From ca0e8701210e04ea1ae064504514ca6d7455b9ff Mon Sep 17 00:00:00 2001 From: Avel Docquin Date: Sun, 12 Sep 2021 23:58:27 +0200 Subject: [PATCH] Added multiple pairs support. Added unit tests for KrakenDCA object and updated other classes tests. Configuration file example and README updated. --- README.md | 39 +- config.yaml | 4 +- krakendca/config.py | 36 +- krakendca/krakendca.py | 3 +- krakendca/pair.py | 10 +- tests/fixtures/config.yaml | 4 +- .../vcr_cassettes/test_handle_dca_pairs.yaml | 655 ++++++++++++++++++ .../vcr_cassettes/test_krakendca_setup.yaml | 146 ++++ tests/test_config.py | 53 +- tests/test_dca.py | 3 +- tests/test_krakendca.py | 98 +++ tests/test_pair.py | 11 +- 12 files changed, 997 insertions(+), 65 deletions(-) create mode 100644 tests/fixtures/vcr_cassettes/test_handle_dca_pairs.yaml create mode 100644 tests/fixtures/vcr_cassettes/test_krakendca_setup.yaml create mode 100644 tests/test_krakendca.py diff --git a/README.md b/README.md index cb053e4..7310027 100644 --- a/README.md +++ b/README.md @@ -1,9 +1,9 @@ # Kraken-DCA -Kraken-DCA is a python program to automate -[Dollar Cost Averaging](https://www.investopedia.com/terms/d/dollarcostaveraging.asp) on -[Kraken](https://kraken.com) exchange.
-At every launch, if no DCA pair order was already passed for the pair and delay in configuration -file, it will create a buy limit order at current pair ask price for the specified amount. +Kraken-DCA is a python program to automate pairs +[Dollar Cost Averaging](https://www.investopedia.com/terms/d/dollarcostaveraging.asp) +on as many pairs as you want on [Kraken](https://kraken.com) exchange.
+At every launch, if no DCA pair order was already passed for each pair and delay in +configuration file, it will create a buy limit order at current pair ask price for the specified amount. Order history is saved in CSV format @@ -61,7 +61,7 @@ Order history is saved in CSV format with following information per order: Order history is by default saved in *orders.csv* in Kraken-DCA base directory, the output file can be changed through docker image execution as described below. -# Usage +# How to run it ## Configuration file If you don't use docker you must edit the default *config.yaml* file. @@ -71,15 +71,23 @@ api: public_key: "KRAKEN_API_PUBLIC_KEY" private_key: "KRAKEN_API_PRIVATE_KEY" -# DCA days delay, pair to DCA and corresponding amount to buy. -dca: - delay: 2 - pair: "XETHZEUR" - amount: 20 +# DCA pairs configuration. You can add as many pairs as you want. +# pair: Name of the pair (list of available pairs: https://api.kraken.com/0/public/AssetPairs) +# delay: Delay in days between each buy limit order. +# amount: Amount of the order in quote asset. +dca_pairs: + - pair: "XETHZEUR" + delay: 1 + amount: 15 + - pair: "XXBTZEUR" + delay: 3 + amount: 20 ``` +- In api, public_key and private_key correspond to your Kraken API key information. - Delay is the number of days between buy orders. Set to 1 to DCA each day, 7 once per week. - Available pairs for pair field can be found [here](https://api.kraken.com/0/public/AssetPairs) on *altname*. -- Amount of quote asset to sell to buy base asset. +- Amount is the amount of quote asset to sell to buy base asset. +- You can specify as many pairs as you want in the dca_pairs list. More information on [Kraken API official documentation](https://support.kraken.com/hc/en-us/articles/360000920306-Ticker-pairs). @@ -151,9 +159,10 @@ More crontab execution frequency options: https://crontab.guru/ [GPL-3.0](https://github.com/FuturBroke/kraken-dca/blob/main/README.md) # How to contribute -Thanks for your interest in contributing to the project. You can contribute freely by creating an issue, fork or create -a pull request. Before issuing a pull request, make sure the changes did not break any existing