class SellTest(unittest.TestCase):
def setUp(self):
self.xapi = XApi()
def _confirm(self, result):
print(result)
@unittest.skip("Enable this when Sell breaks")
def testSellBinance(self):
self.xapi.sell(Exchange.BNC, BaseQuotePair('WAVES', 'BTC'), 1, 1, True)
@unittest.skip("Enable this when Sell breaks")
def testSellBittrex(self):
self.xapi.sell(Exchange.BTX, BaseQuotePair('XMR', 'BTC'), 0.05, 0.03,
True).addCallbacks(self._confirm, self._confirm)
class BuyTest(unittest.TestCase):
def setUp(self):
self.xapi = XApi()
def _confirm(self, result):
print(result)
@unittest.skip("Enable this when Buy breaks")
def testBuyBittrex(self):
self.xapi.buy(Exchange.BTX, BaseQuotePair('XMR', 'BTC'), 0.05, 0.0247,
False).addCallbacks(self._confirm, self._confirm)
@unittest.skip("Enable this when Buy breaks")
def testBuyBinance(self):
self.xapi.buy(Exchange.BNC, BaseQuotePair('ETH',
'BTC'), 0.001, 0.00047,
False).addErrback(lambda error: self.fail(error))
def setUp(self):
self.callbacks = [LtsTradeCallbacks(), FileLogger(b"C:/tmp/log")]
self.lts = XApi("QuantBox_LTS_Trade.dll")
self.lts.debug = True
if not self.lts.init():
print self.lts.get_last_error()
else:
server = ServerInfoField()
server.BrokerID = b"2011"
server.Address = b"tcp://211.144.195.163:44505"
server.UserProductInfo = b""
server.AuthCode = b""
user = UserInfoField()
user.UserID = b"020000000352"
user.Password = b"123321"
self.lts.connect(b"c:\\tmp\\lts", server, user)
self.lts.set_callbacks(self.callbacks)
def config_md():
"""
行情信息
:return:
"""
print('config_md')
# 行情连接
api = XApi(r'C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x64\XAPI_CPP_x64.dll', 'md')
api.ServerInfo.Address = br'tcp://180.168.146.187:13040'
api.ServerInfo.BrokerID = b'9999'
api.UserInfo.UserID = b'140786'
api.UserInfo.Password = b'123abc'
return api
def config_td():
"""
交易信息
:return:
"""
print('config_td')
# 行情连接
api = XApi(r'C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x64\XAPI_CPP_x64.dll', 'td')
api.ServerInfo.Address = br'tcp://218.202.237.33:10102'
api.ServerInfo.BrokerID = b'9999'
api.UserInfo.UserID = b'037505'
api.UserInfo.UserID = b'654321'
api.UserInfo.Password = b'123456'
return api
def config_td():
"""
交易信息
:return:
"""
print('config_td')
# 行情连接
api = XApi(r'C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x64\XAPI_CPP_x64.dll', 'td')
api.ServerInfo.Address = br'tcp://180.168.146.187:13030'
api.ServerInfo.BrokerID = b'9999'
api.ServerInfo.AppID = b'8500342533'
api.ServerInfo.AuthCode = b'0000000000000000'
api.UserInfo.UserID = b'140786'
api.UserInfo.Password = b'123456'
return api
class TransferTest(unittest.TestCase):
def setUp(self):
self.xapi = XApi(debug=True)
def tearDown(self):
pass
def test_address_retrieval(self):
BNC_BTC_BASE_ADDRESS = '1J42EbVnN3UsKjL5EX2GR3HKF2fQxKn5CP'
BTX_BTC_BASE_ADDRESS = '1LRKuCUzQ2mN2BiHxYzxKQhjiLx4o5pszY'
BNC_XLM_BASE_ADDRESS = 'GAHK7EEG2WWHVKDNT4CEQFZGKF2LGDSW2IVM4S5DP42RBW3K6BTODB4A'
BNC_XLM_ALT_ADDRESS = '1048079343'
BTX_XLM_BASE_ADDRESS = 'GB6YPGW5JFMMP2QB2USQ33EUWTXVL4ZT5ITUNCY3YKVWOJPP57CANOF3'
BTX_XLM_ALT_ADDRESS = 'f10286d56c3a4bd8843'
bnc_btc_result = self.xapi.get_deposit_address(Exchange.BNC, 'BTC')
btx_btc_result = self.xapi.get_deposit_address(Exchange.BTX, 'BTC')
bnc_xlm_result = self.xapi.get_deposit_address(Exchange.BNC, 'XLM')
btx_xlm_result = self.xapi.get_deposit_address(Exchange.BTX, 'XLM')
