def test_fok_threshold_order_manager_canceled_on_threshold(self):
ex = ccxtExchangeWrapper.load_from_id("binance") # type: ccxtExchangeWrapper
ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")
ex._offline_tickers = {
0: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
1: {"ETH/BTC": {"ask": 1, "bid": 0.95}},
2: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
3: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
4: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
5: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
6: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
7: {"ETH/BTC": {"ask": 1, "bid": 0.95}},
}
tickers = ex.fetch_tickers("ETH/BTC")
taker_price = core.get_symbol_order_price_from_tickers("ETH","BTC", tickers)["price"]
order = FokThresholdTakerPriceOrder.create_from_start_amount("ETH/BTC", "ETH", 1, "BTC", taker_price,
taker_price_threshold=-0.01,
threshold_check_after_updates=5)
om = ActionOrderManager(ex)
om.request_trades = False
om.add_order(order)
while len(om.get_open_orders()) > 0:
om.proceed_orders()
closed_order = om.get_closed_orders()[0] # type: FokThresholdTakerPriceOrder
trade_order = closed_order.orders_history[0] # type: TradeOrder
self.assertEqual("closed", closed_order.status)
self.assertEqual("canceled", trade_order.status)
self.assertEqual(["#below_threshold"], order.tags)
# updates of order:
# 1 - order created
# 2 .. 5 - order updated without requesting tickers
# 6 - request ticker
# 7 - receives ticker and send command to cancel. 2nd ticker is "bad" because first was used to get price
# - check's if it was canceled
# 8 - updates trades order with the canceled response
self.assertEqual(8, trade_order.update_requests_count)
def test_fok_threshold_order_manager_canceled_on_updates_count(self):
ex = ccxtExchangeWrapper.load_from_id("binance") # type: ccxtExchangeWrapper
ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")
ex._offline_tickers = {
0: {"ETH/BTC": {"ask": 1, "bid": 0.99}},
1: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
2: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
3: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
4: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
5: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
6: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
7: {"ETH/BTC": {"ask": 1, "bid": 0.96}},
}
tickers = ex.fetch_tickers("ETH/BTC")
taker_price = core.get_symbol_order_price_from_tickers("ETH", "BTC", tickers)["price"]
order = FokThresholdTakerPriceOrder.create_from_start_amount("ETH/BTC", "ETH", 1, "BTC", taker_price,
max_order_updates=10,
taker_price_threshold=-0.05,
threshold_check_after_updates=5)
om = ActionOrderManager(ex)
om.request_trades = False
om.add_order(order)
while len(om.get_open_orders()) > 0:
om.proceed_orders()
closed_order = om.get_closed_orders()[0] # type: FokThresholdTakerPriceOrder
trade_order = closed_order.orders_history[0] # type: TradeOrder
self.assertEqual("closed", closed_order.status)
self.assertEqual("canceled", trade_order.status)
self.assertEqual(list(), order.tags)
self.assertEqual(11, trade_order.update_requests_count)
def test_cancel_by_time(self):
fok_order_time = FokThresholdTakerPriceOrder("ADA/ETH", 1000, 0.32485131 / 1000, "sell", max_order_updates=10,
time_to_cancel=0.1)
order_command = fok_order_time.update_from_exchange({})
ex = ccxtExchangeWrapper.load_from_id("binance") # type: ccxtExchangeWrapper
ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")
om = ActionOrderManager(ex)
om.request_trades = False
om.add_order(fok_order_time)
om.proceed_orders()
time.sleep(0.11)
om.proceed_orders()
om.proceed_orders()
self.assertEqual(fok_order_time.status, "closed")
self.assertIn("#timeout", fok_order_time.tags)