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tests: Improve sample_order online testing

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Matthias
2024-11-30 18:12:32 +01:00
parent 2b350eb872
commit f31b26b1ab
2 changed files with 302 additions and 179 deletions
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466
tests/exchange_online/conftest.py
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@@ -30,40 +30,64 @@ EXCHANGES = {
"private_methods": ["fapiPrivateGetPositionSideDual", "fapiPrivateGetMultiAssetsMargin"],
"sample_order": [
{
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "0.00000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "0.00000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
{
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "1.10000000",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "1.10000000",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
],
},
@@ -76,22 +100,34 @@ EXCHANGES = {
"skip_ws_tests": True,
"sample_order": [
{
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "0.00000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
"clientOrderId": "x-R4DD3S8297c73a11ccb9dc8f2811ba",
"transactTime": 1674493798550,
"price": "15.50000000",
"origQty": "1.10000000",
"executedQty": "0.00000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1674493798550,
"fills": [],
"selfTradePreventionMode": "NONE",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
}
],
},
@@ -112,38 +148,62 @@ EXCHANGES = {
"leverage_tiers_public": False,
"leverage_in_spot_market": True,
"sample_order": [
{"id": "63d6742d0adc5570001d2bbf7"}, # create order
{
"id": "63d6742d0adc5570001d2bbf7",
"symbol": "SOL-USDT",
"opType": "DEAL",
"type": "limit",
"side": "buy",
"price": "15.5",
"size": "1.1",
"funds": "0",
"dealFunds": "17.05",
"dealSize": "1.1",
"fee": "0.000065252",
"feeCurrency": "USDT",
"stp": "",
"stop": "",
"stopTriggered": False,
"stopPrice": "0",
"timeInForce": "GTC",
"postOnly": False,
"hidden": False,
"iceberg": False,
"visibleSize": "0",
"cancelAfter": 0,
"channel": "API",
"clientOid": "0a053870-11bf-41e5-be61-b272a4cb62e1",
"remark": None,
"tags": "partner:ccxt",
"isActive": False,
"cancelExist": False,
"createdAt": 1674493798550,
"tradeType": "TRADE",
"exchange_response": {"id": "63d6742d0adc5570001d2bbf7"},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
}, # create order
{
"exchange_response": {
"id": "63d6742d0adc5570001d2bbf7",
"symbol": "SOL-USDT",
"opType": "DEAL",
"type": "limit",
"side": "buy",
"price": "15.5",
"size": "1.1",
"funds": "0",
"dealFunds": "17.05",
"dealSize": "1.1",
"fee": "0.000065252",
"feeCurrency": "USDT",
"stp": "",
"stop": "",
"stopTriggered": False,
"stopPrice": "0",
"timeInForce": "GTC",
"postOnly": False,
"hidden": False,
"iceberg": False,
"visibleSize": "0",
"cancelAfter": 0,
"channel": "API",
"clientOid": "0a053870-11bf-41e5-be61-b272a4cb62e1",
"remark": None,
"tags": "partner:ccxt",
"isActive": False,
"cancelExist": False,
"createdAt": 1674493798550,
"tradeType": "TRADE",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
],
},
@@ -159,65 +219,89 @@ EXCHANGES = {
"leverage_in_spot_market": True,
"sample_order": [
{
"id": "276266139423",
"text": "apiv4",
"create_time": "1674493798",
"update_time": "1674493798",
"create_time_ms": "1674493798550",
"update_time_ms": "1674493798550",
"status": "closed",
"currency_pair": "SOL_USDT",
"type": "limit",
"account": "spot",
"side": "buy",
"amount": "1.1",
"price": "15.5",
"time_in_force": "gtc",
"iceberg": "0",
"left": "0",
"fill_price": "17.05",
"filled_total": "17.05",
"avg_deal_price": "15.5",
"fee": "0.0000018",
"fee_currency": "SOL",
"point_fee": "0",
"gt_fee": "0",
"gt_maker_fee": "0",
"gt_taker_fee": "0.0015",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
"exchange_response": {
"id": "276266139423",
"text": "apiv4",
"create_time": "1674493798",
"update_time": "1674493798",
"create_time_ms": "1674493798550",
"update_time_ms": "1674493798550",
"status": "closed",
"currency_pair": "SOL_USDT",
"type": "limit",
"account": "spot",
"side": "buy",
"amount": "1.1",
"price": "15.5",
"time_in_force": "gtc",
"iceberg": "0",
"left": "0",
"fill_price": "17.05",
"filled_total": "17.05",
"avg_deal_price": "15.5",
"fee": "0.0000018",
"fee_currency": "SOL",
"point_fee": "0",
"gt_fee": "0",
"gt_maker_fee": "0",
"gt_taker_fee": "0.0015",
"gt_discount": True,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
{
# market order
"id": "276401180529",
"text": "apiv4",
"create_time": "1674493798",
"update_time": "1674493798",
"create_time_ms": "1674493798550",
"update_time_ms": "1674493798550",
"status": "cancelled",
"currency_pair": "SOL_USDT",
"type": "market",
"account": "spot",
"side": "buy",
"amount": "17.05",
"price": "0",
"time_in_force": "ioc",
"iceberg": "0",
"left": "0.0000000016228",
"fill_price": "17.05",
"filled_total": "17.05",
"avg_deal_price": "15.5",
"fee": "0",
"fee_currency": "SOL",
"point_fee": "0.0199999999967544",
"gt_fee": "0",
"gt_maker_fee": "0",
"gt_taker_fee": "0",
"gt_discount": False,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
"exchange_response": {
# market order
"id": "276401180529",
"text": "apiv4",
"create_time": "1674493798",
"update_time": "1674493798",
"create_time_ms": "1674493798550",
"update_time_ms": "1674493798550",
"status": "cancelled",
"currency_pair": "SOL_USDT",
"type": "market",
"account": "spot",
"side": "buy",
"amount": "17.05",
"price": "0",
"time_in_force": "ioc",
"iceberg": "0",
"left": "0.0000000016228",
"fill_price": "17.05",
"filled_total": "17.05",
"avg_deal_price": "15.5",
"fee": "0",
"fee_currency": "SOL",
"point_fee": "0.0199999999967544",
"gt_fee": "0",
"gt_maker_fee": "0",
"gt_taker_fee": "0",
"gt_discount": False,
"rebated_fee": "0",
"rebated_fee_currency": "USDT",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
],
"sample_my_trades": [
@@ -264,19 +348,31 @@ EXCHANGES = {
"leverage_in_spot_market": True,
"sample_order": [
{
"orderId": "1274754916287346280",
"orderLinkId": "1666798627015730",
"symbol": "SOLUSDT",
"createdTime": "1674493798550",
"price": "15.5",
"qty": "1.1",
"orderType": "Limit",
"side": "Buy",
"orderStatus": "New",
"timeInForce": "GTC",
"accountId": "5555555",
"execQty": "0",
"orderCategory": "0",
"exchange_response": {
"orderId": "1274754916287346280",
"orderLinkId": "1666798627015730",
"symbol": "SOLUSDT",
"createdTime": "1674493798550",
"price": "15.5",
"qty": "1.1",
"orderType": "Limit",
"side": "Buy",
"orderStatus": "New",
"timeInForce": "GTC",
"accountId": "5555555",
"execQty": "0",
"orderCategory": "0",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
}
],
},
@@ -310,32 +406,56 @@ EXCHANGES = {
"futures": False,
"sample_order": [
{
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "LIMIT",
"side": "BUY",
"clientOrderID": "",
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "LIMIT",
"side": "BUY",
"clientOrderID": "",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
{
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "MARKET",
"side": "BUY",
"clientOrderID": "",
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
"price": "15.5",
"stopPrice": "0",
"origQty": "1.1",
"executedQty": "1.1",
"cummulativeQuoteQty": "17.05",
"status": "FILLED",
"type": "MARKET",
"side": "BUY",
"clientOrderID": "",
},
"pair": "SOL/USDT",
"expected": {
"symbol": "SOL/USDT",
"orderId": "3551312894",
"timestamp": 1674493798550,
"datetime": "2023-03-25T15:49:58.550Z",
"price": 15.5,
"status": "open",
"amount": 1.1,
},
},
],
},

