def test_from_network(self):
# Test for from network
data = StartTransaction.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId('0'),
"transaction_id":
TransactionId(TraderId('0'), TransactionNumber(1)),
"order_id":
OrderId(TraderId('0'), OrderNumber(1)),
"recipient_order_id":
OrderId(TraderId('1'), OrderNumber(2)),
"proposal_id":
1235,
"assets":
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
"timestamp":
Timestamp(0.0)
}))
self.assertEquals(TraderId("0"), data.trader_id)
self.assertEquals(TransactionId(TraderId("0"), TransactionNumber(1)),
data.transaction_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(0.0), data.timestamp)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timestamp(1462224447.117))
def from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
trader_id, transaction_number, order_trader_id, order_number, partner_trader_id, partner_order_number,\
asset1_amount, asset1_type, asset1_transferred, asset2_amount, asset2_type, asset2_transferred,\
transaction_timestamp, sent_wallet_info, received_wallet_info, incoming_address, outgoing_address,\
partner_incoming_address, partner_outgoing_address, match_id = data
transaction_id = TransactionId(TraderId(str(trader_id)), TransactionNumber(transaction_number))
transaction = cls(transaction_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
OrderId(TraderId(str(order_trader_id)), OrderNumber(order_number)),
OrderId(TraderId(str(partner_trader_id)), OrderNumber(partner_order_number)),
Timestamp(float(transaction_timestamp)))
transaction._transferred_assets = AssetPair(AssetAmount(asset1_transferred, str(asset1_type)),
AssetAmount(asset2_transferred, str(asset2_type)))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(str(partner_outgoing_address))
transaction.match_id = str(match_id)
transaction._payments = payments
return transaction
def from_network(cls, data):
"""
Restore a declined trade from the network
:param data: DeclinedTradePayload
:return: Restored declined trade
:rtype: DeclinedTrade
"""
assert hasattr(data, 'trader_id'), isinstance(data.trader_id, TraderId)
assert hasattr(data, 'message_number'), isinstance(data.message_number, MessageNumber)
assert hasattr(data, 'order_number'), isinstance(data.order_number, OrderNumber)
assert hasattr(data, 'recipient_trader_id'), isinstance(data.recipient_trader_id, TraderId)
assert hasattr(data, 'recipient_order_number'), isinstance(data.recipient_order_number, OrderNumber)
assert hasattr(data, 'proposal_id'), isinstance(data.proposal_id, int)
assert hasattr(data, 'timestamp'), isinstance(data.timestamp, Timestamp)
assert hasattr(data, 'decline_reason'), isinstance(data.decline_reason, int)
return cls(
MessageId(data.trader_id, data.message_number),
OrderId(data.trader_id, data.order_number),
OrderId(data.recipient_trader_id, data.recipient_order_number),
data.proposal_id,
data.timestamp,
data.decline_reason
)
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
mocked_match_message = MockObject()
mocked_match_message.payload = MockObject()
mocked_match_message.payload.matchmaker_trader_id = 'a'
self.market_community.incoming_match_messages[
'a'] = mocked_match_message
def mocked_send_decline(*_):
mocked_send_decline.called = True
mocked_send_decline.called = False
self.market_community.send_decline_match_message = mocked_send_decline
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade, 'a')
cache.on_timeout()
self.assertTrue(mocked_send_decline.called)
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"message_id": MessageId(TraderId('0'), MessageNumber(1)),
"order_number": OrderNumber(1),
"recipient_order_id": OrderId(TraderId('1'),
OrderNumber(2)),
"proposal_id": 1234,
"timestamp": Timestamp(1462224447.117),
"price": Price(63400, 'BTC'),
"quantity": Quantity(30, 'MC')
}))
self.assertEquals(MessageId(TraderId('0'), MessageNumber(1)),
data.message_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(Price(63400, 'BTC'), data.price)
self.assertEquals(Quantity(30, 'MC'), data.quantity)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def from_network(cls, data):
"""
Restore a counter trade from the network
:param data: TradePayload
:return: Restored counter trade
