def test_performance_metrics(self):
rate_oracle = RateOracle()
rate_oracle._prices["USDT-HBOT"] = Decimal("5")
RateOracle._shared_instance = rate_oracle
trade_fee = AddedToCostTradeFee(
flat_fees=[TokenAmount(quote, Decimal("0"))])
trades = [
TradeFill(
config_file_path="some-strategy.yml",
strategy="pure_market_making",
market="binance",
symbol=trading_pair,
base_asset=base,
quote_asset=quote,
timestamp=int(time.time()),
order_id="someId0",
trade_type="BUY",
order_type="LIMIT",
price=100,
amount=10,
trade_fee=trade_fee.to_json(),
exchange_trade_id="someExchangeId0",
position=PositionAction.NIL.value,
),
TradeFill(
config_file_path="some-strategy.yml",
strategy="pure_market_making",
market="binance",
symbol=trading_pair,
base_asset=base,
quote_asset=quote,
timestamp=int(time.time()),
order_id="someId1",
trade_type="SELL",
order_type="LIMIT",
price=120,
amount=15,
trade_fee=trade_fee.to_json(),
exchange_trade_id="someExchangeId1",
position=PositionAction.NIL.value,
)
]
cur_bals = {base: 100, quote: 10000}
metrics = asyncio.get_event_loop().run_until_complete(
PerformanceMetrics.create(trading_pair, trades, cur_bals))
self.assertEqual(Decimal("799"), metrics.trade_pnl)
print(metrics)
def test_added_to_cost_json_deserialization(self):
token_amount = TokenAmount(token="COINALPHA", amount=Decimal("20.6"))
fee = AddedToCostTradeFee(percent=Decimal("0.5"),
percent_token="COINALPHA",
flat_fees=[token_amount])
self.assertEqual(fee, TradeFeeBase.from_json(fee.to_json()))
def test_added_to_cost_json_serialization(self):
token_amount = TokenAmount(token="COINALPHA", amount=Decimal("20.6"))
fee = AddedToCostTradeFee(percent=Decimal("0.5"),
percent_token="COINALPHA",
flat_fees=[token_amount])
expected_json = {
"fee_type": AddedToCostTradeFee.type_descriptor_for_json(),
"percent": "0.5",
"percent_token": "COINALPHA",
"flat_fees": [token_amount.to_json()]
}
self.assertEqual(expected_json, fee.to_json())
def get_trades(self) -> List[TradeFill]:
trade_fee = AddedToCostTradeFee(percent=Decimal("5"))
trades = [
TradeFill(
config_file_path=f"{self.mock_strategy_name}.yml",
strategy=self.mock_strategy_name,
market="binance",
symbol="BTC-USDT",
base_asset="BTC",
quote_asset="USDT",
timestamp=int(time.time()),
order_id="someId",
trade_type="BUY",
order_type="LIMIT",
price=1,
amount=2,
leverage=1,
trade_fee=trade_fee.to_json(),
exchange_trade_id="someExchangeId",
)
]
return trades
def test_list_trades(self, notify_mock):
global_config_map["tables_format"].value = "psql"
captures = []
notify_mock.side_effect = lambda s: captures.append(s)
self.app.strategy_file_name = f"{self.mock_strategy_name}.yml"
trade_fee = AddedToCostTradeFee(percent=Decimal("5"))
order_id = PaperTradeExchange.random_order_id(order_side="BUY",
trading_pair="BTC-USDT")
with self.app.trade_fill_db.get_new_session() as session:
o = Order(
id=order_id,
config_file_path=f"{self.mock_strategy_name}.yml",
strategy=self.mock_strategy_name,
market="binance",
symbol="BTC-USDT",
base_asset="BTC",
quote_asset="USDT",
creation_timestamp=0,
order_type="LMT",
amount=4,
leverage=0,
price=3,
last_status="PENDING",
last_update_timestamp=0,
)
session.add(o)
for i in [1, 2]:
t = TradeFill(
config_file_path=f"{self.mock_strategy_name}.yml",
strategy=self.mock_strategy_name,
market="binance",
symbol="BTC-USDT",
base_asset="BTC",
quote_asset="USDT",
timestamp=i,
order_id=order_id,
trade_type="BUY",
order_type="LIMIT",
price=i,
amount=2,
leverage=1,
trade_fee=trade_fee.to_json(),
exchange_trade_id=f"someExchangeId{i}",
)
session.add(t)
session.commit()
self.app.list_trades(start_time=0)
self.assertEqual(1, len(captures))
creation_time_str = str(datetime.datetime.fromtimestamp(0))
df_str_expected = (
f"\n Recent trades:"
f"\n +---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------+" # noqa: E501
f"\n | Timestamp | Exchange | Market | Order_type | Side | Price | Amount | Leverage | Position | Age |" # noqa: E501
f"\n |---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------|" # noqa: E501
f"\n | {creation_time_str} | binance | BTC-USDT | limit | buy | 1 | 2 | 1 | NIL | n/a |" # noqa: E501
f"\n | {creation_time_str} | binance | BTC-USDT | limit | buy | 2 | 2 | 1 | NIL | n/a |" # noqa: E501
f"\n +---------------------+------------+----------+--------------+--------+---------+----------+------------+------------+-------+" # noqa: E501
)
self.assertEqual(df_str_expected, captures[0])