async def test_close_filled_sell_limit_order_one_in_two(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=4,
quantity=2,
price=4)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
# Test second buy order
second_limit_buy = create_order_instance(
trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="VEN/BTC",
current_price=1,
quantity=1.5,
price=1)
await trader_inst.create_order(second_limit_buy,
portfolio_manager.portfolio)
assert not trades_manager.trades
with pytest.raises(KeyError):
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_AVAILABLE] == 0
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_AVAILABLE] == 0.5
# Fill only 1st one
limit_buy.filled_price = 4
limit_buy.status = OrderStatus.FILLED
await trader_inst.close_filled_order(limit_buy)
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is OrderStatus.FILLED
for trade in trades_manager.trades.values())
assert limit_buy not in orders_manager.get_open_orders()
assert second_limit_buy in orders_manager.get_open_orders()
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_AVAILABLE] == 2
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_AVAILABLE] == 0.5
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_TOTAL] == 2
await self.stop(exchange_manager)
async def test_notify_sell_limit_order_fill(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=0.1,
quantity=10,
price=0.1)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
limit_buy.filled_price = limit_buy.origin_price
limit_buy.filled_quantity = limit_buy.origin_quantity
await trader_inst.notify_order_close(limit_buy)
assert limit_buy not in orders_manager.get_open_orders()
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_AVAILABLE] == 9
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_TOTAL] == 9
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_AVAILABLE] == 10
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_TOTAL] == 10
await self.stop(exchange_manager)
async def test_close_filled_stop_buy_order(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
stop_order = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=4,
quantity=2,
price=4,
side=TradeOrderSide.BUY)
await trader_inst.create_order(stop_order, portfolio_manager.portfolio)
assert not trades_manager.trades
await stop_order.on_fill(force_fill=True)
assert stop_order not in orders_manager.get_open_orders()
assert not initial_portfolio == portfolio_manager.portfolio.portfolio
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is stop_order.status for trade in trades_manager.trades.values())
await self.stop(exchange_manager)
async def _sell_everything(self, symbol, inverted, timeout=None):
created_orders = []
order_type = TraderOrderType.BUY_MARKET if inverted else TraderOrderType.SELL_MARKET
async with self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio.lock:
current_symbol_holding, current_market_quantity, _, price, symbol_market = \
await get_pre_order_data(self.exchange_manager, symbol, timeout=timeout)
if inverted:
if price > 0:
quantity = current_market_quantity / price
else:
quantity = 0
else:
quantity = current_symbol_holding
for order_quantity, order_price in check_and_adapt_order_details_if_necessary(
quantity, price, symbol_market):
current_order = create_order_instance(
trader=self,
order_type=order_type,
symbol=symbol,
current_price=order_price,
quantity=order_quantity,
price=order_price)
created_orders.append(await self.create_order(
current_order, self.exchange_manager.
exchange_personal_data.portfolio_manager.portfolio))
return created_orders
async def test_notify_sell_limit_order_cancel_one_in_two(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=4,
quantity=2,
price=4)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
# Test second buy order
second_limit_buy = create_order_instance(
trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="VEN/BTC",
current_price=1,
quantity=1.5,
price=1)
await trader_inst.create_order(second_limit_buy,
portfolio_manager.portfolio)
# Cancel only 1st one
await trader_inst.notify_order_close(limit_buy, True)
assert limit_buy not in orders_manager.get_open_orders()
assert second_limit_buy in orders_manager.get_open_orders()
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_AVAILABLE] == 8.5
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_TOTAL] == 10
await self.stop(exchange_manager)
async def create_artificial_order(self, order_type, symbol, current_price,
quantity, price, linked_portfolio):
"""
Creates an OctoBot managed order
"""
await self.create_order(
create_order_instance(trader=self,
order_type=order_type,
symbol=symbol,
current_price=current_price,
quantity=quantity,
price=price,
linked_portfolio=linked_portfolio))
async def create_artificial_order(self, order_type, symbol, current_price,
quantity, price, linked_portfolio):
"""
Creates an OctoBot managed order (managed orders example: stop loss that is not published on the exchange and
that is maintained internally).
"""
await self.create_order(
create_order_instance(trader=self,
order_type=order_type,
symbol=symbol,
current_price=current_price,
quantity=quantity,
price=price,
linked_portfolio=linked_portfolio))
async def test_close_filled_sell_limit_order(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
trades_manager = exchange_manager.exchange_personal_data.trades_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=0.1,
quantity=10,
price=0.1)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
limit_buy.filled_price = limit_buy.origin_price
limit_buy.filled_quantity = limit_buy.origin_quantity
limit_buy.status = OrderStatus.FILLED
assert not trades_manager.trades
await trader_inst.close_filled_order(limit_buy)
assert limit_buy not in orders_manager.get_open_orders()
# added filled orders as filled trades
assert len(trades_manager.trades) == 1
assert all(trade.status is OrderStatus.FILLED
for trade in trades_manager.trades.values())
assert initial_portfolio != portfolio_manager.portfolio
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_AVAILABLE] == 9
assert portfolio_manager.portfolio.portfolio["BTC"][
PORTFOLIO_TOTAL] == 9
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_AVAILABLE] == 10
assert portfolio_manager.portfolio.portfolio["BQX"][
PORTFOLIO_TOTAL] == 10
await self.stop(exchange_manager)
async def test_notify_sell_limit_order_cancel(self):
_, exchange_manager, trader_inst = await self.init_default()
portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
initial_portfolio = copy.deepcopy(
portfolio_manager.portfolio.portfolio)
orders_manager = exchange_manager.exchange_personal_data.orders_manager
# Test buy order
limit_buy = create_order_instance(trader=trader_inst,
order_type=TraderOrderType.BUY_LIMIT,
symbol="BQX/BTC",
current_price=4,
quantity=2,
price=4)
await trader_inst.create_order(limit_buy, portfolio_manager.portfolio)
await trader_inst.notify_order_close(limit_buy, True)
assert limit_buy not in orders_manager.get_open_orders()
assert initial_portfolio == portfolio_manager.portfolio.portfolio
await self.stop(exchange_manager)