def test_exchange_feed():
btc_price = Stream.source([7000, 7500, 8300],
dtype="float").rename("USD-BTC")
eth_price = Stream.source([200, 212, 400], dtype="float").rename("USD-ETH")
exchange = Exchange("bitfinex", service=execute_order)(btc_price,
eth_price)
feed = DataFeed(exchange.streams())
assert feed.next() == {"bitfinex:/USD-BTC": 7000, "bitfinex:/USD-ETH": 200}
def test_exchange_with_wallets_feed():
ex1 = Exchange("bitfinex", service=execute_order)(
Stream.source([7000, 7500, 8300], dtype="float").rename("USD-BTC"),
Stream.source([200, 212, 400], dtype="float").rename("USD-ETH"))
ex2 = Exchange("binance", service=execute_order)(
Stream.source([7005, 7600, 8200], dtype="float").rename("USD-BTC"),
Stream.source([201, 208, 402], dtype="float").rename("USD-ETH"),
Stream.source([56, 52, 60], dtype="float").rename("USD-LTC"))
wallet_btc = Wallet(ex1, 10 * BTC)
wallet_btc_ds = _create_wallet_source(wallet_btc)
wallet_usd = Wallet(ex2, 1000 * USD)
wallet_usd.withdraw(quantity=400 * USD, reason="test")
wallet_usd.deposit(quantity=Quantity(USD, 400, path_id="fake_id"),
reason="test")
wallet_usd_ds = _create_wallet_source(wallet_usd, include_worth=False)
streams = ex1.streams() + ex2.streams() + wallet_btc_ds + wallet_usd_ds
feed = DataFeed(streams)
assert feed.next() == {
"bitfinex:/USD-BTC": 7000,
"bitfinex:/USD-ETH": 200,
"bitfinex:/BTC:/free": 10,
"bitfinex:/BTC:/locked": 0,
"bitfinex:/BTC:/total": 10,
"bitfinex:/BTC:/worth": 70000,
"binance:/USD-BTC": 7005,
"binance:/USD-ETH": 201,
"binance:/USD-LTC": 56,
"binance:/USD:/free": 600,
"binance:/USD:/locked": 400,
"binance:/USD:/total": 1000
}