async def test_cancel_open_orders_multi_symbol(self):
config, exchange_manager, trader_inst = await self.init_default()
orders_manager = exchange_manager.exchange_personal_data.orders_manager
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.update(order_type=TraderOrderType.BUY_MARKET,
symbol="BTC/USDC",
current_price=70,
quantity=10,
price=70)
# Test buy order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="NANO/USDT",
current_price=70,
quantity=10,
price=70)
# Test sell order
market_sell = SellMarketOrder(trader_inst)
market_sell.update(order_type=TraderOrderType.SELL_MARKET,
symbol=self.DEFAULT_SYMBOL,
current_price=70,
quantity=10,
price=70)
# Test buy order
limit_buy = BuyLimitOrder(trader_inst)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol=self.DEFAULT_SYMBOL,
current_price=70,
quantity=10,
price=70)
await trader_inst.create_order(market_buy)
await trader_inst.create_order(market_sell)
await trader_inst.create_order(limit_buy)
await trader_inst.create_order(limit_sell)
assert market_buy in orders_manager.get_open_orders()
assert market_sell in orders_manager.get_open_orders()
assert limit_buy in orders_manager.get_open_orders()
assert limit_sell in orders_manager.get_open_orders()
await trader_inst.cancel_open_orders(self.DEFAULT_SYMBOL)
assert market_buy in orders_manager.get_open_orders()
assert market_sell not in orders_manager.get_open_orders()
assert limit_buy not in orders_manager.get_open_orders()
assert limit_sell in orders_manager.get_open_orders()
await self.stop(exchange_manager)
async def test_reset_portfolio_available(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=90,
quantity=4,
price=90)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
portfolio_manager.portfolio.reset_portfolio_available()
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1000
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# Test sell order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=90,
quantity=4,
price=90)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="VEN/BTC",
current_price=0.5,
quantity=4,
price=0.5)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
# Test buy order
btc_limit_buy = BuyLimitOrder(trader)
btc_limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=10,
quantity=50,
price=10)
portfolio_manager.portfolio.update_portfolio_available(
btc_limit_buy, True)
# Test buy order
btc_limit_buy2 = BuyLimitOrder(trader)
btc_limit_buy2.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=10,
quantity=50,
price=10)
portfolio_manager.portfolio.update_portfolio_available(
btc_limit_buy2, True)
# reset equivalent of the ven buy order
portfolio_manager.portfolio.reset_portfolio_available("BTC", 4 * 0.5)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 6
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# reset equivalent of the btc buy orders 1 and 2
portfolio_manager.portfolio.reset_portfolio_available("USDT")
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 6
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1000
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_multiple_filled_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=90,
quantity=4,
price=90)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=60,
quantity=2,
price=60)
# Test buy order
limit_buy_2 = BuyLimitOrder(trader)
limit_buy_2.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=4,
price=50)
# Test buy order
limit_buy_3 = BuyLimitOrder(trader)
limit_buy_3.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=46,
quantity=2,
price=46)
# Test buy order
limit_buy_4 = BuyLimitOrder(trader)
limit_buy_4.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=41,
quantity=1.78,
price=41)
# Test buy order
limit_buy_5 = BuyLimitOrder(trader)
limit_buy_5.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=0.2122427,
quantity=3.72448,
price=0.2122427)
# Test buy order
limit_buy_6 = BuyLimitOrder(trader)
limit_buy_6.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=430,
quantity=1.05,
price=430)
# Test sell order
limit_sell_2 = SellLimitOrder(trader)
limit_sell_2.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=10,
quantity=2,
price=10)
# Test stop loss order
stop_loss_2 = StopLossOrder(trader)
stop_loss_2.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=10,
quantity=2,
price=10)
# Test sell order
limit_sell_3 = SellLimitOrder(trader)
limit_sell_3.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=20,
quantity=1,
price=20)
# Test stop loss order
stop_loss_3 = StopLossOrder(trader)
stop_loss_3.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=20,
quantity=1,
price=20)
# Test sell order
limit_sell_4 = SellLimitOrder(trader)
limit_sell_4.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=0.2,
price=50)
# Test stop loss order
stop_loss_4 = StopLossOrder(trader)
stop_loss_4.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=45,
quantity=0.2,
price=45)
# Test sell order
limit_sell_5 = SellLimitOrder(trader)
limit_sell_5.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=11,
quantity=0.7,
price=11)
# Test stop loss order
stop_loss_5 = StopLossOrder(trader)
stop_loss_5.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=9,
quantity=0.7,
price=9)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_2, True)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_3, True)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_4, True)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_5, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_2, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_3, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_4, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_5, True)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_2, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_3, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_4, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_5, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_6, True)
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE), 1) == 2.1
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE), 7) == 62.7295063
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# cancels
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_3, False)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_5, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_2, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_3, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_5, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_4, False)
# filling
await fill_limit_or_stop_order(stop_loss_2, 9, 11)
await fill_limit_or_stop_order(limit_sell, 89, 91)
await fill_limit_or_stop_order(limit_sell_3, 19, 21)
