def setUp(self):
self.market1 = MockMarket(price_currency="USD", amount_currency="BTC")
self.market1.set_mock_depth(depthUSDBTC)
self.market2 = MockMarket(price_currency="BTC", amount_currency="LTC")
self.market2.set_mock_depth(depthLTCBTC)
self.market3 = MockMarket(amount_currency="LTC", price_currency="USD")
self.market3.set_mock_depth(depthLTCUSD)
self.chain = MarketChain(
self.market1, self.market2, self.market3
)
class TestMarketChain(unittest.TestCase):
def setUp(self):
self.market1 = MockMarket(price_currency="USD", amount_currency="BTC")
self.market1.set_mock_depth(depthUSDBTC)
self.market2 = MockMarket(price_currency="BTC", amount_currency="LTC")
self.market2.set_mock_depth(depthLTCBTC)
self.market3 = MockMarket(amount_currency="LTC", price_currency="USD")
self.market3.set_mock_depth(depthLTCUSD)
self.chain = MarketChain(
self.market1, self.market2, self.market3
)
def test_profit_functions(self):
self.chain.begin_transaction()
tradechain = self.chain.next()
assert tradechain.profit == 0.72
assert tradechain.percentage == 21.95
tradechain = self.chain.next()
assert tradechain.profit == 0.34
assert tradechain.percentage == 20.73
# Make sure we're still locked.
assert self.chain.locked
tradechain = self.chain.next()
assert tradechain.profit == -0.804
assert tradechain.percentage == -44.57
self.chain.end_transaction()
# Make sure we're unlocked now.
assert not self.chain.locked
def test_market_depth_integrity(self):
"""Make sure Markets shared across MarketChains don't suffer depth
depletion in the course of normal trade chain exploration.
"""
chain_copy = self.chain.copy()
self.chain.begin_transaction()
tradechain = self.chain.next()
self.chain.end_transaction()
chain_copy.begin_transaction()
tradechain2 = chain_copy.next()
chain_copy.end_transaction()
# Make sure that the original MarketChain and its copy both
# produce the same TradeChain when the first one was produced
# inside a transaction. Transactions protect Market.depth from
# permanent mutation.
self.assertEqual(tradechain.profit, tradechain2.profit)
class TestMarketChain(unittest.TestCase):
def setUp(self):
self.market1 = MockMarket(price_currency="USD", amount_currency="BTC")
self.market1.set_mock_depth(depthUSDBTC)
self.market2 = MockMarket(price_currency="BTC", amount_currency="LTC")
self.market2.set_mock_depth(depthLTCBTC)
self.market3 = MockMarket(amount_currency="LTC", price_currency="USD")
self.market3.set_mock_depth(depthLTCUSD)
self.chain = MarketChain(self.market1, self.market2, self.market3)
def test_profit_functions(self):
self.chain.begin_transaction()
tradechain = self.chain.next()
assert tradechain.profit == 0.72
assert tradechain.percentage == 21.95
tradechain = self.chain.next()
assert tradechain.profit == 0.34
assert tradechain.percentage == 20.73
# Make sure we're still locked.
assert self.chain.locked
tradechain = self.chain.next()
assert tradechain.profit == -0.804
assert tradechain.percentage == -44.57
self.chain.end_transaction()
# Make sure we're unlocked now.
assert not self.chain.locked
def test_market_depth_integrity(self):
"""Make sure Markets shared across MarketChains don't suffer depth
depletion in the course of normal trade chain exploration.
"""
chain_copy = self.chain.copy()
self.chain.begin_transaction()
tradechain = self.chain.next()
self.chain.end_transaction()
chain_copy.begin_transaction()
tradechain2 = chain_copy.next()
chain_copy.end_transaction()
# Make sure that the original MarketChain and its copy both
# produce the same TradeChain when the first one was produced
# inside a transaction. Transactions protect Market.depth from
# permanent mutation.
self.assertEqual(tradechain.profit, tradechain2.profit)
def setUp(self):
self.market1 = MockMarket(price_currency="USD", amount_currency="BTC")
self.market1.set_mock_depth(depthUSDBTC)
self.market2 = MockMarket(price_currency="BTC", amount_currency="LTC")
self.market2.set_mock_depth(depthLTCBTC)
self.market3 = MockMarket(amount_currency="LTC", price_currency="USD")
self.market3.set_mock_depth(depthLTCUSD)
self.chain = MarketChain(self.market1, self.market2, self.market3)
class TestMarketChain(unittest.TestCase):
def setUp(self):
self.market1 = MockMarket(price_currency="USD", amount_currency="BTC")
self.market1.set_mock_depth(depthUSDBTC)
self.market2 = MockMarket(price_currency="BTC", amount_currency="LTC")
self.market2.set_mock_depth(depthLTCBTC)
self.market3 = MockMarket(amount_currency="LTC", price_currency="USD")
self.market3.set_mock_depth(depthLTCUSD)
self.chain = MarketChain(self.market1, self.market2, self.market3)
def test_profit_functions(self):
tradechain = self.chain.next()
