async def test_new(self):
config, order_inst, trader_inst, exchange_inst = await self.init_default(
)
# with real trader
order_inst.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/USDT",
10000,
1,
price=None,
stop_price=None,
order_notifier=None)
assert order_inst.get_order_type(
) == OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET]
assert order_inst.get_order_symbol() == "BTC/USDT"
assert order_inst.get_create_last_price() == 10000
assert order_inst.get_origin_quantity() == 1
assert order_inst.get_creation_time() != 0
assert order_inst.get_currency_and_market() == ('BTC', 'USDT')
assert order_inst.get_side() is None
assert order_inst.get_status() == OrderStatus.OPEN
order_inst.new(OrderConstants.TraderOrderTypeClasses[
TraderOrderType.STOP_LOSS_LIMIT],
"ETH/BTC",
0.1,
5.2,
price=0.12,
stop_price=0.9,
order_notifier=None)
assert order_inst.origin_stop_price == 0.9
assert order_inst.last_prices is None
assert order_inst.origin_price == 0.12
# with simulated trader
trader_sim_inst = TraderSimulator(config, exchange_inst, 1)
order_sim_inst = Order(trader_sim_inst)
order_sim_inst.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_MARKET],
"LTC/USDT",
100,
3.22,
price=None,
stop_price=None,
order_notifier=None)
assert order_sim_inst.get_status() == OrderStatus.OPEN
self.stop(trader_inst)
self.stop(trader_sim_inst)
def init_default():
config = load_test_config()
exchange_manager = ExchangeManager(config, ccxt.binance, is_simulated=True)
exchange_inst = exchange_manager.get_exchange()
trader_inst = TraderSimulator(config, exchange_inst, 2)
order_inst = Order(trader_inst)
return config, order_inst, trader_inst, exchange_inst
def test_new(self):
config, order_inst, trader_inst, exchange_inst = self.init_default()
# with real trader
order_inst.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/USDT",
10000,
1,
price=None,
stop_price=None,
order_notifier=None)
assert order_inst.get_order_type() == OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET]
assert order_inst.get_order_symbol() == "BTC/USDT"
assert order_inst.get_create_last_price() == 10000
assert order_inst.get_origin_quantity() == 1
assert order_inst.get_creation_time() != 0
assert order_inst.get_currency_and_market() == ('BTC', 'USDT')
assert order_inst.get_side() is None
assert order_inst.get_status() == OrderStatus.OPEN
order_inst.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.STOP_LOSS_LIMIT],
"ETH/BTC",
0.1,
5.2,
price=0.12,
stop_price=0.9,
order_notifier=None)
assert order_inst.origin_stop_price == 0.9
assert order_inst.last_prices is None
assert order_inst.origin_price == 0.12
# with simulated trader
trader_sim_inst = TraderSimulator(config, exchange_inst)
order_sim_inst = Order(trader_sim_inst)
order_sim_inst.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_MARKET],
"LTC/USDT",
100,
3.22,
price=None,
stop_price=None,
order_notifier=None)
assert order_sim_inst.get_status() == OrderStatus.OPEN
self.stop(trader_inst)
self.stop(trader_sim_inst)
def test_get_profitability(self):
_, order_inst, trader_inst, _ = self.init_default()
# Test filled_price > create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 10
order_filled_sup_side_sell_inst.created_last_price = 9
assert order_filled_sup_side_sell_inst.get_profitability() == (-(1 - 10 / 9))
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 15.114778
order_filled_sup_side_sell_inst.created_last_price = 7.265
assert order_filled_sup_side_sell_inst.get_profitability() == (1 - 15.114778 / 7.265)
# Test filled_price < create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 11.556877
order_filled_sup_side_sell_inst.created_last_price = 20
assert order_filled_sup_side_sell_inst.get_profitability() == (1 - 20 / 11.556877)
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 8
order_filled_sup_side_sell_inst.created_last_price = 14.35
assert order_filled_sup_side_sell_inst.get_profitability() == (-(1 - 14.35 / 8))
# Test filled_price == create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 1517374.4567
order_filled_sup_side_sell_inst.created_last_price = 1517374.4567
assert order_filled_sup_side_sell_inst.get_profitability() == 0
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 0.4275587387858527
order_filled_sup_side_sell_inst.created_last_price = 0.4275587387858527
assert order_filled_sup_side_sell_inst.get_profitability() == 0
self.stop(trader_inst)
def update_close_orders(self):
for symbol in self.exchange.get_exchange_manager().get_traded_pairs():
for close_order in self.exchange.get_closed_orders(symbol):
self.parse_exchange_order_to_trade_instance(
close_order, Order(self))
def test_get_profitability(self):
_, order_inst, trader_inst, _ = self.init_default()
# Test filled_price > create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 10
order_filled_sup_side_sell_inst.created_last_price = 9
assert order_filled_sup_side_sell_inst.get_profitability() == (-(1 - 10 / 9))
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 15.114778
order_filled_sup_side_sell_inst.created_last_price = 7.265
assert order_filled_sup_side_sell_inst.get_profitability() == (1 - 15.114778 / 7.265)
# Test filled_price < create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 11.556877
order_filled_sup_side_sell_inst.created_last_price = 20
assert order_filled_sup_side_sell_inst.get_profitability() == (1 - 20 / 11.556877)
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 8
order_filled_sup_side_sell_inst.created_last_price = 14.35
assert order_filled_sup_side_sell_inst.get_profitability() == (-(1 - 14.35 / 8))
# Test filled_price == create_last_price
# test side SELL
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.SELL
order_filled_sup_side_sell_inst.filled_price = 1517374.4567
order_filled_sup_side_sell_inst.created_last_price = 1517374.4567
assert order_filled_sup_side_sell_inst.get_profitability() == 0
# test side BUY
order_filled_sup_side_sell_inst = Order(trader_inst)
order_filled_sup_side_sell_inst.side = TradeOrderSide.BUY
order_filled_sup_side_sell_inst.filled_price = 0.4275587387858527
order_filled_sup_side_sell_inst.created_last_price = 0.4275587387858527
assert order_filled_sup_side_sell_inst.get_profitability() == 0
self.stop(trader_inst)
def init_default():
config = load_test_config()
exchange_inst = ExchangeSimulator(config, ccxt.binance)
trader_inst = TraderSimulator(config, exchange_inst)
order_inst = Order(trader_inst)
return config, order_inst, trader_inst, exchange_inst