def test_completed_order_recovered_from_json_has_completed_event_updated(self):
order_json = {
"client_order_id": self.client_order_id,
"exchange_order_id": self.exchange_order_id,
"trading_pair": self.trading_pair,
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1.0",
"amount": "1000.0",
"executed_amount_base": "1000.0",
"executed_amount_quote": "1100.0",
"fee_asset": None,
"fee_paid": "0",
"last_state": "0",
"leverage": "1",
"position": "NIL",
"creation_timestamp": 1640001112.0,
}
expected_order: InFlightOrder = InFlightOrder(
client_order_id=self.client_order_id,
exchange_order_id=self.exchange_order_id,
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
amount=Decimal("1000.0"),
creation_timestamp=1640001112.0,
price=Decimal("1.0"),
)
expected_order.executed_amount_base = Decimal("1000")
expected_order.executed_amount_quote = Decimal("1100")
order_from_json = InFlightOrder.from_json(order_json)
self.assertEqual(expected_order, order_from_json)
self.assertTrue(order_from_json.completely_filled_event.is_set())
def test_from_json_does_not_fail_when_order_fills_not_present(self):
order_json = {
"client_order_id": self.client_order_id,
"exchange_order_id": self.exchange_order_id,
"trading_pair": self.trading_pair,
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1.0",
"amount": "1000.0",
"executed_amount_base": "0",
"executed_amount_quote": "0",
"fee_asset": None,
"fee_paid": "0",
"last_state": "0",
"leverage": "1",
"position": PositionAction.NIL.value,
"creation_timestamp": 1640001112
}
expected_order: InFlightOrder = InFlightOrder(
client_order_id=self.client_order_id,
exchange_order_id=self.exchange_order_id,
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
amount=Decimal("1000.0"),
creation_timestamp=1640001112.0,
price=Decimal("1.0"),
)
order_from_json = InFlightOrder.from_json(order_json)
self.assertEqual(expected_order, order_from_json)
self.assertFalse(order_from_json.completely_filled_event.is_set())
def test_from_json(self):
order_json = {
"client_order_id": self.client_order_id,
"exchange_order_id": self.exchange_order_id,
"trading_pair": self.trading_pair,
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1.0",
"amount": "1000.0",
"executed_amount_base": "0",
"executed_amount_quote": "0",
"fee_asset": None,
"fee_paid": "0",
"last_state": "0",
"leverage": "1",
"position": PositionAction.NIL.value,
}
expected_order: InFlightOrder = InFlightOrder(
client_order_id=self.client_order_id,
exchange_order_id=self.exchange_order_id,
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
amount=Decimal("1000.0"),
price=Decimal("1.0"),
)
order_from_json = InFlightOrder.from_json(order_json)
self.assertEqual(expected_order, order_from_json)
def restore_tracking_states(self, tracking_states: Dict[str, any]):
"""
Restore in-flight orders from saved tracking states.
:param tracking_states: a dictionary associating order ids with the serialized order (JSON format).
"""
for serialized_order in tracking_states.values():
order = InFlightOrder.from_json(serialized_order)
if order.is_open:
self.start_tracking_order(order)
def test_from_json(self):
fee = AddedToCostTradeFee(
percent=Decimal("0.5"),
percent_token=self.quote_asset
)
trade_update = TradeUpdate(
trade_id="12345",
client_order_id=self.client_order_id,
exchange_order_id="EOID1",
trading_pair=self.trading_pair,
fill_timestamp=1640001112,
fill_price=Decimal("1000.11"),
fill_base_amount=Decimal("2"),
fill_quote_amount=Decimal("2000.22"),
fee=fee,
)
order_json = {
"client_order_id": self.client_order_id,
"exchange_order_id": self.exchange_order_id,
"trading_pair": self.trading_pair,
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1.0",
"amount": "1000.0",
"executed_amount_base": "0",
"executed_amount_quote": "0",
"fee_asset": None,
"fee_paid": "0",
"last_state": "0",
"leverage": "1",
"position": "NIL",
"creation_timestamp": 1640001112.0,
"order_fills": {"1": trade_update.to_json()}
}
expected_order: InFlightOrder = InFlightOrder(
client_order_id=self.client_order_id,
exchange_order_id=self.exchange_order_id,
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
amount=Decimal("1000.0"),
creation_timestamp=1640001112.0,
price=Decimal("1.0"),
)
order_from_json = InFlightOrder.from_json(order_json)
self.assertEqual(expected_order, order_from_json)
self.assertFalse(order_from_json.completely_filled_event.is_set())
self.assertIn("1", order_from_json.order_fills)
self.assertEqual(trade_update, order_from_json.order_fills["1"])
