''' Paper-mode testing ''' import trio from exceptiongroup import BaseExceptionGroup from typing import ( AsyncContextManager, Literal, ) import pytest import tractor from tractor._exceptions import ContextCancelled from uuid import uuid4 from functools import partial from piker.log import get_logger from piker.clearing._messages import Order from piker.pp import ( open_trade_ledger, open_pps, ) log = get_logger(__name__) def get_fqsn(broker, symbol): fqsn = f'{symbol}.{broker}' return (fqsn, symbol, broker) oid = '' test_exec_mode = 'live' (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt') brokers = [broker] account = 'paper' async def _async_main( open_test_pikerd_and_ems: AsyncContextManager, action: Literal['buy', 'sell'] | None = None, price: int = 30000, assert_entries: bool = False, assert_pps: bool = False, assert_zeroed_pps: bool = False, assert_msg: bool = False, executions: int = 1, size: float = 0.01, ) -> None: '''Start piker, place a trade and assert data in pps stream, ledger and position table. Then restart piker and ensure that pps from previous trade exists in the ems pps. Finally close the position and ensure that the position in pps.toml is closed. ''' oid: str = '' last_msg = {} async with open_test_pikerd_and_ems() as ( services, (book, trades_stream, pps, accounts, dialogs), ): # Set up piker and EMS # Send order to EMS if action: for x in range(executions): oid = str(uuid4()) order = Order( exec_mode=test_exec_mode, action=action, oid=oid, account=account, size=size, symbol=fqsn, price=price, brokers=brokers, ) # This is actually a syncronous call to push a message # to the async ems clue - hence why we call trio.sleep afterwards book.send(order) async for msg in trades_stream: last_msg = msg match msg: case {'name': 'position'}: break if assert_entries or assert_pps or assert_zeroed_pps or assert_msg: _assert( assert_entries, assert_pps, assert_zeroed_pps, pps, last_msg, size, executions, ) # Teardown piker like a user would raise KeyboardInterrupt def _assert( assert_entries, assert_pps, assert_zerod_pps, pps, last_msg, size, executions, ): with ( open_trade_ledger(broker, account) as ledger, open_pps(broker, account) as table, ): ''' Assert multiple cases including pps, ledger and final position message state ''' if assert_entries: assert last_msg['broker'] == broker assert last_msg['account'] == account assert last_msg['symbol'] == fqsn assert last_msg['size'] == size * executions assert last_msg['currency'] == symbol assert last_msg['avg_price'] == table.pps[symbol].ppu if assert_pps: last_ppu = pps[(broker, account)][-1] assert last_ppu['avg_price'] == table.pps[symbol].ppu if assert_zerod_pps: assert not bool(table.pps) # Close position and assert empty position in pps def _run_test_and_check(fn): with pytest.raises(BaseExceptionGroup) as exc_info: trio.run(fn) for exception in exc_info.value.exceptions: assert isinstance(exception, KeyboardInterrupt) or isinstance( exception, ContextCancelled ) def test_buy(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir): # Enter a trade and assert entries are made in pps and ledger files _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, action='buy', assert_entries=True, ), ) # Open ems and assert existence of pps entries _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, assert_pps=True, ), ) def test_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir): # Sell position _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, action='sell', price=1, ), ) # Ensure pps are zeroed _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, assert_zeroed_pps=True, ), ) # def test_multi_sell(open_test_pikerd_and_ems: AsyncContextManager, delete_testing_dir): # Make 5 market limit buy orders _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, action='buy', executions=5, ), ) # Sell 5 slots at the same price, assert cleared positions _run_test_and_check( partial( _async_main, open_test_pikerd_and_ems=open_test_pikerd_and_ems, action='sell', executions=5, price=1, assert_zeroed_pps=True, ), )