class TestOKEX:
def setup_method(self):
self.okex = OKEXApi(api_server="localhost",
api_key="00000000-0000-0000-0000-000000000000",
secret_key="DEAD000000000000000000000000DEAD",
password="******",
timeout=15.5)
def test_order(self):
price = Wad.from_number(4.8765)
amount = Wad.from_number(0.222)
filled_amount = Wad.from_number(0.153)
order = Order(order_id="153153",
timestamp=int(time.time()),
pair="MKR-ETH",
is_sell=False,
price=price,
amount=amount,
filled_amount=filled_amount)
assert (order.price == order.sell_to_buy_price)
assert (order.price == order.buy_to_sell_price)
assert (order.remaining_buy_amount == amount - filled_amount)
assert (order.remaining_sell_amount == (amount - filled_amount) *
price)
def test_ticker(self, mocker):
pair = "mkr_usdt"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.ticker(pair)
assert (str(response["instrument_id"]).lower().replace('-',
'_') == pair)
assert (float(response["best_ask"]) > 0)
assert (response["instrument_id"] == response["product_id"])
def test_depth(self, mocker):
pair = "mkr_usdt"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.depth(pair)
assert ("bids" in response)
assert ("asks" in response)
assert (len(response["bids"]) > 0)
assert (len(response["asks"]) > 0)
def test_candles(self, mocker):
pair = "mkr_usdt"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.candles(pair, "1min")
assert (len(response) > 0)
for item in response:
assert (isinstance(item, Candle))
assert (item.timestamp > 0)
assert (float(item.open) > 0)
assert (float(item.high) > 0)
assert (float(item.low) > 0)
assert (float(item.close) > 0)
def test_get_balances(self, mocker):
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.get_balances()
assert (len(response) > 0)
assert ("MKR" in response)
assert ("ETH" in response)
@staticmethod
def check_orders(orders):
by_oid = {}
duplicate_count = 0
duplicate_first_found = -1
missorted_found = False
last_timestamp = 0
for index, order in enumerate(orders):
assert (isinstance(order, Order))
assert (order.order_id is not None)
assert (order.timestamp > 0)
# An order cannot be filled for more than the order amount
assert (order.filled_amount <= order.amount)
# Check for duplicates and missorted orders
if order.order_id in by_oid:
duplicate_count += 1
if duplicate_first_found < 0:
duplicate_first_found = index
else:
by_oid[order.order_id] = order
if not missorted_found and last_timestamp > 0:
if order.timestamp > last_timestamp:
print(f"missorted order found at index {index}")
missorted_found = True
last_timestamp = order.timestamp
if duplicate_count > 0:
print(f"{duplicate_count} duplicate orders were found, "
f"starting at index {duplicate_first_found}")
else:
print("no duplicates were found")
assert (duplicate_count == 0)
assert (missorted_found is False)
def test_get_orders(self, mocker):
pair = "mkr_eth"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.get_orders(pair)
assert (len(response) > 0)
for order in response:
# Open orders cannot be completed filled
assert (order.filled_amount < order.amount)
assert (isinstance(order.is_sell, bool))
assert (order.price > Wad(0))
TestOKEX.check_orders(response)
def test_get_all_orders(self, mocker):
pair = "mkr_eth"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.get_orders_history(pair, 99)
assert (len(response) > 0)
for order in response:
assert (isinstance(order.is_sell, bool))
assert (order.price > Wad(0))
TestOKEX.check_orders(response)
def test_order_placement_and_cancellation(self, mocker):
pair = "mkr_usdt"
mocker.patch("requests.post",
side_effect=OkexMockServer.handle_request)
order_id = self.okex.place_order(pair, True, Wad.from_number(639.3),
Wad.from_number(0.15))
assert (isinstance(order_id, str))
assert (order_id is not None)
cancel_result = self.okex.cancel_order(pair, order_id)
assert (cancel_result)
@staticmethod
def check_trades(trades):
by_tradeid = {}
duplicate_count = 0
duplicate_first_found = -1
missorted_found = False
last_timestamp = 0
for index, trade in enumerate(trades):
assert (isinstance(trade, Trade))
if trade.trade_id in by_tradeid:
print(f"found duplicate trade {trade.trade_id}")
duplicate_count += 1
if duplicate_first_found < 0:
duplicate_first_found = index
else:
by_tradeid[trade.trade_id] = trade
if not missorted_found and last_timestamp > 0:
if trade.timestamp > last_timestamp:
print(f"missorted trade found at index {index}")
missorted_found = True
last_timestamp = trade.timestamp
if duplicate_count > 0:
print(f"{duplicate_count} duplicate trades were found, "
f"starting at index {duplicate_first_found}")
else:
print("no duplicates were found")
assert (duplicate_count == 0)
assert (missorted_found is False)
def test_get_trades(self, mocker):
pair = "mkr_eth"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.get_trades(pair)
assert (len(response) > 0)
TestOKEX.check_trades(response)
def test_get_all_trades(self, mocker):
pair = "mkr_usdt"
mocker.patch("requests.get", side_effect=OkexMockServer.handle_request)
response = self.okex.get_all_trades(pair)
assert (len(response) > 0)
TestOKEX.check_trades(response)
from pprint import pprint
from pymaker import Wad
from pyexchange.okex import OKEXApi
okex = OKEXApi(sys.argv[1], sys.argv[2], sys.argv[3], sys.argv[4], 15.5)
print(sys.argv)
print("OKEXApi created\n")
pair = "btc_dai"
#l1 = okex.ticker(pair)
#print(f"best bid: {l1['best_bid']} best ask: {l1['best_ask']}")
# book = okex.depth(pair)
# print(f"bids: {book['bids'][0:3]}")
# print(f"asks: {book['asks'][0:3]}")
print(okex.candles(pair, '1min')[0:3])
print()
# balances = okex.get_balances()
# print(f"Account balances -- USDT: {balances['USDT']}")
# print(f" MKR: {balances['MKR']}")
# price in terms of quote currency (USDT), size in terms of base currency (MKR)
# print(okex.place_order(pair, False, Wad.from_number(513), Wad.from_number(0.1)))
# print(okex.cancel_order(pair, "2740825307024384"))
def print_orders(orders):
print(f"received {len(orders)} orders")
for index, order in enumerate(orders):
side = "sell" if order.is_sell else "buy "
# This file is part of Maker Keeper Framework.
#
# Copyright (C) 2017-2018 reverendus
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import sys
from pyexchange.okex import OKEXApi
okex = OKEXApi('https://www.okex.com', sys.argv[1], sys.argv[2], 15.5)
print(okex.candles('eth_usdt', '1min', 75))
# print(okex.get_balances())
# print(len(okex.get_orders_history('mkr_eth', 1000)))