def test__get_market_price_with_invalid_ticker_data(self):
"""
Test :meth:`ArbitrageStrategy._get_market_price`
Assert the returned market price is the same as the current order
price.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage.order = {
'price': TEST_PRICE,
}
TEST_PRODUCT = 'USD'
TEST_BID = 2.0
TEST_ASK = 3.0
arbitrage.ticker = {
TEST_PRODUCT: {
'error': 'Invalid ticker data.',
},
}
market_price = arbitrage._get_market_price(CurrencyGraph.BUY_ORDER, TEST_PRODUCT)
self.assertEqual(market_price, TEST_PRICE)
def test__set_current_node_with_valid_balance(self):
"""
Test :meth:`ArbitrageStrategy._set_current_node`
Assert :attr:`ArbitrageStrategy.current_node` is set to the first
account currency with a positive balance.
"""
arbitrage = ArbitrageStrategy()
UNCHANGED_NODE = 'FAKE'
arbitrage.current_node = UNCHANGED_NODE
TEST_CURRENCY = 'USD'
TEST_2ND_CURRENCY = 'BTC'
TEST_BALANCE = 1.0
arbitrage.accounts = [
{
'currency': TEST_CURRENCY,
'balance': TEST_BALANCE,
}, {
'currency': TEST_2ND_CURRENCY,
'balance': TEST_BALANCE,
}
]
arbitrage.ticker = {}
arbitrage._set_current_node()
self.assertEqual(arbitrage.current_node, TEST_CURRENCY)
def test__get_market_price_with_no_order_and_no_signal(self):
"""
Test :meth:`ArbitrageStrategy._get_market_price`
Assert the returned market price is `None`.
"""
arbitrage = ArbitrageStrategy()
arbitrage.order = None
TEST_PRODUCT = 'USD'
TEST_BID = 2.0
TEST_ASK = 3.0
arbitrage.ticker = {
TEST_PRODUCT: {
'bid': TEST_BID,
'ask': TEST_ASK,
},
}
INVALID_SIGNAL = 3
market_price = arbitrage._get_market_price(INVALID_SIGNAL, TEST_PRODUCT)
self.assertEqual(market_price, None)
def test__get_market_price_with_sell_signal(self):
"""
Test :meth:`ArbitrageStrategy._get_market_price`
Assert the returned market price is the ticker ask price.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage.order = {
'price': TEST_PRICE,
}
TEST_PRODUCT = 'USD'
TEST_BID = 2.0
TEST_ASK = 3.0
arbitrage.ticker = {
TEST_PRODUCT: {
'bid': TEST_BID,
'ask': TEST_ASK,
},
}
market_price = arbitrage._get_market_price(CurrencyGraph.SELL_ORDER, TEST_PRODUCT)
self.assertEqual(market_price, TEST_ASK)
def test__get_market_price_with_no_signal(self):
"""
Test :meth:`ArbitrageStrategy._get_market_price`
Assert the returned market price is the same as the current order
price.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage.order = {
'price': TEST_PRICE,
}
TEST_PRODUCT = 'USD'
TEST_BID = 2.0
TEST_ASK = 3.0
arbitrage.ticker = {
TEST_PRODUCT: {
'bid': TEST_BID,
'ask': TEST_ASK,
},
}
INVALID_SIGNAL = 3
market_price = arbitrage._get_market_price(INVALID_SIGNAL, TEST_PRODUCT)
self.assertEqual(market_price, TEST_PRICE)
def test__build_currency_graph_with_missing_ticker_data(self, currency_graph_mock):
"""
Test :meth:`ArbitrageStrategy._build_currency_graph`
Assert `None` is returned when invalid ticker data is detected.
"""
arbitrage = ArbitrageStrategy()
trader = MagicMock()
TEST_PRODUCT = 'BTC-USD'
trader.products = [TEST_PRODUCT]
arbitrage.trader = trader
ticker = {
TEST_PRODUCT: {
'bid': 1.0,
},
}
arbitrage.ticker = ticker
currency_graph = arbitrage._build_currency_graph()
self.assertEqual(currency_graph, None)
def test__set_current_node_with_empty_balances(self):
"""
Test :meth:`ArbitrageStrategy._set_current_node`
Assert :attr:`ArbitrageStrategy.current_node` is unchanged.
"""
arbitrage = ArbitrageStrategy()
UNCHANGED_NODE = 'FAKE'
arbitrage.current_node = UNCHANGED_NODE
TEST_CURRENCY = 'USD'
TEST_2ND_CURRENCY = 'BTC'
TEST_BALANCE = 0.0
arbitrage.accounts = [
{
'currency': TEST_CURRENCY,
'balance': TEST_BALANCE,
}, {
'currency': TEST_2ND_CURRENCY,
'balance': TEST_BALANCE,
}
]
arbitrage.ticker = {}
arbitrage._set_current_node()
self.assertEqual(arbitrage.current_node, UNCHANGED_NODE)
def test__build_currency_graph_with_valid_ticker_data(self, currency_graph_mock):
"""
Test :meth:`ArbitrageStrategy._build_currency_graph`
Assert currency pairs for every product are added to the graph and a
non-`None` value is returned.
"""
arbitrage = ArbitrageStrategy()
trader = MagicMock()
TEST_PRODUCT = 'BTC-USD'
trader.products = [TEST_PRODUCT]
arbitrage.trader = trader
ticker = {
TEST_PRODUCT: {
'bid': 1.0,
'ask': 1.0,
},
}
arbitrage.ticker = ticker
currency_graph = arbitrage._build_currency_graph()
calls = []
for product in ticker:
base = CurrencyGraph.get_base(product)
quote = CurrencyGraph.get_quote(product)
bid = ticker[product]['bid']
ask = ticker[product]['ask']
calls.append(call().add_currency_pair(base, quote, bid, ask))
currency_graph_mock.assert_has_calls(calls, any_order=True)
self.assertNotEqual(currency_graph, None)
def test__set_current_node_with_invalid_account_data(self):
"""
Test :meth:`ArbitrageStrategy._set_current_node`
Assert :attr:`ArbitrageStrategy.current_node` is unchanged.
"""
arbitrage = ArbitrageStrategy()
UNCHANGED_NODE = 'FAKE'
arbitrage.current_node = UNCHANGED_NODE
TEST_CURRENCY = 'USD'
TEST_BALANCE = 1.0
arbitrage.accounts = [
{ 'error': 'Invalid account data.', }
]
arbitrage.ticker = {}
arbitrage._set_current_node()
self.assertEqual(arbitrage.current_node, UNCHANGED_NODE)