class SyncOrdersTests(unittest.TestCase):
"""All methods that associated with placing and cancelling orders in cycle."""
def setUp(self) -> None:
self.exchange_mock = Mock()
self.exchange_mock.get_open_orders_ws.return_value = []
self.exchange_mock.get_position_size_ws.return_value = 0
self.supervisor = Supervisor(interface=self.exchange_mock)
def tearDown(self) -> None:
self.supervisor.exit_cycle()
def test_cancel_needless_order(self):
order1 = Order()
self.exchange_mock.get_open_orders_ws.return_value = [order1]
expected_orders = [order1]
self.supervisor.cancel_needless_orders()
# assert that Supervisor try to cancel needless order
self.exchange_mock.bulk_cancel_orders.assert_called_once_with(
expected_orders)
def test_move_changed_order(self):
"""Test that Supervisor will amend order, not cancel it."""
order1 = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order1_copy = Order(order_type='Limit',
qty=228,
price=1000,
side='Buy')
self.supervisor.add_order(order1)
self.exchange_mock.get_open_orders_ws.return_value = [order1_copy]
order1.move(to=1001)
self.supervisor.cancel_needless_orders()
self.exchange_mock.bulk_cancel_orders.assert_not_called()
self.exchange_mock.move_order.assert_called_once_with(order=order1)
def test_cancel_several_needless_orders(self):
order1 = Order()
order2 = Order()
order3 = Order()
self.exchange_mock.get_open_orders_ws.return_value = [
order1, order2, order3
]
expected_orders = [order1, order2, order3]
self.supervisor.cancel_needless_orders()
# assert that Supervisor try to cancel needless order
self.exchange_mock.bulk_cancel_orders.assert_called_once_with(
expected_orders)
def test_cancel_duplicates(self):
order1 = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order2 = Order(order_type='Limit', qty=229, price=1001, side='Buy')
self.exchange_mock.get_open_orders_ws.return_value = [
order1, order2, order2
]
self.supervisor.add_order(order1)
self.supervisor.add_order(order2)
expected_orders = [order2]
self.supervisor.cancel_needless_orders()
# assert that Supervisor try to cancel needless order
self.exchange_mock.bulk_cancel_orders.assert_called_once_with(
expected_orders)
def test_cancel_two_same_needed_orders(self):
order1 = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order2 = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order3 = Order(order_type='Limit', qty=229, price=1001, side='Buy')
self.exchange_mock.get_open_orders_ws.return_value = [order1, order2]
self.supervisor.add_order(order1)
self.supervisor.add_order(order2)
self.supervisor.add_order(order3)
self.supervisor.cancel_needless_orders()
self.exchange_mock.bulk_cancel_orders.assert_not_called()
def test_check_unplaced_order(self):
order = Order(order_type='Limit', qty=228, price=1000, side='Buy')
self.supervisor.add_order(order)
self.supervisor.check_needed_orders()
self.exchange_mock.place_order.assert_called_once_with(order)
def test_check_several_unplaced_orders(self):
order1 = Order(order_type='Limit', qty=228, price=1001, side='Buy')
order2 = Order(order_type='Limit', qty=229, price=1002, side='Buy')
order3 = Order(order_type='Limit', qty=2210, price=1003, side='Buy')
self.supervisor.add_order(order1)
self.supervisor.add_order(order2)
self.supervisor.add_order(order3)
self.supervisor.check_needed_orders()
self.exchange_mock.bulk_place_orders.assert_called_once_with(
[order1, order2, order3])
def test_check_rejected_order(self):
def order_status_mock(_order):
if _order == order:
return 'Rejected'
on_reject_mock = Mock()
self.exchange_mock.get_order_status_ws.side_effect = order_status_mock
order = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order.order_id = '1234'
order._on_reject = on_reject_mock
self.supervisor.add_order(order)
self.supervisor.check_needed_orders()
# assert that we didn`t place this order
self.exchange_mock.place_order.not_called(order)
# assert that Supervisor forget this order
self.assertNotIn(order, self.supervisor.orders)
# assert that Supervisor call matching callback
on_reject_mock.assert_called_once()
def test_check_filled_order(self):
def order_status_mock(_order):
if _order == order:
return 'Filled'
on_filled_mock = Mock()
self.exchange_mock.get_order_status_ws.side_effect = order_status_mock
order = Order(order_type='Limit', qty=228, price=1000, side='Buy')
order.order_id = '1234'
order._on_fill = on_filled_mock
self.supervisor.add_order(order)
self.supervisor.check_needed_orders()
# assert that we didn`t place this order
self.exchange_mock.place_order.not_called(order)
# assert that Supervisor forget this order
self.assertNotIn(order, self.supervisor.orders)
# assert that Supervisor call matching callback
on_filled_mock.assert_called_once()
def test_check_filled_stop_order(self):
def order_status_mock(_order):
if _order == order:
return 'Triggered'
on_filled_mock = Mock()
self.exchange_mock.get_order_status_ws.side_effect = order_status_mock
order = Order(order_type='Stop', qty=228, stop_px=1000, side='Buy')
order.order_id = '1234'
order._on_fill = on_filled_mock
self.supervisor.add_order(order)
self.supervisor.check_needed_orders()
# assert that we didn`t place this order
self.exchange_mock.place_order.not_called(order)
# assert that Supervisor forget this order
self.assertNotIn(order, self.supervisor.orders)
# assert that Supervisor call matching callback
on_filled_mock.assert_called_once()
def test_validation_error_while_placing_order(self):
validation_error = requests.HTTPError()
validation_error.response = Mock()
validation_error.response.text = 'Order price is above the liquidation price of current'
self.exchange_mock.place_order.side_effect = validation_error
order = Order(order_type='Limit', qty=228, price=1000, side='Buy')
self.supervisor.add_order(order)
self.supervisor.check_needed_orders()
# assert that method has been called
self.exchange_mock.place_order.assert_called_once_with(order)
# assert that we catch the exception and forget the order
self.assertNotIn(order, self.supervisor.orders)
