def test_start(self):
exchange = MockExchange()
marketTuple = MarketTradingPairTuple(exchange, "ETH-USDT", "ETH",
"USDT")
strategy = TwapTradeStrategy(market_infos=[marketTuple])
strategy.logger().setLevel(1)
strategy.logger().addHandler(self)
start_timestamp = time.time()
strategy.start(Clock(ClockMode.BACKTEST), start_timestamp)
self.assertTrue(
self._is_logged('INFO', 'Waiting for 10.0 to place orders'))
def test_start(self):
exchange = MockExchange(
client_config_map=ClientConfigAdapter(ClientConfigMap()))
marketTuple = MarketTradingPairTuple(exchange, "ETH-USDT", "ETH",
"USDT")
strategy = TwapTradeStrategy(market_infos=[marketTuple],
is_buy=True,
target_asset_amount=1,
order_step_size=1,
order_price=1)
strategy.logger().setLevel(1)
strategy.logger().addHandler(self)
start_timestamp = time.time()
strategy.start(Clock(ClockMode.BACKTEST), start_timestamp)
self.assertTrue(
self._is_logged('INFO', 'Waiting for 10.0 to place orders'))
def test_tick_logs_warning_when_market_not_connected(self):
exchange = MockExchange()
exchange.ready = True
marketTuple = MarketTradingPairTuple(exchange, "ETH-USDT", "ETH",
"USDT")
strategy = TwapTradeStrategy(market_infos=[marketTuple])
strategy.logger().setLevel(1)
strategy.logger().addHandler(self)
start_timestamp = time.time()
strategy.start(Clock(ClockMode.BACKTEST), start_timestamp)
strategy.tick(start_timestamp + 1000)
self.assertTrue(
self._is_logged('WARNING', (
"WARNING: Some markets are not connected or are down at the moment. "
"Market making may be dangerous when markets or networks are unstable."
)))
def test_tick_logs_warning_when_market_not_ready(self):
exchange = MockExchange()
exchange.ready = False
marketTuple = MarketTradingPairTuple(exchange, "ETH-USDT", "ETH",
"USDT")
strategy = TwapTradeStrategy(market_infos=[marketTuple])
strategy.logger().setLevel(1)
strategy.logger().addHandler(self)
start_timestamp = time.time()
strategy.start(Clock(ClockMode.BACKTEST), start_timestamp)
strategy.tick(start_timestamp + 1000)
self.assertTrue(
self._is_logged(
'WARNING',
"Markets are not ready. No market making trades are permitted."
))
def test_tick_logs_warning_when_market_not_ready(self):
exchange = MockExchange(
client_config_map=ClientConfigAdapter(ClientConfigMap()))
exchange.ready = False
marketTuple = MarketTradingPairTuple(exchange, "ETH-USDT", "ETH",
"USDT")
strategy = TwapTradeStrategy(market_infos=[marketTuple],
is_buy=True,
target_asset_amount=1,
order_step_size=1,
order_price=1)
strategy.logger().setLevel(1)
strategy.logger().addHandler(self)
start_timestamp = time.time()
strategy.start(Clock(ClockMode.BACKTEST), start_timestamp)
strategy.tick(start_timestamp + 1000)
self.assertTrue(
self._is_logged(
'WARNING',
"Markets are not ready. No market making trades are permitted."
))