def test_getOrdersInvalidStatus():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_url = config['api_url']
AuthAPI(api_key, api_secret, api_url)
elif 'api_key' in config['binance'] and 'api_secret' in config[
'binance'] and 'api_url' in config['binance']:
api_key = config['binance']['api_key']
api_secret = config['binance']['api_secret']
api_url = config['binance']['api_url']
AuthAPI(api_key, api_secret, api_url)
exchange = AuthAPI(api_key, api_secret, api_url)
assert type(exchange) is AuthAPI
with pytest.raises(ValueError) as execinfo:
exchange.getOrders(status='ERROR')
assert str(execinfo.value) == 'Invalid order status.'
def getOrders(self, market='', action='', status='all'):
"""Retrieves orders either live or simulation
Parameters
----------
market : str, optional
Filters orders by market
action : str, optional
Filters orders by action
status : str
Filters orders by status, defaults to 'all'
"""
# validate market is syntactically correct
self._checkMarketSyntax(market)
if action != '':
# validate action is either a buy or sell
if not action in ['buy', 'sell']:
raise ValueError('Invalid order action.')
# validate status is open, pending, done, active or all
if not status in [
'open', 'pending', 'done', 'active', 'all', 'filled'
]:
raise ValueError('Invalid order status.')
if self.app.getExchange() == 'binance':
if self.mode == 'live':
# if config is provided and live connect to Binance account portfolio
model = BAuthAPI(self.app.getAPIKey(), self.app.getAPISecret(),
self.app.getAPIURL())
# retrieve orders from live Binance account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == '':
return self.orders
else:
return self.orders[self.orders['market'] == market]
if self.app.getExchange() == 'coinbasepro':
if self.mode == 'live':
# if config is provided and live connect to Coinbase Pro account portfolio
model = CBAuthAPI(self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIPassphrase(),
self.app.getAPIURL())
# retrieve orders from live Coinbase Pro account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == '':
return self.orders
else:
return self.orders[self.orders['market'] == market]
def test_getOrdersValidActionSell():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_url = config['api_url']
AuthAPI(api_key, api_secret, api_url)
elif 'api_key' in config['binance'] and 'api_secret' in config[
'binance'] and 'api_url' in config['binance']:
api_key = config['binance']['api_key']
api_secret = config['binance']['api_secret']
api_url = config['binance']['api_url']
AuthAPI(api_key, api_secret, api_url)
exchange = AuthAPI(api_key, api_secret, api_url)
assert type(exchange) is AuthAPI
df = exchange.getOrders(market=VALID_ORDER_MARKET, action='sell')
assert len(df) >= 0
actual = df.columns.to_list()
expected = [
'created_at', 'market', 'action', 'type', 'size', 'filled', 'status',
'price'
]
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
def test_getOrdersValidStatusActive():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_url = config['api_url']
AuthAPI(api_key, api_secret, api_url)
elif 'api_key' in config['binance'] and 'api_secret' in config['binance'] and 'api_url' in config['binance']:
api_key = config['binance']['api_key']
api_secret = config['binance']['api_secret']
api_url = config['binance']['api_url']
AuthAPI(api_key, api_secret, api_url)
exchange = AuthAPI(api_key, api_secret, api_url)
assert type(exchange) is AuthAPI
df = exchange.getOrders(market=VALID_ORDER_MARKET, status='active')
if len(df) == 0:
pass
else:
actual = df.columns.to_list()
expected = ['created_at', 'market', 'action', 'type', 'size', 'filled', 'status', 'price']
# order is not important, but no duplicate
assert len(actual) == len(expected)
diff = set(actual) ^ set(expected)
assert not diff
def test_get_orders(mocker):
client_response = [{
'symbol': 'CHZUSDT',
'orderId': 123456789,
'orderListId': -1,
'clientOrderId': 'SOME-CLIENT-ORDER-ID',
'price': '0.00000000',
'origQty': '31.30000000',
'executedQty': '31.30000000',
'cummulativeQuoteQty': '15.68161300',
'status': 'FILLED',
'timeInForce': 'GTC',
'type': 'MARKET',
'side': 'SELL',
'stopPrice': '0.00000000',
'icebergQty': '0.00000000',
'time': 1616845743872,
'updateTime': 1616845743872,
'isWorking': True,
'origQuoteOrderQty': '0.00000000'
}]
with open(_get_config_file()) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_url = config['api_url']
AuthAPI(api_key, api_secret, api_url)
elif 'api_key' in config['binance'] and 'api_secret' in config[
'binance'] and 'api_url' in config['binance']:
api_key = config['binance']['api_key']
api_secret = config['binance']['api_secret']
api_url = config['binance']['api_url']
AuthAPI(api_key, api_secret, api_url)
exchange = AuthAPI(api_key, api_secret, api_url)
assert type(exchange) is AuthAPI
mocker.patch("models.exchange.binance.Client.get_all_orders",
return_value=client_response)
df = exchange.getOrders(MOCK_MARKET)
assert len(df) > 0
actual = df.columns.to_list()
expected = [
'created_at', 'market', 'action', 'type', 'size', 'filled', 'status',
'price'
]
# order is not important, but no duplicate
assert len(actual) == len(expected)
diff = set(actual) ^ set(expected)
assert not diff
def test_get_orders():
global app
exchange = AuthAPI(app.api_key, app.api_secret)
assert type(exchange) is AuthAPI
df = exchange.getOrders()
assert type(df) is pandas.core.frame.DataFrame
assert len(df) > 0
actual = df.columns.to_list()
expected = [
"created_at",
"market",
"action",
"type",
"size",
"filled",
"status",
"price",
]
assert len(actual) == len(expected)
diff = set(actual) ^ set(expected)
assert not diff
def getOrders(self, market="", action="", status="all"):
"""Retrieves orders either live or simulation
Parameters
----------
market : str, optional
Filters orders by market
action : str, optional
Filters orders by action
status : str
Filters orders by status, defaults to 'all'
"""
# validate market is syntactically correct
self._checkMarketSyntax(market)
if action != "":
# validate action is either a buy or sell
if not action in ["buy", "sell"]:
raise ValueError("Invalid order action.")
# validate status is open, pending, done, active or all
if not status in [
"open", "pending", "done", "active", "all", "filled"
]:
raise ValueError("Invalid order status.")
if self.app.getExchange() == Exchange.BINANCE:
if self.mode == "live":
# if config is provided and live connect to Binance account portfolio
model = BAuthAPI(
self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIURL(),
recv_window=self.app.getRecvWindow(),
)
# retrieve orders from live Binance account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == "":
return self.orders
else:
return self.orders[self.orders["market"] == market]
if self.app.getExchange() == Exchange.KUCOIN:
if self.mode == 'live':
# if config is provided and live connect to Kucoin account portfolio
model = KAuthAPI(
self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIPassphrase(),
self.app.getAPIURL(),
use_cache=self.app.useKucoinCache(),
)
# retrieve orders from live Kucoin account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
if market == '':
return self.orders
else:
return self.orders[self.orders['market'] == market]
if self.app.getExchange() == Exchange.COINBASEPRO:
if self.mode == "live":
# if config is provided and live connect to Coinbase Pro account portfolio
model = CBAuthAPI(
self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIPassphrase(),
self.app.getAPIURL(),
)
# retrieve orders from live Coinbase Pro account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == "":
return self.orders
else:
if "market" in self.orders:
return self.orders[self.orders["market"] == market]
else:
return pd.DataFrame()
if self.app.getExchange() == Exchange.DUMMY:
return self.orders[[
"created_at",
"market",
"action",
"type",
"size",
"filled",
"fees",
"price",
"status",
]]
