def test_new_sell_orders_taker_amount_success_case(tmpdir):
bands_file = BandConfig.sample_config_dif_margins(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
# maker_amount -> denominated in WETH
maker_amount = Wad(0)
taker_amount = Wad(1770600000000000000)
our_sell_balance = Wad(1562000000000000000000)
sell_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('sell',
maker_amount,
taker_amount,
our_sell_balance,
sell_limit,
airswap_bands.sell_bands[0],
target_price.sell_price)
# -- pricing logic --
# sellPrice = 130 * avgMargin = 0.05 = 6.5
# 130 + 6.5 = 136.5
# taker_amount = 1.7706 / 136.5 = 0.01297142857142857142857
assert new_order['maker_amount'].__float__() == 0.01297142857142857142857
assert new_order['taker_amount'].__float__() == 1.7706
def test_new_sell_orders_maker_amount_fail_case(tmpdir):
bands_file = BandConfig.sample_config_dif_margins(tmpdir)
bands_config = ReloadableConfig(str(bands_file))
airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History())
maker_amount = Wad(106200000000000000000)
taker_amount = Wad(0)
our_sell_balance = Wad(1562000000000000000)
sell_limit = Wad(1562000000000000000000)
target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price()
new_order = airswap_bands._new_side_orders('sell',
maker_amount,
taker_amount,
our_sell_balance,
sell_limit,
airswap_bands.sell_bands[0],
target_price.sell_price)
assert new_order == {}