:rtype: CounterTrade
"""
assert hasattr(data, 'trader_id'), isinstance(data.trader_id, TraderId)
assert hasattr(data, 'message_number'), isinstance(data.message_number, MessageNumber)
assert hasattr(data, 'order_number'), isinstance(data.order_number, OrderNumber)
assert hasattr(data, 'recipient_trader_id'), isinstance(data.recipient_trader_id, TraderId)
assert hasattr(data, 'recipient_order_number'), isinstance(data.recipient_order_number, OrderNumber)
assert hasattr(data, 'proposal_id'), isinstance(data.proposal_id, int)
assert hasattr(data, 'price'), isinstance(data.price, Price)
assert hasattr(data, 'quantity'), isinstance(data.quantity, Quantity)
assert hasattr(data, 'timestamp'), isinstance(data.timestamp, Timestamp)
return cls(
MessageId(data.trader_id, data.message_number),
OrderId(data.trader_id, data.order_number),
OrderId(data.recipient_trader_id, data.recipient_order_number),
data.proposal_id,
data.price,
data.quantity,
data.timestamp
)
def setUp(self):
# Object creation
self.trade = Trade(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(3)),
OrderId(TraderId('0'), OrderNumber(4)), 1234,
Timestamp(1462224447.117))
class OrderIDTestSuite(unittest.TestCase):
"""Order ID test cases."""
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 test_equality(self):
# Test for equality
self.assertEquals(self.order_id, self.order_id)
self.assertEquals(self.order_id, self.order_id2)
self.assertFalse(self.order_id == self.order_id3)
self.assertEquals(NotImplemented, self.order_id.__eq__(""))
def test_non_equality(self):
# Test for non equality
self.assertNotEquals(self.order_id, self.order_id3)
def test_hashes(self):
# Test for hashes
self.assertEquals(self.order_id.__hash__(), self.order_id2.__hash__())
self.assertNotEqual(self.order_id.__hash__(), self.order_id3.__hash__())
def test_str(self):
# Test for string representation
self.assertEquals('0.1', str(self.order_id))
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0'),
"order_number":
OrderNumber(1),
"recipient_order_id":
OrderId(TraderId('1'), OrderNumber(2)),
"proposal_id":
1234,
"timestamp":
Timestamp(1462224447.117),
"assets":
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
}))
self.assertEquals(TraderId(b'0'), data.trader_id)
self.assertEquals(OrderId(TraderId(b'0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
data.assets)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
class OrderIDTestSuite(unittest.TestCase):
"""Order ID test cases."""
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 test_equality(self):
# Test for equality
self.assertEquals(self.order_id, self.order_id)
self.assertEquals(self.order_id, self.order_id2)
self.assertFalse(self.order_id == self.order_id3)
self.assertEquals(NotImplemented, self.order_id.__eq__(""))
def test_non_equality(self):
# Test for non equality
self.assertNotEquals(self.order_id, self.order_id3)
def test_hashes(self):
# Test for hashes
self.assertEquals(self.order_id.__hash__(), self.order_id2.__hash__())
self.assertNotEqual(self.order_id.__hash__(),
self.order_id3.__hash__())
def test_str(self):
# Test for string representation
self.assertEquals('0.1', str(self.order_id))
def setUp(self):
yield super(TestDatabase, self).setUp()
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir(), 'market')
self.order_id1 = OrderId(TraderId(b'3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4'), OrderNumber(5))
self.order1 = Order(self.order_id1, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.order2.reserve_quantity_for_tick(OrderId(TraderId(b'3'), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(TraderId(b"0"), TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b"0"), OrderNumber(1)),
OrderId(TraderId(b"1"), OrderNumber(2)), Timestamp(20.0))
self.payment1 = Payment(TraderId(b"0"), self.transaction_id1, AssetAmount(5, 'BTC'),
WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
trader_id, transaction_number, order_trader_id, order_number, partner_trader_id, partner_order_number, price,\
price_type, transferred_price, quantity, quantity_type, transferred_quantity, transaction_timestamp,\
sent_wallet_info, received_wallet_info, incoming_address, outgoing_address, partner_incoming_address,\
