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