def test_verify_market_order_payload():
"""Verify market order structure"""
raw = CreateOrder(MarketOrder("BTC_EUR", Side.sell, 0.05))
as_json_string = raw.to_json()
LOG.debug("market_order: %s", as_json_string)
market_order = json.loads(as_json_string)
assert market_order["type"] == "CREATE_ORDER"
result = market_order["order"]
assert result["instrument_code"] == "BTC_EUR"
assert result["type"] == "MARKET"
assert result["side"] == "SELL"
assert Decimal(result["amount"]) == Decimal(0.05)
def test_verify_stop_order_payload():
"""Verify stop order structure"""
raw = CreateOrder(StopOrder("BTC_EUR", Side.sell, 1.23, 5000.50, 5001))
as_json_string = raw.to_json()
LOG.debug("stop_order: %s", as_json_string)
stop_order = json.loads(as_json_string)
assert stop_order["type"] == "CREATE_ORDER"
result = stop_order["order"]
assert result["instrument_code"] == "BTC_EUR"
assert result["type"] == "STOP"
assert result["side"] == "SELL"
assert Decimal(result["amount"]) == Decimal(1.23)
assert Decimal(result["price"]) == Decimal(5000.50)
assert Decimal(result["trigger_price"]) == Decimal(5001)
def test_verify_limit_order_payload():
"""Verify limit order structure"""
raw = CreateOrder(LimitOrder("BTC_EUR", Side.buy, 1.2, 5000.50))
as_json_string = raw.to_json()
LOG.debug("limit_order: %s", as_json_string)
limit_order = json.loads(as_json_string)
assert limit_order["type"] == "CREATE_ORDER"
result = limit_order["order"]
assert result["time_in_force"] == "GOOD_TILL_CANCELLED"
assert result["instrument_code"] == "BTC_EUR"
assert result["type"] == "LIMIT"
assert result["side"] == "BUY"
assert Decimal(result["amount"]) == Decimal(1.2)
assert Decimal(result["price"]) == Decimal(5000.50)
def test_verify_client_id():
"""Verify that client_id is accepted"""
my_client_id = str(uuid.uuid4())
as_json_string = CreateOrder(
LimitOrder("BTC_EUR", Side.buy, 1.2, 5000.50, my_client_id)).to_json()
LOG.debug("order: %s", as_json_string)
limit_order = json.loads(as_json_string)
assert str(my_client_id) == limit_order["order"]["client_id"]
as_json_string = CreateOrder(
StopOrder("BTC_EUR", Side.buy, 1.2, 5000.50, 5000,
my_client_id)).to_json()
LOG.debug("order: %s", as_json_string)
stop_order = json.loads(as_json_string)
assert str(my_client_id) == stop_order["order"]["client_id"]
async def main():
when_order_created = asyncio.get_event_loop().create_future()
when_order_cancelled = asyncio.get_event_loop().create_future()
async def handle_message(event: json):
LOG.info("%s", event)
if event["type"] == "ORDER_CREATED":
when_order_created.set_result("created...")
elif event["type"] == "ORDER_SUBMITTED_FOR_CANCELLATION":
when_order_cancelled.set_result("cancelled...")
# add your api token
my_api_token = "eyJ..."
bp_client = BitpandaProWebsocketClient(
api_token=my_api_token,
wss_host="wss://streams.exchange.bitpanda.com",
callback=handle_message
)
orders_subscription = OrdersSubscription()
await bp_client.start(Subscriptions([orders_subscription]))
client_id = str(uuid.uuid4())
new_order_with_client_id = CreateOrder(LimitOrder("BTC_EUR", Side.buy, 0.01, 1000.50, client_id))
LOG.info("Creating new Order with client_id: %s", new_order_with_client_id)
await bp_client.create_order(new_order_with_client_id)
await when_order_created
LOG.info("Cancel Order with client_id: %s", client_id)
await bp_client.cancel_order(CancelOrderByClientId(client_id))
await when_order_cancelled
await bp_client.close()
def test_verify_limit_order_supports_time_in_force():
"""Verify limit order with time_in_force structure"""
raw = CreateOrder(
LimitOrder("BTC_EUR", Side.sell, 0.12, 123.0, None,
TimeInForce.fill_or_kill))
as_json_string = raw.to_json()
LOG.debug("limit_order: %s", as_json_string)
limit_order = json.loads(as_json_string)
assert limit_order["type"] == "CREATE_ORDER"
result = limit_order["order"]
assert result["time_in_force"] == "FILL_OR_KILL"
assert result["instrument_code"] == "BTC_EUR"
assert result["type"] == "LIMIT"
assert result["side"] == "SELL"
assert Decimal(result["amount"]) == Decimal(0.12)
assert Decimal(result["price"]) == Decimal(123.0)
async def test_verify_successful_orders_channel_subscription(event_loop):
"""Tests subscribe / unsubscribe of the orders channel"""
api_token = os.environ['BP_PRO_API_TOKEN']
test_host = os.environ['TEST_HOST']
when_subscribed = event_loop.create_future()
when_order_created = event_loop.create_future()
when_order_cancelled = event_loop.create_future()
when_unsubscribed = event_loop.create_future()
async def handle_message(json_message):
