def test__build_currency_graph_with_missing_ticker_data(self, currency_graph_mock):
"""
Test :meth:`ArbitrageStrategy._build_currency_graph`
Assert `None` is returned when invalid ticker data is detected.
"""
arbitrage = ArbitrageStrategy()
trader = MagicMock()
TEST_PRODUCT = 'BTC-USD'
trader.products = [TEST_PRODUCT]
arbitrage.trader = trader
ticker = {
TEST_PRODUCT: {
'bid': 1.0,
},
}
arbitrage.ticker = ticker
currency_graph = arbitrage._build_currency_graph()
self.assertEqual(currency_graph, None)
def test__build_currency_graph_with_valid_ticker_data(self, currency_graph_mock):
"""
Test :meth:`ArbitrageStrategy._build_currency_graph`
Assert currency pairs for every product are added to the graph and a
non-`None` value is returned.
"""
arbitrage = ArbitrageStrategy()
trader = MagicMock()
TEST_PRODUCT = 'BTC-USD'
trader.products = [TEST_PRODUCT]
arbitrage.trader = trader
ticker = {
TEST_PRODUCT: {
'bid': 1.0,
'ask': 1.0,
},
}
arbitrage.ticker = ticker
currency_graph = arbitrage._build_currency_graph()
calls = []
for product in ticker:
base = CurrencyGraph.get_base(product)
quote = CurrencyGraph.get_quote(product)
bid = ticker[product]['bid']
ask = ticker[product]['ask']
calls.append(call().add_currency_pair(base, quote, bid, ask))
currency_graph_mock.assert_has_calls(calls, any_order=True)
self.assertNotEqual(currency_graph, None)