partner_outgoing_address, match_id = data
transaction_id = TransactionId(TraderId(str(trader_id)),
TransactionNumber(transaction_number))
transaction = cls(
transaction_id, Price(price, str(price_type)),
Quantity(quantity, str(quantity_type)),
OrderId(TraderId(str(order_trader_id)), OrderNumber(order_number)),
OrderId(TraderId(str(partner_trader_id)),
OrderNumber(partner_order_number)),
Timestamp(float(transaction_timestamp)))
transaction._transferred_price = Price(transferred_price,
str(price_type))
transaction._transferred_quantity = Quantity(transferred_quantity,
str(quantity_type))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(
str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(
str(partner_outgoing_address))
transaction.match_id = str(match_id)
transaction._payments = payments
return transaction
def setUp(self, annotate=True):
yield super(TestDatabase, self).setUp(annotate=annotate)
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir())
self.order_id1 = OrderId(TraderId('3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId('4'), OrderNumber(5))
self.order1 = Order(self.order_id1, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), False)
self.transaction_id1 = TransactionId(TraderId("0"),
TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1,
Price(100, 'BTC'), Quantity(30, 'MC'),
OrderId(TraderId("0"), OrderNumber(1)),
OrderId(TraderId("1"), OrderNumber(2)),
Timestamp(20.0))
self.payment1 = Payment(MessageId(TraderId("0"), MessageNumber("4")),
self.transaction_id1, Quantity(5, 'MC'),
Price(6, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def get_tx_done_block(ask_amount, bid_amount, traded_amount,
ask_total_traded, bid_total_traded):
ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'),
AssetAmount(ask_amount, 'MB'))
bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'),
AssetAmount(bid_amount, 'MB'))
ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC')
tx.transferred_assets.second += AssetAmount(traded_amount, 'MB')
tx_done_block = MarketBlock()
tx_done_block.type = 'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_dictionary(),
'version': MarketCommunity.PROTOCOL_VERSION
}
tx_done_block.transaction['ask']['address'], tx_done_block.transaction[
'ask']['port'] = "1.1.1.1", 1234
tx_done_block.transaction['bid']['address'], tx_done_block.transaction[
'bid']['port'] = "1.1.1.1", 1234
return tx_done_block
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0'), OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
def test_from_network(self):
# Test for from network
data = StartTransaction.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"message_number": MessageNumber("1"),
"transaction_trader_id": TraderId('0'),
"transaction_number": TransactionNumber(1),
"order_trader_id": TraderId('0'),
"order_number": OrderNumber(1),
"recipient_trader_id": TraderId('1'),
"recipient_order_number": OrderNumber(2),
"proposal_id": 1235,
"price": Price(300, 'BTC'),
"quantity": Quantity(20, 'MC'),
"timestamp": Timestamp(0.0)
}))
self.assertEquals(MessageId(TraderId("0"), MessageNumber("1")),
data.message_id)
self.assertEquals(TransactionId(TraderId("0"), TransactionNumber(1)),
data.transaction_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(0.0), data.timestamp)
def setUp(self):
# Object creation
self.start_transaction = StartTransaction(
TraderId('0'), TransactionId(TraderId("0"), TransactionNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(1)), 1234,
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
Timestamp(0.0))
def setUp(self):
# Object creation
self.start_transaction = StartTransaction(
MessageId(TraderId('0'), MessageNumber('1')),
TransactionId(TraderId("0"), TransactionNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(1)), 1234, Price(30, 'BTC'),
Quantity(40, 'MC'), Timestamp(0.0))
def from_unpack_list(cls, trader_id, message_number, timestamp, transaction_trader_id, transaction_number,
order_trader_id, order_number, recipient_trader_id, recipient_order_number, proposal_id,
price, price_type, quantity, quantity_type):
return StartTransactionPayload(MessageId(TraderId(trader_id), MessageNumber(message_number)),
