Resolve "Extend integration tests"

src/kraken_infinity_grid/gridbot.py

@@ -215,7 +215,7 @@ def __init__(
         )
         self.database.init_db()
 
-    async def on_message(  # noqa: C901,PLR0912,PLR0911
+    async def on_message(  # noqa: C901, PLR0912
         self: Self,
         message: dict | list,
     ) -> None:
@@ -281,10 +281,10 @@ async def on_message(  # noqa: C901,PLR0912,PLR0911
                 # 108297.6, 'change': -2800.0, 'change_pct': -2.62}]}
                 self.configuration.update({"last_price_time": datetime.now()})
 
-                last_price = self.ticker.last
+                # last_price = self.ticker.last
                 self.ticker = SimpleNamespace(last=float(data[0]["last"]))
-                if last_price == self.ticker.last:
-                    return
+                # if last_price == self.ticker.last:
+                #     return
 
                 if self.unsold_buy_order_txids.count() != 0:
                     self.om.add_missed_sell_orders()

src/kraken_infinity_grid/order_management.py

@@ -339,6 +339,9 @@ def new_buy_order(
         if txid_to_delete is not None:
             self.__s.orderbook.remove(filters={"txid": txid_to_delete})
 
+        if len(self.__s.get_active_buy_orders().all()) >= self.__s.n_open_buy_orders:  # type: ignore[no-untyped-call]
+            return
+
         # Check if algorithm reached the max_investment value
         if self.__s.max_investment_reached:
             return
@@ -421,6 +424,8 @@ def new_sell_order(  # noqa: C901
 
         # ======================================================================
         if txid_id_to_delete is not None:  # If corresponding buy order filled
+            # GridSell always has txid_id_to_delete set.
+
             # Add the txid of the corresponding buy order to the unsold buy
             # order txids in order to ensure that the corresponding sell order
             # will be placed - even if placing now fails.
@@ -476,7 +481,13 @@ def new_sell_order(  # noqa: C901
             ),
         )
 
-        if self.__s.strategy in {"GridHODL", "SWING"}:
+        if self.__s.strategy in {"GridHODL", "SWING"} or (
+            self.__s.strategy == "GridSell" and volume is None
+        ):
+            # For GridSell: This is only the case if there is no corresponding
+            # buy order and the sell order was placed, e.g. due to an extra sell
+            # order via selling of partially filled buy orders.
+
             # Respect the fee to not reduce the quote currency over time, while
             # accumulating the base currency.
             volume = float(
@@ -487,7 +498,6 @@ def new_sell_order(  # noqa: C901
                     pair=self.__s.symbol,
                 ),
             )
-
         # ======================================================================
 
         # Check if there is enough base currency available for selling.
@@ -674,6 +684,7 @@ def handle_cancel_order(self: OrderManager, txid: str) -> None:
             if self.__s.dry_run:
                 LOG.info("DRY RUN: Not cancelling order: %s", txid)
                 return
+
             self.__s.trade.cancel_order(txid=txid)
             self.__s.orderbook.remove(filters={"txid": txid})
 

tests/integration/README.md

@@ -5,17 +5,34 @@ mainly focus on mocking the external dependencies (python-kraken-sdk) in order
 to simulate the real-world exchange and the behavior of the system on new ticker
 events, executions and so on.
 
-**Characteristics:**
+**Main Test Cases**
+
+The following cases are implemented in the integration tests.
+
+| Test Case                                      | GridSell | GridHODL | SWING | DCA |
+| ---------------------------------------------- | -------- | -------- | ----- | --- |
+| Run through initial setup                      | x        | x        | x     | x   |
+| Placement of $n$ buy orders                    | x        | x        | x     | x   |
+| Shifting-up buy orders                         | x        | x        | x     | x   |
+| Filling a buy order                            | x        | x        | x     | x   |
+| Ensuring $n$ open buy orders after X           | x        | x        | x     | x   |
+| Filling a sell order                           | x        | x        | x     | -   |
+| Rapid price drop                               | x        | x        | x     | x   |
+| Rapid price rise                               | x        | x        | x     | x   |
+| Max investment reached                         | x        | x        | x     | x   |
+| Handling surplus from partly filled buy orders | x        | x        | x     | -   |
+
+**Characteristics**
 
 - Mocks external dependencies (Kraken API)
 - Tests multiple components working together (Focuses on component interactions)
 - Tests full system behavior (Verifies business logic flows end-to-end)
 - Verifies component interactions (Uses mocks only for external systems)
-- Tests database interactions (Uses in-memory database)
+- Tests database interactions (Uses sqlite database)
 - Tests message flow and state changes (Validates state changes)
 
