def test_match_buy_against_complete_matching_sells(self):
"""
Test buy against complete matching sell.
"""
buy = Buy(qty=1, prc=1)
sell1 = Sell(qty=1, prc=1)
sell2 = Sell(qty=1, prc=2)
fills1 = Book().match(sell1)
fills2 = Book().match(sell2)
fills3 = Book().match(buy)
orders = Book().orders()
expected = {
"sells": [{
"qty": 1,
"prc": 2
}],
"buys": [],
}
assert fills1 == {"fills": []}
assert fills2 == {"fills": []}
assert fills3 == {
"fills": [{
"qty": 1,
"prc": 1,
}]
}
assert orders == expected
def test_is_valid_with_not_valid_order(self):
"""
Test is_valid method with not valid order object.
"""
sell = Sell(qty=0, prc=1)
flag = sell.is_valid()
assert flag == False
def test_is_valid_with_not_valid_order(self):
"""
Test is_valid method with not valid order object.
"""
sell = Sell(qty=0, prc=1)
flag = sell.is_valid()
assert flag == False
def test_order_sub(self):
"""
Test __sub__ magic method on Order objects.
"""
buy = Buy(qty=1, prc=1)
sell = Sell(qty=2, prc=1)
diff = sell - buy
expected = Sell(**{"qty": 1, "prc": 1})
assert diff.qty == expected.qty
assert diff.prc == expected.prc
def post(self, **kwargs):
order = None
resp = None
body = json.loads(self.request.body)
if self.request.uri == "{}".format(constants.URL_PATH_BUY):
order = Buy(**body)
if self.request.uri == "{}".format(constants.URL_PATH_SELL):
order = Sell(**body)
if not order.is_valid():
resp = {"message": responses[constants.HTTP_400_BAD_REQUEST]}
self.set_status(constants.HTTP_400_BAD_REQUEST)
self.write(resp)
return
try:
resp = Book().match(order)
http_status_code = constants.HTTP_201_CREATED
except Exception as e:
resp = {"message": e.message}
http_status_code = constants.HTTP_500_INTERNAL_SERVER_ERROR
self.set_header(
"location", "{}://{}{}".format(
self.request.protocol, self.request.host,
self.reverse_url("{}".format(constants.URL_NAME_BOOK))))
self.set_status(http_status_code)
self.write(resp)
def test_match_sell_against_partial_matching_buy(self):
"""
Test sell against partial matching buys.
"""
Book()._clear()
sell = Sell(qty=1, prc=2)
buy1 = Buy(qty=1, prc=1)
buy2 = Buy(qty=2, prc=2)
fills1 = Book().match(buy1)
fills2 = Book().match(buy2)
fills3 = Book().match(sell)
orders = Book().orders()
expected = {
"sells": [],
"buys": [{
"qty": 1,
"prc": 2
}, {
"qty": 1,
"prc": 1
}],
}
assert fills1 == {"fills": []}
assert fills2 == {"fills": []}
assert fills3 == {
"fills": [{
"qty": 1,
"prc": 2,
}]
}
assert orders == expected
def test_orders(self):
"""
Test that un-matched orders return properly.
"""
Book()._clear()
sell = Sell(qty=1, prc=3)
buy = Buy(qty=1, prc=2)
fills1 = Book().match(sell)
fills2 = Book().match(buy)
orders = Book().orders()
expected = {
"sells": [
{
"qty": 1,
"prc": 3
},
],
"buys": [
{
"qty": 1,
"prc": 2
},
],
}
assert fills1 == {"fills": []}
assert fills2 == {"fills": []}
assert orders == expected
def test_post_order_sell(self):
"""
Test post order with sell.
"""
order = Buy(qty=1, prc=1)
entry = Sell(qty=1, prc=1)
flag = Book()._post(order, entry)
assert flag is True
def test_ismatch_sell(self):
"""
Test that order=Sell matches entry=Buy.
"""
order = Sell(qty=1, prc=1)
entry = Buy(qty=1, prc=1)
flag = Book()._ismatch(order, entry)
assert flag is True
def test_order_sub_short(self):
"""
Test __sub__ magic method on Order objects.
"""
buy = Buy(qty=2, prc=1)
sell = Sell(qty=1, prc=1)
with pytest.raises(Exception) as excinfo:
diff = sell - buy
assert excinfo.value[0] == "Short of shares to fill."