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 == {}