def setUp(self):
# Object creation
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0))
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(00), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(0), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(40, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(10, 'MC')),
Timeout(5), Timestamp(int(time.time() * 1000) - 1000 * 1000), True)
self.order2.set_verified()
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_add_remove_tick(db, order1, order2):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(order1)
db.add_tick(ask)
bid = Tick.from_order(order2)
db.add_tick(bid)
assert len(db.get_ticks()) == 2
db.delete_all_ticks()
assert not db.get_ticks()
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(self.order1)
self.database.add_tick(ask)
bid = Tick.from_order(self.order2)
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(50, 5, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
async def tick_entry2(price_level):
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
tick_entry = TickEntry(tick, price_level)
yield tick_entry
await tick_entry.shutdown_task_manager()
def get_ticks(self):
"""
Get all ticks present in the database.
"""
return [
Tick.from_database(db_tick)
for db_tick in self.execute(u"SELECT * FROM ticks")
]
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.assets, bid.assets)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.assets, ask.assets)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.traded, 0)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
self.order_ask = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
self.order_bid = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
class TickTestSuite(unittest.TestCase):
"""
This class contains tests for the Tick object.
"""
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
self.order_ask = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
self.order_bid = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
def test_is_ask(self):
# Test 'is ask' function
self.assertTrue(self.tick.is_ask())
self.assertFalse(self.tick2.is_ask())
def test_to_network(self):
# Test for to network
self.assertEqual(
(TraderId(b'0' * 20), self.tick.timestamp, OrderNumber(1),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(
30, 'MB')), self.tick.timeout, 0), self.tick.to_network())
def test_traded_setter(self):
# Test for traded setter
self.tick.traded = 10
self.assertEqual(10, self.tick.traded)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.assets, ask.assets)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.assets, bid.assets)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_to_dictionary(self):
"""
Test the to dictionary method of a tick
"""
self.assertDictEqual(
self.tick.to_dictionary(), {
"trader_id": '30' * 20,
"order_number": 1,
"assets": self.tick.assets.to_dictionary(),
"timeout": 30,
"timestamp": 0.0,
"traded": 0,
"block_hash": hexlify(b'0' * 32).decode('utf-8')
})