def test_get_ticker(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.feed = MagicMock()
exchange.symbol = "btc-tusd"
exchange.feed.get_ticker.return_value = {
'buy': 4144.0,
'sell': 4145.0,
'mid': (4144.0 + 4145.0) / 2,
'bid': 4144.0,
'bidVolume': 0.053,
'ask': 4145.0,
'askVolume': 0.024,
}
result = exchange.get_ticker("btc-tusd")
exchange.feed.get_ticker.assert_called_with("btc-tusd")
assert result == {
'buy': 4144.0,
'sell': 4145.0,
'mid': (4144.0 + 4145.0) / 2,
'bid': 4144.0,
'bidVolume': 0.053,
'ask': 4145.0,
'askVolume': 0.024,
}
def test_create_bulk_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
with patch.object(lxdxinterface.lxdxInterface,
"create_order") as create_order:
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
orders = [{
'type': 'limit',
'side': 'Buy',
'price': 4400.0,
'orderQty': 0.1
}, {
'type': 'limit',
'side': 'Sell',
'price': 4500.0,
'orderQty': 0.1
}]
exchange.create_bulk_orders(orders)
print(create_order.call_args_list)
create_order.assert_any_call({
'type': 'limit',
'side': 'Buy',
'price': 4400.0,
'orderQty': 0.1
})
create_order.assert_any_call({
'type': 'limit',
'side': 'Sell',
'price': 4500.0,
'orderQty': 0.1
})
def test_create_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.logger = MagicMock()
exchange.account.place.return_value = \
{'m': 'order_submitted', 'type': '2',
'payload': {'response': '0', 'order_id': '9386821750097856635', 'orderId': '9386821750097856635',
'customer_order_ref': '21452345234', 'request_id': '228919273',
'remaining_quantity': 0.1, 'timestamp': '1544730929631357557', 'price': 4400.0,
'qty': 0.1, 'symbol': 'btc-tusd', 'side': 'buy'}}
order = {
'type': 'limit',
'side': 'Buy',
'price': 4400.0,
'orderQty': 0.1,
'postonly': True
}
exchange.create_order(order)
exchange.account.place.assert_called_with(4400,
0.1,
'btc-tusd',
'buy',
time_in_force='DAY',
type='limit',
post_only=True)
def test_get_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.account.get_orders.return_value = \
{'request_id': '392368834', 'order_start_index': '0', 'total_orders': '2', 'num_orders': '2',
'orders': [{'price': 4500.0, 'qty': 0.1, 'remaining_qty': 0.1, 'order_id': '9386821750097823867',
'customer_order_ref': '274926922', 'symbol': 'btc-tusd', 'side': 'buy',
'post_only': '0', 'time_in_force': 'DAY', 'state': '1', 'request_id': '748504350',
'original_qty': 0.1, 'timestamp': '1544481038176407095'},
{'price': 5000.1, 'qty': 0.2, 'remaining_qty': 0.2, 'order_id': '9386821750097479803',
'customer_order_ref': '4456549', 'symbol': 'btc-tusd', 'side': 'sell',
'post_only': '1', 'time_in_force': 'GTC', 'state': '1', 'request_id': '12234345',
'original_qty': 0.2, 'timestamp': '1544222257062996209'}]}
orders = exchange.get_orders('btc-tusd')
# Check output
assert orders == [{
'price': 4500.0,
'qty': 0.1,
'remaining_qty': 0.1,
'order_id': '9386821750097823867',
'customer_order_ref': '274926922',
'symbol': 'btc-tusd',
'side': 'Buy',
'post_only': '0',
'time_in_force': 'DAY',
'state': '1',
'request_id': '748504350',
'original_qty': 0.1,
'timestamp': '1544481038176407095',
'orderID': '9386821750097823867',
'ordStatus': 'Open',
'orderQty': 0.1
}, {
'price': 5000.1,
'qty': 0.2,
'remaining_qty': 0.2,
'order_id': '9386821750097479803',
'customer_order_ref': '4456549',
'symbol': 'btc-tusd',
'side': 'Sell',
'post_only': '1',
'time_in_force': 'GTC',
'state': '1',
'request_id': '12234345',
'original_qty': 0.2,
'timestamp': '1544222257062996209',
'orderID': '9386821750097479803',
'ordStatus': 'Open',
'orderQty': 0.2
}]
print(orders)
assert orders[0]['side'] == 'Buy'
assert orders[0]['orderID'] == '9386821750097823867'
assert orders[0]['ordStatus'] == 'Open'
assert orders[0]['orderQty'] == 0.1
def test_create_class(self):
try:
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
except Exception as e:
print(e)
assert False
assert True
def test_get_orders_no_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.account.get_orders.return_value = \
{'request_id': '392368834', 'order_start_index': '0', 'total_orders': '2', 'num_orders': '2',
'orders': []}
