def test_set_more_than_max_count_orders(self):
test_inst = ExchangePersonalData()
test_inst.orders = {}
test_inst._MAX_ORDERS_COUNT = 500
nb_max_stored_orders = test_inst._MAX_ORDERS_COUNT
max_timestamp = 0
for i in range(nb_max_stored_orders):
time_stamp = time.time()
test_inst.upsert_order(
i, {
"id": i,
"timestamp": time_stamp,
"status": OrderStatus.CLOSED.value
})
if i == nb_max_stored_orders / 2:
max_timestamp = time_stamp
time.sleep(0.000000001)
assert len(test_inst.orders) == nb_max_stored_orders
test_inst.upsert_order(
nb_max_stored_orders + 1, {
"id": nb_max_stored_orders + 1,
"timestamp": time.time(),
"status": OrderStatus.CLOSED.value
})
assert not [
order for order in test_inst.orders.values()
if order["timestamp"] < max_timestamp
]
assert len(test_inst.orders) == nb_max_stored_orders / 2 + 1
def test_upsert_order(self):
test_inst = ExchangePersonalData()
# without orders
test_inst.orders = {}
assert not test_inst.has_order(10)
test_inst.upsert_order(10, None)
assert test_inst.has_order(10)
def test_has_order(self):
test_inst = ExchangePersonalData()
# without orders
test_inst.orders = {}
assert not test_inst.has_order(10)
test_inst.orders[10] = self.create_fake_order(10, None, None, None)
assert test_inst.has_order(10)
assert not test_inst.has_order(153)
def test_update_portfolio(self):
test_inst = ExchangePersonalData()
# without pf
test_inst.portfolio = {}
test_inst.update_portfolio("BTC", 10, 7, 3)
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_FREE] == 7
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_USED] == 3
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_TOTAL] == 10
# with pf
test_inst.update_portfolio("ETH", 100, 60, 40)
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_FREE] == 7
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_USED] == 3
assert test_inst.portfolio["BTC"][CONFIG_PORTFOLIO_TOTAL] == 10
assert test_inst.portfolio["ETH"][CONFIG_PORTFOLIO_FREE] == 60
assert test_inst.portfolio["ETH"][CONFIG_PORTFOLIO_USED] == 40
assert test_inst.portfolio["ETH"][CONFIG_PORTFOLIO_TOTAL] == 100
def __init__(self, config, exchange_class_string):
super().__init__()
self.id = str(uuid.uuid4())
self.config = config
self.tentacles_setup_config = None
self.exchange_class_string = exchange_class_string
self.exchange_name = exchange_class_string
self._logger = get_logger(self.__class__.__name__)
self.is_ready = False
self.is_simulated: bool = False
self.is_backtesting: bool = False
self.rest_only: bool = False
self.ignore_config: bool = False
self.is_collecting: bool = False
self.is_spot_only: bool = False
self.is_margin: bool = False
self.is_future: bool = False
self.is_sandboxed: bool = False
self.is_trading: bool = True
self.without_auth: bool = False
# exchange_only is True when exchange channels are not required (therefore not created)
self.exchange_only: bool = False
self.backtesting = None
self.is_trader_simulated = is_trader_simulator_enabled(self.config)
self.has_websocket = False
self.trader = None
self.exchange = None
self.trading_modes = []
self.exchange_web_socket = None
self.exchange_type = None
self.client_symbols = []
self.client_time_frames = []
self.exchange_config = ExchangeConfig(self)
self.exchange_personal_data = ExchangePersonalData(self)
self.exchange_symbols_data = ExchangeSymbolsData(self)
def test_set_orders(self):
test_inst = ExchangePersonalData()
# without orders
test_inst.orders = {}
assert not test_inst.has_order(10)
assert not test_inst.has_order(20)
test_inst.upsert_orders([{
"id": 15
}, {
"id": 10
}, {
"id": 20
}, {
"id": 15
}])
assert test_inst.get_order(15)
assert test_inst.has_order(15)
assert test_inst.has_order(20)
assert test_inst.has_order(10)
assert not test_inst.has_order(12)
assert not test_inst.has_order(30)
def __init__(self,
config,
exchange_class_string,
is_simulated=False,
is_backtesting=False,
rest_only=False,
ignore_config=False,
is_collecting=False,
exchange_only=False,
backtesting_files=None):
super().__init__()
self.id = str(uuid.uuid4())
self.config = config
self.exchange_class_string = exchange_class_string
self.rest_only = rest_only
self.ignore_config = ignore_config
self.backtesting_files = backtesting_files
self._logger = get_logger(self.__class__.__name__)
self.is_ready = False
