def test_cancel_all_orders(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
om = order_services.orderServices()
om.cancelled_orders = []
exchange = MagicMock()
order1 = {"price": 6346.0, "orderQty": 100, "side": "Buy",
"theo": 6346.75, "last_price": 6346.5, "orderID": 57632,
"coinbase_mid": 6349.985, "clOrdID": "order_ID_1",
"symbol": "XBTUSD", "execInst": "ParticipateDoNotInitiate",
'submission_time' : 152424399.11 }
order2 = {"orderID": "9bb6b5da-729a-b2b3-c7a1-614f9b222784",
"clOrdID": "order_ID_2", "clOrdLinkID": "",
"account": 779788, "symbol": "XBTUSD", "side": "Buy",
"simpleOrderQty": None, "orderQty": 100, "price": 6346,
"displayQty": None, "stopPx": None, "pegOffsetValue": None,
"pegPriceType": "", "currency": "USD", "settlCurrency": "XBt",
"ordType": "Limit", "timeInForce": "GoodTillCancel",
"execInst": "ParticipateDoNotInitiate", "contingencyType": "",
"exDestination": "XBME", "ordStatus": "New", "triggered": "",
"workingIndicator": False, "ordRejReason": "",
"simpleLeavesQty": None, "leavesQty": 100, "simpleCumQty": None,
"cumQty": 0, "avgPx": None, "multiLegReportingType": "SingleSecurity",
"text": "Submitted via API.", "transactTime": "2018-11-09T17:40:40.755Z",
"timestamp": "2018-11-09T17:40:40.755Z"}
orders = [order1, order2]
result = om.cancel_all_orders(exchange, orders)
exchange.cancel_all_orders.assert_called()
assert len(om.cancelled_orders) == 1
def test_desired_to_orders_update_orders(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
om = order_services.orderServices()
om.cancelled_orders = []
exchange = MagicMock()
exchange.get_instrument.return_value = {'tickLog': 1}
exchange.get_orders.return_value = \
[{'price': 6430, 'orderQty': 100, 'side': 'Buy', 'theo': 6433.5,
'last_price': 6433.5, 'orderID': 33929, 'coinbase_mid': 6433.25,
"leavesQty": 100, 'cumQty': 0, 'ordStatus' : 'New'},
{'price': 6440, 'orderQty': 100, 'side': 'Sell', 'theo': 6433.5,
'last_price': 6433.5, 'orderID': 10429, 'coinbase_mid': 6433.25,
"leavesQty": 100, 'cumQty': 0, 'ordStatus' : 'New' }]
exchange.get_ticker.return_value = {'last': 6433.5, 'buy': 6433.0, 'sell': 6433.5, 'mid': 6433.0}
exchange.recent_trades.return_value = \
[{'timestamp': '2018-07-19T18:51:15.606Z', 'symbol': 'XBTUSD', 'side': 'Sell',
'size': 100, 'price': 6433.5, 'tickDirection': 'MinusTick',
'trdMatchID': 'dddb8785-7156-f030-b325-c35daed19640', 'grossValue': 1349100,
'homeNotional': 0.013491, 'foreignNotional': 100}]
om.desired_to_orders(exchange, 6429, 6439)
exchange.create_bulk_orders.assert_not_called()
exchange.amend_bulk_orders.assert_called()
assert len(exchange.amend_bulk_orders.call_args[0][0]) == 2
print(exchange.amend_bulk_orders.call_args[0][0])
def test_desired_to_orders_cancels_extra_orders(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
om = order_services.orderServices()
om.cancelled_orders = []
exchange = MagicMock()
order1 = {"price": 6346.0, "orderQty": 100, "side": "Buy",
"theo": 6346.75, "last_price": 6346.5, "orderID": 57632,
"coinbase_mid": 6349.985, "clOrdID": "mm_bitmex_EPx3mojZT4yG2L0Zd9ylMQ",
"symbol": "XBTUSD", "execInst": "ParticipateDoNotInitiate"}
order2 = {"orderID": "9bb6b5da-729a-b2b3-c7a1-614f9b222784",
"clOrdID": "mm_bitmex_EPx3mojZT4yG2L0Zd9ylMQ", "clOrdLinkID": "",
"account": 779788, "symbol": "XBTUSD", "side": "Buy",
"simpleOrderQty": None, "orderQty": 100, "price": 6346,
"displayQty": None, "stopPx": None, "pegOffsetValue": None,
"pegPriceType": "", "currency": "USD", "settlCurrency": "XBt",
"ordType": "Limit", "timeInForce": "GoodTillCancel",
"execInst": "ParticipateDoNotInitiate", "contingencyType": "",
"exDestination": "XBME", "ordStatus": "New", "triggered": "",
"workingIndicator": False, "ordRejReason": "",
"simpleLeavesQty": None, "leavesQty": 100, "simpleCumQty": None,
"cumQty": 0, "avgPx": None, "multiLegReportingType": "SingleSecurity",
"text": "Submitted via API.", "transactTime": "2018-11-09T17:40:40.755Z",
"timestamp": "2018-11-09T17:40:40.755Z"}
assert om.is_live_order(order1) == False
assert om.is_live_order(order2) == True
def test_create_class(self):
try:
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
os = order_services.orderServices()
except Exception as e:
print(e)
assert False
assert True
def test_cancel_all_orders(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
os = order_services.orderServices()
os.cancelled_orders = []
exchange = MagicMock()
order1 = {"orderID": "order1"}
order2 = {"orderID": "order2"}
orders = [order1, order2]
result = os.cancel_all_orders(exchange, orders)
exchange.cancel_all_orders.assert_called()
def test_desired_to_orders_update_orders_(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
om = order_services.orderServices()
om.cancelled_orders = []
exchange = MagicMock()
exchange.get_instrument.return_value = {'tickLog': 1}
om.desired_to_orders(exchange, 6429, 6439,
buyamount = 0,
sellamount = 0)
# No orders should have been created
assert exchange.create_bulk_orders.call_args is None
def test_desired_to_orders_create_two_new_orders(self):
with patch.object(order_services.orderServices, "__init__",
lambda x, **params: None):
om = order_services.orderServices()
exchange = MagicMock()
exchange.get_instrument.return_value = {'tickLog': 1}
exchange.get_orders.return_value = []
exchange.get_ticker.return_value = {'last': 6433.5, 'buy': 6433.0, 'sell': 6433.5, 'mid': 6433.0}
exchange.recent_trades.return_value = \
[{'timestamp': '2018-07-19T18:51:15.606Z', 'symbol': 'XBTUSD', 'side': 'Sell',
'size': 100, 'price': 6433.5, 'tickDirection': 'MinusTick',
'trdMatchID': 'dddb8785-7156-f030-b325-c35daed19640', 'grossValue': 1349100,
'homeNotional': 0.013491, 'foreignNotional': 100}]
om.desired_to_orders(exchange, 6430, 6440)
exchange.create_bulk_orders.assert_called()
assert len(exchange.create_bulk_orders.call_args[0][0]) == 2