def test_path_order_runs_though_broker():
wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)]
portfolio = Portfolio(base_instrument=USD, wallets=wallets)
exchange.reset()
portfolio.reset()
broker.reset()
base_wallet = portfolio.get_wallet(exchange.id, USD)
quantity = (1 / 10) * base_wallet.balance
order = Order(side=TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=USD / BTC,
quantity=quantity,
portfolio=portfolio)
order = order.add_recipe(
Recipe(side=TradeSide.SELL,
trade_type=TradeType.MARKET,
pair=USD / BTC,
criteria=StopLoss(direction=StopDirection.EITHER,
up_percent=0.02,
down_percent=0.10)))
broker.submit(order)
while len(broker.unexecuted) > 0:
broker.update()
portfolio.update()
obs = exchange.next_observation(1)
pytest.fail("Failed.")
def test_order_runs_through_broker():
wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)]
portfolio = Portfolio(base_instrument=USD, wallets=wallets)
exchange.reset()
portfolio.reset()
broker.reset()
base_wallet = portfolio.get_wallet(exchange.id, USD)
quantity = (1 / 10) * base_wallet.balance
order = Order(side=TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=USD / BTC,
quantity=quantity,
portfolio=portfolio)
base_wallet -= quantity.size * order.pair.base
base_wallet += order.quantity
broker.submit(order)
broker.update()
portfolio.update()
