def test_is_done(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) self.assertFalse(order.is_done) for status in ["Filled", "Canceled", "Rejected"]: order.last_state = status self.assertTrue(order.is_done)
def test_is_failure(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) for status in ["Created", "New", "PartiallyFilled", "Filled", "Cancelled", "PendingCancel"]: order.last_state = status self.assertFalse(order.is_failure) order.last_state = "Rejected" self.assertTrue(order.is_failure)
def test_update_with_trade_update(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) trade_update_for_different_order_id = { "symbol": "BTCUSDT", "side": "Buy", "order_id": "X5", "exec_id": "T5", "order_link_id": "C5", "price": "8300", "order_qty": 0.01, "exec_type": "Trade", "exec_qty": 0.01, "exec_fee": "0.00000009", "leaves_qty": 0, "is_maker": False, "trade_time": "2020-01-14T14:07:23.629Z" } update_result = order.update_with_trade_update( trade_update_for_different_order_id) self.assertFalse(update_result) valid_trade_update = { "symbol": "BTCUSDT", "side": "Buy", "order_id": "X1", "exec_id": "T1", "order_link_id": "C1", "price": "44000", "order_qty": 0.1, "exec_type": "Trade", "exec_qty": 0.1, "exec_fee": "330", "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("0.1") + Decimal(self._example_json()["executed_amount_base"]), order.executed_amount_base) self.assertEqual( Decimal("4400") + Decimal(self._example_json()["executed_amount_quote"]), order.executed_amount_quote) self.assertEqual( Decimal("330") + Decimal(self._example_json()["fee_paid"]), order.fee_paid) repeated_trade_update = valid_trade_update update_result = order.update_with_trade_update(repeated_trade_update) self.assertFalse(update_result)
def test_create_from_json(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) 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.BUY, order.trade_type) self.assertEqual(Decimal("35000"), order.price) self.assertEqual(Decimal("1.1"), order.amount) self.assertEqual(Decimal("0.5"), order.executed_amount_base) self.assertEqual(Decimal("15000"), order.executed_amount_quote) self.assertEqual(order.base_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)
def test_update_with_trade_update_using_rest_endpoint_format(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) valid_trade_update = { "closed_size": 0, "cross_seq": 277136382, "exec_fee": "330", "exec_id": "T1", "exec_price": "44000", "exec_qty": 0.1, "exec_time": "1571676941.70682", "exec_type": "Trade", "exec_value": "4400", "fee_rate": "0.00075", "last_liquidity_ind": "RemovedLiquidity", "leaves_qty": 0, "nth_fill": 2, "order_id": "X1", "order_link_id": "C1", "order_price": "44000", "order_qty": 0.1, "order_type": "Limit", "side": "Buy", "symbol": "BTCUSDT", "user_id": 1, "trade_time_ms": 1577480599000 } update_result = order.update_with_trade_update(valid_trade_update) self.assertTrue(update_result) self.assertEqual( Decimal("0.1") + Decimal(self._example_json()["executed_amount_base"]), order.executed_amount_base) self.assertEqual( Decimal("4400") + Decimal(self._example_json()["executed_amount_quote"]), order.executed_amount_quote) self.assertEqual( Decimal("330") + Decimal(self._example_json()["fee_paid"]), order.fee_paid) repeated_trade_update = valid_trade_update update_result = order.update_with_trade_update(repeated_trade_update) self.assertFalse(update_result)
def test_to_json(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) self.assertEqual(self._example_json(), order.to_json())
def test_mark_as_filled(self): order = BybitPerpetualInFlightOrder.from_json(self._example_json()) order.mark_as_filled() self.assertEqual("Filled", order.last_state)