if json_message["type"] == "SUBSCRIPTIONS":
when_subscribed.set_result("subscribed")
elif json_message["type"] == "UNSUBSCRIBED":
when_unsubscribed.set_result("unsubscribed")
elif json_message["type"] == "ORDER_CREATED":
when_order_created.set_result("Order created")
elif json_message["type"] == "ORDER_SUBMITTED_FOR_CANCELLATION":
when_order_cancelled.set_result("Order cancelled")
else:
LOG.info("Ignored Message %s", json_message)
client = BitpandaProWebsocketClient(api_token, test_host, handle_message)
subscription = OrdersSubscription()
await client.start(Subscriptions([subscription]))
LOG.info(await when_subscribed)
my_client_id = uuid.uuid4()
await client.create_order(
CreateOrder(
LimitOrder("BTC_EUR", Side.buy, 0.01, 5000.50, str(my_client_id))))
LOG.info(await when_order_created)
await client.cancel_order(CancelOrderByClientId(my_client_id))
LOG.info(await when_order_cancelled)
await client.unsubscribe(Unsubscription([ChannelName.orders.value]))
LOG.info(await when_unsubscribed)
await client.close()
async def main():
when_order_created = asyncio.get_event_loop().create_future()
when_order_cancelled = asyncio.get_event_loop().create_future()
when_order_book_snapshot_received = asyncio.get_event_loop().create_future(
)
async def handle_message(event: json):
LOG.info("%s", event)
if event["type"] == "ORDER_BOOK_SNAPSHOT":
when_order_book_snapshot_received.set_result(
"snapshot received...")
elif event["type"] == "ORDER_CREATED":
when_order_created.set_result("created...")
elif event["type"] == "ORDER_SUBMITTED_FOR_CANCELLATION":
when_order_cancelled.set_result("cancelled...")
# add your api token
my_api_token = "eyJ..."
bp_client = AdvancedBitpandaProWebsocketClient(
api_token=my_api_token,
wss_host="wss://streams.exchange.bitpanda.com",
callback=handle_message)
account_history_subscription = AccountHistorySubscription()
trading_subscription = TradingSubscription()
orders_subscription = OrdersSubscription()
order_book_subscription = OrderBookSubscription(["BTC_EUR"])
await bp_client.start(
Subscriptions([
account_history_subscription, orders_subscription,
trading_subscription, order_book_subscription
]))
await when_order_book_snapshot_received
LOG.info("asks book BTC_EUR: %s", bp_client.get_order_book("BTC_EUR").asks)
LOG.info("bids BTC_EUR: %s", bp_client.get_order_book("BTC_EUR").bids)
client_id = str(uuid.uuid4())
new_order_with_client_id = CreateOrder(
LimitOrder("BTC_EUR", Side.buy, 0.01, 1000.50, client_id))
LOG.info("Creating new Order with client_id: %s", new_order_with_client_id)
await bp_client.create_order(new_order_with_client_id)
await when_order_created
LOG.info("Balances: %s", bp_client.get_state().balances)
LOG.info("Open orders: %s", bp_client.get_state().open_orders_by_order_id)
LOG.info("Cancel Order with client_id: %s", client_id)
await bp_client.cancel_order(CancelOrderByClientId(client_id))
await when_order_cancelled
LOG.info("Open orders: %s", bp_client.get_state().open_orders_by_order_id)
await bp_client.close()
async def main():
when_order_created = asyncio.get_event_loop().create_future()
when_order_cancelled = asyncio.get_event_loop().create_future()
async def handle_message(event: json):
LOG.info("%s", event)
if event["type"] == "ORDER_CREATED":
when_order_created.set_result("created...")
elif event["type"] == "ORDER_SUBMITTED_FOR_CANCELLATION":
when_order_cancelled.set_result("cancelled...")
# add your api token
my_api_token = "eyJ..."
bp_client = AdvancedBitpandaProWebsocketClient(
api_token=my_api_token,
wss_host="wss://streams.exchange.bitpanda.com",
callback=handle_message)
# Activates ACCOUNT_HISTORY, TRADING & ORDERS channel
await bp_client.start_with(None, True)
client_id = str(uuid.uuid4())
new_order_with_client_id = CreateOrder(
LimitOrder("BTC_EUR", Side.buy, Decimal('0.01'), Decimal('1000.50'),
client_id))
LOG.info("Creating new Order with client_id: %s", new_order_with_client_id)
await bp_client.create_order(new_order_with_client_id)
await when_order_created
LOG.info("Balances: %s", bp_client.get_state().balances)
LOG.info("Open orders: %s", bp_client.get_state().open_orders_by_order_id)
LOG.info("Cancel Order with client_id: %s", client_id)
await bp_client.cancel_order(CancelOrderByClientId(client_id))
await when_order_cancelled
LOG.info("Open orders: %s", bp_client.get_state().open_orders_by_order_id)
await bp_client.close()
async def create_order(self, order: CreateOrder):
"""Creates an order via orders channel"""
await self.send_message(order.to_json())
