"api_key":
"BINANCE_API_KEY", # value is the environment variable key
"api_secret":
"BINANCE_API_SECRET", # value is the environment variable key
"sandbox_mode": False, # If clients use the testnet
},
},
}
# Instantiate your strategies to pass into the trading node. You could add
# custom options into the configuration file or even use another configuration
# file.
strategy = EMACross(
symbol=Symbol("ETH/USDT", Venue("BINANCE")),
bar_spec=BarSpecification(1, BarAggregation.MINUTE, PriceType.LAST),
fast_ema_period=10,
slow_ema_period=20,
trade_size=Decimal("0.05"),
order_id_tag="001",
)
# Instantiate the node passing a list of strategies and configuration
node = TradingNode(strategies=[strategy], config=config)
# Stop and dispose of the node with SIGINT/CTRL+C
if __name__ == "__main__":
try:
node.start()
finally:
node.dispose()
class TestTradingNodeOperation:
def setup(self):
# Fixture Setup
self.node = TradingNode()
def test_get_event_loop_returns_a_loop(self):
# Arrange
node = TradingNode()
# Act
loop = node.get_event_loop()
# Assert
assert isinstance(loop, asyncio.AbstractEventLoop)
def test_build_called_twice_raises_runtime_error(self):
# Arrange, # Act
with pytest.raises(RuntimeError):
self.node.build()
self.node.build()
def test_start_when_not_built_raises_runtime_error(self):
# Arrange, # Act
with pytest.raises(RuntimeError):
self.node.start()
def test_add_data_client_factory(self):
# Arrange, # Act
self.node.add_data_client_factory("BETFAIR",
BetfairLiveDataClientFactory)
self.node.build()
# TODO(cs): Assert existence of client
def test_add_exec_client_factory(self):
# Arrange, # Act
self.node.add_exec_client_factory("BETFAIR",
BetfairLiveExecutionClientFactory)
self.node.build()
# TODO(cs): Assert existence of client
def test_build_with_multiple_clients(self):
# Arrange, # Act
self.node.add_data_client_factory("BETFAIR",
BetfairLiveDataClientFactory)
self.node.add_exec_client_factory("BETFAIR",
BetfairLiveExecutionClientFactory)
self.node.build()
# TODO(cs): Assert existence of client
@pytest.mark.asyncio
async def test_register_log_sink(self):
# Arrange
sink = []
# Act
self.node.add_log_sink(sink.append)
self.node.build()
self.node.start()
await asyncio.sleep(1)
# Assert: Log record received
assert sink[-1]["trader_id"] == self.node.trader_id.value
assert sink[-1]["machine_id"] == self.node.machine_id
assert sink[-1]["instance_id"] == self.node.instance_id.value
@pytest.mark.asyncio
async def test_start(self):
# Arrange
self.node.build()
# Act
self.node.start()
await asyncio.sleep(2)
# Assert
assert self.node.trader.is_running
@pytest.mark.asyncio
async def test_stop(self):
# Arrange
self.node.build()
self.node.start()
await asyncio.sleep(2) # Allow node to start
# Act
self.node.stop()
await asyncio.sleep(3) # Allow node to stop
# Assert
assert self.node.trader.is_stopped
@pytest.mark.skip(reason="refactor TradingNode coroutines")
@pytest.mark.asyncio
async def test_dispose(self):
# Arrange
self.node.build()
self.node.start()
await asyncio.sleep(2) # Allow node to start
self.node.stop()
await asyncio.sleep(2) # Allow node to stop
# Act
self.node.dispose()
await asyncio.sleep(1) # Allow node to dispose
# Assert
assert self.node.trader.is_disposed