def setUp(self):
self.mock_flumine = mock.Mock()
self.mock_client = mock.Mock()
self.mock_client.min_bet_size = 2
self.mock_client.min_bsp_liability = 10
self.trading_control = OrderValidation(self.mock_flumine)
class TestOrderValidation(unittest.TestCase):
def setUp(self):
self.mock_flumine = mock.Mock()
self.mock_client = mock.Mock()
self.mock_client.min_bet_size = 2
self.mock_client.min_bsp_liability = 10
self.trading_control = OrderValidation(self.mock_flumine)
def test_init(self):
assert self.trading_control.NAME == "ORDER_VALIDATION"
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_order"
)
def test_validate_betfair(self, mock_validate_betfair_order):
mock_order = mock.Mock()
mock_order.order_type.ORDER_TYPE = OrderTypes.LIMIT
mock_order.EXCHANGE = ExchangeType.BETFAIR
mock_order.order_type.size = 12
self.trading_control._validate(mock_order, OrderPackageType.PLACE)
mock_validate_betfair_order.assert_called_with(mock_order)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_min_size"
)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_size"
)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_price"
)
def test__validate_betfair_order_limit(
self,
mock__validate_betfair_price,
mock__validate_betfair_size,
mock__validate_betfair_min_size,
):
order = mock.Mock()
order.order_type.ORDER_TYPE = OrderTypes.LIMIT
self.trading_control._validate_betfair_order(order)
mock__validate_betfair_price.assert_called_with(order)
mock__validate_betfair_size.assert_called_with(order)
mock__validate_betfair_min_size.assert_called_with(
order, OrderTypes.LIMIT)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_price"
)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_min_size"
)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_liability"
)
def test__validate_betfair_order_limit_on_close(
self,
mock__validate_betfair_liability,
mock__validate_betfair_min_size,
mock__validate_betfair_price,
):
order = mock.Mock()
order.order_type.ORDER_TYPE = OrderTypes.LIMIT_ON_CLOSE
self.trading_control._validate_betfair_order(order)
mock__validate_betfair_liability.assert_called_with(order)
mock__validate_betfair_min_size.assert_called_with(
order, OrderTypes.LIMIT_ON_CLOSE)
mock__validate_betfair_price.assert_called_with(order)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_min_size"
)
@mock.patch(
"flumine.controls.tradingcontrols.OrderValidation._validate_betfair_liability"
)
def test__validate_betfair_order_market_on_close(
self, mock__validate_betfair_liability,
mock__validate_betfair_min_size):
order = mock.Mock()
order.order_type.ORDER_TYPE = OrderTypes.MARKET_ON_CLOSE
self.trading_control._validate_betfair_order(order)
mock__validate_betfair_liability.assert_called_with(order)
mock__validate_betfair_min_size.assert_called_with(
order, OrderTypes.MARKET_ON_CLOSE)
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_order_unknown(self, mock_on_error):
order = mock.Mock()
order.order_type.ORDER_TYPE = "RUSH"
self.trading_control._validate_betfair_order(order)
mock_on_error.assert_called_with(order, "Unknown orderType")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_size(self, mock_on_error):
order = mock.Mock()
order.order_type.size = 2
self.trading_control._validate_betfair_size(order)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_size_on_error(self, mock_on_error):
order = mock.Mock()
order.order_type.size = None
self.trading_control._validate_betfair_size(order)
mock_on_error.assert_called_with(order, "Order size is None")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_size_on_error_two(self, mock_on_error):
order = mock.Mock()
order.order_type.size = -1
self.trading_control._validate_betfair_size(order)
mock_on_error.assert_called_with(order, "Order size is less than 0")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_size_on_error_three(self, mock_on_error):
order = mock.Mock()
order.order_type.size = 1.999
self.trading_control._validate_betfair_size(order)
mock_on_error.assert_called_with(order, "Order size has more than 2dp")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_price(self, mock_on_error):
order = mock.Mock()
order.order_type.price = 2
self.trading_control._validate_betfair_price(order)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_price_on_error(self, mock_on_error):
order = mock.Mock()
order.order_type.price = None
self.trading_control._validate_betfair_price(order)
mock_on_error.assert_called_with(order, "Order price is None")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_price_on_error_two(self, mock_on_error):
order = mock.Mock()
order.order_type.price = -1
self.trading_control._validate_betfair_price(order)
mock_on_error.assert_called_with(order, "Order price is not valid")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_liability(self, mock_on_error):
order = mock.Mock()
order.order_type.liability = 2
self.trading_control._validate_betfair_liability(order)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_liability_on_error(self, mock_on_error):
order = mock.Mock()
order.order_type.liability = None
self.trading_control._validate_betfair_liability(order)
mock_on_error.assert_called_with(order, "Order liability is None")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_liability_on_error_two(self, mock_on_error):
order = mock.Mock()
order.order_type.liability = -1
self.trading_control._validate_betfair_liability(order)
mock_on_error.assert_called_with(order,
"Order liability is less than 0")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_no_validation(self, mock_on_error):
self.mock_flumine.client.min_bet_validation = False
order = mock.Mock(side="BACK")
order.order_type.size = 0.01
order.order_type.price = 2
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_limit(self, mock_on_error):
self.mock_flumine.client.min_bet_size = 2
self.mock_flumine.client.min_bet_payout = 10
order = mock.Mock()
order.side = "BACK"
order.order_type.size = 2
order.order_type.price = 2
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_limit_large(self, mock_on_error):
self.mock_flumine.client.min_bet_size = 0.10
self.mock_flumine.client.min_bet_payout = 100
order = mock.Mock()
order.side = "BACK"
order.order_type.size = 2
order.order_type.price = 2
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_limit_error(self, mock_on_error):
self.mock_flumine.client.min_bet_size = 2
self.mock_flumine.client.min_bet_payout = 10
order = mock.Mock()
order.side = "BACK"
order.order_type.size = 1.99
order.order_type.price = 2
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT)
mock_on_error.assert_called_with(
order,
"Order size is less than min bet size (2) or payout (10) for currency",
)
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size(self, mock_on_error):
self.mock_flumine.client.min_bet_size = 2
order = mock.Mock()
order.side = "BACK"
order.order_type.liability = 2
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT_ON_CLOSE)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_two(self, mock_on_error):
self.mock_flumine.client.min_bsp_liability = 10
order = mock.Mock()
order.side = "LAY"
order.order_type.liability = 10
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT_ON_CLOSE)
mock_on_error.assert_not_called()
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_on_error(self, mock_on_error):
self.mock_flumine.client.min_bet_size = 2
order = mock.Mock()
order.side = "BACK"
order.order_type.liability = 1.99
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT_ON_CLOSE)
mock_on_error.assert_called_with(
order, "Liability is less than min bet size (2) for currency")
@mock.patch("flumine.controls.tradingcontrols.OrderValidation._on_error")
def test__validate_betfair_min_size_on_error_two(self, mock_on_error):
self.mock_flumine.client.min_bsp_liability = 10
order = mock.Mock()
order.side = "LAY"
order.order_type.liability = 9.99
self.trading_control._validate_betfair_min_size(
order, OrderTypes.LIMIT_ON_CLOSE)
mock_on_error.assert_called_with(
order, "Liability is less than min BSP payout (10) for currency")