def test_trailing_price_hit():
actions = []
market = 'ETH-EUR'
init_price = Decimal('1000')
price = Decimal('950')
ticker_price = Decimal('800')
trailing_percentage = Decimal('0.9')
trailing_price = init_price * trailing_percentage
alert = Alert(actions=actions,
dt=datetime.datetime.now(),
init_price=init_price,
market=market,
price=price,
status=Alert.STATUS_ACTIVE,
trailing_percentage=trailing_percentage,
trailing_price=trailing_price,
_client=BitvavoClient(market=market,
_response_ticker_price={
"market": market,
"price": ticker_price
}))
alert.update_by_client()
assert alert.actions == actions
assert alert.init_price == init_price
assert alert.market == market
assert alert.price == ticker_price
assert alert.status == Alert.STATUS_HIT
assert alert.trailing_percentage == trailing_percentage
assert alert.trailing_price == trailing_price
def test_populate_new_alert_init_price_not_set():
actions = []
market = 'ETH-EUR'
init_price = None
price = Decimal('1000')
ticker_price = Decimal('1511.7')
trailing_percentage = Decimal('0.9')
trailing_price = ticker_price * trailing_percentage
alert = Alert(actions=actions,
dt=datetime.datetime.now(),
init_price=init_price,
market=market,
price=price,
status=Alert.STATUS_NOT_INIT,
trailing_percentage=trailing_percentage,
trailing_price=trailing_price,
_client=BitvavoClient(market=market,
_response_ticker_price={
"market": market,
"price": ticker_price
}))
assert alert.update_by_client() is False
assert alert.actions == actions
assert alert.init_price is None
assert alert.market == market
assert alert.price == price
assert alert.status == Alert.STATUS_NOT_INIT
assert alert.trailing_percentage == trailing_percentage
assert alert.trailing_price == trailing_percentage * ticker_price
def get_alert(**kwargs):
status = kwargs.get("status")
client_response_ticker_price_scenario = kwargs.get(
"client_response_ticker_price_scenario")
client_response_ticker_price = None
market = kwargs.get('market', 'ETH-EUR')
fake = Faker()
trailing_price = fake.pydecimal(min_value=100)
trailing_percentage = Decimal('0.' +
str(fake.pyint(min_value=70, max_value=97)))
init_price = trailing_price / trailing_percentage + fake.pydecimal(
min_value=100, max_value=200)
if status == Alert.STATUS_ACTIVE:
price = trailing_price / trailing_percentage + fake.pydecimal(
min_value=100, max_value=200)
elif status == Alert.STATUS_HIT:
price = trailing_price / trailing_percentage
else:
return None
if client_response_ticker_price_scenario is not None:
if client_response_ticker_price_scenario == 'hit':
client_response_ticker_price = trailing_price - fake.pydecimal(
min_value=30, max_value=80)
elif client_response_ticker_price_scenario == 'increased':
client_response_ticker_price = price + fake.pydecimal(min_value=30,
max_value=80)
elif client_response_ticker_price_scenario == 'decreased':
client_response_ticker_price = fake.pydecimal(
min_value=int(trailing_price + 1), max_value=int(price - 1))
dt = fake.date_time() + datetime.timedelta(microseconds=1)
return Alert(amount=None,
actions=[],
dt=dt,
init_dt=dt,
init_price=init_price,
market=market,
price=price,
status=status,
trailing_percentage=trailing_percentage,
trailing_price=trailing_price,
_client=BitvavoClient(market=market,
_response_ticker_price={
"market": market,
"price":
client_response_ticker_price
}))
def load_alerts(self):
alerts = list()
try:
with open(self.alerts_file_path + self.alerts_file_name, 'r') as fp:
alerts = json.load(fp, parse_float=self.get_decimal, parse_int=self.get_decimal)
except FileNotFoundError:
logging.info('No alert file.')