Timestamp(timestamp), TransactionId(TraderId(transaction_trader_id),
TransactionNumber(transaction_number)),
OrderId(TraderId(order_trader_id), OrderNumber(order_number)),
OrderId(TraderId(recipient_trader_id), OrderNumber(recipient_order_number)),
proposal_id, Price(price, price_type), Quantity(quantity, quantity_type))
def setUp(self, annotate=True):
yield super(TestMarketBlock, self).setUp(annotate=annotate)
self.ask = Ask(
OrderId(TraderId('0' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), True)
self.bid = Ask(
OrderId(TraderId('1' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), False)
self.transaction = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
ask_tx = self.ask.to_block_dict()
ask_tx["address"], ask_tx["port"] = "127.0.0.1", 1337
bid_tx = self.bid.to_block_dict()
bid_tx["address"], bid_tx["port"] = "127.0.0.1", 1337
self.tick_block = MarketBlock()
self.tick_block.type = 'tick'
self.tick_block.transaction = {'tick': ask_tx}
self.cancel_block = MarketBlock()
self.cancel_block.type = 'cancel_order'
self.cancel_block.transaction = {
'trader_id': 'a' * 40,
'order_number': 1
}
self.tx_block = MarketBlock()
self.tx_block.type = 'tx_init'
self.tx_block.transaction = {
'ask': ask_tx,
'bid': bid_tx,
'tx': self.transaction.to_dictionary()
}
payment = {
'trader_id': 'a' * 40,
'transaction_number': 3,
'transferred': {
'amount': 3,
'type': 'BTC'
},
'payment_id': 'a',
'address_from': 'a',
'address_to': 'b',
'timestamp': 1234.3,
'success': True
}
self.payment_block = MarketBlock()
self.payment_block.type = 'tx_payment'
self.payment_block.transaction = {'payment': payment}
def from_unpack_list(cls, trader_id, timestamp, tx_trader_id, transaction_number,
order_trader_id, order_number, recipient_trader_id, recipient_order_number, proposal_id,
asset1_amount, asset1_type, asset2_amount, asset2_type):
return StartTransactionPayload(TraderId(trader_id), Timestamp(timestamp),
TransactionId(TraderId(tx_trader_id), TransactionNumber(transaction_number)),
OrderId(TraderId(order_trader_id), OrderNumber(order_number)),
OrderId(TraderId(recipient_trader_id), OrderNumber(recipient_order_number)),
proposal_id, AssetPair(AssetAmount(asset1_amount, asset1_type),
AssetAmount(asset2_amount, asset2_type)))
def test_remove_tick(self):
# Test remove tick
self.side.insert_tick(self.tick)
self.side.insert_tick(self.tick2)
self.side.remove_tick(OrderId(TraderId('0'), OrderNumber(1)))
self.assertEquals(1, len(self.side))
self.side.remove_tick(OrderId(TraderId('1'), OrderNumber(2)))
self.assertEquals(0, len(self.side))
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository("0")
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId("0"), OrderNumber(1)),
OrderId(TraderId("2"), OrderNumber(2)),
Timestamp(0.0))
def test_insert_tick(self):
# Test insert tick
self.assertEquals(0, len(self.side))
self.assertFalse(self.side.tick_exists(OrderId(TraderId('0'), OrderNumber(1))))
self.side.insert_tick(self.tick)
self.side.insert_tick(self.tick2)
self.assertEquals(2, len(self.side))
self.assertTrue(self.side.tick_exists(OrderId(TraderId('0'), OrderNumber(1))))
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0'), OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.declined_trade = Trade.decline(
TraderId(b'0'), Timestamp(1462224447.117), self.proposed_trade,
DeclinedTradeReason.ORDER_COMPLETED)
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
Price(800, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.side = Side()
def test_add_trade(self):
"""
Test the add trade method of an order
"""
self.order.reserve_quantity_for_tick(
OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC'))
self.assertEquals(self.order.traded_quantity, Quantity(0, 'MC'))
self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)),
Quantity(10, 'MC'))
self.assertEquals(self.order.traded_quantity, Quantity(10, 'MC'))
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository("0")
self.transaction_id = TransactionId(TraderId(b"0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(10, 'BTC'), AssetAmount(10, 'MB')),
OrderId(TraderId(b"0"), OrderNumber(1)),
OrderId(TraderId(b"2"), OrderNumber(2)), Timestamp(0.0))
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))
