def test_update_on_single_exchange_with_multiple_orders(mock_exchange_class):
exchange = mock_exchange_class.return_value
exchange.id = "fake_exchange_id"
exchange.name = "coinbase"
wallets = [Wallet(exchange, 10000 * USD), Wallet(exchange, 0 * BTC)]
portfolio = Portfolio(USD, wallets)
broker = Broker(exchange)
# Submit order 1
o1 = Order(step=0,
exchange_name="coinbase",
side=TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=USD / BTC,
quantity=5200.00 * USD,
portfolio=portfolio,
price=7000.00)
o1.is_executable_on = mock.MagicMock(side_effect=[False, True])
broker.submit(o1)
# Submit order 2
o2 = Order(step=0,
exchange_name="coinbase",
side=TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=USD / BTC,
quantity=230.00 * USD,
portfolio=portfolio,
price=7300.00)
o2.is_executable_on = mock.MagicMock(side_effect=[True, False])
broker.submit(o2)
# No updates have been made yet
assert o1 in broker.unexecuted and o1 not in broker.executed
assert o2 in broker.unexecuted and o2 not in broker.executed
# First update
broker.update()
assert o1 in broker.unexecuted and o1.id not in broker.executed
assert o2 not in broker.unexecuted and o2.id in broker.executed
# Second update
broker.update()
assert o1 not in broker.unexecuted and o1.id in broker.executed
assert o2 not in broker.unexecuted and o2.id in broker.executed
def test_is_executable_on(mock_portfolio_class, mock_exchange_class):
exchange = mock_exchange_class.return_value
exchange.name = "coinbase"
portfolio = mock_portfolio_class.return_value
# Market order
order = Order(step=0,
exchange_name="coinbase",
side=TradeSide.BUY,
trade_type=TradeType.MARKET,
pair=USD/BTC,
quantity=5000.00 * USD,
portfolio=portfolio,
price=7000.00)
exchange.quote_price = mock.Mock(return_value=6800.00)
assert order.is_executable_on(exchange)
exchange.quote_price = mock.Mock(return_value=7200.00)
assert order.is_executable_on(exchange)
# Limit order
order = Order(step=0,
exchange_name="coinbase",
side=TradeSide.BUY,
trade_type=TradeType.LIMIT,
pair=USD/BTC,
quantity=5000.00 * USD,
portfolio=portfolio,
price=7000.00)
exchange.quote_price = mock.Mock(return_value=6800.00)
assert order.is_executable_on(exchange)
exchange.quote_price = mock.Mock(return_value=7200.00)
assert order.is_executable_on(exchange)
# Stop Order
order = Order(step=0,
exchange_name="coinbase",
side=TradeSide.SELL,
trade_type=TradeType.LIMIT,
pair=USD/BTC,
quantity=5000.00 * USD,
portfolio=portfolio,
price=7000.00,
criteria=Stop("down", 0.03))
exchange.quote_price = mock.Mock(return_value=(1 - 0.031)*order.price)
assert order.is_executable_on(exchange)
exchange.quote_price = mock.Mock(return_value=(1 - 0.02) * order.price)
assert not order.is_executable_on(exchange)
