piker/tests/test_paper.py

238 lines
7.3 KiB
Python

"""
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
# def _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, False) 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
#
# Open piker load pps locally
# and ensure last pps price is the same as ledger entry
def _assert_pps(ledger, table):
assert positions[(broker, test_account)][-1]["avg_price"] == ledger[oid]["price"]
def _assert_no_pps(ledger, table):
print(f"positions: {positions}")
assert not bool(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_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",
),
# _assert_entries
)
_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']}')
# with (open_pps(broker, "piker-paper") as table,):
# print(f"table: {table}")
#
# trio.run(
# partial(
# _async_main,
# open_pikerd=open_test_pikerd,
# ),
# )