def test_order_state_is_new_after_update_exchange_order_id(self):
order = CoinzoomInFlightOrder(client_order_id="OID1",
exchange_order_id=None,
trading_pair="BTC-USDT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(45000),
amount=Decimal(1))
order.update_exchange_order_id("EOID1")
self.assertEqual("EOID1", order.exchange_order_id)
self.assertFalse(order.is_local)
self.assertFalse(order.is_done)
self.assertFalse(order.is_failure)
self.assertFalse(order.is_cancelled)
def restore_tracking_states(self, saved_states: Dict[str, any]):
"""
Restore in-flight orders from saved tracking states, this is st the connector can pick up on where it left off
when it disconnects.
:param saved_states: The saved tracking_states.
"""
self._in_flight_orders.update({
key: CoinzoomInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
def test_order_is_local_after_creation(self):
order = CoinzoomInFlightOrder(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair="BTC-USDT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(45000),
amount=Decimal(1))
self.assertTrue(order.is_local)
def start_tracking_order(self, order_id: str, exchange_order_id: str,
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
"""
Starts tracking an order by simply adding it into _in_flight_orders dictionary.
"""
self._in_flight_orders[order_id] = CoinzoomInFlightOrder(
client_order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=trade_type,
price=price,
amount=amount)
async def _trigger_order_fill(self, tracked_order: CoinzoomInFlightOrder,
update_msg: Dict[str, Any]):
self.trigger_event(
MarketEvent.OrderFilled,
OrderFilledEvent(
self.current_timestamp, tracked_order.client_order_id,
tracked_order.trading_pair, tracked_order.trade_type,
tracked_order.order_type,
Decimal(
str(
update_msg.get("averagePrice",
update_msg.get("price", "0")))),
tracked_order.executed_amount_base,
AddedToCostTradeFee(percent=update_msg["trade_fee"]),
update_msg.get("exchange_trade_id",
update_msg.get("id",
update_msg.get("orderId")))))
if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \
tracked_order.executed_amount_base >= tracked_order.amount or \
tracked_order.is_done:
tracked_order.last_state = "FILLED"
self.logger().info(
f"The {tracked_order.trade_type.name} order "
f"{tracked_order.client_order_id} has completed "
f"according to order status API.")
event_tag = MarketEvent.BuyOrderCompleted if tracked_order.trade_type is TradeType.BUY \
else MarketEvent.SellOrderCompleted
event_class = BuyOrderCompletedEvent if tracked_order.trade_type is TradeType.BUY \
else SellOrderCompletedEvent
await asyncio.sleep(0.1)
self.trigger_event(
event_tag,
event_class(self.current_timestamp,
tracked_order.client_order_id,
tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)