self.subTest(insufficient_funds=True),\ mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order: order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, portfolio.InsufficientFunds, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')), ]) self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(0, len(order.results)) self.assertEqual("error", order.status) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY) self.m.reset_mock() with self.subTest(invalid_nonce=True): with self.subTest(retry_success=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InvalidNonce, portfolio.InvalidNonce, { "id": 123 }, ] order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(3, self.m.ccxt.create_order.call_count) self.assertEqual(3, order.tries) self.m.report.log_error.assert_called() self.assertEqual(2, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY) self.assertEqual(123, order.id) self.m.reset_mock() with self.subTest(retry_success=False): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") self.m.ccxt.create_order.side_effect = [ portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, portfolio.InvalidNonce, ] order.run() self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY) self.assertEqual("error", order.status) self.m.reset_mock() with self.subTest(request_timeout=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=False), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, portfolio.RequestTimeout, { "id": 123 }, ] retrieve.return_value = False order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(3, self.m.ccxt.create_order.call_count) self.assertEqual(3, order.tries) self.m.report.log_error.assert_called() self.assertEqual(2, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY) self.assertEqual(123, order.id) self.m.reset_mock() order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=True), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, ] def _retrieve(): order.results.append({"id": 123}) return True retrieve.side_effect = _retrieve order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(1, self.m.ccxt.create_order.call_count) self.assertEqual(1, order.tries) self.m.report.log_error.assert_called() self.assertEqual(1, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order") self.assertEqual(123, order.id) self.m.reset_mock() order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") with self.subTest(retrieved=False), \ mock.patch.object(order, "retrieve_order") as retrieve: self.m.ccxt.create_order.side_effect = [ portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, portfolio.RequestTimeout, ] retrieve.return_value = False order.run() self.m.ccxt.create_order.assert_has_calls([ mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')), ]) self.assertEqual(5, self.m.ccxt.create_order.call_count) self.assertEqual(5, order.tries) self.m.report.log_error.assert_called() self.assertEqual(5, self.m.report.log_error.call_count) self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY) self.assertEqual("error", order.status) def test_retrieve_order(self): with self.subTest(similar_open_order=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [ { # Wrong amount 'amount': 0.002, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '1', 'info': { 'amount': '0.002', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '1', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.002', 'status': 'open', 'total': '0.0002', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.002, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # Margin 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '2', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 1, 'orderNumber': '2', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # selling 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '3', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '3', 'price': '0.1', 'rate': '0.1', 'side': 'sell', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'sell', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # Wrong rate 'amount': 0.001, 'cost': 0.15, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '4', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '4', 'price': '0.15', 'rate': '0.15', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.15, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' }, { # All good 'amount': 0.001, 'cost': 0.1, 'datetime': '2018-03-25T15:15:51.000Z', 'fee': None, 'filled': 0.0, 'id': '5', 'info': { 'amount': '0.001', 'date': '2018-03-25 15:15:51', 'margin': 0, 'orderNumber': '1', 'price': '0.1', 'rate': '0.1', 'side': 'buy', 'startingAmount': '0.001', 'status': 'open', 'total': '0.0001', 'type': 'limit' }, 'price': 0.1, 'remaining': 0.001, 'side': 'buy', 'status': 'open', 'symbol': 'ETH/BTC', 'timestamp': 1521990951000, 'trades': None, 'type': 'limit' } ] result = order.retrieve_order() self.assertTrue(result) self.assertEqual('5', order.results[0]["id"]) self.m.ccxt.fetch_my_trades.assert_not_called() self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) self.m.reset_mock() with self.subTest(similar_open_order=False, past_trades=True): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [] self.m.ccxt.fetch_my_trades.return_value = [ { # Wrong timestamp 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:14.000Z', 'id': '1-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:14', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '1', 'rate': '0.1', 'total': '0.00006', 'tradeID': '1-1', 'type': 'buy' }, 'order': '1', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983714, 