def test_update_with_partial_trade_event(self):
order = BitfinexInFlightOrder(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1))
trade_event_info = {
"order_id": "EOID1",
"trade_id": 1,
"amount": 0.1,
"price": 10050.0,
"fee": 10.0,
"fee_currency": "USDC",
}
update_result = order.update_with_trade_update(trade_event_info)
self.assertTrue(update_result)
self.assertTrue(order.is_open)
self.assertEqual(OrderStatus.PARTIALLY, order.last_state)
self.assertEqual(Decimal(str(trade_event_info["amount"])),
order.executed_amount_base)
expected_executed_quote_amount = Decimal(
str(trade_event_info["amount"])) * Decimal(
str(trade_event_info["price"]))
self.assertEqual(expected_executed_quote_amount,
order.executed_amount_quote)
self.assertEqual(Decimal(trade_event_info["fee"]), order.fee_paid)
self.assertEqual(trade_event_info["fee_currency"], order.fee_asset)
def test_update_with_full_fill_trade_event(self):
order = BitfinexInFlightOrder(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1),
creation_timestamp=1640001112.0)
trade_event_info = {
"order_id": "EOID1",
"trade_id": 1,
"amount": 0.1,
"price": 10050.0,
"fee": 10.0,
"fee_currency": "USDC",
}
update_result = order.update_with_trade_update(trade_event_info)
self.assertTrue(update_result)
self.assertTrue(order.is_open)
self.assertEqual(OrderStatus.PARTIALLY, order.last_state)
self.assertEqual(Decimal(str(trade_event_info["amount"])),
order.executed_amount_base)
expected_executed_quote_amount = Decimal(
str(trade_event_info["amount"])) * Decimal(
str(trade_event_info["price"]))
self.assertEqual(expected_executed_quote_amount,
order.executed_amount_quote)
self.assertEqual(Decimal(trade_event_info["fee"]), order.fee_paid)
self.assertEqual(trade_event_info["fee_currency"], order.fee_asset)
complete_event_info = {
"order_id": "EOID1",
"trade_id": 2,
"amount": 0.9,
"price": 10060.0,
"fee": 50.0,
"fee_currency": "USDC",
}
update_result = order.update_with_trade_update(complete_event_info)
self.assertTrue(update_result)
self.assertFalse(order.is_open)
self.assertTrue(order.is_done)
self.assertEqual(OrderStatus.EXECUTED, order.last_state)
self.assertEqual(order.amount, order.executed_amount_base)
expected_executed_quote_amount += Decimal(
str(complete_event_info["amount"])) * Decimal(
str(complete_event_info["price"]))
self.assertEqual(expected_executed_quote_amount,
order.executed_amount_quote)
self.assertEqual(
Decimal(trade_event_info["fee"]) +
Decimal(complete_event_info["fee"]), order.fee_paid)
self.assertEqual(complete_event_info["fee_currency"], order.fee_asset)
def test_fee_currency_is_translated_when_processing_trade_event(self):
order = BitfinexInFlightOrder(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(10000),
amount=Decimal(1))
trade_event_info = {
"order_id": "EOID1",
"trade_id": 1,
"amount": 0.1,
"price": 10050.0,
"fee": 10.0,
"fee_currency": "UST",
}
update_result = order.update_with_trade_update(trade_event_info)
self.assertTrue(update_result)
self.assertEqual("USDT", order.fee_asset)