def test_update_new(self, mock_serialise, mock__sort_order_book):
book_update = [[30, 6.9]] # [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
mock_serialise.assert_called()
mock__sort_order_book.assert_called()
self.assertEqual(available.order_book, expected)
def test_update_available_new_remove(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[27, 0]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0], [1, 38, 0], [0, 38, 3.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = {0: [0, 38, 3.57, {"price": 38, "size": 3.57}]}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
def test_sort_short(self):
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
assert available.serialise == [
{'price': 1.02, 'size': 1157.21}, {'price': 13, 'size': 28.01}, {'price': 27, 'size': 0.95}
]
def test_sort_short(self):
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
assert available.serialise == [
{"price": 1.02, "size": 1157.21},
{"price": 13, "size": 28.01},
{"price": 27, "size": 0.95},
]
def test_update_del(self, mock_serialise):
book_update = [[27, 0]] # [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
}
available = Available(current, 1)
available.update(book_update, True)
mock_serialise.assert_called()
self.assertEqual(available.order_book, expected)
def test_sort_short(self):
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
assert available.serialise == [
PriceSize(price=1.02, size=1157.21),
PriceSize(price=13, size=28.01),
PriceSize(price=27, size=0.95),
]
def test_update_available_new_remove(self):
book_update = [[27, 0]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0], [1, 38, 0], [0, 38, 3.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = [[0, 38, 3.57]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
def test_serialise(self):
# [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
available.serialise()
self.assertEqual(
available.serialised,
[
{
"price": 1.02,
"size": 1157.21
},
{
"price": 13,
"size": 28.01
},
{
"price": 27,
"size": 0.95
},
],
)
# [position, price, size]
current = [[2, 27, 0.95], [1, 13, 28.01], [0, 1.02, 1157.21]]
available = Available(current, 2)
available.serialise()
self.assertEqual(
available.serialised,
[
{
"price": 1.02,
"size": 1157.21
},
{
"price": 13,
"size": 28.01
},
{
"price": 27,
"size": 0.95
},
],
)
def test_update_available_new_replace(self):
# [price, size]
book_update = [[27, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01], [27, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = [[0, 36, 0.57], [1, 38, 3.57]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
# tests handling of betfair bug, http://forum.bdp.betfair.com/showthread.php?t=3351
book_update = [[2, 0, 0], [1, 1.01, 9835.74], [0, 1.02, 1126.22]]
current = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]
expected = [[0, 1.02, 1126.22], [1, 1.01, 9835.74]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
def test_update_available_new_update(self):
# [price, size]
book_update = [[30, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01], [27, 0.95], [30, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
book_update = [[30, 6.9], [1.01, 12]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.01, 12], [1.02, 1157.21], [13, 28.01], [27, 0.95], [30, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = []
expected = [[0, 36, 0.57]]
available = Available(current, 2)
available.update(book_update)
assert available.prices == expected
def setUp(self):
self.prices = [[1, 1.02, 34.45], [0, 1.01, 12]]
self.available = Available(self.prices, 2)
class TestAvailable(unittest.TestCase):
def setUp(self):
self.prices = [[1, 1.02, 34.45], [0, 1.01, 12]]
self.available = Available(self.prices, 2)
def test_init(self):
assert self.available.prices == self.prices
assert self.available.deletion_select == 2
assert self.available.reverse is False
def test_sort(self):
self.available.sort()
assert self.available.prices == self.prices
assert self.available.serialise == [
{"price": 1.01, "size": 12},
{"price": 1.02, "size": 34.45},
]
def test_sort_short(self):
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
assert available.serialise == [
{"price": 1.02, "size": 1157.21},
{"price": 13, "size": 28.01},
{"price": 27, "size": 0.95},
]
def test_clear(self):
self.available.clear()
assert self.available.prices == []
def test_update_available_new_update(self):
# [price, size]
book_update = [[30, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01], [27, 0.95], [30, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
book_update = [[30, 6.9], [1.01, 12]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.01, 12], [1.02, 1157.21], [13, 28.01], [27, 0.95], [30, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = []
expected = [[0, 36, 0.57]]
available = Available(current, 2)
available.update(book_update)
assert available.prices == expected
def test_update_available_new_replace(self):
# [price, size]
book_update = [[27, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01], [27, 6.9]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = [[0, 36, 0.57], [1, 38, 3.57]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
# tests handling of betfair bug, http://forum.bdp.betfair.com/showthread.php?t=3351
book_update = [[2, 0, 0], [1, 1.01, 9835.74], [0, 1.02, 1126.22]]
current = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]
expected = [[0, 1.02, 1126.22], [1, 1.01, 9835.74]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
def test_update_available_new_remove(self):
book_update = [[27, 0]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = [[1.02, 1157.21], [13, 28.01]]
available = Available(current, 1)
available.update(book_update)
assert current == expected
# [position, price, size]
book_update = [[0, 36, 0], [1, 38, 0], [0, 38, 3.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = [[0, 38, 3.57]]
available = Available(current, 2)
available.update(book_update)
assert current == expected
def test_update_available_new_replace(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[27, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 6.9, {
"price": 27,
"size": 6.9
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = {
0: [0, 36, 0.57, {
"price": 36,
"size": 0.57
}],
1: [1, 38, 3.57, {
"price": 38,
"size": 3.57
}],
}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
