def test_fix_market_status_limits_with_specific(self):
# binance specific
market_status = {
Ecmsc.INFO.value: {
Ecmsic.FILTERS.value: [{
Ecmsic.FILTER_TYPE.value:
Ecmsic.PRICE_FILTER.value,
Ecmsic.MAX_PRICE.value:
123456789,
Ecmsic.MIN_PRICE.value:
0.1234567
}, {
Ecmsic.FILTER_TYPE.value:
Ecmsic.LOT_SIZE.value,
Ecmsic.MAX_QTY.value:
9e11,
Ecmsic.MIN_QTY.value:
5e-11
}]
}
}
emsf = ExchangeMarketStatusFixer(market_status)
emsf._fix_market_status_limits_with_specific()
assert emsf.get_market_status()[
Ecmsc.LIMITS.value] == self._get_limits(5e-11, 9e11, 0.1234567,
123456789,
5e-11 * 0.1234567,
9e11 * 123456789)
def test_get_price_precision(self):
assert ExchangeMarketStatusFixer({},
10.5555)._get_price_precision() == 4
assert ExchangeMarketStatusFixer(
{}, 1014578587.5)._get_price_precision() == 1
assert ExchangeMarketStatusFixer(
{}, 1.00000000055)._get_price_precision() == 11
assert ExchangeMarketStatusFixer({}, 1)._get_price_precision() == 0
def test_check_market_status_values(self):
assert not ExchangeMarketStatusFixer._check_market_status_values(
[78272, None, None, 5e-10, 100, 0.12])
assert not ExchangeMarketStatusFixer._check_market_status_values(
[78272, None, nan, 5e-10, 100, 0.12])
assert not ExchangeMarketStatusFixer._check_market_status_values(
[78272, nan, nan, 5e-10, 100, 0.12])
assert not ExchangeMarketStatusFixer._check_market_status_values(
[78272, 0, 0, 5e-10, 100, 0.12])
assert ExchangeMarketStatusFixer._check_market_status_values(
[17, 78272, 79, 5e-10, 145, 100])
def test_fix_market_status_limits(self):
assert not ExchangeMarketStatusFixer._check_market_status_limits(
self._get_limits(4, None, None, 1000, 56, 45))
assert not ExchangeMarketStatusFixer._check_market_status_limits(
self._get_limits(9, None, 5066, 1000, 56, nan))
assert not ExchangeMarketStatusFixer._check_market_status_limits(
self._get_limits(8, nan, 789, 1000, nan, 45))
assert not ExchangeMarketStatusFixer._check_market_status_limits(
self._get_limits(0, 0, 789, 1000, 0, 45))
assert ExchangeMarketStatusFixer._check_market_status_limits(
self._get_limits(12, 2752783, 242, 1000, 56, 45))
def test_exchange_market_status_fixer_without_price_amount(self):
ms = {
Ecmsc.PRECISION.value: self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value: self._get_limits(nan, None, 0.03, 1e4, 0.05,
1e7)
}
assert ExchangeMarketStatusFixer(ms).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value:
self._get_limits(0.05 / 0.03, 1e7 / 1e4, 0.03, 1e4, 0.05, 1e7)
}
def test_exchange_market_status_fixer_without_price(self):
ms = {
Ecmsc.PRECISION.value: self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value: self._get_limits(0.01, 1e3, nan, nan, 0.05,
1e5)
}
assert ExchangeMarketStatusFixer(ms).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value:
self._get_limits(0.01, 1e3, 0.05 / 0.01, 1e5 / 1e3, 0.05, 1e5)
}
def test_exchange_market_status_fixer_without_cost(self):
ms = {
Ecmsc.PRECISION.value: self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value: self._get_limits(0.05, 1e4, 0.01, 1e4, None,
None)
}
assert ExchangeMarketStatusFixer(ms).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value:
self._get_limits(0.05, 1e4, 0.01, 1e4, 0.01 * 0.05, 1e4 * 1e4)
}
def test_exchange_market_status_fixer_without_precision_cost_and_amount_with_price(
self):
current_price = 4564.1458
ms = {
Ecmsc.PRECISION.value: self._get_precision(1, 0, 1),
Ecmsc.LIMITS.value: self._get_limits(None, nan, 0.05, 1e4, nan,
None)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(1, 0, 1),
Ecmsc.LIMITS.value:
self._get_limits(0.002190990480628382, 219.0990480628382,
current_price / 1000, current_price * 1000,
0.010000000000000012, 1000000000.0000011)
