Trader livemocking. (#568)

* Trader livemocking.
* Add test and validation of tradetype input.
* Move MockExchange separately.

READMEs/trader.md

@@ -83,10 +83,10 @@ Update `my_ppss.yaml` as desired.
 
 Then, run a simple trading bot. In console:
 ```console
-pdr trader 2 my_ppss.yaml sapphire-testnet 
+pdr trader 2 my_ppss.yaml sapphire-testnet
 ```
 
-Your bot is running, congrats! Sit back and watch it in action. 
+Your bot is running, congrats! Sit back and watch it in action.
 
 You can track behavior at finer resolution by writing more logs to the [code](../pdr_backend/trader/trader_agent.py), or [querying Predictoor subgraph](subgraph.md).
 
@@ -105,7 +105,7 @@ Update `my_ppss.yaml` as desired.
 
 Then, run the bot. In console:
 ```console
-pdr trader 2 my_ppss.yaml sapphire-mainnet 
+pdr trader 2 my_ppss.yaml sapphire-mainnet
 ```
 
 This is where there's real $ at stake. Good luck!

pdr_backend/ppss/base_ss.py

@@ -1,12 +1,14 @@
 import copy
 from typing import Dict, List, Optional, Set, Tuple, Union
 
+import ccxt
 from enforce_typing import enforce_types
 
 from pdr_backend.cli.arg_feed import ArgFeed
 from pdr_backend.cli.arg_feeds import ArgFeeds
 from pdr_backend.cli.arg_pair import ArgPair
 from pdr_backend.subgraph.subgraph_feed import SubgraphFeed
+from pdr_backend.util.mocks import MockExchange
 
 
 class MultiFeedMixin:
@@ -104,6 +106,14 @@ def __init__(self, d: dict, assert_feed_attributes: Optional[List] = None):
             for attr in assert_feed_attributes:
                 assert getattr(self.feed, attr)
 
+        if hasattr(self, "tradetype"):
+            assert hasattr(self, "allowed_tradetypes")
+            if self.tradetype not in self.allowed_tradetypes:
+                raise ValueError(
+                    f"{self.tradetype} not in allowed tradetypes "
+                    f"{', '.join(self.allowed_tradetypes)}"
+                )
+
     # --------------------------------
     # yaml properties
     @property
@@ -114,9 +124,9 @@ def feed(self) -> ArgFeed:
     # --------------------------------
 
     @property
-    def pair_str(self) -> ArgPair:
+    def pair_str(self) -> str:
         """Return e.g. 'ETH/USDT'. Only applicable when 1 feed."""
-        return self.feed.pair
+        return str(self.feed.pair)
 
     @property
     def exchange_str(self) -> str:
@@ -174,3 +184,10 @@ def get_feed_from_candidates(
                 return feed
 
         return None
+
+    @enforce_types
+    def ccxt_exchange(self, *args, **kwargs) -> ccxt.Exchange:
+        if not hasattr(self, "tradetype") or self.tradetype != "livemock":
+            return self.feed.ccxt_exchange(*args, **kwargs)
+
+        return MockExchange()

pdr_backend/ppss/test/test_trader_ss.py

@@ -1,3 +1,4 @@
+import pytest
 from enforce_typing import enforce_types
 
 from pdr_backend.ppss.trader_ss import TraderSS, inplace_make_trader_fast
@@ -48,6 +49,11 @@ def test_trader_ss():
     # str
     assert "TraderSS" in str(ss)
 
+    bad_dict = _D.copy()
+    bad_dict["tradetype"] = "xyx"
+    with pytest.raises(ValueError):
+        TraderSS(bad_dict)
+
 
 @enforce_types
 def test_inplace_make_trader_fast():

pdr_backend/ppss/trader_ss.py

@@ -31,6 +31,14 @@ def fee_percent(self) -> str:
     def init_holdings_strs(self) -> List[str]:
         return self.d["xpmt_only"]["init_holdings"]  # eg ["1000 USDT", ..]
 
+    @property
+    def tradetype(self) -> str:
+        return self.d.get("tradetype", "livemock")
+
+    @property
+    def allowed_tradetypes(self) -> List[str]:
+        return ["livemock", "livereal"]
+
     # feed defined in base
 
     # --------------------------------

pdr_backend/trader/approach1/trader_agent1.py

@@ -36,7 +36,7 @@ def __init__(self, ppss: PPSS):
         super().__init__(ppss)
 
         # Generic exchange class
-        self.exchange: ccxt.Exchange = self.ppss.trader_ss.feed.ccxt_exchange(
+        self.exchange: ccxt.Exchange = self.ppss.trader_ss.ccxt_exchange(
             {
                 "apiKey": getenv("EXCHANGE_API_KEY"),
                 "secret": getenv("EXCHANGE_SECRET_KEY"),

pdr_backend/util/mocks.py

@@ -0,0 +1,29 @@
+import ccxt
+
+
+class MockOrder(dict):
+    def __str__(self):
+        return f"mocked order: {self.get('amount')} {self['pair_str']}"
+
+
+class MockExchange(ccxt.Exchange):
+    def create_market_buy_order(self, pair_str, amount):
+        return MockOrder(
+            {
+                "order_type": "buy",
+                "amount": str(amount),
+                "pair_str": pair_str,
+            }
+        )
+
+    def create_market_sell_order(self, pair_str, position_size):
+        return MockOrder(
+            {
+                "order_type": "sell",
+                "position_size": str(position_size),
+                "pair_str": pair_str,
+            }
+        )
+
+    def __str__(self):
+        return "mocked exchange"

pdr_backend/util/test_noganache/test_mocks.py

@@ -0,0 +1,25 @@
+import ccxt
+
+from pdr_backend.util.mocks import MockExchange, MockOrder
+
+
+def test_mock_order():
+    mock_order = MockOrder(
+        {
+            "order_type": "buy",
+            "amount": "0.1",
+            "pair_str": "BTC/USDT",
+        }
+    )
+    assert str(mock_order) == "mocked order: 0.1 BTC/USDT"
+    assert isinstance(mock_order, dict)
+
+
+def test_mock_exchange():
+    mock_exchange = MockExchange()
+    assert str(mock_exchange) == "mocked exchange"
+    assert isinstance(mock_exchange, ccxt.Exchange)
+    assert isinstance(mock_exchange.create_market_buy_order("BTC/USDT", 0.1), MockOrder)
+    assert isinstance(
+        mock_exchange.create_market_sell_order("BTC/USDT", 0.1), MockOrder
+    )