piker/tests/test_paper.py

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

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__)


def test_paper_trade(
    open_test_pikerd: AsyncContextManager
):

    async def main():
        # type declares
        book: OrderBook
        trades_stream: tractor.MsgStream
        pps: dict[str, list[BrokerdPosition]]
        accounts: list[str]
        dialogs: dict[str, Status]

        async with (
            open_test_pikerd() as (_, _, _, services),

            open_ems(
                'xbtusdt.kraken',
                mode='paper',
            ) as (
                book,
                trades_stream,
                pps,
                accounts,
                dialogs,
            ),
        ):
            
            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'

            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)

            cleared_ledger_entry = {}
            # check if trades have been updated in in ledge and pp 
            with open_trade_ledger(test_broker, test_account) as ledger:
                log.warning(f'ledger: {ledger}')
                cleared_ledger_entry = ledger[test_oid]
                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)

            raise KeyboardInterrupt
        

    with pytest.raises(
        trio.MultiError
    ) as exc_info:
        trio.run(main)


def test_trades_persist(
    open_test_pikerd: AsyncContextManager
):

    async def main():
        async with (
            open_test_pikerd() as (_, _, _, services),

            open_ems(
                'xbtusdt.kraken',
                mode='paper',
            ) as (
                book,
                trades_stream,
                pps,
                accounts,
                dialogs,
            ),
        ):

            assert pps.len()
    trio.run(main)