import trio import pytest import tractor import math import os from shutil import rmtree from piker.config import get_app_dir from piker.log import get_logger from piker.clearing._messages import ( Order ) from uuid import uuid4 from typing import ( AsyncContextManager, Literal, ) from functools import partial from piker.pp import ( open_trade_ledger, open_pps, ) from piker.clearing import ( open_ems, ) from piker.clearing._client import ( OrderBook, ) from piker.clearing._messages import ( BrokerdPosition ) from exceptiongroup import BaseExceptionGroup log = get_logger(__name__) @pytest.fixture def paper_cleanup(): yield app_dir = get_app_dir('piker') rmtree(app_dir) assert not os.path.isfile(app_dir) def test_paper_trade( open_test_pikerd: AsyncContextManager, paper_cleanup: None ): test_exec_mode='live' test_account = 'paper' test_size = 1 test_broker = 'kraken' test_brokers = [test_broker] test_symbol = 'xbtusdt' test_fqsn = f'{test_symbol}.{test_broker}' test_pp_account = 'piker-paper' positions: dict[ # brokername, acctid tuple[str, str], list[BrokerdPosition], ] cleared_price: float async def _async_main( open_pikerd: AsyncContextManager, action: Literal['buy', 'sell'] | None = None, price: int = 30000, assert_entries: bool = False, ) -> None: """Spawn a paper piper actor, place a trade and assert entries are present in both trade ledger and pps tomls. 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 = str(uuid4()) book: OrderBook global cleared_price global positions # Set up piker and EMS async with ( open_pikerd() as (_, _, _, services), open_ems( test_fqsn, mode=test_account, ) as ( book, trades_stream, pps, accounts, dialogs, ), ): # Send order to EMS if action: order = Order( exec_mode=test_exec_mode, action=action, oid=oid, account=test_account, size=test_size, symbol=test_fqsn, price=price, brokers=test_brokers ) book.send(order) await trio.sleep(2) # Assert entries are made in both ledger and PPS if assert_entries: cleared_ledger_entry = {} with open_trade_ledger(test_broker, test_account) as ledger: cleared_ledger_entry = ledger[oid] cleared_price = cleared_ledger_entry["price"] assert list(ledger.keys())[-1] == 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: pp_price = table.conf[test_broker][test_pp_account][test_fqsn]["ppu"] assert math.isclose(pp_price, cleared_ledger_entry['size'], rel_tol=1) assert table.brokername == test_broker assert table.acctid == test_pp_account positions = pps # Close piker like a user would raise KeyboardInterrupt # Open piker and ensure last pps price is the same as ledger entry async def _open_and_assert_pps(): await _async_main(open_test_pikerd) assert positions(test_broker, test_account)[-1] == cleared_price # Close position and assert empty position in pps async def _close_pp_and_assert(): await _async_main(open_test_pikerd, 'sell', 1) with open_pps(test_broker, test_pp_account) as table: assert len(table.pps) == 0 # run initial time and send sent and assert trade with pytest.raises( BaseExceptionGroup ): trio.run(partial(_async_main, open_pikerd=open_test_pikerd, action='buy', ) ) with pytest.raises( BaseExceptionGroup ): trio.run(_open_and_assert_pps) with pytest.raises( BaseExceptionGroup ): trio.run(_close_pp_and_assert)