def test_pagination(mock_ftx: Ftx):
"""Test pagination in the eth/eur market (public endpoint)"""
# Try pagination good path
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617724135),
)
assert len(response) == 24
# Try with a page size divisor of the total orders
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617724135),
)
assert len(response) == 24
# Try pagination with same dates. Should return empty list
response = mock_ftx._api_query(
endpoint='markets/eth/eur/trades',
limit=3,
start_time=Timestamp(1617716695),
end_time=Timestamp(1617716695),
)
assert len(response) == 0
def test_exchanges_filtering(database, exchange_manager,
function_scope_messages_aggregator):
kraken1 = MockKraken(
name='mockkraken_1',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=function_scope_messages_aggregator,
)
kraken2 = MockKraken(
name='mockkraken_2',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=function_scope_messages_aggregator,
)
ftx1 = Ftx(
name='mockftx_1',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=function_scope_messages_aggregator,
ftx_subaccount=None,
)
ftx2 = Ftx(
name='mockftx_2',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=function_scope_messages_aggregator,
ftx_subaccount=None,
)
exchange_manager.initialize_exchanges({}, database)
exchange_manager.connected_exchanges[Location.KRAKEN].append(kraken1)
exchange_manager.connected_exchanges[Location.KRAKEN].append(kraken2)
exchange_manager.connected_exchanges[Location.FTX].append(ftx1)
exchange_manager.connected_exchanges[Location.FTX].append(ftx2)
assert set(exchange_manager.iterate_exchanges()) == {
kraken1, kraken2, ftx1, ftx2
}
database.set_settings(
ModifiableDBSettings(non_syncing_exchanges=[
kraken1.location_id(),
kraken2.location_id()
], ))
assert set(exchange_manager.iterate_exchanges()) == {ftx1, ftx2}
database.set_settings(
ModifiableDBSettings(non_syncing_exchanges=[ftx1.location_id()], ))
assert set(
exchange_manager.iterate_exchanges()) == {ftx2, kraken1, kraken2}
def test_ftx_exchange_assets_are_known(mock_ftx: Ftx):
unknown_assets: Set[str] = set()
unsupported_assets = set(UNSUPPORTED_FTX_ASSETS)
def process_currency(currency: Optional[str]):
"""Check if a currency is known for the FTX exchange"""
if currency is None:
return
try:
if currency not in unknown_assets:
asset_from_ftx(base_currency)
except UnsupportedAsset:
assert base_currency in unsupported_assets
except UnknownAsset as e:
test_warnings.warn(
UserWarning(
f'Found unknown asset {e.asset_name} in FTX. '
f'Support for it has to be added', ))
unknown_assets.add(base_currency)
response = mock_ftx._api_query(endpoint='markets', paginate=False)
# Extract the unique symbols from the exchange pairs
for entry in response:
if entry['type'] == 'future':
continue
base_currency = entry.get('baseCurrency', None)
quote_currency = entry.get('quoteCurrency', None)
process_currency(base_currency)
process_currency(quote_currency)
def test_query_deposits_withdrawals(mock_ftx: Ftx):
"""Test happy path of deposits/withdrawls"""
with patch.object(mock_ftx.session,
'get',
side_effect=mock_normal_ftx_query):
movements = mock_ftx.query_online_deposits_withdrawals(
start_ts=Timestamp(0),
end_ts=TEST_END_TS,
)
warnings = mock_ftx.msg_aggregator.consume_warnings()
errors = mock_ftx.msg_aggregator.consume_errors()
assert len(warnings) == 0
assert len(errors) == 0
expected_movements = [
AssetMovement(
location=Location.FTX,
category=AssetMovementCategory.DEPOSIT,
address='0x541163adf0a2e830d9f940763e912807d1a359f5',
transaction_id=
'0xf787fa6b62edf1c97fb3f73f80a5eb7550bbf3dcf4269b9bfb9e8c1c0a3bc1a9',
timestamp=Timestamp(1612159566),
asset=A_ETH,
amount=FVal('20'),
fee_asset=A_ETH,
fee=Fee(ZERO),
link='3',
),
AssetMovement(
location=Location.FTX,
category=AssetMovementCategory.WITHDRAWAL,
timestamp=Timestamp(1612159566),
address='0x903d12bf2c57a29f32365917c706ce0e1a84cce3',
transaction_id=
'0xbb27f24c2a348526fc23767d3d8bb303099e90f253ef9fdbb28ce38c1635d116',
asset=A_ETH,
amount=FVal('11.0'),
fee_asset=A_ETH,
fee=Fee(ZERO),
link='1',
),
AssetMovement(
location=Location.FTX,
category=AssetMovementCategory.WITHDRAWAL,
address=None,
transaction_id=None,
timestamp=Timestamp(1612159566),
asset=A_USD,
amount=FVal('21.0'),
fee_asset=A_USD,
fee=Fee(ZERO),
link='2',
)
]
assert len(movements) == 3
assert movements == expected_movements
def create_test_ftx(
database: DBHandler,
msg_aggregator: MessagesAggregator,
) -> Ftx:
mock = Ftx(
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=msg_aggregator,
)
return mock
def create_test_ftx(
database: DBHandler,
msg_aggregator: MessagesAggregator,
) -> Ftx:
mock = Ftx(
name='ftx',
api_key=make_api_key(),
secret=make_api_secret(),
database=database,
msg_aggregator=msg_aggregator,
ftx_subaccount=None,
)
return mock
def test_balances(mock_ftx: Ftx):
"""Test that balances are correctly extracted"""
with patch.object(mock_ftx.session, 'get', side_effect=mock_normal_ftx_query):
balances, msg = mock_ftx.query_balances()
warnings = mock_ftx.msg_aggregator.consume_warnings()
errors = mock_ftx.msg_aggregator.consume_errors()
assert len(warnings) == 0
assert len(errors) == 0
assert msg == ''
assert len(balances) == 2
assert balances[A_USDC].amount == FVal('10000.0')
assert balances[A_ETH].amount == FVal('10010.0')
assert balances[A_USDC].usd_value == FVal('10000.0')
assert balances[A_ETH].usd_value == FVal('20020000.0')
def test_name():
exchange = Ftx('ftx1', 'a', b'a', object(), object())
assert exchange.location == Location.FTX
assert exchange.name == 'ftx1'
def test_name(database):
exchange = Ftx('ftx1', 'a', b'a', database, object(), None)
assert exchange.location == Location.FTX
assert exchange.name == 'ftx1'
def test_name():
exchange = Ftx('a', b'a', object(), object())
assert exchange.name == 'ftx'
