def test_should_use_same_buy_and_sell_price_if_only_one_price_available(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(125.75))
assert(price_feed.get_price().sell_price == Wad.from_number(125.75))
def test_should_handle_no_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({}))
# then
assert (price_feed.get_price().buy_price is None)
assert (price_feed.get_price().sell_price is None)
def test_should_use_individual_buy_and_sell_prices_if_both_available(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"buyPrice": "120.75", "sellPrice": "130.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(120.75))
assert(price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_should_use_individual_buy_and_sell_prices_if_both_available(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"buyPrice": "120.75", "sellPrice": "130.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(120.75))
assert(price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_should_use_same_buy_and_sell_price_if_only_one_price_available(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(125.75))
assert(price_feed.get_price().sell_price == Wad.from_number(125.75))
def test_should_handle_no_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({}))
# then
assert(price_feed.get_price().buy_price is None)
assert(price_feed.get_price().sell_price is None)
def test_should_handle_only_buy_price_or_only_sell_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"buyPrice": "120.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(120.75))
assert(price_feed.get_price().sell_price is None)
# when
price_feed = WebSocketPriceFeed(FakeFeed({"sellPrice": "130.75"}))
# then
assert(price_feed.get_price().buy_price is None)
assert(price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_should_default_to_price_if_no_buy_price_or_no_sell_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.0", "buyPrice": "120.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(120.75))
assert(price_feed.get_price().sell_price == Wad.from_number(125.0))
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.0", "sellPrice": "130.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(125.0))
assert(price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_new_buy_orders_taker_amount_exceed_buy_balance_fail_case(tmpdir):
bands_file = BandConfig.sample_config(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
# maker_amount -> denominated in DAI
maker_amount = Wad(0)
taker_amount = Wad(11360000000000000000)
our_buy_balance = Wad(50000000000000000)
buy_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('buy',
maker_amount,
taker_amount,
our_buy_balance,
buy_limit,
airswap_bands.buy_bands[0],
target_price.buy_price)
# -- pricing logic --
# buyPrice = 120 * minMargin = 0.02 = 117.6
# maker_amount = 11.36000 / 117.6 = 0.09659863945
# our_buy_balance = 0.050000000000000000 !!BREAK!!
assert new_order == {}
def test_new_buy_orders_taker_amount_success_case(tmpdir):
bands_file = BandConfig.sample_config(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
# maker_amount -> denominated in DAI
maker_amount = Wad(0)
taker_amount = Wad(11360000000000000000)
our_buy_balance = Wad(1562000000000000000000)
buy_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('buy',
maker_amount,
taker_amount,
our_buy_balance,
buy_limit,
airswap_bands.buy_bands[0],
target_price.buy_price)
# -- pricing logic --
# buyPrice = 120 * minMargin = 0.04 = 4.8
# 120 - 4.8 = 115.2
# maker_amount = 11.36000 / 115.2 = 0.09861111111111111111111
assert new_order['taker_amount'].__float__() == 11.36000
assert new_order['maker_amount'].__float__() == 0.09861111111111111111111
def test_new_sell_orders_taker_amount_success_case(tmpdir):
bands_file = BandConfig.sample_config_dif_margins(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
# maker_amount -> denominated in WETH
maker_amount = Wad(0)
taker_amount = Wad(1770600000000000000)
our_sell_balance = Wad(1562000000000000000000)
sell_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('sell',
maker_amount,
taker_amount,
our_sell_balance,
sell_limit,
airswap_bands.sell_bands[0],
target_price.sell_price)
# -- pricing logic --
# sellPrice = 130 * avgMargin = 0.05 = 6.5
# 130 + 6.5 = 136.5
# taker_amount = 1.7706 / 136.5 = 0.01297142857142857142857
assert new_order['maker_amount'].__float__() == 0.01297142857142857142857
assert new_order['taker_amount'].__float__() == 1.7706
def test_should_handle_only_buy_price_or_only_sell_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"buyPrice": "120.75"}))
# then
assert (price_feed.get_price().buy_price == Wad.from_number(120.75))
assert (price_feed.get_price().sell_price is None)
# when
price_feed = WebSocketPriceFeed(FakeFeed({"sellPrice": "130.75"}))
# then
assert (price_feed.get_price().buy_price is None)
assert (price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_should_default_to_price_if_no_buy_price_or_no_sell_price(self):
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.0", "buyPrice": "120.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(120.75))
assert(price_feed.get_price().sell_price == Wad.from_number(125.0))
# when
price_feed = WebSocketPriceFeed(FakeFeed({"price": "125.0", "sellPrice": "130.75"}))
# then
assert(price_feed.get_price().buy_price == Wad.from_number(125.0))
assert(price_feed.get_price().sell_price == Wad.from_number(130.75))
def test_new_sell_orders_maker_amount_fail_case(tmpdir):
bands_file = BandConfig.sample_config_dif_margins(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
maker_amount = Wad(106200000000000000000)
taker_amount = Wad(0)
our_sell_balance = Wad(1562000000000000000)
sell_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('sell',
maker_amount,
taker_amount,
our_sell_balance,
sell_limit,
airswap_bands.sell_bands[0],
target_price.sell_price)
assert new_order == {}