Exemple #1
0
    def test_instance_creation(self):
        order = BybitPerpetualInFlightOrder(client_order_id="C1",
                                            exchange_order_id="X1",
                                            trading_pair="BTC-USDT",
                                            order_type=OrderType.LIMIT,
                                            trade_type=TradeType.SELL,
                                            price=Decimal("35000"),
                                            amount=Decimal("1.1"),
                                            leverage=10,
                                            position=PositionAction.OPEN.name)

        self.assertEqual("C1", order.client_order_id)
        self.assertEqual("X1", order.exchange_order_id)
        self.assertEqual("BTC-USDT", order.trading_pair)
        self.assertEqual(OrderType.LIMIT, order.order_type)
        self.assertEqual(TradeType.SELL, order.trade_type)
        self.assertEqual(Decimal("35000"), order.price)
        self.assertEqual(Decimal("1.1"), order.amount)
        self.assertEqual(Decimal("0"), order.executed_amount_base)
        self.assertEqual(Decimal("0"), order.executed_amount_quote)
        self.assertEqual(order.quote_asset, order.fee_asset)
        self.assertEqual(Decimal("0"), order.fee_paid)
        self.assertEqual("Created", order.last_state)
        self.assertEqual(10, order.leverage)
        self.assertEqual(PositionAction.OPEN.name, order.position)
Exemple #2
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    def test_update_with_trade_update_quote_amount_for_non_usdt_orders(self):
        order = BybitPerpetualInFlightOrder(client_order_id="C1",
                                            exchange_order_id="X1",
                                            trading_pair="BTC-USD",
                                            order_type=OrderType.LIMIT,
                                            trade_type=TradeType.SELL,
                                            price=Decimal("35000"),
                                            amount=Decimal("1.1"),
                                            leverage=10,
                                            position=PositionAction.OPEN.name)

        valid_trade_update = {
            "symbol": "BTCUSD",
            "side": "Buy",
            "order_id": "X1",
            "exec_id": "T1",
            "order_link_id": "C1",
            "price": "8000",
            "order_qty": 10000,
            "exec_type": "Trade",
            "exec_qty": 10000,
            "exec_fee": "0.09375",
            "leaves_qty": 0,
            "is_maker": False,
            "trade_time": "2020-01-14T14:07:23.629Z"
        }

        update_result = order.update_with_trade_update(valid_trade_update)
        self.assertTrue(update_result)
        self.assertEqual(Decimal("10000"), order.executed_amount_base)
        self.assertEqual(Decimal("1.25"), order.executed_amount_quote)
        self.assertEqual(Decimal("0.09375"), order.fee_paid)
Exemple #3
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    def test_fee_asset_is_base_asset_for_non_usdt_quote(self):
        order = BybitPerpetualInFlightOrder(client_order_id="C1",
                                            exchange_order_id="X1",
                                            trading_pair="BTC-USD",
                                            order_type=OrderType.LIMIT,
                                            trade_type=TradeType.SELL,
                                            price=Decimal("35000"),
                                            amount=Decimal("1.1"),
                                            leverage=10,
                                            position=PositionAction.OPEN.name)

        self.assertEqual(order.base_asset, order.fee_asset)