Reformat fake fill in paper engine,
Ensure tests pass, refactor test wrapperpaper_trade_improvements_rebase
parent
e8714c2d17
commit
c8e6312044
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@ -260,22 +260,16 @@ class PaperBoi(Struct):
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bsuid=key,
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)
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# Update in memory ledger per trade
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ledger_entry = {oid: t.to_dict()}
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# Store txn in state for PP update
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self._txn_dict[oid] = t
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self._trade_ledger.update(ledger_entry)
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# Write to ledger toml right now
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with open_trade_ledger(self.broker, 'paper') as ledger:
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ledger.update(self._trade_ledger)
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with (
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open_trade_ledger(self.broker, 'paper') as ledger,
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open_pps(self.broker, 'piker-paper') as table
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):
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ledger.update({oid: t.to_dict()})
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# Write to pps toml right now
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with open_pps(self.broker, 'piker-paper') as table:
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table.update_from_trans(self._txn_dict)
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table.update_from_trans({oid: t})
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# save pps in local state
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self._positions = table.pps
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self._positions.update(table.pps)
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# Ensure we have the latest positioning data when sending pp_msg
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pp = self._positions[key]
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@ -78,7 +78,8 @@ def get_app_dir(app_name, roaming=True, force_posix=False):
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# within the tractor runtimes and store testing config data
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# outside of the users filesystem
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if "pytest" in sys.modules:
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app_name += TEST_CONFIG_DIR_PATH
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log.info("TESTING")
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os.path.join(app_name, TEST_CONFIG_DIR_PATH)
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# if WIN:
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if platform.system() == 'Windows':
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@ -1,6 +1,6 @@
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"""
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'''
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Paper-mode testing
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"""
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'''
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import trio
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import math
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@ -22,6 +22,7 @@ from piker.config import get_app_dir
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from piker.log import get_logger
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from piker.clearing._messages import Order
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from piker.pp import (
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PpTable,
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open_trade_ledger,
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open_pps,
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)
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@ -36,31 +37,33 @@ from piker.clearing._messages import BrokerdPosition
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log = get_logger(__name__)
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@pytest.fixture(scope="module")
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@pytest.fixture(scope='module')
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def delete_testing_dir():
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'''This fixture removes the temp directory
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used for storing all config/ledger/pp data
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created during testing sessions
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'''
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yield
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app_dir = Path(get_app_dir("piker")).resolve()
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app_dir = Path(get_app_dir('piker')).resolve()
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if app_dir.is_dir():
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rmtree(str(app_dir))
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assert not app_dir.is_dir()
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def get_fqsn(broker, symbol):
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fqsn = f"{symbol}.{broker}"
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fqsn = f'{symbol}.{broker}'
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return (fqsn, symbol, broker)
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def test_paper_trade(open_test_pikerd: AsyncContextManager):
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cleared_price: float
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test_exec_mode = "live"
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test_account = "paper"
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oid = ''
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test_exec_mode = 'live'
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test_account = 'paper'
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test_size = 1
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(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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(fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
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brokers = [broker]
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test_pp_account = "piker-paper"
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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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@ -69,7 +72,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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async def _async_main(
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open_pikerd: AsyncContextManager,
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action: Literal["buy", "sell"] | None = None,
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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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) -> None:
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@ -78,16 +81,14 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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that pps from previous trade exists in the ems pps.
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Finally close the position and ensure that the position in pps.toml is closed.
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'''
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oid: str = str(uuid4())
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nonlocal oid
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book: OrderBook
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nonlocal cleared_price
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nonlocal 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(fqsn, mode="paper") as (
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open_ems(fqsn, mode='paper') as (
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book,
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trades_stream,
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pps,
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@ -97,6 +98,7 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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):
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# Send order to EMS
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if action:
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oid = str(uuid4())
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order = Order(
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exec_mode=test_exec_mode,
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action=action,
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@ -118,17 +120,15 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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cleared_ledger_entry = {}
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with open_trade_ledger(broker, test_account) as ledger:
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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"] == fqsn
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assert cleared_ledger_entry['size'] == test_size
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assert cleared_ledger_entry['fqsn'] == fqsn
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with open_pps(broker, test_pp_account) as table:
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pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
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pp_price = table.conf[broker][test_pp_account][fqsn]['ppu']
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# Ensure the price-per-unit (breakeven) price is close to our clearing price
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assert math.isclose(
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pp_price, cleared_ledger_entry["size"], rel_tol=1
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pp_price, cleared_ledger_entry['size'], rel_tol=1
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)
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assert table.brokername == broker
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assert table.acctid == test_pp_account
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@ -140,62 +140,78 @@ def test_paper_trade(open_test_pikerd: AsyncContextManager):
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# Open piker load pps locally
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# 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(broker, test_account)[-1] == cleared_price
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def _assert_pps(ledger, table):
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return (
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positions[(broker, test_account)][-1]['avg_price'] == ledger[oid]['price']
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)
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def _assert_no_pps(ledger, table):
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return len(table.pps) == 0
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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(broker, test_pp_account) as table:
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assert len(table.pps) == 0
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def _run_test_and_check(exception, fn):
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def _run_test_and_check(exception, fn, assert_cb=None):
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with pytest.raises(exception) as exc_info:
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trio.run(fn)
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with (
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open_trade_ledger(broker, test_account) as ledger,
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open_pps(broker, test_pp_account) as table,
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):
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if assert_cb:
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assert assert_cb(ledger, table)
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for exception in exc_info.value.exceptions:
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assert isinstance(exception, KeyboardInterrupt) or isinstance(
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exception, ContextCancelled
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)
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# Send and execute a trade and assert trade
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# Setablend and execute a trade and assert trade
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_run_test_and_check(
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BaseExceptionGroup,
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partial(
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_async_main,
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open_pikerd=open_test_pikerd,
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action="buy",
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action='buy',
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),
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)
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_run_test_and_check(BaseExceptionGroup, _open_and_assert_pps)
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_run_test_and_check(BaseExceptionGroup, _close_pp_and_assert)
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def test_paper_client(
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open_test_pikerd: AsyncContextManager
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):
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async def _async_main(
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open_pikerd: AsyncContextManager,
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):
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(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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async with (
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open_pikerd() as (_, _, _, services),
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open_ems(fqsn, mode="paper") as (
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book,
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trades_stream,
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pps,
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accounts,
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dialogs,
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),
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):
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async with open_cached_client(broker) as client:
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symbol_info = await client.symbol_info()
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print(f'client: {symbol_info["XBTUSDT"]}')
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trio.run(partial(
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_async_main,
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open_pikerd=open_test_pikerd,
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),
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, open_pikerd=open_test_pikerd),
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_assert_pps,
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)
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, open_pikerd=open_test_pikerd, action='sell', price=1),
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_assert_no_pps,
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)
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# def test_paper_client(
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# open_test_pikerd: AsyncContextManager
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# ):
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#
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# async def _async_main(
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# open_pikerd: AsyncContextManager,
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# ):
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# (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt')
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# async with (
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# open_pikerd() as (_, _, _, services),
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# open_ems(fqsn, mode='paper') as (
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# book,
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# trades_stream,
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# pps,
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# accounts,
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# dialogs,
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# ),
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# ):
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# async with open_cached_client(broker) as client:
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# symbol_info = await client.symbol_info()
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# print(f'client: {symbol_info['XBTUSDT']}')
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#
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# trio.run(partial(
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# _async_main,
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# open_pikerd=open_test_pikerd,
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# ),
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# )
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