15
tests/exchange_online/test_ccxt_compat.py
View File

@@ -61,28 +61,31 @@ class TestCCXTExchange:
def test_ccxt_order_parse(self, exchange: EXCHANGE_FIXTURE_TYPE):
exch, exchange_name = exchange
if orders := EXCHANGES[exchange_name].get("sample_order"):
pair = "SOL/USDT"
for order in orders:
pair = order["pair"]
exchange_response: dict = order["exchange_response"]
market = exch._api.markets[pair]
po = exch._api.parse_order(order, market)
po = exch._api.parse_order(exchange_response, market)
expected = order["expected"]
assert isinstance(po["id"], str)
assert po["id"] is not None
if len(order.keys()) < 5:
if len(exchange_response.keys()) < 5:
# Kucoin case
assert po["status"] is None
continue
assert po["timestamp"] == 1674493798550
assert po["timestamp"] == expected["timestamp"]
assert isinstance(po["datetime"], str)
assert isinstance(po["timestamp"], int)
assert isinstance(po["price"], float)
assert po["price"] == 15.5
assert po["price"] == expected["price"]
if po["status"] == "closed":
# Filled orders should have average assigned.
assert isinstance(po["average"], float)
assert po["average"] == 15.5
assert po["symbol"] == pair
assert isinstance(po["amount"], float)
assert po["amount"] == 1.1
assert po["amount"] == expected["amount"]
assert isinstance(po["status"], str)
else:
pytest.skip(f"No sample order available for exchange {exchange_name}")