def test_on_complete(mock_trade_class, mock_exchange_class, complete_listener): 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)) order.attach(complete_listener) order.execute() trade = mock_trade_class.return_value trade.size = Decimal(5197.00) trade.quantity = trade.size * USD trade.commission = 3.00 * USD order.fill(trade) assert not complete_listener.listened order.complete() assert complete_listener.listened
def test_on_complete(mock_trade_class, mock_exchange_class, complete_listener): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" exchange.name = "coinbase" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, exchange_name="coinbase", side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) order.attach(complete_listener) order.execute(exchange) trade = mock_trade_class.return_value trade.size = 5217.00 trade.commission = 3.00 * USD order.fill(exchange, trade) assert not complete_listener.listened order.complete(exchange) assert complete_listener.listened
def test_complete_basic_order(mock_order_listener_class, mock_trade_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) order = Order(step=0, side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) listener = mock_order_listener_class.return_value listener.on_complete = mock.Mock(return_value=None) order.attach(listener) order.execute(exchange) trade = mock_trade_class.return_value trade.size = 5217.00 trade.commission = 3.00 * USD order.fill(exchange, trade) assert order.status == OrderStatus.PARTIALLY_FILLED next_order = order.complete(exchange) assert order.status == OrderStatus.FILLED listener.on_complete.assert_called_once_with(order, exchange) assert not next_order
def test_complete_basic_order(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 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_complete = mock.Mock(return_value=None) order.attach(listener) order.execute() trade = mock_trade_class.return_value trade.size = Decimal(5197.00) trade.quantity = 5197.00 * USD trade.commission = 3.00 * USD order.fill(trade) assert order.status == OrderStatus.PARTIALLY_FILLED next_order = order.complete() assert order.status == OrderStatus.FILLED listener.on_complete.assert_called_once_with(order) assert not next_order
def test_complete_complex_order(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) side = TradeSide.BUY 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)) risk_criteria = Stop("down", 0.03) ^ Stop("up", 0.02) risk_management = OrderSpec( side=TradeSide.SELL if side == TradeSide.BUY else TradeSide.BUY, trade_type=TradeType.MARKET, exchange_pair=ExchangePair(exchange, USD / BTC), criteria=risk_criteria) order += risk_management order.execute() # Execute fake trade price = Decimal(7010.00) scale = order.price / price commission = 3.00 * USD base_size = scale * order.size - commission.size trade = mock_trade_class.return_value trade.size = Decimal(base_size) trade.quantity = base_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 + trade.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") # Fill fake trade order.fill(trade) assert order.path_id in portfolio.get_wallet(exchange.id, USD).locked assert order.status == OrderStatus.PARTIALLY_FILLED next_order = order.complete() assert order.status == OrderStatus.FILLED assert next_order assert next_order.path_id == order.path_id assert next_order.size assert next_order.status == OrderStatus.PENDING assert next_order.side == TradeSide.SELL assert next_order.exchange_pair == ExchangePair(exchange, USD / BTC)
def test_complete_complex_order(mock_trade_class, mock_exchange_class): exchange = mock_exchange_class.return_value exchange.id = "fake_exchange_id" wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)] portfolio = Portfolio(USD, wallets) side = TradeSide.BUY order = Order(step=0, side=TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, quantity=5200.00 * USD, portfolio=portfolio, price=7000.00) risk_criteria = Stop("down", 0.03) ^ Stop("up", 0.02) risk_management = OrderSpec(side=TradeSide.SELL if side == TradeSide.BUY else TradeSide.BUY, trade_type=TradeType.MARKET, pair=USD / BTC, criteria=risk_criteria) order += risk_management order.execute(exchange) # Execute fake trade price = 7010.00 scale = order.price / price commission = 3.00 * USD base_size = scale * order.size - commission.size trade = mock_trade_class.return_value trade.size = base_size 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 + trade.commission.size quote_size = (order.price / trade.price) * (trade.size / trade.price) base_wallet -= Quantity(USD, size=base_size, path_id=order.path_id) quote_wallet += Quantity(BTC, size=quote_size, path_id=order.path_id) # Fill fake trade order.fill(exchange, trade) assert order.path_id in portfolio.get_wallet(exchange.id, USD).locked assert order.status == OrderStatus.PARTIALLY_FILLED next_order = order.complete(exchange) assert order.status == OrderStatus.FILLED assert next_order assert next_order.path_id == order.path_id assert next_order.size assert next_order.status == OrderStatus.PENDING assert next_order.side == TradeSide.SELL assert next_order.pair == USD/BTC