def test__update_pending_order_with_change(self):
"""
Test :meth:`ArbitrageStrategy._update_pending_order`
Assert :meth:`ArbitrageStrategy._cancel_order` is called and `True`
is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_PRODUCT = 'BTC-USD'
TEST_PRICE = 1.0
arbitrage.order = {
'product_id': TEST_PRODUCT,
'price': TEST_PRICE,
}
NEW_PRICE = 2.0
arbitrage._get_market_price = MagicMock(return_value=NEW_PRICE)
cancel_order = MagicMock()
arbitrage._cancel_order = cancel_order
success = arbitrage._update_pending_order(CurrencyGraph.BUY_ORDER,
TEST_PRODUCT)
self.assertEqual(cancel_order.called, 1)
self.assertTrue(success)
def test__cancel_order_without_order(self):
"""
Test :meth:`ArbitrageStrategy._cancel_order`
Assert `False` is returned.
"""
arbitrage = ArbitrageStrategy()
arbitrage.order = None
trader = MagicMock()
arbitrage.trader = trader
success = arbitrage._cancel_order()
self.assertFalse(success)
def test__cancel_order_with_valid_order(self):
"""
Test :meth:`ArbitrageStrategy._cancel_order`
Assert :meth:`GDAXTrader.cancel_order` is called with current order ID
and `True` is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_ID = 1
arbitrage.order = {
'order_id': TEST_ID,
}
trader = MagicMock()
arbitrage.trader = trader
success = arbitrage._cancel_order()
trader.cancel_order.assert_called_with(TEST_ID)
self.assertTrue(success)
def test__update_pending_order_without_order(self):
"""
Test :meth:`ArbitrageStrategy._update_pending_order`
Assert :meth:`ArbitrageStrategy._cancel_order` is not called and
`False` is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_PRODUCT = 'BTC-USD'
TEST_PRICE = 1.0
arbitrage.order = None
arbitrage._get_market_price = MagicMock(return_value=TEST_PRICE)
cancel_order = MagicMock()
arbitrage._cancel_order = cancel_order
success = arbitrage._update_pending_order(CurrencyGraph.BUY_ORDER,
TEST_PRODUCT)
self.assertEqual(cancel_order.called, 0)
self.assertFalse(success)