BLD: completed exchange unit tests and fixed misc issues

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -570,7 +570,9 @@ class CCXT(Exchange):
             The Catalyst order object
 
         """
-        if order_status['status'] == 'canceled':
+        if order_status['status'] == 'canceled' \
+                or (order_status['status'] == 'closed'
+                    and order_status['filled'] == 0):
             status = ORDER_STATUS.CANCELLED
 
         elif order_status['status'] == 'closed' and order_status['filled'] > 0:

catalyst/exchange/exchange.py

@@ -149,7 +149,7 @@ class Exchange:
 
     def get_assets(self, symbols=None, data_frequency=None,
                    is_exchange_symbol=False,
-                   is_local=None):
+                   is_local=None, quote_currency=None):
         """
         The list of markets for the specified symbols.
 
@@ -173,6 +173,14 @@ class Exchange:
         if symbols is None:
             # Make a distinct list of all symbols
             symbols = list(set([asset.symbol for asset in self.assets]))
+
+            if quote_currency is not None:
+                for symbol in symbols[:]:
+                    suffix = '_{}'.format(quote_currency.lower())
+
+                    if not symbol.endswith(suffix):
+                        symbols.remove(symbol)
+
             is_exchange_symbol = False
 
         assets = []

catalyst/exchange/factory.py

@@ -47,7 +47,8 @@ def get_exchanges(exchange_names):
     return exchanges
 
 
-def find_exchanges(features=None, skip_blacklist=True):
+def find_exchanges(features=None, skip_blacklist=True, is_authenticated=False,
+                   base_currency=None):
     """
     Find exchanges filtered by a list of feature.
 
@@ -61,13 +62,18 @@ def find_exchanges(features=None, skip_blacklist=True):
     list[Exchange]
 
     """
-    exchange_names = CCXT.find_exchanges(features)
+    exchange_names = CCXT.find_exchanges(features, is_authenticated)
 
     exchanges = []
     for exchange_name in exchange_names:
         if skip_blacklist and is_blacklist(exchange_name):
             continue
 
-        exchanges.append(get_exchange(exchange_name, skip_init=True))
+        exchange = get_exchange(
+            exchange_name=exchange_name,
+            skip_init=True,
+            base_currency=base_currency,
+        )
+        exchanges.append(exchange)
 
     return exchanges

tests/exchange/test_suite_exchange.py

@@ -1,7 +1,6 @@
 import json
 import os
 import random
-import unittest
 from logging import Logger
 from time import sleep
 
@@ -9,6 +8,7 @@ import pandas as pd
 from ccxt import AuthenticationError
 
 from catalyst.exchange.exchange_errors import ExchangeRequestError
+from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.exchange_utils import get_exchange_folder
 from catalyst.exchange.factory import find_exchanges
 
@@ -42,10 +42,18 @@ def handle_exchange_error(exchange, e):
             handle.write(message)
 
 
-def select_random_exchanges(population=3, features=None):
-    all_exchanges = find_exchanges(features)
+def select_random_exchanges(population=3, features=None,
+                            is_authenticated=False, base_currency=None):
+    all_exchanges = find_exchanges(
+        features=features,
+        is_authenticated=is_authenticated,
+        base_currency=base_currency,
+    )
 
     if population is not None:
+        if len(all_exchanges) < population:
+            population = len(all_exchanges)
+
         exchanges = random.sample(all_exchanges, population)
 
     else:
@@ -153,7 +161,7 @@ class TestSuiteExchange:
         asset_population = 3
 
         exchanges = select_random_exchanges(
-            exchange_population,
+            population=exchange_population,
             features=['fetchOHLCV'],
         )  # Type: list[Exchange]
         for exchange in exchanges:
@@ -190,4 +198,45 @@ class TestSuiteExchange:
         pass
 
     def test_orders(self):
+        population = 3
+        quote_currency = 'eth'
+        order_amount = 0.1
+
+        exchanges = select_random_exchanges(
+            population=population,
+            features=['fetchOrder'],
+            is_authenticated=True,
+            base_currency=quote_currency,
+        )  # Type: list[Exchange]
+
+        for exchange in exchanges:
+            exchange.init()
+
+            assets = exchange.get_assets(quote_currency=quote_currency)
+            asset = select_random_assets(assets, 1)[0]
+            assert asset
+
+            tickers = exchange.tickers([asset])
+            price = tickers[asset]['last_price']
+
+            amount = order_amount / price
+
+            limit_price = price * 0.8
+            style = ExchangeLimitOrder(limit_price=limit_price)
+
+            order = exchange.order(
+                asset=asset,
+                amount=amount,
+                style=style,
+            )
+            sleep(1)
+
+            open_order, _ = exchange.get_order(order.id, asset)
+            assert open_order.status == 0
+
+            exchange.cancel_order(open_order, asset)
+            sleep(1)
+
+            canceled_order, _ = exchange.get_order(open_order.id, asset)
+            assert canceled_order.status == 2
         pass