''' Paper-mode testing ''' import trio import math from shutil import rmtree from exceptiongroup import BaseExceptionGroup from typing import ( AsyncContextManager, Literal, ) from pathlib import Path import pytest import tractor from tractor._exceptions import ContextCancelled from uuid import uuid4 from functools import partial from piker.config import get_app_dir from piker.log import get_logger from piker.clearing._messages import Order from piker.pp import ( PpTable, open_trade_ledger, open_pps, ) from piker.clearing import ( open_ems, ) from piker.clearing._client import ( OrderBook, ) from piker._cacheables import open_cached_client from piker.clearing._messages import BrokerdPosition log = get_logger(__name__) @pytest.fixture(scope='module') def delete_testing_dir(): '''This fixture removes the temp directory used for storing all config/ledger/pp data created during testing sessions ''' yield app_dir = Path(get_app_dir('piker')).resolve() if app_dir.is_dir(): rmtree(str(app_dir)) assert not app_dir.is_dir() def get_fqsn(broker, symbol): fqsn = f'{symbol}.{broker}' return (fqsn, symbol, broker) def test_paper_trade(open_test_pikerd: AsyncContextManager): oid = '' test_exec_mode = 'live' test_account = 'paper' test_size = 1 (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt') brokers = [broker] test_pp_account = 'piker-paper' positions: dict[ # brokername, acctid tuple[str, str], list[BrokerdPosition], ] 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. ''' nonlocal oid book: OrderBook nonlocal positions # Set up piker and EMS async with ( open_pikerd() as (_, _, _, services), open_ems(fqsn, mode='paper') as ( book, trades_stream, pps, accounts, dialogs, ), ): # Send order to EMS if action: oid = str(uuid4()) order = Order( exec_mode=test_exec_mode, action=action, oid=oid, account=test_account, size=test_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) await trio.sleep(2) # Assert entries are made in both ledger and PPS if assert_entries: cleared_ledger_entry = {} with open_trade_ledger(broker, test_account) as ledger: cleared_ledger_entry = ledger[oid] assert list(ledger.keys())[-1] == oid assert cleared_ledger_entry['size'] == test_size assert cleared_ledger_entry['fqsn'] == fqsn with open_pps(broker, test_pp_account) as table: pp_price = table.conf[broker][test_pp_account][fqsn]['ppu'] # Ensure the price-per-unit (breakeven) price is close to our clearing price assert math.isclose( pp_price, cleared_ledger_entry['size'], rel_tol=1 ) assert table.brokername == broker assert table.acctid == test_pp_account positions = pps # Close piker like a user would raise KeyboardInterrupt # Open piker load pps locally # and ensure last pps price is the same as ledger entry def _assert_pps(ledger, table): return ( positions[(broker, test_account)][-1]['avg_price'] == ledger[oid]['price'] ) def _assert_no_pps(ledger, table): return len(table.pps) == 0 # Close position and assert empty position in pps def _run_test_and_check(exception, fn, assert_cb=None): with pytest.raises(exception) as exc_info: trio.run(fn) with ( open_trade_ledger(broker, test_account) as ledger, open_pps(broker, test_pp_account) as table, ): if assert_cb: assert assert_cb(ledger, table) for exception in exc_info.value.exceptions: assert isinstance(exception, KeyboardInterrupt) or isinstance( exception, ContextCancelled ) # Setablend and execute a trade and assert trade _run_test_and_check( BaseExceptionGroup, partial( _async_main, open_pikerd=open_test_pikerd, action='buy', ), ) _run_test_and_check( BaseExceptionGroup, partial(_async_main, open_pikerd=open_test_pikerd), _assert_pps, ) _run_test_and_check( BaseExceptionGroup, partial(_async_main, open_pikerd=open_test_pikerd, action='sell', price=1), _assert_no_pps, ) # def test_paper_client( # open_test_pikerd: AsyncContextManager # ): # # async def _async_main( # open_pikerd: AsyncContextManager, # ): # (fqsn, symbol, broker) = get_fqsn('kraken', 'xbtusdt') # async with ( # open_pikerd() as (_, _, _, services), # open_ems(fqsn, mode='paper') as ( # book, # trades_stream, # pps, # accounts, # dialogs, # ), # ): # async with open_cached_client(broker) as client: # symbol_info = await client.symbol_info() # print(f'client: {symbol_info['XBTUSDT']}') # # trio.run(partial( # _async_main, # open_pikerd=open_test_pikerd, # ), # )