functionality by -running unit tests in the base directory: +Thanks for your interest in contributing to the project. You can contribute freely by +creating an issue, fork or create a pull request. Before issuing a pull request, make +sure the changes did not break any existing functionality by running unit tests in the +base directory: ```sh pytest ``` diff --git a/config.yaml b/config.yaml index 8465ef5..869ce6a 100644 --- a/config.yaml +++ b/config.yaml @@ -10,8 +10,8 @@ api: dca_pairs: - pair: "XETHZEUR" delay: 1 - amount: 20 - - pair: "XBTUSDT" + amount: 15 + - pair: "XXBTZEUR" delay: 3 amount: 20 diff --git a/krakendca/config.py b/krakendca/config.py index 0bb4295..cb091cf 100644 --- a/krakendca/config.py +++ b/krakendca/config.py @@ -1,4 +1,7 @@ import yaml +from yaml.scanner import ScannerError + +CONFIG_ERROR_MSG: str = "Configuration file incorrectly formatted" class Config: @@ -27,6 +30,8 @@ def __init__(self, config_file: str) -> None: self.__check_dca_pair_configuration(dca_pair) except EnvironmentError: raise FileNotFoundError("Configuration file not found.") + except ScannerError as e: + raise ScannerError(CONFIG_ERROR_MSG + f": {e}") def __check_configuration(self): """ @@ -38,10 +43,10 @@ def __check_configuration(self): raise ValueError("Please provide your Kraken API public key.") if not self.api_private_key: raise ValueError("Please provide your Kraken API private key.") - if not self.dca_pairs: + if not self.dca_pairs or type(self.dca_pairs) is not list: raise ValueError("No DCA pairs specified.") - except (ValueError, AttributeError, yaml.YAMLError) as e: - raise ValueError(f"Configuration file incorrectly formatted: {e}") + except ValueError as e: + raise ValueError(CONFIG_ERROR_MSG + f": {e}") @staticmethod def __check_dca_pair_configuration(dca_pair: dict): @@ -51,15 +56,18 @@ def __check_dca_pair_configuration(dca_pair: dict): :param dca_pair: Dictionary with pair to DCA, delay in days as integer and amount of quote asset to make the limit buy order with. """ - if not dca_pair.get("pair"): - raise ValueError("Please provide the pair to dollar cost average.") - delay = dca_pair.get("delay") - if not delay or type(delay) is not int or delay <= 0: - raise ValueError("Please set the DCA days delay as a number > 0.") try: - dca_pair["amount"] = float(dca_pair.get("amount")) - except ValueError: - print("Please provide an amount > 0 to DCA.") - amount = dca_pair.get("amount") - if not amount or type(amount) is not float or amount <= 0: - raise ValueError("Please provide an amount > 0 to DCA.") + if not dca_pair.get("pair"): + raise ValueError("Please provide the pair to dollar cost average.") + delay = dca_pair.get("delay") + if not delay or type(delay) is not int or delay <= 0: + raise ValueError("Please set the DCA days delay as a number > 0.") + try: + dca_pair["amount"] = float(dca_pair.get("amount")) + except TypeError: + raise ValueError("Please provide an amount > 0 to DCA.") + amount = dca_pair.get("amount") + if not amount or type(amount) is not float or amount <= 0: + raise ValueError("Please provide an amount > 0 to DCA.") + except ValueError as e: + raise ValueError(CONFIG_ERROR_MSG + f": {e}") diff --git a/krakendca/krakendca.py b/krakendca/krakendca.py index cc94016..370f941 100644 --- a/krakendca/krakendca.py +++ b/krakendca/krakendca.py @@ -32,8 +32,9 @@ def initialize_pairs_dca(self): and data from Kraken. """ print("Hi, current DCA configuration:") + asset_pairs = self.ka.get_asset_pairs() for dca_pair in self.config.dca_pairs: - pair = Pair.get_pair_from_kraken(self.ka, dca_pair.get("pair")) + pair = Pair.get_pair_from_kraken(self.ka, asset_pairs, dca_pair.get("pair")) self.dcas_list.append(DCA( self.ka, dca_pair.get("delay"), pair, dca_pair.get("amount") )) diff --git a/krakendca/pair.py b/krakendca/pair.py index