def test_exchange_with_wallets_feed():
ex1 = Exchange("coinbase",
service=execute_order)(Stream([7000, 7500,
8300]).rename("USD-BTC"),
Stream([200, 212,
400]).rename("USD-ETH"))
ex2 = Exchange("binance",
service=execute_order)(Stream([7005, 7600,
8200]).rename("USD-BTC"),
Stream([201, 208,
402]).rename("USD-ETH"),
Stream([56, 52,
60]).rename("USD-LTC"))
wallet_btc = Wallet(ex1, 10 * BTC)
wallet_btc_ds = create_wallet_source(wallet_btc)
wallet_usd = Wallet(ex2, 1000 * USD)
wallet_usd.withdraw(quantity=400 * USD, reason="test")
wallet_usd.deposit(quantity=Quantity(USD, 400, path_id="fake_id"),
reason="test")
wallet_usd_ds = create_wallet_source(wallet_usd, include_worth=False)
feed = DataFeed([ex1, ex2, wallet_btc_ds, wallet_usd_ds])
assert feed.next() == {
"coinbase:/USD-BTC": 7000,
"coinbase:/USD-ETH": 200,
"coinbase:/BTC:/free": 10,
"coinbase:/BTC:/locked": 0,
"coinbase:/BTC:/total": 10,
"coinbase:/BTC:/worth": 70000,
"binance:/USD-BTC": 7005,
"binance:/USD-ETH": 201,
"binance:/USD-LTC": 56,
"binance:/USD:/free": 600,
"binance:/USD:/locked": 400,
"binance:/USD:/total": 1000
}
def test_invalid_isub():
# Add to balance with locked path_id
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(quantity=Quantity(USD, 500, path_id=path_id), reason="test")
wallet.deposit(quantity=Quantity(USD, 700, path_id=other_id),
reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=11000 * USD, reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=Quantity(USD, 750, path_id), reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=Quantity(USD, 750, path_id), reason="test")
with pytest.raises(IncompatibleInstrumentOperation):
wallet.withdraw(quantity=500 * BTC, reason="test")
def test_valid_isub():
# Add to remove from unlocked balance
wallet = Wallet(exchange, 10000 * USD)
wallet.withdraw(quantity=500 * USD, reason="test")
assert wallet.balance == 9500 * USD
assert len(wallet.locked) == 0
# Add to balance with locked path_id
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(quantity=Quantity(USD, 750, path_id=path_id), reason="test")
wallet.deposit(quantity=Quantity(USD, 1000, path_id=other_id),
reason="test")
wallet.withdraw(quantity=Quantity(USD, 500, path_id=path_id),
reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[path_id] == 250 * USD
wallet.withdraw(quantity=Quantity(USD, 500, path_id=other_id),
reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[other_id] == 500 * USD
