def test_on_cancel(mock_exchange_class, cancel_listener):
exchange = mock_exchange_class.return_value
exchange.options = ExchangeOptions()
exchange.id = "fake_exchange_id"
exchange.name = "bitfinex"
exchange.clock = mock.Mock()
exchange.clock.step = 0
exchange.quote_price = mock.Mock(return_value=Decimal(7000.00))
wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)]
portfolio = Portfolio(USD, wallets)
order = Order(step=0,
exchange_pair=ExchangePair(exchange, USD / BTC),
side=TradeSide.BUY,
trade_type=TradeType.MARKET,
quantity=5200.00 * USD,
portfolio=portfolio,
price=Decimal(7000.00))
order.attach(cancel_listener)
assert not cancel_listener.listened
order.cancel()
assert cancel_listener.listened
def test_cancel(mock_order_listener_class, mock_trade_class,
mock_exchange_class):
exchange = mock_exchange_class.return_value
exchange.options = ExchangeOptions()
exchange.id = "fake_exchange_id"
exchange.name = "coinbase"
exchange.clock = mock.Mock()
exchange.clock.step = 0
exchange.quote_price = mock.Mock(return_value=Decimal(7000.00))
wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)]
portfolio = Portfolio(USD, wallets)
order = Order(step=0,
exchange_pair=ExchangePair(exchange, USD / BTC),
side=TradeSide.BUY,
trade_type=TradeType.MARKET,
quantity=5200.00 * USD,
portfolio=portfolio,
price=Decimal(7000.00))
listener = mock_order_listener_class.return_value
listener.on_cancel = mock.Mock(return_value=None)
order.attach(listener)
order.execute()
# Execute fake trade
price = Decimal(7010.00)
scale = order.price / price
commission = 3.00 * USD
trade = mock_trade_class.return_value
trade.size = Decimal(scale * order.size - commission.size)
trade.quantity = trade.size * USD
trade.price = price
trade.commission = commission
base_wallet = portfolio.get_wallet(exchange.id, USD)
quote_wallet = portfolio.get_wallet(exchange.id, BTC)
base_size = trade.size + commission.size
quote_size = (order.price / trade.price) * (trade.size / trade.price)
base_wallet.withdraw(quantity=Quantity(USD,
size=base_size,
path_id=order.path_id),
reason="test")
quote_wallet.deposit(quantity=Quantity(BTC,
size=quote_size,
path_id=order.path_id),
reason="test")
order.fill(trade)
assert order.status == OrderStatus.PARTIALLY_FILLED
assert base_wallet.balance == 4800.00 * USD
assert float(round(base_wallet.locked[order.path_id].size, 2)) == 7.42
assert quote_wallet.balance == 0 * BTC
assert float(round(quote_wallet.locked[order.path_id].size,
8)) == 0.73925519
order.cancel()
listener.on_cancel.assert_called_once_with(order)
assert float(round(base_wallet.balance.size, 2)) == 4807.42
assert order.path_id not in base_wallet.locked
assert float(round(quote_wallet.balance.size, 8)) == 0.73925519
assert order.path_id not in quote_wallet.locked