def fx_currencies(fx_session: Session) -> Mapping[str, Currency]:
currencies = {
'USDT':
Currency(
id='USDT',
name='Tether',
decimals=8,
confirmations=12,
minimum_deposit_amount=decimal.Decimal('2'),
minimum_withdrawal_amount=decimal.Decimal('2'),
withdrawal_fee=decimal.Decimal('1'),
latest_synced_block_number=9345018,
),
'BTC':
Currency(
id='BTC',
name='Bitcoin',
decimals=8,
confirmations=1,
minimum_deposit_amount=decimal.Decimal('0.001'),
minimum_withdrawal_amount=decimal.Decimal('0.001'),
withdrawal_fee=decimal.Decimal('0.0005'),
latest_synced_block_number=614336,
),
}
fx_session.add_all(currencies.values())
fx_session.flush()
return currencies
def test_currency_check_constraints(
fx_currency_usdt: Currency,
fx_session: Session,
):
fx_currency_usdt.decimals = -1
with raises(IntegrityError) as e:
fx_session.flush()
assert 'violates check constraint "ck_currency_decimals' in str(e.value)
def fx_user(fx_session: Session, fx_utcnow: datetime.datetime) -> User:
user = User(
id=uuid.UUID(int=1),
created_at=fx_utcnow,
email='*****@*****.**',
password='******',
)
fx_session.add(user)
fx_session.flush()
return user
def fx_trades(
fx_market: Market,
fx_orders: Mapping[OrderSide, Sequence[Order]],
fx_session: Session,
fx_user: User,
fx_utcnow: datetime.datetime,
) -> Sequence[Trade]:
second = datetime.timedelta(seconds=1)
trades = [
Trade(
id=uuid.UUID(int=1),
created_at=fx_utcnow - 1 * second,
pair='BTC/USDT',
buy_order=Order(
side=OrderSide.buy,
user=fx_user,
market=fx_market,
volume=decimal.Decimal('2'),
remaining_volume=decimal.Decimal('2'),
price=decimal.Decimal('10000'),
),
sell_order=fx_orders[OrderSide.sell][0],
side=OrderSide.buy,
volume=decimal.Decimal('2'),
price=decimal.Decimal('10000'),
index=0,
),
Trade(
id=uuid.UUID(int=2),
created_at=fx_utcnow - 1 * second,
pair='BTC/USDT',
buy_order=fx_orders[OrderSide.buy][0],
sell_order=Order(
side=OrderSide.sell,
user=fx_user,
market=fx_market,
volume=decimal.Decimal('3'),
remaining_volume=decimal.Decimal('3'),
price=decimal.Decimal('8000'),
),
side=OrderSide.sell,
volume=decimal.Decimal('3'),
price=decimal.Decimal('9000'),
index=0,
),
]
for trade in trades:
trade.buy_order.remaining_volume -= trade.volume
trade.sell_order.remaining_volume -= trade.volume
fx_session.add_all(trades)
fx_session.flush()
return trades
def fx_balance(
fx_currency_usdt: Currency,
fx_session: Session,
fx_user: User,
) -> Balance:
balance = Balance(
user=fx_user,
currency=fx_currency_usdt.id,
amount=decimal.Decimal('100000'),
locked_amount=decimal.Decimal('0'),
)
fx_session.add(balance)
fx_session.flush()
return balance
def fx_market(
fx_currencies: Mapping[str, Currency],
fx_session: Session,
) -> Market:
market = Market(
pair='BTC/USDT',
current_price=decimal.Decimal('8496.27'),
maker_fee=decimal.Decimal('0.001'),
taker_fee=decimal.Decimal('0.002'),
minimum_order_amount=decimal.Decimal('0.0001'),
)
fx_session.add(market)
fx_session.flush()
return market
def fx_session(fx_wsgi_app: Flask) -> SessionType:
session = create_session(fx_wsgi_app)
engine = session.bind
with test_connection(fx_wsgi_app, Base.metadata, engine) as connection:
yield Session(bind=connection)
def fx_orders(
fx_market: Market,
fx_session: Session,
fx_user: User,
fx_utcnow: datetime.datetime,
) -> Mapping[OrderSide, Sequence[Order]]:
second = datetime.timedelta(seconds=1)
order_map = {
OrderSide.sell: [
Order(
id=uuid.UUID(int=1),
created_at=fx_utcnow - 60 * second,
volume=decimal.Decimal('20'),
remaining_volume=decimal.Decimal('20'),
price=decimal.Decimal('10000'),
),
Order(
id=uuid.UUID(int=2),
created_at=fx_utcnow - 50 * second,
volume=decimal.Decimal('25'),
remaining_volume=decimal.Decimal('25'),
price=decimal.Decimal('10000'),
),
Order(
id=uuid.UUID(int=3),
created_at=fx_utcnow - 40 * second,
volume=decimal.Decimal('30'),
remaining_volume=decimal.Decimal('30'),
price=decimal.Decimal('11000'),
),
],
OrderSide.buy: [
Order(
id=uuid.UUID(int=4),
created_at=fx_utcnow - 30 * second,
volume=decimal.Decimal('15'),
remaining_volume=decimal.Decimal('15'),
price=decimal.Decimal('9000'),
),
Order(
id=uuid.UUID(int=5),
created_at=fx_utcnow - 20 * second,
volume=decimal.Decimal('10'),
remaining_volume=decimal.Decimal('10'),
price=decimal.Decimal('9000'),
),
Order(
id=uuid.UUID(int=6),
created_at=fx_utcnow - 10 * second,
volume=decimal.Decimal('5'),
remaining_volume=decimal.Decimal('5'),
price=decimal.Decimal('8000'),
),
],
}
for side, orders in order_map.items():
for order in orders:
order.side = side
order.user = fx_user
order.market = fx_market
fx_session.add_all(itertools.chain.from_iterable(order_map.values()))
fx_session.flush()
return order_map