await fill_limit_or_stop_order(limit_buy_2, 49, 51)
await fill_limit_or_stop_order(limit_sell_5, 9, 12)
await fill_limit_or_stop_order(stop_loss_4, 44, 46)
await fill_limit_or_stop_order(limit_buy_4, 40, 42)
await fill_limit_or_stop_order(limit_buy_5, 0.2122426, 0.2122428)
await fill_limit_or_stop_order(limit_buy_6, 429, 431)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, stop_loss_2)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy_4)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_sell)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_sell_3)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy_2)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_sell_5)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, stop_loss_4)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy_5)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy_6)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 12.65448
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 692.22
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 12.65448
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL), 7) == 691.4295063
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_multiple_symbols_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
market_buy = BuyMarketOrder(trader)
market_buy.update(order_type=TraderOrderType.BUY_MARKET,
symbol="ETH/USDT",
current_price=7,
quantity=100,
price=7)
# test buy order creation
portfolio_manager.portfolio.update_portfolio_available(
market_buy, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"ETH", PORTFOLIO_AVAILABLE) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 300
assert portfolio_manager.portfolio.get_currency_portfolio(
"ETH", PORTFOLIO_TOTAL) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
await fill_market_order(market_buy, 7)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, market_buy)
assert portfolio_manager.portfolio.get_currency_portfolio(
"ETH", PORTFOLIO_AVAILABLE) == 100
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 300
assert portfolio_manager.portfolio.get_currency_portfolio(
"ETH", PORTFOLIO_TOTAL) == 100
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 300
# Test buy order
market_buy = BuyMarketOrder(trader)
market_buy.update(order_type=TraderOrderType.BUY_MARKET,
symbol="LTC/BTC",
current_price=0.0135222,
quantity=100,
price=0.0135222)
# test buy order creation
portfolio_manager.portfolio.update_portfolio_available(
market_buy, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"LTC", PORTFOLIO_AVAILABLE) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.647780000000001
assert portfolio_manager.portfolio.get_currency_portfolio(
"LTC", PORTFOLIO_TOTAL) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
await fill_market_order(market_buy, 0.0135222)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, market_buy)
assert portfolio_manager.portfolio.get_currency_portfolio(
"LTC", PORTFOLIO_AVAILABLE) == 100
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.647780000000001
assert portfolio_manager.portfolio.get_currency_portfolio(
"LTC", PORTFOLIO_TOTAL) == 100
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 8.647780000000001
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="XRP/BTC",
current_price=0.00012232132312312,
quantity=3000.1214545,
price=0.00012232132312312)
# test buy order creation
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"XRP", PORTFOLIO_AVAILABLE) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.280801174155501
assert portfolio_manager.portfolio.get_currency_portfolio(
"XRP", PORTFOLIO_TOTAL) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 8.647780000000001
# cancel
portfolio_manager.portfolio.update_portfolio_available(
limit_buy, False)
assert portfolio_manager.portfolio.get_currency_portfolio(
"XRP", PORTFOLIO_AVAILABLE) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.647780000000001
assert portfolio_manager.portfolio.get_currency_portfolio(
"XRP", PORTFOLIO_TOTAL) == 0
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 8.647780000000001
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_some_filled_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=90,
quantity=4,
price=90)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=60,
quantity=2,
price=60)
# Test buy order
limit_buy_2 = BuyLimitOrder(trader)
limit_buy_2.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=4,
price=50)
# Test sell order
limit_sell_2 = SellLimitOrder(trader)
limit_sell_2.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=10,
quantity=2,
price=10)
# Test stop loss order
stop_loss_2 = StopLossOrder(trader)
stop_loss_2.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=10,
quantity=2,
price=10)
# Test sell order
limit_sell_3 = SellLimitOrder(trader)
limit_sell_3.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=20,
quantity=1,
price=20)
# Test stop loss order
stop_loss_3 = StopLossOrder(trader)
stop_loss_3.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=20,
quantity=1,
price=20)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_2, True)
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_3, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_2, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_3, True)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy_2, True)
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE), 1) == 3
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 680
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# cancels
portfolio_manager.portfolio.update_portfolio_available(
stop_loss_3, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell_2, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy, False)
# filling
await fill_limit_or_stop_order(stop_loss_2, 9, 11)
await fill_limit_or_stop_order(limit_sell, 89, 91)
await fill_limit_or_stop_order(limit_sell_3, 19, 21)
await fill_limit_or_stop_order(limit_buy_2, 49, 51)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, stop_loss_2)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_sell)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_sell_3)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy_2)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 7
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1200
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 7
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1200
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_stop_loss_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=90,
quantity=4,
price=90)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=4,
price=50)
# Test stop loss order
stop_loss = StopLossOrder(trader)
stop_loss.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=60,