'type': 'limit' }, { # Wrong timestamp 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '1-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '1', 'rate': '0.1', 'total': '0.00004', 'tradeID': '1-2', 'type': 'buy' }, 'order': '1', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong side 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '2-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '2', 'rate': '0.1', 'total': '0.00006', 'tradeID': '2-1', 'type': 'sell' }, 'order': '2', 'price': 0.1, 'side': 'sell', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong side 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '2-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '2', 'rate': '0.1', 'total': '0.00004', 'tradeID': '2-2', 'type': 'buy' }, 'order': '2', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Margin trade 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '3-1', 'info': { 'amount': '0.0006', 'category': 'marginTrade', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '3', 'rate': '0.1', 'total': '0.00006', 'tradeID': '3-1', 'type': 'buy' }, 'order': '3', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Margin trade 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '3-2', 'info': { 'amount': '0.0004', 'category': 'marginTrade', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '3', 'rate': '0.1', 'total': '0.00004', 'tradeID': '3-2', 'type': 'buy' }, 'order': '3', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong amount 1 'amount': 0.0005, 'cost': 0.00005, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '4-1', 'info': { 'amount': '0.0005', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '4', 'rate': '0.1', 'total': '0.00005', 'tradeID': '4-1', 'type': 'buy' }, 'order': '4', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong amount 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '4-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '4', 'rate': '0.1', 'total': '0.00004', 'tradeID': '4-2', 'type': 'buy' }, 'order': '4', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # Wrong price 1 'amount': 0.0006, 'cost': 0.000066, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '5-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '5', 'rate': '0.11', 'total': '0.000066', 'tradeID': '5-1', 'type': 'buy' }, 'order': '5', 'price': 0.11, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # Wrong price 2 'amount': 0.0004, 'cost': 0.00004, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '5-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '5', 'rate': '0.1', 'total': '0.00004', 'tradeID': '5-2', 'type': 'buy' }, 'order': '5', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, { # All good 1 'amount': 0.0006, 'cost': 0.00006, 'datetime': '2018-03-25T15:15:54.000Z', 'id': '7-1', 'info': { 'amount': '0.0006', 'category': 'exchange', 'date': '2018-03-25 15:15:54', 'fee': '0.00150000', 'globalTradeID': 1, 'orderNumber': '7', 'rate': '0.1', 'total': '0.00006', 'tradeID': '7-1', 'type': 'buy' }, 'order': '7', 'price': 0.1, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983754, 'type': 'limit' }, { # All good 2 'amount': 0.0004, 'cost': 0.000036, 'datetime': '2018-03-25T15:16:54.000Z', 'id': '7-2', 'info': { 'amount': '0.0004', 'category': 'exchange', 'date': '2018-03-25 15:16:54', 'fee': '0.00150000', 'globalTradeID': 2, 'orderNumber': '7', 'rate': '0.09', 'total': '0.000036', 'tradeID': '7-2', 'type': 'buy' }, 'order': '7', 'price': 0.09, 'side': 'buy', 'symbol': 'ETH/BTC', 'timestamp': 1521983814, 'type': 'limit' }, ] result = order.retrieve_order() self.assertTrue(result) self.assertEqual('7', order.results[0]["id"]) self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750) self.m.reset_mock() with self.subTest(similar_open_order=False, past_trades=False): order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"), D("0.1"), "BTC", "long", self.m, "trade") order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55) self.m.ccxt.order_precision.return_value = 8 self.m.ccxt.fetch_orders.return_value = [] self.m.ccxt.fetch_my_trades.return_value = [] result = order.retrieve_order() self.assertFalse(result) @unittest.skipUnless("unit" in limits, "Unit skipped") class MouvementTest(WebMockTestCase): def test_values(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("ETH", mouvement.currency) self.assertEqual("BTC", mouvement.base_currency) self.assertEqual(42, mouvement.id) self.assertEqual("buy", mouvement.action) self.assertEqual(D("0.0015"), mouvement.fee_rate) self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), mouvement.date) self.assertEqual(D("0.1"), mouvement.rate) self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total) self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base) mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" }) self.assertIsNone(mouvement.date) self.assertIsNone(mouvement.id) self.assertIsNone(mouvement.action) self.assertEqual(-1, mouvement.fee_rate) self.assertEqual(0, mouvement.rate) self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total) self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base) def test__repr(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement)) mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "date": "garbage", "rate": "0.1", "amount": "10", "total": "1" }) self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement)) def test_as_json(self): mouvement = portfolio.Mouvement("ETH", "BTC", { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" }) as_json = mouvement.as_json() self.assertEqual(D("0.0015"), as_json["fee_rate"]) self.assertEqual(portfolio.datetime(2017, 12, 30, 12, 0, 12), as_json["date"]) self.assertEqual("buy", as_json["action"]) self.assertEqual(D("10"), as_json["total"]) self.assertEqual(D("1"), as_json["total_in_base"]) self.assertEqual("BTC", as_json["base_currency"]) self.assertEqual("ETH", as_json["currency"]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ReportStoreTest(WebMockTestCase): def test_add_log(self): report_store = market.ReportStore(self.m) report_store.add_log({"foo": "bar"}) self.assertEqual({"foo": "bar", "date": mock.ANY}, report_store.logs[0]) def test_set_verbose(self): report_store = market.ReportStore(self.m) with self.subTest(verbose=True): report_store.set_verbose(True) self.assertTrue(report_store.verbose_print) with self.subTest(verbose=False): report_store.set_verbose(False) self.assertFalse(report_store.verbose_print) def test_merge(self): report_store1 = market.ReportStore(self.m, verbose_print=False) report_store2 = market.ReportStore(None, verbose_print=False) report_store2.log_stage("1") report_store1.log_stage("2") report_store2.log_stage("3") report_store1.merge(report_store2) self.assertEqual(3, len(report_store1.logs)) self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) self.assertEqual(6, len(report_store1.print_logs)) def test_print_log(self): report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ mock.patch.object(store, "datetime") as time_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: time_mock.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10) report_store.set_verbose(True) report_store.print_log("Coucou") report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n") with self.subTest(verbose=False),\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: report_store.set_verbose(False) report_store.print_log("Coucou") report_store.print_log(portfolio.Amount("BTC", 1)) self.assertEqual(stdout_mock.getvalue(), "") def test_default_json_serial(self): report_store = market.ReportStore(self.m) self.assertEqual("2018-02-24T00:00:00", report_store.default_json_serial(portfolio.datetime(2018, 2, 24))) self.assertEqual("1.00000000 BTC", report_store.default_json_serial(portfolio.Amount("BTC", 1))) def test_to_json(self): report_store = market.ReportStore(self.m) report_store.logs.append({"foo": "bar"}) self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json()) report_store.logs.append({"date": portfolio.datetime(2018, 2, 24)}) self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json()) report_store.logs.append({"amount": portfolio.Amount("BTC", 1)}) self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json()) def test_to_json_array(self): report_store = market.ReportStore(self.m) report_store.logs.append({ "date": "date1", "type": "type1", "foo": "bar", "bla": "bla" }) report_store.logs.append({ "date": "date2", "type": "type2", "foo": "bar", "bla": "bla" }) logs = list(report_store.to_json_array()) self.assertEqual(2, len(logs)) self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0]) self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1]) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_stage(self, add_log, print_log): report_store = market.ReportStore(self.m) c = lambda x: x report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1)) print_log.assert_has_calls([ mock.call("-----------"), mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"), ]) add_log.assert_called_once_with({ 'type': 'stage', 'stage': 'foo', 'args': { 'bar': 'baz', 'c': 'c = lambda x: x', 'd': { 'currency': 'BTC', 'value': D('1') } } }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_balances(self, add_log, print_log): report_store = market.ReportStore(self.m) self.m.balances.as_json.return_value = "json" self.m.balances.all = { "FOO": "bar", "BAR": "baz" } report_store.log_balances(tag="tag") print_log.assert_has_calls([ mock.call("[Balance]"), mock.call("\tbar"), mock.call("\tbaz"), ]) add_log.assert_called_once_with({ 'type': 'balance', 'balances': 'json', 'tag': 'tag' }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_tickers(self, add_log, print_log): report_store = market.ReportStore(self.m) amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } amounts["ETH"].rate = D("0.1") report_store.log_tickers(amounts, "BTC", "default", "total") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'tickers', 'compute_value': 'default', 'balance_type': 'total', 'currency': 'BTC', 'balances': { 'BTC': D('10'), 'ETH': D('0.3') }, 'rates': { 'BTC': None, 'ETH': D('0.1') }, 'total': D('10.3') }) add_log.reset_mock() compute_value = lambda x: x["bid"] report_store.log_tickers(amounts, "BTC", compute_value, "total") add_log.assert_called_once_with({ 'type': 'tickers', 'compute_value': 'compute_value = lambda x: x["bid"]', 'balance_type': 'total', 'currency': 'BTC', 'balances': { 'BTC': D('10'), 'ETH': D('0.3') }, 'rates': { 'BTC': None, 'ETH': D('0.1') }, 'total': D('10.3') }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_dispatch(self, add_log, print_log): report_store = market.ReportStore(self.m) amount = portfolio.Amount("BTC", "10.3") amounts = { "BTC": portfolio.Amount("BTC", 10), "ETH": portfolio.Amount("BTC", D("0.3")) } report_store.log_dispatch(amount, amounts, "medium", "repartition") print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'dispatch', 'liquidity': 'medium', 'repartition_ratio': 'repartition', 'total_amount': { 'currency': 'BTC', 'value': D('10.3') }, 'repartition': { 'BTC': D('10'), 