def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
def test_from_network(self):
# Test for from network
data = Payment.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0' * 20),
"transaction_id":
TransactionId(TraderId(b'2' * 20), TransactionNumber(2)),
"transferred_assets":
AssetAmount(3, 'BTC'),
"address_from":
WalletAddress('a'),
"address_to":
WalletAddress('b'),
"payment_id":
PaymentId('aaa'),
"timestamp":
Timestamp(4000),
"success":
True
}))
self.assertEquals(TraderId(b'0' * 20), data.trader_id)
self.assertEquals(
TransactionId(TraderId(b'2' * 20), TransactionNumber(2)),
data.transaction_id)
self.assertEquals(AssetAmount(3, 'BTC'), data.transferred_assets)
self.assertEquals(Timestamp(4000), data.timestamp)
self.assertTrue(data.success)
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0' * 20),
"order_number":
OrderNumber(1),
"recipient_order_id":
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
"proposal_id":
1234,
"timestamp":
Timestamp(1462224447117),
"assets":
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
}))
self.assertEquals(TraderId(b'0' * 20), data.trader_id)
self.assertEquals(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1' * 20), 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(1462224447117), data.timestamp)
def from_unpack_list(cls, trader_id, timestamp, order_number,
other_trader_id, other_order_number, decline_reason):
return DeclineMatchPayload(
TraderId(trader_id), Timestamp(timestamp),
OrderNumber(order_number),
OrderId(TraderId(other_trader_id),
OrderNumber(other_order_number)), decline_reason)
def from_unpack_list(cls, trader_id, timestamp, order_number, asset1_amount, asset1_type, asset2_amount,
asset2_type, timeout, traded, recipient_order_number, match_trader_id, matchmaker_trader_id):
return MatchPayload(TraderId(trader_id), Timestamp(timestamp), OrderNumber(order_number),
AssetPair(AssetAmount(asset1_amount, asset1_type.decode('utf-8')),
AssetAmount(asset2_amount, asset2_type.decode('utf-8'))),
Timeout(timeout), traded, OrderNumber(recipient_order_number),
TraderId(match_trader_id), TraderId(matchmaker_trader_id))
def test_e2e_trade_dht(self):
"""
Test a full trade with (dummy assets), where both traders are not connected to each other
"""
yield self.introduce_nodes()
for node in self.nodes:
for other in self.nodes:
if other != node:
node.dht.walk_to(other.endpoint.wan_address)
yield self.deliver_messages()
# Remove the address from the mid registry from the trading peers
self.nodes[0].overlay.mid_register.pop(
TraderId(self.nodes[1].overlay.mid))
self.nodes[1].overlay.mid_register.pop(
TraderId(self.nodes[0].overlay.mid))
for node in self.nodes:
node.dht.store_peer()
yield self.deliver_messages()
yield self.nodes[0].overlay.create_ask(
AssetPair(AssetAmount(10, 'DUM1'), AssetAmount(10, 'DUM2')), 3600)
yield self.nodes[1].overlay.create_bid(
AssetPair(AssetAmount(10, 'DUM1'), AssetAmount(10, 'DUM2')), 3600)
yield self.sleep(0.5)
# Verify that the trade has been made
self.assertTrue(
list(self.nodes[0].overlay.transaction_manager.find_all()))
self.assertTrue(
list(self.nodes[1].overlay.transaction_manager.find_all()))
def from_unpack_list(cls, trader_id, timestamp, transaction_trader_id, transaction_number,
transferred_amount, transferred_type, address_from, address_to, payment_id, success):
return PaymentPayload(TraderId(trader_id), Timestamp(timestamp),
TransactionId(TraderId(transaction_trader_id), TransactionNumber(transaction_number)),
AssetAmount(transferred_amount, transferred_type.decode('utf-8')),
WalletAddress(address_from.decode('utf-8')),
WalletAddress(address_to.decode('utf-8')), PaymentId(payment_id.decode('utf-8')), success)
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(b'0' * 20), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId(b'1' * 20), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(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 = b'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):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'4' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'5' * 20), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'6' * 20), 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
class TraderIdTestSuite(unittest.TestCase):
"""Trader ID test cases."""