Path(self.alerts_file_path + self.alerts_file_name).touch()
logging.info('Created alert file.')
return
except simplejson.errors.JSONDecodeError as e:
logging.warning(e)
# load new alert from dedicated file
if self.new_alert_file_name is not None:
try:
with open(self.alerts_file_path + self.new_alert_file_name, 'r') as fp:
alerts.append(json.load(fp, parse_float=self.get_decimal, parse_int=self.get_decimal))
os.remove(self.alerts_file_path + self.new_alert_file_name)
except FileNotFoundError:
logging.debug('No new alert file.')
except simplejson.errors.JSONDecodeError as e:
logging.warning(e)
if not alerts:
logging.warning("No alerts set.")
for idx, alert in enumerate(alerts):
alert = Alert(
actions=alert['actions'],
amount=alert['amount'],
dt=datetime.datetime.strptime(alert['dt'], "%Y-%m-%d %H:%M:%S.%f"),
init_dt=datetime.datetime.strptime(alert['init_dt'], "%Y-%m-%d %H:%M:%S.%f"),
init_price=alert['init_price'],
market=alert['market'],
price=alert['price'],
status=alert['status'],
trailing_percentage=alert['trailing_percentage'],
trailing_price=alert['trailing_price'],
_client=BitvavoClient(
market=alert['market']
)
)
self.alerts.append(alert)
logging.debug('ALERT:load_alerts:loaded_alerts:' + str(self.alerts))
def test_is_ticker_price_diverted_false():
actions = []
market = 'ETH-EUR'
init_price = Decimal('1000')
price = Decimal('1500.0')
ticker_price = '1499.0'
trailing_percentage = Decimal('0.9')
alert = Alert(
actions=actions,
dt=datetime.datetime.now(),
init_price=init_price,
market=market,
price=price,
status=Alert.STATUS_NOT_INIT,
trailing_percentage=trailing_percentage,
trailing_price=None,
_client_backup=CryptowatchClient(
_response_ticker_price={'result': {
'price': ticker_price
}}),
_price_diversion_threshold=Decimal('0.01'))
assert alert.is_ticker_price_diverted() is False
def test_attributes():
amount = Decimal('1.20')
actions = ['send_email']
dt = datetime.datetime.now()
init_price = Decimal('1000')
market = 'ADA-EUR'
price = Decimal('1300.3')
status = Alert.STATUS_ACTIVE
trailing_percentage = Decimal('0.9')
trailing_price = Decimal('23.9')
alert = Alert(amount=amount,
actions=actions,
dt=dt,
init_dt=dt,
init_price=init_price,
market=market,
price=price,
status=status,
trailing_percentage=trailing_percentage,
trailing_price=trailing_price)
alert_dict = {
'amount': amount,
'actions': actions,
'dt': dt,
'init_dt': dt,
'init_price': init_price,
'market': market,
'price': price,
'status': status,
'trailing_percentage': trailing_percentage,
'trailing_price': trailing_price
}
assert alert.attributes() == alert_dict
class CreateAlert(object):
_client: BitvavoClient = None
file_name: str = os.environ.get('ALERTS_FILE_NAME')
alerts_file_path: str = None
alert = None
actions: list = None
alert_init_price = None
alert_trailing_percentage = None
market = None
actions_selection = None
init_price_type = None
market_selection_type = None
def __init__(self, **kwargs):
self.actions = []
self.alerts_file_path = os.environ.get('ALERTS_FILE_PATH')
if len(sys.argv) > 1 and 'test_create_alert_logic' not in sys.argv[1]:
if len(sys.argv) > 1:
self.alert_trailing_percentage = Decimal(sys.argv[1])
if len(sys.argv) > 2:
self.market_selection_type = sys.argv[2]
if len(sys.argv) > 3:
self.market = sys.argv[3]
if len(sys.argv) > 4:
self.actions_selection = sys.argv[4]
if len(sys.argv) > 5:
self.init_price_type = Decimal(sys.argv[5])
if len(sys.argv) > 6:
self.alert_init_price = Decimal(sys.argv[6])
self.alerts_file_path = os.environ.get('ALERTS_FILE_PATH')
for k, v in kwargs.items():
self.__setattr__(k, v)
def save_alert(self):
with open(self.alerts_file_path + self.file_name, 'w') as fp:
json.dump(self.alert.attributes(),
fp,
indent=4,
sort_keys=True,
default=str)
def add_by_console(self):
if os.path.isfile(self.file_name):
print(
"Pending new alert, try again please (Updating process probably didn't yet pick up new alert)."