'ETH': D('0.3') } }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_trades(self, add_log, print_log): report_store = market.ReportStore(self.m) trade_mock1 = mock.Mock() trade_mock2 = mock.Mock() trade_mock1.as_json.return_value = { "trade": "1" } trade_mock2.as_json.return_value = { "trade": "2" } matching_and_trades = [ (True, trade_mock1), (False, trade_mock2), ] report_store.log_trades(matching_and_trades, "only") print_log.assert_not_called() add_log.assert_called_with({ 'type': 'trades', 'only': 'only', 'debug': False, 'trades': [ {'trade': '1', 'skipped': False}, {'trade': '2', 'skipped': True} ] }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_orders(self, add_log, print_log): report_store = market.ReportStore(self.m) order_mock1 = mock.Mock() order_mock2 = mock.Mock() order_mock1.as_json.return_value = "order1" order_mock2.as_json.return_value = "order2" orders = [order_mock1, order_mock2] report_store.log_orders(orders, tick="tick", only="only", compute_value="compute_value") print_log.assert_called_once_with("[Orders]") self.m.trades.print_all_with_order.assert_called_once_with(ind="\t") add_log.assert_called_with({ 'type': 'orders', 'only': 'only', 'compute_value': 'compute_value', 'tick': 'tick', 'orders': ['order1', 'order2'] }) add_log.reset_mock() def compute_value(x, y): return x[y] report_store.log_orders(orders, tick="tick", only="only", compute_value=compute_value) add_log.assert_called_with({ 'type': 'orders', 'only': 'only', 'compute_value': 'def compute_value(x, y):\n return x[y]', 'tick': 'tick', 'orders': ['order1', 'order2'] }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_order(self, add_log, print_log): report_store = market.ReportStore(self.m) order_mock = mock.Mock() order_mock.as_json.return_value = "order" new_order_mock = mock.Mock() new_order_mock.as_json.return_value = "new_order" order_mock.__repr__ = mock.Mock() order_mock.__repr__.return_value = "Order Mock" new_order_mock.__repr__ = mock.Mock() new_order_mock.__repr__.return_value = "New order Mock" with self.subTest(finished=True): report_store.log_order(order_mock, 1, finished=True) print_log.assert_called_once_with("[Order] Finished Order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 1, 'update': None, 'order': 'order', 'compute_value': None, 'new_order': None }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="waiting"): report_store.log_order(order_mock, 1, update="waiting") print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting") add_log.assert_called_once_with({ 'type': 'order', 'tick': 1, 'update': 'waiting', 'order': 'order', 'compute_value': None, 'new_order': None }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="adjusting"): compute_value = lambda x: (x["bid"] + x["ask"]*2)/3 report_store.log_order(order_mock, 3, update="adjusting", new_order=new_order_mock, compute_value=compute_value) print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 3, 'update': 'adjusting', 'order': 'order', 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3', 'new_order': 'new_order' }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_fallback"): report_store.log_order(order_mock, 7, update="market_fallback", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value") add_log.assert_called_once_with({ 'type': 'order', 'tick': 7, 'update': 'market_fallback', 'order': 'order', 'compute_value': None, 'new_order': 'new_order' }) add_log.reset_mock() print_log.reset_mock() with self.subTest(update="market_adjusting"): report_store.log_order(order_mock, 17, update="market_adjust", new_order=new_order_mock) print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock") add_log.assert_called_once_with({ 'type': 'order', 'tick': 17, 'update': 'market_adjust', 'order': 'order', 'compute_value': None, 'new_order': 'new_order' }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_move_balances(self, add_log, print_log): report_store = market.ReportStore(self.m) needed = { "BTC": portfolio.Amount("BTC", 10), "USDT": 1 } moving = { "BTC": portfolio.Amount("BTC", 3), "USDT": -2 } report_store.log_move_balances(needed, moving) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'move_balances', 'debug': False, 'needed': { 'BTC': D('10'), 'USDT': 1 }, 'moving': { 'BTC': D('3'), 'USDT': -2 } }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_http_request(self, add_log, print_log): report_store = market.ReportStore(self.m) response = mock.Mock() response.status_code = 200 response.text = "Hey" report_store.log_http_request("method", "url", "body", "headers", response) print_log.assert_not_called() add_log.assert_called_once_with({ 'type': 'http_request', 'method': 'method', 'url': 'url', 'body': 'body', 'headers': 'headers', 'status': 200, 'response': 'Hey' }) add_log.reset_mock() report_store.log_http_request("method", "url", "body", "headers", ValueError("Foo")) add_log.assert_called_once_with({ 'type': 'http_request', 'method': 'method', 'url': 'url', 'body': 'body', 'headers': 'headers', 'status': -1, 'response': None, 'error': 'ValueError', 'error_message': 'Foo', }) @mock.patch.object(market.ReportStore, "add_log") def test_log_market(self, add_log): report_store = market.ReportStore(self.m) report_store.log_market(self.market_args(debug=True, quiet=False), 4, 1) add_log.assert_called_once_with({ "type": "market", "commit": "$Format:%H$", "args": { "report_path": None, "debug": True, "quiet": False }, "user_id": 4, "market_id": 1, }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_error(self, add_log, print_log): report_store = market.ReportStore(self.m) with