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'