d4897ff..0e0519c 100644 --- a/krakendca/pair.py +++ b/krakendca/pair.py @@ -52,15 +52,16 @@ def __init__( self.order_min = order_min @classmethod - def get_pair_from_kraken(cls, ka: KrakenApi, pair: str) -> T: + def get_pair_from_kraken(cls, ka: KrakenApi, asset_pairs: dict, pair: str) -> T: """ Initialize the Pair object using KrakenAPI and provided pair. :param ka: KrakenApi object. + :param asset_pairs: Dictionary of available pairs on Kraken got through the API. :param pair: Pair to dollar cost average as string. :return: Instanced Pair object. """ - pair_information = cls.get_pair_information(ka, pair) + pair_information = cls.get_pair_information(asset_pairs, pair) alt_name = pair_information.get("altname") base = pair_information.get("base") quote = pair_information.get("quote") @@ -81,15 +82,14 @@ def get_pair_from_kraken(cls, ka: KrakenApi, pair: str) -> T: ) @staticmethod - def get_pair_information(ka: KrakenApi, pair: str) -> dict: + def get_pair_information(asset_pairs: dict, pair: str) -> dict: """ Return pair information from Kraken API. - :param ka: KrakenAPI object. + :param asset_pairs: Dictionary of available pairs on Kraken got through the API. :param pair: Pair to find. :return: Dict of pair information. """ - asset_pairs = ka.get_asset_pairs() pair_information = find_nested_dictionary(asset_pairs, pair) if not pair_information: available_pairs = [pair for pair in asset_pairs] diff --git a/tests/fixtures/config.yaml b/tests/fixtures/config.yaml index 8465ef5..869ce6a 100644 --- a/tests/fixtures/config.yaml +++ b/tests/fixtures/config.yaml @@ -10,8 +10,8 @@ api: dca_pairs: - pair: "XETHZEUR" delay: 1 - amount: 20 - - pair: "XBTUSDT" + amount: 15 + - pair: "XXBTZEUR" delay: 3 amount: 20 diff --git a/tests/fixtures/vcr_cassettes/test_handle_dca_pairs.yaml b/tests/fixtures/vcr_cassettes/test_handle_dca_pairs.yaml new file mode 100644 index 0000000..41fd915 --- /dev/null +++ b/tests/fixtures/vcr_cassettes/test_handle_dca_pairs.yaml @@ -0,0 +1,655 @@ +interactions: +- request: + body: null + headers: + Connection: + - close + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: GET + uri: https://api.kraken.com/0/public/Time + response: + body: + string: '{"error":[],"result":{"unixtime":1631476207,"rfc1123":"Sun, 12 Sep + 21 19:50:07 +0000"}}' + headers: + CF-Cache-Status: + - MISS + CF-RAY: + - 68dba9b9bfe232ab-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:07 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=xMJi3cu0RIXLxr.dVim4._0VO23KqSZdXLucCwK90PE-1631476207-0-AbenrqeMDImBwazhx4ahYfS0pQ6+LDgvXo5I5M9DxAW9tiszaq5PuYu85qcJcCAj2A9fwPoiapvgGUO4MQDq2vU=; + path=/; expires=Sun, 12-Sep-21 20:20:07 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + Vary: + - Accept-Encoding + cache-control: + - no-cache, max-age=0 + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476207843 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/TradeBalance + response: + body: + string: '{"error":[],"result":{"eb":"233.2977","tb":"42.3654","m":"0.0000","n":"0.0000","c":"0.0000","v":"0.0000","e":"42.3654","mf":"42.3654"}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9bb6f7d331d-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:08 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=c8b3d144816d0bd04620500f82554fe764c0f2bd-1631476208-0-Ad6N1n+uTPVYMRSk/GTdFscjDAz728w6Uebv51TJlO9J5gBZTIxjXgdJXdrqrx7CMau0GciY6UwnL8c7SaiWaw4=; + path=/; expires=Sun, 12-Sep-21 20:20:08 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476208323 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/Balance + response: + body: + string: '{"error":[],"result":{"ZEUR":"35.0012","XXBT":"0.0000002600","XETH":"0.0000006020","ADA":"0.00000001","XTZ":"0.00000080","LINK":"0.0000000000","KEEP":"0.0000000000","YFI":"0.0000000100","UNI":"0.0000000000","AAVE":"0.0000000400","ETH2.S":"6.9611000000","ETH2":"0.2022962110","GRT":"0.0000000000"}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9be49303b2b-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:08 