Merge branch 'develop' of github.com:enigmampc/catalyst into develop

2026-08-02 12:30:45 +08:00 · 2017-12-06 18:02:17 -05:00
parent f47aa13dd3 96a27d083c
commit 02875ef7ab
22 changed files with 1209 additions and 321 deletions
@@ -0,0 +1,96 @@
+import os
+import tempfile
+
+import pandas as pd
+from catalyst.exchange.ccxt.ccxt_exchange import CCXT
+from catalyst.finance.order import Order
+from base import BaseExchangeTestCase
+from logbook import Logger
+from catalyst.exchange.exchange_utils import get_exchange_auth
+from catalyst.utils.paths import ensure_directory
+
+log = Logger('test_ccxt')
+
+
+class TestCCXT(BaseExchangeTestCase):
+    @classmethod
+    def setup(self):
+        exchange_name = 'gdax'
+        auth = get_exchange_auth(exchange_name)
+        self.exchange = CCXT(
+            exchange_name=exchange_name,
+            key=auth['key'],
+            secret=auth['secret'],
+            base_currency='eth',
+            portfolio=None
+        )
+
+    def test_order(self):
+        log.info('creating order')
+        asset = self.exchange.get_asset('neo_eth')
+        order_id = self.exchange.order(
+            asset=asset,
+            limit_price=0.07,
+            amount=1,
+        )
+        log.info('order created {}'.format(order_id))
+        assert order_id is not None
+        pass
+
+    def test_open_orders(self):
+        log.info('retrieving open orders')
+        asset = self.exchange.get_asset('neo_eth')
+        orders = self.exchange.get_open_orders(asset)
+        pass
+
+    def test_get_order(self):
+        log.info('retrieving order')
+        order = self.exchange.get_order('2631386', 'neo_eth')
+        # order = self.exchange.get_order('2631386')
+        assert isinstance(order, Order)
+        pass
+
+    def test_cancel_order(self, ):
+        log.info('cancel order')
+        self.exchange.cancel_order('2631386', 'neo_eth')
+        pass
+
+    def test_get_candles(self):
+        log.info('retrieving candles')
+        candles = self.exchange.get_candles(
+            freq='5T',
+            assets=[self.exchange.get_asset('eth_btc')],
+            bar_count=200,
+            start_dt=pd.to_datetime('2017-01-01', utc=True)
+        )
+
+        for asset in candles:
+            df = pd.DataFrame(candles[asset])
+            df.set_index('last_traded', drop=True, inplace=True)
+        pass
+
+    def test_tickers(self):
+        log.info('retrieving tickers')
+        tickers = self.exchange.tickers([
+            self.exchange.get_asset('eth_btc'),
+        ])
+        assert len(tickers) == 1
+        pass
+
+    def test_get_balances(self):
+        log.info('testing wallet balances')
+        balances = self.exchange.get_balances()
+        pass
+
+    def test_get_account(self):
+        log.info('testing account data')
+        pass
+
+    def test_orderbook(self):
+        log.info('testing order book for bittrex')
+        asset = self.exchange.get_asset('eth_btc')
+        orderbook = self.exchange.get_orderbook(asset, 'all', limit=10)
+        pass
+
+    def test_get_fees(self):
+        pass