def test_locked_balance():
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(
quantity=Quantity(USD, 500, path_id=path_id),
reason="test"
)
wallet.deposit(
quantity=Quantity(USD, 700, path_id=other_id),
reason="test"
)
assert wallet.locked_balance == 1200 * USD
def test_invalid_isub():
# Add to balance with locked path_id
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(quantity=Quantity(USD, 500, path_id=path_id), reason="test")
wallet.deposit(quantity=Quantity(USD, 700, path_id=other_id),
reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=11000 * USD, reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=Quantity(USD, 750, path_id), reason="test")
with pytest.raises(InsufficientFunds):
wallet.withdraw(quantity=Quantity(USD, 750, path_id), reason="test")
with pytest.raises(IncompatibleInstrumentOperation):
wallet.withdraw(quantity=500 * BTC, reason="test")
def test_valid_isub():
# Add to remove from unlocked balance
wallet = Wallet(exchange, 10000 * USD)
wallet.withdraw(quantity=500 * USD, reason="test")
assert wallet.balance == 9500 * USD
assert len(wallet.locked) == 0
# Add to balance with locked path_id
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(quantity=Quantity(USD, 750, path_id=path_id), reason="test")
wallet.deposit(quantity=Quantity(USD, 1000, path_id=other_id),
reason="test")
wallet.withdraw(quantity=Quantity(USD, 500, path_id=path_id),
reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[path_id] == 250 * USD
wallet.withdraw(quantity=Quantity(USD, 500, path_id=other_id),
reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[other_id] == 500 * USD
def test_exchange_with_wallets_feed():
ex1 = Exchange("bitfinex", service=execute_order)(
Stream.source([7000, 7500, 8300], dtype="float").rename("USD-BTC"),
Stream.source([200, 212, 400], dtype="float").rename("USD-ETH"))
ex2 = Exchange("binance", service=execute_order)(
Stream.source([7005, 7600, 8200], dtype="float").rename("USD-BTC"),
Stream.source([201, 208, 402], dtype="float").rename("USD-ETH"),
Stream.source([56, 52, 60], dtype="float").rename("USD-LTC"))
wallet_btc = Wallet(ex1, 10 * BTC)
wallet_btc_ds = _create_wallet_source(wallet_btc)
wallet_usd = Wallet(ex2, 1000 * USD)
wallet_usd.withdraw(quantity=400 * USD, reason="test")
wallet_usd.deposit(quantity=Quantity(USD, 400, path_id="fake_id"),
reason="test")
wallet_usd_ds = _create_wallet_source(wallet_usd, include_worth=False)
streams = ex1.streams() + ex2.streams() + wallet_btc_ds + wallet_usd_ds
feed = DataFeed(streams)
assert feed.next() == {
"bitfinex:/USD-BTC": 7000,
"bitfinex:/USD-ETH": 200,
"bitfinex:/BTC:/free": 10,
"bitfinex:/BTC:/locked": 0,
"bitfinex:/BTC:/total": 10,
"bitfinex:/BTC:/worth": 70000,
"binance:/USD-BTC": 7005,
"binance:/USD-ETH": 201,
"binance:/USD-LTC": 56,
"binance:/USD:/free": 600,
"binance:/USD:/locked": 400,
"binance:/USD:/total": 1000
}
def test_valid_deposit():
# Add to free unlocked balance
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(500 * USD, reason="test")
assert wallet.balance == 10500 * USD
assert len(wallet.locked) == 0
# Add to balance with locked path_id
wallet = Wallet(exchange, 10000 * USD)
wallet.deposit(Quantity(USD, 500, path_id=path_id), reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[path_id] == 500 * USD
# Add to more balance with locked path_id
wallet.deposit(Quantity(USD, 500, path_id=path_id), reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[path_id] == 1000 * USD
# Add to balance that has another locked path_id
wallet.deposit(Quantity(USD, 500, path_id=other_id), reason="test")
assert wallet.balance == 10000 * USD
assert wallet.locked[path_id] == 1000 * USD
assert wallet.locked[other_id] == 500 * USD