orders = exchange.get_orders('btc-tusd')
# Check output
assert orders == []
def test_init_sets_up_REST_and_data_ws(self):
with patch('market_maker.lxdx.auth_lxdx.AccountConnection'
) as account_con:
with patch('market_maker.lxdx.wslxdx.wsLXDX') as ws:
account_con.return_value = MagicMock()
ws.return_value = MagicMock()
exchange = lxdxinterface.lxdxInterface()
print(account_con.called)
account_con.assert_called()
account_con.return_value.connect.assert_called()
ws.assert_called()
ws.return_value.connect.assert_called()
def test_get_position(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.account.get_position.return_value = \
{"request_id": "23453452",
"coin_tier": "0",
"balances": {"usdt": 25000.0, "btc": 15.1,
"eth": 200.0, "xrp": 50000.0,
"tusd": 1230.74996}}
response = exchange.get_position('btc-tusd')
assert response['currentQty'] == 15.1
assert 'avgCostPrice' in response
assert 'avgEntryPrice' in response
def test_check_if_orderbook_empty(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
with patch.object(lxdxinterface.lxdxInterface,
"get_orderbook") as get_orderbook:
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
get_orderbook.return_value = {
'bids': [],
'asks': [],
'timestamp': None,
'datetime': None,
'nonce': None
}
self.assertRaises(Exception, exchange.check_if_orderbook_empty)
def test_cancel_order(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.logger = MagicMock()
exchange.account.cancel.return_value = \
{'m': 'order_canceled', 'type': '3',
'payload': {'order_id': '9386821750097856635', 'unfilledQty': '0.1', 'unfilled_qty': '0.1',
'response': '0', 'request_id': '866598873'}}
order = {
'side': 'Buy',
'price': 4400.0,
'orderQty': 0.1,
'orderID': '9386821750097856635'
}
exchange.cancel_order(order)
exchange.account.cancel.assert_called_with('9386821750097856635',
'btc-tusd')
def test_cancel_all_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.account.get_orders.return_value = \
{'request_id': '392368834', 'order_start_index': '0', 'total_orders': '2', 'num_orders': '2',
'orders': [{'price': 4500.0, 'qty': 0.1, 'remaining_qty': 0.1, 'order_id': '9386821750097823867',
'customer_order_ref': '274926922', 'symbol': 'btc-tusd', 'side': 'buy',
'post_only': '0', 'time_in_force': 'DAY', 'state': '1', 'request_id': '748504350',
'original_qty': 0.1, 'timestamp': '1544481038176407095'},
{'price': 5000.1, 'qty': 0.2, 'remaining_qty': 0.2, 'order_id': '9386821750097479803',
'customer_order_ref': '4456549', 'symbol': 'btc-tusd', 'side': 'sell',
'post_only': '1', 'time_in_force': 'GTC', 'state': '1', 'request_id': '12234345',
'original_qty': 0.2, 'timestamp': '1544222257062996209'}]}
exchange.cancel_all_orders()
exchange.account.cancel.assert_any_call('9386821750097823867',
'btc-tusd')
exchange.account.cancel.assert_any_call('9386821750097479803',
'btc-tusd')
def test_get_orderbook(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.symbol = "btc-tusd"
exchange.feed = MagicMock()
exchange.feed.get_orderbook.return_value = \
{
'bids': {4144.0 : 0.053, 4143.0: 0.003},
'asks': {4145.0 : 0.024, 4146.0: 0.004}
}
result = exchange.get_orderbook()
assert result == {
'bids': {
4144.0: 0.053,
4143.0: 0.003
},
'asks': {
4145.0: 0.024,
4146.0: 0.004
}
}
def test_get_lowest_sell(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
with patch.object(lxdxinterface.lxdxInterface,
"get_orders") as get_orders:
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
get_orders.return_value = \
[{'price': 4500.0, 'qty': 0.1, 'remaining_qty': 0.1, 'order_id': '9386821750097823867',
'customer_order_ref': '274926922', 'symbol': 'btc-tusd', 'side': 'Buy',
'post_only': '0', 'time_in_force': 'DAY', 'state': '1', 'request_id': '748504350',
'original_qty': 0.1, 'timestamp': '1544481038176407095', 'orderID': '9386821750097823867',
'ordStatus': 'Open', 'orderQty': 0.1},
{'price': 5000.1, 'qty': 0.2, 'remaining_qty': 0.2, 'order_id': '9386821750097479803',
'customer_order_ref': '4456549', 'symbol': 'btc-tusd', 'side': 'Sell',
'post_only': '1', 'time_in_force': 'GTC', 'state': '1', 'request_id': '12234345',