)
exit(1)
print('Input new alert data:')
print('---------------------')
if self.market is None:
self.choose_market()
print('Add new init price:')
print(' [1] Use manual value')
print(' [2] Set by market')
if self.init_price_type is None:
self.init_price_type = input()
if self.init_price_type == '1' and self.alert_init_price is None:
print('Type in your value for init price as string like "2345.43"')
self.alert_init_price = Decimal(input())
if self.alert_trailing_percentage is None:
print('Insert trail in percentage like ["0.9", "0.45"]')
self.alert_trailing_percentage = Decimal(input())
if self.actions_selection is None:
print('Which actions should be activated?')
print('[1] Send e-mail')
print('[2] Sell')
print('[3] Send e-mail and sell')
self.actions_selection = input()
if self.actions_selection == '1':
self.actions.append(Alert.ACTION_SEND_EMAIL)
if self.actions_selection == '2':
self.actions.append(Alert.ACTION_SELL_ASSET)
elif self.actions_selection == '3':
self.actions.extend(
[Alert.ACTION_SEND_EMAIL, Alert.ACTION_SELL_ASSET])
if self._client is None:
self._client = BitvavoClient(market=self.market)
self.alert = Alert(actions=self.actions,
init_price=self.alert_init_price,
trailing_percentage=self.alert_trailing_percentage,
market=self.market,
_client=self._client)
if not self.alert.init_attributes():
print('Error occurred.')
self.save_alert()
print('New alert created.')
print(self.alert.attributes())
def choose_market(self):
print('Choose market, like "ETH-EUR"')
print(' [1] Type in your market string')
print(' [2] List supported markets')
self.market_selection_type = input()
if self.market_selection_type == '1':
print('Type in your market string')
self.market = input()
elif self.market_selection_type == '2':
markets = self._client.get_markets()
print('Supported markets:')
print(json.dumps(markets, indent=4, sort_keys=True))
self.market = self.choose_market()
else:
print('Input not recognized.')
exit(1)
if not self.is_market_supported(self.market):
print('Market string not supported.')
exit(1)
return self.market
def is_market_supported(self, market):
remote_market = self._client.get_markets(market)
if \
'market' in remote_market and \
market == remote_market['market'] and \
'trading' == remote_market['status']:
return True
return False
def add_by_console(self):
if os.path.isfile(self.file_name):
print(
"Pending new alert, try again please (Updating process probably didn't yet pick up new alert)."
)
exit(1)
print('Input new alert data:')
print('---------------------')
if self.market is None:
self.choose_market()
print('Add new init price:')
print(' [1] Use manual value')
print(' [2] Set by market')
if self.init_price_type is None:
self.init_price_type = input()
if self.init_price_type == '1' and self.alert_init_price is None:
print('Type in your value for init price as string like "2345.43"')
self.alert_init_price = Decimal(input())
if self.alert_trailing_percentage is None:
print('Insert trail in percentage like ["0.9", "0.45"]')
self.alert_trailing_percentage = Decimal(input())
if self.actions_selection is None:
print('Which actions should be activated?')
print('[1] Send e-mail')
print('[2] Sell')
print('[3] Send e-mail and sell')
self.actions_selection = input()
if self.actions_selection == '1':
self.actions.append(Alert.ACTION_SEND_EMAIL)
if self.actions_selection == '2':
self.actions.append(Alert.ACTION_SELL_ASSET)
elif self.actions_selection == '3':
self.actions.extend(
[Alert.ACTION_SEND_EMAIL, Alert.ACTION_SELL_ASSET])
if self._client is None:
self._client = BitvavoClient(market=self.market)
self.alert = Alert(actions=self.actions,
init_price=self.alert_init_price,
trailing_percentage=self.alert_trailing_percentage,
market=self.market,
_client=self._client)
if not self.alert.init_attributes():
print('Error occurred.')
self.save_alert()
print('New alert created.')
print(self.alert.attributes())
def test_get_symbol():
market = 'ETH-EUR'
alert = Alert(market=market, )
assert alert.get_symbol() == 'ETH'