-**It does not include the following:**
+**It does not include the following**
 
 - Live tests against the live Kraken API
-- Tests against the CLI (which would be E2E)
+- Tests against the CLI and validating DB (which would be E2E)
 - Input validation (as the input is fixed)

tests/integration/helper.py

@@ -8,7 +8,7 @@
 """ Helper data structures used for integration testing. """
 
 import uuid
-from typing import Self
+from typing import Any, Callable, Self
 
 from kraken.spot import Trade, User
 
@@ -32,52 +32,181 @@ def __init__(self: Self, **kwargs) -> None:  # noqa: ANN003
             "XXBT": {"balance": "100.0", "hold_trade": "0.0"},
             "ZUSD": {"balance": "1000000.0", "hold_trade": "0.0"},
         }
-
-    def create_order(self: Self, **kwargs) -> None:  # noqa: ANN003
-        self.__orders |= {
-            (txid := str(uuid.uuid4()).upper()): {
-                "userref": kwargs["userref"],
-                "descr": {
-                    "pair": "BTCUSD",
-                    "type": kwargs["side"],
-                    "ordertype": kwargs["ordertype"],
-                    "price": kwargs["price"],
-                },
-                "status": "open",
-                "vol": kwargs["volume"],
-                "vol_exec": "0.0",
-                "cost": "0.0",
-                "fee": "0.0",
+        self.__fee = 0.0025
+
+    def create_order(self: Self, **kwargs) -> dict:  # noqa: ANN003
+        """Create a new order and update balances if needed."""
+        txid = str(uuid.uuid4()).upper()
+        order = {
+            "userref": kwargs["userref"],
+            "descr": {
+                "pair": "BTCUSD",
+                "type": kwargs["side"],
+                "ordertype": kwargs["ordertype"],
+                "price": kwargs["price"],
             },
+            "status": "open",
+            "vol": kwargs["volume"],
+            "vol_exec": "0.0",
+            "cost": "0.0",
+            "fee": "0.0",
         }
 
+        if kwargs["side"] == "buy":
+            required_balance = float(kwargs["price"]) * float(kwargs["volume"])
+            if float(self.__balances["ZUSD"]["balance"]) < required_balance:
+                raise ValueError("Insufficient balance to create buy order")
+            self.__balances["ZUSD"]["balance"] = str(
+                float(self.__balances["ZUSD"]["balance"]) - required_balance,
+            )
+            self.__balances["ZUSD"]["hold_trade"] = str(
+                float(self.__balances["ZUSD"]["hold_trade"]) + required_balance,
+            )
+        elif kwargs["side"] == "sell":
+            if float(self.__balances["XXBT"]["balance"]) < float(kwargs["volume"]):
+                raise ValueError("Insufficient balance to create sell order")
+            self.__balances["XXBT"]["balance"] = str(
+                float(self.__balances["XXBT"]["balance"]) - float(kwargs["volume"]),
+            )
+            self.__balances["XXBT"]["hold_trade"] = str(
+                float(self.__balances["XXBT"]["hold_trade"]) + float(kwargs["volume"]),
+            )
+
+        self.__orders[txid] = order
         return {"txid": [txid]}
 
