[ExchangeTests] add market filter portfolio test

Author: GuillaumeDSM

additional_tests/exchanges_tests/__init__.py

@@ -63,7 +63,7 @@ def get_name(self):
 
 @contextlib.asynccontextmanager
 async def get_authenticated_exchange_manager(exchange_name, exchange_tentacle_name, config=None,
-                                             credentials_exchange_name=None):
+                                             credentials_exchange_name=None, market_filter=None):
     credentials_exchange_name = credentials_exchange_name or exchange_name
     _load_exchange_creds_env_variables_if_necessary()
     config = {**test_config.load_test_config(), **config} if config else test_config.load_test_config()
@@ -82,6 +82,7 @@ async def get_authenticated_exchange_manager(exchange_name, exchange_tentacle_na
         .is_checking_credentials(False) \
         .is_sandboxed(_get_exchange_is_sandboxed(credentials_exchange_name)) \
         .is_using_exchange_type(exchange_type) \
+        .use_market_filter(market_filter) \
         .enable_storage(False) \
         .disable_trading_mode() \
         .is_exchange_only()

additional_tests/exchanges_tests/abstract_authenticated_exchange_tester.py

@@ -76,6 +76,18 @@ async def test_get_portfolio(self):
         async with self.local_exchange_manager():
             await self.inner_test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # ensure market status are already loaded by another exchange manage and filters are applied
+        async with self.local_exchange_manager():
+            # get portfolio with all markets
+            all_markets_portfolio = await self.get_portfolio()
+
+        # now that market status are cached, test with filters
+        async with self.local_exchange_manager(market_filter=self._get_market_filter()):
+            # check portfolio fetched with filtered markets (should be equal to the one with all markets)
+            filtered_markets_portfolio = await self.get_portfolio()
+            assert filtered_markets_portfolio == all_markets_portfolio
+
     async def inner_test_get_portfolio(self):
         self.check_portfolio_content(await self.get_portfolio())
 
@@ -554,14 +566,15 @@ async def get_price(self, symbol=None):
         ))
 
     @contextlib.asynccontextmanager
-    async def local_exchange_manager(self):
+    async def local_exchange_manager(self, market_filter=None):
         try:
             exchange_tentacle_name = self.EXCHANGE_TENTACLE_NAME or self.EXCHANGE_NAME.capitalize()
             async with get_authenticated_exchange_manager(
                     self.EXCHANGE_NAME,
                     exchange_tentacle_name,
                     self.get_config(),
-                    credentials_exchange_name=self.CREDENTIALS_EXCHANGE_NAME or self.EXCHANGE_NAME
+                    credentials_exchange_name=self.CREDENTIALS_EXCHANGE_NAME or self.EXCHANGE_NAME,
+                    market_filter=market_filter
             ) as exchange_manager:
                 self.exchange_manager = exchange_manager
                 yield
@@ -903,3 +916,12 @@ def get_exchange_data(self, symbol=None, all_symbols=None) -> exchange_data_impo
                 for s in _symbols
             ]
         )
+
+    def _get_market_filter(self):
+        def market_filter(market):
+            return (
+                market[trading_enums.ExchangeConstantsMarketStatusColumns.SYMBOL.value]
+                in (self.SYMBOL, )
+            )
+
+        return market_filter

additional_tests/exchanges_tests/test_ascendex.py

@@ -35,6 +35,10 @@ class TestAscendexAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_binance.py

@@ -35,6 +35,9 @@ class TestBinanceAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        await super().test_get_portfolio_with_market_filter()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_binance_futures.py

@@ -42,6 +42,10 @@ async def _set_account_types(self, account_types):
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_get_empty_linear_and_inverse_positions(self):
         await super().test_get_empty_linear_and_inverse_positions()
 

additional_tests/exchanges_tests/test_bitget.py

@@ -37,6 +37,10 @@ class TestBitgetAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bybit.py

@@ -39,6 +39,10 @@ class TestBybitAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bybit_futures.py

@@ -40,6 +40,10 @@ class TestBybitFuturesAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_get_empty_linear_and_inverse_positions(self):
         await super().test_get_empty_linear_and_inverse_positions()
 

additional_tests/exchanges_tests/test_coinbase.py

@@ -35,6 +35,10 @@ class TestCoinbaseAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_cryptocom.py

@@ -35,6 +35,10 @@ class TestCryptoComAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_hollaex.py

@@ -38,6 +38,10 @@ class TestHollaexAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_huobi.py

@@ -37,6 +37,10 @@ class _TestHuobiAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_kucoin.py

@@ -34,6 +34,9 @@ class TestKucoinAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        await super().test_get_portfolio_with_market_filter()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_kucoin_futures.py

@@ -38,6 +38,10 @@ class TestKucoinFuturesAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_get_empty_linear_and_inverse_positions(self):
         await super().test_get_empty_linear_and_inverse_positions()
 

additional_tests/exchanges_tests/test_mexc.py

@@ -37,6 +37,10 @@ class TestMEXCAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_okx.py

@@ -34,6 +34,9 @@ class TestOKXAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        await super().test_get_portfolio_with_market_filter()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_okx_futures.py

@@ -37,6 +37,10 @@ class TestOKXFuturesAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_get_empty_linear_and_inverse_positions(self):
         await super().test_get_empty_linear_and_inverse_positions()
 

additional_tests/exchanges_tests/test_phemex.py

@@ -36,6 +36,10 @@ class TestPemexAuthenticatedExchange(
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
+    async def test_get_portfolio_with_market_filter(self):
+        # pass if not implemented
+        pass
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()