chapter 21 finished (#24)

* test are working

* sync with franton code

Author: Bodhert

apps/indicator/lib/indicator/ohlc.ex

@@ -2,7 +2,6 @@ defmodule Indicator.Ohlc do
   require Logger
   alias Core.Struct.TradeEvent
 
-  @pubsub_client Application.compile_env(:core, :pubsub_client)
   @enforce_keys [:symbol, :start_time, :duration]
   defstruct [:symbol, :start_time, :duration, :open, :high, :low, :close]
 
@@ -71,7 +70,7 @@ defmodule Indicator.Ohlc do
   defp maybe_broadcast(%__MODULE__{} = ohlc) do
     Logger.debug("Broadcasting OHLC: #{inspect(ohlc)}")
 
-    @pubsub_client.broadcast(
+    Phoenix.PubSub.broadcast(
       Core.PubSub,
       "OHLC:#{ohlc.symbol}",
       ohlc

apps/indicator/lib/indicator/ohlc/worker.ex

@@ -3,18 +3,15 @@ defmodule Indicator.Ohlc.Worker do
   require Logger
   alias Core.Struct.TradeEvent
 
-  @logger Application.compile_env(:core, :logger)
-  @pubsub_client Application.compile_env(:core, :pubsub_client)
-
   def start_link(symbol) do
     GenServer.start_link(__MODULE__, symbol)
   end
 
   def init(symbol) do
     symbol = String.upcase(symbol)
-    @logger.debug("Initializing a new OHLC worker for #{symbol}")
+    Logger.info("Initializing a new OHLC worker for #{symbol}")
 
-    @pubsub_client.subscribe(
+    Phoenix.PubSub.subscribe(
       Core.PubSub,
       "TRADE_EVENTS:#{symbol}"
     )

apps/naive/lib/naive/strategy.ex

@@ -3,14 +3,12 @@ defmodule Naive.Strategy do
   Module in charge of making and executing decisions
   """
   alias Core.Struct.TradeEvent
+  alias Naive.Repo
   alias Naive.Schema.Settings
 
   require Logger
 
   @binance_client Application.compile_env(:naive, :binance_client)
-  @logger Application.compile_env(:core, :logger)
-  @pubsub_client Application.compile_env(:core, :pubsub_client)
-  @repo Application.compile_env(:naive, :repo)
 
   defmodule Position do
     @enforce_keys [
@@ -255,7 +253,7 @@ defmodule Naive.Strategy do
          } = position,
          _settings
        ) do
-    @logger.info(
+    Logger.info(
       "Position (#{symbol}/#{id}): " <>
         "Placing a BUY order @ #{price}, quantity: #{quantity}"
     )
@@ -279,7 +277,7 @@ defmodule Naive.Strategy do
          } = position,
          _settings
        ) do
-    @logger.info(
+    Logger.info(
       "Position (#{symbol}/#{id}): The BUY order is now filled. " <>
         "Placing a SELL order @ #{sell_price}, quantity: #{quantity}"
     )
@@ -305,7 +303,7 @@ defmodule Naive.Strategy do
          } = position,
          _settings
        ) do
-    @logger.info("Position (#{symbol}/#{id}): The BUY order is now partially filled")
+    Logger.info("Position (#{symbol}/#{id}): The BUY order is now partially filled")
 
     {:ok, %Binance.Order{} = current_buy_order} =
       @binance_client.get_order(symbol, timestamp, order_id)
@@ -324,7 +322,7 @@ defmodule Naive.Strategy do
          settings
        ) do
     new_position = generate_fresh_position(settings)
-    @logger.info("Position (#{symbol}/#{id}): Trade cycle finished")
+    Logger.info("Position (#{symbol}/#{id}): Trade cycle finished")
     {:ok, new_position}
   end
 
@@ -341,7 +339,7 @@ defmodule Naive.Strategy do
          } = position,
          _settings
        ) do
-    @logger.info("Position (#{symbol}/#{id}): The SELL order is now partially filled")
+    Logger.info("Position (#{symbol}/#{id}): The SELL order is now partially filled")
 
     {:ok, %Binance.Order{} = current_sell_order} =
       @binance_client.get_order(symbol, timestamp, order_id)
@@ -360,7 +358,7 @@ defmodule Naive.Strategy do
          settings
        ) do
     new_position = generate_fresh_position(settings)
-    @logger.info("Position (#{symbol}/#{id}): Rebuy triggered. Starting a new position")
+    Logger.info("Position (#{symbol}/#{id}): Rebuy triggered. Starting a new position")
     {:ok, new_position}
   end
 
@@ -375,7 +373,7 @@ defmodule Naive.Strategy do
   end
 
   defp broadcast_order(%Binance.Order{} = order) do
-    @pubsub_client.broadcast(Core.PubSub, "ORDERS:#{order.symbol}", order)
+    Phoenix.PubSub.broadcast(Core.PubSub, "ORDERS:#{order.symbol}", order)
   end
 
   defp convert_to_order(%Binance.OrderResponse{} = response) do
@@ -395,7 +393,7 @@ defmodule Naive.Strategy do
     exchange_info =
       @binance_client.get_exchange_info()
 
