async def test_close_filled_sell_limit_order_one_in_two(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.copy(portfolio_manager.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=decimal.Decimal("4"),
quantity=decimal.Decimal("2"),
price=decimal.Decimal("4"))
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
# Test second buy order
second_limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="VEN/BTC",
current_price=decimal.Decimal("1"),
quantity=decimal.Decimal("1.5"),
price=decimal.Decimal("1"))
await trader_inst.create_order(second_limit_buy, portfolio_manager.portfolio)
assert not trades_manager.trades
with pytest.raises(KeyError):
assert portfolio_manager.portfolio.portfolio["BQX"].available == 0
assert portfolio_manager.portfolio.portfolio["BTC"].available == 0.5
# Fill only 1st one
limit_buy.filled_price = 4
limit_buy.status = OrderStatus.FILLED
with patch.object(ccxt.async_support.binance, "calculate_fee", Mock(return_value=FEES_MOCK)) \
as calculate_fee_mock:
await limit_buy.on_fill(force_fill=True)
# ensure call ccxt calculate_fee for order fees
calculate_fee_mock.assert_called_once()
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is OrderStatus.FILLED for trade in trades_manager.trades.values())
assert limit_buy not in orders_manager.get_open_orders()
assert second_limit_buy in orders_manager.get_open_orders()
assert initial_portfolio != portfolio_manager.portfolio
# (mocked) fees are taken into account
assert portfolio_manager.portfolio.portfolio["BQX"].available == decimal.Decimal(str(2 - 0.1))
assert portfolio_manager.portfolio.portfolio["BTC"].available == decimal.Decimal("0.5")
assert portfolio_manager.portfolio.portfolio["BTC"].total == decimal.Decimal("2")
await self.stop(exchange_manager)
async def test_close_filled_sell_limit_order_one_in_two(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=4,
quantity=2,
price=4)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
# Test second buy order
second_limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="VEN/BTC",
current_price=1,
quantity=1.5,
price=1)
await trader_inst.create_order(second_limit_buy, portfolio_manager.portfolio)
assert not trades_manager.trades
with pytest.raises(KeyError):
assert portfolio_manager.portfolio.portfolio["BQX"][commons_constants.PORTFOLIO_AVAILABLE] == 0
assert portfolio_manager.portfolio.portfolio["BTC"][commons_constants.PORTFOLIO_AVAILABLE] == 0.5
# Fill only 1st one
limit_buy.filled_price = 4
limit_buy.status = OrderStatus.FILLED
await limit_buy.on_fill(force_fill=True)
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is OrderStatus.FILLED for trade in trades_manager.trades.values())
assert limit_buy not in orders_manager.get_open_orders()
assert second_limit_buy in orders_manager.get_open_orders()
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BQX"][commons_constants.PORTFOLIO_AVAILABLE] == 2
assert portfolio_manager.portfolio.portfolio["BTC"][commons_constants.PORTFOLIO_AVAILABLE] == 0.5
assert portfolio_manager.portfolio.portfolio["BTC"][commons_constants.PORTFOLIO_TOTAL] == 2
await self.stop(exchange_manager)
async def test_close_filled_stop_buy_order(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
stop_order = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=decimal.Decimal("4"),
quantity=decimal.Decimal("2"),
price=decimal.Decimal("4"),
side=TradeOrderSide.BUY)
await trader_inst.create_order(stop_order, portfolio_manager.portfolio)
assert not trades_manager.trades
await stop_order.on_fill(force_fill=True)
assert stop_order not in orders_manager.get_open_orders()
assert not initial_portfolio == portfolio_manager.portfolio.portfolio
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is stop_order.status for trade in trades_manager.trades.values())
await self.stop(exchange_manager)
async def _sell_everything(self, symbol, inverted, timeout=None):
created_orders = []
order_type = octobot_trading.enums.TraderOrderType.BUY_MARKET \
if inverted else octobot_trading.enums.TraderOrderType.SELL_MARKET
async with self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio.lock:
current_symbol_holding, current_market_quantity, _, price, symbol_market = \
await order_util.get_pre_order_data(self.exchange_manager, symbol, timeout=timeout)
if inverted:
if price > 0:
quantity = current_market_quantity / price
else:
quantity = 0
else:
quantity = current_symbol_holding
for order_quantity, order_price in decimal_order_adapter.decimal_check_and_adapt_order_details_if_necessary(
quantity, price, symbol_market):
current_order = order_factory.create_order_instance(
trader=self,
order_type=order_type,
symbol=symbol,
current_price=order_price,
quantity=order_quantity,
price=order_price)
created_orders.append(await self.create_order(
current_order, self.exchange_manager.
exchange_personal_data.portfolio_manager.portfolio))
return created_orders
async def create_artificial_order(self, order_type, symbol, current_price,
quantity, price, linked_portfolio):
"""
Creates an OctoBot managed order (managed orders example: stop loss that is not published on the exchange and
that is maintained internally).
"""
await self.create_order(
order_factory.create_order_instance(
trader=self,
order_type=order_type,
symbol=symbol,
current_price=current_price,
quantity=quantity,
price=price,
linked_portfolio=linked_portfolio))
async def test_close_filled_sell_limit_order(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=0.1,
quantity=10,
price=0.1)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
limit_buy.filled_price = limit_buy.origin_price
limit_buy.filled_quantity = limit_buy.origin_quantity
limit_buy.status = OrderStatus.FILLED
assert not trades_manager.trades
with patch.object(ccxt.async_support.binance, "calculate_fee", Mock(return_value=FEES_MOCK)) \
as calculate_fee_mock:
await limit_buy.on_fill(force_fill=True)
calculate_fee_mock.assert_called_once()
assert limit_buy not in orders_manager.get_open_orders()
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is OrderStatus.FILLED
for trade in trades_manager.trades.values())
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BTC"][
commons_constants.PORTFOLIO_AVAILABLE] == 9
assert portfolio_manager.portfolio.portfolio["BTC"][
commons_constants.PORTFOLIO_TOTAL] == 9
# 0.1 as fee
assert portfolio_manager.portfolio.portfolio["BQX"][
commons_constants.PORTFOLIO_AVAILABLE] == 9.9
assert portfolio_manager.portfolio.portfolio["BQX"][
commons_constants.PORTFOLIO_TOTAL] == 9.9
await self.stop(exchange_manager)
async def close_position(self, position, limit_price=None, timeout=1):
"""
Creates a close position order
:param position: the position to close
:param limit_price: the close order limit price if None uses a market order
:param timeout: the mark price timeout
:return: the list of created orders
"""
created_orders = []
async with self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio.lock:
_, _, _, price, symbol_market = await order_util.get_pre_order_data(
self.exchange_manager, position.symbol, timeout=timeout)
for order_quantity, order_price in decimal_order_adapter.decimal_check_and_adapt_order_details_if_necessary(
position.get_quantity_to_close().copy_abs(), price,
symbol_market):
if limit_price is not None:
order_type = enums.TraderOrderType.SELL_LIMIT \
if position.is_long() else enums.TraderOrderType.BUY_LIMIT
else:
order_type = enums.TraderOrderType.SELL_MARKET \
if position.is_long() else enums.TraderOrderType.BUY_MARKET
# TODO add reduce_only or close_position attribute
current_order = order_factory.create_order_instance(
trader=self,
order_type=order_type,
symbol=position.symbol,
current_price=order_price,
quantity=order_quantity,
price=limit_price
if limit_price is not None else order_price)
created_orders.append(await self.create_order(
current_order, self.exchange_manager.
exchange_personal_data.portfolio_manager.portfolio))
return created_orders