class TraderIdTestSuite(unittest.TestCase):
"""Trader ID test cases."""
def setUp(self):
# Object creation
self.trader_id = TraderId(b'0')
self.trader_id2 = TraderId(b'0')
self.trader_id3 = TraderId(b'1')
def test_init(self):
# Test for init validation
with self.assertRaises((TypeError, ValueError)):
TraderId(1.0)
with self.assertRaises(ValueError):
TraderId('non hexadecimal')
def test_conversion(self):
# Test for conversions
self.assertEqual(b'0', self.trader_id.to_bytes())
def test_equality(self):
# Test for equality
self.assertTrue(self.trader_id == self.trader_id2)
self.assertTrue(self.trader_id != self.trader_id3)
self.assertFalse(self.trader_id == 6)
def test_hash(self):
# Test for hashes
self.assertEqual(self.trader_id.__hash__(), self.trader_id2.__hash__())
self.assertNotEqual(self.trader_id.__hash__(), self.trader_id3.__hash__())
def test_next_identity(self):
# Test for next identity
self.assertEquals(MessageId(TraderId('0'), MessageNumber('1')),
self.memory_message_repository.next_identity())
def test_init(self):
# Test for init validation
with self.assertRaises(ValueError):
TraderId(1.0)
with self.assertRaises(ValueError):
TraderId('non hexadecimal')
def setUp(self):
# Object creation
self.message_id = MessageId(TraderId('0'), MessageNumber(1))
self.message_id2 = MessageId(TraderId('0'), MessageNumber(1))
self.message_id3 = MessageId(TraderId('0'), MessageNumber(2))
def test_properties(self):
# Test for properties
self.assertEqual(TraderId('0'), self.transaction_id.trader_id)
self.assertEqual(TransactionNumber(1),
self.transaction_id.transaction_number)
def next_identity(self):
"""
:rtype OrderId
"""
return OrderId(TraderId(self._mid),
OrderNumber(self.persistence.get_next_order_number()))
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)),
Timestamp(0.0))
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timestamp(0.0))
self.tick = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(5, 'MC'), Timeout(0.0), Timestamp(float("inf")), True)
self.tick2 = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)), Price(100, 'BTC'),
Quantity(100, 'MC'), Timeout(0.0), Timestamp(float("inf")), True)
self.order = Order(OrderId(TraderId("0"), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(5000), Timestamp(time.time()), False)
self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5),
Timestamp(time.time() - 1000), True)
def setUp(self):
# Object creation
self.trade = Trade(MessageId(TraderId('0'), MessageNumber(1)),
OrderId(TraderId('0'), OrderNumber(3)),
OrderId(TraderId('0'), OrderNumber(4)), 1234,
Timestamp(1462224447.117))
def setUp(self, annotate=True):
yield super(AbstractTestOrderBook, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(1462224447.117),
Timestamp(1462224447.117))
self.invalid_ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(0), Timestamp(0.0))
self.ask2 = Ask(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId('1'), OrderNumber(1)), Price(400, 'BTC'),
Quantity(30, 'MC'), Timeout(1462224447.117),
Timestamp(1462224447.117))
self.bid = Bid(
MessageId(TraderId('2'), MessageNumber('message_number')),
OrderId(TraderId('2'), OrderNumber(1)), Price(200, 'BTC'),
Quantity(30, 'MC'), Timeout(1462224447.117),
Timestamp(1462224447.117))
self.invalid_bid = Bid(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timeout(0), Timestamp(0.0))
self.bid2 = Bid(
MessageId(TraderId('3'), MessageNumber('message_number')),
OrderId(TraderId('3'), OrderNumber(1)), Price(300, 'BTC'),
Quantity(30, 'MC'), Timeout(1462224447.117),
Timestamp(1462224447.117))
self.trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timestamp(1462224447.117))
self.order_book = OrderBook(MemoryMessageRepository('0'))
def setUp(self):
# Object creation
self.cancel_order_payload = CancelOrderPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('message_number'),
Timestamp.now(), OrderNumber(1), Ttl(2))
def setUp(self):
# Object creation
self.declined_trade_payload = DeclinedTradePayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('message_number'),
OrderNumber(1), TraderId('1'), OrderNumber(2), 1234,
Timestamp(1462224447.117))
def setUp(self):
# Object creation
self.wallet_info_payload = WalletInfoPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('1'), TraderId('2'),
TransactionNumber(2), WalletAddress('a'), WalletAddress('b'),
Timestamp(3600.0))
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask2 = Ask(OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask3 = Ask(OrderId(TraderId(b'0'), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')), Timeout(100), Timestamp.now())
self.ask4 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')), Timeout(100), Timestamp.now())
self.ask5 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId(b'0'), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid2 = Bid(OrderId(TraderId(b'0'), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask_order = Order(OrderId(TraderId(b'9'), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId(b'9'), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def test_to_network(self):
# Test for to network
self.assertEquals((TraderId(b'0'), self.tick.timestamp, OrderNumber(1),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), self.tick.timeout, 0),
self.tick.to_network())
def test_lookup_ip(self):
# Test for lookup ip
self.market_community.update_ip(TraderId('0'), ("1.1.1.1", 0))
self.assertEquals(("1.1.1.1", 0),
self.market_community.lookup_ip(TraderId('0')))
def update_ticks(self,
ask_order_dict,
bid_order_dict,
traded_quantity,
unreserve=True):
"""
Update ticks according to a TradeChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: Quantity
:type unreserve: bool
"""