self.subTest(message=None, exception=None): report_store.log_error("action") print_log.assert_called_once_with("[Error] action") add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': None, 'exception_message': None, 'message': None }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=None): report_store.log_error("action", message="Hey") print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tHey") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': None, 'exception_message': None, 'message': "Hey" }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message=None, exception=Exception("bouh")): report_store.log_error("action", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': "Exception", 'exception_message': "bouh", 'message': None }) print_log.reset_mock() add_log.reset_mock() with self.subTest(message="Hey", exception=Exception("bouh")): report_store.log_error("action", message="Hey", exception=Exception("bouh")) print_log.assert_has_calls([ mock.call("[Error] action"), mock.call("\tException: bouh"), mock.call("\tHey") ]) add_log.assert_called_once_with({ 'type': 'error', 'action': 'action', 'exception_class': "Exception", 'exception_message': "bouh", 'message': "Hey" }) @mock.patch.object(market.ReportStore, "print_log") @mock.patch.object(market.ReportStore, "add_log") def test_log_debug_action(self, add_log, print_log): report_store = market.ReportStore(self.m) report_store.log_debug_action("Hey") print_log.assert_called_once_with("[Debug] Hey") add_log.assert_called_once_with({ 'type': 'debug_action', 'action': 'Hey' }) @unittest.skipUnless("unit" in limits, "Unit skipped") class MainTest(WebMockTestCase): def test_make_order(self): self.m.get_ticker.return_value = { "inverted": False, "average": D("0.1"), "bid": D("0.09"), "ask": D("0.11"), } with self.subTest(description="nominal case"): main.make_order(self.m, 10, "ETH") self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), mock.call("make_order_end"), ]) self.m.balances.fetch_balances.assert_has_calls([ mock.call(tag="make_order_begin"), mock.call(tag="make_order_end"), ]) self.m.trades.all.append.assert_called_once() trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(False, trade.orders[0].close_if_possible) self.assertEqual(0, trade.value_from) self.assertEqual("ETH", trade.currency) self.assertEqual("BTC", trade.base_currency) self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") self.m.trades.run_orders.assert_called_once_with() self.m.follow_orders.assert_called_once_with() order = trade.orders[0] self.assertEqual(D("0.10"), order.rate) self.m.reset_mock() with self.subTest(compute_value="default"): main.make_order(self.m, 10, "ETH", action="dispose", compute_value="ask") trade = self.m.trades.all.append.mock_calls[0][1][0] order = trade.orders[0] self.assertEqual(D("0.11"), order.rate) self.m.reset_mock() with self.subTest(follow=False): result = main.make_order(self.m, 10, "ETH", follow=False) self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), mock.call("make_order_end_not_followed"), ]) self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin") self.m.trades.all.append.assert_called_once() trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(0, trade.value_from) self.assertEqual("ETH", trade.currency) self.assertEqual("BTC", trade.base_currency) self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average") self.m.trades.run_orders.assert_called_once_with() self.m.follow_orders.assert_not_called() self.assertEqual(trade.orders[0], result) self.m.reset_mock() with self.subTest(base_currency="USDT"): main.make_order(self.m, 1, "BTC", base_currency="USDT") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual("BTC", trade.currency) self.assertEqual("USDT", trade.base_currency) self.m.reset_mock() with self.subTest(close_if_possible=True): main.make_order(self.m, 10, "ETH", close_if_possible=True) trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(True, trade.orders[0].close_if_possible) self.m.reset_mock() with self.subTest(action="dispose"): main.make_order(self.m, 10, "ETH", action="dispose") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(0, trade.value_to) self.assertEqual(1, trade.value_from.value) self.assertEqual("ETH", trade.currency) self.assertEqual("BTC", trade.base_currency) self.m.reset_mock() with self.subTest(compute_value="default"): main.make_order(self.m, 10, "ETH", action="dispose", compute_value="bid") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(D("0.9"), trade.value_from.value) def test_get_user_market(self): with mock.patch("main.fetch_markets") as main_fetch_markets,\ mock.patch("main.parse_config") as main_parse_config: with self.subTest(debug=False): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] m = main.get_user_market("config_path.ini", 1) self.assertIsInstance(m, market.Market) self.assertFalse(m.debug) with self.subTest(debug=True): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)] m = main.get_user_market("config_path.ini", 1, debug=True) self.assertIsInstance(m, market.Market) self.assertTrue(m.debug) def test_process(self): with mock.patch("market.Market") as market_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: args_mock = mock.Mock() args_mock.action = "action" args_mock.config = "config" args_mock.user = "user" args_mock.debug = "debug" args_mock.before = "before" args_mock.after = "after" self.assertEqual("", stdout_mock.getvalue()) main.process("config", 3, 1, args_mock, "pg_config") market_mock.from_config.assert_has_calls([ mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1), mock.call().process("action", before="before", after="after"), ]) with