# tests handling of betfair bug, http://forum.bdp.betfair.com/showthread.php?t=3351
book_update = [[2, 0, 0], [1, 1.01, 9835.74], [0, 1.02, 1126.22]]
current = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]
expected = {
0: [0, 1.02, 1126.22, {
"price": 1.02,
"size": 1126.22
}],
1: [1, 1.01, 9835.74, {
"price": 1.01,
"size": 9835.74
}],
}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
def test_update_available_new_update(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[30, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
book_update = [[30, 6.9], [1.01, 12]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
1.01: [1.01, 12, {
"price": 1.01,
"size": 12
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = []
expected = {0: [0, 36, 0.57, {"price": 36, "size": 0.57}]}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
class TestAvailable(unittest.TestCase):
def setUp(self):
self.prices = [[1, 1.02, 34.45], [0, 1.01, 12]]
self.available = Available(self.prices, 2)
def test_init(self):
self.assertEqual(
self.available.order_book,
{
0: [0, 1.01, 12, {
"price": 1.01,
"size": 12
}],
1: [1, 1.02, 34.45, {
"price": 1.02,
"size": 34.45
}],
},
)
self.assertEqual(self.available.deletion_select, 2)
self.assertFalse(self.available.reverse)
self.assertEqual(
self.available.serialised,
[{
"price": 1.01,
"size": 12
}, {
"price": 1.02,
"size": 34.45
}],
)
def test_serialise(self):
# [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
available = Available(current, 1)
available.serialise()
self.assertEqual(
available.serialised,
[
{
"price": 1.02,
"size": 1157.21
},
{
"price": 13,
"size": 28.01
},
{
"price": 27,
"size": 0.95
},
],
)
# [position, price, size]
current = [[2, 27, 0.95], [1, 13, 28.01], [0, 1.02, 1157.21]]
available = Available(current, 2)
available.serialise()
self.assertEqual(
available.serialised,
[
{
"price": 1.02,
"size": 1157.21
},
{
"price": 13,
"size": 28.01
},
{
"price": 27,
"size": 0.95
},
],
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_clear(self, mock_serialise):
self.available.clear()
assert self.available.order_book == {}
mock_serialise.assert_called()
def test__sort_order_book(self):
self.available.order_book = {1.01: [2], 100: [3], 13: [5]}
self.available._sort_order_book()
self.assertEqual(list(self.available.order_book.keys()),
[1.01, 13, 100])
# reverse
self.available.reverse = True
self.available._sort_order_book()
self.assertEqual(list(self.available.order_book.keys()),
[100, 13, 1.01])
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update(self, mock_serialise):
book_update = [[27, 2]] # [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 2, {
"price": 27,
"size": 2
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
}
available = Available(current, 1)
available.update(book_update, True)
mock_serialise.assert_called()
self.assertEqual(available.order_book, expected)
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_false(self, mock_serialise, mock__sort_order_book):
book_update = [[1, 1.02, 2]]
expected = {
0: [0, 1.01, 12, {
"price": 1.01,
"size": 12
}],
1: [1, 1.02, 2, {
"price": 1.02,
"size": 2
}],
}
self.available.update(book_update, False)
self.assertEqual(self.available.order_book, expected)
mock_serialise.assert_not_called()
mock__sort_order_book.assert_not_called()
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_new(self, mock_serialise, mock__sort_order_book):
book_update = [[30, 6.9]] # [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
mock_serialise.assert_called()
mock__sort_order_book.assert_called()
self.assertEqual(available.order_book, expected)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_del(self, mock_serialise):
book_update = [[27, 0]] # [price, size]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
}
available = Available(current, 1)
available.update(book_update, True)
mock_serialise.assert_called()
self.assertEqual(available.order_book, expected)
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_available_new_update(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[30, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
book_update = [[30, 6.9], [1.01, 12]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 0.95, {
"price": 27,
"size": 0.95
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
1.01: [1.01, 12, {
"price": 1.01,
"size": 12
}],
30: [30, 6.9, {
"price": 30,
"size": 6.9
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = []
expected = {0: [0, 36, 0.57, {"price": 36, "size": 0.57}]}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_available_new_replace(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[27, 6.9]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
27: [27, 6.9, {
"price": 27,
"size": 6.9
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = {
0: [0, 36, 0.57, {
"price": 36,
"size": 0.57
}],
1: [1, 38, 3.57, {
"price": 38,
"size": 3.57
}],
}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
# tests handling of betfair bug, http://forum.bdp.betfair.com/showthread.php?t=3351
book_update = [[2, 0, 0], [1, 1.01, 9835.74], [0, 1.02, 1126.22]]
current = [[1, 1.01, 9835.74], [0, 1.02, 1126.22]]
expected = {
0: [0, 1.02, 1126.22, {
"price": 1.02,
"size": 1126.22
}],
1: [1, 1.01, 9835.74, {
"price": 1.01,
"size": 9835.74
}],
}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_update_available_new_remove(self, mock_serialise,
mock__sort_order_book):
# [price, size]
book_update = [[27, 0]]
current = [[27, 0.95], [13, 28.01], [1.02, 1157.21]]
expected = {
1.02: [1.02, 1157.21, {
"price": 1.02,
"size": 1157.21
}],
13: [13, 28.01, {
"price": 13,
"size": 28.01
}],
}
available = Available(current, 1)
available.update(book_update, True)
assert available.order_book == expected
# [position, price, size]
book_update = [[0, 36, 0], [1, 38, 0], [0, 38, 3.57]]
current = [[0, 36, 10.57], [1, 38, 3.57]]
expected = {0: [0, 38, 3.57, {"price": 38, "size": 3.57}]}
available = Available(current, 2)
available.update(book_update, True)
assert available.order_book == expected
@mock.patch("betfairlightweight.streaming.cache.Available._sort_order_book"
)
@mock.patch("betfairlightweight.streaming.cache.Available.serialise")
def test_refresh(self, mock_serialise, mock__sort_order_book):
self.available.refresh()
mock_serialise.assert_called()
mock__sort_order_book.assert_called()
