Fix bad-fqme test, adjust prices based on buy/sell
parent
589232d12d
commit
7de914d54c
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@ -159,20 +159,26 @@ def load_and_check_pos(
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yield pp
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@pytest.mark.trio
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async def test_ems_err_on_bad_broker(
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def test_ems_err_on_bad_broker(
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open_test_pikerd: Services,
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loglevel: str,
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):
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try:
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async with open_ems(
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'doggy.smiles',
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mode='paper',
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loglevel=loglevel,
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) as _:
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pytest.fail('EMS is working on non-broker!?')
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except ModuleNotFoundError:
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pass
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async def load_bad_fqme():
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try:
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async with (
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open_test_pikerd() as (_, _, _, services),
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open_ems(
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'doggycoin.doggy',
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mode='paper',
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loglevel=loglevel,
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) as _
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):
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pytest.fail('EMS is working on non-broker!?')
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except ModuleNotFoundError:
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pass
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run_and_tollerate_cancels(load_bad_fqme)
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async def match_ppmsgs_on_ems_boot(
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@ -264,12 +270,14 @@ async def submit_and_check(
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od: dict
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for od in fills:
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print(f'Sending order {od} for fill')
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size = od['size']
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sent, msgs = await order_and_and_wait_for_ppmsg(
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client,
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trades_stream,
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fqme,
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action='buy',
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size=od['size'],
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action='buy' if size > 0 else 'sell',
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price=100e3 if size > 0 else 0,
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size=size,
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)
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last_order: Order = sent[-1]
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@ -300,7 +308,8 @@ async def submit_and_check(
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{'size': 0.001},
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),
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# multi-partial entry and exits.
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# multi-partial entry and exits from net-zero, to short and back
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# to net-zero.
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(
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# enters
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{'size': 0.001},
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@ -314,10 +323,18 @@ async def submit_and_check(
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{'size': 0.001},
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{'size': 0.002},
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# exits to get back to zero.
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# nearly back to zero.
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{'size': -0.001},
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# switch to net-short
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{'size': -0.025},
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{'size': -0.0195},
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# another entry
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{'size': 0.001},
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# final cover to net-zero again.
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{'size': 0.038},
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),
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],
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ids='fills={}'.format,
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@ -328,7 +345,7 @@ def test_multi_fill_positions(
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fills: tuple[dict],
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check_cross_session: bool = True,
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check_cross_session: bool = False,
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) -> None:
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