def test_getOrdersInvalidStatus():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_passphrase = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_passphrase = config['api_pass']
api_url = config['api_url']
elif 'api_key' in config['coinbasepro'] and 'api_secret' in config[
'coinbasepro'] and 'api_passphrase' in config[
'coinbasepro'] and 'api_url' in config['coinbasepro']:
api_key = config['coinbasepro']['api_key']
api_secret = config['coinbasepro']['api_secret']
api_passphrase = config['coinbasepro']['api_passphrase']
api_url = config['coinbasepro']['api_url']
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
assert type(exchange) is AuthAPI
with pytest.raises(ValueError) as execinfo:
exchange.getOrders(status='ERROR')
assert str(execinfo.value) == 'Invalid order status.'
def test_get_orders():
api_key = app.getAPIKey()
api_secret = app.getAPISecret()
api_passphrase = app.getAPIPassphrase()
api_url = "https://public.sandbox.pro.coinbase.com"
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
assert type(exchange) is AuthAPI
df = exchange.getOrders()
assert type(df) is pandas.core.frame.DataFrame
assert len(df) > 0
actual = df.columns.to_list()
expected = ['created_at', 'market', 'action', 'type', 'size', 'filled', 'status', 'price']
assert len(actual) == len(expected)
diff = set(actual) ^ set(expected)
assert not diff
def test_getOrdersValidStatusActive():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_passphrase = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_passphrase = config['api_pass']
api_url = config['api_url']
elif 'api_key' in config['coinbasepro'] and 'api_secret' in config[
'coinbasepro'] and 'api_passphrase' in config[
'coinbasepro'] and 'api_url' in config['coinbasepro']:
api_key = config['coinbasepro']['api_key']
api_secret = config['coinbasepro']['api_secret']
api_passphrase = config['coinbasepro']['api_passphrase']
api_url = config['coinbasepro']['api_url']
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
assert type(exchange) is AuthAPI
df = exchange.getOrders(status='active')
if len(df) == 0:
pass
else:
actual = df.columns.to_list()
expected = [
'created_at', 'market', 'action', 'type', 'size', 'value',
'status', 'price'
]
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
def getValidOrderMarket() -> str:
filename = 'config.json'
assert os.path.exists(filename) == True
with open(filename) as config_file:
config = json.load(config_file)
if 'api_key' in config and 'api_secret' in config and (
'api_pass' in config
or 'api_passphrase' in config) and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
if 'api_pass' in config:
api_passphrase = config['api_pass']
else:
api_passphrase = config['api_passphrase']
api_url = config['api_url']
elif 'coinbasepro' in config:
if 'api_key' in config['coinbasepro'] and 'api_secret' in config[
'coinbasepro'] and 'api_passphrase' in config[
'coinbasepro'] and 'api_url' in config['coinbasepro']:
api_key = config['coinbasepro']['api_key']
api_secret = config['coinbasepro']['api_secret']
api_passphrase = config['coinbasepro']['api_passphrase']
api_url = config['coinbasepro']['api_url']
else:
return DEFAULT_ORDER_MARKET
else:
return DEFAULT_ORDER_MARKET
time.sleep(0.5)
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
df = exchange.getOrders()
if len(df) == 0:
return DEFAULT_ORDER_MARKET
return df['market'].tail(1).values[0]
return DEFAULT_ORDER_MARKET
def getLastBuy(self) -> dict:
"""Retrieves the last exchange buy order and returns a dictionary"""
try:
if self.exchange == 'coinbasepro':
api = CBAuthAPI(self.getAPIKey(), self.getAPISecret(),
self.getAPIPassphrase(), self.getAPIURL())
orders = api.getOrders(self.getMarket(), '', 'done')
if len(orders) == 0:
return None
last_order = orders.tail(1)
if last_order['action'].values[0] != 'buy':
return None
return {
'side':
'buy',
'market':
self.getMarket(),
'size':
float(last_order['size']),
'filled':
float(last_order['filled']),
'price':
float(last_order['price']),
'fee':
float(last_order['fees']),
'date':
str(
pd.DatetimeIndex(
pd.to_datetime(
last_order['created_at']).dt.strftime(
'%Y-%m-%dT%H:%M:%S.%Z'))[0])
}
elif self.exchange == 'binance':
api = BAuthAPI(self.getAPIKey(), self.getAPISecret(),
self.getAPIURL())
orders = api.getOrders(self.getMarket())
if len(orders) == 0:
return None
last_order = orders.tail(1)
if last_order['action'].values[0] != 'buy':
return None
return {
'side':
'buy',
'market':
self.getMarket(),
'size':
float(last_order['size']),
'filled':
float(last_order['filled']),
'price':
float(last_order['price']),
'fees':
float(last_order['size'] * 0.001),
'date':
str(
pd.DatetimeIndex(
pd.to_datetime(
last_order['created_at']).dt.strftime(
'%Y-%m-%dT%H:%M:%S.%Z'))[0])
}
else:
return None
except Exception:
return None
for config_item in config_list:
if "cryptoMarket" in config:
base_currency = config["cryptoMarket"]
elif "base_currency" in config:
base_currency = config["base_currency"]
if "fiatMarket" in config:
quote_currency = config["fiatMarket"]
elif "base_currency" in config:
quote_currency = config["quote_currency"]
market = base_currency + "-" + quote_currency
api = CBAuthAPI(api_key, api_secret, api_pass)
orders = api.getOrders()
df = pd.concat([df, orders])
transfers = api.getTransfers()
df = pd.concat([df, transfers])
df["created_at"] = df["created_at"].map(
lambda x: re.sub(r"\.\d{1,6}\+00$", "", str(x))
)
df["created_at"] = df["created_at"].map(lambda x: re.sub(r"\+00:00$", "", str(x)))
try:
df.to_csv("profitandloss.csv", index=False)
except OSError:
SystemExit("Unable to save: ", "profitandloss.csv")
total_markets += 1
if "cryptoMarket" in config_item:
base_currency = config_item["cryptoMarket"]
elif "base_currency" in config_item:
base_currency = config_item["base_currency"]
if "fiatMarket" in config_item:
quote_currency = config_item["fiatMarket"]
elif "base_currency" in config_item:
quote_currency = config_item["quote_currency"]
market = base_currency + "-" + quote_currency
api = CBAuthAPI(api_key, api_secret, api_pass)
orders = api.getOrders(market)
last_action = ""
if len(orders) > 0:
for market in orders["market"].sort_values().unique():
df_market = orders[orders["market"] == market]
else:
df_market = pd.DataFrame()
df_buy = pd.DataFrame()
df_sell = pd.DataFrame()
pair = 0
# pylint: disable=unused-variable
for index, row in df_market.iterrows():
if row["action"] == "buy":