async def test_trailing_stop_with_new_price(trailing_stop_order):
trailing_stop_order, order_price, price_events_manager = await initialize_trailing_stop(
trailing_stop_order)
await trailing_stop_order.set_trailing_percent(2)
new_trailing_price = random_price(min_value=order_price + 1)
# set mark price
set_mark_price(trailing_stop_order, new_trailing_price)
# move trailing price
price_events_manager.handle_recent_trades([
random_recent_trade(price=new_trailing_price,
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not trailing_stop_order.is_filled()
# test fill stop loss with new order price reference
price_events_manager.handle_recent_trades([
random_recent_trade(price=get_price_percent(
new_trailing_price, trailing_stop_order.trailing_percent),
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert trailing_stop_order.is_filled()
async def test_trailing_stop_with_new_price_inversed(trailing_stop_order):
trailing_stop_order, order_price, price_events_manager = await initialize_trailing_stop(
trailing_stop_order, side=TradeOrderSide.BUY)
await trailing_stop_order.set_trailing_percent(5)
new_trailing_price = random_price(min_value=order_price * 0.99,
max_value=order_price * 1.01)
# set mark price
set_mark_price(trailing_stop_order, new_trailing_price)
# move trailing price
price_events_manager.handle_recent_trades([
random_recent_trade(price=new_trailing_price,
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not trailing_stop_order.is_filled()
# test fill stop loss with new order price reference
price_events_manager.handle_recent_trades([
random_recent_trade(price=get_price_percent(
new_trailing_price,
trailing_stop_order.trailing_percent,
selling_side=False),
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert trailing_stop_order.is_filled()
async def test_trailing_stop_trigger(trailing_stop_order):
trailing_stop_order, order_price, price_events_manager = await initialize_trailing_stop(
trailing_stop_order)
await trailing_stop_order.set_trailing_percent(10)
max_trailing_hit_price = get_price_percent(
order_price, trailing_stop_order.trailing_percent)
# set mark price
set_mark_price(trailing_stop_order, order_price)
price_events_manager.handle_recent_trades([
random_recent_trade(price=random_price(
min_value=max_trailing_hit_price, max_value=order_price - 1),
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not trailing_stop_order.is_filled()
price_events_manager.handle_recent_trades([
random_recent_trade(price=order_price,
timestamp=trailing_stop_order.timestamp - 1)
])
await wait_asyncio_next_cycle()
assert not trailing_stop_order.is_filled()
price_events_manager.handle_recent_trades([
random_recent_trade(price=order_price,
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not trailing_stop_order.is_filled()
price_events_manager.handle_recent_trades([
random_recent_trade(price=max_trailing_hit_price,
timestamp=trailing_stop_order.timestamp)
])
await wait_asyncio_next_cycle()
assert trailing_stop_order.is_filled()