def testBuyMatchMarketOrdersTimePrecedence(self):
new_order = Order(OrderType.Sell, -1, 1, OrderConditions.Market, 1)
existing_order_1 = Order(OrderType.Buy, -1, 1, OrderConditions.Market,
2)
existing_order_2 = Order(OrderType.Buy, -1, 1, OrderConditions.Market,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.buy_orders.append(existing_order_1)
order_matcher.buy_orders.append(existing_order_2)
expected_match = existing_order_1
actual_match = order_matcher.match(new_order)
self.assertEqual(actual_match, expected_match)
def testLimitBuyAtMarket(self):
new_order = Order(OrderType.Buy, 1.5, 1, OrderConditions.Limit, 1)
existing_order_1 = Order(OrderType.Sell, 1.5, 1, OrderConditions.Limit,
2)
existing_order_2 = Order(OrderType.Sell, 1.6, 1, OrderConditions.Limit,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.sell_orders.append(existing_order_1)
order_matcher.sell_orders.append(existing_order_2)
actual_match = order_matcher.match(new_order)
expected_match = existing_order_1
self.assertEqual(expected_match, actual_match)
def testLimitSellAboveMarket(self):
new_order = Order(OrderType.Sell, 1.7, 1, OrderConditions.Limit, 1)
existing_order_1 = Order(OrderType.Buy, 1.5, 1, OrderConditions.Limit,
2)
existing_order_2 = Order(OrderType.Buy, 1.6, 1, OrderConditions.Limit,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.buy_orders.append(existing_order_1)
order_matcher.buy_orders.append(existing_order_2)
expected_match = None
actual_match = order_matcher.match(new_order)
self.assertEqual(actual_match, expected_match)
def testLimitBuyAboveMarketWithPricePrecedence(
self): # marketable limit order
new_order = Order(OrderType.Buy, 1.5, 1, OrderConditions.Limit, 1)
existing_order_1 = Order(OrderType.Sell, 1.6, 1, OrderConditions.Limit,
2)
existing_order_2 = Order(OrderType.Sell, 1.5, 1, OrderConditions.Limit,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.sell_orders.append(existing_order_1)
order_matcher.sell_orders.append(existing_order_2)
actual_match = order_matcher.match(new_order)
self.assertEqual(existing_order_2, actual_match)
def testMatchBuyLimitSellMarketOverLimitEvenWithTimePrecedence(self):
new_order = Order(OrderType.Buy, 1.5454, 1, OrderConditions.Limit, 1)
existing_order_1 = Order(OrderType.Sell, 1.5353, 1,
OrderConditions.Limit, 2)
existing_order_2 = Order(OrderType.Sell, -1, 1, OrderConditions.Market,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.sell_orders.append(existing_order_1)
order_matcher.sell_orders.append(existing_order_2)
expected_match = existing_order_2
actual_match = order_matcher.match(new_order)
self.assertEqual(actual_match, expected_match)
def testMatchBuyMarketSellLimitPricePrecedence(self):
new_order = Order(OrderType.Buy, -1, 1, OrderConditions.Market, 1)
existing_order_1 = Order(OrderType.Sell, 1.6, 1, OrderConditions.Limit,
2)
existing_order_2 = Order(OrderType.Sell, 1.5, 1, OrderConditions.Limit,
3)
order_matcher = OrderMatcher(Queue())
order_matcher.sell_orders.append(existing_order_1)
order_matcher.sell_orders.append(existing_order_2)
expected_match = existing_order_2
actual_match = order_matcher.match(new_order)
self.assertEqual(actual_match, expected_match)
def generateOrder(self, orderid):
order_size = self.size_gen.generateOrderSize()
order_type = self.type_gen.generateOrderType()
order_conditions = self.cond_gen.generateOrderConditions()
if order_conditions == OrderConditions.Market:
order_price = -1
else: #TODO AHHHH
if order_type is OrderType.Buy:
order_price = self.price_gen.generateBidPrice()
else:
order_price = self.price_gen.generateAskPrice()
order = Order(order_type, order_price, order_size, order_conditions, orderid)
return order