def test_get_btcusdt_when_loaded_returns_expected_instrument(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
mock_client.markets = instruments
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
symbol = Symbol("BTC/USDT", Venue("BINANCE"))
# Act
instrument = provider.get(symbol)
# Assert
self.assertEqual(Instrument, type(instrument))
self.assertEqual(AssetClass.CRYPTO, instrument.asset_class)
self.assertEqual(AssetType.SPOT, instrument.asset_type)
self.assertEqual(BTC, instrument.base_currency)
self.assertEqual(USDT, instrument.quote_currency)
self.assertEqual(USDT, instrument.settlement_currency)
def test_get_btcusdt_when_loaded_returns_expected_instrument(self):
# Arrange
with open(TEST_PATH + "markets.json") as response:
markets = json.load(response)
with open(TEST_PATH + "currencies.json") as response:
currencies = json.load(response)
mock_client = MagicMock()
mock_client.name = "Binance"
mock_client.precisionMode = 2
mock_client.markets = markets
mock_client.currencies = currencies
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
instrument_id = InstrumentId(Symbol("BTC/USDT"), Venue("BINANCE"))
# Act
instrument = provider.find(instrument_id)
# Assert
self.assertEqual(Instrument, type(instrument))
self.assertEqual(AssetClass.CRYPTO, instrument.asset_class)
self.assertEqual(AssetType.SPOT, instrument.asset_type)
self.assertEqual(BTC, instrument.base_currency)
self.assertEqual(USDT, instrument.quote_currency)
self.assertEqual(USDT, instrument.settlement_currency)
def test_real_api(self):
import ccxt
client = ccxt.binance()
provider = CCXTInstrumentProvider(client=client)
# Act
provider.load_all()
# Assert
self.assertTrue(provider.count > 0) # No exceptions raised
def test_get_btc_currency_when_not_loaded_returns_none(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
mock_client.precisionMode = 2
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
# Act
currency = provider.currency("BTC")
# Assert
self.assertIsNone(currency)
def test_load_all(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
mock_client.markets = instruments
provider = CCXTInstrumentProvider(client=mock_client)
# Act
provider.load_all()
# Assert
self.assertTrue(provider.count > 0) # No exceptions raised
def test_get_all_when_loaded_returns_instruments(self):
# Arrange
mock_client = MagicMock()
mock_client.name = "Binance"
with open(TEST_PATH + "res_instruments.json") as response:
instruments = json.load(response)
mock_client.markets = instruments
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
# Act
instruments = provider.get_all()
# Assert
self.assertTrue(len(instruments) > 0)
self.assertEqual(dict, type(instruments))
self.assertEqual(Symbol, type(next(iter(instruments))))
def test_load_all_when_tick_size_precision_mode_exchange(self):
# Arrange
with open(TEST_PATH + "markets2.json") as response:
markets = json.load(response)
with open(TEST_PATH + "currencies2.json") as response:
currencies = json.load(response)
mock_client = MagicMock()
mock_client.name = "BitMEX"
mock_client.precisionMode = 4
mock_client.markets = markets
mock_client.currencies = currencies
provider = CCXTInstrumentProvider(client=mock_client)
# Act
provider.load_all()
# Assert
self.assertEqual(120, provider.count) # No exceptions raised
def test_get_btc_currency_when_loaded_returns_expected_currency(self):
# Arrange
with open(TEST_PATH + "markets.json") as response:
markets = json.load(response)
with open(TEST_PATH + "currencies.json") as response:
currencies = json.load(response)
mock_client = MagicMock()
mock_client.name = "Binance"
mock_client.precisionMode = 2
mock_client.markets = markets
mock_client.currencies = currencies
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
# Act
currency = provider.currency("BTC")
# Assert
self.assertEqual(Currency, type(currency))
self.assertEqual("BTC", currency.code)
self.assertEqual(8, currency.precision)
def test_get_all_when_loaded_returns_instruments(self):
# Arrange
with open(TEST_PATH + "markets.json") as response:
markets = json.load(response)
with open(TEST_PATH + "currencies.json") as response:
currencies = json.load(response)
mock_client = MagicMock()
mock_client.name = "Binance"
mock_client.precisionMode = 2
mock_client.markets = markets
mock_client.currencies = currencies
provider = CCXTInstrumentProvider(client=mock_client)
provider.load_all()
# Act
instruments = provider.get_all()
# Assert
self.assertTrue(len(instruments) > 0)
self.assertEqual(dict, type(instruments))
self.assertEqual(InstrumentId, type(next(iter(instruments))))