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=1e75f5877d66a32791ca1322002de7040174cc57-1631476208-0-AQOTb3Bovr3xB21c08ZwxhuP/txcXtpeHIyI5SYOiMkH0hQfD86IimzWtFfZLG/la4xsUQT1Drkvm3S2jdgRXlY=; + path=/; expires=Sun, 12-Sep-21 20:20:08 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476208542 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/OpenOrders + response: + body: + string: '{"error":[],"result":{"open":{}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9bf9f33cdcf-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:08 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=bbb4d3ca7dc8a96ebcf2c3e47d902a8a13f4db33-1631476208-0-AZJ56L7S91KW2m/+WxgKkpxRbijk+PQqi9VdDa2bNyQeRCOfO9gBc3ryOpNPHGPwJgkBzXKd638ah2rEuCLLMw8=; + path=/; expires=Sun, 12-Sep-21 20:20:08 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: start=1631404800&closetime=open&nonce=1631476208769 + headers: + Connection: + - close + Content-Length: + - '51' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/ClosedOrders + response: + body: + string: '{"error":[],"result":{"closed":{},"count":0}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9c10df93a05-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:08 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=752d1118f7ea399ff95419a02012c341080ec7dc-1631476208-0-AdcMe6K7zed7bkUD5knbL7xUldZXUlIUBlEWohhfl1hW4nDDskiDg9PTJquJ8NkXTvKEP+/5k/qGcHLsa5Atd6M=; + path=/; expires=Sun, 12-Sep-21 20:20:08 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: pair=XETHZEUR + headers: + Connection: + - close + Content-Length: + - '13' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/public/Ticker + response: + body: + string: '{"error":[],"result":{"XETHZEUR":{"a":["2882.44000","14","14.000"],"b":["2882.08000","1","1.000"],"c":["2882.45000","0.01609677"],"v":["5927.63021073","6554.64223185"],"p":["2871.93608","2863.24748"],"t":[8306,9758],"l":["2742.33000","2742.33000"],"h":["2943.26000","2943.26000"],"o":"2768.51000"}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9c27dd03a6f-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:09 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=OuZ7zS2WmxeBtR1TlvdQCjNXJIHij5IyGwj76OxQIH8-1631476209-0-ARBFXqvEB2+cd0HXcTKh/s/6ZRdSBaMVJnmlMlwfvtXEVWNfq9C4Z18LKsjZtkI2VVR7qAy/h9ZRPxofbpH19Ho=; + path=/; expires=Sun, 12-Sep-21 20:20:09 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + cache-control: + - no-cache,max-age=0 + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: pair=XETHZEUR&type=buy&ordertype=limit&price=2882.44&volume=0.00519042&oflags=fciq&nonce=1631476209219 + headers: + Connection: + - close + Content-Length: + - '102' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/AddOrder + response: + body: + string: '{"error":[],"result":{"txid":["O4OHPN-MU47M-3FUXEV"],"descr":{"order":"buy + 0.00519042 ETHEUR @ limit 2882.44"}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9c3e9020828-CDG + Connection: + - close + Content-Type: + - application/json + Date: + - Sun, 12 Sep 2021 19:50:09 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=efc98efc0a26628c5626ec333fb7cfa8a59124d7-1631476209-0-ATLIMykJY/SPno6q7XZ9k8W2toLShE+K+NTHhAvYm5u4GwTG0MZdNAPvAmozM3nwXm6ih+FJK8Lg0U+uE1mnVTU=; + path=/; expires=Sun, 12-Sep-21 20:20:09 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: null + headers: + Connection: + - close + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: GET + uri: https://api.kraken.com/0/public/Time + response: + body: + string: '{"error":[],"result":{"unixtime":1631476208,"rfc1123":"Sun, 12 Sep + 21 19:50:09 +0000"}}' + headers: + CF-Cache-Status: + - MISS + CF-RAY: + - 68dba9c54acb331f-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:09 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=IyRLsQtT9GQ1wF8cX10qCm4b6nAY5HKmoG87kQEG3Wc-1631476209-0-AX0GnSEpq6WvveIuQSx4V+r2Hq1DmMiN0zLfph66OqDPadTMqYE6Wvn0q3nUVpqBgH6bCgPNf1rNivEMCmMill0=; + path=/; expires=Sun, 12-Sep-21 20:20:09 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + Vary: + - Accept-Encoding + cache-control: + - no-cache, max-age=0 + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476209675 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/TradeBalance + response: + body: + string: '{"error":[],"result":{"eb":"23542.8264","tb":"41.8941","m":"0.0000","n":"0.0000","c":"0.0000","v":"0.0000","e":"41.8941","mf":"41.8941"}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9c6bae9eddb-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:10 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=0652ae21a85faefbcdf9860f2ef95a00f88d932f-1631476210-0-AcWY+oVK3lRqTc1HCRvdqEDS4hS4YeL4zJ9tX7Pi+bF4p3yuxyfhZwaebelIK54uyszhqgP37iQiYyPGfs51t4I=; + path=/; expires=Sun, 12-Sep-21 20:20:10 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476210129 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/Balance + response: + body: + string: '{"error":[],"result":{"ZEUR":"20.0012","XXBT":"0.0000002600","XETH":"0.0051910220","ADA":"0.00000001","XTZ":"0.00000080","LINK":"0.0000000000","KEEP":"0.0000000000","YFI":"0.0000000100","UNI":"0.0000000000","AAVE":"0.0000000400","ETH2.S":"6.9611000000","ETH2":"0.2022962110","GRT":"0.0000000000"}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9c98bd63b19-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:10 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=fefc9d186d6001505a1bb3e19b428335a8af29ad-1631476210-0-ATpmnZTdE1ym1vXZug1zgkQmknxJaJYDvbcwi8YYf2Wno6EumQLgRbiSZ1XtBap5mWWoe9/Fy+F4HXpnEEDSR3A=; + path=/; expires=Sun, 12-Sep-21 20:20:10 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: nonce=1631476210350 + headers: + Connection: + - close + Content-Length: + - '19' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/OpenOrders + response: + body: + string: '{"error":[],"result":{"open":{}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9cae93332c3-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:10 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=ec1f9ceab910960acfed1a792414da3fca0bbb50-1631476210-0-AeLmjqVST8SvymLh53yNFV2IZbrhUcqiVYt2e5uYYY1lE0rb7Angobfwm33hD0HDmhvCA4IzeCqdRFQChYfMHcQ=; + path=/; expires=Sun, 12-Sep-21 20:20:10 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: start=1631232000&closetime=open&nonce=1631476210567 + headers: + Connection: + - close + Content-Length: + - '51' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/ClosedOrders + response: + body: + string: '{"error":[],"result":{"closed":{"O4OHPN-MU47M-3FUXEV":{"refid":null,"userref":0,"status":"closed","reason":null,"opentm":1631476209.3574,"closetm":1631476209.3582,"starttm":0,"expiretm":0,"descr":{"pair":"ETHEUR","type":"buy","ordertype":"limit","price":"2882.44","price2":"0","leverage":"none","order":"buy + 0.00519042 ETHEUR @ limit 2882.44","close":""},"vol":"0.00519042","vol_exec":"0.00519042","cost":"14.96","fee":"0.03","price":"2882.43","stopprice":"0.00000","limitprice":"0.00000","misc":"","oflags":"fciq"}},"count":1}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9cc4fb23ab7-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:10 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=91f12229d5fbc51fd4a02a5265751095909aa8f1-1631476210-0-AeD+AnJNPqo2S4cViC1r0cLWACll8akJo8+BLLm2MEHgZ3RP+6zfunu/GIT/IsvJAX9bF+jalRRLo6P6qstvRfo=; + path=/; expires=Sun, 12-Sep-21 20:20:10 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: pair=XXBTZEUR + headers: + Connection: + - close + Content-Length: + - '13' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/public/Ticker + response: + body: + string: '{"error":[],"result":{"XXBTZEUR":{"a":["38857.20000","3","3.000"],"b":["38857.10000","2","2.000"],"c":["38857.20000","0.00010000"],"v":["667.33803782","977.73454799"],"p":["38651.47637","38568.28134"],"t":[13709,16927],"l":["37982.60000","37982.60000"],"h":["39208.90000","39208.90000"],"o":"38265.90000"}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9cdbf193ae3-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 19:50:11 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=3zqGB6l5BEvjvO_xaxnLtEC9_Z54mfVBwJFd_zycgPU-1631476211-0-AfkQd+vyv4beERzoTLfPdVA7duQSivqikbGHLmDVi/feodn9gkmmDkJZnmtPZZ0XolCkVyl32X4UReYL38qgj30=; + path=/; expires=Sun, 12-Sep-21 20:20:11 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + cache-control: + - no-cache,max-age=0 + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +- request: + body: pair=XXBTZEUR&type=buy&ordertype=limit&price=38857.2&volume=0.00051336&oflags=fciq&nonce=1631476211020 + headers: + Connection: + - close + Content-Length: + - '102' + Content-Type: + - application/x-www-form-urlencoded + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: POST + uri: https://api.kraken.com/0/private/AddOrder + response: + body: + string: '{"error":[],"result":{"txid":["OMHP5J-W3RDC-C7LHOO"],"descr":{"order":"buy + 0.00051336 XBTEUR @ limit 38857.2"}}}' + headers: + CF-Cache-Status: + - DYNAMIC + CF-RAY: + - 68dba9cf2ce83318-CDG + Connection: + - close + Content-Type: + - application/json + Date: + - Sun, 12 Sep 2021 19:50:11 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=fe6992984dd2338885800d141354311c89a76f8e-1631476211-0-AR+TkoFaFuwa1Cdq4GDapsKsLY8TBpicise0RRQwCkT+YTVTwm2DbpsxKOqSFLmcp/YHMsoazLMprAh7KQe769U=; + path=/; expires=Sun, 12-Sep-21 20:20:11 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +version: 1 diff --git a/tests/fixtures/vcr_cassettes/test_krakendca_setup.yaml b/tests/fixtures/vcr_cassettes/test_krakendca_setup.yaml new file mode 100644 index 0000000..490a7a1 --- /dev/null +++ b/tests/fixtures/vcr_cassettes/test_krakendca_setup.yaml @@ -0,0 +1,146 @@ +interactions: +- request: + body: null + headers: + Connection: + - close + Host: + - api.kraken.com + User-Agent: + - Python-urllib/3.8 + method: GET + uri: https://api.kraken.com/0/public/AssetPairs + response: + body: + string: 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+ headers: + Age: + - '60' + CF-Cache-Status: + - HIT + CF-RAY: + - 68dc63d34ec8edf7-CDG + Connection: + - close + Content-Type: + - application/json; charset=utf-8 + Date: + - Sun, 12 Sep 2021 21:57:10 GMT + Expect-CT: + - max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct" + Server: + - cloudflare + Set-Cookie: + - __cf_bm=kJ4IgIAJ3wfKVMDshX8l_YzxLIJfX_S_l3KfkCdc9kU-1631483830-0-AcpGPuIem0tdPeUQcgKLW5/7ZN8E+uIVlcHqH3dRFsY55GwihHjtL6qEcZg5sGB3dqNgKrytOr8lWTOUzMovcz0=; + path=/; expires=Sun, 12-Sep-21 22:27:10 GMT; domain=.kraken.com; HttpOnly; + Secure; SameSite=None + Transfer-Encoding: + - chunked + Vary: + - Accept-Encoding + cache-control: + - public,max-age=60,smaxage=60 + referrer-policy: + - no-referrer-when-downgrade + strict-transport-security: + - max-age=15768000 + status: + code: 200 + message: OK +version: 1 diff --git a/tests/test_config.py b/tests/test_config.py index eabde23..4c7b77f 100644 --- a/tests/test_config.py +++ b/tests/test_config.py @@ -1,3 +1,4 @@ +from yaml.scanner import ScannerError from krakendca import Config from unittest import mock import pytest @@ -40,8 +41,8 @@ def test_config_properties(): assert config.api_private_key == "KRAKEN_API_PRIVATE_KEY" assert type(config.dca_pairs) == list assert len(config.dca_pairs) == 2 - assert_dca_pair(config.dca_pairs[0], "XETHZEUR", 