test_fok_order.py

import unittest
from ztom import FokOrder, ccxtExchangeWrapper, ActionOrderManager, core, TradeOrder
import time


class FokTestSuite(unittest.TestCase):
    def test_fok_create(self):
        fok_order = FokOrder("ADA/ETH", 1000, 0.32485131 / 1000, "sell", max_order_updates=10, time_to_cancel=10)

        order = fok_order.active_trade_order
        self.assertEqual(order.dest_currency, "ETH")
        self.assertEqual(order.amount, 1000)
        self.assertEqual(order.side, "sell")
        self.assertEqual(fok_order.amount, 1000)

        self.assertEqual(fok_order.time_to_cancel, 10)

        self.assertEqual("fok", order.supplementary["parent_action_order"]["state"])

    def test_cancel_by_time(self):
        fok_order = FokOrder("ADA/ETH", 1000, 0.32485131 / 1000, "sell", max_order_updates=10, time_to_cancel=0.1)

        order_command = fok_order.update_from_exchange({})

        ex = ccxtExchangeWrapper.load_from_id("binance")  # type: ccxtExchangeWrapper
        ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")

        om = ActionOrderManager(ex)
        om.request_trades = False

        om.add_order(fok_order)
        om.proceed_orders()
        time.sleep(0.11)

        om.proceed_orders()
        om.proceed_orders()

        self.assertEqual(fok_order.status, "closed")
        self.assertIn("#timeout", fok_order.tags)

    def test_cancel_by_updates(self):
        fok_order = FokOrder("ADA/ETH", 1000, 0.32485131 / 1000, "sell", max_order_updates=10)

        order_command = fok_order.update_from_exchange({})

        ex = ccxtExchangeWrapper.load_from_id("binance")  # type: ccxtExchangeWrapper
        ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")

        om = ActionOrderManager(ex)
        om.request_trades = False

        om.add_order(fok_order)
        om.proceed_orders()
        time.sleep(0.11)

        while len(om.get_open_orders())>0:
            om.proceed_orders()

        self.assertEqual(fok_order.status, "closed")
        self.assertEqual(11, fok_order.orders_history[0].update_requests_count)
        self.assertNotIn("#timeout", fok_order.tags)

    def test_fok_order_order_manager(self):

        ex = ccxtExchangeWrapper.load_from_id("binance")
        ex.set_offline_mode("test_data/markets.json", "test_data/tickers.csv")
        ex.load_markets()
        order1 = FokOrder("ABC/XYZ", 1, 5, "sell", max_order_updates=3, time_to_cancel=0.5)

        om = ActionOrderManager(ex)

        # offline order update data will be created to fill order in 10 updates
        om.offline_order_updates = 10

        om.add_order(order1)

        i = 0
        while len(om.get_open_orders()) > 0:
            i += 1
            om.proceed_orders()
            time.sleep(0.1)

        self.assertEqual("closed", order1.status)
        self.assertAlmostEqual(order1.amount / 2, order1.filled, delta=0.0001)

        # 2 extra updates from order manager updating trade order without requesting the exchange
        self.assertEqual(8, order1.orders_history[-1].update_requests_count)


















if __name__ == '__main__':
    unittest.main()