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_subchain_getters_partial_fill_before_ack():
    # 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 aggressive partial fill
    pf = PartialFillReport(121236, 1234237.123, 2342, "user_x", MARKET, n, 44, Price("34.52"),
                           BID_SIDE, 99999, 1000 - 44)
    oec.apply_partial_fill_report(pf)
    # now ack it
    ack = AcknowledgementReport(121235, 1234235.123, 2342, "user_x", MARKET, n, Price("34.52"), 1000-44, None)
    oec.apply_acknowledgement_report(ack)

    subchain = oec.most_recent_subchain()
    assert subchain.open_event() == n
    assert subchain.first_execution_report() == pf
    assert subchain.fills() == [pf]
    assert subchain.last_event() == ack