def setUp(self) -> None:
super().setUp()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.exchange = ProbitExchange(
client_config_map=self.client_config_map,
probit_api_key=self.api_key,
probit_secret_key=self.api_secret_key,
trading_pairs=[self.trading_pair])
class TestProbitExchange(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop = asyncio.get_event_loop()
cls.base_asset = "COINALPHA"
cls.quote_asset = "HBOT"
cls.trading_pair = f"{cls.base_asset}-{cls.quote_asset}"
cls.api_key = "someKey"
cls.api_secret_key = "someSecretKey"
def setUp(self) -> None:
super().setUp()
self.client_config_map = ClientConfigAdapter(ClientConfigMap())
self.exchange = ProbitExchange(
client_config_map=self.client_config_map,
probit_api_key=self.api_key,
probit_secret_key=self.api_secret_key,
trading_pairs=[self.trading_pair])
@patch("hummingbot.connector.utils.get_tracking_nonce_low_res")
def test_client_order_id_on_order(self, mocked_nonce):
mocked_nonce.return_value = 9
result = self.exchange.buy(
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("2"),
)
expected_client_order_id = get_new_client_order_id(
is_buy=True,
trading_pair=self.trading_pair,
max_id_len=MAX_ORDER_ID_LEN)
self.assertEqual(result, expected_client_order_id)
result = self.exchange.sell(
trading_pair=self.trading_pair,
amount=Decimal("1"),
order_type=OrderType.LIMIT,
price=Decimal("2"),
)
expected_client_order_id = get_new_client_order_id(
is_buy=False,
trading_pair=self.trading_pair,
max_id_len=MAX_ORDER_ID_LEN)
self.assertEqual(result, expected_client_order_id)
def setUpClass(cls):
cls.ev_loop = asyncio.get_event_loop()
cls.clock: Clock = Clock(ClockMode.REALTIME)
cls.connector: ProbitExchange = ProbitExchange(
probit_api_key=API_KEY,
probit_secret_key=API_SECRET,
trading_pairs=[cls.trading_pair],
trading_required=True,
domain=DOMAIN)
print("Initializing Probit market... this will take about a minute.")
cls.clock.add_iterator(cls.connector)
cls.stack: contextlib.ExitStack = contextlib.ExitStack()
cls._clock = cls.stack.enter_context(cls.clock)
cls.ev_loop.run_until_complete(cls.wait_til_ready())
print("Ready.")
def test_orders_saving_and_restoration(self):
config_path = "test_config"
strategy_name = "test_strategy"
sql = SQLConnectionManager(SQLConnectionType.TRADE_FILLS,
db_path=self.db_path)
order_id = None
recorder = MarketsRecorder(sql, [self.connector], config_path,
strategy_name)
recorder.start()
try:
self.connector._in_flight_orders.clear()
self.assertEqual(0, len(self.connector.tracking_states))
# Try to put limit buy order for 0.02 ETH worth of ZRX, and watch for order creation event.
current_bid_price: Decimal = self.connector.get_price(
self.trading_pair, True)
price: Decimal = current_bid_price * Decimal("0.8")
price = self.connector.quantize_order_price(
self.trading_pair, price)
amount: Decimal = Decimal("0.0001")
amount = self.connector.quantize_order_amount(
self.trading_pair, amount)
cl_order_id = self.connector.buy(self.trading_pair, amount,
OrderType.LIMIT_MAKER, price)
order_created_event = self.ev_loop.run_until_complete(
self.event_logger.wait_for(BuyOrderCreatedEvent))
self.assertEqual(cl_order_id, order_created_event.order_id)
# Verify tracking states
self.assertEqual(1, len(self.connector.tracking_states))
self.assertEqual(cl_order_id,
list(self.connector.tracking_states.keys())[0])
# Verify orders from recorder
recorded_orders: List[
Order] = recorder.get_orders_for_config_and_market(
config_path, self.connector)
self.assertEqual(1, len(recorded_orders))
self.assertEqual(cl_order_id, recorded_orders[0].id)
# Verify saved market states
saved_market_states: MarketState = recorder.get_market_states(
config_path, self.connector)
self.assertIsNotNone(saved_market_states)
self.assertIsInstance(saved_market_states.saved_state, dict)
self.assertGreater(len(saved_market_states.saved_state), 0)
# Close out the current market and start another market.
self.connector.stop(self._clock)
self.ev_loop.run_until_complete(asyncio.sleep(5))
self.clock.remove_iterator(self.connector)
for event_tag in self.events:
self.connector.remove_listener(event_tag, self.event_logger)
new_connector = ProbitExchange(API_KEY, API_SECRET,
[self.trading_pair], True)
for event_tag in self.events:
new_connector.add_listener(event_tag, self.event_logger)
recorder.stop()
recorder = MarketsRecorder(sql, [new_connector], config_path,
strategy_name)
recorder.start()
saved_market_states = recorder.get_market_states(
config_path, new_connector)
self.clock.add_iterator(new_connector)
self.assertEqual(0, len(new_connector.limit_orders))
self.assertEqual(0, len(new_connector.tracking_states))
new_connector.restore_tracking_states(
saved_market_states.saved_state)
self.assertEqual(1, len(new_connector.limit_orders))
self.assertEqual(1, len(new_connector.tracking_states))
# Cancel the order and verify that the change is saved.
self._cancel_order(cl_order_id)
self.ev_loop.run_until_complete(
self.event_logger.wait_for(OrderCancelledEvent))
order_id = None
self.assertEqual(0, len(new_connector.limit_orders))
self.assertEqual(0, len(new_connector.tracking_states))
saved_market_states = recorder.get_market_states(
config_path, new_connector)
self.assertEqual(0, len(saved_market_states.saved_state))
finally:
if order_id is not None:
self.connector.cancel(self.trading_pair, cl_order_id)
self.run_parallel(
self.event_logger.wait_for(OrderCancelledEvent))
recorder.stop()
os.unlink(self.db_path)
def setUp(self) -> None:
super().setUp()
self.exchange = ProbitExchange(self.api_key,
self.api_secret_key,
trading_pairs=[self.trading_pair])