self.subTest(exception=True): market_mock.from_config.side_effect = Exception("boo") main.process(3, "config", 1, args_mock, "pg_config") self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) def test_main(self): with self.subTest(parallel=False): with mock.patch("main.parse_args") as parse_args,\ mock.patch("main.parse_config") as parse_config,\ mock.patch("main.fetch_markets") as fetch_markets,\ mock.patch("main.process") as process: args_mock = mock.Mock() args_mock.parallel = False args_mock.user = "user" parse_args.return_value = args_mock parse_config.return_value = "pg_config" fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] main.main(["Foo", "Bar"]) parse_args.assert_called_with(["Foo", "Bar"]) parse_config.assert_called_with(args_mock) fetch_markets.assert_called_with("pg_config", "user") self.assertEqual(2, process.call_count) process.assert_has_calls([ mock.call("config1", 3, 1, args_mock, "pg_config"), mock.call("config2", 1, 2, args_mock, "pg_config"), ]) with self.subTest(parallel=True): with mock.patch("main.parse_args") as parse_args,\ mock.patch("main.parse_config") as parse_config,\ mock.patch("main.fetch_markets") as fetch_markets,\ mock.patch("main.process") as process,\ mock.patch("store.Portfolio.start_worker") as start: args_mock = mock.Mock() args_mock.parallel = True args_mock.user = "user" parse_args.return_value = args_mock parse_config.return_value = "pg_config" fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]] main.main(["Foo", "Bar"]) parse_args.assert_called_with(["Foo", "Bar"]) parse_config.assert_called_with(args_mock) fetch_markets.assert_called_with("pg_config", "user") start.assert_called_once_with() self.assertEqual(2, process.call_count) process.assert_has_calls([ mock.call.__bool__(), mock.call("config1", 3, 1, args_mock, "pg_config"), mock.call.__bool__(), mock.call("config2", 1, 2, args_mock, "pg_config"), ]) @mock.patch.object(main.sys, "exit") @mock.patch("main.os") def test_parse_config(self, os, exit): with self.subTest(report_path=None): args = main.configargparse.Namespace(**{ "db_host": "host", "db_port": "port", "db_user": "user", "db_password": "password", "db_database": "database", "report_path": None, }) result = main.parse_config(args) self.assertEqual({ "host": "host", "port": "port", "user": "user", "password": "password", "database": "database" }, result) with self.assertRaises(AttributeError): args.db_password with self.subTest(report_path="present"): args = main.configargparse.Namespace(**{ "db_host": "host", "db_port": "port", "db_user": "user", "db_password": "password", "db_database": "database", "report_path": "report_path", }) os.path.exists.return_value = False result = main.parse_config(args) os.path.exists.assert_called_once_with("report_path") os.makedirs.assert_called_once_with("report_path") def test_parse_args(self): with self.subTest(config="config.ini"): args = main.parse_args([]) self.assertEqual("config.ini", args.config) self.assertFalse(args.before) self.assertFalse(args.after) self.assertFalse(args.debug) args = main.parse_args(["--before", "--after", "--debug"]) self.assertTrue(args.before) self.assertTrue(args.after) self.assertTrue(args.debug) with self.subTest(config="inexistant"), \ self.assertRaises(SystemExit), \ mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock: args = main.parse_args(["--config", "foo.bar"]) @mock.patch.object(main, "psycopg2") def test_fetch_markets(self, psycopg2): connect_mock = mock.Mock() cursor_mock = mock.MagicMock() cursor_mock.__iter__.return_value = ["row_1", "row_2"] connect_mock.cursor.return_value = cursor_mock psycopg2.connect.return_value = connect_mock with self.subTest(user=None): rows = list(main.fetch_markets({"foo": "bar"}, None)) psycopg2.connect.assert_called_once_with(foo="bar") cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs") self.assertEqual(["row_1", "row_2"], rows) psycopg2.connect.reset_mock() cursor_mock.execute.reset_mock() with self.subTest(user=1): rows = list(main.fetch_markets({"foo": "bar"}, 1)) psycopg2.connect.assert_called_once_with(foo="bar") cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1) self.assertEqual(["row_1", "row_2"], rows) @unittest.skipUnless("unit" in limits, "Unit skipped") class ProcessorTest(WebMockTestCase): def test_values(self): processor = market.Processor(self.m) self.assertEqual(self.m, processor.market) def test_run_action(self): processor = market.Processor(self.m) with mock.patch.object(processor, "parse_args") as parse_args: method_mock = mock.Mock() parse_args.return_value = [method_mock, { "foo": "bar" }] processor.run_action("foo", "bar", "baz") parse_args.assert_called_with("foo", "bar", "baz") method_mock.assert_called_with(foo="bar") processor.run_action("wait_for_recent", "bar", "baz") method_mock.assert_called_with(foo="bar") def test_select_step(self): processor = market.Processor(self.m) scenario = processor.scenarios["sell_all"] self.assertEqual(scenario, processor.select_steps(scenario, "all")) self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before")))) self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after")))) self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2)))) self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait")))) with self.assertRaises(TypeError): processor.select_steps(scenario, ["wait"]) @mock.patch("market.Processor.process_step") def test_process(self, process_step): processor = market.Processor(self.m) processor.process("sell_all", foo="bar") self.assertEqual(3, process_step.call_count) steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls)) scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls)) kwargs = list(map(lambda x: x[1][2], process_step.mock_calls)) self.assertEqual(["all_sell", "wait", "all_buy"], steps) self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names) self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs) process_step.reset_mock() processor.process("sell_needed", steps=["before", "after"]) self.assertEqual(3, process_step.call_count) def test_method_arguments(self): ccxt = mock.Mock(spec=market.ccxt.poloniexE) m = market.Market(ccxt, self.market_args()) processor = market.Processor(m) method, arguments = processor.method_arguments("wait_for_recent") self.assertEqual(market.Portfolio.wait_for_recent, method) self.assertEqual(["delta", "poll"], arguments) method, arguments = processor.method_arguments("prepare_trades") self.assertEqual(m.prepare_trades, method) self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) method, arguments = processor.method_arguments("prepare_orders") self.assertEqual(m.trades.prepare_orders, method) method, arguments = processor.method_arguments("move_balances") self.assertEqual(m.move_balances, method) method, arguments = processor.method_arguments("run_orders") self.assertEqual(m.trades.run_orders, method) method, arguments = processor.method_arguments("follow_orders") self.assertEqual(m.follow_orders, method) method, arguments = processor.method_arguments("close_trades") self.assertEqual(m.trades.close_trades, method) def test_process_step(self): processor = market.Processor(self.m) with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][1] processor.process_step("foo", step, {"foo":"bar"}) self.m.report.log_stage.assert_has_calls([ mock.call("process_foo__1_sell_begin"), mock.call("process_foo__1_sell_end"), ]) self.m.balances.fetch_balances.assert_has_calls([ mock.call(tag="process_foo__1_sell_begin"), mock.call(tag="process_foo__1_sell_end"), ]) self.assertEqual(5, run_action.call_count) run_action.assert_has_calls([ mock.call('prepare_trades', {}, {'foo': 'bar'}), mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}), mock.call('run_orders', {}, {'foo': 'bar'}), mock.call('follow_orders', {}, {'foo': 'bar'}), mock.call('close_trades', {}, {'foo': 'bar'}), ]) self.m.reset_mock() with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][0] processor.process_step("foo", step, {"foo":"bar"}) self.m.balances.fetch_balances.assert_not_called() def test_parse_args(self): processor = market.Processor(self.m) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() method_arguments.return_value = [ method_mock, ["foo2", "foo"] ] method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"}) self.assertEqual(method_mock, method) self.assertEqual({"foo": "bar2", "foo2": "bar"}, args) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() method_arguments.return_value = [ method_mock, ["repartition"] ] method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {}) self.assertEqual(1, len(args["repartition"])) self.assertIn("BTC", args["repartition"]) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() method_arguments.return_value = [ method_mock, ["repartition", "base_currency"] ] method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"}) self.assertEqual(1, len(args["repartition"])) self.assertIn("USDT", args["repartition"]) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() method_arguments.return_value = [ method_mock, ["repartition", "base_currency"] ] method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"}) self.assertEqual(1, len(args["repartition"])) self.assertIn("ETH", args["repartition"]) @unittest.skipUnless("acceptance" in limits, "Acceptance skipped") class AcceptanceTest(WebMockTestCase): @unittest.expectedFailure def test_success_sell_only_necessary(self): # FIXME: catch stdout self.m.report.verbose_print = False fetch_balance = { "ETH": { "exchange_free": D("1.0"), "exchange_used": D("0.0"), "exchange_total": D("1.0"), "total": D("1.0"), }, "ETC": { "exchange_free": D("4.0"), "exchange_used": D("0.0"), "exchange_total": D("4.0"), "total": D("4.0"), }, "XVG": { "exchange_free": D("1000.0"), "exchange_used": D("0.0"), "exchange_total": D("1000.0"), "total": D("1000.0"), }, } repartition = { "ETH": (D("0.25"), "long"), "ETC": (D("0.25"), "long"), "BTC": (D("0.4"), "long"), "BTD": (D("0.01"), "short"), "B2X": (D("0.04"), "long"), "USDT": (D("0.05"), "long"), } def fetch_ticker(symbol): if symbol == "ETH/BTC": return { "symbol": "ETH/BTC", "bid": D("0.14"), "ask": D("0.16") } if symbol == "ETC/BTC": return { "symbol": "ETC/BTC", "bid": D("0.002"), "ask": D("0.003") } if symbol == "XVG/BTC": return { "symbol": "XVG/BTC", "bid": D("0.00003"), "ask": D("0.00005") } if symbol == "BTD/BTC": return { "symbol": "BTD/BTC", "bid": D("0.0008"), "ask": D("0.0012") } if symbol == "B2X/BTC": return { "symbol": "B2X/BTC", "bid": D("0.0008"), "ask": D("0.0012") } if symbol == "USDT/BTC": raise helper.ExchangeError if symbol == "BTC/USDT": return { "symbol": "BTC/USDT", "bid": D("14000"), "ask": D("16000") } self.fail("Shouldn't have been called with {}".format(symbol)) market = mock.Mock() market.fetch_all_balances.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("XVG", 1000), balances["XVG"].total) trades = portfolio.TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) self.assertEqual("dispose", trades[0].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) self.assertEqual("acquire", trades[1].action) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) self.assertEqual("dispose", trades[2].