import pytest import json import asyncio from .helpers import (create_stubbed_client, ws_publish_auth_accepted, ws_publish_connection_init, EventWatcher) @pytest.mark.asyncio async def test_submit_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) ## send new order await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET') last_sent = client.ws.get_last_sent_item() sent_order_array = json.loads(last_sent['data']) assert sent_order_array[1] == "on" sent_order_json = sent_order_array[3] assert sent_order_json['type'] == "EXCHANGE MARKET" assert sent_order_json['symbol'] == "tBTCUSD" assert sent_order_json['amount'] == "0.01" assert sent_order_json['price'] == "19000" @pytest.mark.asyncio async def test_submit_update_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) ## send new order await client.ws.update_order(123, price=100, amount=0.01, hidden=True) last_sent = client.ws.get_last_sent_item() sent_order_array = json.loads(last_sent['data']) assert sent_order_array[1] == "ou" sent_order_json = sent_order_array[3] # {"id": 123, "price": "100", "amount": "0.01", "flags": 64} assert sent_order_json['id'] == 123 assert sent_order_json['price'] == "100" assert sent_order_json['amount'] == "0.01" assert sent_order_json['flags'] == 64 @pytest.mark.asyncio async def test_submit_cancel_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) ## send new order await client.ws.cancel_order(123) last_sent = client.ws.get_last_sent_item() sent_order_array = json.loads(last_sent['data']) assert sent_order_array[1] == "oc" sent_order_json = sent_order_array[3] assert sent_order_json['id'] == 123 @pytest.mark.asyncio async def test_events_on_new_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) ## look for new order confirmation o_new = EventWatcher.watch(client.ws, 'order_new') await client.ws.publish([0,"on",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262833410,-1,-1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,15980,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) new_res = o_new.wait_until_complete() assert new_res.amount_orig == -1 assert new_res.amount_filled == 0 assert new_res.price == 15980 assert new_res.type == 'EXCHANGE LIMIT' ## look for order update confirmation o_update = EventWatcher.watch(client.ws, 'order_update') await client.ws.publish([0,"ou",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262846964,-0.5,-1,"EXCHANGE LIMIT",None,None,None,0,"PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) update_res = o_update.wait_until_complete() assert update_res.amount_orig == -1 assert float(update_res.amount_filled) == -0.5 assert update_res.price == 15980 assert update_res.type == 'EXCHANGE LIMIT' ## look for closed notification o_closed = EventWatcher.watch(client.ws, 'order_closed') await client.ws.publish([0,"oc",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) closed_res = o_closed.wait_until_complete() assert new_res.amount_orig == -1 assert new_res.amount_filled == 0 assert new_res.price == 15980 assert new_res.type == 'EXCHANGE LIMIT' @pytest.mark.asyncio async def test_events_on_cancel_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) ## Create new order await client.ws.publish([0,"on",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123460,1,1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) ## look for order closed confirmation o_close = EventWatcher.watch(client.ws, 'order_closed') await client.ws.publish([0,"oc",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123548,1,1,"EXCHANGE LIMIT",None,None,None,0,"CANCELED",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) close_res = o_close.wait_until_complete() assert close_res.amount_orig == 1 assert float(close_res.amount_filled) == 0 assert close_res.price == 10 assert close_res.type == 'EXCHANGE LIMIT' @pytest.mark.asyncio async def test_closed_callback_on_submit_order_closed(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onClose=c) await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete() @pytest.mark.asyncio async def test_confirmed_callback_on_submit_order_closed(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c) await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete() @pytest.mark.asyncio async def test_confirmed_callback_on_submit_new_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c) await client.ws.publish([0,"on",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262833410,-1,-1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,15980,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete() @pytest.mark.asyncio async def test_confirmed_callback_on_submit_order_update(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.update_order(123, price=100, onConfirm=c) await client.ws.publish([0,"ou",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262846964,-0.5,-1,"EXCHANGE LIMIT",None,None,None,0,"PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete() @pytest.mark.asyncio async def test_confirmed_callback_on_submit_cancel_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.cancel_order(123, onConfirm=c) await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete() @pytest.mark.asyncio async def test_confirmed_callback_on_submit_cancel_group_order(): client = create_stubbed_client() # publish connection created message await ws_publish_connection_init(client.ws) ## send auth accepted await ws_publish_auth_accepted(client.ws) async def c(order): client.ws._emit('c1', order) callback_wait = EventWatcher.watch(client.ws, 'c1') # override cid generation client.ws.orderManager._gen_unique_cid = lambda: 123 await client.ws.cancel_order_group(123, onConfirm=c) await client.ws.publish([0,"oc",[1548262833910,123,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]]) callback_wait.wait_until_complete()