def test_cancel_order(self):
if API_MOCK_ENABLED:
self.web_app.update_response("post", PRIVET_API_BASE_URL,
"/api/v2/orders",
FixtureBeaxy.TEST_CANCEL_BUY_ORDER)
self.web_app.update_response(
"delete", PRIVET_API_BASE_URL,
"/api/v2/orders/open/435118B0-A7F7-40D2-A409-820E8FC342A2", '')
amount: Decimal = Decimal("0.01")
self.assertGreater(self.market.get_balance("BTC"), 0.00005)
trading_pair = "DASH-BTC"
# make worst price so order wont be executed
price: Decimal = self.market.get_price(trading_pair,
True) * Decimal('0.5')
quantized_amount: Decimal = self.market.quantize_order_amount(
trading_pair, amount)
order_id, exch_order_id = self.place_order(
True, trading_pair, quantized_amount, OrderType.LIMIT, price,
[(3, FixtureBeaxy.TEST_CANCEL_BUY_WS_ORDER_COMPLETED)])
[order_completed_event] = self.run_parallel(
self.market_logger.wait_for(BuyOrderCreatedEvent))
if API_MOCK_ENABLED:
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
FixtureBeaxy.TEST_CANCEL_BUY_WS_ORDER_CANCELED,
delay=3)
self.cancel_order(trading_pair, order_id, exch_order_id)
[order_cancelled_event] = self.run_parallel(
self.market_logger.wait_for(OrderCancelledEvent))
order_cancelled_event: OrderCancelledEvent = order_cancelled_event
self.assertEqual(order_cancelled_event.order_id, order_id)
def place_order(self,
is_buy,
trading_pair,
amount,
order_type,
price,
ws_resps=[]):
global EXCHANGE_ORDER_ID
order_id, exch_order_id = None, None
if is_buy:
order_id = self.market.buy(trading_pair, amount, order_type, price)
else:
order_id = self.market.sell(trading_pair, amount, order_type,
price)
if API_MOCK_ENABLED:
for delay, ws_resp in ws_resps:
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
ws_resp,
delay=delay)
return order_id, exch_order_id
def test_cancel_all(self):
if API_MOCK_ENABLED:
self.web_app.update_response(
"delete", PRIVET_API_BASE_URL,
"/api/v2/orders/open/435118B0-A7F7-40D2-A409-820E8FC342A2", '')
self.assertGreater(self.market.get_balance("BTC"), 0.00005)
self.assertGreater(self.market.get_balance("DASH"), 0.01)
trading_pair = "DASH-BTC"
# make worst price so order wont be executed
current_bid_price: Decimal = self.market.get_price(
trading_pair, True) * Decimal('0.5')
quantize_bid_price: Decimal = self.market.quantize_order_price(
trading_pair, current_bid_price)
bid_amount: Decimal = Decimal('0.01')
quantized_bid_amount: Decimal = self.market.quantize_order_amount(
trading_pair, bid_amount)
# make worst price so order wont be executed
current_ask_price: Decimal = self.market.get_price(
trading_pair, False) * Decimal('2')
quantize_ask_price: Decimal = self.market.quantize_order_price(
trading_pair, current_ask_price)
ask_amount: Decimal = Decimal('0.01')
quantized_ask_amount: Decimal = self.market.quantize_order_amount(
trading_pair, ask_amount)
if API_MOCK_ENABLED:
self.web_app.update_response("post", PRIVET_API_BASE_URL,
"/api/v2/orders",
FixtureBeaxy.TEST_CANCEL_ALL_ORDER1)
_, exch_order_id_1 = self.place_order(True, trading_pair,
quantized_bid_amount,
OrderType.LIMIT_MAKER,
quantize_bid_price)
if API_MOCK_ENABLED:
self.web_app.update_response("post", PRIVET_API_BASE_URL,
"/api/v2/orders",
FixtureBeaxy.TEST_CANCEL_ALL_ORDER2)
_, exch_order_id_2 = self.place_order(False, trading_pair,
quantized_ask_amount,
OrderType.LIMIT_MAKER,
quantize_ask_price)
self.run_parallel(asyncio.sleep(1))
[cancellation_results] = self.run_parallel(self.market.cancel_all(5))
if API_MOCK_ENABLED:
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
FixtureBeaxy.TEST_CANCEL_BUY_WS_ORDER1_CANCELED,
delay=3)
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
FixtureBeaxy.TEST_CANCEL_BUY_WS_ORDER2_CANCELED,
delay=3)
for cr in cancellation_results:
self.assertEqual(cr.success, True)
def test_limit_makers_unfilled(self):
if API_MOCK_ENABLED:
self.web_app.update_response("post", PRIVET_API_BASE_URL,
"/api/v2/orders",
FixtureBeaxy.TEST_UNFILLED_ORDER1)
self.assertGreater(self.market.get_balance("BTC"), 0.00005)
trading_pair = "DASH-BTC"
current_bid_price: Decimal = self.market.get_price(
trading_pair, True) * Decimal('0.8')
quantize_bid_price: Decimal = self.market.quantize_order_price(
trading_pair, current_bid_price)
bid_amount: Decimal = Decimal('0.01')
quantized_bid_amount: Decimal = self.market.quantize_order_amount(
trading_pair, bid_amount)
current_ask_price: Decimal = self.market.get_price(trading_pair, False)
quantize_ask_price: Decimal = self.market.quantize_order_price(
trading_pair, current_ask_price)
ask_amount: Decimal = Decimal('0.01')
quantized_ask_amount: Decimal = self.market.quantize_order_amount(
trading_pair, ask_amount)
order_id1, exch_order_id_1 = self.place_order(
True, trading_pair, quantized_bid_amount, OrderType.LIMIT,
quantize_bid_price,
[(3, FixtureBeaxy.TEST_UNFILLED_ORDER1_WS_ORDER_CREATED)])
[order_created_event] = self.run_parallel(
self.market_logger.wait_for(BuyOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id1, order_created_event.order_id)
if API_MOCK_ENABLED:
self.web_app.update_response("post", PRIVET_API_BASE_URL,
"/api/v2/orders",
FixtureBeaxy.TEST_UNFILLED_ORDER2)
order_id2, exch_order_id_2 = self.place_order(
False, trading_pair, quantized_ask_amount, OrderType.LIMIT,
quantize_ask_price,
[(3, FixtureBeaxy.TEST_UNFILLED_ORDER2_WS_ORDER_CREATED)])
[order_created_event] = self.run_parallel(
self.market_logger.wait_for(SellOrderCreatedEvent))
order_created_event: BuyOrderCreatedEvent = order_created_event
self.assertEqual(order_id2, order_created_event.order_id)
if API_MOCK_ENABLED:
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
FixtureBeaxy.TEST_UNFILLED_ORDER1_WS_ORDER_CANCELED,
delay=3)
HummingWsServerFactory.send_str_threadsafe(
BeaxyConstants.TradingApi.WS_BASE_URL,
FixtureBeaxy.TEST_UNFILLED_ORDER2_WS_ORDER_CANCELED,
delay=3)
self.web_app.update_response("delete", PRIVET_API_BASE_URL,
"/api/v1/orders", "")
self.run_parallel(asyncio.sleep(1))
[cancellation_results] = self.run_parallel(self.market.cancel_all(5))
for cr in cancellation_results:
self.assertEqual(cr.success, True)