Ejemplo n.º 1
0
def test_subchain_to_json():
    # pretty basic, just testing that it doesn't break
    n = NewOrderCommand(121234, 1234235.123, 2342, "user_x", MARKET, BID_SIDE, FAR, Price("34.52"), 1000)
    oec = OrderEventChain(n, LOGGER, MonotonicIntID())
    # now ack it
    ack = AcknowledgementReport(121235, 1234235.123, 2342, "user_x", MARKET, n, Price("34.52"), 1000, None)
    oec.apply_acknowledgement_report(ack)
    assert oec.most_recent_event() == ack

    # now check I can get a to_json of the subchain no problem
    oec.most_recent_subchain().to_json()
Ejemplo n.º 2
0
def test_new_iceberg_order_ack():
    n = NewOrderCommand(121234, 1234235.123, 2342, "user_x", MARKET, BID_SIDE, FAR, Price("34.52"), 1000, 50)
    oec = OrderEventChain(n, LOGGER, MonotonicIntID())
    # no ack yet
    assert oec.most_recent_event() == n
    # check exposure
    assert len(oec.open_exposure_requests()) == 1
    assert oec.most_recent_requested_exposure() == oec.open_exposure_requests()[-1]
    assert oec.current_exposure() is None
    assert oec.most_recent_requested_exposure() == Exposure(Price("34.52"), 1000, 121234)
    # visible qty should be nothing still
    assert oec.visible_qty() == 0

    # now ack it
    ack = AcknowledgementReport(121235, 1234235.123, 2342, "user_x", MARKET, n, Price("34.52"), 1000, 50)
    oec.apply_acknowledgement_report(ack)
    assert oec.most_recent_event() == ack
    # check exposure
    assert len(oec.open_exposure_requests()) == 0
    assert oec.most_recent_requested_exposure() is None
    assert oec.current_exposure() == Exposure(Price("34.52"), 1000, 121235)
    # check visible qty
    assert oec.visible_qty() == 50