def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.coinbase_pro_auth = CoinbaseProAuth(conf.coinbase_pro_api_key,
conf.coinbase_pro_secret_key,
conf.coinbase_pro_passphrase)
cls.trading_pairs = ["ETH-USDC"]
cls.user_stream_tracker: CoinbaseProUserStreamTracker = CoinbaseProUserStreamTracker(
coinbase_pro_auth=cls.coinbase_pro_auth,
trading_pairs=cls.trading_pairs)
cls.user_stream_tracker_task: asyncio.Task = safe_ensure_future(
cls.user_stream_tracker.start())
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.market: CoinbaseProExchange = CoinbaseProExchange(
conf.coinbase_pro_api_key,
conf.coinbase_pro_secret_key,
conf.coinbase_pro_passphrase,
trading_pairs=cls.trading_pairs)
print(
"Initializing Coinbase Pro market... this will take about a minute."
)
cls.clock.add_iterator(cls.market)
cls.stack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_tasks: List[asyncio.Task] = []
self.exchange = CoinbaseProExchange(self.api_key,
self.api_secret,
self.api_passphrase,
trading_pairs=[self.trading_pair])
self.event_listener = EventLogger()
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.test_task: Optional[asyncio.Task] = None
self.resume_test_event = asyncio.Event()
self.exchange = CoinbaseProExchange(
coinbase_pro_api_key="testAPIKey",
coinbase_pro_secret_key="testSecret",
coinbase_pro_passphrase="testPassphrase",
trading_pairs=[self.trading_pair])
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
self._initialize_event_loggers()
def setUp(self) -> None:
super().setUp()
self.log_records = []
self.mocking_assistant = NetworkMockingAssistant()
self.async_tasks: List[asyncio.Task] = []
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.exchange = CoinbaseProExchange(
client_config_map=self.client_config_map,
coinbase_pro_api_key=self.api_key,
coinbase_pro_secret_key=self.api_secret,
coinbase_pro_passphrase=self.api_passphrase,
trading_pairs=[self.trading_pair])
self.event_listener = EventLogger()
self.exchange.logger().setLevel(1)
self.exchange.logger().addHandler(self)
def setUpClass(cls):
cls.ev_loop = asyncio.get_event_loop()
trading_pair = "ETH-USDC"
if API_MOCK_ENABLED:
cls.web_app = MockWebServer.get_instance()
cls.web_app.add_host_to_mock(
API_BASE_URL,
["/time", "/products", f"/products/{trading_pair}/book"])
cls.web_app.start()
cls.ev_loop.run_until_complete(cls.web_app.wait_til_started())
cls._patcher = mock.patch("aiohttp.client.URL")
cls._url_mock = cls._patcher.start()
cls._url_mock.side_effect = cls.web_app.reroute_local
cls.web_app.update_response("get", API_BASE_URL, "/accounts",
FixtureCoinbasePro.BALANCES)
cls.web_app.update_response("get", API_BASE_URL, "/fees",
FixtureCoinbasePro.TRADE_FEES)
cls.web_app.update_response("get", API_BASE_URL, "/orders",
FixtureCoinbasePro.ORDERS_STATUS)
MockWebSocketServerFactory.start_new_server(WS_BASE_URL)
cls._ws_patcher = unittest.mock.patch("websockets.connect",
autospec=True)
cls._ws_mock = cls._ws_patcher.start()
cls._ws_mock.side_effect = MockWebSocketServerFactory.reroute_ws_connect
cls._t_nonce_patcher = unittest.mock.patch(
"hummingbot.connector.exchange.coinbase_pro.coinbase_pro_exchange.get_tracking_nonce"
)
cls._t_nonce_mock = cls._t_nonce_patcher.start()
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.market: CoinbaseProExchange = CoinbaseProExchange(
API_KEY, API_SECRET, API_PASSPHRASE, trading_pairs=[trading_pair])
print(
"Initializing Coinbase Pro market... this will take about a minute."
)
cls.clock.add_iterator(cls.market)
cls.stack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
def test_orders_saving_and_restoration(self):
config_path: str = "test_config"
strategy_name: str = "test_strategy"
trading_pair: str = "ETH-USDC"
sql: SQLConnectionManager = SQLConnectionManager(
SQLConnectionType.TRADE_FILLS, db_path=self.db_path)
order_id: Optional[str] = None
recorder: MarketsRecorder = MarketsRecorder(sql, [self.market],
config_path, strategy_name)
recorder.start()
try:
self.assertEqual(0, len(self.market.tracking_states))
# Try to put limit buy order for 0.04 ETH, and watch for order creation event.
current_bid_price: Decimal = self.market.get_price(
trading_pair, True)
bid_price: Decimal = current_bid_price * Decimal("0.8")
quantize_bid_price: Decimal = self.market.quantize_order_price(
trading_pair, bid_price)
amount: Decimal = Decimal("0.02")
quantized_amount: Decimal = self.market.quantize_order_amount(
trading_pair, amount)
order_id, exch_order_id = self.place_order(
True, trading_pair, quantized_amount, OrderType.LIMIT_MAKER,
quantize_bid_price, 10001,
FixtureCoinbasePro.OPEN_BUY_LIMIT_ORDER,
FixtureCoinbasePro.WS_ORDER_OPEN)
[order_created_event] = self.run_parallel(
self.market_logger.wait_for(BuyOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.market.tracking_states))
self.assertEqual(order_id,
list(self.market.tracking_states.keys())[0])
# Verify orders from recorder
recorded_orders: List[
Order] = recorder.get_orders_for_config_and_market(
config_path, self.market)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(
config_path, self.market)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertGreater(len(saved_market_states.saved_state), 0)
# Close out the current market and start another market.
self.clock.remove_iterator(self.market)
for event_tag in self.events:
self.market.remove_listener(event_tag, self.market_logger)
self.market: CoinbaseProExchange = CoinbaseProExchange(
coinbase_pro_api_key=API_KEY,
coinbase_pro_secret_key=API_SECRET,
coinbase_pro_passphrase=API_PASSPHRASE,
trading_pairs=["ETH-USDC"])
for event_tag in self.events:
self.market.add_listener(event_tag, self.market_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [self.market], config_path,
strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.clock.add_iterator(self.market)
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
self.market.restore_tracking_states(
saved_market_states.saved_state)
self.assertEqual(1, len(self.market.limit_orders))
self.assertEqual(1, len(self.market.tracking_states))
# Cancel the order and verify that the change is saved.
self.cancel_order(trading_pair, order_id, exch_order_id,
FixtureCoinbasePro.WS_ORDER_CANCELLED)
self.run_parallel(self.market_logger.wait_for(OrderCancelledEvent))
order_id = None
self.assertEqual(0, len(self.market.limit_orders))
self.assertEqual(0, len(self.market.tracking_states))
saved_market_states = recorder.get_market_states(
config_path, self.market)
self.assertEqual(0, len(saved_market_states.saved_state))
finally:
if order_id is not None:
self.cancel_order(trading_pair, order_id, exch_order_id,
FixtureCoinbasePro.WS_ORDER_CANCELLED)
self.run_parallel(
self.market_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)