def test_create_next_order_for_remained_amount(self):
ao = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.32485131)
to = ao._create_next_trade_order_for_remained_amount(1)
self.assertEqual(to.dest_currency, "ETH")
self.assertEqual(to.amount, 1000)
self.assertEqual(to.side, "sell")
self.assertEqual(to.price, 1)
self.assertEqual("fill",
to.supplementary["parent_action_order"]["state"])
self.assertEqual(ao.amount, 1000)
ao.filled_start_amount = 400
to = ao._create_next_trade_order_for_remained_amount(666)
self.assertEqual(to.dest_currency, "ETH")
self.assertEqual(to.amount, 600)
self.assertEqual(to.price, 666)
with self.assertRaises(errors.OrderError) as e:
ao.filled_start_amount = 1001
to = ao._create_next_trade_order_for_remained_amount(666)
self.assertEqual("Bad new order amount -1", e.exception.args[0])
def test_fill(self):
owa = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.00032485131)
# update 1 - partial fill
resp = {"status": "open", "filled": 500, "cost": 0.32485131 / 2}
owa.update_from_exchange(resp)
self.assertEqual(owa.filled_start_amount, 500)
self.assertEqual(owa.filled, 500)
self.assertEqual(owa.status, "open")
self.assertEqual(owa.state, "fill")
self.assertEqual(
"fill", owa.active_trade_order.supplementary["parent_action_order"]
["state"])
self.assertEqual(owa.order_command, "hold")
self.assertEqual(owa.filled_price, owa.active_trade_order.price)
# update 2 - complete fill
resp = {"status": "closed", "filled": 1000, "cost": 0.32485131}
owa.update_from_exchange(resp)
self.assertEqual(owa.filled_start_amount, 1000)
self.assertEqual(owa.filled, 1000)
self.assertEqual(owa.status, "closed")
self.assertEqual(owa.order_command, "")
self.assertEqual(owa.state, "fill")
self.assertEqual(
"fill", owa.orders_history[0].supplementary["parent_action_order"]
["state"])
self.assertEqual(1, len(owa.orders_history))
self.assertListEqual(owa.tags, list())
def test_report(self):
owa = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.00032485131)
# update 1 - partial fill
resp = {"status": "open", "filled": 500, "cost": 0.32485131 / 2}
owa.update_from_exchange(resp)
# update 2 - complete fill
resp = {"status": "closed", "filled": 1000, "cost": 0.32485131}
owa.update_from_exchange(resp)
self.assertListEqual(owa.tags, list())
report = owa.report()
self.assertEqual(1000, report["filled"])
self.assertEqual("closed", report["status"])
self.assertNotIn("orders_history", report)
self.assertEqual(None, report["market_data"])
self.assertNotIn("tags", report)
owa.tags.append("#test #data")
report2 = owa.report()
self.assertEqual(1000, report2["filled"])
self.assertEqual("closed", report2["status"])
self.assertNotIn("orders_history", report2)
self.assertEqual(None, report2["market_data"])
self.assertEqual("#test #data", report2["tags"])
def test_snapshots(self):
ao = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.32485131)
self.assertTrue(ao.changed_from_last_update)
snapshot = ao._snapshot()
self.assertEqual(snapshot.symbol, "ADA/ETH")
self.assertEqual(snapshot.filled, 0.0)
self.assertEqual("", snapshot.active_trade_order_id)
self.assertEqual("", snapshot.active_trade_order_status)
resp = {"status": "open", "filled": 10, "cost": 0}
ao.update_from_exchange(resp)
self.assertTrue(ao.changed_from_last_update)
self.assertEqual(00, ao.previous_snapshot.filled)
resp = {"status": "open", "filled": 20, "cost": 0}
ao.update_from_exchange(resp)
self.assertTrue(ao.changed_from_last_update)
self.assertEqual(10, ao.previous_snapshot.filled)
resp = {"status": "open", "filled": 20, "cost": 0}
