def test_is_done(self):
order = BitmartInFlightOrder.from_json(self._example_json())
self.assertFalse(order.is_done)
for status in ["FILLED", "CANCELED", "REJECTED", "EXPIRED", "FAILED"]:
order.last_state = status
self.assertTrue(order.is_done)
def restore_tracking_states(self, saved_states: Dict[str, any]):
"""
Restore in-flight orders from saved tracking states, this is st the connector can pick up on where it left off
when it disconnects.
:param saved_states: The saved tracking_states.
"""
self._in_flight_orders.update({
key: BitmartInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
def test_update_with_trade_update_rest_and_ws(self):
order = BitmartInFlightOrder.from_json(self._example_json())
trade_update_from_ws = {
"symbol": "BTC_USDT",
"side": "buy",
"type": "limit",
"notional": "0.00000000",
"size": "1.10000",
"ms_t": "1609926028000",
"price": "35000.00",
"filled_notional": "21000.00",
"filled_size": "0.70000",
"margin_trading": "0",
"state": "5",
"order_id": "1",
"order_type": "0",
"last_fill_time": 125,
"last_fill_price": "30000.00",
"last_fill_count": "0.20000"
}
(delta_trade_amount, delta_trade_price,
trade_id) = order.update_with_order_update_ws(trade_update_from_ws)
self.assertNotEqual("", trade_id)
self.assertEqual(
Decimal("0.20000") +
Decimal(self._example_json()["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(Decimal("21000.00"), order.executed_amount_quote)
repeated_trade_update_from_rest = {
"order_id": "1",
"symbol": "BTC_USDT",
"create_time": 123,
"side": "buy",
"type": "limit",
"price": "35000.00",
"price_avg": "35000.00",
"size": "1.10000",
"notional": "0.00000000",
"filled_notional": "10500.00",
"filled_size": "0.30000",
"status": "5"
}
(delta_trade_amount, delta_trade_price,
trade_id) = order.update_with_trade_update_rest(
repeated_trade_update_from_rest)
self.assertEqual("", trade_id)
def start_tracking_order(self, order_id: str, exchange_order_id: str,
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
"""
Starts tracking an order by simply adding it into _in_flight_orders dictionary.
"""
self._in_flight_orders[order_id] = BitmartInFlightOrder(
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_create_from_json(self):
order = BitmartInFlightOrder.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("OPEN", order.last_state)
def test_instance_creation(self):
order = BitmartInFlightOrder(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(Decimal("0"), order.fee_paid)
self.assertEqual("OPEN", order.last_state)
def test_to_json(self):
order = BitmartInFlightOrder.from_json(self._example_json())
self.assertEqual(self._example_json(), order.to_json())