def test_call_with_sell_order(mock_order_class, mock_exchange_class):
exchange = mock_exchange_class.return_value
exchange.quote_price.return_value = 7000.00
order = mock_order_class.return_value
order.pair = USD / BTC
order.side = TradeSide.SELL
criteria = Limit(limit_price=6800.00)
assert criteria(order, exchange)
criteria = Limit(limit_price=7000.00)
assert criteria(order, exchange)
criteria = Limit(limit_price=7200.00)
assert not criteria(order, exchange)
def test_and(mock_order_class, mock_exchange_class):
# Test initialization
criteria = Limit(limit_price=7000.00) & Timed(duration=5)
assert criteria
assert isinstance(criteria, Criteria)
order = mock_order_class.return_value
order.pair = USD / BTC
order.created_at = 0
exchange = mock_exchange_class.return_value
# Test (limit=True, timed=True) ===> True
order.clock.step = 3
order.side = TradeSide.BUY
exchange.quote_price = mock.Mock(return_value=6800.00)
assert criteria(order, exchange)
order.side = TradeSide.SELL
exchange.quote_price = mock.Mock(return_value=7200.00)
assert criteria(order, exchange)
# Test (limit=True, timed=False) ===> False
order.clock.step = 8
order.side = TradeSide.BUY
exchange.quote_price = mock.Mock(return_value=6800.00)
assert not criteria(order, exchange)
order.side = TradeSide.SELL
exchange.quote_price = mock.Mock(return_value=7200.00)
assert not criteria(order, exchange)
# Test (limit=False, timed=True) ===> False
order.clock.step = 3
order.side = TradeSide.BUY
exchange.quote_price = mock.Mock(return_value=7200.00)
assert not criteria(order, exchange)
order.side = TradeSide.SELL
exchange.quote_price = mock.Mock(return_value=6800.00)
assert not criteria(order, exchange)
# Test (limit=False, timed=False) ===> False
order.clock.step = 8
order.side = TradeSide.BUY
exchange.quote_price = mock.Mock(return_value=7200.00)
assert not criteria(order, exchange)
order.side = TradeSide.SELL
exchange.quote_price = mock.Mock(return_value=6800.00)
assert not criteria(order, exchange)
def hidden_limit_order(step: int, side: 'TradeSide', pair: 'TradingPair',
price: float, size: float, portfolio: 'Portfolio'):
order = Order(step=step,
side=side,
trade_type=TradeType.MARKET,
pair=pair,
price=price,
quantity=(size * pair.base),
portfolio=portfolio,
criteria=Limit(limit_price=price))
return order
def hidden_limit_order(step: int,
side: 'TradeSide',
pair: 'TradingPair',
price: float,
size: float,
portfolio: 'Portfolio',
ttl_in_seconds: int = None,
ttl_in_steps: int = None):
instrument = pair.base if side == TradeSide.BUY else pair.quote
order = Order(step=step,
side=side,
trade_type=TradeType.MARKET,
pair=pair,
price=price,
quantity=(size * instrument),
ttl_in_seconds=ttl_in_seconds,
ttl_in_steps=ttl_in_steps,
portfolio=portfolio,
criteria=Limit(limit_price=price))
return order
def hidden_limit_order(step: int,
side: 'TradeSide',
pair: 'TradingPair',
price: float,
size: float,
portfolio: 'Portfolio',
start: int = None,
end: int = None):
instrument = side.instrument(pair)
order = Order(step=step,
side=side,
trade_type=TradeType.MARKET,
pair=pair,
price=price,
quantity=(size * instrument),
start=start,
end=end,
portfolio=portfolio,
criteria=Limit(limit_price=price))
return order
def test_init():
criteria = Limit(limit_price=7000.00)
assert criteria.limit_price == 7000.00
def test_str():
criteria = Limit(limit_price=7000.00)
assert str(criteria) == "<Limit: price={0}>".format(7000.00)