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))
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))
self.declined_trade = Trade.decline(MessageId(TraderId('0'), MessageNumber('message_number')),
Timestamp(1462224447.117), self.proposed_trade)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.counter_trade = Trade.counter(TraderId('0'), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117), self.proposed_trade)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.declined_trade = Trade.decline(TraderId('0'),
Timestamp(1462224447.117), self.proposed_trade,
DeclinedTradeReason.ORDER_COMPLETED)
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.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.counter_trade = Trade.counter(
TraderId(b'0'),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117), self.proposed_trade)
def setUp(self, annotate=True):
yield super(AbstractTestOrderBook, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_ask = Ask(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0))
self.ask2 = Ask(
OrderId(TraderId('1'), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.invalid_bid = Bid(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0))
self.bid2 = Bid(
OrderId(TraderId('3'), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.order_book = OrderBook()
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 test_decline_trade(self):
"""
Test whether a decline trade is sent between nodes if the price of a proposed trade is not right
"""
yield self.introduce_nodes(self.node_a, self.node_b)
yield self.create_send_ask(self.node_a, self.node_b)
self.node_b.community.create_bid(9, 'DUM1', 10, 'DUM2', 3600)
yield self.parse_assert_packets(self.node_a) # Parse the bid message
order_a = self.node_a.community.order_manager.order_repository.find_all(
)[0]
order_b = self.node_b.community.order_manager.order_repository.find_all(
)[0]
order_b.reserve_quantity_for_tick(order_a.order_id,
order_b.total_quantity)
self.node_b.community.order_manager.order_repository.update(order_b)
proposed_trade = Trade.propose(
self.node_b.community.order_book.message_repository.next_identity(
), order_b.order_id, order_a.order_id, Price(9, 'DUM1'),
order_b.total_quantity, Timestamp.now())
self.node_b.community.send_proposed_trade(proposed_trade)
deferred = Deferred()
def mocked_remove(_):
deferred.callback(None)
self.node_b.community.order_book.remove_tick = mocked_remove
yield self.parse_assert_packets(self.node_a)
yield self.parse_assert_packets(self.node_b)
yield deferred
def setUp(self, annotate=True):
yield super(AbstractTestOrderBook, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.invalid_ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(0), Timestamp(0.0))
self.ask2 = Ask(OrderId(TraderId('1'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.bid = Bid(OrderId(TraderId('2'), OrderNumber(1)),
Price(200, 'BTC'), Quantity(30, 'MC'),
Timeout(1462224447.117), Timestamp(1462224447.117))
self.invalid_bid = Bid(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(0), Timestamp(0.0))
self.bid2 = Bid(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(1)),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timestamp(1462224447.117))
self.order_book = OrderBook()
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0.0))
self.tick = Tick(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(float("inf")), True)
self.tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId("0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0))
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
class TradeTestSuite(unittest.TestCase):
"""Trade test cases."""
def setUp(self):
# Object creation
self.trade = Trade(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(3)),
OrderId(TraderId('0'), OrderNumber(4)), 1234, Timestamp(1462224447.117))
def test_to_network(self):
# Test for to network
self.assertEquals(NotImplemented, self.trade.to_network())
class TradeTestSuite(unittest.TestCase):
"""Trade test cases."""
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))
def test_to_network(self):
# Test for to network
self.assertEquals(NotImplemented, self.trade.to_network())
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')), Timestamp(0.0))
self.payment = Payment(TraderId("0"), TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'MB'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
def add_transaction_and_payment(self):
"""
Add a transaction and a payment to the market
"""
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))
transaction = self.session.lm.market_community.transaction_manager.create_from_proposed_trade(proposed_trade)
payment = Payment(MessageId(TraderId("0"), MessageNumber("1")), transaction.transaction_id,
Quantity(0, 'MC'), Price(20, 'BTC'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
transaction.add_payment(payment)
self.session.lm.market_community.transaction_manager.transaction_repository.update(transaction)
return transaction
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
Timestamp(0.0))
self.payment = Payment(
TraderId("0"), TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'MB'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def add_transaction_and_payment(self):
"""
Add a transaction and a payment to the market
"""
proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(60, 'MB')),
Timestamp(1462224447.117))
transaction = self.session.lm.market_community.transaction_manager.create_from_proposed_trade(
proposed_trade, 'abcd')
payment = Payment(TraderId("0"), transaction.transaction_id,
AssetAmount(20, 'BTC'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
transaction.add_payment(payment)
self.session.lm.market_community.transaction_manager.transaction_repository.update(transaction)
return transaction
def _search_for_quantity_in_price_level_total(self, tick_entry,
