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import numbers # noqa: E402
try:
basestring # basestring was removed in Python 3
except NameError:
basestring = str
def test_trade(exchange, trade, symbol, now):
assert trade
sampleTrade = {
'info': {'a': 1, 'b': 2, 'c': 3}, # the original decoded JSON as is
'id': '12345-67890:09876/54321', # string trade id
'timestamp': 1502962946216, # Unix timestamp in milliseconds
'datetime': '2017-08-17 12:42:48.000', # ISO8601 datetime with milliseconds
'symbol': 'ETH/BTC', # symbol
'order': '12345-67890:09876/54321', # string order id or None/None/null
'type': 'limit', # order type, 'market', 'limit' or None/None/null
'side': 'buy', # direction of the trade, 'buy' or 'sell'
'takerOrMaker': 'taker', # string, 'taker' or 'maker'
'price': 0.06917684, # float price in quote currency
'amount': 1.5, # amount of base currency
'cost': 0.10376526, # total cost(including fees), `price * amount`
}
keys = list(sampleTrade.keys())
for i in range(0, len(keys)):
key = keys[i]
assert key in trade
fee = trade['fee'] if ('fee' in trade) else None
fees = trade['fees'] if ('fees' in trade) else None
# logical XOR
# doesn't work when both fee is defined and fees is defined
# if fee or fees:
# assert not (fee and fees)
# }
if fee:
assert('cost' in fee) and ('currency' in fee)
if fees:
assert isinstance(fees, list)
for i in range(0, len(fees)):
fee = fees[i]
assert('cost' in fee) and ('currency' in fee)
id = trade['id']
assert(id is None) or (isinstance(id, basestring))
timestamp = trade['timestamp']
assert isinstance(timestamp, numbers.Real) or timestamp is None
if timestamp:
assert timestamp > 1230940800000 # 03 Jan 2009 - first block
assert timestamp < 2147483648000 # 19 Jan 2038 - int32 overflows
adjustedNow = now + 60000
assert timestamp < adjustedNow, 'trade.timestamp is greater than or equal to current time: trade: ' + exchange.iso8601(timestamp) + ' now: ' + exchange.iso8601(now)
assert trade['datetime'] == exchange.iso8601(timestamp)
assert trade['symbol'] == symbol, 'trade symbol is not equal to requested symbol: trade: ' + trade['symbol'] + ' requested: ' + symbol
assert trade['type'] is None or isinstance(trade['type'], basestring)
assert trade['side'] is None or trade['side'] == 'buy' or trade['side'] == 'sell', 'unexpected trade side ' + trade['side']
assert trade['order'] is None or isinstance(trade['order'], basestring)
assert isinstance(trade['price'], numbers.Real), 'trade.price is not a number'
assert trade['price'] > 0
assert isinstance(trade['amount'], numbers.Real), 'trade.amount is not a number'
assert trade['amount'] >= 0
assert trade['cost'] is None or isinstance(trade['cost'], numbers.Real), 'trade.cost is not a number'
assert trade['cost'] is None or trade['cost'] >= 0
takerOrMaker = trade['takerOrMaker']
assert takerOrMaker is None or takerOrMaker == 'taker' or takerOrMaker == 'maker'