def test_time_in_force_parser_given_invalid_value_raises_value_error(self):
# Arrange, Act, Assert
with pytest.raises(ValueError):
TimeInForceParser.to_str_py(0)
with pytest.raises(ValueError):
TimeInForceParser.from_str_py("")
async def _submit_trailing_stop_market_order(
self, order: TrailingStopMarketOrder) -> None:
if order.trigger_type in (TriggerType.DEFAULT, TriggerType.LAST):
working_type = "CONTRACT_PRICE"
elif order.trigger_type == TriggerType.MARK:
working_type = "MARK_PRICE"
else:
self._log.error(
f"Cannot submit order: invalid `order.trigger_type`, was "
f"{TriggerTypeParser.to_str_py(order.trigger_price)}. {order}",
)
return
if order.offset_type not in (TrailingOffsetType.DEFAULT,
TrailingOffsetType.BASIS_POINTS):
self._log.error(
f"Cannot submit order: invalid `order.offset_type`, was "
f"{TrailingOffsetTypeParser.to_str_py(order.offset_type)} (use `BASIS_POINTS`). "
f"{order}", )
return
await self._http_account.new_order(
symbol=format_symbol(order.instrument_id.symbol.value),
side=OrderSideParser.to_str_py(order.side),
type=binance_order_type(order),
time_in_force=TimeInForceParser.to_str_py(order.time_in_force),
quantity=str(order.quantity),
activation_price=str(order.trigger_price),
callback_rate=str(order.trailing_offset / 100),
working_type=working_type,
reduce_only=order.
is_reduce_only, # Cannot be sent with Hedge-Mode or closePosition
new_client_order_id=order.client_order_id.value,
recv_window=5000,
)
def test_time_in_force_from_str(self, string, expected):
# Arrange
# Act
result = TimeInForceParser.from_str_py(string)
# Assert
assert expected == result
def test_time_in_force_to_str(self, enum, expected):
# Arrange
# Act
result = TimeInForceParser.to_str_py(enum)
# Assert
assert expected == result
async def _submit_stop_limit_order(self, order: StopLimitOrder) -> None:
await self._http_account.new_order(
symbol=format_symbol(order.instrument_id.symbol.value),
side=OrderSideParser.to_str_py(order.side),
type=binance_order_type(order),
time_in_force=TimeInForceParser.to_str_py(order.time_in_force),
quantity=str(order.quantity),
price=str(order.price),
stop_price=str(order.trigger_price),
iceberg_qty=str(order.display_qty) if order.display_qty is not None else None,
new_client_order_id=order.client_order_id.value,
recv_window=5000,
)
async def _submit_limit_order(self, order: LimitOrder) -> None:
time_in_force = TimeInForceParser.to_str_py(order.time_in_force)
if order.is_post_only:
time_in_force = "GTX"
await self._http_account.new_order(
symbol=format_symbol(order.instrument_id.symbol.value),
side=OrderSideParser.to_str_py(order.side),
type=binance_order_type(order),
time_in_force=time_in_force,
quantity=str(order.quantity),
price=str(order.price),
reduce_only=order.
is_reduce_only, # Cannot be sent with Hedge-Mode or closePosition
new_client_order_id=order.client_order_id.value,
recv_window=5000,
)
