Assert that trades persist in ems after teardown and startup
algorandpa
parent
68a196218b
commit
df868cec35
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@ -8,8 +8,12 @@ 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 typing import AsyncContextManager
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from typing import (
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AsyncContextManager,
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Any,
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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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@ -38,21 +42,38 @@ from piker.clearing._client import (
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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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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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async def main():
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async def open(
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open_pikerd: AsyncContextManager,
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send_order: bool = False,
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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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trades_stream: tractor.MsgStream
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pps: dict[str, list[BrokerdPosition]]
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accounts: list[str]
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dialogs: dict[str, Status]
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global _cleared_price
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async with (
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open_test_pikerd() as (_, _, _, services),
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open_pikerd() as (_, _, _, services),
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open_ems(
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'xbtusdt.kraken',
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@ -66,78 +87,67 @@ def test_paper_trade(
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),
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):
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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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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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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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brokers=test_brokers
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)
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if send_order:
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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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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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brokers=test_brokers
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)
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book.send(order)
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book.send(order)
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await trio.sleep(1)
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await trio.sleep(1)
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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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log.warning(f'ledger: {ledger}')
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cleared_ledger_entry = ledger[test_oid]
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assert list(ledger.keys())[0] == test_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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if assert_entries:
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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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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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assert cleared_ledger_entry['size'] == test_size
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assert cleared_ledger_entry['fqsn'] == test_fqsn
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raise KeyboardInterrupt
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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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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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with pytest.raises(
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trio.MultiError
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) as exc_info:
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trio.run(main)
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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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def test_trades_persist(
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open_test_pikerd: AsyncContextManager
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):
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async def main():
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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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'xbtusdt.kraken',
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mode='paper',
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) 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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assert pps.len()
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trio.run(main)
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