Files
catalyst/tests/exchange/test_ccxt.py
T
2017-11-29 22:31:44 -05:00

105 lines
2.9 KiB
Python

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 = 'poloniex'
auth = get_exchange_auth(exchange_name)
self.exchange = CCXT(
exchange_name=exchange_name,
key=auth['key'],
secret=auth['secret'],
base_currency=None,
portfolio=None
)
def test_order(self):
log.info('creating order')
asset = self.exchange.get_asset('neo_btc')
order_id = self.exchange.order(
asset=asset,
limit_price=0.0005,
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_btc')
orders = self.exchange.get_open_orders(asset)
pass
def test_get_order(self):
log.info('retrieving order')
order = self.exchange.get_order(
u'2c584020-9caf-4af5-bde0-332c0bba17e2')
assert isinstance(order, Order)
pass
def test_cancel_order(self, ):
log.info('cancel order')
self.exchange.cancel_order(u'dc7bcca2-5219-4145-8848-8a593d2a72f9')
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)
)
df = pd.DataFrame(candles)
df.set_index('last_traded', drop=True, inplace=True)
folder = os.path.join(
tempfile.gettempdir(), 'catalyst', self.exchange.name, 'eth_btc'
)
ensure_directory(folder)
path = os.path.join(folder, 'output.csv')
df.to_csv(path)
pass
def test_tickers(self):
log.info('retrieving tickers')
tickers = self.exchange.tickers([
self.exchange.get_asset('eth_btc'),
self.exchange.get_asset('etc_btc')
])
assert len(tickers) == 2
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)
pass
def test_get_fees(self):
pass