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) self.assertEqual("acquire", trades[3].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) self.assertEqual("acquire", trades[4].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) self.assertEqual("acquire", trades[5].action) # Action 2 portfolio.TradeStore.prepare_orders(only="dispose", compute_value=lambda x, y: x["bid"] * D("1.001")) all_orders = portfolio.TradeStore.all_orders(state="pending") self.assertEqual(2, len(all_orders)) self.assertEqual(2, 3*all_orders[0].amount.value) self.assertEqual(D("0.14014"), all_orders[0].rate) self.assertEqual(1000, all_orders[1].amount.value) self.assertEqual(D("0.00003003"), all_orders[1].rate) def create_order(symbol, type, action, amount, price=None, account="exchange"): self.assertEqual("limit", type) if symbol == "ETH/BTC": self.assertEqual("sell", action) self.assertEqual(D('0.66666666'), amount) self.assertEqual(D("0.14014"), price) elif symbol == "XVG/BTC": self.assertEqual("sell", action) self.assertEqual(1000, amount) self.assertEqual(D("0.00003003"), price) else: self.fail("I shouldn't have been called") return { "id": symbol, } market.create_order.side_effect = create_order market.order_precision.return_value = 8 # Action 3 portfolio.TradeStore.run_orders() self.assertEqual("open", all_orders[0].status) self.assertEqual("open", all_orders[1].status) market.fetch_order.return_value = { "status": "closed", "datetime": "2018-01-20 13:40:00" } market.privatePostReturnOrderTrades.return_value = [ { "tradeID": 42, "type": "buy", "fee": "0.0015", "date": "2017-12-30 12:00:12", "rate": "0.1", "amount": "10", "total": "1" } ] with mock.patch.object(market.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) sleep.assert_called_with(30) for order in all_orders: self.assertEqual("closed", order.status) fetch_balance = { "ETH": { "exchange_free": D("1.0") / 3, "exchange_used": D("0.0"), "exchange_total": D("1.0") / 3, "margin_total": 0, "total": D("1.0") / 3, }, "BTC": { "exchange_free": D("0.134"), "exchange_used": D("0.0"), "exchange_total": D("0.134"), "margin_total": 0, "total": D("0.134"), }, "ETC": { "exchange_free": D("4.0"), "exchange_used": D("0.0"), "exchange_total": D("4.0"), "margin_total": 0, "total": D("4.0"), }, "XVG": { "exchange_free": D("0.0"), "exchange_used": D("0.0"), "exchange_total": D("0.0"), "margin_total": 0, "total": D("0.0"), }, } market.fetch_all_balances.return_value = fetch_balance with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 5 helper.prepare_trades(market, only="acquire", compute_value="average") balances = portfolio.BalanceStore.all self.assertEqual(portfolio.Amount("ETH", 1 / D("3")), balances["ETH"].total) self.assertEqual(portfolio.Amount("ETC", 4), balances["ETC"].total) self.assertEqual(portfolio.Amount("BTC", D("0.134")), balances["BTC"].total) self.assertEqual(portfolio.Amount("XVG", 0), balances["XVG"].total) trades = portfolio.TradeStore.all self.assertEqual(portfolio.Amount("BTC", D("0.15")), trades[0].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[0].value_to) self.assertEqual("dispose", trades[0].action) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[1].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.05")), trades[1].value_to) self.assertEqual("acquire", trades[1].action) self.assertNotIn("BTC", trades) self.assertEqual(portfolio.Amount("BTC", D("0.04")), trades[2].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[2].value_to) self.assertEqual("dispose", trades[2].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[3].value_from) self.assertEqual(portfolio.Amount("BTC", D("-0.002")), trades[3].value_to) self.assertEqual("acquire", trades[3].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[4].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.008")), trades[4].value_to) self.assertEqual("acquire", trades[4].action) self.assertEqual(portfolio.Amount("BTC", D("0.00")), trades[5].value_from) self.assertEqual(portfolio.Amount("BTC", D("0.01")), trades[5].value_to) self.assertEqual("acquire", trades[5].action) # Action 6 portfolio.TradeStore.prepare_orders(only="acquire", compute_value=lambda x, y: x["ask"]) all_orders = portfolio.TradeStore.all_orders(state="pending") self.assertEqual(4, len(all_orders)) self.assertEqual(portfolio.Amount("ETC", D("12.83333333")), round(all_orders[0].amount)) self.assertEqual(D("0.003"), all_orders[0].rate) self.assertEqual("buy", all_orders[0].action) self.assertEqual("long", all_orders[0].trade_type) self.assertEqual(portfolio.Amount("BTD", D("1.61666666")), round(all_orders[1].amount)) self.assertEqual(D("0.0012"), all_orders[1].rate) self.assertEqual("sell", all_orders[1].action) self.assertEqual("short", all_orders[1].trade_type) diff = portfolio.Amount("B2X", D("19.4")/3) - all_orders[2].amount self.assertAlmostEqual(0, diff.value) self.assertEqual(D("0.0012"), all_orders[2].rate) self.assertEqual("buy", all_orders[2].action) self.assertEqual("long", all_orders[2].trade_type) self.assertEqual(portfolio.Amount("BTC", D("0.0097")), all_orders[3].amount) self.assertEqual(D("16000"), all_orders[3].rate) self.assertEqual("sell", all_orders[3].action) self.assertEqual("long", all_orders[3].trade_type) # Action 6b # TODO: # Move balances to margin # Action 7 # TODO # portfolio.TradeStore.run_orders() with mock.patch.object(market.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False) sleep.assert_called_with(30) if __name__ == '__main__': unittest.main()