quantity=4,
price=60)
await fill_limit_or_stop_order(stop_loss, 59, 61)
portfolio_manager.portfolio.update_portfolio_available(stop_loss, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE), 1) == 6
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 800
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# cancel limits
portfolio_manager.portfolio.update_portfolio_available(
limit_buy, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, False)
# filling stop loss
# typical stop loss behavior --> update available before update portfolio
await self._update_portfolio_from_order_without_fees(
portfolio_manager, stop_loss)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 6
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1240
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 6
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1240
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_cancelled_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# force fees => shouldn't do anything
exchange_manager.exchange.config[CONFIG_SIMULATOR][
CONFIG_SIMULATOR_FEES] = {
CONFIG_SIMULATOR_FEES_MAKER: 0.05,
CONFIG_SIMULATOR_FEES_TAKER: 0.1
}
# Test buy order
market_sell = SellMarketOrder(trader)
market_sell.update(order_type=TraderOrderType.SELL_MARKET,
symbol="BTC/USDT",
current_price=80,
quantity=4.1,
price=80)
# Test sell order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=10,
quantity=4.2,
price=10)
# Test stop loss order
stop_loss = StopLossOrder(trader)
stop_loss.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=80,
quantity=3.6,
price=80)
portfolio_manager.portfolio.update_portfolio_available(stop_loss, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=4,
price=50)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
portfolio_manager.portfolio.update_portfolio_available(
market_sell, True)
assert round(
portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE), 1) == 1.7
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 800
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
# with no filled orders
portfolio_manager.portfolio.update_portfolio_available(
stop_loss, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_buy, False)
portfolio_manager.portfolio.update_portfolio_available(
market_sell, False)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1000
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1000
await self.stop_default(exchange_manager)
async def test_update_portfolio_with_filled_orders(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# force fees => should have consequences
exchange_manager.exchange.config[CONFIG_SIMULATOR][
CONFIG_SIMULATOR_FEES] = {
CONFIG_SIMULATOR_FEES_MAKER: 0.05,
CONFIG_SIMULATOR_FEES_TAKER: 0.1
}
# Test buy order
market_sell = SellMarketOrder(trader)
market_sell.update(order_type=TraderOrderType.SELL_MARKET,
symbol="BTC/USDT",
current_price=70,
quantity=3,
price=70)
await fill_market_order(market_sell, 70)
# Test sell order
limit_sell = SellLimitOrder(trader)
limit_sell.update(order_type=TraderOrderType.SELL_LIMIT,
symbol="BTC/USDT",
current_price=100,
quantity=4.2,
price=100)
# Test stop loss order
stop_loss = StopLossOrder(trader)
stop_loss.update(order_type=TraderOrderType.STOP_LOSS,
symbol="BTC/USDT",
current_price=80,
quantity=4.2,
price=80)
limit_sell.add_linked_order(stop_loss)
stop_loss.add_linked_order(limit_sell)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=50,
quantity=2,
price=50)
await fill_limit_or_stop_order(limit_buy, 49, 51)
# update portfolio with creations
portfolio_manager.portfolio.update_portfolio_available(
market_sell, True)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, True)
portfolio_manager.portfolio.update_portfolio_available(stop_loss, True)
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 2.8
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 900
# when cancelling limit sell, market sell and stop orders
portfolio_manager.portfolio.update_portfolio_available(
stop_loss, False)
portfolio_manager.portfolio.update_portfolio_available(
limit_sell, False)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 7
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 900
# when filling limit buy
await self._update_portfolio_from_order_with_fees(
portfolio_manager, limit_buy)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.998
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 900
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 11.998
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 900
# when filling market sell
await self._update_portfolio_from_order_with_fees(
portfolio_manager, market_sell)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 8.998
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 1109.79
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 8.998
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 1109.79
await self.stop_default(exchange_manager)
async def test_update_portfolio(self):
_, exchange_manager, portfolio_manager, trader = await self.init_default(
)
# Test buy order
limit_buy = BuyLimitOrder(trader)
limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
symbol="BTC/USDT",
current_price=70,
quantity=10,
price=70)
# update portfolio with creations
portfolio_manager.portfolio.update_portfolio_available(limit_buy, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 10
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 300
await fill_limit_or_stop_order(limit_buy, 69, 71)
await self._update_portfolio_from_order_without_fees(
portfolio_manager, limit_buy)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 20
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 300
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 20
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 300
# Test buy order
market_sell = SellMarketOrder(trader)
market_sell.update(order_type=TraderOrderType.SELL_MARKET,
symbol="BTC/USDT",
current_price=80,
quantity=8,
price=80)
# update portfolio with creations
portfolio_manager.portfolio.update_portfolio_available(
market_sell, True)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 12
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 300
await fill_market_order(market_sell, 80)
# when filling market sell
await self._update_portfolio_from_order_without_fees(
portfolio_manager, market_sell)
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_AVAILABLE) == 12
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_AVAILABLE) == 940
assert portfolio_manager.portfolio.get_currency_portfolio(
"BTC", PORTFOLIO_TOTAL) == 12
assert portfolio_manager.portfolio.get_currency_portfolio(
"USDT", PORTFOLIO_TOTAL) == 940
await self.stop_default(exchange_manager)
