def test_is_done(self):
order = NdaxInFlightOrder.from_json(self._example_json())
self.assertFalse(order.is_done)
for status in ["FullyExecuted", "Canceled", "Rejected", "Expired"]:
order.last_state = status
self.assertTrue(order.is_done)
def test_is_failure(self):
order = NdaxInFlightOrder.from_json(self._example_json())
for status in ["Working", "FullyExecuted", "Canceled", "Expired"]:
order.last_state = status
self.assertFalse(order.is_failure)
order.last_state = "Rejected"
self.assertTrue(order.is_failure)
def restore_tracking_states(self, saved_states: Dict[str, Any]):
"""
Restore in-flight orders from the saved tracking states(from local db). This is such that the connector can pick
up from where it left off before Hummingbot client was terminated.
:param saved_states: The saved tracking_states.
"""
self._in_flight_orders.update({
client_oid: NdaxInFlightOrder.from_json(order_json)
for client_oid, order_json in saved_states.items()
})
def test_update_with_trade_update(self):
order = NdaxInFlightOrder.from_json(self._example_json())
trade_update_for_different_order_id = {
"OMSId": 1,
"TradeId": 213,
"OrderId": 5,
"AccountId": 4,
"ClientOrderId": 0,
"InstrumentId": 1,
"Side": "Buy",
"Quantity": 0.01,
"Price": 95,
"Value": 0.95,
"TradeTime": 635978008210426109,
"ContraAcctId": 3,
"OrderTradeRevision": 1,
"Direction": "NoChange"
}
update_result = order.update_with_trade_update(
trade_update_for_different_order_id)
self.assertFalse(update_result)
valid_trade_update = {
"OMSId": 1,
"TradeId": 213,
"OrderId": 1,
"AccountId": 4,
"ClientOrderId": 0,
"InstrumentId": 1,
"Side": "Buy",
"Quantity": 0.1,
"Price": 35000,
"Value": 3500,
"TradeTime": 635978008210426109,
"ContraAcctId": 3,
"OrderTradeRevision": 1,
"Direction": "NoChange"
}
update_result = order.update_with_trade_update(valid_trade_update)
self.assertTrue(update_result)
self.assertEqual(
Decimal("0.1") +
Decimal(self._example_json()["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(
Decimal("3500") +
Decimal(self._example_json()["executed_amount_quote"]),
order.executed_amount_quote)
repeated_trade_update = valid_trade_update
update_result = order.update_with_trade_update(repeated_trade_update)
self.assertFalse(update_result)
def test_create_from_json(self):
order = NdaxInFlightOrder.from_json(self._example_json())
self.assertEqual("C1", order.client_order_id)
self.assertEqual("1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.BUY, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0.5"), order.executed_amount_base)
self.assertEqual(Decimal("15000"), order.executed_amount_quote)
self.assertEqual(order.base_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
self.assertEqual("Working", order.last_state)
def start_tracking_order(self, order_id: str,
exchange_order_id: Optional[str],
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
"""
Starts tracking an order by simply adding it into _in_flight_orders dictionary.
"""
self._in_flight_orders[order_id] = NdaxInFlightOrder(
client_order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=trade_type,
price=price,
amount=amount)
def test_instance_creation(self):
order = NdaxInFlightOrder(client_order_id="C1",
exchange_order_id="1",
trading_pair="BTC-USDT",
order_type=OrderType.LIMIT,
trade_type=TradeType.SELL,
price=Decimal("35000"),
amount=Decimal("1.1"))
self.assertEqual("C1", order.client_order_id)
self.assertEqual("1", order.exchange_order_id)
self.assertEqual("BTC-USDT", order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.SELL, order.trade_type)
self.assertEqual(Decimal("35000"), order.price)
self.assertEqual(Decimal("1.1"), order.amount)
self.assertEqual(Decimal("0"), order.executed_amount_base)
self.assertEqual(Decimal("0"), order.executed_amount_quote)
self.assertEqual(order.quote_asset, order.fee_asset)
self.assertEqual(Decimal("0"), order.fee_paid)
self.assertEqual(WORKING_LOCAL_STATUS, order.last_state)
def test_mark_as_filled(self):
order = NdaxInFlightOrder.from_json(self._example_json())
order.mark_as_filled()
self.assertEqual("FullyExecuted", order.last_state)
def test_to_json(self):
order = NdaxInFlightOrder.from_json(self._example_json())
self.assertEqual(self._example_json(), order.to_json())
