async def test_notify_order_close_with_linked_orders(self):
config, _, trader_inst = await self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(TraderOrderType.BUY_MARKET, "BTC/EUR", 70, 10, 70)
# Test buy order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(TraderOrderType.SELL_LIMIT, "NANO/USDT", 70, 10, 70)
# Test stop loss order
stop_loss = StopLossOrder(trader_inst)
stop_loss.new(TraderOrderType.STOP_LOSS, "BTC/USD", 60, 10, 60)
stop_loss.add_linked_order(limit_sell)
limit_sell.add_linked_order(stop_loss)
# create order notifier to prevent None call
market_buy.order_notifier = OrderNotifier(config, market_buy)
stop_loss.order_notifier = OrderNotifier(config, stop_loss)
limit_sell.order_notifier = OrderNotifier(config, limit_sell)
trader_inst.get_order_manager().add_order_to_list(market_buy)
trader_inst.get_order_manager().add_order_to_list(stop_loss)
trader_inst.get_order_manager().add_order_to_list(limit_sell)
await trader_inst.notify_order_close(limit_sell)
assert market_buy in trader_inst.get_open_orders()
assert stop_loss not in trader_inst.get_open_orders()
assert limit_sell not in trader_inst.get_open_orders()
self.stop(trader_inst)
def test_cancel_open_orders_multi_symbol(self):
config, _, trader_inst = self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/EUR",
70,
10,
70)
# Test buy order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT],
"NANO/USDT",
70,
10,
70)
# Test sell order
market_sell = SellMarketOrder(trader_inst)
market_sell.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_MARKET],
self.DEFAULT_SYMBOL,
70,
10,
70)
# Test buy order
limit_buy = BuyLimitOrder(trader_inst)
limit_buy.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_LIMIT],
self.DEFAULT_SYMBOL,
70,
10,
70)
# create order notifier to prevent None call
market_buy.order_notifier = OrderNotifier(config, market_buy)
market_sell.order_notifier = OrderNotifier(config, market_sell)
limit_buy.order_notifier = OrderNotifier(config, limit_buy)
limit_sell.order_notifier = OrderNotifier(config, limit_sell)
trader_inst.get_order_manager().add_order_to_list(market_buy)
trader_inst.get_order_manager().add_order_to_list(market_sell)
trader_inst.get_order_manager().add_order_to_list(limit_buy)
trader_inst.get_order_manager().add_order_to_list(limit_sell)
assert market_buy in trader_inst.get_open_orders()
assert market_sell in trader_inst.get_open_orders()
assert limit_buy in trader_inst.get_open_orders()
assert limit_sell in trader_inst.get_open_orders()
trader_inst.cancel_open_orders(self.DEFAULT_SYMBOL)
assert market_buy in trader_inst.get_open_orders()
assert market_sell not in trader_inst.get_open_orders()
assert limit_buy not in trader_inst.get_open_orders()
assert limit_sell in trader_inst.get_open_orders()
self.stop(trader_inst)
async def test_order_fill_callback_not_in_db():
decider, creator, _, trader = await _get_tools()
filled_order = BuyLimitOrder(trader)
filled_order.new(TraderOrderType.BUY_LIMIT, "BTC/USDT", 100, 1, price=100)
filled_order.order_notifier = OrderNotifier(trader.config, filled_order)
await _fill_order(filled_order, trader, ignore_open_orders=True)
open_orders = trader.get_order_manager().get_open_orders()
assert len(open_orders) == 3
assert all(o.get_status() == OrderStatus.OPEN for o in open_orders)
assert all(o.get_side() == TradeOrderSide.SELL for o in open_orders)
total_sell_quantity = sum(o.get_origin_quantity() for o in open_orders)
assert filled_order.get_origin_quantity(
) * 0.9999 <= total_sell_quantity <= filled_order.get_origin_quantity()
price = filled_order.get_filled_price()
max_price = price * creator.PRICE_WEIGH_TO_PRICE_PERCENT[
decider.DEFAULT_SELL_TARGET]
increment = (max_price - price) / decider.sell_orders_per_buy
assert round(open_orders[0].get_origin_price(),
7) == round(price + increment, 7)
assert round(open_orders[1].get_origin_price(),
7) == round(price + 2 * increment, 7)
assert round(open_orders[2].get_origin_price(),
7) == round(price + 3 * increment, 7)
def create_order_instance(self, order_type, symbol, current_price, quantity,
price=None,
stop_price=None,
linked_to=None,