1, 20) - assert_dca_pair(config.dca_pairs[1], "XBTUSDT", 3, 20) + assert_dca_pair(config.dca_pairs[0], "XETHZEUR", 1, 15) + assert_dca_pair(config.dca_pairs[1], "XXBTZEUR", 3, 20) def mock_config_error(config: str, error_type: type) -> str: @@ -70,6 +71,11 @@ def test_config_errors(): e_info_value = mock_config_error(correct_config, FileNotFoundError) assert "Configuration file not found." in e_info_value + # Test raise ScannerError. + config_scanner_error = correct_config.replace("api:", "api") + e_info_value = mock_config_error(config_scanner_error, ScannerError) + assert "Configuration file incorrectly formatted:" in e_info_value + # Test missing public key. config_empty_api_public_key = correct_config.replace( 'public_key: "KRAKEN_API_PUBLIC_KEY"', "" @@ -84,22 +90,27 @@ def test_config_errors(): e_info_value = mock_config_error(config_empty_api_private_key, ValueError) assert "Please provide your Kraken API private key." in e_info_value - # # Test missing pair. - # config_empty_pair = correct_config.replace('pair: "XETHZEUR"', "") - # e_info_value = mock_config_error(config_empty_pair, ValueError) - # assert "Please provide the pair to dollar cost average." in e_info_value - # - # # Test missing amount. - # config_missing_amount = correct_config.replace("amount: 20", "") - # e_info_value = mock_config_error(config_missing_amount, ValueError) - # assert "Configuration file incorrectly formatted:" in e_info_value - # - # # Test amount = 0. - # config_zero_amount = correct_config.replace("amount: 20", "amount: 0") - # e_info_value = mock_config_error(config_zero_amount, ValueError) - # assert "Please provide an amount > 0 to daily dollar cost average." in e_info_value - # - # # Test amount < 0. - # config_below_zero_amount = correct_config.replace("amount: 20", "amount: -100") - # e_info_value = mock_config_error(config_below_zero_amount, ValueError) - # assert "Please provide an amount > 0 to daily dollar cost average." in e_info_value + # Test missing pairs + config_missing_pairs = correct_config.replace("dca_pairs:", "dca:") + e_info_value = mock_config_error(config_missing_pairs, ValueError) + assert "No DCA pairs specified." in e_info_value + + # Test missing pair name. + config_empty_pair = correct_config.replace('pair: "XETHZEUR"', "") + e_info_value = mock_config_error(config_empty_pair, ValueError) + assert "Please provide the pair to dollar cost average." in e_info_value + + # Test missing amount. + config_missing_amount = correct_config.replace("amount: 20", "") + e_info_value = mock_config_error(config_missing_amount, ValueError) + assert "Configuration file incorrectly formatted:" in e_info_value + + # Test amount = 0. + config_zero_amount = correct_config.replace("amount: 20", "amount: 0") + e_info_value = mock_config_error(config_zero_amount, ValueError) + assert "Please provide an amount > 0 to DCA." in e_info_value + + # Test amount < 0. + config_below_zero_amount = correct_config.replace("amount: 20", "amount: -100") + e_info_value = mock_config_error(config_below_zero_amount, ValueError) + assert "Please provide an amount > 0 to DCA." in e_info_value diff --git a/tests/test_dca.py b/tests/test_dca.py index 7d0d3f3..629d1ac 100644 --- a/tests/test_dca.py +++ b/tests/test_dca.py @@ -15,7 +15,8 @@ def setup(self): # Initialize DCA test object - Fake keys. ka = KrakenApi( "R6/OvXmIQEv1E8nyJd7+a9Zmaf84yJ7uifwe2yj5BgV1N+lgqURsxQwQ", - "MWZ9lFF/mreK4Fdk/SEpFLvVn//nbKUbCytGShSwvCvYlgRkn4K8i7VY18UQEgOHzBIEsqg78BZJCEhvFIzw1Q==", + "MWZ9lFF/mreK4Fdk/SEpFLvVn//nbKUbCytGShSwvCvYlgRkn4K8i7VY18UQEgOHzBIEsqg78B" + "ZJCEhvFIzw1Q==", ) # Initialize the Pair object. pair = Pair("XETHZEUR", "ETHEUR", "XETH", "ZEUR", 2, 8, 4, 0.005) diff --git a/tests/test_krakendca.py b/tests/test_krakendca.py new file mode 100644 index 0000000..5a23e0f --- /dev/null +++ b/tests/test_krakendca.py @@ -0,0 +1,98 @@ +import vcr +from freezegun import freeze_time +from krakendca import Config, KrakenDCA, DCA +from krakenapi import KrakenApi + + +class TestKrakenDCA: + config: Config + ka: KrakenApi + kdca: KrakenDCA + + @vcr.use_cassette( + "tests/fixtures/vcr_cassettes/test_krakendca_setup.yaml", + filter_headers=["API-Key", "API-Sign"], + ) + def setup(self): + # Initialize DCA test object - Fake keys. + self.ka = KrakenApi( + "R6/OvXmIQEv1E8nyJd7+a9Zmaf84yJ7uifwe2yj5BgV1N+lgqURsxQwQ", + "MWZ9lFF/mreK4Fdk/SEpFLvVn//nbKUbCytGShSwvCvYlgRkn4K8i7VY18UQEgOHzBIEsqg78B" + "ZJCEhvFIzw1Q==", + ) + # Initialize Config object + self.config = Config("tests/fixtures/config.yaml") + # Initialize the KrakenDCA object. + self.kdca = KrakenDCA(self.config, self.ka) + # Instantiate KrakenDCA DCA pairs. + self.kdca.initialize_pairs_dca() + + def test_init(self): + assert self.kdca.config == self.config + assert self.kdca.ka == self.ka + + def assert_kdca_pair( + self, + dca_pair: DCA, + amount: float, + delay: int, + alt_name: str, + base: str, + lot_decimals: int, + name: str, + order_min: float, + pair_decimals: int, + quote: str, + quote_decimals: int, + ): + assert dca_pair.amount == amount + assert dca_pair.delay == delay + assert dca_pair.ka == self.ka + assert dca_pair.orders_filepath == "orders.csv" + assert dca_pair.pair.alt_name == alt_name + assert dca_pair.pair.base == base + assert dca_pair.pair.lot_decimals == lot_decimals + assert dca_pair.pair.name == name + assert dca_pair.pair.order_min == order_min + assert dca_pair.pair.pair_decimals == pair_decimals + assert dca_pair.pair.quote == quote + assert dca_pair.pair.quote_decimals == quote_decimals + + def test_initialize_pairs_dca(self): + self.assert_kdca_pair( + self.kdca.dcas_list[0], + 15.0, + 1, + "ETHEUR", + "XETH", + 8, + "XETHZEUR", + 0.004, + 2, + "ZEUR", + 4, + ) + self.assert_kdca_pair( + self.kdca.dcas_list[1], + 20.0, + 3, + "XBTEUR", + "XXBT", + 8, + "XXBTZEUR", + 0.0001, + 1, + "ZEUR", + 4, + ) + + @freeze_time("2021-09-12 19:50:08") + @vcr.use_cassette( + "tests/fixtures/vcr_cassettes/test_handle_dca_pairs.yaml", + filter_headers=["API-Key", "API-Sign"], + ) + def test_handle_dca_pairs(self, capfd): + self.kdca.handle_pairs_dca() + captured = capfd.readouterr() + assert "buy 0.00519042 ETHEUR @ limit 2882.44" in captured.out + assert "buy 0.00051336 XBTEUR @ limit 38857.2" in captured.out diff --git a/tests/test_pair.py b/tests/test_pair.py index b58648f..f17e1a9 100644 --- a/tests/test_pair.py +++ b/tests/test_pair.py @@ -36,13 +36,15 @@ def test_init(self): @vcr.use_cassette("tests/fixtures/vcr_cassettes/test_get_pair_from_kraken.yaml") def test_get_pair_from_kraken(self): - pair = Pair.get_pair_from_kraken(self.ka, "XETHZEUR") + asset_pairs = self.ka.get_asset_pairs() + pair = Pair.get_pair_from_kraken(self.ka, asset_pairs, "XETHZEUR") self.assert_xethzeur_pair(pair) def test_get_pair_information(self): # Test with existing pair. with vcr.use_cassette("tests/fixtures/vcr_cassettes/test_get_asset_pairs.yaml"): - pair_information = Pair.get_pair_information(self.ka, "XETHZEUR") + asset_pairs = self.ka.get_asset_pairs() + pair_information = Pair.get_pair_information(asset_pairs, "XETHZEUR") test_pair_information = { "altname": "ETHEUR", "wsname": "ETH/EUR", @@ -88,8 +90,9 @@ def test_get_pair_information(self): # Test with fake pair. with vcr.use_cassette("tests/fixtures/vcr_cassettes/test_get_asset_pairs.yaml"): - with pytest.raises(ValueError) as e_info: - Pair.get_pair_information(self.ka, "Fake") + asset_pairs = self.ka.get_asset_pairs() + with pytest.raises(ValueError) as e_info: + Pair.get_pair_information(asset_pairs, "Fake") error_message = "Fake pair not available on Kraken. Available pairs:" assert error_message in str(e_info.value)