async def test_sell_limit_order_trigger(sell_limit_order):
order_price = decimal_random_price(min_value=2)
sell_limit_order.update(
price=order_price,
quantity=decimal_random_quantity(max_value=DEFAULT_SYMBOL_QUANTITY),
symbol=DEFAULT_ORDER_SYMBOL,
order_type=TraderOrderType.SELL_LIMIT,
)
sell_limit_order.exchange_manager.is_backtesting = True # force update_order_status
await sell_limit_order.initialize()
sell_limit_order.exchange_manager.exchange_personal_data.orders_manager.upsert_order_instance(
sell_limit_order)
price_events_manager = sell_limit_order.exchange_manager.exchange_symbols_data.get_exchange_symbol_data(
DEFAULT_ORDER_SYMBOL).price_events_manager
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=decimal_random_price(
max_value=order_price - trading_constants.ONE),
timestamp=sell_limit_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not sell_limit_order.is_filled()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=order_price,
timestamp=sell_limit_order.timestamp - 1)
])
await wait_asyncio_next_cycle()
assert not sell_limit_order.is_filled()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=order_price,
timestamp=sell_limit_order.timestamp)
])
await wait_asyncio_next_cycle()
assert sell_limit_order.is_filled()
async def test_take_profit_limit_order_trigger(take_profit_limit_order):
order_price = decimal_random_price(min_value=2)
take_profit_limit_order.limit_price = order_price + decimal.Decimal(10)
take_profit_limit_order.update(
price=order_price,
quantity=decimal_random_quantity(
max_value=decimal.Decimal(DEFAULT_SYMBOL_QUANTITY / 10)),
symbol=DEFAULT_ORDER_SYMBOL,
order_type=TraderOrderType.TAKE_PROFIT_LIMIT,
)
take_profit_limit_order.exchange_manager.is_backtesting = True # force update_order_status
await take_profit_limit_order.initialize()
take_profit_limit_order.exchange_manager.exchange_personal_data.orders_manager.upsert_order_instance(
take_profit_limit_order)
price_events_manager = take_profit_limit_order.exchange_manager.exchange_symbols_data.get_exchange_symbol_data(
DEFAULT_ORDER_SYMBOL).price_events_manager
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=decimal_random_price(max_value=order_price -
trading_constants.ONE),
timestamp=take_profit_limit_order.timestamp)
])
await wait_asyncio_next_cycle()
assert not take_profit_limit_order.is_filled()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=order_price, timestamp=take_profit_limit_order.timestamp - 1)
])
await wait_asyncio_next_cycle()
assert not take_profit_limit_order.is_filled()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=order_price, timestamp=take_profit_limit_order.timestamp)
])
# wait for 2 cycles as secondary orders are created
await wait_asyncio_next_cycle()
await wait_asyncio_next_cycle()
assert take_profit_limit_order.is_filled()
async def test_handle_recent_trades(price_events_manager):
random_price_1 = decimal_random_price(min_value=decimal.Decimal(2))
random_timestamp_1 = random_timestamp(min_value=2, max_value=1000)
price_event_1 = price_events_manager.add_event(random_price_1,
random_timestamp_1, True)
with patch.object(price_event_1, 'set', new=Mock()) as price_event_1_set:
price_events_manager.handle_recent_trades([])
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(
price=decimal_random_price(max_value=random_price_1 -
trading_constants.ONE),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
decimal_random_recent_trade(
price=decimal_random_price(max_value=random_price_1 -
trading_constants.ONE),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1)),
decimal_random_recent_trade(
price=decimal_random_price(max_value=random_price_1 -
trading_constants.ONE),
timestamp=random_timestamp(max_value=random_timestamp_1 - 1))
])
with pytest.raises(AssertionError):
price_event_1_set.assert_called_once()
price_events_manager.handle_recent_trades([
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE)),
decimal_random_recent_trade(price=random_price_1,
timestamp=random_timestamp_1),
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE)),
decimal_random_recent_trade(price=decimal_random_price(
max_value=random_price_1 - trading_constants.ONE))
])
price_event_1_set.assert_called_once()