def test_sell_executed_still_open(self, mock_fetch_order_status,
mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
holdntrade.sell_orders = [
holdntrade.Order({
'side': 'sell',
'id': '1s',
'price': 10000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
}),
holdntrade.Order({
'side': 'sell',
'id': '2s',
'price': 15000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
})
]
return_values = {'1s': 'open', '2s': 'open'}
mock_fetch_order_status.side_effect = return_values.get
holdntrade.sell_executed(8888, 99)
mock_logging.debug.assert_called_with('Sell still open')
def test_cancel_orders(self, mock_fetch_order_status, mock_cancel_order,
mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
orders = [
holdntrade.Order({
'side': 'sell',
'id': '1s',
'price': 10000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
}),
holdntrade.Order({
'side': 'sell',
'id': '2s',
'price': 15000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
})
]
return_values = {'1s': 'open', '2s': 'canceled'}
mock_fetch_order_status.side_effect = return_values.get
holdntrade.cancel_orders(orders)
mock_logging.debug.assert_called()
mock_logging.warning.assert_called_with('Cancel %s was in state %s',
str(orders[1]), 'canceled')
mock_cancel_order.assert_called()
def test_sell_executed(self, mock_create_limit_buy_order,
mock_fetch_order_status, mock_fetch_ticker,
mock_fetch_balance, mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
holdntrade.sell_orders = [
holdntrade.Order({
'side': 'sell',
'id': '1s',
'price': 10000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
}),
holdntrade.Order({
'side': 'sell',
'id': '2s',
'price': 15000,
'amount': 10,
'datetime': datetime.datetime.today().isoformat()
})
]
mock_fetch_balance.return_value = {
'BTC': {
'used': 300,
'free': 300,
'total': 600
}
}
return_values = {'1s': 'closed', '2s': 'open'}
mock_fetch_order_status.side_effect = return_values.get
market_price = 9000
mock_fetch_ticker.return_value = {'bid': market_price}
price = 8888
buy_price = round(price * (1 - holdntrade.conf.change))
holdntrade.sell_executed(price, 99)
mock_logging.info.assert_called()
mock_create_limit_buy_order.assert_called_with(holdntrade.conf.pair,
99, buy_price)
def test_buy_executed_regular(self, mock_create_limit_sell_order,
mock_create_limit_buy_order,
mock_fetch_order_status, mock_fetch_balance,
mock_fetch_ticker, mock_set_initial_leverage,
mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.conf.base = 'BTC'
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
holdntrade.initial_leverage_set = True
holdntrade.curr_buy_order = holdntrade.Order({
'side':
'buy',
'id':
'1B',
'price':
15000,
'amount':
222,
'datetime':
datetime.datetime.today().isoformat()
})
holdntrade.buy_orders.append(holdntrade.curr_buy_order)
holdntrade.curr_buy_order_size = 222
market_price = 9000
mock_fetch_ticker.return_value = {'bid': market_price}
mock_fetch_balance.return_value = {
'BTC': {
'used': 300,
'free': 400,
'total': 700
}
}
mock_fetch_order_status.return_value = 'closed'
price = 9999
buy_price = round(price * (1 - holdntrade.conf.change))
sell_price = round(price * (1 + holdntrade.conf.change))
holdntrade.buy_executed(price, 100)
mock_logging.debug.assert_called()
mock_logging.warning.assert_not_called()
mock_set_initial_leverage.assert_not_called()
mock_create_limit_sell_order.assert_called_with(
holdntrade.conf.pair, 222, sell_price)
mock_create_limit_buy_order.assert_called_with(holdntrade.conf.pair,
100, buy_price)
def test_calculate_all_sold_balance(self, mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
poi = {'homeNotional': 0.464}
orders = [
holdntrade.Order({
'side': 'sell',