def setUp(self):
# Object creation
self.trader_id = TraderId(b'0' * 20)
self.trader_id2 = TraderId(b'0' * 20)
self.trader_id3 = TraderId(b'1' * 20)
def test_init(self):
# Test for init validation
with self.assertRaises((TypeError, ValueError)):
TraderId(1.0)
def test_conversion(self):
# Test for conversions
self.assertEqual(b'0' * 20, bytes(self.trader_id))
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 from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
(trader_id, transaction_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) = data
transaction_id = TransactionId(bytes(transaction_id))
transaction = cls(transaction_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
OrderId(TraderId(bytes(trader_id)), OrderNumber(order_number)),
OrderId(TraderId(bytes(partner_trader_id)), OrderNumber(partner_order_number)),
Timestamp(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._payments = payments
return transaction
def setUp(self):
# Object creation
self.payment = Payment(
TraderId(b'0' * 20),
TransactionId(TraderId(b'2' * 20), TransactionNumber(2)),
AssetAmount(3, 'BTC'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4000), True)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId(b'0' * 20),
TransactionNumber(1))
self.transaction_id2 = TransactionId(TraderId(b'0' * 20),
TransactionNumber(1))
self.transaction_id3 = TransactionId(TraderId(b'0' * 20),
TransactionNumber(2))
def test_next_identity(self):
# Test for next identity
self.assertEquals(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
self.memory_transaction_repository.next_identity())
self.assertEquals(
TransactionId(TraderId(b'0' * 20), TransactionNumber(2)),
self.memory_transaction_repository.next_identity())
def order2():
order_id2 = OrderId(TraderId(b'4' * 20), OrderNumber(5))
order2 = Order(order_id2,
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
order2.reserve_quantity_for_tick(
OrderId(TraderId(b'3' * 20), OrderNumber(4)), 3)
return order2
def test_to_network(self):
# Test for to network
self.assertEquals(
(TraderId(b'0' * 20), Timestamp(1462224447117), OrderNumber(1),
OrderId(TraderId(b'1' * 20),
OrderNumber(2)), self.proposed_trade.proposal_id,
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))),
self.proposed_trade.to_network())
def test_to_network(self):
# Test for to network
data = self.declined_trade.to_network()
self.assertEqual(data[0], TraderId(b'0' * 20))
self.assertEqual(data[1], Timestamp(1462224447117))
self.assertEqual(data[2], OrderNumber(2))
self.assertEqual(data[3], OrderId(TraderId(b'0' * 20), OrderNumber(1)))
self.assertEqual(data[4], self.proposed_trade.proposal_id)
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.decode('utf-8')),
AssetAmount(asset2_amount, asset2_type.decode('utf-8'))))
def from_unpack_list(cls, trader_id, timestamp, order_number,
recipient_trader_id, recipient_order_number,
proposal_id, decline_reason):
return DeclineTradePayload(
TraderId(trader_id), Timestamp(timestamp),
OrderNumber(order_number),
OrderId(TraderId(recipient_trader_id),
OrderNumber(recipient_order_number)), proposal_id,
decline_reason)
def setUp(self):
# Object creation
self.start_transaction = StartTransaction(
TraderId(b'0' * 20),
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), 1234,
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
Timestamp(0))
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(b'0' * 20), OrderNumber(1)))
self.assertEqual(1, len(self.side))
self.side.remove_tick(OrderId(TraderId(b'1' * 20), OrderNumber(2)))
self.assertEqual(0, len(self.side))
def test_block_for_matching(tick_entry):
"""
Test blocking of a match
"""
tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
assert len(tick_entry._blocked_for_matching) == 1
# Try to add it again - should be ignored
tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
assert len(tick_entry._blocked_for_matching) == 1
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
def transaction(payment):
transaction_id = TransactionId(b'a' * 32)
transaction = Transaction(
transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)), Timestamp(20000))
transaction.add_payment(payment)
return transaction
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository(b'0' *
20)
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(10, 'BTC'), AssetAmount(10, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'2' * 20), OrderNumber(2)), Timestamp(0))
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
self.declined_trade = Trade.decline(
TraderId(b'0' * 20), Timestamp(1462224447117), self.proposed_trade,
DeclinedTradeReason.ORDER_COMPLETED)
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def test_insert_tick(self):
# Test insert tick
self.assertEqual(0, len(self.side))
self.assertFalse(self.side.tick_exists(OrderId(TraderId(b'0' * 20), OrderNumber(1))))
self.side.insert_tick(self.tick)
self.side.insert_tick(self.tick2)
self.assertEqual(2, len(self.side))
self.assertTrue(self.side.tick_exists(OrderId(TraderId(b'0' * 20), OrderNumber(1))))
def setUp(self):
BaseTestCase.setUp(self)
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), True)
self.bid = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), False)
self.transaction = Transaction(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
ask_tx = self.ask.to_block_dict()
bid_tx = self.bid.to_block_dict()
self.tick_block = MarketBlock()
self.tick_block.type = b'ask'
self.tick_block.transaction = {'tick': ask_tx}
self.cancel_block = MarketBlock()
self.cancel_block.type = b'cancel_order'
self.cancel_block.transaction = {
'trader_id': 'a' * 20,
'order_number': 1
}
self.tx_block = MarketBlock()
self.tx_block.type = b'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,
'success': True
}
self.payment_block = MarketBlock()
self.payment_block.type = b'tx_payment'
self.payment_block.transaction = {'payment': payment}
async def setUp(self):
super(AbstractTestOrderBook, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0))
self.bid2 = Bid(
OrderId(TraderId(b'3' * 20), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447117))
self.order_book = OrderBook()
