def test_set_order_volume(self) -> None:
# Test with valid parameters.
order_volume = Order.set_order_volume(20, 1802.82, 8)
assert type(order_volume) == float
assert order_volume == 0.01106496
with pytest.raises(ZeroDivisionError) as e_info:
Order.set_order_volume(1802.82, 0, 8)
assert "Order set_order_volume -> pair_price must not be 0." in str(
e_info.value
)
def test_send_buy_limit_order(self, capfd):
# Test valid order
order = Order(
datetime.strptime("2021-03-11 23:33:28", "%Y-%m-%d %H:%M:%S"),
"XETHZEUR",
"buy",
"limit",
"fciq",
1938.11,
0.01029256,
19.9481,
0.0519,
20.0,
)
self.dca.send_buy_limit_order(order)
captured = capfd.readouterr()
test_output = (
"Create a 19.9481ZEUR buy limit order of 0.01029256XETH at "
"1938.11ZEUR.\n"
"Fee expected: 0.0519ZEUR (0.26% taker fee).\n"
"Total price expected: 0.01029256XETH for 20.0ZEUR.\n"
"Order successfully created.\n"
"TXID: OUHXFN-RTP6W-ART4VP\n"
"Description: buy 0.01029256 ETHEUR @ limit 1938.11\n")
assert captured.out == test_output
def test_buy_limit_order(self) -> None:
self.order = Order.buy_limit_order(
date=datetime.strptime("2021-04-15 21:33:28", "%Y-%m-%d %H:%M:%S"),
pair="XETHZEUR",
amount=20,
pair_price=2083.16,
lot_decimals=8,
quote_decimals=4,
)
assert type(self.order.fee) == float
assert self.order.fee == 0.0519
assert type(self.order.o_flags) == str
assert self.order.o_flags == "fciq"
assert type(self.order.order_type) == str
assert self.order.order_type == "limit"
assert type(self.order.pair) == str
assert self.order.pair == "XETHZEUR"
assert type(self.order.pair_price) == float
assert self.order.pair_price == 2083.16
assert type(self.order.price) == float
assert self.order.price == 19.9481
assert type(self.order.total_price) == float
assert self.order.total_price == 20
assert type(self.order.type) == str
assert self.order.type == "buy"
assert type(self.order.volume) == float
assert self.order.volume == 0.00957589
def setup(self) -> None:
self.order = Order(
datetime.strptime("2021-04-15 21:33:28", "%Y-%m-%d %H:%M:%S"),
"XETHZEUR",
"buy",
"limit",
"fciq",
2083.16,
0.00957589,
19.9481,
0.0519,
round(19.9481 + 0.0519, 4),
)
self.ka = KrakenApi(
"R6/OvXmIQEv1E8nyJd7+a9Zmaf84yJ7uifwe2yj5BgV1N+lgqURsxQwQ",
"MWZ9lFF/mreK4Fdk/SEpFLvVn//nbKUbCytGShSwvCvYlgRkn4K8i7VY18UQEgOHz"
"BIEsqg78BZJCEhvFIzw1Q=="
)
def test_send_buy_limit_order_error(self):
# Test error with order volume < pair minimum volume.
order = Order(
datetime.strptime("2021-03-11 23:33:28", "%Y-%m-%d %H:%M:%S"),
"XETHZEUR",
"buy",
"limit",
"fciq",
1960.86,
0.001,
1.9608,
0.0052,
20.0,
)
with pytest.raises(ValueError) as e_info:
self.dca.send_buy_limit_order(order)
error_message = "Too low volume to buy XETH: current 0.001, minimum 0.005."
assert error_message in str(e_info.value)
def test_estimate_order_fee(self) -> None:
