def test_airswap_read_no_adjacent_bands(tmpdir): sell_bands_file = BandConfig.two_adjacent_sell_bands_config(tmpdir) sell_bands_config = ReloadableConfig(str(sell_bands_file)) airswap_sell_bands = AirswapBands.read(sell_bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) assert len(airswap_sell_bands.sell_bands) == 0 buy_bands_file = BandConfig.two_adjacent_buy_bands_config(tmpdir) buy_bands_config = ReloadableConfig(str(buy_bands_file)) airswap_buy_bands = AirswapBands.read(buy_bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) assert len(airswap_buy_bands.buy_bands) == 0
def test_new_buy_orders_taker_amount_exceed_buy_balance_fail_case(tmpdir): bands_file = BandConfig.sample_config(tmpdir) bands_config = ReloadableConfig(str(bands_file)) airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) # maker_amount -> denominated in DAI maker_amount = Wad(0) taker_amount = Wad(11360000000000000000) our_buy_balance = Wad(50000000000000000) buy_limit = Wad(1562000000000000000000) target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price() new_order = airswap_bands._new_side_orders('buy', maker_amount, taker_amount, our_buy_balance, buy_limit, airswap_bands.buy_bands[0], target_price.buy_price) # -- pricing logic -- # buyPrice = 120 * minMargin = 0.02 = 117.6 # maker_amount = 11.36000 / 117.6 = 0.09659863945 # our_buy_balance = 0.050000000000000000 !!BREAK!! assert new_order == {}
def test_new_buy_orders_taker_amount_success_case(tmpdir): bands_file = BandConfig.sample_config(tmpdir) bands_config = ReloadableConfig(str(bands_file)) airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) # maker_amount -> denominated in DAI maker_amount = Wad(0) taker_amount = Wad(11360000000000000000) our_buy_balance = Wad(1562000000000000000000) buy_limit = Wad(1562000000000000000000) target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price() new_order = airswap_bands._new_side_orders('buy', maker_amount, taker_amount, our_buy_balance, buy_limit, airswap_bands.buy_bands[0], target_price.buy_price) # -- pricing logic -- # buyPrice = 120 * minMargin = 0.04 = 4.8 # 120 - 4.8 = 115.2 # maker_amount = 11.36000 / 115.2 = 0.09861111111111111111111 assert new_order['taker_amount'].__float__() == 11.36000 assert new_order['maker_amount'].__float__() == 0.09861111111111111111111
def test_new_sell_orders_taker_amount_success_case(tmpdir): bands_file = BandConfig.sample_config_dif_margins(tmpdir) bands_config = ReloadableConfig(str(bands_file)) airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) # maker_amount -> denominated in WETH maker_amount = Wad(0) taker_amount = Wad(1770600000000000000) our_sell_balance = Wad(1562000000000000000000) sell_limit = Wad(1562000000000000000000) target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price() new_order = airswap_bands._new_side_orders('sell', maker_amount, taker_amount, our_sell_balance, sell_limit, airswap_bands.sell_bands[0], target_price.sell_price) # -- pricing logic -- # sellPrice = 130 * avgMargin = 0.05 = 6.5 # 130 + 6.5 = 136.5 # taker_amount = 1.7706 / 136.5 = 0.01297142857142857142857 assert new_order['maker_amount'].__float__() == 0.01297142857142857142857 assert new_order['taker_amount'].__float__() == 1.7706
def test_new_sell_orders_maker_amount_fail_case(tmpdir): bands_file = BandConfig.sample_config_dif_margins(tmpdir) bands_config = ReloadableConfig(str(bands_file)) airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) maker_amount = Wad(106200000000000000000) taker_amount = Wad(0) our_sell_balance = Wad(1562000000000000000) sell_limit = Wad(1562000000000000000000) target_price = WebSocketPriceFeed(FakeFeed({"buyPrice": "120", "sellPrice": "130"})).get_price() new_order = airswap_bands._new_side_orders('sell', maker_amount, taker_amount, our_sell_balance, sell_limit, airswap_bands.sell_bands[0], target_price.sell_price) assert new_order == {}
def test_airswap_read_bands(tmpdir): bands_file = BandConfig.sample_config(tmpdir) bands_config = ReloadableConfig(str(bands_file)) airswap_bands = AirswapBands.read(bands_config, EmptyFeed(), FixedFeed({'canBuy': True, 'canSell': True}), History()) assert isinstance(airswap_bands, AirswapBands)