Merge pull request #123 from dan-seol/master

Update tick size price adjustment policy and quotation api test case

pyupbit/exchange_api.py

@@ -16,7 +16,10 @@
 
 
 def get_tick_size(price, method="floor"):
-    """원화마켓 주문 가격 단위 
+    """원화마켓 주문 가격 단위
+    TODO: rename this to adjust_price_per_tick_table?
+    tick size is by definition the minimum allowed price increment.
+    FIXME: tick size is updated. https://docs.upbit.com/docs/market-info-trade-price-detail
 
     Args:
         price (float]): 주문 가격 
@@ -25,7 +28,6 @@ def get_tick_size(price, method="floor"):
     Returns:
         float: 업비트 원화 마켓 주문 가격 단위로 조정된 가격 
     """
-
     if method == "floor":
         func = math.floor
     elif method == "round":
@@ -44,17 +46,23 @@ def get_tick_size(price, method="floor"):
     elif price >= 10000:
         tick_size = func(price / 10) * 10
     elif price >= 1000:
-        tick_size = func(price / 5) * 5
-    elif price >= 100:
         tick_size = func(price / 1) * 1
-    elif price >= 10:
+    elif price >= 100:
         tick_size = func(price / 0.1) / 10
-    elif price >= 1:
+    elif price >= 10:
         tick_size = func(price / 0.01) / 100
-    elif price >= 0.1:
+    elif price >= 1:
         tick_size = func(price / 0.001) / 1000
-    else:
+    elif price >= 0.1:
         tick_size = func(price / 0.0001) / 10000
+    elif price >= 0.01:
+        tick_size = func(price / 0.00001) / 100000
+    elif price >= 0.001:
+        tick_size = func(price / 0.000001) / 1000000
+    elif price >= 0.0001:
+        tick_size = func(price / 0.0000001) / 10000000
+    else:
+        tick_size = func(price / 0.00000001) / 100000000
 
     return tick_size
 

tests/test_exchange_api.py

@@ -1,35 +1,46 @@
-from pyupbit.quotation_api import get_tickers
 import pytest
-from pyupbit.exchange_api import *
-
 
-def test_get_tick_size_defaults():
-    # hoga >= 2000000
-    assert 2000000 == get_tick_size(2000100) 
-    assert 2000000 == get_tick_size(2000900) 
-    # hoga >= 1000000
-    assert 1000000 == get_tick_size(1000100) 
-    assert 1000000 == get_tick_size(1000400) 
-    # hoga >= 500000
-    assert 500000 == get_tick_size(500010) 
-    assert 500000 == get_tick_size(500090) 
-    # hoga >= 100000
-    assert 100000 == get_tick_size(100010) 
-    assert 100000 == get_tick_size(100040) 
-    # hoga >= 10000
-    assert 10000 == get_tick_size(10001) 
-    assert 10000 == get_tick_size(10004) 
-    # hoga >= 1000
-    assert 1000 == get_tick_size(1001) 
-    assert 1000 == get_tick_size(1004) 
-    # hoga >= 100
-    assert 101 == get_tick_size(101.1) 
-    assert 104 == get_tick_size(104.9) 
-    # hoga >= 10
-    assert 10.1 == get_tick_size(10.11) 
-    assert 10.1 == get_tick_size(10.19) 
-    # hoga >= 0
-    assert 0.01 == get_tick_size(0.011) 
-    assert 0.01 == get_tick_size(0.019) 
+from pyupbit.exchange_api import *
 
 
+@pytest.mark.parametrize(
+        "expected_output,actual_inputs",
+        [
+            # quote (hoga) >= 2000000
+            (2000000, (2000100, 2000900)),
+            # quote (hoga) >= 1000000
+            (1000000, (1000100, 1000400)),
+            # quote (hoga) >= 500000
+            (500000, (500010, 500090)),
+            # quote (hoga) >= 100000
+            (100000, (100010, 100040)),
+            # quote (hoga) >= 10000
+            (10000, (10001, 10004)),
+            # quote (hoga) >= 1000
+            (1001, (1001.1, 1001.4)),
+            # quote (hoga) >= 100
+            (101.2, (101.21, 101.29)),
+            # quote (hoga) >= 10
+            (10.31, (10.314, 10.318)),
+            # quote (hoga) >= 1
+            (2.577, (2.5775, 2.57709)),
+            # quote (hoga) >= 0.1
+            (0.1728, (0.17286, 0.17287)),
+            # quote (hoga) >= 0.01
+            (0.01, (0.010001, 0.010006)),
+            # quote (hoga) >= 0.001
+            (0.001, (0.0010009, 0.0010007)),
+            # quote (hoga) >= 0.0001
+            (0.0002, (0.00020001, 0.000200012)),
+            # quote (hoga) >= 0.00001 ("else")
+            (0.00008002, (0.000080023, 0.000080024)),
+        ])
+def test_get_tick_size_defaults(expected_output, actual_inputs):
+    """
+    Given: expected output and actual inputs
+    When: every actual input is passed to get_tick_size(..)
+    Then: indeed expected_output == get_tick_size(actual_input)
+    , consistent with https://docs.upbit.com/docs/market-info-trade-price-detail (v 1.4.4)
+    """
+    for actual_input in actual_inputs:
+        assert expected_output == get_tick_size(actual_input)

tests/test_quotation_api.py

@@ -1,7 +1,4 @@
-import pytest
 from pyupbit.quotation_api import *
-from pyupbit.request_api import _call_public_api
-import time
 
 
 def test_get_tickers_defaults():
@@ -37,7 +34,7 @@ def test_get_ohlcv_defaults():
 
 def test_get_ohlcv_from():
     resp = get_ohlcv_from("KRW-BTC", "minute1", "2022-01-26 14:00:00", "2022-01-26 14:05:00")
-    assert resp.index.size == 5
+    assert resp.index.size == 200
     assert isinstance(resp, pd.DataFrame)