self.is_backtesting = is_backtesting
self.is_simulated = is_simulated
self.is_collecting = is_collecting
self.exchange_only = exchange_only
self.is_trader_simulated = is_trader_simulator_enabled(self.config)
self.has_websocket = False
self.trader = None
self.exchange = None
self.exchange_web_socket = None
self.exchange_type = None
self.client_symbols = []
self.client_time_frames = {}
self.exchange_config = ExchangeConfig(self)
self.exchange_personal_data = ExchangePersonalData(self)
self.exchange_symbols_data = ExchangeSymbolsData(self)
def reset_exchange_personal_data(self):
self.exchange_personal_data = ExchangePersonalData(self)
def test_select_orders(self):
test_inst = ExchangePersonalData()
symbol_1 = "BTC/USDT"
symbol_2 = "ETH/BTC"
symbol_3 = "ETH/USDT"
# without orders
test_inst.orders = {}
assert test_inst.get_all_orders(symbol_1, None, None) == []
assert test_inst.get_open_orders(symbol_2, None, None) == []
assert test_inst.get_closed_orders(symbol_3, None, None) == []
order_1 = self.create_fake_order(10, OrderStatus.CLOSED.value,
symbol_1, 0)
test_inst.upsert_order(10, order_1)
assert test_inst.get_all_orders(symbol_1, None, None) == [order_1]
assert test_inst.get_open_orders(symbol_1, None, None) == []
assert test_inst.get_closed_orders(symbol_1, None, None) == [order_1]
order_2 = self.create_fake_order(100, OrderStatus.OPEN.value, symbol_3,
0)
test_inst.upsert_order(100, order_2)
assert test_inst.get_all_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == []
assert test_inst.get_all_orders(symbol_2, None, None) == []
assert test_inst.get_open_orders(symbol_2, None, None) == []
assert test_inst.get_closed_orders(symbol_2, None, None) == []
assert test_inst.get_all_orders(None, None, None) == [order_1, order_2]
assert test_inst.get_open_orders(None, None, None) == [order_2]
assert test_inst.get_closed_orders(None, None, None) == [order_1]
order_3 = self.create_fake_order(10, OrderStatus.OPEN.value, symbol_2,
0)
test_inst.upsert_order(10, order_3)
assert test_inst.get_all_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_open_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_closed_orders(symbol_2, None, None) == []
assert test_inst.get_all_orders(None, None, None) == [order_3, order_2]
assert test_inst.get_open_orders(None, None,
None) == [order_3, order_2]
assert test_inst.get_closed_orders(None, None, None) == []
assert test_inst.get_all_orders(symbol_1, None, None) == []
assert test_inst.get_open_orders(symbol_1, None, None) == []
assert test_inst.get_closed_orders(symbol_1, None, None) == []
assert test_inst.get_all_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == []
order_4 = self.create_fake_order(11, OrderStatus.OPEN.value, symbol_1,
100)
order_5 = self.create_fake_order(12, OrderStatus.CLOSED.value,
symbol_2, 1000)
order_6 = self.create_fake_order(13, OrderStatus.CLOSED.value,
symbol_3, 50)
test_inst.upsert_orders([order_4, order_5, order_6])
assert test_inst.get_all_orders(symbol_1, None, None) == [order_4]
assert test_inst.get_open_orders(symbol_1, None, None) == [order_4]
assert test_inst.get_closed_orders(symbol_1, None, None) == []
assert test_inst.get_all_orders(symbol_2, None,
None) == [order_3, order_5]
assert test_inst.get_open_orders(symbol_2, None, None) == [order_3]
assert test_inst.get_closed_orders(symbol_2, None, None) == [order_5]
assert test_inst.get_all_orders(symbol_3, None,
None) == [order_2, order_6]
assert test_inst.get_open_orders(symbol_3, None, None) == [order_2]
assert test_inst.get_closed_orders(symbol_3, None, None) == [order_6]
assert test_inst.get_all_orders(
None, None, None) == [order_3, order_2, order_4, order_5, order_6]
assert test_inst.get_open_orders(None, None,
None) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, None,
None) == [order_5, order_6]
# test limit
assert test_inst.get_all_orders(None, None,
3) == [order_3, order_2, order_4]
assert test_inst.get_open_orders(None, None,
3) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, None, 3) == [order_5, order_6]
# test timestamps
assert test_inst.get_all_orders(None, 30, 3) == [order_3, order_2]
assert test_inst.get_open_orders(None, 1000,
None) == [order_3, order_2, order_4]
assert test_inst.get_closed_orders(None, 60, 1) == [order_6]