def test_transfer():
exchange = mock.Mock()
price = Decimal(9750.19).quantize(Decimal(10)**-2)
exchange.quote_price = lambda pair: price
exchange.name = "coinbase"
order = mock.Mock()
order.path_id = "fake_id"
exchange_pair = ExchangePair(exchange, USD / BTC)
source = Wallet(exchange, 18903.89 * USD)
source.lock(917.07 * USD, order, "test")
target = Wallet(exchange, 3.79283997 * BTC)
quantity = (256.19 * USD).lock_for("fake_id")
commission = (2.99 * USD).lock_for("fake_id")
Wallet.transfer(source, target, quantity, commission, exchange_pair,
"transfer")
source = Wallet(exchange, 3.79283997 * BTC)
source.lock(3.00000029 * BTC, order, "test")
target = Wallet(exchange, 18903.89 * USD)
quantity = (2.19935873 * BTC).lock_for("fake_id")
commission = (0.00659732 * BTC).lock_for("fake_id")
Wallet.transfer(source, target, quantity, commission, exchange_pair,
"transfer")
def execute_sell_order(order: 'Order', base_wallet: 'Wallet',
quote_wallet: 'Wallet', current_price: float,
options: 'ExchangeOptions', clock: 'Clock') -> 'Trade':
if order.type == TradeType.LIMIT and order.price > current_price:
return None
filled = order.remaining.contain(order.exchange_pair)
commission = options.commission * filled
quantity = filled - commission
if commission.size < Decimal(10)**-quantity.instrument.precision:
order.cancel("COMMISSION IS LESS THAN PRECISION.")
return None
# Transfer Funds from Quote Wallet to Base Wallet
transfer = Wallet.transfer(source=quote_wallet,
target=base_wallet,
quantity=quantity,
commission=commission,
exchange_pair=order.exchange_pair,
reason="SELL")
trade = Trade(order_id=order.id,
step=clock.step,
exchange_pair=order.exchange_pair,
side=TradeSide.SELL,
trade_type=order.type,
quantity=transfer.quantity,
price=transfer.price,
commission=transfer.commission)
return trade
def execute_buy_order(order: 'Order', base_wallet: 'Wallet',
quote_wallet: 'Wallet', current_price: float,
options: 'ExchangeOptions', clock: 'Clock') -> 'Trade':
if order.type == TradeType.LIMIT and order.price < current_price:
return None
filled = order.remaining.contain(order.exchange_pair)
if order.type == TradeType.MARKET:
scale = order.price / max(current_price, order.price)
filled = scale * filled
commission = options.commission * filled
quantity = filled - commission
if commission.size < Decimal(10)**-quantity.instrument.precision:
order.cancel("COMMISSION IS LESS THAN PRECISION.")
return None
transfer = Wallet.transfer(source=base_wallet,
target=quote_wallet,
quantity=quantity,
commission=commission,
exchange_pair=order.exchange_pair,
reason="BUY")
trade = Trade(order_id=order.id,
step=clock.step,
exchange_pair=order.exchange_pair,
side=TradeSide.BUY,
trade_type=order.type,
quantity=transfer.quantity,
price=transfer.price,
commission=transfer.commission)
return trade
