def test_markets(self):
population = 3
results = dict()
exchanges = select_random_exchanges(population) # Type: list[Exchange]
for exchange in exchanges:
assets = self._test_markets_exchange(exchange)
if assets is not None:
results[exchange.name] = len(assets)
folder = get_exchange_folder(exchange.name)
filename = os.path.join(folder, 'whitelist.json')
symbols = [asset.symbol for asset in assets]
with open(filename, 'wt') as handle:
json.dump(symbols, handle, indent=4)
series = pd.Series(results)
print('the tested markets\n{}'.format(series))
if population is not None:
assert (len(results) == population)
pass
def test_markets(self):
population = 3
results = dict()
exchanges = select_random_exchanges(population) # Type: list[Exchange]
for exchange in exchanges:
assets = self._test_markets_exchange(exchange)
if assets is not None:
results[exchange.name] = len(assets)
folder = get_exchange_folder(exchange.name)
filename = os.path.join(folder, 'whitelist.json')
symbols = [asset.symbol for asset in assets]
with open(filename, 'wt') as handle:
json.dump(symbols, handle, indent=4)
series = pd.Series(results)
print('the tested markets\n{}'.format(series))
if population is not None:
assert (len(results) == population)
pass
def test_orders(self):
population = 3
quote_currency = 'eth'
order_amount = 0.1
exchanges = select_random_exchanges(
population=population,
features=['fetchOrder'],
is_authenticated=True,
base_currency=quote_currency,
) # Type: list[Exchange]
log_catcher = TestHandler()
with log_catcher:
for exchange in exchanges:
exchange.init()
assets = exchange.get_assets(quote_currency=quote_currency)
asset = select_random_assets(assets, 1)[0]
self.assertIsInstance(asset, TradingPair)
tickers = exchange.tickers([asset])
price = tickers[asset]['last_price']
amount = order_amount / price
limit_price = price * 0.8
style = ExchangeLimitOrder(limit_price=limit_price)
order = exchange.order(
asset=asset,
amount=amount,
style=style,
)
sleep(1)
open_order, _ = exchange.get_order(order.id, asset)
self.assertEqual(0, open_order.status)
exchange.cancel_order(open_order, asset)
sleep(1)
canceled_order, _ = exchange.get_order(open_order.id, asset)
warnings = [
record for record in log_catcher.records
if record.level == WARNING
]
self.assertEqual(0, len(warnings))
self.assertEqual(2, canceled_order.status)
print('tested {exchange} / {symbol}, order: {order}'.format(
exchange=exchange.name,
symbol=asset.symbol,
order=order.id,
))
pass
def test_orders(self):
population = 3
quote_currency = 'eth'
order_amount = 0.1
exchanges = select_random_exchanges(
population=population,
features=['fetchOrder'],
is_authenticated=True,
base_currency=quote_currency,
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
assets = exchange.get_assets(quote_currency=quote_currency)
asset = select_random_assets(assets, 1)[0]
assert asset
tickers = exchange.tickers([asset])
price = tickers[asset]['last_price']
amount = order_amount / price
limit_price = price * 0.8
style = ExchangeLimitOrder(limit_price=limit_price)
order = exchange.order(
asset=asset,
amount=amount,
style=style,
)
sleep(1)
open_order, _ = exchange.get_order(order.id, asset)
assert open_order.status == 0
exchange.cancel_order(open_order, asset)
sleep(1)
canceled_order, _ = exchange.get_order(open_order.id, asset)
assert canceled_order.status == 2
pass
def test_candles(self):
exchange_population = 3
asset_population = 3
exchanges = select_random_exchanges(
population=exchange_population,
features=['fetchOHLCV'],
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
frequencies = exchange.get_candle_frequencies()
freq = random.sample(frequencies, 1)[0]
bar_count = random.randint(1, 10)
end_dt = pd.Timestamp.utcnow().floor('1T')
dt_range = pd.date_range(
end=end_dt, periods=bar_count, freq=freq
)
assets = select_random_assets(
exchange.assets, asset_population
)
candles = exchange.get_candles(
freq=freq,
assets=assets,
bar_count=bar_count,
start_dt=dt_range[0],
end_dt=dt_range[-1],
)
assert len(candles) == asset_population
else:
print(
'skipping exchange without assets {}'.format(exchange.name)
)
exchange_population -= 1
pass
def test_tickers(self):
exchange_population = 3
asset_population = 3
exchanges = select_random_exchanges(
exchange_population,
features=['fetchTickers'],
) # Type: list[Exchange]
for exchange in exchanges:
exchange.init()
if exchange.assets and len(exchange.assets) >= asset_population:
assets = select_random_assets(exchange.assets,
asset_population)
tickers = exchange.tickers(assets)
assert len(tickers) == asset_population
else:
print('skipping exchange without assets {}'.format(
exchange.name))
exchange_population -= 1
pass