# Correct currency
self.assertTrue(bnc_btc_result['currency'] == 'BTC')
self.assertTrue(btx_btc_result['currency'] == 'BTC')
self.assertTrue(bnc_xlm_result['currency'] == 'XLM')
self.assertTrue(btx_xlm_result['currency'] == 'XLM')
# Base address for currencies
self.assertTrue(bnc_btc_result['base_address'] == BNC_BTC_BASE_ADDRESS)
self.assertTrue(btx_btc_result['base_address'] == BTX_BTC_BASE_ADDRESS)
self.assertTrue(bnc_xlm_result['base_address'] == BNC_XLM_BASE_ADDRESS)
self.assertTrue(btx_xlm_result['base_address'] == BTX_XLM_BASE_ADDRESS)
# Alt address for curries that require it
self.assertTrue(bnc_xlm_result['alt_address'] == BNC_XLM_ALT_ADDRESS)
self.assertTrue(btx_xlm_result['alt_address'] == BTX_XLM_ALT_ADDRESS)
@unittest.skip("Enable this when transfer breaks")
def test_transfer(self):
# Eventually integrate with get_holding to confirm withdrawal
print('Before: ')
print(self.xapi.get_holdings(Exchange.BTX))
print(self.xapi.get_holdings(Exchange.BNC))
self.assertTrue(
self.xapi.transfer(Exchange.BTX, Exchange.BNC, 'XLM', 21))
self.assertTrue(
self.xapi.transfer(Exchange.BNC, Exchange.BTX, 'XLM', 21))
print('AFTER: ')
print(self.xapi.get_holdings(Exchange.BTX))
print(self.xapi.get_holdings(Exchange.BNC))
def setUp(self):
self.callbacks = [LtsTradeCallbacks(), FileLogger(b"C:/tmp/log")]
self.lts = XApi("QuantBox_LTS_Trade.dll")
self.lts.debug = True
if not self.lts.init():
print self.lts.get_last_error()
else:
server = ServerInfoField()
server.BrokerID = b"2011"
server.Address = b"tcp://211.144.195.163:44505"
server.UserProductInfo = b""
server.AuthCode = b""
user = UserInfoField()
user.UserID = b"020000000352"
user.Password = b"123321"
self.lts.connect(b"c:\\tmp\\lts", server, user)
self.lts.set_callbacks(self.callbacks)
def config_md():
"""
行情信息
:return:
"""
print('config_md')
# 行情连接
api = XApi(r'C:\Program Files\SmartQuant Ltd\OpenQuant 2014\XAPI\x64\XAPI_CPP_x64.dll', 'md')
api.ServerInfo.Address = br'tcp://218.202.237.33:10012'
api.ServerInfo.BrokerID = b'9999'
api.UserInfo.UserID = b'654321'
api.UserInfo.Password = b'123456'
api.ServerInfo.Address = br'tcp://140.207.238.1:41213'
api.ServerInfo.BrokerID = b'8000'
api.UserInfo.UserID = b'654321'
api.UserInfo.Password = b'123456'
return api
class LtsTradeTests(unittest.TestCase):
lts = None
instrument_ids = [b"600623", b'600601', b'600268', b'600818', b'603997', b'600234']
exchange_id = b"SSE"
def setUp(self):
self.callbacks = [LtsTradeCallbacks(), FileLogger(b"C:/tmp/log")]
self.lts = XApi("QuantBox_LTS_Trade.dll")
self.lts.debug = True
if not self.lts.init():
print self.lts.get_last_error()
else:
server = ServerInfoField()
server.BrokerID = b"2011"
server.Address = b"tcp://211.144.195.163:44505"
server.UserProductInfo = b""
server.AuthCode = b""
user = UserInfoField()
user.UserID = b"020000000352"
user.Password = b"123321"
self.lts.connect(b"c:\\tmp\\lts", server, user)
self.lts.set_callbacks(self.callbacks)
def tearDown(self):
self.lts.disconnect()
self.callbacks[1].flush()
# 处理消息队列
def process(self, max_wait=60, stop_condition=lambda: False):
itr = 0
while itr < max_wait and not stop_condition():
itr += 1
time.sleep(1)
def test_get_api_name(self):
self.assertEqual(self.lts.get_api_name(), 'LTS')
def test_connect(self):
self.process(5, lambda: self.lts.is_connected)
self.assertTrue(self.lts.is_connected, msg='Login Failed!')
