piker/tests/test_paper.py

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from datetime import datetime
import time
import trio
import pytest
import tractor
import math
from piker.log import get_logger
from piker.clearing._messages import (
Order
)
from typing import (
AsyncContextManager,
Any,
)
from functools import partial
from piker.pp import (
Position,
Transaction,
open_trade_ledger,
open_pps
)
from piker._daemon import (
find_service,
check_for_service,
Services,
)
from piker.data import (
open_feed,
)
from piker.clearing import (
open_ems,
)
from piker.clearing._messages import (
BrokerdPosition,
Status,
)
from piker.clearing._client import (
OrderBook,
)
log = get_logger(__name__)
_clearing_price: float
def test_paper_trade(
open_test_pikerd: AsyncContextManager
):
_cleared_price: float
test_exec_mode='live'
test_action = 'buy'
test_oid = '560beac8-b1b1-4dee-bd1e-6604a704c9ea'
test_account = 'paper'
test_size = 1
test_price = 30000
test_broker = 'kraken'
test_brokers = [test_broker]
test_symbol = 'xbtusdt'
test_fqsn = f'{test_symbol}.{test_broker}'
test_pp_account = 'piker-paper'
async def open(
open_pikerd: AsyncContextManager,
send_order: bool = False,
assert_entries: bool = False,
teardown: bool = True,
) -> Any:
# type declares
book: OrderBook
global _cleared_price
async with (
open_pikerd() as (_, _, _, services),
open_ems(
'xbtusdt.kraken',
mode='paper',
) as (
book,
trades_stream,
pps,
accounts,
dialogs,
),
):
if send_order:
order = Order(
exec_mode=test_exec_mode,
action=test_action,
oid=test_oid,
account=test_account,
size=test_size,
symbol=test_fqsn,
price=test_price,
brokers=test_brokers
)
book.send(order)
await trio.sleep(1)
if assert_entries:
cleared_ledger_entry = {}
# check if trades have been updated in in ledge and pp
with open_trade_ledger(test_broker, test_account) as ledger:
cleared_ledger_entry = ledger[test_oid]
_cleared_price = cleared_ledger_entry["price"]
assert list(ledger.keys())[0] == test_oid
assert cleared_ledger_entry['size'] == test_size
assert cleared_ledger_entry['fqsn'] == test_fqsn
with open_pps(test_broker, test_pp_account) as table:
# save pps in local state
assert table.brokername == test_broker
assert table.acctid == test_pp_account
# assert cleared_ledger_entry['price'] == table.conf.clears[0].price
pp_price = table.conf[test_broker][test_pp_account][test_fqsn]["ppu"]
assert math.isclose(pp_price, cleared_ledger_entry['size'], rel_tol=1)
if teardown:
raise KeyboardInterrupt
return pps
async def open_and_assert_pps():
pps = await open(open_test_pikerd)
assert pps(test_broker, test_account)[0] == _cleared_price
with pytest.raises(
trio.MultiError
) as exc_info:
# run initial time and send sent and assert trade
trio.run(partial(open,
open_pikerd=open_test_pikerd,
send_order=True,
assert_entries=True,
)
)
# Run again just to boot piker
trio.run(partial(open,
open_pikerd=open_test_pikerd,
)
)
trio.run(open_and_assert_pps)