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tests: Improve sample_order online testing

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This commit is contained in:
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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tests/exchange_online/conftest.py
+121 -1
View File
@@ -30,6 +30,7 @@ EXCHANGES = {
"private_methods": ["fapiPrivateGetPositionSideDual", "fapiPrivateGetMultiAssetsMargin"],
"sample_order": [
{
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
@@ -47,7 +48,19 @@ EXCHANGES = {
"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,
},
},
{
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
@@ -65,6 +78,17 @@ EXCHANGES = {
"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,
},
},
],
},
"binanceus": {
@@ -76,6 +100,7 @@ EXCHANGES = {
"skip_ws_tests": True,
"sample_order": [
{
"exchange_response": {
"symbol": "SOLUSDT",
"orderId": 3551312894,
"orderListId": -1,
@@ -92,6 +117,17 @@ EXCHANGES = {
"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,
},
}
],
},
@@ -112,8 +148,21 @@ EXCHANGES = {
"leverage_tiers_public": False,
"leverage_in_spot_market": True,
"sample_order": [
{"id": "63d6742d0adc5570001d2bbf7"}, # create order
{
"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",
@@ -145,6 +194,17 @@ EXCHANGES = {
"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,
},
},
],
},
"gate": {
@@ -159,6 +219,7 @@ EXCHANGES = {
"leverage_in_spot_market": True,
"sample_order": [
{
"exchange_response": {
"id": "276266139423",
"text": "apiv4",
"create_time": "1674493798",
@@ -188,7 +249,19 @@ EXCHANGES = {
"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,
},
},
{
"exchange_response": {
# market order
"id": "276401180529",
"text": "apiv4",
@@ -219,6 +292,17 @@ EXCHANGES = {
"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": [
{
@@ -264,6 +348,7 @@ EXCHANGES = {
"leverage_in_spot_market": True,
"sample_order": [
{
"exchange_response": {
"orderId": "1274754916287346280",
"orderLinkId": "1666798627015730",
"symbol": "SOLUSDT",
@@ -277,6 +362,17 @@ EXCHANGES = {
"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,
},
}
],
},
@@ -310,6 +406,7 @@ EXCHANGES = {
"futures": False,
"sample_order": [
{
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
@@ -323,7 +420,19 @@ EXCHANGES = {
"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,
},
},
{
"exchange_response": {
"symbol": "SOL-USDT",
"orderId": "1762393630149869568",
"transactTime": "1674493798550",
@@ -337,6 +446,17 @@ EXCHANGES = {
"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,
},
},
],
},
"hyperliquid": {
tests/exchange_online/test_ccxt_compat.py
+9 -6
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}")