'id': '1',
'price': 40000,
'amount': 4444,
'datetime': datetime.datetime.today().isoformat()
})
]
wallet_balance = 0.1995
margin_balance = 0.1166
net_deposits = 0.2
all_sold_balance = holdntrade.calculate_all_sold_balance(
poi, orders, wallet_balance, margin_balance, net_deposits)
self.assertAlmostEqual(0.47, all_sold_balance, 2)
def test_cancel_current_buy_order_should_remove_order_from_buy_orders_and_clear_current_buy_order(
self, mock_fetch_order_status, mock_logging):
new_order = {
'id': '3f463352-8339-cfbb-3bde-45a63ba43e6c',
'price': 99,
'amount': 20,
'side': 'buy',
'datetime': datetime.datetime.now()
}
order = holdntrade.Order(new_order)
holdntrade.buy_orders = [order]
holdntrade.curr_buy_order = order
holdntrade.log = mock_logging
holdntrade.conf = self.create_default_conf()
holdntrade.exchange = ccxt.bitmex
mock_fetch_order_status(order.id).return_value = 'open'
holdntrade.cancel_current_buy_order()
self.assertFalse(holdntrade.curr_buy_order)
self.assertFalse(holdntrade.buy_orders)
self.assertEqual(0, len(holdntrade.buy_orders))
def test_create_divided_sell_order(self, mock_create_limit_sell_order,
mock_get_used_balance, mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.conf.base = 'BTC'
holdntrade.log = mock_logging
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
mock_get_used_balance.return_value = 10000
holdntrade.sell_price = 11110
order = {
'side': 'sell',
'id': '1s',
'price': holdntrade.sell_price,
'amount': round(10000 / holdntrade.conf.quota),
'datetime': datetime.datetime.today().isoformat()
}
mock_create_limit_sell_order.return_value = order
holdntrade.create_divided_sell_order()
mock_logging.info.assert_called_with('Created %s',
str(holdntrade.Order(order)))
mock_create_limit_sell_order.assert_called_with(
holdntrade.conf.pair, round(10000 / holdntrade.conf.quota),
holdntrade.sell_price)
def test_spread_should_cancel_highest_buy_order_and_create_a_new_sell_and_buy_order(
self, mock_create_limit_sell_order, mock_create_limit_buy_order,
mock_fetch_order_status, mock_fetch_ticker, mock_fetch_balance,
mock_cancel_order, mock_logging):
holdntrade.conf = self.create_default_conf()
holdntrade.conf.base = 'BTC'
buy1 = holdntrade.Order({
'id': '1',
'price': 100,
'amount': 101,
'side': 'buy',
'datetime': datetime.datetime.now()
})
buy2 = holdntrade.Order({
'id': '2',
'price': 200,
'amount': 102,
'side': 'buy',
'datetime': datetime.datetime.now()
})
holdntrade.buy_orders = [buy1, buy2]
sell1 = holdntrade.Order({
'id': '3',
'price': 400,
'amount': 103,
'side': 'sell',
'datetime': datetime.datetime.now()
})
sell2 = holdntrade.Order({
'id': '4',
'price': 500,
'amount': 104,
'side': 'sell',
'datetime': datetime.datetime.now()
})
holdntrade.sell_orders = [sell1, sell2]
holdntrade.log = mock_logging
market_price = 300
return_values = {'2': 'open'}
mock_fetch_order_status.side_effect = return_values.get
mock_fetch_ticker.return_value = {'bid': market_price}
mock_fetch_balance.return_value = {
'BTC': {
'used': 300,
'free': 200,
'total': 500
}
}
buy_price = round(market_price * (1 - holdntrade.conf.change))
sell_price = round(market_price * (1 + holdntrade.conf.change))
holdntrade.exchange = holdntrade.connect_to_exchange(holdntrade.conf)
holdntrade.spread(market_price)
mock_fetch_order_status.assert_called_with(buy2.id)
mock_cancel_order.assert_called_with(buy2.id)
mock_create_limit_buy_order.assert_called_with('BTC/USD', 102,
buy_price)
mock_create_limit_sell_order.assert_called_with(
'BTC/USD', 102, sell_price)
self.assertEqual(2, len(holdntrade.buy_orders))
self.assertEqual(buy_price, holdntrade.buy_price)
self.assertEqual(3, len(holdntrade.sell_orders))