def test_format_order_requests_applies_correct_precision_to_price_price_bound_distance(instrument):
order_request = OrderRequest(instrument='AUD_USD', price=50.1234567891234, price_bound=1234.123456789,
distance=20.123456789)
result = _format_order_request(order_request, instrument)
for attr in (result.price, result.price_bound, result.distance):
if instrument.display_precision == 0:
assert re.findall(r'(?<=\.)\d+', str(attr))[0] == '0'
else:
assert len(re.findall(r'(?<=\.)\d+', str(attr))[0]) == instrument.display_precision
def test_format_order_requests_applies_correct_precision_to_take_profit_on_fill_stop_loss_on_fill(instrument):
order_request = OrderRequest(instrument=instrument.name, take_profit_on_fill=50.123456789,
stop_loss_on_fill=50.123456789)
result = _format_order_request(order_request, instrument)
for attr in (result.stop_loss_on_fill.price, result.take_profit_on_fill):
if instrument.display_precision == 0:
assert re.findall(r'(?<=\.)\d+', str(attr))[0] == '0'
else:
assert len(re.findall(r'(?<=\.)\d+', str(attr))[0]) == instrument.display_precision
def test_format_order_requests_applies_correct_precision_to_units(instrument):
order_request = OrderRequest(instrument=instrument.name, units=50.1234567891234)
result = _format_order_request(order_request, instrument)
if instrument.trade_units_precision == 0:
assert re.findall(r'(?<=\.)\d+', str(result.units))[0] == '0'
else:
assert len(re.findall(r'(?<=\.)\d+', str(result.units))[0]) == instrument.trade_units_precision
order_request = OrderRequest(instrument=instrument.name, units=0.1234567891234)
result = _format_order_request(order_request, instrument, clip=True)
if instrument.trade_units_precision == 0:
assert re.findall(r'(?<=\.)\d+', str(result.units))[0] == '0'
else:
assert len(re.findall(r'(?<=\.)\d+', str(result.units))[0]) == instrument.trade_units_precision
def test_ins_context_does_not_add_parameters_to_order_requests(instrument):
order_request = OrderRequest(
instrument=instrument.name,
units=instrument.minimum_trade_size
)
result = _format_order_request(order_request, instrument, clip=True)
assert not hasattr(result, 'price_bound')
assert not hasattr(result, 'trailing_stop_loss_on_fill')
assert not hasattr(result, 'stop_loss_on_fill')
assert not hasattr(result, 'take_profit_on_fill')
def test_format_order_requests_applies_correct_precision_to_trailing_stop_loss_on_fill(instrument):
order_request = OrderRequest(
instrument=instrument.name,
trailing_stop_loss_on_fill=instrument.minimum_trailing_stop_distance + 0.123456789
)
result = _format_order_request(order_request, instrument)
attr = result.trailing_stop_loss_on_fill.distance
if instrument.display_precision == 0:
assert re.findall(r'(?<=\.)\d+', str(attr))[0] == '0'
else:
assert len(re.findall(r'(?<=\.)\d+', str(attr))[0]) == instrument.display_precision
def test_format_order_requests_accepts_negative_values_for_units(instrument):
order_request = OrderRequest(
instrument=instrument.name,
units=-instrument.minimum_trade_size
)
result = _format_order_request(order_request, instrument, clip=False)
assert result.units == -instrument.minimum_trade_size
result = _format_order_request(order_request, instrument, clip=True)
assert result.units == -instrument.minimum_trade_size
def test_format_order_requests_limits_trailing_stop_loss_on_fill_to_valid_range(instrument):
order_request = OrderRequest(
instrument=instrument.name,
trailing_stop_loss_on_fill=0
)
if instrument.minimum_trailing_stop_distance > 0:
with pytest.raises(InvalidOrderRequest):
_format_order_request(order_request, instrument)
result = _format_order_request(order_request, instrument, clip=True)
assert result.trailing_stop_loss_on_fill.distance == instrument.minimum_trailing_stop_distance
order_request = OrderRequest(
instrument=instrument.name,
trailing_stop_loss_on_fill=instrument.maximum_trailing_stop_distance + 10
)
with pytest.raises(InvalidOrderRequest):
_format_order_request(order_request, instrument)
result = _format_order_request(order_request, instrument, clip=True)
assert result.trailing_stop_loss_on_fill.distance == instrument.maximum_trailing_stop_distance
def test_format_order_requests_limits_units_to_valid_range(instrument):
order_request = OrderRequest(
instrument=instrument.name,
units=0
)
if instrument.minimum_trade_size > 0:
with pytest.raises(InvalidOrderRequest):
_format_order_request(order_request, instrument)
result = _format_order_request(order_request, instrument, clip=True)
assert result.units == instrument.minimum_trade_size
order_request = OrderRequest(
instrument=instrument.name,
units=instrument.maximum_order_units + 10
)
with pytest.raises(InvalidOrderRequest):
_format_order_request(order_request, instrument)
result = _format_order_request(order_request, instrument, clip=True)
assert result.units == instrument.maximum_order_units
async def test_create_request_kwargs(client, server, method, signature, kwargs):
await client.initialize()
client.format_order_requests = True
args = construct_arguments(client, signature, **kwargs)
if OrderRequest in args:
args.update({OrderRequest: OrderRequest(instrument='AUD_USD', units=1)})
request_kwargs = create_request_kwargs(client, method.endpoint, args)
# Make sure args are not empty
assert request_kwargs.get('method', 1)
assert request_kwargs.get('url', 1)
assert request_kwargs.get('headers', 1)
assert request_kwargs.get('params', 1)
assert request_kwargs.get('json', 1)
assert [request_kwargs['method']] in [['POST'], ['GET'], ['PUT'], ['PATCH'], ['DELETE']]
auth_in_header = 'Authorization' in request_kwargs.get('headers', '')
if Authorization in method.endpoint.parameters:
assert auth_in_header
else:
assert not auth_in_header
def test_format_order_requests_raises_error_when_units_less_than_minimum(instrument):
order_request = OrderRequest(instrument='XPT_USD', units=0.123456)
with pytest.raises(InvalidOrderRequest):
_format_order_request(order_request, instrument)
def test_format_order_requests_updates_units(instrument):
order_request = OrderRequest(instrument='AUD_JPY', units=0.123456)
result = _format_order_request(order_request, instrument, clip=True)
assert result.units >= instrument.minimum_trade_size
async def test_request_body_does_not_raise_error_when_an_invalid_order_request_is_passed(client, server):
await client.initialize()
client.format_order_requests = True
body = create_body(client, POSTOrders.request_schema,
{OrderRequest: OrderRequest(instrument='AUD_USD', units=0)})
assert body['order']['units'] == '1.0'