def main():
# Create a new account with some orders
account = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
account.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market,
1.23456, 1000.0))
account.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit,
1.0, 100.0))
account.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
# Serialize the account to the FBE stream
writer = proto.AccountFinalModel(fbe.WriteBuffer())
writer.serialize(account)
assert writer.verify()
# Show the serialized FBE size
print("FBE size: {}".format(writer.buffer.size))
# Deserialize the account from the FBE stream
reader = proto.AccountFinalModel(fbe.ReadBuffer())
reader.attach_buffer(writer.buffer)
assert reader.verify()
reader.deserialize(account)
# Show account content
print()
print(account)
def send_and_receive(index):
sender = MySender()
# Create and send a new order
order = proto.Order(1, "EURUSD", proto.OrderSide.buy,
proto.OrderType.market, 1.23456, 1000.0)
sender.send(order)
# Create and send a new balance wallet
balance = proto.Balance("USD", 1000.0)
sender.send(balance)
# Create and send a new account with some orders
account = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
account.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy,
proto.OrderType.market, 1.23456, 1000.0))
account.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell,
proto.OrderType.limit, 1.0, 100.0))
account.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
sender.send(account)
receiver = MyReceiver()
# Receive data from the sender
index %= sender.buffer.size
receiver.receive(sender.buffer, 0, index)
receiver.receive(sender.buffer, index, sender.buffer.size - index)
return receiver.check()
def main():
# Create a new account with some orders
account = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
account.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market,
1.23456, 1000.0))
account.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit,
1.0, 100.0))
account.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
# Serialize the account to the JSON string
json = account.to_json()
# Show the serialized JSON and its size
print("JSON: {}".format(json))
print("JSON size: {}".format(len(json)))
# Deserialize the account from the JSON string
account = proto.Account.from_json(json)
# Show account content
print()
print(account)
def __init__(self):
# Create a new account with some orders
self.account = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
self.account.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy,
proto.OrderType.market, 1.23456, 1000.0))
self.account.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell,
proto.OrderType.limit, 1.0, 100.0))
self.account.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
# Serialize the account to the FBE stream
self.writer = proto.AccountFinalModel(fbe.WriteBuffer())
self.writer.serialize(self.account)
assert self.writer.verify()
# Deserialize the account from the FBE stream
self.reader = proto.AccountFinalModel(fbe.ReadBuffer())
self.reader.attach_buffer(self.writer.buffer)
assert self.reader.verify()
self.reader.deserialize(self.account)
def __init__(self):
# Create a new account with some orders
self.account = proto.Account(1, "Test", proto.State.good, proto.Balance("USD", 1000.0), proto.Balance("EUR", 100.0))
self.account.orders.append(proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market, 1.23456, 1000.0))
self.account.orders.append(proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit, 1.0, 100.0))
self.account.orders.append(proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop, 1.5, 10.0))
# Serialize the account to the JSON string
self.json = self.account.to_json()
# Deserialize the account from the JSON string
self.account = proto.Account.from_json(self.json)
def test_clone(self):
# Create a new account with some orders
account1 = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
account1.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy,
proto.OrderType.market, 1.23456, 1000.0))
account1.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell,
proto.OrderType.limit, 1.0, 100.0))
account1.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
# Clone the account
account2 = account1.clone()
# Clear the source account
# noinspection PyUnusedLocal
account1 = proto.Account()
self.assertEqual(account2.uid, 1)
self.assertEqual(account2.name, "Test")
self.assertTrue(account2.state.has_flags(proto.State.good))
self.assertEqual(account2.wallet.currency, "USD")
self.assertEqual(account2.wallet.amount, 1000.0)
self.assertNotEqual(account2.asset, None)
self.assertEqual(account2.asset.currency, "EUR")
self.assertEqual(account2.asset.amount, 100.0)
self.assertEqual(len(account2.orders), 3)
self.assertEqual(account2.orders[0].uid, 1)
self.assertEqual(account2.orders[0].symbol, "EURUSD")
self.assertEqual(account2.orders[0].side, proto.OrderSide.buy)
self.assertEqual(account2.orders[0].type, proto.OrderType.market)
self.assertEqual(account2.orders[0].price, 1.23456)
self.assertEqual(account2.orders[0].volume, 1000.0)
self.assertEqual(account2.orders[1].uid, 2)
self.assertEqual(account2.orders[1].symbol, "EURUSD")
self.assertEqual(account2.orders[1].side, proto.OrderSide.sell)
