Fix bad-fqme test, adjust prices based on buy/sell

pre_overruns_ctxcancelled
Tyler Goodlet 2023-04-10 22:21:22 -04:00
parent d29e9eeb31
commit 114e7660aa
1 changed files with 33 additions and 16 deletions

View File

@ -159,20 +159,26 @@ def load_and_check_pos(
yield pp
@pytest.mark.trio
async def test_ems_err_on_bad_broker(
def test_ems_err_on_bad_broker(
open_test_pikerd: Services,
loglevel: str,
):
try:
async with open_ems(
'doggy.smiles',
mode='paper',
loglevel=loglevel,
) as _:
pytest.fail('EMS is working on non-broker!?')
except ModuleNotFoundError:
pass
async def load_bad_fqme():
try:
async with (
open_test_pikerd() as (_, _, _, services),
open_ems(
'doggycoin.doggy',
mode='paper',
loglevel=loglevel,
) as _
):
pytest.fail('EMS is working on non-broker!?')
except ModuleNotFoundError:
pass
run_and_tollerate_cancels(load_bad_fqme)
async def match_ppmsgs_on_ems_boot(
@ -264,12 +270,14 @@ async def submit_and_check(
od: dict
for od in fills:
print(f'Sending order {od} for fill')
size = od['size']
sent, msgs = await order_and_and_wait_for_ppmsg(
client,
trades_stream,
fqme,
action='buy',
size=od['size'],
action='buy' if size > 0 else 'sell',
price=100e3 if size > 0 else 0,
size=size,
)
last_order: Order = sent[-1]
@ -300,7 +308,8 @@ async def submit_and_check(
{'size': 0.001},
),
# multi-partial entry and exits.
# multi-partial entry and exits from net-zero, to short and back
# to net-zero.
(
# enters
{'size': 0.001},
@ -314,10 +323,18 @@ async def submit_and_check(
{'size': 0.001},
{'size': 0.002},
# exits to get back to zero.
# nearly back to zero.
{'size': -0.001},
# switch to net-short
{'size': -0.025},
{'size': -0.0195},
# another entry
{'size': 0.001},
# final cover to net-zero again.
{'size': 0.038},
),
],
ids='fills={}'.format,
@ -328,7 +345,7 @@ def test_multi_fill_positions(
fills: tuple[dict],
check_cross_session: bool = True,
check_cross_session: bool = False,
) -> None: