def test_should_not_cancel_anything_if_no_orders_to_cancel_regardless_of_price_availability(
self, tmpdir):
# given
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
# when
price = Price(buy_price=Wad.from_number(100),
sell_price=Wad.from_number(200))
orders_to_cancel = bands.cancellable_orders([], [], price)
# then
assert (orders_to_cancel == [])
# when
price = Price(buy_price=Wad.from_number(100), sell_price=None)
orders_to_cancel = bands.cancellable_orders([], [], price)
# then
assert (orders_to_cancel == [])
# when
price = Price(buy_price=None, sell_price=Wad.from_number(200))
orders_to_cancel = bands.cancellable_orders([], [], price)
# then
assert (orders_to_cancel == [])
# when
price = Price(buy_price=None, sell_price=None)
orders_to_cancel = bands.cancellable_orders([], [], price)
# then
assert (orders_to_cancel == [])
def test_should_cancel_orders_if_price_disappears(self, tmpdir):
# given
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
# and
buy_order = FakeOrder(Wad.from_number(75), Wad.from_number(96))
sell_order = FakeOrder(Wad.from_number(7.5), Wad.from_number(208))
# when
price = Price(buy_price=Wad.from_number(100), sell_price=Wad.from_number(200))
orders_to_cancel = bands.cancellable_orders([buy_order], [sell_order], price)
# then
assert(orders_to_cancel == [])
# when
price = Price(buy_price=Wad.from_number(100), sell_price=None)
orders_to_cancel = bands.cancellable_orders([buy_order], [sell_order], price)
# then
assert(orders_to_cancel == [sell_order])
# when
price = Price(buy_price=None, sell_price=Wad.from_number(200))
orders_to_cancel = bands.cancellable_orders([buy_order], [sell_order], price)
# then
assert(orders_to_cancel == [buy_order])
# when
price = Price(buy_price=None, sell_price=None)
orders_to_cancel = bands.cancellable_orders([buy_order], [sell_order], price)
# then
assert(orders_to_cancel == [buy_order, sell_order])
def test_should_create_both_buy_and_sell_orders_and_modifie_it_according_rules(self, tmpdir):
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
buy_price_to_round_up = Wad.from_number(100.009)
sell_price_to_round_up = Wad.from_number(200.039)
price = Price(buy_price=buy_price_to_round_up, sell_price=sell_price_to_round_up)
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000), Wad.from_number(1000000), price)
assert(len(new_orders) == 2)
assert(new_orders[0].is_sell is False)
assert(new_orders[0].price == Wad.from_number(96.01))
assert(new_orders[0].amount == Wad.from_number(0.78117))
assert(new_orders[1].is_sell is True)
assert(new_orders[1].price == Wad.from_number(208.04))
assert(new_orders[1].amount == Wad.from_number(7.5))
buy_price_to_round_down = Wad.from_number(100.022)
sell_price_to_round_down = Wad.from_number(200.014)
price = Price(buy_price=buy_price_to_round_down, sell_price=sell_price_to_round_down)
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000), Wad.from_number(1000000), price)
assert(len(new_orders) == 2)
assert(new_orders[0].is_sell is False)
assert(new_orders[0].price == Wad.from_number(96.02))
assert(new_orders[0].amount == Wad.from_number(0.78109))
assert(new_orders[1].is_sell is True)
assert(new_orders[1].price == Wad.from_number(208.01))
assert(new_orders[1].amount == Wad.from_number(7.5))
def test_should_not_create_orders_if_neither_buy_nor_sell_price_available(self, tmpdir):
# given
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
# when
price = Price(buy_price=None, sell_price=None)
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000), Wad.from_number(1000000), price)
# then
assert(new_orders == [])
def test_should_create_only_sell_orders_if_only_sell_price_is_available(self, tmpdir):
# given
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
# when
price = Price(buy_price=None, sell_price=Wad.from_number(200))
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000), Wad.from_number(1000000), price)
# then
assert(len(new_orders) == 1)
assert(new_orders[0].is_sell is True)
assert(new_orders[0].price == Wad.from_number(208))
def test_should_create_both_buy_and_sell_orders_when_rules_allows_it(self, tmpdir):
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
price = Price(buy_price=Wad.from_number(100.01), sell_price=Wad.from_number(200.03))
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000), Wad.from_number(1000000), price)
assert(len(new_orders) == 2)
assert(new_orders[0].is_sell is False)
assert(new_orders[0].amount == Wad.from_number(0.78117))
assert(new_orders[0].price == Wad.from_number(96.01))
assert(new_orders[1].is_sell is True)
assert(new_orders[1].price == Wad.from_number(208.03))
assert(new_orders[1].amount == Wad.from_number(7.5))
def test_should_create_both_buy_and_sell_orders_if_both_prices_are_available(
self, tmpdir):
# given
config = BandConfig.sample_config(tmpdir)
bands = self.create_bands(config)
# when
price = Price(buy_price=Wad.from_number(100),
sell_price=Wad.from_number(200))
new_orders, _, _ = bands.new_orders([], [], Wad.from_number(1000000),
Wad.from_number(1000000), price)
# then
assert (len(new_orders) == 2)
assert (new_orders[0].is_sell is False)
assert (new_orders[0].price == Wad.from_number(96))
assert (new_orders[0].amount == Wad.from_number(0.78125))
assert (new_orders[1].is_sell is True)
assert (new_orders[1].price == Wad.from_number(208))
assert (new_orders[1].amount == Wad.from_number(7.5))
def get_price(self) -> Price:
return Price(buy_price=self.price, sell_price=self.price)