-    db_settings = @repo.get_by!(Settings, symbol: symbol)
+    db_settings = Repo.get_by!(Settings, symbol: symbol)
 
     merge_filters_into_settings(exchange_info, db_settings, symbol)
   end
@@ -437,8 +435,8 @@ defmodule Naive.Strategy do
   end
 
   def update_status(symbol, status) when is_binary(symbol) and is_binary(status) do
-    @repo.get_by(Settings, symbol: symbol)
+    Repo.get_by(Settings, symbol: symbol)
     |> Ecto.Changeset.change(%{status: status})
-    |> @repo.update()
+    |> Repo.update()
   end
 end

apps/naive/lib/naive/trader.ex

@@ -10,8 +10,6 @@ defmodule Naive.Trader do
 
   require Logger
 
-  @logger Application.compile_env(:core, :logger)
-  @pubsub_client Application.compile_env(:core, :pubsub_client)
   @registry :naive_traders
   defmodule State do
     @moduledoc """
@@ -27,9 +25,9 @@ defmodule Naive.Trader do
   end
 
   def init(symbol) do
-    @logger.info("Initializing new trader for #{symbol}")
+    Logger.info("Initializing new trader for #{symbol}")
 
-    @pubsub_client.subscribe(Core.PubSub, "TRADE_EVENTS:#{symbol}")
+    Phoenix.PubSub.subscribe(Core.PubSub, "TRADE_EVENTS:#{symbol}")
 
     {:ok, nil, {:continue, {:start_position, symbol}}}
   end

apps/naive/mix.exs

@@ -15,8 +15,7 @@ defmodule Naive.MixProject do
       elixirc_options: [
         warnings_as_errors: true
       ],
-      aliases: aliases(),
-      elixirc_paths: elixirc_paths(Mix.env())
+      aliases: aliases()
     ]
   end
 
@@ -44,13 +43,10 @@ defmodule Naive.MixProject do
       {:decimal, "~> 2.0"},
       {:ecto_sql, "~> 3.0"},
       {:ecto_enum, "~> 1.4"},
+      {:mimic, "~> 1.7", only: [:test, :integration]},
       {:phoenix_pubsub, "~> 2.0"},
       {:postgrex, ">= 0.0.0"},
-      {:sobelow, "~> 0.13", only: [:dev, :test], runtime: false},
-      {:mox, "~> 1.0", only: [:test, :integration]}
+      {:sobelow, "~> 0.13", only: [:dev, :test], runtime: false}
     ]
   end
-
-  defp elixirc_paths(:test), do: ["test/support", "lib"]
-  defp elixirc_paths(_), do: ["lib"]
 end

apps/naive/test/naive/strategy_test.exs

@@ -0,0 +1,66 @@
+defmodule Naive.StrategyTest do
+  use ExUnit.Case, async: true
+  use Mimic
+
+  alias Core.Struct.TradeEvent
+  alias Naive.Strategy
+  import ExUnit.CaptureLog
+
+  @tag :unit
+  test "Strategy places a buy order" do
+    expected_order = %Binance.OrderResponse{
+      client_order_id: "1",
+      executed_qty: "0.000",
+      order_id: "x1",
+      orig_qty: "50.000",
+      price: "0.800000",
+      side: "BUY",
+      status: "NEW",
+      symbol: "ABC"
+    }
+
+    BinanceMock
+    |> stub(
+      :order_limit_buy,
+      fn "ABC", "50.000", "0.800000", "GTC" -> {:ok, expected_order} end
+    )
+
+    Phoenix.PubSub
+    |> stub(
+      :broadcast,
+      fn _pubsub, _topic, _message -> :ok end
+    )
+
+    settings = %{
+      symbol: "ABC",
+      chunks: "5",
+      budget: "200",
+      buy_down_interval: "0.2",
+      profit_interval: "0.1",
+      rebuy_interval: "0.5",
+      tick_size: "0.000001",
+      step_size: "0.001",
+      status: :on
+    }
+
+    {{:ok, new_positions}, log} =
+      with_log(fn ->
+        Naive.Strategy.execute(
+          %TradeEvent{
+            price: "1.00000"
+          },
+          [
+            Strategy.generate_fresh_position(settings)
+          ],
+          settings
+        )
+      end)
+
+    assert log =~ "0.8"
+
+    assert length(new_positions) == 1
+
+    %{buy_order: buy_order} = List.first(new_positions)
+    assert buy_order == expected_order
+  end
+end

apps/naive/test/naive/trader_test.exs

@@ -1,9 +1,6 @@
-ExUnit.start()
+Application.ensure_all_started(:mimic)
 
-Application.ensure_all_started(:mox)
-# here I differed a little bit from the book cause in has
-# warning_as_errors turned on and i needed compile time checks
-# Mox.defmock(Test.BinanceMock, for: BinanceMock)
-# Mox.defmock(Test.Naive.LeaderMock, for: Naive.Leader)
-# Mox.defmock(Test.LoggerMock, for: Core.Test.Logger)
-# Mox.defmock(Test.PubSubMock, for: Core.Test.PubSub)
+Mimic.copy(BinanceMock)
+Mimic.copy(Phoenix.PubSub)
+
+ExUnit.start(capture_log: true)

apps/naive/test/test_helper.exs

@@ -3,10 +3,6 @@ import Config
 config :binance_mock,
   use_cached_exchange_info: false
 
-config :core,
-  logger: Logger,
-  pubsub_client: Phoenix.PubSub
-
 config :data_warehouse,
   ecto_repos: [DataWarehouse.Repo]
 
@@ -29,8 +25,6 @@ config :streamer, Streamer.Repo,
 config :naive,
   binance_client: BinanceMock,
   ecto_repos: [Naive.Repo],
-  leader: Naive.Leader,
-  repo: Naive.Repo,
   trading: %{
     defaults: %{
       chunks: 5,

config/config.exs

@@ -1,10 +1 @@
 import Config
-
-config :core,
-  logger: Test.LoggerMock,
-  pubsub_client: Test.PubSubMock
-
-config :naive,
-  binance_client: Test.BinanceMock,
-  leader: Test.Naive.LeaderMock,
-  repo: Test.Naive.RepoMock