assert isinstance(ask_order_dict, dict), type(ask_order_dict)
assert isinstance(bid_order_dict, dict), type(bid_order_dict)
assert isinstance(traded_quantity, Quantity), type(traded_quantity)
assert isinstance(unreserve, bool), type(unreserve)
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]),
OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]),
OrderNumber(bid_order_dict["order_number"]))
self._logger.debug(
"Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
new_ask_quantity = Quantity(
ask_order_dict["quantity"] - ask_order_dict["traded_quantity"],
ask_order_dict["quantity_type"])
if self.tick_exists(
ask_order_id
) and new_ask_quantity <= self.get_tick(ask_order_id).quantity:
tick = self.get_tick(ask_order_id)
tick.quantity = new_ask_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity == Quantity(0, ask_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(
ask_order_id) and new_ask_quantity > Quantity(
0, ask_order_dict["quantity_type"]):
ask = Ask(
ask_order_id,
Price(ask_order_dict["price"], ask_order_dict["price_type"]),
new_ask_quantity, Timeout(ask_order_dict["timeout"]),
Timestamp(ask_order_dict["timestamp"]))
self.insert_ask(ask)
# Update bid tick
new_bid_quantity = Quantity(
bid_order_dict["quantity"] - bid_order_dict["traded_quantity"],
bid_order_dict["quantity_type"])
if self.tick_exists(
bid_order_id
) and new_bid_quantity <= self.get_tick(bid_order_id).quantity:
tick = self.get_tick(bid_order_id)
tick.quantity = new_bid_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity == Quantity(0, bid_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(
bid_order_id) and new_bid_quantity > Quantity(
0, bid_order_dict["quantity_type"]):
bid = Bid(
bid_order_id,
Price(bid_order_dict["price"], bid_order_dict["price_type"]),
new_bid_quantity, Timeout(bid_order_dict["timeout"]),
Timestamp(bid_order_dict["timestamp"]))
self.insert_bid(bid)
def next_identity(self):
"""
:rtype: OrderId
"""
self._next_id += 1
return OrderId(TraderId(self._mid), OrderNumber(self._next_id))
def from_unpack_list(cls, trader_id, timestamp, match_id, quantity):
return AcceptMatchPayload(TraderId(trader_id), Timestamp(timestamp),
match_id, quantity)
def setUp(self):
# Object creation
self.order_id = OrderId(TraderId("0"), OrderNumber(1))
self.order_id2 = OrderId(TraderId("0"), OrderNumber(1))
self.order_id3 = OrderId(TraderId("0"), OrderNumber(2))
def from_unpack_list(cls, trader_id, timestamp, match_id, decline_reason):
return DeclineMatchPayload(TraderId(trader_id), Timestamp(timestamp),
match_id, decline_reason)
def setUp(self, annotate=True):
yield super(PriceTimeStrategyTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask2 = Ask(MessageId(TraderId('1'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask3 = Ask(MessageId(TraderId('3'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(3)),
Price(200, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask4 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask5 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'A'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask6 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'A'), Timeout(100),
Timestamp.now())
self.bid = Bid(MessageId(TraderId('5'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(5)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid2 = Bid(MessageId(TraderId('6'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(6)),
Price(200, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid3 = Bid(MessageId(TraderId('7'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(7)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.bid4 = Bid(MessageId(TraderId('8'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(8)),
Price(100, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask_order = Order(OrderId(TraderId('9'), OrderNumber(11)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId('9'), OrderNumber(12)),
Price(10, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('9'), OrderNumber(13)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId('9'), OrderNumber(14)),
Price(100, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def from_unpack_list(cls, trader_id, timestamp, order_trader_id,
order_number, identifier):
return OrderStatusRequestPayload(
TraderId(trader_id), Timestamp(timestamp),
OrderId(TraderId(order_trader_id), OrderNumber(order_number)),
identifier)
def test_properties(self):
# Test for properties
self.assertEqual(TraderId('0'), self.message_id.trader_id)
def from_unpack_list(cls, trader_id, timestamp, bf_functions, bf_prefix,
bf_bytes):
bloomfilter = BloomFilter(bf_bytes, bf_functions, prefix=bf_prefix)
return OrderbookSyncPayload(TraderId(trader_id), timestamp,
bloomfilter)
def test_next_identity(self):
# Test for next identity
self.assertEquals(TransactionId(TraderId(b"0"), TransactionNumber(1)),
self.memory_transaction_repository.next_identity())
self.assertEquals(TransactionId(TraderId(b"0"), TransactionNumber(2)),
self.memory_transaction_repository.next_identity())
def from_unpack_list(cls, trader_id, timestamp, is_matchmaker):
return InfoPayload(TraderId(trader_id), timestamp, is_matchmaker)
def setUp(self):
# Object creation
self.trader_id = TraderId('0')
self.trader_id2 = TraderId('0')
self.trader_id3 = TraderId('1')
def from_unpack_list(cls, trader_id, timestamp, identifier):
return PingPongPayload(TraderId(trader_id), timestamp, identifier)
def setUp(self):
# Object creation
self.trader_id = TraderId(b'0')
self.trader_id2 = TraderId(b'0')
self.trader_id3 = TraderId(b'1')
def test_next_identity(self):
# Test for next identity
self.assertEquals(OrderId(TraderId("0"), OrderNumber(1)),
self.memory_order_repository.next_identity())
