dekun
91 lines
2.3 KiB
Python
91 lines
2.3 KiB
Python
"""期权开仓:等待完全成交门禁."""
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from __future__ import annotations
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from lib.exchange.okx_options_lib import wait_option_order_full_fill
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class _FakeEx:
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def __init__(self, sequence: list[dict]):
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self._seq = list(sequence)
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self.cancelled = False
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def private_get_trade_order(self, params):
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if not self._seq:
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return {"data": []}
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row = self._seq.pop(0)
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return {"data": [row]}
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def private_post_trade_cancel_order(self, params):
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self.cancelled = True
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return {"data": [{"sCode": "0"}]}
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def test_wait_fill_success_when_filled():
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ex = _FakeEx(
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[
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{
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"ordId": "1",
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"instId": "ETH-USD_UM-260720-1870-C",
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"state": "live",
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"sz": "50",
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"accFillSz": "0",
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},
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{
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"ordId": "1",
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"instId": "ETH-USD_UM-260720-1870-C",
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"state": "filled",
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"sz": "50",
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"accFillSz": "50",
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"avgPx": "12.5",
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},
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]
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)
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out = wait_option_order_full_fill(
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ex, # type: ignore[arg-type]
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inst_id="ETH-USD_UM-260720-1870-C",
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ord_id="1",
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need_sheets=50,
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timeout_sec=2,
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poll_sec=0.01,
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)
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assert out["ok"] is True
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assert out["filled_sheets"] == 50
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assert float(out["avg_px"]) == 12.5
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assert ex.cancelled is False
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def test_wait_fill_timeout_cancels_and_fails():
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ex = _FakeEx(
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[
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{
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"ordId": "2",
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"instId": "ETH-USD_UM-260720-1870-C",
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"state": "live",
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"sz": "50",
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"accFillSz": "0",
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}
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for _ in range(40)
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]
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+ [
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{
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"ordId": "2",
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"instId": "ETH-USD_UM-260720-1870-C",
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"state": "canceled",
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"sz": "50",
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"accFillSz": "0",
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}
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]
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)
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out = wait_option_order_full_fill(
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ex, # type: ignore[arg-type]
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inst_id="ETH-USD_UM-260720-1870-C",
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ord_id="2",
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need_sheets=50,
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timeout_sec=0.6,
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poll_sec=0.05,
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cancel_on_timeout=True,
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)
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assert out["ok"] is False
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assert "超时" in (out.get("msg") or "")
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assert ex.cancelled is True
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