def test_fee_asset_is_based_on_order_type(self):
order = FtxInFlightOrder(client_order_id="OID1",
exchange_order_id="38065410",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
creation_timestamp=datetime.now().timestamp())
self.assertEqual(order.base_asset, order.fee_asset)
order = FtxInFlightOrder(client_order_id="OID1",
exchange_order_id="38065410",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT_MAKER,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
creation_timestamp=datetime.now().timestamp())
self.assertEqual(order.base_asset, order.fee_asset)
order = FtxInFlightOrder(client_order_id="OID1",
exchange_order_id="38065410",
trading_pair=self.trading_pair,
order_type=OrderType.MARKET,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
creation_timestamp=datetime.now().timestamp())
self.assertEqual(order.quote_asset, order.fee_asset)
def test_update_with_partial_trade_event(self):
order = FtxInFlightOrder(client_order_id="OID1",
exchange_order_id="38065410",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
creation_timestamp=datetime.now().timestamp())
trade_event_info = {
"fee": 10.0,
"feeRate": 0.0014,
"feeCurrency": "ETH",
"future": None,
"id": 7828307,
"liquidity": "taker",
"market": "BTC-USDT",
"orderId": 38065410,
"tradeId": 1,
"price": 10050.0,
"side": "buy",
"size": 0.1,
"time": "2019-05-07T16:40:58.358438+00:00",
"type": "order"
}
update_result = order.update_with_trade_update(trade_event_info)
self.assertTrue(update_result)
self.assertFalse(order.is_done)
self.assertEqual(Decimal(str(trade_event_info["size"])),
order.executed_amount_base)
expected_executed_quote_amount = Decimal(
str(trade_event_info["size"])) * Decimal(
str(trade_event_info["price"]))
self.assertEqual(expected_executed_quote_amount,
order.executed_amount_quote)
self.assertEqual(Decimal(trade_event_info["fee"]), order.fee_paid)
self.assertEqual(trade_event_info["feeCurrency"], order.fee_asset)
def test_creation_from_json(self):
order_info = {
"client_order_id": "OID1",
"exchange_order_id": "EOID1",
"trading_pair": self.trading_pair,
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1000",
"amount": "1",
"creation_timestamp": 1640001112.0,
"executed_amount_base": "0.5",
"executed_amount_quote": "500",
"fee_asset": "USDT",
"fee_paid": "5",
"last_state": "closed",
}
order = FtxInFlightOrder.from_json(order_info)
self.assertEqual(order_info["client_order_id"], order.client_order_id)
self.assertEqual(order_info["exchange_order_id"],
order.exchange_order_id)
self.assertEqual(order_info["trading_pair"], order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.BUY, order.trade_type)
self.assertEqual(Decimal(order_info["price"]), order.price)
self.assertEqual(Decimal(order_info["amount"]), order.amount)
self.assertEqual(1640001112.0, order.creation_timestamp)
self.assertEqual(order_info["last_state"], order.last_state)
self.assertEqual(Decimal(order_info["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(Decimal(order_info["executed_amount_quote"]),
order.executed_amount_quote)
self.assertEqual(Decimal(order_info["fee_paid"]), order.fee_paid)
self.assertEqual(order_info["fee_asset"], order.fee_asset)
self.assertEqual(order_info, order.to_json())