def test_update_with_trade_update_quote_amount_for_non_usdt_orders(self):
order = BybitPerpetualInFlightOrder(client_order_id="C1",
exchange_order_id="X1",
trading_pair="BTC-USD",
order_type=OrderType.LIMIT,
trade_type=TradeType.SELL,
price=Decimal("35000"),
amount=Decimal("1.1"),
leverage=10,
position=PositionAction.OPEN.name)
valid_trade_update = {
"symbol": "BTCUSD",
"side": "Buy",
"order_id": "X1",
"exec_id": "T1",
"order_link_id": "C1",
"price": "8000",
"order_qty": 10000,
"exec_type": "Trade",
"exec_qty": 10000,
"exec_fee": "0.09375",
"leaves_qty": 0,
"is_maker": False,
"trade_time": "2020-01-14T14:07:23.629Z"
}
update_result = order.update_with_trade_update(valid_trade_update)
self.assertTrue(update_result)
self.assertEqual(Decimal("10000"), order.executed_amount_base)
self.assertEqual(Decimal("1.25"), order.executed_amount_quote)
self.assertEqual(Decimal("0.09375"), order.fee_paid)
def test_instance_creation(self):
order = BybitPerpetualInFlightOrder(client_order_id="C1",
exchange_order_id="X1",
trading_pair="BTC-USDT",
order_type=OrderType.LIMIT,
trade_type=TradeType.SELL,
price=Decimal("35000"),
amount=Decimal("1.1"),
leverage=10,
position=PositionAction.OPEN.name)
self.assertEqual("C1", order.client_order_id)
self.assertEqual("X1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.SELL, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0"), order.executed_amount_base)
self.assertEqual(Decimal("0"), order.executed_amount_quote)
self.assertEqual(order.quote_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
self.assertEqual("Created", order.last_state)
self.assertEqual(10, order.leverage)
self.assertEqual(PositionAction.OPEN.name, order.position)
def test_is_done(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
self.assertFalse(order.is_done)
for status in ["Filled", "Canceled", "Rejected"]:
order.last_state = status
self.assertTrue(order.is_done)
def test_is_failure(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
for status in ["Created", "New", "PartiallyFilled", "Filled", "Cancelled", "PendingCancel"]:
order.last_state = status
self.assertFalse(order.is_failure)
order.last_state = "Rejected"
self.assertTrue(order.is_failure)
def test_update_with_trade_update(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
trade_update_for_different_order_id = {
"symbol": "BTCUSDT",
"side": "Buy",
"order_id": "X5",
"exec_id": "T5",
"order_link_id": "C5",
"price": "8300",
"order_qty": 0.01,
"exec_type": "Trade",
"exec_qty": 0.01,
"exec_fee": "0.00000009",
"leaves_qty": 0,
"is_maker": False,
"trade_time": "2020-01-14T14:07:23.629Z"
}
update_result = order.update_with_trade_update(
trade_update_for_different_order_id)
self.assertFalse(update_result)
valid_trade_update = {
"symbol": "BTCUSDT",
"side": "Buy",
"order_id": "X1",
"exec_id": "T1",
"order_link_id": "C1",
"price": "44000",
"order_qty": 0.1,
"exec_type": "Trade",
"exec_qty": 0.1,
"exec_fee": "330",
"leaves_qty": 0,
"is_maker": False,
"trade_time": "2020-01-14T14:07:23.629Z"
}
update_result = order.update_with_trade_update(valid_trade_update)
self.assertTrue(update_result)
self.assertEqual(
Decimal("0.1") +
Decimal(self._example_json()["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(
Decimal("4400") +
Decimal(self._example_json()["executed_amount_quote"]),
order.executed_amount_quote)
self.assertEqual(
Decimal("330") + Decimal(self._example_json()["fee_paid"]),
order.fee_paid)
repeated_trade_update = valid_trade_update
update_result = order.update_with_trade_update(repeated_trade_update)
self.assertFalse(update_result)
def test_fee_asset_is_base_asset_for_non_usdt_quote(self):
order = BybitPerpetualInFlightOrder(client_order_id="C1",
exchange_order_id="X1",
trading_pair="BTC-USD",
order_type=OrderType.LIMIT,
trade_type=TradeType.SELL,
price=Decimal("35000"),
amount=Decimal("1.1"),
leverage=10,
position=PositionAction.OPEN.name)
self.assertEqual(order.base_asset, order.fee_asset)
def test_create_from_json(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
self.assertEqual("C1", order.client_order_id)
self.assertEqual("X1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.BUY, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0.5"), order.executed_amount_base)
self.assertEqual(Decimal("15000"), order.executed_amount_quote)
self.assertEqual(order.base_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
self.assertEqual("Created", order.last_state)
self.assertEqual(10, order.leverage)
self.assertEqual(PositionAction.OPEN.name, order.position)
def test_update_with_trade_update_using_rest_endpoint_format(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
valid_trade_update = {
"closed_size": 0,
"cross_seq": 277136382,
"exec_fee": "330",
"exec_id": "T1",
"exec_price": "44000",
"exec_qty": 0.1,
"exec_time": "1571676941.70682",
"exec_type": "Trade",
"exec_value": "4400",
"fee_rate": "0.00075",
"last_liquidity_ind": "RemovedLiquidity",
"leaves_qty": 0,
"nth_fill": 2,
"order_id": "X1",
"order_link_id": "C1",
"order_price": "44000",
"order_qty": 0.1,
"order_type": "Limit",
"side": "Buy",
"symbol": "BTCUSDT",
"user_id": 1,
"trade_time_ms": 1577480599000
}
update_result = order.update_with_trade_update(valid_trade_update)
self.assertTrue(update_result)
self.assertEqual(
Decimal("0.1") +
Decimal(self._example_json()["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(
Decimal("4400") +
Decimal(self._example_json()["executed_amount_quote"]),
order.executed_amount_quote)
self.assertEqual(
Decimal("330") + Decimal(self._example_json()["fee_paid"]),
order.fee_paid)
repeated_trade_update = valid_trade_update
update_result = order.update_with_trade_update(repeated_trade_update)
self.assertFalse(update_result)
def test_to_json(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
self.assertEqual(self._example_json(), order.to_json())
def test_mark_as_filled(self):
order = BybitPerpetualInFlightOrder.from_json(self._example_json())
order.mark_as_filled()
self.assertEqual("Filled", order.last_state)