def test_update_portfolio_available(self):
config, portfolio_inst, _, trader_inst = self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/USD", 70, 10, 70)
# test buy order creation
portfolio_inst.update_portfolio_available(market_buy, True)
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 300
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 1000
# test buy order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
portfolio_inst.update_portfolio_available(market_buy, False)
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 1000
# Test sell order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(
OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT],
"BTC/USD", 60, 8, 60)
# test sell order creation
portfolio_inst.update_portfolio_available(limit_sell, True)
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.AVAILABLE) == 2
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 1000
# test sell order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
portfolio_inst.update_portfolio_available(limit_sell, False)
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 1000
self.stop(trader_inst)
def test_update_portfolio_available(self):
config, portfolio_inst, _, trader_inst = self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/USD",
70,
10,
70)
# test buy order creation
portfolio_inst.update_portfolio_available(market_buy, True)
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 300
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# test buy order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
portfolio_inst.update_portfolio_available(market_buy, False)
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# Test sell order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT],
"BTC/USD",
60,
8,
60)
# test sell order creation
portfolio_inst.update_portfolio_available(limit_sell, True)
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 2
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# test sell order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
portfolio_inst.update_portfolio_available(limit_sell, False)
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
self.stop(trader_inst)
async def test_update_portfolio_with_multiple_symbols_orders(self):
_, portfolio_inst, _, trader_inst = await self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(TraderOrderType.BUY_MARKET, "ETH/USD", 7, 100, 7)
# test buy order creation
portfolio_inst.update_portfolio_available(market_buy, True)
assert portfolio_inst.get_currency_portfolio("ETH",
Portfolio.AVAILABLE) == 0
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 300
assert portfolio_inst.get_currency_portfolio("ETH",
Portfolio.TOTAL) == 0
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 1000
await fill_market_order(market_buy, 7)
await portfolio_inst.update_portfolio(market_buy)
assert portfolio_inst.get_currency_portfolio(
"ETH", Portfolio.AVAILABLE) == 100
assert portfolio_inst.get_currency_portfolio(
"USD", Portfolio.AVAILABLE) == 300
assert portfolio_inst.get_currency_portfolio("ETH",
Portfolio.TOTAL) == 100
assert portfolio_inst.get_currency_portfolio("USD",
Portfolio.TOTAL) == 300
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(TraderOrderType.BUY_MARKET, "LTC/BTC", 0.0135222, 100,
0.0135222)
# test buy order creation
portfolio_inst.update_portfolio_available(market_buy, True)
assert portfolio_inst.get_currency_portfolio("LTC",
Portfolio.AVAILABLE) == 0
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 8.647780000000001
assert portfolio_inst.get_currency_portfolio("LTC",
Portfolio.TOTAL) == 0
assert portfolio_inst.get_currency_portfolio("BTC",
Portfolio.TOTAL) == 10
await fill_market_order(market_buy, 0.0135222)
await portfolio_inst.update_portfolio(market_buy)
assert portfolio_inst.get_currency_portfolio(
"LTC", Portfolio.AVAILABLE) == 100
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 8.647780000000001
assert portfolio_inst.get_currency_portfolio("LTC",
Portfolio.TOTAL) == 100
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 8.647780000000001
# Test buy order
limit_buy = BuyLimitOrder(trader_inst)
limit_buy.new(TraderOrderType.BUY_LIMIT, "XRP/BTC",
0.00012232132312312, 3000.1214545, 0.00012232132312312)
# test buy order creation
portfolio_inst.update_portfolio_available(limit_buy, True)
assert portfolio_inst.get_currency_portfolio("XRP",
Portfolio.AVAILABLE) == 0
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 8.280801174155501
assert portfolio_inst.get_currency_portfolio("XRP",
Portfolio.TOTAL) == 0
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 8.647780000000001
# cancel
portfolio_inst.update_portfolio_available(limit_buy, False)
assert portfolio_inst.get_currency_portfolio("XRP",
Portfolio.AVAILABLE) == 0
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.AVAILABLE) == 8.647780000000001
assert portfolio_inst.get_currency_portfolio("XRP",
Portfolio.TOTAL) == 0
assert portfolio_inst.get_currency_portfolio(
"BTC", Portfolio.TOTAL) == 8.647780000000001
async def test_update_portfolio_available(self):
_, portfolio_inst, _, trader_inst, sub_portfolio_inst = await self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(TraderOrderType.BUY_MARKET,
"BTC/USD",
70,
10,
70)
# test sub
# test buy order creation
sub_portfolio_inst.update_portfolio_available(market_buy, True)
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000*self.DEFAULT_PERCENT-700
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000 * self.DEFAULT_PERCENT
# test parent
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 300
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# test buy order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
sub_portfolio_inst.update_portfolio_available(market_buy, False)
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000 * self.DEFAULT_PERCENT
# test parent
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# Test sell order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(TraderOrderType.SELL_LIMIT,
"BTC/USD",
60,
8,
60)
# test sub
# test sell order creation
sub_portfolio_inst.update_portfolio_available(limit_sell, True)
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * self.DEFAULT_PERCENT - 8
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000 * self.DEFAULT_PERCENT
# test parent
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 2
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000
# test sell order canceled --> return to init state and the update_portfolio will sync TOTAL with AVAILABLE
sub_portfolio_inst.update_portfolio_available(limit_sell, False)
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10 * self.DEFAULT_PERCENT
assert sub_portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000 * self.DEFAULT_PERCENT
# test parent
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.AVAILABLE) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.AVAILABLE) == 1000
assert portfolio_inst.get_currency_portfolio("BTC", Portfolio.TOTAL) == 10
assert portfolio_inst.get_currency_portfolio("USD", Portfolio.TOTAL) == 1000