def test_tickers(self):
exchange_population = 3
asset_population = 15
# exchanges = select_random_exchanges(
# exchange_population,
# features=['fetchTickers'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['bitfinex']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(
exchange.assets, asset_population
)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_tickers(self):
exchange_population = 3
asset_population = 15
# exchanges = select_random_exchanges(
# exchange_population,
# features=['fetchTickers'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(
exchange.assets, asset_population
)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_orders(self):
population = 3
quote_currency = 'eth'
order_amount = 0.1
exchanges = select_random_exchanges(
population=population,
features=['fetchOrder'],
is_authenticated=True,
base_currency=quote_currency,
) # Type: list[Exchange]
log_catcher = TestHandler()
with log_catcher:
for exchange in exchanges:
exchange.init()
assets = exchange.get_assets(quote_currency=quote_currency)
asset = select_random_assets(assets, 1)[0]
self.assertIsInstance(asset, TradingPair)
tickers = exchange.tickers([asset])
price = tickers[asset]['last_price']
amount = order_amount / price
limit_price = price * 0.8
style = ExchangeLimitOrder(limit_price=limit_price)
order = exchange.order(
asset=asset,
amount=amount,
style=style,
)
sleep(1)
open_order, _ = exchange.get_order(order.id, asset)
self.assertEqual(0, open_order.status)
exchange.cancel_order(open_order, asset)
sleep(1)
canceled_order, _ = exchange.get_order(open_order.id, asset)
warnings = [
record for record in log_catcher.records
if record.level == WARNING
]
self.assertEqual(0, len(warnings))
self.assertEqual(2, canceled_order.status)
print('tested {exchange} / {symbol}, order: {order}'.format(
exchange=exchange.name,
symbol=asset.symbol,
order=order.id,
))
pass
def test_validate_bundles(self):
# exchange_population = 3
asset_population = 3
data_frequency = random.choice(['minute'])
# bundle = 'dailyBundle' if data_frequency
# == 'daily' else 'minuteBundle'
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=[bundle],
# ) # Type: list[Exchange]
exchanges = [get_exchange('poloniex', skip_init=True)]
data_portal = TestSuiteBundle.get_data_portal(exchanges)
for exchange in exchanges:
exchange.init()
frequencies = exchange.get_candle_frequencies(data_frequency)
freq = random.sample(frequencies, 1)[0]
rnd = random.SystemRandom()
# field = rnd.choice(['open', 'high', 'low', 'close', 'volume'])
field = rnd.choice(['volume'])
bar_count = random.randint(3, 6)
assets = select_random_assets(
exchange.assets, asset_population
)
end_dt = None
for asset in assets:
attribute = 'end_{}'.format(data_frequency)
asset_end_dt = getattr(asset, attribute)
if end_dt is None or asset_end_dt < end_dt:
end_dt = asset_end_dt
end_dt = end_dt + timedelta(minutes=3)
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
self.compare_bundle_with_exchange(
exchange=exchange,
assets=assets,
end_dt=dt_range[-1],
bar_count=bar_count,
freq=freq,
data_frequency=data_frequency,
data_portal=data_portal,
field=field,
)
pass
def test_validate_bundles(self):
# exchange_population = 3
asset_population = 3
data_frequency = random.choice(['minute'])
# bundle = 'dailyBundle' if data_frequency
# == 'daily' else 'minuteBundle'
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=[bundle],
# ) # Type: list[Exchange]
exchanges = [get_exchange('poloniex', skip_init=True)]
data_portal = TestSuiteBundle.get_data_portal(exchanges)
for exchange in exchanges:
exchange.init()
frequencies = exchange.get_candle_frequencies(data_frequency)
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
assets = select_random_assets(
exchange.assets, asset_population
)
end_dt = None
for asset in assets:
attribute = 'end_{}'.format(data_frequency)
asset_end_dt = getattr(asset, attribute)
if end_dt is None or asset_end_dt < end_dt:
end_dt = asset_end_dt
end_dt = end_dt + timedelta(minutes=3)
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
self.compare_bundle_with_exchange(
exchange=exchange,
assets=assets,
end_dt=dt_range[-1],
bar_count=bar_count,
freq=freq,
data_frequency=data_frequency,
data_portal=data_portal,
)
pass
def test_validate_bundles(self):
# exchange_population = 3
asset_population = 3
data_frequency = random.choice(['minute', 'daily'])
# bundle = 'dailyBundle' if data_frequency
# == 'daily' else 'minuteBundle'
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=[bundle],
# ) # Type: list[Exchange]
exchanges = [get_exchange('bitfinex', skip_init=True)]
data_portal = TestSuiteBundle.get_data_portal(
[exchange.name for exchange in exchanges])
for exchange in exchanges:
exchange.init()
frequencies = exchange.get_candle_frequencies(data_frequency)
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
assets = select_random_assets(exchange.assets, asset_population)
end_dt = None
for asset in assets:
attribute = 'end_{}'.format(data_frequency)
