def add_order(self, order: Order) -> None:
if order.is_valid():
self.orders.append(order)
self.logger.info(f'New order: {order.order_type} {order.side} {order.qty} by '
f'{order.price or order.stop_px}')
else:
raise ValueError('Order is not valid.')
def test_add_full_order(self):
order = Order(order_type='Limit',
qty=228,
side='Buy',
price=Decimal(1000),
stop_px=None,
hidden=True,
close=False,
reduce_only=False,
passive=True)
self.assertTrue(order.is_valid())
def add_trailing_order(self, order: Order, offset: int) -> None:
"""
:param order: Order instance
:param offset: value in percents, distance from extremum
"""
if order.is_valid():
order.is_trailing = True
tick_size = self.exchange.conn.get_tick_size()
test = 'testnet' in self.exchange.conn.base_url
order.tracker = TrailingShell(order=order, offset=offset, tick_size=tick_size, test=test)
order.tracker.start_trailing(initial_price=self.exchange.get_last_price_ws())
self.orders.append(order)
def test_make_close_stop_order_with_no_qty(self):
order = Order(order_type='Stop', side='Sell', stop_px=1000, close=True)
self.assertTrue(order.is_valid())
def test_make_stop_order_with_no_qty(self):
order = Order(order_type='Stop', side='Sell', stop_px=1000)
self.assertFalse(order.is_valid())
def test_make_stop_order_with_negative_stop_px(self):
order = Order(order_type='Stop', qty=228, side='Sell', stop_px=-1000)
self.assertFalse(order.is_valid())
def test_make_stop_order_without_stop_px(self):
order = Order(order_type='Stop', qty=228, side='Sell')
self.assertFalse(order.is_valid())
def test_make_correct_stop_order(self):
order = Order(order_type='Stop', qty=228, side='Sell', stop_px=1000)
self.assertTrue(order.is_valid())
def test_make_order_with_bad_order_type(self):
order = Order(order_type='Bad type', qty=228, side='Buy', price=1000)
self.assertFalse(order.is_valid())
def test_make_limit_order_with_bad_side(self):
order = Order(order_type='Limit', qty=228, side='Bad side', price=1000)
self.assertFalse(order.is_valid())
def test_make_limit_order_with_negative_price(self):
order = Order(order_type='Limit', qty=228, side='Buy', price=-1000)
self.assertFalse(order.is_valid())
def test_make_limit_order_without_price(self):
order = Order(order_type='Limit', qty=228, side='Buy')
self.assertFalse(order.is_valid())
def test_make_limit_order_with_stop_px(self):
order = Order(order_type='Limit', qty=228, stop_px=1000)
self.assertFalse(order.is_valid())
def test_make_order_with_no_symbol(self):
order = Order(symbol=None, qty=228, side='Buy', price=1000)
self.assertFalse(order.is_valid())
def test_make_empty_order(self):
order = Order()
self.assertFalse(order.is_valid())