quantity_to_trade, order):
trading_quantity = quantity_to_trade
quantity_to_trade = Quantity(0, quantity_to_trade.wallet_id)
self._logger.debug(
"Match with the id (%s) was found for order (%s). Price: %i, Quantity: %i)",
str(tick_entry.order_id), str(order.order_id),
float(tick_entry.price), int(trading_quantity))
order.reserve_quantity_for_tick(tick_entry.tick.order_id,
trading_quantity)
proposed_trades = [
Trade.propose(self.order_book.message_repository.next_identity(),
order.order_id, tick_entry.order_id,
tick_entry.price, trading_quantity, Timestamp.now())
]
return quantity_to_trade, proposed_trades
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('3'), OrderNumber(2)),
OrderId(TraderId('2'), 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.payment = Payment(
MessageId(TraderId("0"), MessageNumber("1")),
TransactionId(TraderId('2'), TransactionNumber(2)),
Quantity(3, 'MC'), Price(2, 'BTC'), WalletAddress('a'),
WalletAddress('b'), PaymentId('aaa'), Timestamp(4.0), True)
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository("0")
self.transaction_manager = TransactionManager(self.memory_transaction_repository)
self.transaction_id = TransactionId(TraderId(b"0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'3'), OrderNumber(2)),
OrderId(TraderId(b'2'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(TraderId(b'0'),
OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.start_transaction = StartTransaction(TraderId(b'0'),
TransactionId(TraderId(b"0"), TransactionNumber(1)),
OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)), 1235,
AssetPair(AssetAmount(20, 'BTC'), AssetAmount(20, 'MB')),
Timestamp(0.0))
def setUp(self):
yield super(AbstractTestOrderBook, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.invalid_ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0))
self.ask2 = Ask(OrderId(TraderId('1'), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.invalid_bid = Bid(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0))
self.bid2 = Bid(OrderId(TraderId('3'), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.order_book = OrderBook()
def add_transaction_and_payment(self):
"""
Add a transaction and a payment to the market
"""
proposed_trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(60, 'MB')),
Timestamp(1462224447.117))
transaction = self.session.lm.market_community.transaction_manager.create_from_proposed_trade(
proposed_trade, 'abcd')
payment = Payment(TraderId("0"), transaction.transaction_id,
AssetAmount(20, 'BTC'), WalletAddress('a'),
WalletAddress('b'), PaymentId('aaa'), Timestamp(4.0),
True)
transaction.add_payment(payment)
self.session.lm.market_community.transaction_manager.transaction_repository.update(
transaction)
return transaction
def test_counter_trade(self):
"""
Test whether a counter trade is made between two nodes
"""
deferred = Deferred()
def mocked_start_transaction(*_):
deferred.callback(None)
self.node_a.community.matching_enabled = False
self.node_b.community.matching_enabled = False
self.node_a.community.start_transaction = mocked_start_transaction
yield self.introduce_nodes(self.node_a, self.node_b)
yield self.create_send_ask(self.node_a, self.node_b)
# Send a proposed trade message
self.node_b.community.create_bid(10, 'DUM1', 10, 'DUM2', 3600)
yield self.parse_assert_packets(self.node_a) # Parse the bid message
yield self.parse_assert_packets(self.node_b)
order_a = self.node_a.community.order_manager.order_repository.find_all(
)[0]
order_b = self.node_b.community.order_manager.order_repository.find_all(
)[0]
order_b._traded_quantity = Quantity(5, 'DUM2')
self.node_b.community.order_manager.order_repository.update(order_b)
order_a.reserve_quantity_for_tick(order_b.order_id,
order_a.total_quantity)
self.node_a.community.order_manager.order_repository.update(order_a)
proposed_trade = Trade.propose(
self.node_b.community.order_book.message_repository.next_identity(
), order_a.order_id, order_b.order_id, Price(10, 'DUM1'),
order_a.total_quantity, Timestamp.now())
self.node_a.community.send_proposed_trade(proposed_trade)
yield self.parse_assert_packets(self.node_b)
yield self.parse_assert_packets(self.node_a)
yield deferred
def _search_for_quantity_in_price_level_partial(self, tick_entry,
quantity_to_trade, order):
quantity_to_trade -= tick_entry.quantity
self._logger.debug("Match with the id (%s) was found for order (%s) ",
str(tick_entry.order_id), str(order.order_id))
order.reserve_quantity_for_tick(tick_entry.tick.order_id,
tick_entry.quantity)
proposed_trades = [
Trade.propose(self.order_book.message_repository.next_identity(),
order.order_id, tick_entry.order_id,
tick_entry.price, tick_entry.quantity,
Timestamp.now())
]
# Search the next tick
quantity_to_trade, trades = self._search_for_quantity_in_price_level(
tick_entry.next_tick, quantity_to_trade, order)
proposed_trades = proposed_trades + trades
return quantity_to_trade, proposed_trades
def setUp(self):
# Object creation
self.memory_transaction_repository = MemoryTransactionRepository("0")
self.transaction_manager = TransactionManager(
self.memory_transaction_repository)
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), OrderNumber(1)),
Timestamp(0.0))
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))
self.start_transaction = StartTransaction(
MessageId(TraderId('0'), MessageNumber('1')),
TransactionId(TraderId("0"), TransactionNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)), 1235, Price(3600, 'BTC'),
Quantity(20, 'MC'), Timestamp(0.0))
def setUp(self):
# Object creation
self.trade = Trade(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(3)),
OrderId(TraderId('0'), OrderNumber(4)), 1234, Timestamp(1462224447.117))
def setUp(self):
# Object creation
self.trade = Trade(TraderId(b'0'),
OrderId(TraderId(b'0'), OrderNumber(3)),
OrderId(TraderId(b'0'), OrderNumber(4)), 1234,
Timestamp(1462224447.117))