ao.update_from_exchange(resp)
self.assertFalse(ao.changed_from_last_update)
self.assertEqual(10, ao.previous_snapshot.filled)
resp = {"status": "open", "filled": 30, "cost": 0}
ao.update_from_exchange(resp)
self.assertTrue(ao.changed_from_last_update)
self.assertEqual(20, ao.previous_snapshot.filled)
def test_create_from_start_amount_buy(self):
owa_order = ActionOrder.create_from_start_amount(
"ADA/ETH", "ETH", 0.32485131, "ADA", 0.00032485131)
self.assertEqual("ADA", owa_order.dest_currency)
self.assertEqual("ETH", owa_order.start_currency)
self.assertAlmostEqual(1000, owa_order.amount, 5)
self.assertAlmostEqual(1000, owa_order.dest_amount, 5)
self.assertEqual(owa_order.start_amount, 0.32485131)
self.assertEqual(owa_order.side, "buy")
def test_create_from_start_amount_sell(self):
owa_order = ActionOrder.create_from_start_amount(
"ADA/ETH", "ADA", 1000, "ETH", 0.00032485131)
self.assertEqual(owa_order.dest_currency, "ETH")
self.assertEqual(owa_order.amount, 1000)
self.assertEqual(owa_order.start_currency, "ADA")
self.assertEqual(owa_order.dest_amount, 0.00032485131 * 1000)
self.assertEqual(owa_order.side, "sell")
self.assertEqual(owa_order.amount, 1000)
def test_trade_orders_report_no_order_history(self):
owa = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.00032485131)
orders_report = owa.closed_trade_orders_report()
if orders_report:
self.assertEqual(1, 1)
self.assertEqual(False, bool(orders_report))
def test_trade_order_report_from_trade_order_after_fill(self):
order = ActionOrder.create_from_start_amount("ETH/BTC", "BTC", 1,
"ETH", 0.01)
ew = ccxtExchangeWrapper.load_from_id(
"binace") # type: ccxtExchangeWrapper
ew.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")
om = ActionOrderManager(ew)
om.add_order(order)
while len(om.get_open_orders()) > 0:
om.proceed_orders()
trade_order = om.get_closed_orders()[0].orders_history[
0] # type: TradeOrder
order_report = TradeOrderReport.from_trade_order(
trade_order,
datetime.datetime.now(tz=pytz.timezone("UTC")),
supplementary={"order_no": 1})
self.assertEqual(order_report.symbol, trade_order.symbol)
self.assertEqual(order_report.side, trade_order.side)
self.assertEqual(order_report.amount, trade_order.amount)
self.assertEqual(order_report.filled, trade_order.filled)
self.assertEqual(order_report.cost, trade_order.cost)
self.assertListEqual(order_report.trades, trade_order.trades)
self.assertDictEqual(order_report.timestamp_closed,
trade_order.timestamp_closed)
self.assertDictEqual(order_report.timestamp_open,
trade_order.timestamp_open)
self.assertEqual(order_report.start_currency,
trade_order.start_currency)
self.assertEqual(order_report.start_currency,
trade_order.start_currency)
self.assertEqual(
"fill", order_report.supplementary["parent_action_order"]["state"])
self.assertEqual(1, order_report.supplementary["order_no"])
def test_force_close(self):
owa = ActionOrder.create_from_start_amount("ADA/ETH", "ADA", 1000,
"ETH", 0.00032485131)
for i in range(1, 10):
resp = {"status": "open", "filled": 0, "cost": 0}
owa.update_from_exchange(resp)
self.assertEqual(owa.filled, 0)
self.assertEqual(owa.status, "open")
self.assertEqual(False, owa._force_close)
owa.force_close()
self.assertEqual(True, owa._force_close)
resp = {"status": "open", "filled": 0, "cost": 0}
command = owa.update_from_exchange(resp)
self.assertEqual("cancel", command)
resp = {"status": "canceled", "filled": 0, "cost": 0}
owa.update_from_exchange(resp)
self.assertEqual("closed", owa.status)
self.assertIn("#force_close", owa.tags)