status=None,
order_id=None,
quantity_filled=None,
timestamp=None,
linked_portfolio=None):
# create new order instance
order_class = OrderConstants.TraderOrderTypeClasses[order_type]
order = order_class(self)
# manage order notifier
if linked_to is None:
order_notifier = OrderNotifier(self.config, order)
else:
order_notifier = linked_to.get_order_notifier()
order.new(order_type=order_type,
symbol=symbol,
current_price=current_price,
quantity=quantity,
price=price,
stop_price=stop_price,
order_notifier=order_notifier,
order_id=order_id,
status=status,
quantity_filled=quantity_filled,
timestamp=timestamp,
linked_to=linked_to,
linked_portfolio=linked_portfolio)
return order
def create_order(self,
order_type,
symbol,
quantity,
price=None,
stop_price=None,
linked_to=None):
self.logger.info("Order creation : {0} | {1} | Price : {2}".format(
symbol, order_type, price))
# create new order instance
order_class = OrderConstants.TraderOrderTypeClasses[order_type]
order = order_class(self)
# manage order notifier
if linked_to is None:
order_notifier = OrderNotifier(self.config, order)
else:
order_notifier = linked_to.get_order_notifier()
order.new(order_type, symbol, quantity, price, stop_price,
order_notifier)
# notify order manager of a new open order
self.order_manager.add_order_to_list(order)
# update the availability of the currency in the portfolio
self.portfolio.update_portfolio_available(order, True)
# if this order is linked to another (ex : a sell limit order with a stop loss order)
if linked_to is not None:
linked_to.add_linked_order(order)
order.add_linked_order(linked_to)
return order
def test_notify_order_close(self):
config, _, trader_inst = self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.BUY_MARKET],
"BTC/EUR",
70,
10,
70)
# Test buy order
limit_sell = SellLimitOrder(trader_inst)
limit_sell.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT],
"NANO/USDT",
70,
10,
70)
# Test stop loss order
stop_loss = StopLossOrder(trader_inst)
stop_loss.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.STOP_LOSS],
"BTC/USD",
60,
10,
60)
# create order notifier to prevent None call
market_buy.order_notifier = OrderNotifier(config, market_buy)
limit_sell.order_notifier = OrderNotifier(config, limit_sell)
stop_loss.order_notifier = OrderNotifier(config, stop_loss)
trader_inst.get_order_manager().add_order_to_list(market_buy)
trader_inst.get_order_manager().add_order_to_list(stop_loss)
trader_inst.get_order_manager().add_order_to_list(limit_sell)
trader_inst.notify_order_close(limit_sell, True)
trader_inst.notify_order_close(market_buy, True)
assert market_buy not in trader_inst.get_open_orders()
assert limit_sell not in trader_inst.get_open_orders()
assert stop_loss in trader_inst.get_open_orders()
self.stop(trader_inst)
async def test_cancel_open_orders_default_symbol(self):
config, _, trader_inst = await self.init_default()
# Test buy order
market_buy = BuyMarketOrder(trader_inst)
market_buy.new(TraderOrderType.BUY_MARKET, self.DEFAULT_SYMBOL, 70, 10,
70)
# Test sell order
market_sell = SellMarketOrder(trader_inst)
market_sell.new(TraderOrderType.SELL_MARKET, self.DEFAULT_SYMBOL, 70,
10, 70)
# Test buy order
limit_buy = BuyLimitOrder(trader_inst)
limit_buy.new(TraderOrderType.BUY_LIMIT, self.DEFAULT_SYMBOL, 70, 10,
70)
# create order notifier to prevent None call
market_buy.order_notifier = OrderNotifier(config, market_buy)
market_sell.order_notifier = OrderNotifier(config, market_sell)
limit_buy.order_notifier = OrderNotifier(config, limit_buy)
trader_inst.get_order_manager().add_order_to_list(market_buy)
trader_inst.get_order_manager().add_order_to_list(market_sell)
trader_inst.get_order_manager().add_order_to_list(limit_buy)
assert market_buy in trader_inst.get_open_orders()
assert market_sell in trader_inst.get_open_orders()
assert limit_buy in trader_inst.get_open_orders()
await trader_inst.cancel_open_orders(self.DEFAULT_SYMBOL)
assert market_buy not in trader_inst.get_open_orders()
assert market_sell not in trader_inst.get_open_orders()
assert limit_buy not in trader_inst.get_open_orders()
self.stop(trader_inst)