From df868cec35cf495ee1c757c42b100549a132fe93 Mon Sep 17 00:00:00 2001 From: algorandpa Date: Thu, 9 Feb 2023 18:14:41 -0500 Subject: [PATCH] Assert that trades persist in ems after teardown and startup --- tests/test_paper.py | 152 +++++++++++++++++++++++--------------------- 1 file changed, 81 insertions(+), 71 deletions(-) diff --git a/tests/test_paper.py b/tests/test_paper.py index 0c920986..b91547ae 100644 --- a/tests/test_paper.py +++ b/tests/test_paper.py @@ -8,8 +8,12 @@ from piker.log import get_logger from piker.clearing._messages import ( Order ) -from typing import AsyncContextManager +from typing import ( + AsyncContextManager, + Any, +) +from functools import partial from piker.pp import ( Position, Transaction, @@ -38,21 +42,38 @@ from piker.clearing._client import ( log = get_logger(__name__) +_clearing_price: float + def test_paper_trade( open_test_pikerd: AsyncContextManager ): + _cleared_price: float + 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' - async def main(): + + async def open( + open_pikerd: AsyncContextManager, + send_order: bool = False, + assert_entries: bool = False, + teardown: bool = True, + ) -> Any: # type declares book: OrderBook - trades_stream: tractor.MsgStream - pps: dict[str, list[BrokerdPosition]] - accounts: list[str] - dialogs: dict[str, Status] + global _cleared_price async with ( - open_test_pikerd() as (_, _, _, services), + open_pikerd() as (_, _, _, services), open_ems( 'xbtusdt.kraken', @@ -66,78 +87,67 @@ def test_paper_trade( ), ): - 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 - ) + if send_order: + 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) + book.send(order) + + await trio.sleep(1) - await trio.sleep(1) + if assert_entries: - 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) + cleared_ledger_entry = {} + # check if trades have been updated in in ledge and pp + with open_trade_ledger(test_broker, test_account) as ledger: + cleared_ledger_entry = ledger[test_oid] + _cleared_price = cleared_ledger_entry["price"] + assert list(ledger.keys())[0] == test_oid + assert cleared_ledger_entry['size'] == test_size + assert cleared_ledger_entry['fqsn'] == test_fqsn - raise KeyboardInterrupt - + + 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) + + if teardown: + raise KeyboardInterrupt + return pps + + async def open_and_assert_pps(): + pps = await open(open_test_pikerd) + assert pps(test_broker, test_account)[0] == _cleared_price with pytest.raises( trio.MultiError ) as exc_info: - trio.run(main) + # run initial time and send sent and assert trade + trio.run(partial(open, + open_pikerd=open_test_pikerd, + send_order=True, + assert_entries=True, + ) + ) + + # Run again just to boot piker + trio.run(partial(open, + open_pikerd=open_test_pikerd, + ) + ) + trio.run(open_and_assert_pps) -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)