238 lines
7.3 KiB
Python
238 lines
7.3 KiB
Python
"""
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Paper-mode testing
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"""
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import trio
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import math
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from shutil import rmtree
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from exceptiongroup import BaseExceptionGroup
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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 pathlib import Path
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import pytest
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import tractor
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from tractor._exceptions import ContextCancelled
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from uuid import uuid4
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from functools import partial
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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 Order
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from piker.pp import (
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PpTable,
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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._cacheables import open_cached_client
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from piker.clearing._messages import BrokerdPosition
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log = get_logger(__name__)
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@pytest.fixture(scope="module")
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def delete_testing_dir():
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"""This fixture removes the temp directory
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used for storing all config/ledger/pp data
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created during testing sessions
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"""
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yield
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app_dir = Path(get_app_dir("piker")).resolve()
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if app_dir.is_dir():
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rmtree(str(app_dir))
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assert not app_dir.is_dir()
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def get_fqsn(broker, symbol):
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fqsn = f"{symbol}.{broker}"
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return (fqsn, symbol, broker)
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def test_paper_trade(open_test_pikerd: AsyncContextManager):
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oid = ""
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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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(fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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brokers = [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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nonlocal oid
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book: OrderBook
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nonlocal 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(fqsn, mode="paper") 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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oid = str(uuid4())
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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=fqsn,
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price=price,
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brokers=brokers,
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)
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# This is actually a syncronous call to push a message
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# to the async ems clue - hence why we call trio.sleep afterwards
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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(broker, test_account) as ledger:
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cleared_ledger_entry = ledger[oid]
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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"] == fqsn
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with open_pps(broker, test_pp_account) as table:
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pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
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# Ensure the price-per-unit (breakeven) price is close to our clearing price
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assert math.isclose(
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pp_price, cleared_ledger_entry["size"], rel_tol=1
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)
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assert table.brokername == 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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# def _assert_entries():
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# cleared_ledger_entry = {}
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# with open_trade_ledger(broker, test_account) as ledger:
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# cleared_ledger_entry = ledger[oid]
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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"] == fqsn
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#
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# with open_pps(broker, test_pp_account, False) as table:
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# pp_price = table.conf[broker][test_pp_account][fqsn]["ppu"]
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# # Ensure the price-per-unit (breakeven) price is close to our clearing price
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# assert math.isclose(
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# pp_price, cleared_ledger_entry["size"], rel_tol=1
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# )
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# assert table.brokername == broker
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# assert table.acctid == test_pp_account
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#
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# Open piker load pps locally
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# and ensure last pps price is the same as ledger entry
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def _assert_pps(ledger, table):
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assert positions[(broker, test_account)][-1]["avg_price"] == ledger[oid]["price"]
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def _assert_no_pps(ledger, table):
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print(f"positions: {positions}")
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assert not bool(table)
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# return len(table.pps) == 0
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# Close position and assert empty position in pps
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def _run_test_and_check(exception, fn, assert_cb=None):
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with pytest.raises(exception) as exc_info:
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trio.run(fn)
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with (
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open_trade_ledger(broker, test_account) as ledger,
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open_pps(broker, test_pp_account) as table,
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):
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if assert_cb:
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assert_cb(ledger, table)
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for exception in exc_info.value.exceptions:
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assert isinstance(exception, KeyboardInterrupt) or isinstance(
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exception, ContextCancelled
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)
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# Setablend and execute a trade and assert trade
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_run_test_and_check(
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BaseExceptionGroup,
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partial(
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_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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# _assert_entries
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)
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, open_pikerd=open_test_pikerd),
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_assert_pps,
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)
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_run_test_and_check(
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BaseExceptionGroup,
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partial(_async_main, open_pikerd=open_test_pikerd, action="sell", price=1),
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_assert_no_pps,
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)
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# def test_paper_client(open_test_pikerd: AsyncContextManager):
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# async def _async_main(
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# open_pikerd: AsyncContextManager,
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# ):
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# (fqsn, symbol, broker) = get_fqsn("kraken", "xbtusdt")
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# async with (
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# open_pikerd() as (_, _, _, services),
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# open_ems(fqsn, mode="paper") 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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# # async with open_cached_client(broker) as client:
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# # symbol_info = await client.symbol_info()
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# # print(f'client: {symbol_info['XBTUSDT']}')
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# with (open_pps(broker, "piker-paper") as table,):
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# print(f"table: {table}")
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#
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# trio.run(
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# partial(
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# _async_main,
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# open_pikerd=open_test_pikerd,
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# ),
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# )
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