-    def cancel_order(self: Self, txid: str) -> None:
-        self.__orders.get(txid, {}).update({"status": "canceled"})
-
-    def fill_order(self: Self, txid: str) -> None:
+    def fill_order(self: Self, txid: str, volume: float | None = None) -> None:
+        """Fill an order and update balances."""
         order = self.__orders.get(txid, {})
-        order["fee"] = str(float(order["vol"]) * 0.0025)
-        order |= {
-            "status": "closed",
-            "vol_exec": order["vol"],
-            "cost": str(float(order["vol"]) + float(order["fee"])),
-        }
+        if not order:
+            return
+
+        if volume is None:
+            volume = float(order["vol"])
+
+        if volume > float(order["vol"]) - float(order["vol_exec"]):
+            raise ValueError(
+                "Cannot fill order with volume higher than remaining order volume",
+            )
+
+        executed_volume = float(order["vol_exec"]) + volume
+        remaining_volume = float(order["vol"]) - executed_volume
+
+        order["fee"] = str(float(order["vol_exec"]) * self.__fee)
+        order["vol_exec"] = str(executed_volume)
+        order["cost"] = str(
+            executed_volume * float(order["descr"]["price"]) + float(order["fee"]),
+        )
+
+        if remaining_volume <= 0:
+            order["status"] = "closed"
+        else:
+            order["status"] = "open"
+
+        self.__orders[txid] = order
+
+        if order["descr"]["type"] == "buy":
+            self.__balances["XXBT"]["balance"] = str(
+                float(self.__balances["XXBT"]["balance"]) + volume,
+            )
+            self.__balances["ZUSD"]["balance"] = str(
+                float(self.__balances["ZUSD"]["balance"]) - float(order["cost"]),
+            )
+            self.__balances["ZUSD"]["hold_trade"] = str(
+                float(self.__balances["ZUSD"]["hold_trade"]) - float(order["cost"]),
+            )
+        elif order["descr"]["type"] == "sell":
+            self.__balances["XXBT"]["balance"] = str(
+                float(self.__balances["XXBT"]["balance"]) - volume,
+            )
+            self.__balances["XXBT"]["hold_trade"] = str(
+                float(self.__balances["XXBT"]["hold_trade"]) - volume,
+            )
+            self.__balances["ZUSD"]["balance"] = str(
+                float(self.__balances["ZUSD"]["balance"]) + float(order["cost"]),
+            )
+
+    async def on_ticker_update(self: Self, callback: Callable, last: float) -> None:
+        """Update the ticker and fill orders if needed."""
+        await callback(
+            {
+                "channel": "ticker",
+                "data": [{"symbol": "BTC/USD", "last": last}],
+            },
+        )
+
+        async def fill_order(txid: str) -> None:
+            self.fill_order(txid)
+            await callback(
+                {
+                    "channel": "executions",
+                    "type": "update",
+                    "data": [{"exec_type": "filled", "order_id": txid}],
+                },
+            )
+
+        for order in self.get_open_orders()["open"].values():
+            if (
+                order["descr"]["type"] == "buy"
+                and float(order["descr"]["price"]) >= last
+            ) or (
+                order["descr"]["type"] == "sell"
+                and float(order["descr"]["price"]) <= last
+            ):
+                await fill_order(order["txid"])
 
-    def cancel_all_orders(self, **kwargs) -> None:  # noqa: ARG002,ANN003
+    def cancel_order(self: Self, txid: str) -> None:
+        """Cancel an order and update balances if needed."""
+        order = self.__orders.get(txid, {})
+        if not order:
+            return
+
+        order.update({"status": "canceled"})
+        self.__orders[txid] = order
+
+        if order["descr"]["type"] == "buy":
+            executed_cost = float(order["vol_exec"]) * float(order["descr"]["price"])
+            remaining_cost = (
+                float(order["vol"]) * float(order["descr"]["price"]) - executed_cost
+            )
+            self.__balances["ZUSD"]["balance"] = str(
+                float(self.__balances["ZUSD"]["balance"]) + remaining_cost,
+            )
+            self.__balances["ZUSD"]["hold_trade"] = str(
+                float(self.__balances["ZUSD"]["hold_trade"]) - remaining_cost,
+            )
+            self.__balances["XXBT"]["balance"] = str(
+                float(self.__balances["XXBT"]["balance"]) - float(order["vol_exec"]),
+            )
+        elif order["descr"]["type"] == "sell":
+            remaining_volume = float(order["vol"]) - float(order["vol_exec"])
+            self.__balances["XXBT"]["balance"] = str(
+                float(self.__balances["XXBT"]["balance"]) + remaining_volume,
+            )
+            self.__balances["XXBT"]["hold_trade"] = str(
+                float(self.__balances["XXBT"]["hold_trade"]) - remaining_volume,
+            )
+            self.__balances["ZUSD"]["balance"] = str(
+                float(self.__balances["ZUSD"]["balance"]) - float(order["cost"]),
+            )
+
+    def cancel_all_orders(self: Self, **kwargs: Any) -> None:  # noqa: ARG002
+        """Cancel all open orders."""
         for txid in self.__orders:
             self.cancel_order(txid)
 
-    def get_open_orders(self, **kwargs) -> dict:  # noqa: ARG002,ANN003
+    def get_open_orders(self, **kwargs: Any) -> dict:  # noqa: ARG002
+        """Get all open orders."""
         return {
             "open": {k: v for k, v in self.__orders.items() if v["status"] == "open"},
         }
 
     def get_orders_info(self: Self, txid: str) -> dict:
+        """Get information about a specific order."""
         if (order := self.__orders.get(txid, None)) is not None:
             return {txid: order}
         return {}
 
-    def get_balances(self, **kwargs) -> dict:  # noqa: ARG002, ANN003
+    def get_balances(self: Self, **kwargs: Any) -> dict:  # noqa: ARG002
+        """Get the user's current balances."""
         return self.__balances