def test_get_trading_account(self):
self.test_connect()
self.lts.req_qry_trading_account()
self.process(10, stop_condition=lambda: self.callbacks[0].trading_account is not None)
self.assertNotEqual(self.callbacks[0].trading_account, None, msg='Get Trading Account Failed!')
def test_get_future(self):
self.test_connect()
self.lts.req_qry_instrument(instrument_id=self.instrument_ids[0], exchange_id=self.exchange_id)
self.process(stop_condition=lambda: self.callbacks[0].future_detail is not None)
self.assertNotEqual(self.callbacks[0].future_detail, None, msg='Get Future Failed!')
def test_get_investor_position(self):
"""
Works only afer querying trading account or send orders.
"""
self.test_connect()
self.lts.req_qry_trading_account()
self.lts.req_qry_investor_position(instrument_id=self.instrument_ids[0], exchange_id=self.exchange_id)
self.process(stop_condition=lambda: self.callbacks[0].investor_position is not None)
self.assertNotEqual(self.callbacks[0].investor_position, None, msg='Get Investor Position info Failed!')
def test_order(self):
self.test_connect()
order = OrderField()
order.InstrumentID = self.instrument_ids[0]
order.ExchangeID = self.exchange_id
order.Type = Limit
order.Side = Buy
order.OpenClose = Open
order.HedgeFlag = Hedge
order.Qty = 1000
order.Price = 30
order.StopPx = 31
order.TimeInForce = Day
order_id = create_string_buffer(64)
self.lts.send_order(order, order_id, 1)
print "Create Order: %s" % order_id.value
self.process(stop_condition=lambda: self.callbacks[0].order is not None and self.callbacks[0].order.ID == order_id)
self.assertNotEqual(self.callbacks[0].order, None, msg='Send Order Failed!')
cancel_order_id = create_string_buffer(64)
self.lts.cancel_order(order_id, cancel_order_id, 1)
print "Cancel Order: %s" % cancel_order_id.value
self.process(stop_condition=lambda: self.callbacks[0].cancel_order)
self.assertTrue(self.callbacks[0].cancel_order, msg="Cancel Order Failed")
def setUp(self):
self.xapi = XApi()
def setUp(self):
self.xapi = XApi(debug=True)
class LtsTradeTests(unittest.TestCase):
lts = None
instrument_ids = [
b"600623", b'600601', b'600268', b'600818', b'603997', b'600234'
]
exchange_id = b"SSE"
def setUp(self):
self.callbacks = [LtsTradeCallbacks(), FileLogger(b"C:/tmp/log")]
self.lts = XApi("QuantBox_LTS_Trade.dll")
self.lts.debug = True
if not self.lts.init():
print self.lts.get_last_error()
else:
server = ServerInfoField()
server.BrokerID = b"2011"
server.Address = b"tcp://211.144.195.163:44505"
server.UserProductInfo = b""
server.AuthCode = b""
user = UserInfoField()
user.UserID = b"020000000352"
user.Password = b"123321"
self.lts.connect(b"c:\\tmp\\lts", server, user)
self.lts.set_callbacks(self.callbacks)
def tearDown(self):
self.lts.disconnect()
self.callbacks[1].flush()
# 处理消息队列
def process(self, max_wait=60, stop_condition=lambda: False):
itr = 0
while itr < max_wait and not stop_condition():
itr += 1
time.sleep(1)
def test_get_api_name(self):
self.assertEqual(self.lts.get_api_name(), 'LTS')
def test_connect(self):
self.process(5, lambda: self.lts.is_connected)
self.assertTrue(self.lts.is_connected, msg='Login Failed!')
def test_get_trading_account(self):
self.test_connect()
self.lts.req_qry_trading_account()
self.process(10,
stop_condition=lambda: self.callbacks[0].trading_account
is not None)
self.assertNotEqual(self.callbacks[0].trading_account,
None,
msg='Get Trading Account Failed!')
def test_get_future(self):
self.test_connect()
self.lts.req_qry_instrument(instrument_id=self.instrument_ids[0],
exchange_id=self.exchange_id)
self.process(
stop_condition=lambda: self.callbacks[0].future_detail is not None)
self.assertNotEqual(self.callbacks[0].future_detail,
None,
msg='Get Future Failed!')
def test_get_investor_position(self):
"""
Works only afer querying trading account or send orders.
