def test_update_with_partial_trade_event(self): order = LiquidInFlightOrder(client_order_id="OID1", exchange_order_id="EOID1", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10000), amount=Decimal(1), creation_timestamp=1640001112.0) trade_event_info = self._trade_info(1, 0.1, 10050.0, 10.0) update_result = order.update_with_trade_update(trade_event_info) self.assertTrue(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(Decimal("0.1"), order.executed_amount_base) expected_executed_quote_amount = Decimal("0.1") * Decimal( str(trade_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) self.assertEqual(Decimal(trade_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset)
def test_update_with_same_or_less_total_filled_amount_is_ignored(self): order = LiquidInFlightOrder(client_order_id="OID1", exchange_order_id="EOID1", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10000), amount=Decimal(1)) trade_event_info = self._trade_info(1, 0.1, 10050.0, 10.0) update_result = order.update_with_trade_update(trade_event_info) self.assertTrue(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(Decimal("0.1"), order.executed_amount_base) expected_executed_quote_amount = Decimal("0.1") * Decimal( str(trade_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) self.assertEqual(Decimal(trade_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset) new_event_info = self._trade_info(2, 0.09, 10060.0, 50.0) update_result = order.update_with_trade_update(new_event_info) self.assertFalse(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(Decimal("0.1"), order.executed_amount_base) expected_executed_quote_amount = Decimal("0.1") * Decimal( str(trade_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) self.assertEqual(Decimal(trade_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset) new_event_info = self._trade_info(3, 0.1, 10060.0, 50.0) update_result = order.update_with_trade_update(new_event_info) self.assertFalse(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(Decimal("0.1"), order.executed_amount_base) expected_executed_quote_amount = Decimal("0.1") * Decimal( str(trade_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) self.assertEqual(Decimal(trade_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset)
def test_update_with_full_fill_trade_event(self): order = LiquidInFlightOrder(client_order_id="OID1", exchange_order_id="EOID1", trading_pair=self.trading_pair, order_type=OrderType.LIMIT, trade_type=TradeType.BUY, price=Decimal(10000), amount=Decimal(1)) trade_event_info = self._trade_info(1, 0.1, 10050.0, 10.0) update_result = order.update_with_trade_update(trade_event_info) self.assertTrue(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(Decimal("0.1"), order.executed_amount_base) expected_executed_quote_amount = Decimal("0.1") * Decimal( str(trade_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) self.assertEqual(Decimal(trade_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset) complete_event_info = self._trade_info(2, 1, 10060.0, 50.0) update_result = order.update_with_trade_update(complete_event_info) self.assertTrue(update_result) self.assertFalse(order.is_done) self.assertEqual("live", order.last_state) self.assertEqual(order.amount, order.executed_amount_base) expected_executed_quote_amount += Decimal("0.9") * Decimal( str(complete_event_info["price"])) self.assertEqual(expected_executed_quote_amount, order.executed_amount_quote) # According to Liquid support team they inform fee in a cumulative way self.assertEqual(Decimal(complete_event_info["order_fee"]), order.fee_paid) self.assertEqual(trade_event_info["funding_currency"], order.fee_asset)