Break test into steps
algorandpa
parent
2ce811f192
commit
5b0ed6c274
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@ -236,8 +236,9 @@ async def open_ems(
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or mode == 'paper'
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):
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mode = 'paper'
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from ._ems import _emsd_main
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async with (
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# connect to emsd
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portal.open_context(
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@ -255,7 +256,6 @@ async def open_ems(
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dialogs,
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)
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),
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# open 2-way trade command stream
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ctx.open_stream() as trades_stream,
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):
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@ -265,8 +265,7 @@ async def open_ems(
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relay_order_cmds_from_sync_code,
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fqsn,
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trades_stream
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)
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)
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yield (
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book,
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trades_stream,
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@ -1351,7 +1351,7 @@ async def maybe_open_trade_relays(
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loglevel,
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)
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yield relay, feed, client_ready
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print("ABOUT TO OPEN CACHED MNGR")
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async with tractor.trionics.maybe_open_context(
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acm_func=cached_mngr,
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kwargs={
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@ -1365,6 +1365,7 @@ async def maybe_open_trade_relays(
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cache_hit,
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(relay, feed, client_ready)
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):
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print("YIELDING RELAY")
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yield relay, feed, client_ready
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@ -1452,7 +1453,7 @@ async def _emsd_main(
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brokerd_stream = relay.brokerd_stream
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dark_book = _router.get_dark_book(broker)
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# signal to client that we're started and deliver
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# all known pps and accounts for this ``brokerd``.
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await ems_ctx.started((
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@ -978,6 +978,7 @@ def open_pps(
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pp.ensure_state()
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try:
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# breakpoint()
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yield table
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finally:
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if write_on_exit:
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@ -1,5 +1,3 @@
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from datetime import datetime
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import time
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import trio
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import pytest
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import tractor
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@ -8,76 +6,72 @@ from piker.log import get_logger
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from piker.clearing._messages import (
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Order
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)
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from uuid import uuid4
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from typing import (
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AsyncContextManager,
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Any,
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Literal,
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)
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from functools import partial
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from piker.pp import (
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Position,
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Transaction,
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open_trade_ledger,
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open_pps
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open_pps,
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PpTable
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)
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from piker._daemon import (
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find_service,
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check_for_service,
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Services,
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)
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from piker.data import (
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open_feed,
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)
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from piker.clearing import (
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open_ems,
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)
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from piker.clearing._messages import (
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BrokerdPosition,
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Status,
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)
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from piker.clearing._client import (
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OrderBook,
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)
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from piker.clearing._messages import (
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BrokerdPosition
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)
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from exceptiongroup import BaseExceptionGroup
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log = get_logger(__name__)
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_clearing_price: float
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def test_paper_trade(
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open_test_pikerd: AsyncContextManager
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):
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_cleared_price: float
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cleared_price: float
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test_exec_mode='live'
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test_action = 'buy'
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test_oid = '560beac8-b1b1-4dee-bd1e-6604a704c9ea'
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test_account = 'paper'
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test_size = 1
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test_price = 30000
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test_broker = 'kraken'
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test_brokers = [test_broker]
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test_symbol = 'xbtusdt'
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test_fqsn = f'{test_symbol}.{test_broker}'
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test_pp_account = 'piker-paper'
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positions: dict[
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# brokername, acctid
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tuple[str, str],
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list[BrokerdPosition],
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]
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async def open(
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async def _async_main(
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open_pikerd: AsyncContextManager,
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send_order: bool = False,
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action: Literal['buy', 'sell'] | None = None,
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price: int = 30000,
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assert_entries: bool = False,
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teardown: bool = True,
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) -> Any:
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# type declares
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book: OrderBook
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global _cleared_price
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oid: str = str(uuid4())
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book: OrderBook
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global cleared_price
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global positions
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# Set up piker and EMS
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async with (
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open_pikerd() as (_, _, _, services),
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open_ems(
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'xbtusdt.kraken',
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mode='paper',
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test_fqsn,
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mode=test_account,
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) as (
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book,
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trades_stream,
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@ -86,68 +80,74 @@ def test_paper_trade(
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dialogs,
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),
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):
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if send_order:
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# Send order to EMS
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if action:
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order = Order(
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exec_mode=test_exec_mode,
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action=test_action,
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oid=test_oid,
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action=action,
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oid=oid,
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account=test_account,
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size=test_size,
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symbol=test_fqsn,
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price=test_price,
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price=price,
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brokers=test_brokers
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)
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book.send(order)
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await trio.sleep(1)
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if assert_entries:
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await trio.sleep(2)
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# Assert entries are made in both ledger and PPS
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if assert_entries:
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cleared_ledger_entry = {}
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# check if trades have been updated in in ledge and pp
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with open_trade_ledger(test_broker, test_account) as ledger:
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cleared_ledger_entry = ledger[test_oid]
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_cleared_price = cleared_ledger_entry["price"]
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assert list(ledger.keys())[0] == test_oid
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cleared_ledger_entry = ledger[oid]
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cleared_price = cleared_ledger_entry["price"]
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assert list(ledger.keys())[-1] == oid
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assert cleared_ledger_entry['size'] == test_size
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assert cleared_ledger_entry['fqsn'] == test_fqsn
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with open_pps(test_broker, test_pp_account) as table:
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# save pps in local state
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assert table.brokername == test_broker
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assert table.acctid == test_pp_account
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# assert cleared_ledger_entry['price'] == table.conf.clears[0].price
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pp_price = table.conf[test_broker][test_pp_account][test_fqsn]["ppu"]
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assert math.isclose(pp_price, cleared_ledger_entry['size'], rel_tol=1)
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if teardown:
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raise KeyboardInterrupt
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return pps
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assert table.brokername == test_broker
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assert table.acctid == test_pp_account
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async def open_and_assert_pps():
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pps = await open(open_test_pikerd)
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assert pps(test_broker, test_account)[0] == _cleared_price
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positions = pps
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# Close piker like a user would
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raise KeyboardInterrupt
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# Open piker and ensure last pps price is the same as ledger entry
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async def _open_and_assert_pps():
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await _async_main(open_test_pikerd)
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assert positions(test_broker, test_account)[-1] == cleared_price
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# Close position and assert empty position in pps
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async def _close_pp_and_assert():
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await _async_main(open_test_pikerd, 'sell', 1)
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with open_pps(test_broker, test_pp_account) as table:
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assert len(table.pps) == 0
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# run initial time and send sent and assert trade
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with pytest.raises(
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BaseExceptionGroup
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) as exc_info:
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trio.run(partial(_async_main,
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open_pikerd=open_test_pikerd,
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action='buy',
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)
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)
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with pytest.raises(
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trio.MultiError
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BaseExceptionGroup
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) as exc_info:
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# run initial time and send sent and assert trade
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trio.run(partial(open,
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open_pikerd=open_test_pikerd,
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send_order=True,
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assert_entries=True,
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)
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)
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# Run again just to boot piker
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trio.run(partial(open,
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open_pikerd=open_test_pikerd,
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)
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)
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trio.run(open_and_assert_pps)
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trio.run(_open_and_assert_pps)
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with pytest.raises(
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BaseExceptionGroup
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) as exc_info:
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trio.run(_close_pp_and_assert)
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