# Test with valid parameters.
order_fee = Order.estimate_order_fee(0.01105373, 1802.82, 2)
assert type(order_fee) == float
assert order_fee == 0.05
class TestOrder:
order: Order
test_orders_filepath: str = "tests/fixtures/orders.csv"
def setup(self) -> None:
self.order = Order(
datetime.strptime("2021-04-15 21:33:28", "%Y-%m-%d %H:%M:%S"),
"XETHZEUR",
"buy",
"limit",
"fciq",
2083.16,
0.00957589,
19.9481,
0.0519,
round(19.9481 + 0.0519, 4),
)
self.ka = KrakenApi(
"R6/OvXmIQEv1E8nyJd7+a9Zmaf84yJ7uifwe2yj5BgV1N+lgqURsxQwQ",
"MWZ9lFF/mreK4Fdk/SEpFLvVn//nbKUbCytGShSwvCvYlgRkn4K8i7VY18UQEgOHz"
"BIEsqg78BZJCEhvFIzw1Q=="
)
def test_init(self) -> None:
assert type(self.order.date) == datetime
assert self.order.date == datetime.strptime(
"2021-04-15 21:33:28", "%Y-%m-%d %H:%M:%S"
)
assert type(self.order.pair) == str
assert self.order.pair == "XETHZEUR"
assert type(self.order.type) == str
assert self.order.type == "buy"
assert type(self.order.order_type) == str
assert self.order.order_type == "limit"
assert type(self.order.o_flags) == str
assert self.order.o_flags == "fciq"
assert type(self.order.pair_price) == float
assert self.order.pair_price == 2083.16
assert type(self.order.volume) == float
assert self.order.volume == 0.00957589
assert type(self.order.price) == float
assert self.order.price == 19.9481
assert type(self.order.fee) == float
assert self.order.fee == 0.0519
assert type(self.order.total_price) == float
assert self.order.total_price == 20.0
def test_buy_limit_order(self) -> None:
self.order = Order.buy_limit_order(
date=datetime.strptime("2021-04-15 21:33:28", "%Y-%m-%d %H:%M:%S"),
pair="XETHZEUR",
amount=20,
pair_price=2083.16,
lot_decimals=8,
quote_decimals=4,
)
assert type(self.order.fee) == float
assert self.order.fee == 0.0519
assert type(self.order.o_flags) == str
assert self.order.o_flags == "fciq"
assert type(self.order.order_type) == str
assert self.order.order_type == "limit"
assert type(self.order.pair) == str
assert self.order.pair == "XETHZEUR"
assert type(self.order.pair_price) == float
assert self.order.pair_price == 2083.16
assert type(self.order.price) == float
assert self.order.price == 19.9481
assert type(self.order.total_price) == float
assert self.order.total_price == 20
assert type(self.order.type) == str
assert self.order.type == "buy"
assert type(self.order.volume) == float
assert self.order.volume == 0.00957589
@vcr.use_cassette(
"tests/fixtures/vcr_cassettes/test_create_order.yaml",
filter_headers=["API-Key", "API-Sign"],
)
def test_send_order(self) -> None:
self.order.send_order(self.ka)
assert type(self.order.txid) == str
assert self.order.txid == "OUHXFN-RTP6W-ART4VP"
assert type(self.order.description) == str
assert self.order.description == "buy 0.01029256 ETHEUR @ limit 1938.11"
def test_save_order_csv(self) -> None:
self.order.txid = "OCYS4K-OILOE-36HPAE"
self.order.description = "buy 0.00957589 ETHEUR @ limit 2083.16"
# Test order history CSV saving.
self.order.save_order_csv(self.test_orders_filepath)
self.order.save_order_csv(self.test_orders_filepath)
history = pd.read_csv(self.test_orders_filepath)
test_history = pd.read_csv("tests/fixtures/test_handle_dca_logic.csv")
os.remove(self.test_orders_filepath)
assert history.equals(test_history)
# Test with bad order history file type.
os.mkdir(self.test_orders_filepath)
with pytest.raises(ValueError) as e_info:
self.order.save_order_csv(self.test_orders_filepath)
os.rmdir(self.test_orders_filepath)
assert "Can't save order history ->" in str(e_info.value)
def test_set_order_volume(self) -> None:
# Test with valid parameters.
order_volume = Order.set_order_volume(20, 1802.82, 8)
assert type(order_volume) == float
assert order_volume == 0.01106496
with pytest.raises(ZeroDivisionError) as e_info:
Order.set_order_volume(1802.82, 0, 8)
assert "Order set_order_volume -> pair_price must not be 0." in str(
e_info.value
)
def test_estimate_order_price(self) -> None:
# Test with valid parameters.
order_price = Order.estimate_order_price(0.01105373, 1802.82, 2)
assert type(order_price) == float
assert order_price == 19.93
def test_estimate_order_fee(self) -> None:
# Test with valid parameters.
order_fee = Order.estimate_order_fee(0.01105373, 1802.82, 2)
assert type(order_fee) == float
assert order_fee == 0.05