def test_serialize_order_to_json(self):
order = InFlightOrderBase(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair="COINALPHA-HBOT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(1000),
amount=Decimal(1),
initial_state=OrderState.PENDING_CREATE.name,
creation_timestamp=1640001112.0)
expected_json = {
"client_order_id": order.client_order_id,
"exchange_order_id": order.exchange_order_id,
"trading_pair": order.trading_pair,
"order_type": order.order_type.name,
"trade_type": order.trade_type.name,
"price": str(order.price),
"amount": str(order.amount),
"executed_amount_base": str(order.executed_amount_base),
"executed_amount_quote": str(order.executed_amount_quote),
"fee_asset": order.fee_asset,
"fee_paid": str(order.fee_paid),
"last_state": order.last_state,
"creation_timestamp": order.creation_timestamp
}
self.assertEqual(expected_json, order.to_json())
def test_deserialize_order_from_json(self):
json = {
"client_order_id": "OID1",
"exchange_order_id": "EOID",
"trading_pair": "COINALPHA-HBOT",
"order_type": OrderType.LIMIT.name,
"trade_type": TradeType.BUY.name,
"price": "1000.0",
"amount": "1.0",
"executed_amount_base": "0.5",
"executed_amount_quote": "510.0",
"fee_asset": "BNB",
"fee_paid": "10.0",
"last_state": OrderState.PARTIALLY_FILLED.name,
"creation_timestamp": 1640001112.0
}
order = InFlightOrderBase.from_json(json)
self.assertEqual(json["client_order_id"], order.client_order_id)
self.assertEqual(json["exchange_order_id"], order.exchange_order_id)
self.assertEqual(json["trading_pair"], order.trading_pair)
self.assertEqual(OrderType.LIMIT, order.order_type)
self.assertEqual(TradeType.BUY, order.trade_type)
self.assertEqual(Decimal(json["price"]), order.price)
self.assertEqual(Decimal(json["amount"]), order.amount)
self.assertEqual(Decimal(json["executed_amount_base"]),
order.executed_amount_base)
self.assertEqual(Decimal(json["executed_amount_quote"]),
order.executed_amount_quote)
self.assertEqual(json["fee_asset"], order.fee_asset)
self.assertEqual(Decimal(json["fee_paid"]), order.fee_paid)
self.assertEqual(OrderState.PARTIALLY_FILLED.name, order.last_state)
self.assertEqual(json["creation_timestamp"], order.creation_timestamp)
def test_creation_timestamp_taken_from_order_id_when_not_specified(self):
order = InFlightOrderBase(client_order_id="OID1-1640001112223334",
exchange_order_id="EOID1",
trading_pair="COINALPHA-HBOT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(1000),
amount=Decimal(1),
creation_timestamp=-1,
initial_state=OrderState.PENDING_CREATE.name)
self.assertEqual(1640001112.223334, order.creation_timestamp)
def test_get_creation_timestamp(self):
order = InFlightOrderBase(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair="COINALPHA-HBOT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(1000),
amount=Decimal(1),
initial_state=OrderState.PENDING_CREATE.name,
creation_timestamp=1640001112.0)
self.assertEqual(1640001112, order.creation_timestamp)
def test_to_limit_order(self):
order = InFlightOrderBase(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair="COINALPHA-HBOT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(1000),
amount=Decimal(1),
initial_state=OrderState.PENDING_CREATE.name,
creation_timestamp=1640001112.223330)
limit_order = order.to_limit_order()
self.assertEqual("OID1", limit_order.client_order_id)
self.assertEqual("COINALPHA-HBOT", limit_order.trading_pair)
self.assertTrue(limit_order.is_buy)
self.assertEqual("COINALPHA", limit_order.base_currency)
self.assertEqual("HBOT", limit_order.quote_currency)
self.assertEqual(Decimal(1000), limit_order.price)
self.assertEqual(Decimal(1), limit_order.quantity)
self.assertTrue(limit_order.filled_quantity.is_nan())
self.assertEqual(1640001112223330, limit_order.creation_timestamp)
self.assertEqual(LimitOrderStatus.UNKNOWN, limit_order.status)
def test_string_repr(self):
order = InFlightOrderBase(client_order_id="OID1",
exchange_order_id="EOID1",
trading_pair="COINALPHA-HBOT",
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(1000),
amount=Decimal(1),
initial_state=OrderState.PENDING_CREATE.name,
creation_timestamp=1640001112.0)
expected_repr = (
"InFlightOrder(client_order_id='OID1', exchange_order_id='EOID1', "
"creation_timestamp=1640001112, trading_pair='COINALPHA-HBOT', order_type=OrderType.LIMIT, "
"trade_type=TradeType.BUY, price=1000, amount=1, executed_amount_base=0, "
"executed_amount_quote=0, fee_asset='None', fee_paid=0, last_state='PENDING_CREATE')"
)
self.assertEqual(expected_repr, repr(order))
def test_track_restored_order(self):
self.assertEqual(0, len(self.market.limit_orders))
saved_states: Dict[str, Any] = {
f"LIMIT_ORDER_ID_{i}":
InFlightOrderBase(client_order_id=f"LIMIT_ORDER_ID_{i}",
exchange_order_id=f"LIMIT_ORDER_ID_{i}",
trading_pair=self.trading_pair,
order_type=OrderType.LIMIT,
trade_type=TradeType.BUY,
price=Decimal(f"{i+1}"),
amount=Decimal(f"{10 * (i+1)}"),
initial_state="OPEN")
for i in range(10)
}
self.market.restored_market_states(saved_states)
self.assertEqual(
10, len(self.strategy.track_restored_orders(self.market_info)))