assert tradechain.profit == 0.72
assert tradechain.percentage == 21.95
# Make sure we're unlocked.
assert not self.chain.locked
self.chain.begin_transaction()
tradechain = self.chain.next()
assert tradechain.profit == 0.34
assert tradechain.percentage == 20.73
# Make sure we're still locked.
assert self.chain.locked
tradechain = self.chain.next()
assert tradechain.profit == -0.804
assert tradechain.percentage == -44.57
self.chain.end_transaction()
# Make sure we're unlocked now.
assert not self.chain.locked
def setUp(self):
self.market = MockMarket()
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
def test_getdepth_invaliddata(self):
self.market.set_mock_depth(depth_bad)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume = 0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume = 65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
def setUp(self):
self.market = MockMarket()
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
def test_getdepth_invaliddata(self):
self.market.set_mock_depth(depth_bad)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
# Invalidated following @weidenrinde's (temporary?) removal of the
# market depth sanity check on the grounds that some markets have
# valid states where bid price is greater than ask price.
# Leaving this in here until the originator of the sanity check,
# @mdespriee, can weigh in on the check's removal.
# def test_getdepth_invaliddata(self):
# self.market.set_mock_depth(depth_bad)
# self.market.get_depth()
# assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth["asks"][0]["price"] == 32.8
assert self.market.depth["bids"][0]["price"] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
# Make sure the original market depth was restored
# after the transaction ended.
assert self.market.depth == depth_profit
class TestMarket(unittest.TestCase):
def setUp(self):
self.market = MockMarket()
# Invalidated following @weidenrinde's (temporary?) removal of the
# market depth sanity check on the grounds that some markets have
# valid states where bid price is greater than ask price.
# Leaving this in here until the originator of the sanity check,
# @mdespriee, can weigh in on the check's removal.
#def test_getdepth_invaliddata(self):
# self.market.set_mock_depth(depth_bad)
# self.market.get_depth()
# assert self.market.depth['asks'][0]['price'] == 0
def test_getdepth_validdata(self):
self.market.set_mock_depth(depth_ok)
self.market.get_depth()
assert self.market.depth['asks'][0]['price'] == 32.8
assert self.market.depth['bids'][0]['price'] == 31.8
def test_validation_functions(self):
assert self.market.uses("USD")
assert self.market.uses("BTC")
assert not self.market.uses("LTC")
def test_invalid_execution(self):
try:
self.market.execute_trade(2, "BTC")
assert False
except Exception:
assert True
def test_divide_by_zero_bug(self):
self.market.set_mock_depth(depth_div_by_zero)
self.market.get_depth()
assert self.market.value_of("USD") == 0
assert self.market.r_value_of("BTC") == 0
def test_volume_functions(self):
self.market.set_mock_depth(depth_profit)
# Lock the order book.
self.market.begin_transaction()
# Should match the figures from the first order in the list.
assert self.market.volume_to_next_price_as("BTC") == 2
assert self.market.volume_to_next_price_as("USD") == 131.2
# Make sure it returns the amount of USD that 0.1 BTC would obtain.
assert self.market.value_of("BTC", volume=0.1) == 3.18
# Make sure it returns the amount of BTC that 65.60 USD would obtain.
assert self.market.value_of("USD", volume=65.60) == 2
# Make sure it returns the amount of BTC obtained from 65.60 USD.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should have half the original figure left in USD...
assert self.market.volume_to_next_price_as("USD") == 65.6
# ...and all the original figure left in BTC.
assert self.market.volume_to_next_price_as("BTC") == 2
# Make sure it returns the amount of USD obtained from 2 BTC.
assert self.market.execute_trade(2, "BTC").to_volume == 63.6
# Clear out the top ask order.
assert self.market.execute_trade(65.60, "USD").to_volume == 2
# Should match the figures from the second order in the list now.
assert self.market.volume_to_next_price_as("BTC") == 4
assert self.market.volume_to_next_price_as("USD") == 263.2
self.market.end_transaction()
# Make sure the original market depth was restored
# after the transaction ended.
assert self.market.depth == depth_profit