'original_qty': 0.2, 'timestamp': '1544222257062996209', 'orderID': '9386821750097479803',
'ordStatus': 'Open', 'orderQty': 0.2}]
result = exchange.get_lowest_sell()
assert result == {
'price': 5000.1,
'qty': 0.2,
'remaining_qty': 0.2,
'order_id': '9386821750097479803',
'customer_order_ref': '4456549',
'symbol': 'btc-tusd',
'side': 'Sell',
'post_only': '1',
'time_in_force': 'GTC',
'state': '1',
'request_id': '12234345',
'original_qty': 0.2,
'timestamp': '1544222257062996209',
'orderID': '9386821750097479803',
'ordStatus': 'Open',
'orderQty': 0.2
}
def test_get_instrument(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
exchange.account.get_products.return_value = \
{"btc-tusd": {"symbol": "btc-tusd", "security_id": "67", "contract_id": "1",
"security_id_num": "33", "security_id_denom": "81", "num_ratio": "1",
"denom_ratio": "1", "num_typeid": "1", "denom_typeid": "1", "maker_fee": "-0.0002",
"taker_fee": "0.0012", "quotation_id": "33", "quotation_type_id": "1",
"quotation_tick_size_decimals": "3", "price_size_mult": "1000000",
"price_tick_size_decimals": "0", "price_tick_size": "1", "qty_size_mult": "1000000",
"qty_tick_size": "0.001", "qty_tick_size_decimals": "3", "min_qty": "0.001",
"max_qty": "9999", "min_price": "0.001", "max_price": "999999", "settlement_id": "81",
"settlement_type_id": "1", "settlement_tick_size_decimals": "3",
"value_of_point": "1"}}
result = exchange.get_instrument()
instrument = exchange.get_instrument("btc-tusd")
assert 'tickLog' in instrument
print(instrument['tickLog'])
assert instrument['tickLog'] == 1
assert instrument['tickSize'] == 1
def test_recent_trades(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
exchange = lxdxinterface.lxdxInterface()
exchange.symbol = "btc-tusd"
exchange.feed = MagicMock()
exchange.feed.recent_trades.return_value = \
[{"t": 1544738388653783720, "s": "sell", "px": 4143.0, "qty": 0.1}]
result = exchange.recent_trades()
print(result)
assert result == [{
't': 1544738388653783720,
's': 'sell',
'px': 4143.0,
'qty': 0.1,
'price': 4143.0,
'size': 0.1,
'side': 'Sell',
'timestamp': 1544738388653783720
}]
assert 'side' in result[0]
assert 'price' in result[0]
assert 'timestamp' in result[0]
assert 'size' in result[0]
def test_amend_bulk_orders(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
with patch.object(lxdxinterface.lxdxInterface,
"cancel_order") as cancel_order:
with patch.object(lxdxinterface.lxdxInterface,
"create_order") as create_order:
exchange = lxdxinterface.lxdxInterface()
exchange.symbol = "btc-tusd"
exchange.logger = MagicMock()
orders = [{
'side': 'sell',
'price': 12000.0,
'orderQty': 0.01,
'orderID': '12'
}, {
'side': 'buy',
'price': 11000.0,
'orderQty': 0.01,
'orderID': '13'
}]
exchange.amend_bulk_orders(orders)
exchange.cancel_order.assert_called()
exchange.create_order.assert_called()
def test_check_market_open(self):
with patch.object(lxdxinterface.lxdxInterface, "__init__",
lambda x, **params: None):
with patch.object(lxdxinterface.lxdxInterface,
"get_instrument") as get_instrument:
exchange = lxdxinterface.lxdxInterface()
exchange.account = MagicMock()
exchange.symbol = "btc-tusd"
get_instrument.return_value = \
{"symbol": "btc-tusd", "security_id": "67", "contract_id": "1",
"security_id_num": "33", "security_id_denom": "81", "num_ratio": "1",
"denom_ratio": "1", "num_typeid": "1", "denom_typeid": "1", "maker_fee": "-0.0002",
"taker_fee": "0.0012", "quotation_id": "33", "quotation_type_id": "1",
"quotation_tick_size_decimals": "3", "price_size_mult": "1000000",
"price_tick_size_decimals": "0", "price_tick_size": "1", "qty_size_mult": "1000000",
"qty_tick_size": "0.001", "qty_tick_size_decimals": "3", "min_qty": "0.001",
"max_qty": "9999", "min_price": "0.001", "max_price": "999999", "settlement_id": "81",
"settlement_type_id": "1", "settlement_tick_size_decimals": "3",
"value_of_point": "1"}
result = exchange.check_market_open()
exchange.get_instrument.assert_called()
# Now test failing condition
get_instrument.return_value = {}
self.assertRaises(Exception, exchange.check_market_open)