}
ms = {
Ecmsc.PRECISION.value: self._get_precision(nan, None, nan),
Ecmsc.LIMITS.value: self._get_limits(None, nan, 0.05, 1e4, nan,
None)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(4, 4, 4),
Ecmsc.LIMITS.value:
self._get_limits(0.002190990480628382, 219.0990480628382,
current_price / 1000, current_price * 1000,
0.010000000000000012, 1000000000.0000011)
}
current_price = 1.56e-6
ms = {
Ecmsc.PRECISION.value: self._get_precision(nan, None, nan),
Ecmsc.LIMITS.value: self._get_limits(None, nan, None, None, nan,
None)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(8, 8, 8),
Ecmsc.LIMITS.value:
self._get_limits(641.0256410256403, 6410256.4102564035,
current_price / 1000, current_price * 1000,
9.999999999999991e-07, 9999.99999999999)
}
current_price = 1.5678999
ms = {
Ecmsc.PRECISION.value: self._get_precision(nan, None, nan),
Ecmsc.LIMITS.value: self._get_limits(None, nan, 0, 0, nan, None)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(7, 7, 7),
Ecmsc.LIMITS.value:
self._get_limits(6.37795818470299, 637795.8184702988,
current_price / 1000, current_price * 1000,
0.01, 999999999.9999996)
}
current_price = 25.87257
ms = {
Ecmsc.PRECISION.value: self._get_precision(),
Ecmsc.LIMITS.value: self._get_limits(None, None, 0, 0, None, None)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(5, 5, 5),
Ecmsc.LIMITS.value:
self._get_limits(0.3865097282566056, 38650.97282566052,
current_price / 1000, current_price * 1000,
0.010000000000000007, 999999999.9999996)
}
current_price = 200.555
ms = {
Ecmsc.PRECISION.value: self._get_precision(nan, nan, nan),
Ecmsc.LIMITS.value: self._get_limits(nan, nan, 3, 3, nan, nan)
}
assert ExchangeMarketStatusFixer(
ms, price_example=current_price).get_market_status() == {
Ecmsc.PRECISION.value:
self._get_precision(3, 3, 3),
Ecmsc.LIMITS.value:
self._get_limits(0.04986163396574511, 4986.163396574511,
current_price / 1000, current_price * 1000,
0.01000000000000001, 1000000000.0000011)
}
def test_fix_market_status_precision_with_price(self):
emsf = ExchangeMarketStatusFixer({}, 10234.55)
emsf._fix_market_status_precision_with_price()
assert emsf.get_market_status()[
Ecmsc.PRECISION.value] == self._get_precision(2, 2, 2)
emsf = ExchangeMarketStatusFixer({}, 10234)
emsf._fix_market_status_precision_with_price()
assert emsf.get_market_status()[
Ecmsc.PRECISION.value] == self._get_precision(0, 0, 0)
emsf = ExchangeMarketStatusFixer({}, 10.234140561412567)
emsf._fix_market_status_precision_with_price()
assert emsf.get_market_status()[
Ecmsc.PRECISION.value] == self._get_precision(15, 15, 15)
def test_fix_market_status_limits_with_price(self):
emsf = ExchangeMarketStatusFixer({}, 98765)
emsf._fix_market_status_limits_with_price()
assert emsf.get_market_status()[
Ecmsc.LIMITS.value] == self._get_limits(0.00010125044297068805,
10.125044297068806, 98.765,
98765000,
0.010000000000000005,
1000000000.0000006)
emsf = ExchangeMarketStatusFixer({}, 0.00123456)
emsf._fix_market_status_limits_with_price()
assert emsf.get_market_status()[
Ecmsc.LIMITS.value] == self._get_limits(0.8100051840331779,
8100.051840331779,
1.23456e-06, 1.23456,
1.0000000000000002e-06,
10000.000000000002)
emsf = ExchangeMarketStatusFixer({}, 0.0000012)
emsf._fix_market_status_limits_with_price()
assert emsf.get_market_status()[
Ecmsc.LIMITS.value] == self._get_limits(833.3333333333311,
8333333.333333311, 1.2e-9,
0.0012,
9.999999999999974e-07,
9999.999999999973)
emsf = ExchangeMarketStatusFixer({}, 0.000999)
emsf._fix_market_status_limits_with_price()
assert emsf.get_market_status()[
Ecmsc.LIMITS.value] == self._get_limits(
1.001001001001, 10010.010010009999, 9.99e-07,
0.9990000000000001, 9.999999999999991e-07, 9999.99999999999)