"""
self.test_connect()
self.lts.req_qry_trading_account()
self.lts.req_qry_investor_position(
instrument_id=self.instrument_ids[0], exchange_id=self.exchange_id)
self.process(stop_condition=lambda: self.callbacks[0].investor_position
is not None)
self.assertNotEqual(self.callbacks[0].investor_position,
None,
msg='Get Investor Position info Failed!')
def test_order(self):
self.test_connect()
order = OrderField()
order.InstrumentID = self.instrument_ids[0]
order.ExchangeID = self.exchange_id
order.Type = Limit
order.Side = Buy
order.OpenClose = Open
order.HedgeFlag = Hedge
order.Qty = 1000
order.Price = 30
order.StopPx = 31
order.TimeInForce = Day
order_id = create_string_buffer(64)
self.lts.send_order(order, order_id, 1)
print "Create Order: %s" % order_id.value
self.process(stop_condition=lambda: self.callbacks[0].order is not None
and self.callbacks[0].order.ID == order_id)
self.assertNotEqual(self.callbacks[0].order,
None,
msg='Send Order Failed!')
cancel_order_id = create_string_buffer(64)
self.lts.cancel_order(order_id, cancel_order_id, 1)
print "Cancel Order: %s" % cancel_order_id.value
self.process(stop_condition=lambda: self.callbacks[0].cancel_order)
self.assertTrue(self.callbacks[0].cancel_order,
msg="Cancel Order Failed")
def test_holding(self):
# Consider changing tests to something more general
self.assertTrue(len(XApi().get_holdings(Exchange.BTX)) > 0)
self.assertTrue(len(XApi().get_holdings(Exchange.BNC)) > 0)
class LtsMarketTests(unittest.TestCase):
lts = None
instrument_ids = [b"600109", b'600601', b'600268', b'600818', b'603997', b'600234']
exchange_id = b"SSE"
def setUp(self):
self.callbacks = [LtsMarketCallbacks(), FileLogger(b"C:/tmp/log")]
self.lts = XApi("QuantBox_LTS_Quote.dll")
self.lts.debug = True
if not self.lts.init():
print self.lts.get_last_error()
else:
server = ServerInfoField()
server.BrokerID = b"2011"
server.Address = b"tcp://211.144.195.163:44513"
server.UserProductInfo = b""
server.AuthCode = b""
user = UserInfoField()
user.UserID = b"020000000352"
user.Password = b"123"
self.lts.connect(b"c:\\tmp\\lts", server, user)
self.lts.set_callbacks(self.callbacks)
def tearDown(self):
self.lts.disconnect()
self.callbacks[1].flush()
# 处理消息队列
def process(self, max_wait=60, stop_condition=lambda: False):
itr = 0
while itr < max_wait and not stop_condition():
itr += 1
time.sleep(1)
def test_get_api_name(self):
self.assertEqual(self.lts.get_api_name(), 'LTS')
def test_connect(self):
self.process(5, lambda: self.lts.is_connected)
self.assertTrue(self.lts.is_connected, msg='Login Failed!')
def test_depth_market_data_single(self):
self.test_connect()
self.lts.subscribe(instrument_ids=self.instrument_ids[0], exchange_id=self.exchange_id)
self.process(10, stop_condition=lambda: len(self.callbacks[0].market_data.get(self.instrument_ids[0], [])) > 10)
self.lts.unsubscribe(self.instrument_ids[0])
self.assertNotEqual(len(self.callbacks[0].market_data.get(self.instrument_ids[0], [])), 0, msg='Get Depth Market Data Failed!')
def test_depth_market_data_multi(self):
self.test_connect()
self.lts.subscribe(instrument_ids=self.instrument_ids[:5], exchange_id=self.exchange_id)
self.process(stop_condition=lambda: len(self.callbacks[0].market_data) > 10)
self.lts.unsubscribe(self.instrument_ids[:5])
for ins in self.instrument_ids[:5]:
self.assertNotEqual(len(self.callbacks[0].market_data.get(ins, [])), 0, msg='Get Depth Market Data for %s Failed!' % ins)
