def test_set_more_than_max_count_orders(self):
test_inst = ExchangePersonalData()
test_inst.orders = {}
test_inst._MAX_ORDERS_COUNT = 500
nb_max_stored_orders = test_inst._MAX_ORDERS_COUNT
max_timestamp = 0
for i in range(nb_max_stored_orders):
time_stamp = time.time()
test_inst.upsert_order(
i, {
"id": i,
"timestamp": time_stamp,
"status": OrderStatus.CLOSED.value
})
if i == nb_max_stored_orders / 2:
max_timestamp = time_stamp
time.sleep(0.000000001)
assert len(test_inst.orders) == nb_max_stored_orders
test_inst.upsert_order(
nb_max_stored_orders + 1, {
"id": nb_max_stored_orders + 1,
"timestamp": time.time(),
"status": OrderStatus.CLOSED.value
})
assert not [
order for order in test_inst.orders.values()
if order["timestamp"] < max_timestamp
]
assert len(test_inst.orders) == nb_max_stored_orders / 2 + 1
def test_upsert_order(self):
test_inst = ExchangePersonalData()
# without orders
test_inst.orders = {}
assert not test_inst.has_order(10)
test_inst.upsert_order(10, None)
assert test_inst.has_order(10)
def test_select_orders(self):
test_inst = ExchangePersonalData()
symbol_1 = "BTC/USDT"
symbol_2 = "ETH/BTC"
symbol_3 = "ETH/USDT"
# without orders
test_inst.orders = {}
assert test_inst.get_all_orders(symbol_1, None, None) == []
assert test_inst.get_open_orders(symbol_2, None, None) == []
assert test_inst.get_closed_orders(symbol_3, None, None) == []
order_1 = self.create_fake_order(10, OrderStatus.CLOSED.value,
symbol_1, 0)
test_inst.upsert_order(10, order_1)
assert test_inst.get_all_orders(symbol_1, None, None) == [order_1]
assert test_inst.get_open_orders(symbol_1, None, None) == []
assert test_inst.get_closed_orders(symbol_1, None, None) == [order_1]
order_2 = self.create_fake_order(100, OrderStatus.OPEN.value, symbol_3,
0)
test_inst.upsert_order(100, order_2)
assert test_inst.get_all_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == []
assert test_inst.get_all_orders(symbol_2, None, None) == []
assert test_inst.get_open_orders(symbol_2, None, None) == []
assert test_inst.get_closed_orders(symbol_2, None, None) == []
assert test_inst.get_all_orders(None, None, None) == [order_1, order_2]
assert test_inst.get_open_orders(None, None, None) == [order_2]
assert test_inst.get_closed_orders(None, None, None) == [order_1]
order_3 = self.create_fake_order(10, OrderStatus.OPEN.value, symbol_2,
0)
test_inst.upsert_order(10, order_3)
assert test_inst.get_all_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_open_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_closed_orders(symbol_2, None, None) == []
assert test_inst.get_all_orders(None, None, None) == [order_3, order_2]
assert test_inst.get_open_orders(None, None,
None) == [order_3, order_2]
assert test_inst.get_closed_orders(None, None, None) == []
assert test_inst.get_all_orders(symbol_1, None, None) == []
assert test_inst.get_open_orders(symbol_1, None, None) == []
assert test_inst.get_closed_orders(symbol_1, None, None) == []
assert test_inst.get_all_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == []
order_4 = self.create_fake_order(11, OrderStatus.OPEN.value, symbol_1,
100)
order_5 = self.create_fake_order(12, OrderStatus.CLOSED.value,
symbol_2, 1000)
order_6 = self.create_fake_order(13, OrderStatus.CLOSED.value,
symbol_3, 50)
test_inst.upsert_orders([order_4, order_5, order_6])
assert test_inst.get_all_orders(symbol_1, None, None) == [order_4]
assert test_inst.get_open_orders(symbol_1, None, None) == [order_4]
assert test_inst.get_closed_orders(symbol_1, None, None) == []
assert test_inst.get_all_orders(symbol_2, None,
None) == [order_3, order_5]
assert test_inst.get_open_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_closed_orders(symbol_2, None, None) == [order_5]
assert test_inst.get_all_orders(symbol_3, None,
None) == [order_2, order_6]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == [order_6]
assert test_inst.get_all_orders(
None, None, None) == [order_3, order_2, order_4, order_5, order_6]
assert test_inst.get_open_orders(None, None,
None) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, None,
None) == [order_5, order_6]
# test limit
assert test_inst.get_all_orders(None, None,
3) == [order_3, order_2, order_4]
assert test_inst.get_open_orders(None, None,
3) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, None, 3) == [order_5, order_6]
# test timestamps
assert test_inst.get_all_orders(None, 30, 3) == [order_3, order_2]
assert test_inst.get_open_orders(None, 1000,
None) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, 60, 1) == [order_6]