def test_execute_cancel_success(self, mock_cancel):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({
order.client_order_id: order
})
mock_response = {
"code": 200,
"data": {"123": "success"}
}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, body=json.dumps(mock_response))
self.mocking_assistant.configure_http_request_mock(mock_cancel)
self.mocking_assistant.add_http_response(mock_cancel, 200, mock_response, "")
result = self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair, order.client_order_id)
)
self.assertIsNone(result)
def test_update_order_status_error_response(self, mock_api, mock_ts):
# Simulates order being tracked
order: MexcInFlightOrder = MexcInFlightOrder(
"0",
"2628",
self.trading_pair,
OrderType.LIMIT,
TradeType.SELL,
Decimal(str(41720.83)),
Decimal("1"),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({
order.client_order_id: order
})
self.assertTrue(1, len(self.exchange.in_flight_orders))
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
# Add TradeHistory API Response
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = {
"result": False,
"errormsg": "Invalid Request",
"errorcode": 100,
"detail": None
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(self.exchange._update_order_status())
self.assertEqual(1, len(self.exchange.in_flight_orders))
def test_execute_cancel_all_success(self, mock_post_request):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({
order.client_order_id: order
})
mock_response = {
"code": 200,
"data": {
"0": "success"
}
}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_post_request.delete(regex_url, body=json.dumps(mock_response))
cancellation_results = self.async_run_with_timeout(
self.exchange.cancel_all(10)
)
self.assertEqual(1, len(cancellation_results))
self.assertEqual("0", cancellation_results[0].order_id)
self.assertTrue(cancellation_results[0].success)
def test_execute_cancel_fail(self, mock_cancel, mock_main_app):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({
order.client_order_id: order
})
mock_response = {
"code": 100,
"data": {"123": "success"}
}
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair, order.client_order_id)
)
self._is_logged("NETWORK", "Failed to cancel order 0 : MexcAPIError('Order could not be canceled')")
def test_is_done(self):
order = MexcInFlightOrder.from_json(self._example_json())
self.assertFalse(order.is_done)
for status in ["FILLED", "CANCELED", "PARTIALLY_CANCELED"]:
order.last_state = status
self.assertTrue(order.is_done)
def start_tracking_order(self, order_id: str,
exchange_order_id: Optional[str],
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
self._in_flight_orders[order_id] = MexcInFlightOrder(
client_order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=trade_type,
price=price,
amount=amount)
def test_tracking_states_order_done(self):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="FILLED")
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertEqual(0, len(self.exchange.tracking_states))
def test_create_from_json(self):
order = MexcInFlightOrder.from_json(self._example_json())
self.assertEqual("C1", order.client_order_id)
self.assertEqual("1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.BUY, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0.5"), order.executed_amount_base)
self.assertEqual(Decimal("15000"), order.executed_amount_quote)
self.assertEqual(order.base_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
self.assertEqual("Working", order.last_state)
def test_limit_orders(self):
self.assertEqual(0, len(self.exchange.limit_orders))
# Simulate orders being placed and tracked
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
self.assertEqual(1, len(self.exchange.limit_orders))
def test_restore_tracking_states(self):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
order_json = order.to_json()
self.exchange.restore_tracking_states({order.client_order_id: order_json})
self.assertEqual(1, len(self.exchange.in_flight_orders))
self.assertEqual(str(self.exchange.in_flight_orders[order.client_order_id]), str(order))
def test_update_order_status(self, mock_api, mock_ts):
# Simulates order being tracked
order: MexcInFlightOrder = MexcInFlightOrder(
"0",
"2628",
self.trading_pair,
OrderType.LIMIT,
TradeType.SELL,
Decimal(str(41720.83)),
Decimal("1"),
1640001112.0,
"Working",
)
self.exchange._in_flight_orders.update({
order.client_order_id: order
})
self.exchange._last_poll_timestamp = 10
ts: float = time.time()
mock_ts.return_value = ts
self.exchange._current_timestamp = ts
self.assertTrue(1, len(self.exchange.in_flight_orders))
# Add TradeHistory API Response
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_DETAILS_URL
regex_url = re.compile(f"^{url}".replace(".", r"\.").replace("?", r"\?"))
mock_response = {
"code": 200,
"data": [
{
"id": "504feca6ba6349e39c82262caf0be3f4",
"symbol": "MX_USDT",
"price": "3.001",
"quantity": "30",
"state": "CANCELED",
"type": "BID",
"deal_quantity": "0",
"deal_amount": "0",
"create_time": 1573117266000
}
]
}
mock_api.get(regex_url, body=json.dumps(mock_response))
self.async_run_with_timeout(self.exchange._update_order_status())
self.assertEqual(0, len(self.exchange.in_flight_orders))
def test_instance_creation(self):
order = MexcInFlightOrder(client_order_id="C1",
exchange_order_id="1",
trading_pair="BTC-USDT",
order_type=OrderType.LIMIT,
trade_type=TradeType.SELL,
price=Decimal("35000"),
amount=Decimal("1.1"))
self.assertEqual("C1", order.client_order_id)
self.assertEqual("1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.SELL, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0"), order.executed_amount_base)
self.assertEqual(Decimal("0"), order.executed_amount_quote)
self.assertEqual(order.quote_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
def test_cancel(self, mock_cancel):
mock_cancel.return_value = None
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0)
self.exchange._in_flight_orders.update({order.client_order_id: order})
# Note: BUY simply returns immediately with the client order id.
return_val: str = self.exchange.cancel(self.trading_pair,
order.client_order_id)
# Order ID is simply a timestamp. The assertion below checks if it is created within 1 sec
self.assertTrue(order.client_order_id, return_val)
def test_execute_cancel_cancels(self, mock_cancel):
order: MexcInFlightOrder = MexcInFlightOrder(
client_order_id="0",
exchange_order_id="123",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10.0),
amount=Decimal(1.0),
creation_timestamp=1640001112.0,
initial_state="Working",
)
self.exchange._in_flight_orders.update({order.client_order_id: order})
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_ORDER_CANCEL
regex_url = re.compile(f"^{url}".replace(".",
r"\.").replace("?", r"\?"))
mock_cancel.delete(regex_url, exception=asyncio.CancelledError)
with self.assertRaises(asyncio.CancelledError):
self.async_run_with_timeout(
self.exchange.execute_cancel(self.trading_pair,
order.client_order_id))
def restore_tracking_states(self, saved_states: Dict[str, Any]):
self._in_flight_orders.update({
key: MexcInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
def test_is_failure(self):
order = MexcInFlightOrder.from_json(self._example_json())
for status in ["NEW", "PARTIALLY_FILLED"]:
order.last_state = status
self.assertFalse(order.is_failure)
def test_is_cancelled(self):
order = MexcInFlightOrder.from_json(self._example_json())
for status in ["Working", "FullyExecuted", "Rejected"]:
order.last_state = status
self.assertFalse(order.is_cancelled)
def test_mark_as_filled(self):
order = MexcInFlightOrder.from_json(self._example_json())
order.mark_as_filled()
self.assertEqual("FILLED", order.last_state)
def test_to_json(self):
order = MexcInFlightOrder.from_json(self._example_json())
self.assertEqual(self._example_json(), order.to_json())
