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_next_update_pending_order(self):
"""
Test :meth:`ArbitrageStrategy.next`
Assert :meth:`ArbitrageStrategy._update_pending_order` is called and
`True` is returned.
"""
arbitrage = ArbitrageStrategy()
trade_signal = (CurrencyGraph.BUY_ORDER, 'BTC-USD', 1.0,)
arbitrage._get_trade_signal = MagicMock(return_value=trade_signal)
arbitrage._set_current_node = MagicMock()
arbitrage._track_order = MagicMock(return_value=True)
arbitrage._update_pending_order = MagicMock()
arbitrage._place_order = MagicMock()
success = arbitrage.next()
self.assertTrue(success)
self.assertEqual(arbitrage._update_pending_order.called, 1)
self.assertEqual(arbitrage._place_order.called, 0)
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)
def test_next_trade_signal_error(self):
"""
Test :meth:`ArbitrageStrategy.next`
Assert :meth:`ArbitrageStrategy._update_pending_order` and
:meth:`ArbitrageStrategy._place_order` are not called and `False` is
returned.
"""
arbitrage = ArbitrageStrategy()
error = MissingCurrencyGraph()
arbitrage._get_trade_signal = MagicMock(side_effect=error)
arbitrage._set_current_node = MagicMock()
arbitrage._track_order = MagicMock(return_value=False)
arbitrage._update_pending_order = MagicMock()
arbitrage._place_order = MagicMock()
success = arbitrage.next()
self.assertFalse(success)
self.assertEqual(arbitrage._update_pending_order.called, 0)
self.assertEqual(arbitrage._place_order.called, 0)