def test_no_feed_available(self):
ExchangePriceManager.set_exchanges_to_feed(['coinbase_pro'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(None, eth_btc_price)
ExchangePriceManager.stop()
def test_use_binance_when_none_supported(self):
ExchangePriceManager.set_exchanges_to_feed(['coinbase_pro'])
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(BinancePriceFeed.get_instance()._ready_event.is_set())
self.assertEqual(len(BinancePriceFeed.get_instance().price_dict), 3)
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(Decimal("0.025"), eth_btc_price)
ExchangePriceManager.stop()
def test_binance_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['binance'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (Decimal(FixtureExchangePrices.BINANCE[0]["bidPrice"]) +
Decimal(FixtureExchangePrices.BINANCE[0]["askPrice"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_liquid_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['liquid'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (Decimal(FixtureExchangePrices.LIQUID[0]["market_bid"]) +
Decimal(FixtureExchangePrices.LIQUID[0]["market_ask"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_kucoin_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['kucoin'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (
Decimal(FixtureExchangePrices.KUCOIN["data"]["ticker"][0]["buy"]) +
Decimal(FixtureExchangePrices.KUCOIN["data"]["ticker"][0]["sell"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_all_price_feeds(self):
ev_loop = asyncio.get_event_loop()
for ex_name in ExchangePriceManager.supported_exchanges:
ExchangePriceManager.set_exchanges_to_feed([ex_name])
ExchangePriceManager.start()
ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(
len(ExchangePriceManager.ex_feeds[ex_name].price_dict) > 0)
for trading_pair, price in ExchangePriceManager.ex_feeds[
ex_name].price_dict.items():
self.assertTrue("-" in trading_pair)
self.assertTrue(isinstance(price, Decimal))
ExchangePriceManager.stop()
def test_price_feeds(self):
ExchangePriceManager.set_exchanges_to_feed(['binance', 'liquid'])
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(BinancePriceFeed.get_instance()._ready_event.is_set())
self.assertEqual(len(BinancePriceFeed.get_instance().price_dict), 3)
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(Decimal("0.025"), eth_btc_price)
# ZRX-USDT is not in the fixture, this should return None
zrx_usdt_price = ExchangePriceManager.get_price("ZRX", "USDT")
self.assertEqual(None, zrx_usdt_price)
# LINK-ETH is only in Liquid Fixture
link_eth_price = ExchangePriceManager.get_price("LINK", "ETH")
self.assertAlmostEqual(Decimal('0.000575'), link_eth_price)
ExchangePriceManager.stop()