asset_end_dt = getattr(asset, attribute)
if end_dt is None or asset_end_dt < end_dt:
end_dt = asset_end_dt
dt_range = pd.date_range(end=end_dt, periods=bar_count, freq=freq)
self.compare_bundle_with_exchange(
exchange=exchange,
assets=assets,
end_dt=dt_range[-1],
bar_count=bar_count,
freq=freq,
data_frequency=data_frequency,
data_portal=data_portal,
)
pass
def test_orders(self):
population = 3
quote_currency = 'eth'
order_amount = 0.1
exchanges = select_random_exchanges(
population=population,
features=['fetchOrder'],
is_authenticated=True,
base_currency=quote_currency,
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
assets = exchange.get_assets(quote_currency=quote_currency)
asset = select_random_assets(assets, 1)[0]
assert asset
tickers = exchange.tickers([asset])
price = tickers[asset]['last_price']
amount = order_amount / price
limit_price = price * 0.8
style = ExchangeLimitOrder(limit_price=limit_price)
order = exchange.order(
asset=asset,
amount=amount,
style=style,
)
sleep(1)
open_order, _ = exchange.get_order(order.id, asset)
assert open_order.status == 0
exchange.cancel_order(open_order, asset)
sleep(1)
canceled_order, _ = exchange.get_order(open_order.id, asset)
assert canceled_order.status == 2
pass
def test_validate_last_candle(self):
# exchange_population = 3
asset_population = 3
data_frequency = random.choice(['minute'])
# bundle = 'dailyBundle' if data_frequency
# == 'daily' else 'minuteBundle'
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=[bundle],
# ) # Type: list[Exchange]
exchanges = [get_exchange('poloniex', skip_init=True)]
data_portal = TestSuiteBundle.get_data_portal(exchanges)
for exchange in exchanges:
exchange.init()
frequencies = exchange.get_candle_frequencies(data_frequency)
freq = random.sample(frequencies, 1)[0]
assets = select_random_assets(
exchange.assets, asset_population
)
end_dt = None
for asset in assets:
attribute = 'end_{}'.format(data_frequency)
asset_end_dt = getattr(asset, attribute)
if end_dt is None or asset_end_dt < end_dt:
end_dt = asset_end_dt
end_dt = end_dt + timedelta(minutes=3)
self.compare_current_with_last_candle(
exchange=exchange,
assets=assets,
end_dt=end_dt,
freq=freq,
data_frequency=data_frequency,
data_portal=data_portal,
)
pass
def test_candles(self):
exchange_population = 3
asset_population = 3
# exchanges = select_random_exchanges(
# population=exchange_population,
# features=['fetchOHLCV'],
# ) # Type: list[Exchange]
exchanges = list(get_exchanges(['binance']).values())
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
frequencies = exchange.get_candle_frequencies()
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
end_dt = pd.Timestamp.utcnow().floor('1T')
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
assets = select_random_assets(
exchange.assets, asset_population
)
candles = exchange.get_candles(
freq=freq,
assets=assets,
bar_count=bar_count,
start_dt=dt_range[0],
)
assert len(candles) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_candles(self):
exchange_population = 3
asset_population = 3
exchanges = select_random_exchanges(
population=exchange_population,
features=['fetchOHLCV'],
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
frequencies = exchange.get_candle_frequencies()
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
end_dt = pd.Timestamp.utcnow().floor('1T')
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
assets = select_random_assets(
exchange.assets, asset_population
)
candles = exchange.get_candles(
freq=freq,
assets=assets,
bar_count=bar_count,
start_dt=dt_range[0],
end_dt=dt_range[-1],
)
assert len(candles) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_orders(self):
population = 3
quote_currency = 'eth'
order_amount = 0.1
# exchanges = select_random_exchanges(
# population=population,
# features=['fetchOrder'],
# is_authenticated=True,
# base_currency=quote_currency,
# ) # Type: list[Exchange]
exchanges = [
get_exchange(
'binance',
base_currency=quote_currency,
must_authenticate=True,
)
]
log_catcher = TestHandler()
with log_catcher:
for exchange in exchanges:
exchange.init()
assets = exchange.get_assets(quote_currency=quote_currency)
asset = select_random_assets(assets, 1)[0]
self.assertIsInstance(asset, TradingPair)
tickers = exchange.tickers([asset])
price = tickers[asset]['last_price']
amount = order_amount / price
limit_price = price * 0.8
style = ExchangeLimitOrder(limit_price=limit_price)
order = exchange.order(
asset=asset,
amount=amount,
style=style,
)
sleep(1)
open_order = exchange.get_order(order.id, asset)
self.assertEqual(0, open_order.status)
exchange.cancel_order(open_order, asset)
sleep(1)
canceled_order = exchange.get_order(open_order.id, asset)
warnings = [record for record in log_catcher.records if
record.level == WARNING]
self.assertEqual(0, len(warnings))
self.assertEqual(2, canceled_order.status)
print(
'tested {exchange} / {symbol}, order: {order}'.format(
exchange=exchange.name,
symbol=asset.symbol,
order=order.id,
)
)
pass