self.assertEqual(account2.orders[1].type, proto.OrderType.limit)
self.assertEqual(account2.orders[1].price, 1.0)
self.assertEqual(account2.orders[1].volume, 100.0)
self.assertEqual(account2.orders[2].uid, 3)
self.assertEqual(account2.orders[2].symbol, "EURUSD")
self.assertEqual(account2.orders[2].side, proto.OrderSide.buy)
self.assertEqual(account2.orders[2].type, proto.OrderType.stop)
self.assertEqual(account2.orders[2].price, 1.5)
self.assertEqual(account2.orders[2].volume, 10.0)
def __init__(self):
# Create a new account with some orders
self.account = proto.Account(1, "Test", proto.State.good, proto.Balance("USD", 1000.0), proto.Balance("EUR", 100.0))
self.account.orders.append(proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market, 1.23456, 1000.0))
self.account.orders.append(proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit, 1.0, 100.0))
self.account.orders.append(proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop, 1.5, 10.0))
self.sender1 = MySender1()
self.sender1.send(self.account)
self.sender2 = MySender2()
self.sender2.send(self.account)
self.receiver = MyReceiver()
self.receiver.receive(self.sender2.buffer)
def main():
sender = MySender()
# Enable logging
sender.logging = True
# Create and send a new order
order = proto.Order(1, "EURUSD", proto.OrderSide.buy,
proto.OrderType.market, 1.23456, 1000.0)
sender.send(order)
# Create and send a new balance wallet
balance = proto.Balance("USD", 1000.0)
sender.send(balance)
# Create and send a new account with some orders
account = proto.Account(1, "Test", proto.State.good,
proto.Balance("USD", 1000.0),
proto.Balance("EUR", 100.0))
account.orders.append(
proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market,
1.23456, 1000.0))
account.orders.append(
proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit,
1.0, 100.0))
account.orders.append(
proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop,
1.5, 10.0))
sender.send(account)
receiver = MyReceiver()
# Enable logging
receiver.logging = True
# Receive all data from the sender
receiver.receive(sender.buffer)
def test_extending_old_new(self):
# Create a new account with some orders
account1 = proto.Account(1, "Test", proto.State.good, proto.Balance("USD", 1000.0), proto.Balance("EUR", 100.0))
account1.orders.append(proto.Order(1, "EURUSD", proto.OrderSide.buy, proto.OrderType.market, 1.23456, 1000.0))
account1.orders.append(proto.Order(2, "EURUSD", proto.OrderSide.sell, proto.OrderType.limit, 1.0, 100.0))
account1.orders.append(proto.Order(3, "EURUSD", proto.OrderSide.buy, proto.OrderType.stop, 1.5, 10.0))
# Serialize the account to the FBE stream
writer = proto.AccountModel(fbe.WriteBuffer())
self.assertEqual(writer.model.fbe_offset, 4)
serialized = writer.serialize(account1)
self.assertEqual(serialized, writer.buffer.size)
self.assertTrue(writer.verify())
writer.next(serialized)
self.assertEqual(writer.model.fbe_offset, (4 + writer.buffer.size))
# Check the serialized FBE size
self.assertEqual(writer.buffer.size, 252)
# Deserialize the account from the FBE stream
account2 = protoex.Account()
reader = protoex.AccountModel(fbe.ReadBuffer())
self.assertEqual(reader.model.fbe_offset, 4)
reader.attach_buffer(writer.buffer)
self.assertTrue(reader.verify())
(account2, deserialized) = reader.deserialize(account2)
self.assertEqual(deserialized, reader.buffer.size)
reader.next(deserialized)
self.assertEqual(reader.model.fbe_offset, (4 + reader.buffer.size))
self.assertEqual(account2.uid, 1)
self.assertEqual(account2.name, "Test")
self.assertTrue(account2.state.has_flags(protoex.StateEx.good))
self.assertEqual(account2.wallet.currency, "USD")
self.assertEqual(account2.wallet.amount, 1000.0)
self.assertEqual(account2.wallet.locked, 0.0)
self.assertNotEqual(account2.asset, None)
self.assertEqual(account2.asset.currency, "EUR")
self.assertEqual(account2.asset.amount, 100.0)
self.assertEqual(account2.asset.locked, 0.0)
self.assertEqual(len(account2.orders), 3)
self.assertEqual(account2.orders[0].uid, 1)
self.assertEqual(account2.orders[0].symbol, "EURUSD")
self.assertEqual(account2.orders[0].side, protoex.OrderSide.buy)
self.assertEqual(account2.orders[0].type, protoex.OrderType.market)
self.assertEqual(account2.orders[0].price, 1.23456)
self.assertEqual(account2.orders[0].volume, 1000.0)
self.assertEqual(account2.orders[0].tp, 10.0)
self.assertEqual(account2.orders[0].sl, -10.0)
self.assertEqual(account2.orders[1].uid, 2)
self.assertEqual(account2.orders[1].symbol, "EURUSD")
self.assertEqual(account2.orders[1].side, protoex.OrderSide.sell)
self.assertEqual(account2.orders[1].type, protoex.OrderType.limit)
self.assertEqual(account2.orders[1].price, 1.0)
self.assertEqual(account2.orders[1].volume, 100.0)
self.assertEqual(account2.orders[1].tp, 10.0)
self.assertEqual(account2.orders[1].sl, -10.0)
self.assertEqual(account2.orders[2].uid, 3)
self.assertEqual(account2.orders[2].symbol, "EURUSD")
self.assertEqual(account2.orders[2].side, protoex.OrderSide.buy)
self.assertEqual(account2.orders[2].type, protoex.OrderType.stop)
self.assertEqual(account2.orders[2].price, 1.5)
self.assertEqual(account2.orders[2].volume, 10.0)
self.assertEqual(account2.orders[2].tp, 10.0)
self.assertEqual(account2.orders[2].sl, -10.0)