chapter 21 finished

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/test_helper.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)

config/config.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/test.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

mix.lock

@@ -11,11 +11,13 @@
   "exconstructor": {:hex, :exconstructor, "1.2.10", "72a540c89b4c5af75f88c076727c0318a8f4038df6412dcf546e8771dcac118d", [:mix], [], "hexpm", "6e504f88cc56c3a7313f0d7687c5d3454b014255867232957512a61e5f90bea7"},
   "file_system": {:hex, :file_system, "0.2.10", "fb082005a9cd1711c05b5248710f8826b02d7d1784e7c3451f9c1231d4fc162d", [:mix], [], "hexpm", "41195edbfb562a593726eda3b3e8b103a309b733ad25f3d642ba49696bf715dc"},
   "hackney": {:hex, :hackney, "1.20.1", "8d97aec62ddddd757d128bfd1df6c5861093419f8f7a4223823537bad5d064e2", [:rebar3], [{:certifi, "~> 2.12.0", [hex: :certifi, repo: "hexpm", optional: false]}, {:idna, "~> 6.1.0", [hex: :idna, repo: "hexpm", optional: false]}, {:metrics, "~> 1.0.0", [hex: :metrics, repo: "hexpm", optional: false]}, {:mimerl, "~> 1.1", [hex: :mimerl, repo: "hexpm", optional: false]}, {:parse_trans, "3.4.1", [hex: :parse_trans, repo: "hexpm", optional: false]}, {:ssl_verify_fun, "~> 1.1.0", [hex: :ssl_verify_fun, repo: "hexpm", optional: false]}, {:unicode_util_compat, "~> 0.7.0", [hex: :unicode_util_compat, repo: "hexpm", optional: false]}], "hexpm", "fe9094e5f1a2a2c0a7d10918fee36bfec0ec2a979994cff8cfe8058cd9af38e3"},
+  "ham": {:hex, :ham, "0.3.0", "7cd031b4a55fba219c11553e7b13ba73bd86eab4034518445eff1e038cb9a44d", [:mix], [], "hexpm", "7d6c6b73d7a6a83233876cc1b06a4d9b5de05562b228effda4532f9a49852bf6"},
   "httpoison": {:hex, :httpoison, "1.8.2", "9eb9c63ae289296a544842ef816a85d881d4a31f518a0fec089aaa744beae290", [:mix], [{:hackney, "~> 1.17", [hex: :hackney, repo: "hexpm", optional: false]}], "hexpm", "2bb350d26972e30c96e2ca74a1aaf8293d61d0742ff17f01e0279fef11599921"},
   "idna": {:hex, :idna, "6.1.1", "8a63070e9f7d0c62eb9d9fcb360a7de382448200fbbd1b106cc96d3d8099df8d", [:rebar3], [{:unicode_util_compat, "~> 0.7.0", [hex: :unicode_util_compat, repo: "hexpm", optional: false]}], "hexpm", "92376eb7894412ed19ac475e4a86f7b413c1b9fbb5bd16dccd57934157944cea"},
   "jason": {:hex, :jason, "1.4.1", "af1504e35f629ddcdd6addb3513c3853991f694921b1b9368b0bd32beb9f1b63", [:mix], [{:decimal, "~> 1.0 or ~> 2.0", [hex: :decimal, repo: "hexpm", optional: true]}], "hexpm", "fbb01ecdfd565b56261302f7e1fcc27c4fb8f32d56eab74db621fc154604a7a1"},
   "metrics": {:hex, :metrics, "1.0.1", "25f094dea2cda98213cecc3aeff09e940299d950904393b2a29d191c346a8486", [:rebar3], [], "hexpm", "69b09adddc4f74a40716ae54d140f93beb0fb8978d8636eaded0c31b6f099f16"},
   "mimerl": {:hex, :mimerl, "1.2.0", "67e2d3f571088d5cfd3e550c383094b47159f3eee8ffa08e64106cdf5e981be3", [:rebar3], [], "hexpm", "f278585650aa581986264638ebf698f8bb19df297f66ad91b18910dfc6e19323"},
+  "mimic": {:hex, :mimic, "1.11.1", "08b8f82d760ae19bdca698a2c0714921ba41c854959ff58faebb3021f914f9a7", [:mix], [{:ham, "~> 0.2", [hex: :ham, repo: "hexpm", optional: false]}], "hexpm", "bcb35db46dbf089dd026f3a7a8b772c2220124492eeae0533ac5719c505dec53"},
   "mox": {:hex, :mox, "1.1.0", "0f5e399649ce9ab7602f72e718305c0f9cdc351190f72844599545e4996af73c", [:mix], [], "hexpm", "d44474c50be02d5b72131070281a5d3895c0e7a95c780e90bc0cfe712f633a13"},
   "parse_trans": {:hex, :parse_trans, "3.4.1", "6e6aa8167cb44cc8f39441d05193be6e6f4e7c2946cb2759f015f8c56b76e5ff", [:rebar3], [], "hexpm", "620a406ce75dada827b82e453c19cf06776be266f5a67cff34e1ef2cbb60e49a"},
   "phoenix_pubsub": {:hex, :phoenix_pubsub, "2.1.3", "3168d78ba41835aecad272d5e8cd51aa87a7ac9eb836eabc42f6e57538e3731d", [:mix], [], "hexpm", "bba06bc1dcfd8cb086759f0edc94a8ba2bc8896d5331a1e2c2902bf8e36ee502"},