def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(self.asset_pairs['result'].keys())
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
pair = kraken_to_world_pair(pair)
base, quote = pair_get_assets(pair)
kbase = base.to_kraken()
kquote = quote.to_kraken()
if kbase in self.balances_dict or kquote in self.balances_dict:
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp,
price_query):
continue
found = True
break
if not found:
raise ValueError(
'Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def test_kraken_to_world_pair():
assert kraken_to_world_pair('QTUMXBT') == 'QTUM_BTC'
assert kraken_to_world_pair('ADACAD') == 'ADA_CAD'
assert kraken_to_world_pair('BCHUSD') == 'BCH_USD'
assert kraken_to_world_pair('DASHUSD') == 'DASH_USD'
assert kraken_to_world_pair('XTZETH') == 'XTZ_ETH'
assert kraken_to_world_pair('XXBTZGBP.d') == 'BTC_GBP'
with pytest.raises(UnprocessableTradePair):
kraken_to_world_pair('GABOOBABOO')
def test_kraken_to_world_pair(kraken):
"""Kraken does not consistently list its pairs so test here that most pairs work
For example ETH can be ETH or XETH, BTC can be XXBT or XBT
"""
# Some standard tests that should always pass
assert kraken_to_world_pair('QTUMXBT') == 'QTUM_BTC'
assert kraken_to_world_pair('ADACAD') == 'ADA_CAD'
assert kraken_to_world_pair('BCHUSD') == 'BCH_USD'
assert kraken_to_world_pair('DASHUSD') == 'DASH_USD'
assert kraken_to_world_pair('XTZETH') == 'XTZ_ETH'
assert kraken_to_world_pair('ETHDAI') == 'ETH_DAI'
assert kraken_to_world_pair('SCXBT') == 'SC_BTC'
assert kraken_to_world_pair('SCEUR') == 'SC_EUR'
assert kraken_to_world_pair('WAVESUSD') == 'WAVES_USD'
assert kraken_to_world_pair('XXBTZGBP.d') == 'BTC_GBP'
assert kraken_to_world_pair('ETHCHF') == 'ETH_CHF'
assert kraken_to_world_pair('XBTCHF') == 'BTC_CHF'
assert kraken_to_world_pair('EURCAD') == 'EUR_CAD'
assert kraken_to_world_pair('USDCHF') == 'USD_CHF'
assert kraken_to_world_pair('EURJPY') == 'EUR_JPY'
assert kraken_to_world_pair('LTCETH') == 'LTC_ETH'
assert kraken_to_world_pair('LTCUSDT') == 'LTC_USDT'
assert kraken_to_world_pair('XRPGBP') == 'XRP_GBP'
assert kraken_to_world_pair('XRPUSDT') == 'XRP_USDT'
assert kraken_to_world_pair('AUDJPY') == 'AUD_JPY'
# now try to test all pairs that kraken returns and if one does not work note
# down a test warning so that it can be fixed by us later
pairs = kraken.api_query('AssetPairs').keys()
for pair in pairs:
try:
kraken_to_world_pair(pair)
except Exception:
test_warnings.warn(UserWarning(
f'Could not process kraken pair {pair}',
))
# Finally test that wrong pairs raise proper exception
with pytest.raises(UnprocessableTradePair):
kraken_to_world_pair('GABOOBABOO')
def test_kraken_to_world_pair(kraken):
"""Kraken does not consistently list its pairs so test here that most pairs work
For example ETH can be ETH or XETH, BTC can be XXBT or XBT
"""
# Some standard tests that should always pass
assert kraken_to_world_pair('QTUMXBT') == (A_QTUM, A_BTC)
assert kraken_to_world_pair('ADACAD') == (A_ADA, A_CAD)
assert kraken_to_world_pair('BCHUSD') == (A_BCH, A_USD)
assert kraken_to_world_pair('DASHUSD') == (A_DASH, A_USD)
assert kraken_to_world_pair('XTZETH') == (A_XTZ, A_ETH)
assert kraken_to_world_pair('ETHDAI') == (A_ETH, A_DAI)
assert kraken_to_world_pair('SCXBT') == (A_SC, A_BTC)
assert kraken_to_world_pair('SCEUR') == (A_SC, A_EUR)
assert kraken_to_world_pair('WAVESUSD') == (A_WAVES, A_USD)
assert kraken_to_world_pair('XXBTZGBP.d') == (A_BTC, A_GBP)
assert kraken_to_world_pair('ETHCHF') == (A_ETH, A_CHF)
assert kraken_to_world_pair('XBTCHF') == (A_BTC, A_CHF)
assert kraken_to_world_pair('EURCAD') == (A_EUR, A_CAD)
assert kraken_to_world_pair('USDCHF') == (A_USD, A_CHF)
assert kraken_to_world_pair('EURJPY') == (A_EUR, A_JPY)
assert kraken_to_world_pair('LTCETH') == (A_LTC, A_ETH)
assert kraken_to_world_pair('LTCUSDT') == (A_LTC, A_USDT)
assert kraken_to_world_pair('XRPGBP') == (A_XRP, A_GBP)
assert kraken_to_world_pair('XRPUSDT') == (A_XRP, A_USDT)
assert kraken_to_world_pair('AUDJPY') == (A_AUD, A_JPY)
assert kraken_to_world_pair('ETH2.SETH') == (A_ETH2, A_ETH)
assert kraken_to_world_pair('EWTEUR') == (A_EWT, A_EUR)
assert kraken_to_world_pair('EWTGBP') == (A_EWT, A_GBP)
assert kraken_to_world_pair('EWTXBT') == (A_EWT, A_BTC)
assert kraken_to_world_pair('OCEANEUR') == (A_OCEAN, A_EUR)
assert kraken_to_world_pair('OCEANGBP') == (A_OCEAN, A_GBP)
assert kraken_to_world_pair('OCEANUSD') == (A_OCEAN, A_USD)
assert kraken_to_world_pair('OCEANXBT') == (A_OCEAN, A_BTC)
# now try to test all pairs that kraken returns and if one does not work note
# down a test warning so that it can be fixed by us later
pairs = kraken.api_query('AssetPairs').keys()
for pair in pairs:
try:
kraken_to_world_pair(pair)
except (UnknownAsset, UnprocessableTradePair,
DeserializationError) as e:
test_warnings.warn(
UserWarning(
f'Could not process kraken pair {pair} due to {str(e)}', ))
# Finally test that wrong pairs raise proper exception
with pytest.raises(UnprocessableTradePair):
kraken_to_world_pair('GABOOBABOO')
